0001752724-22-125030.txt : 20220526
0001752724-22-125030.hdr.sgml : 20220526
20220526155531
ACCESSION NUMBER: 0001752724-22-125030
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220526
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 22969632
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043991
Guggenheim Total Return Bond Fund
C000136527
A-Class
GIBAX
C000136528
C-Class
GIBCX
C000136529
Institutional Class
GIBIX
C000152106
R6
GIBRX
C000155971
P
GIBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043991
C000152106
C000136528
C000136529
C000155971
C000136527
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Total Return Bond Fund
S000043991
549300FZ18ZR1YQ4EB78
2022-09-30
2022-03-31
N
25622536314.58
1568455351.77
24054080962.81
0.00000000
0.00000000
1387549652.99000000
0.00000000
0.00000000
0.00000000
17900727.49000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20731138.59000000
CAD
EUR
GBP
USD
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
33400000.00000000
PA
USD
29202879.85000000
0.121405095023
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
12500000.00000000
PA
USD
11248353.38000000
0.046762765109
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD6N4
5741326.91000000
PA
USD
5281843.12000000
0.021958199642
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.51000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
857752AA7
42600000.00000000
PA
USD
42600000.00000000
0.177100925476
Long
ABS-O
CORP
US
N
3
2022-08-17
Floating
1.92600000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Coupon Strips
3134A4CP7
2500000.00000000
PA
USD
1968150.00000000
0.008182187475
Long
DBT
USGSE
US
N
2
2031-03-15
None
0.00000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore 2021-CRE6 Issuer Ltd.
53948HAE6
44000000.00000000
PA
USD
43489855.20000000
0.180800319360
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
2.09100000
N
N
N
N
N
N
CAM Commercial Mortgage Corpor
N/A
Cam Commercial Mortgage Corp.
12477MAP5
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2021-12-14
Fixed
6.15700000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
16848620.04300000
PA
USD
4190014.24000000
0.017419140837
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.89700000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
11514722.01170000
PA
USD
11380345.21000000
0.047311494575
Long
LON
CORP
US
N
2
2027-10-29
Variable
4.75000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
34150000.00000000
PA
USD
33553805.89000000
0.139493194281
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
1.66800000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
5900000.00000000
PA
USD
5877726.91000000
0.024435466560
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
2.24800000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
40375000.00000000
PA
USD
36658077.50000000
0.152398578672
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
53125259.05130000
PA
USD
52018659.91000000
0.216257108265
Long
LON
CORP
US
N
2
2027-06-17
Variable
5.51000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
30700000.00000000
PA
USD
29371356.80000000
0.122105504032
Long
DBT
CORP
US
N
3
2030-05-07
Fixed
3.56000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
68825936.25860000
PA
USD
65854128.69000000
0.273775284916
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
3700000.00000000
PA
USD
508750.00000000
0.002115025723
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
3748750.93760000
PA
USD
2731755.67000000
0.011356724350
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.70700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418CV27
138115.82310000
PA
USD
139165.44000000
0.000578552305
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
1337755.72030000
PA
USD
1334109.27000000
0.005546290760
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
1.20400000
N
N
N
N
N
N
Ginkgo Bioworks Holdings, Inc.
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
100946.00000000
NS
USD
88862.76000000
0.000369429038
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
100946
11.50000000
USD
2027-12-31
XXXX
-144884.39000000
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
30100000.00000000
PA
USD
27784614.39000000
0.115508941842
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
800000.00000000
PA
USD
838571.72000000
0.003486193138
Long
DBT
CORP
AU
N
2
2030-01-15
Variable
5.03300000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corporation VI
228187AB6
1150000.00000000
PA
USD
1162282.00000000
0.004831953471
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
51325000.00000000
PA
USD
52921483.12000000
0.220010414040
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
347000.00000000
PA
USD
318372.50000000
0.001323569586
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
1670000.00000000
PA
USD
1493633.45000000
0.006209480429
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
22700000.00000000
PA
USD
22419655.00000000
0.093205203036
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC
N/A
2892750.00000000
PA
USD
2862376.13000000
0.011899752621
Long
LON
CORP
US
N
2
2028-03-13
Variable
4.28000000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
10104426.57510000
PA
11166301.74000000
0.046421651932
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAH0
7894000.00000000
PA
USD
6928528.83000000
0.028803964037
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61766CAL3
275000.00000000
PA
USD
267270.38000000
0.001111122808
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
4.76100000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
30750000.00000000
PA
USD
30397257.53000000
0.126370479824
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
1.74100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
13855526.55350000
PA
USD
11745947.82000000
0.048831413838
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBNF6
8638000.00000000
PA
USD
7192808.35000000
0.029902652947
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.17000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
2184000.00000000
NS
USD
48157200.00000000
0.200203865923
Long
EP
CORP
US
N
2
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
8975000.00000000
PA
USD
8099937.50000000
0.033673859801
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
61898330.09320000
PA
USD
59188904.01000000
0.246065954885
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.64700000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
140184.45320000
PA
USD
140081.10000000
0.000582358977
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAC0
6859643.45720000
PA
USD
6249954.23000000
0.025982926721
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.63700000
N
N
N
N
N
N
Wachovia Asset Securitization
N/A
Wachovia Asset Securitization Issuance II LLC Trust
92978LAA6
3592464.81280000
PA
USD
3451385.13000000
0.014348438983
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.58700000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SPL OBLIG
549300QG0NBD9HULR263
County of Miami-Dade Florida Revenue Bonds
59333NNL3
4100000.00000000
PA
USD
1906964.12000000
0.007927819495
Long
DBT
MUN
US
N
2
2041-10-01
None
0.00000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
538000.00000000
NS
USD
11271100.00000000
0.046857329604
Long
EP
CORP
US
N
2
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
100000000.00000000
PA
USD
100448130.00000000
0.417592882285
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
2.09100000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBJ0
11100000.00000000
PA
USD
10164936.00000000
0.042258675422
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AJ8
6162500.00000000
PA
USD
6046256.76000000
0.025136095489
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.39700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
13920000.00000000
PA
USD
13017626.40000000
0.054118161571
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQ75
996432.24000000
PA
USD
892982.52000000
0.003712395087
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.64500000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
1750000.00000000
PA
USD
2343299.88000000
0.009741797591
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAE0
3075830.47240000
PA
USD
1359390.65000000
0.005651393009
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.75700000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
313636364.00000000
PA
USD
153681.82000000
0.000638901233
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
9500000.00000000
PA
USD
9340646.05000000
0.038831855868
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
2.09100000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
39710000.00000000
PA
USD
32986349.26000000
0.137134107559
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
5925000.00000000
PA
USD
6250887.80000000
0.025986807850
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAD3
60800000.00000000
PA
USD
55788864.00000000
0.231930972903
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAC2
1600000.00000000
PA
USD
1592780.42000000
0.006621664001
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAL9
2300000.00000000
PA
USD
2275383.10000000
0.009459447249
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
2.74100000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
300000.00000000
PA
USD
310500.00000000
0.001290841252
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
57645MAE2
11107027.66610000
PA
USD
4366978.95000000
0.018154835999
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.60700000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
20775000.00000000
PA
USD
19840125.00000000
0.082481326269
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
6611673.60700000
PA
USD
6498018.94000000
0.027014205822
Long
LON
CORP
US
N
2
2027-08-02
Variable
1.98000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AA5
26450000.00000000
PA
USD
24300937.50000000
0.101026256366
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAA8
32850000.00000000
PA
USD
32220639.99000000
0.133950825391
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.87500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAD9
5050000.00000000
PA
USD
4582698.25000000
0.019051645569
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQK6
1900000.00000000
PA
USD
1601185.73000000
0.006656607385
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENJN1
180000.00000000
PA
USD
158250.24000000
0.000657893520
Long
DBT
USGSE
US
N
2
2041-12-30
Fixed
2.59000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAC0
3200000.00000000
PA
USD
3155226.88000000
0.013117220669
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
1.51500000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
12815000.00000000
PA
USD
11968246.82000000
0.049755577186
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
44300000.00000000
PA
USD
43606262.00000000
0.181284257201
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
1.54100000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
81405925.75130000
PA
USD
2110994.04000000
0.008776032820
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.92300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
219082731.43680000
PA
USD
8435977.75000000
0.035070879502
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.62600000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
1650000.00000000
PA
USD
1525562.82000000
0.006342220359
Long
DBT
CORP
US
N
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAF6
2000817.59530000
PA
USD
1593675.22000000
0.006625383952
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.93700000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
12770474.85380000
PA
USD
13961676.27000000
0.058042858887
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
50350000.00000000
PA
USD
45189125.00000000
0.187864691525
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
1360000.00000000
PA
USD
1254387.58000000
0.005214863880
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
Colicity, Inc.
N/A
Colicity, Inc. - Class A
194170114
34995.00000000
NS
USD
13648.05000000
0.000056739020
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
34995
11.50000000
USD
2027-12-31
XXXX
-24561.62000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
43685000.00000000
PA
USD
45244151.29000000
0.188093452250
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
30771989.15490000
PA
USD
26936494.57000000
0.111983054399
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
43859264.72100000
PA
USD
43498873.14000000
0.180837809630
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
2.03100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
24520000.00000000
PA
USD
22730504.16000000
0.094497495851
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442KAA9
6790946.01260000
PA
USD
3629726.01000000
0.015089855295
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.66700000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
252716.00000000
NC
USD
179428.36000000
0.000745937291
N/A
DCR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Quarterly
2022-06-23
0.00000000
USD
0.00000000
USD
20795999.64000000
USD
179428.36000000
N
N
N
BALBOA INTERMEDIATE HOLDINGS LLC
04EEB871XLHVNY4RZJ65
TIBCO Software, Inc.
N/A
884250.00000000
PA
USD
878723.44000000
0.003653115832
Long
LON
CORP
US
N
2
2026-06-30
Variable
4.21000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
215000.00000000
PA
USD
217730.36000000
0.000905170146
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAG4
64393014.53250000
PA
USD
3054173.56000000
0.012697111831
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.38100000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
BECLE, S.A.B. DE C.V
07586PAA9
44100000.00000000
PA
USD
39121110.00000000
0.162638140532
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
33660000.00000000
PA
USD
31562270.76000000
0.131213787834
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAA2
24240606.61920000
PA
USD
22299125.53000000
0.092704126025
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
13950000.00000000
PA
USD
12362908.50000000
0.051396303683
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3300000.00000000
NS
USD
3102000.00000000
0.012895940629
Long
EP
CORP
US
N
2
N
N
N
AVANTOR INC
N/A
Avantor Funding, Inc.
N/A
7704285.00000000
PA
USD
7634098.96000000
0.031737229835
Long
LON
CORP
US
N
2
2027-11-08
Variable
2.75000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAD6
28265164.75160000
PA
USD
10876217.75000000
0.045215686131
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.61700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DLL4
643402.58600000
PA
USD
636847.74000000
0.002647566294
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
60775431.27830000
PA
USD
1120170.21000000
0.004656882180
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.41300000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
2330000.00000000
PA
USD
2187287.50000000
0.009093207524
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
71850000.00000000
PA
USD
64757975.34000000
0.269218247997
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363TAD4
753244.25440000
PA
USD
700555.28000000
0.002912417568
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
1.06100000
N
N
N
N
N
N
PAI HOLDCO INC
N/A
PAI Holdco, Inc.
N/A
5111374.81710000
PA
USD
5053871.85000000
0.021010454973
Long
LON
CORP
US
N
2
2027-10-28
Variable
4.25000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
9106778.12250000
PA
USD
8727521.79000000
0.036282915167
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
19400000.00000000
PA
USD
17201649.81000000
0.071512396738
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBYV1
153930.57600000
PA
USD
165395.69000000
0.000687599290
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.00000000
N
N
N
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAK0
1420000.00000000
PA
USD
1712737.37000000
0.007120360876
Long
DBT
CORP
US
N
3
2053-09-15
Fixed
5.86000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
8107000.00000000
PA
USD
7732051.25000000
0.032144446765
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
12487250.00000000
PA
USD
12435178.17000000
0.051696750290
Long
LON
CORP
US
N
2
2028-05-08
Variable
5.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
2650000.00000000
PA
USD
2679560.75000000
0.011139734476
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAE1
1180000.00000000
PA
USD
1424399.89000000
0.005921655839
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.40000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
25982000.00000000
PA
USD
25523565.80000000
0.106109087432
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
1.86400000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
54785000.00000000
PA
USD
52534340.16000000
0.218400945108
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
650000.00000000
PA
USD
565808.33000000
0.002352234246
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7P3
1612000.00000000
PA
USD
458175.54000000
0.001904772586
Long
DBT
USGA
US
N
2
2058-09-15
None
0.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
19990556.24570000
PA
USD
19797987.22000000
0.082306146930
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
8075000.00000000
PA
USD
7339488.63000000
0.030512446687
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
15389739.32600000
PA
USD
14140054.02000000
0.058784428479
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBG3
1020000.00000000
PA
USD
233248.50000000
0.000969683690
Long
DBT
USGA
US
N
2
2064-09-15
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
25150000.00000000
PA
USD
22195459.74000000
0.092273156369
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
-692112.53000000
PA
USD
-71950.01000000
-0.00029911768
Short
LON
CORP
US
N
3
2042-08-10
None
0.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
98500000.00000000
PA
USD
97450039.25000000
0.405128923448
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
1.84700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
73447060.05160000
PA
USD
69214511.63000000
0.287745400612
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
19747760.59510000
PA
USD
19566673.63000000
0.081344507238
Long
LON
CORP
US
N
2
2026-12-02
Variable
4.26000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
1023144.72610000
PA
USD
1013762.49000000
0.004214513502
Long
LON
CORP
US
N
2
2024-09-27
Variable
3.76000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111ED1
1080000.00000000
PA
USD
1184172.54000000
0.004922958984
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
14800000.00000000
PA
16131459.56000000
0.067063296182
Long
LON
CORP
GB
N
2
2028-10-06
Variable
4.50000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
1600000.00000000
PA
USD
1513510.03000000
0.006292113310
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXY1
382573.51200000
PA
USD
398671.62000000
0.001657397015
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAQ2
3250000.00000000
PA
USD
3254927.98000000
0.013531707925
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
2.14100000
N
N
N
N
N
N
SAN MATEO CA FOSTER CITY SCH D
N/A
San Mateo Foster City School District General Obligation Unlimited
799055RJ9
6125000.00000000
PA
USD
5647463.76000000
0.023478193861
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.05900000
N
N
N
N
N
N
Hotwire Funding LLC
N/A
Hotwire Funding LLC
44148JAB5
4025000.00000000
PA
USD
3766987.44000000
0.015660492062
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
009279AC4
9000000.00000000
PA
USD
8953368.21000000
0.037221826200
Long
DBT
CORP
NL
N
2
2047-04-10
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTQS1
6193000.00000000
PA
USD
6402487.33000000
0.026617052382
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
3.61000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII
86212VAB0
11327856.57410000
PA
USD
11198995.41000000
0.046557569284
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
10290000.00000000
PA
USD
9596477.67000000
0.039895424335
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.43500000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
18290000.00000000
PA
USD
18090437.81000000
0.075207353953
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
1.65800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
40689000.00000000
PA
USD
40146615.63000000
0.166901473775
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.50000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Federal Funds Rate
N/A
300000000.00000000
OU
Notional Amount
USD
-19787766.00000000
-0.08226365426
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US Federal Funds Effective Rate (continuous series)
N/A
Y
2031-09-30
0.00000000
USD
67272.49000000
USD
300000000.00000000
USD
-19720493.51000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LENP8
5501000.00000000
PA
USD
4743863.81000000
0.019721658945
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
6413950.72370000
PA
USD
5415521.16000000
0.022513939187
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (A)
N/A
Dyal Capital Partners III
N/A
16988075.95000000
PA
USD
15825303.14000000
0.065790512489
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
39050000.00000000
PA
USD
34288083.29000000
0.142545804776
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Resecuritization Trust
61764QAA8
1158196.90000000
PA
USD
1141547.82000000
0.004745755291
Long
ABS-MBS
CORP
US
N
2
2046-11-26
Floating
0.32200000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
790000.00000000
PA
USD
738450.90000000
0.003069960981
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BP2
1180000.00000000
PA
USD
1508774.43000000
0.006272426006
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
13092000.00000000
PA
USD
12879993.39000000
0.053545980035
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
2.44100000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BA7
70000.00000000
PA
USD
64512.13000000
0.000268196195
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
126490000.00000000
PA
USD
113711364.19000000
0.472732108808
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWK43
688316.95100000
PA
USD
642136.78000000
0.002669554413
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.35500000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corporation Principal Strips
76116FAB3
1950000.00000000
PA
USD
1578837.00000000
0.006563697039
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
41254029.68120000
PA
USD
40364130.76000000
0.167805749146
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.59700000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
17904000.00000000
PA
USD
17039755.30000000
0.070839352899
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAC6
0.03850000
PA
USD
0.04000000
0.000000000166
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
27004000.00000000
PA
USD
23877261.66000000
0.099264909338
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells, LLC
N/A
22854061.86000000
PA
USD
22596953.66000000
0.093942286528
Long
LON
CORP
US
N
3
2028-11-10
Variable
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-142.00000000
NC
USD
-7100.00000000
-0.00002951682
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-14200
55.00000000
USD
2022-12-16
XXXX
139168.68000000
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAA7
30138000.00000000
PA
USD
26465064.76000000
0.110023179854
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
11374000.00000000
PA
USD
10504002.74000000
0.043668277146
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
1250000.00000000
PA
USD
1171337.50000000
0.004869599889
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAK0
43505000.00000000
PA
USD
40141838.14000000
0.166881612322
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
N/A
8244582.61180000
PA
9090389.02000000
0.037791462638
Long
LON
CORP
US
N
2
2025-10-02
Variable
4.00000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION INC
N/A
Hardwood Funding LLC
N/A
2000000.00000000
PA
USD
1887461.28000000
0.007846740363
Long
DBT
CORP
US
N
3
2031-06-07
Fixed
2.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMPN7
8100000.00000000
PA
USD
8324046.00000000
0.034605545781
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.43000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAA8
7465286.28860000
PA
USD
4576481.78000000
0.019025801846
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
0.64700000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216AY7
1100000.00000000
PA
USD
1472397.52000000
0.006121196325
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.45000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AL6
1660000.00000000
PA
USD
1617651.97000000
0.006725062464
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
52743632.30790000
PA
USD
1924989.62000000
0.008002756883
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.98300000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
22100000.00000000
PA
USD
20320287.00000000
0.084477503137
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
12470700.41290000
PA
USD
7533333.13000000
0.031318316179
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.57700000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
7695675.00000000
PA
USD
7688679.63000000
0.031964137985
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
12500000.00000000
PA
USD
12476213.25000000
0.051867345375
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
8250000.00000000
PA
USD
7875202.50000000
0.032739569273
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524VAG4
1759659.74040000
PA
USD
1699996.19000000
0.007067391984
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.70700000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-146.00000000
NC
USD
-9855.00000000
-0.00004097017
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-14600
50.00000000
USD
2022-12-16
XXXX
147951.48000000
N
N
N
PRICEWATERHOUSECOOPERS LLP
N/A
PricewaterhouseCoopers LLP
N/A
31500000.00000000
PA
USD
30045055.01000000
0.124906268738
Long
DBT
CORP
US
N
3
2030-09-13
Fixed
3.43000000
N
N
N
N
N
N
IQVIA HOLDINGS INC
N/A
IQVIA, Inc.
N/A
4683039.05120000
PA
5095272.93000000
0.021182571630
Long
LON
CORP
US
N
2
2024-03-07
Variable
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
700000.00000000
PA
USD
710882.82000000
0.002955352237
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
41450000.00000000
PA
USD
33590590.48000000
0.139646118810
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAJ7
2598981.06170000
PA
USD
2649859.49000000
0.011016257466
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.32000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
19800000.00000000
PA
USD
17512269.59000000
0.072803735952
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
202103.38250000
PA
USD
198103.76000000
0.000823576507
Long
LON
CORP
US
N
2
2028-07-14
Variable
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXU99
2363445.81370000
PA
USD
2212666.83000000
0.009198716980
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.92000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
22500000.00000000
PA
USD
22667805.00000000
0.094236836714
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CM5
7480000.00000000
PA
USD
7311700.00000000
0.030396921051
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DC6
21400000.00000000
PA
USD
20829593.06000000
0.086594840568
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
PRIMERICA INC
254900621R686KJR7022
Primerica, Inc.
74164MAB4
28625000.00000000
PA
USD
26407463.90000000
0.109783715872
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
2.80000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
24693815.11490000
PA
USD
24408028.65000000
0.101471466266
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
1.08700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDLZ0
2775047.90680000
PA
USD
2441772.67000000
0.010151178395
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.34000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
45725502.86970000
PA
USD
43594196.03000000
0.181234095359
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St. Joseph Health Obligated Group
743820AB8
4250000.00000000
PA
USD
3356832.16000000
0.013955354042
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7Q1
1612000.00000000
PA
USD
450337.99000000
0.001872189549
Long
DBT
USGA
US
N
2
2059-03-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17321JAD6
380000.00000000
PA
USD
386394.56000000
0.001606357609
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
4.37100000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority Revenue Bonds
70870EDB2
995000.00000000
PA
USD
484571.67000000
0.002014509183
Long
DBT
MUN
US
N
2
2041-01-01
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1650000.00000000
PA
USD
1532330.20000000
0.006370354379
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
18000000.00000000
PA
USD
16320782.52000000
0.067850368281
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD3D9
598299.05400000
PA
USD
555761.08000000
0.002310464826
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.56000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2800000.00000000
PA
USD
2933000.00000000
0.012193357146
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
10000000.00000000
PA
USD
9921018.00000000
0.041244635433
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
1.84500000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
925000.00000000
PA
USD
905066.25000000
0.003762630762
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
39500000.00000000
PA
USD
39158348.70000000
0.162792952931
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
1.69800000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
2530000.00000000
PA
USD
3193337.46000000
0.013275657735
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
605199.46930000
PA
USD
559278.57000000
0.002325088083
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.93700000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
21171637.70060000
PA
USD
21094060.59000000
0.087694311092
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
1.52400000
N
N
N
N
N
N
FUGUE FINANCE BV
N/A
Fugue Finance BV
N/A
10500000.00000000
PA
11457978.31000000
0.047634238563
Long
LON
CORP
NL
N
2
2024-08-30
Variable
3.25000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte & Touche LLP
N/A
4800000.00000000
PA
USD
5355671.81000000
0.022265127561
Long
DBT
CORP
US
N
3
2026-11-20
Fixed
7.33000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
50500000.00000000
PA
USD
44709262.47000000
0.185869759643
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAP9
34550000.00000000
PA
USD
29480478.50000000
0.122559155536
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
BlackRock MuniYield California
IYIUSPF2WPGE9ZQM0H74
BlackRock MuniYield California Quality Fund, Inc.
09254N103
450161.00000000
NS
USD
5915115.54000000
0.024590902263
Long
EC
RF
US
N
1
N
N
N
FNMA INT STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31359YQK6
3963000.00000000
PA
USD
2968283.04000000
0.012340039283
Long
DBT
USGSE
US
N
2
2032-07-15
None
0.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
6425297.22240000
PA
USD
1974894.77000000
0.008210227499
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.68700000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947DAA4
4983336.33370000
PA
USD
4968233.83000000
0.020654432142
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Floating
1.44700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBL35
884283.98400000
PA
USD
764157.47000000
0.003176830871
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.34000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
1630763.00000000
NS
USD
37964162.64000000
0.157828364753
Long
EP
CORP
US
N
2
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
3442000.00000000
NS
USD
71455920.00000000
0.297063604759
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
25000000.00000000
PA
USD
23816250.00000000
0.099011265642
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
SOMPO INTL HLDS LTD
N/A
Sompo International Holdings Ltd.
614810AB5
140000.00000000
PA
USD
141105.48000000
0.000586617631
Long
DBT
CORP
BM
N
2
2022-10-15
Fixed
4.70000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
28755500.00000000
PA
USD
28539833.75000000
0.118648614320
Long
LON
CORP
US
N
3
2028-04-13
Variable
4.75000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
2500000.00000000
PA
USD
2243396.50000000
0.009326469398
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
16529834.25140000
PA
USD
16442184.81000000
0.068355073866
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
1.64100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
46015602.64480000
PA
USD
43798446.67000000
0.182083226283
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
466570.65150000
PA
USD
457323.78000000
0.001901231565
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.75700000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKBQ8
70000.00000000
PA
USD
75187.91000000
0.000312578602
Long
DBT
USGSE
US
N
2
2044-02-26
Fixed
3.67000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAY4
9200000.00000000
PA
USD
8914616.92000000
0.037060725511
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
2.00400000
N
N
N
N
N
N
Bank
N/A
BANK
06539WBD7
140000000.00000000
PA
USD
4271470.00000000
0.017757776763
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWED0
664329.61000000
PA
USD
644756.31000000
0.002680444582
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHF49
16382.95300000
PA
USD
16627.35000000
0.000069124860
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HYCH9
588145.84720000
PA
USD
545655.77000000
0.002268454034
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
2.51000000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
318000.00000000
PA
248713.80000000
0.001033977562
Long
LON
CORP
CA
N
2
2029-03-26
Variable
8.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
3425409.71170000
PA
USD
3328530.90000000
0.013837697250
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
17450000.00000000
PA
USD
17402837.89000000
0.072348795686
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
1.87200000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park Clo Ltd.
103228AE2
8800000.00000000
PA
USD
8690786.72000000
0.036130196507
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
2.37100000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV ISSUER B
N/A
Dyal Capital Partners IV
N/A
14630000.00000000
PA
USD
12897332.82000000
0.053618065225
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO IX Ltd.
01750NAA7
20400000.00000000
PA
USD
20306406.84000000
0.084419799165
Long
ABS-O
CORP
KY
N
2
2031-10-16
Floating
1.40600000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
27190000.00000000
PA
USD
26269969.25000000
0.109212109540
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
14400000.00000000
PA
USD
13957641.36000000
0.058026084561
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBH1
1020000.00000000
PA
USD
229230.72000000
0.000952980578
Long
DBT
USGA
US
N
2
2065-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7M0
1612000.00000000
PA
USD
475917.21000000
0.001978530008
Long
DBT
USGA
US
N
2
2057-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
148171.08290000
PA
USD
136432.66000000
0.000567191322
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
2.24300000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
22400000.00000000
PA
USD
19485466.56000000
0.081006905190
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUYQ3
4810838.45000000
PA
USD
4740012.32000000
0.019705647151
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.16000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBF9
1300000.00000000
PA
USD
1407319.99000000
0.005850649593
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABB0
39365136.71220000
PA
USD
851731.65000000
0.003540902898
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
0.88100000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
55700000.00000000
PA
USD
55417116.41000000
0.230385507123
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
1.74100000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
26000000.00000000
PA
USD
23979893.60000000
0.099691580971
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
28644611.82160000
PA
USD
24553078.49000000
0.102074481781
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-4485000.00000000
NC
11423.10000000
0.000047489239
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4485000.00000000
EUR
4975842.89000000
USD
2022-04-14
11423.10000000
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAY6
2936000.00000000
PA
USD
2900868.29000000
0.012059776029
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AB9
6027740.83150000
PA
USD
3716994.33000000
0.015452655770
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.56700000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
44561168.62440000
PA
USD
1428751.38000000
0.005939746283
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
0.91700000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
27800000.00000000
PA
USD
26741138.59000000
0.111170901234
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
2300000.00000000
PA
USD
2249867.18000000
0.009353369947
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
13075000.00000000
PA
USD
13794153.24000000
0.057346415609
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
11828033.31930000
PA
USD
9777651.67000000
0.040648618773
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAE4
5900000.00000000
PA
USD
5798920.02000000
0.024107842777
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
1.81500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128X0AZ2
18000000.00000000
PA
USD
12834324.00000000
0.053356118738
Long
DBT
USGSE
US
N
2
2034-01-02
None
0.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
9000000.00000000
PA
USD
8912813.40000000
0.037053227740
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
1.97000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1290000.00000000
PA
USD
1276609.80000000
0.005307248287
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
1650000.00000000
PA
USD
1581360.61000000
0.006574188439
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAV0
12362077.92980000
PA
USD
12974413.68000000
0.053938513385
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
54430000.00000000
PA
USD
52397002.49000000
0.217829991389
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust 2006-E
35729NAC9
12679129.09290000
PA
USD
6856344.29000000
0.028503871341
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.57700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
10200000.00000000
PA
USD
10278877.62000000
0.042732364773
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
2.74100000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AQ1
37950000.00000000
PA
USD
34090493.73000000
0.141724365951
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec CAD / Deliver USD
N/A
183000.00000000
NC
3196.13000000
0.000013287267
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
143219.29000000
USD
183000.00000000
CAD
2022-04-14
3196.13000000
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2022-1 LLC
693582AA6
10000000.00000000
PA
USD
9822921.00000000
0.040836816900
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Coupon Strips
3134A4NQ3
1050000.00000000
PA
USD
853443.15000000
0.003548018115
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EMC75
720000.00000000
PA
USD
634440.96000000
0.002637560590
Long
DBT
USGSE
US
N
2
2046-06-01
Fixed
2.84000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
12423539.20480000
PA
USD
12236362.44000000
0.050870213910
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.64700000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
39700000.00000000
PA
USD
38159640.00000000
0.158641022531
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
550000.00000000
PA
USD
527342.75000000
0.002192321339
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAA3
1934452.80250000
PA
USD
1914878.27000000
0.007960720981
Long
ABS-O
CORP
KY
Y
2
2034-10-15
Floating
1.31500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128X9MF4
7355000.00000000
PA
USD
4788722.82000000
0.019908151250
Long
DBT
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
43561312.22540000
PA
USD
37565311.05000000
0.156170219548
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
68010000.00000000
PA
USD
63429899.87000000
0.263697041545
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Securitization Trust
14855JAB1
205701.18000000
PA
USD
197505.28000000
0.000821088447
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
4.45000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
1643359.49920000
PA
USD
1617509.45000000
0.006724469966
Long
LON
CORP
US
N
2
2025-03-31
Variable
3.46000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAJ0
3800000.00000000
PA
USD
3765274.46000000
0.015653370693
Long
ABS-O
CORP
KY
Y
2
2038-08-19
Floating
3.14900000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKYC4
1500000.00000000
PA
USD
1478509.50000000
0.006146605652
Long
DBT
USGSE
US
N
2
2048-08-05
Fixed
3.11000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AE3
6500000.00000000
PA
USD
6434439.05000000
0.026749885227
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
1.99100000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
22735750.00000000
PA
USD
22508392.50000000
0.093574111331
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.75000000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
32906006.75850000
PA
USD
32628280.06000000
0.135645506932
Long
LON
CORP
US
N
2
2028-02-01
Variable
4.50000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAL6
32500000.00000000
PA
USD
31909995.00000000
0.132659381372
Long
ABS-MBS
CORP
US
N
2
2024-01-15
Floating
2.25200000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
12432668.13370000
PA
USD
7629878.70000000
0.031719684954
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
1.05700000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
50280000.00000000
PA
USD
0.50000000
0.000000002078
Long
LON
CORP
US
N
3
2031-07-15
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BF9
45690000.00000000
PA
USD
43490887.30000000
0.180804610108
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281BB9
49907391.74600000
PA
USD
896755.98000000
0.003728082487
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
0.82200000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAG6
19200000.00000000
PA
USD
18615045.12000000
0.077388303252
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
2.41800000
N
N
N
N
N
N
TFI INTERNATIONAL INC
N/A
TFI International, Inc.
N/A
14000000.00000000
PA
USD
13047845.44000000
0.054243791147
Long
DBT
CORP
CA
N
3
2033-01-05
Fixed
3.35000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
5360000.00000000
PA
USD
5241734.28000000
0.021791455213
Long
ABS-O
CORP
US
Y
2
2038-02-15
Floating
1.81500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAX9
41150000.00000000
PA
USD
34062369.27000000
0.141607444169
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A Unfunded
N/A
46160000.00000000
PA
USD
0.46000000
0.000000001912
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
50650000.00000000
PA
USD
50336841.18000000
0.209265285411
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
1.75400000
N
N
N
N
N
N
KKR Acquisition Holdings I Corp. - Class A
N/A
KKR Acquisition Holdings I Corp. - Class A
48253T117
949467.00000000
NS
USD
626648.22000000
0.002605163842
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
949467
11.50000000
USD
2027-12-31
XXXX
-366485.59000000
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAA8
24975000.00000000
PA
USD
23820405.75000000
0.099028542336
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
6600000.00000000
PA
USD
4719000.00000000
0.019618292660
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-10902815.87000000
PA
USD
-10902815.87000000
-0.04532626246
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.15000000
N/A
9564000.00000000
USD
9995336.40000000
USD
CDS
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363RAA4
1593206.76980000
PA
USD
1494346.70000000
0.006212445623
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
1.02100000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
18680000.00000000
PA
USD
19229338.08000000
0.079942102588
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AZ9
13000000.00000000
PA
USD
11959071.02000000
0.049717430645
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
42150000.00000000
PA
USD
38020775.25000000
0.158063720284
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
1208350.47960000
PA
USD
1190793.15000000
0.004950482838
Long
LON
CORP
US
N
2
2026-07-24
Variable
3.80000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAC1
24300000.00000000
PA
USD
24179943.42000000
0.100523247832
Long
ABS-O
CORP
KY
N
2
2036-02-22
Floating
2.04900000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAH4
2750000.00000000
PA
USD
2561840.27000000
0.010650335275
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
53200000.00000000
NS
USD
52465840.00000000
0.218116169481
Long
EP
CORP
US
N
2
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ELZC1
3000000.00000000
PA
USD
2478618.00000000
0.010304355439
Long
DBT
USGSE
US
N
2
2040-05-14
Fixed
2.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
13850000.00000000
PA
USD
14037529.00000000
0.058358201345
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
59500000.00000000
PA
USD
59745502.95000000
0.248379902946
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
1.95400000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498MQ8
3000000.00000000
PA
USD
2668413.30000000
0.011093391196
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
28506750.00000000
PA
USD
28288958.43000000
0.117605650674
Long
LON
CORP
US
N
2
2028-05-04
Variable
4.75000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
11873267.53770000
PA
USD
4543048.17000000
0.018886808342
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.55700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAW0
7450000.00000000
PA
USD
7598746.63000000
0.031590259639
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
13090000.00000000
PA
USD
12928207.60000000
0.053746420908
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
37611537.18250000
PA
USD
1190860.25000000
0.004950761793
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.98700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
196696994.17040000
PA
USD
4588586.82000000
0.019076126113
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.43800000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EMM58
2000000.00000000
PA
USD
1801296.00000000
0.007488525555
Long
DBT
USGSE
US
N
2
2039-06-28
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBF1
18694334.47100000
PA
USD
476075.53000000
0.001979188191
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.02100000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GF3
1000000.00000000
PA
USD
468234.30000000
0.001946589856
Long
DBT
MUN
US
N
2
2039-09-01
None
0.00000000
N
N
N
N
N
N
Telos CLO Ltd
549300S94NIRW4K03T89
Telos CLO Ltd.
87970UAY2
7236460.95320000
PA
USD
7236386.42000000
0.030083820002
Long
ABS-O
CORP
KY
N
2
2027-01-17
Floating
1.99100000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Company LLC
09261BAH3
12150000.00000000
PA
USD
10515461.84000000
0.043715916048
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
15700000.00000000
PA
USD
16072875.00000000
0.066819742665
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
11530060.00070000
PA
USD
9800873.84000000
0.040745160270
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
22850000.00000000
PA
USD
18726069.93000000
0.077849866552
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
1900000.00000000
PA
USD
1724250.00000000
0.007168222318
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
15665000.00000000
PA
USD
15469044.95000000
0.064309440771
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
2.48100000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68401TAE8
5315293.34190000
PA
USD
3230532.71000000
0.013430289500
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.70700000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
28750000.00000000
PA
USD
25724637.50000000
0.106945002553
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENEE6
1650000.00000000
PA
USD
1498945.80000000
0.006231565455
Long
DBT
USGSE
US
N
2
2036-11-17
Fixed
2.48000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBJ4
9250000.00000000
PA
USD
10503652.50000000
0.043666821094
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
N/A
97100000.00000000
PA
USD
89030306.42000000
0.370125578930
Long
DBT
CORP
US
N
3
2039-12-31
Fixed
3.52000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAJ9
5160593.28380000
PA
USD
4960360.20000000
0.020621699110
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
2.14700000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
24778000.00000000
PA
USD
24135837.74000000
0.100339887345
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
23511075.00000000
PA
USD
20963414.91000000
0.087151177974
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HS5E7
2600000.00000000
PA
USD
2783369.06000000
0.011571296630
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.94000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
7888676.06010000
PA
USD
7751003.67000000
0.032223237636
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7K4
1612000.00000000
PA
USD
490912.03000000
0.002040867954
Long
DBT
USGA
US
N
2
2056-09-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAV0
28768009.51070000
PA
USD
627067.81000000
0.002606908203
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.72300000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
8800000.00000000
PA
USD
8647500.40000000
0.035950242345
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
2.36900000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
45800000.00000000
PA
59901552.51000000
0.249028647582
Long
LON
CORP
GB
N
3
2025-04-28
Variable
4.96000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
171090694.93720000
PA
USD
12947731.46000000
0.053827587426
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CC3
40750000.00000000
PA
USD
36893415.52000000
0.153376949121
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEN60
7100000.00000000
PA
USD
6181944.72000000
0.025700190872
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.41000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FCG4
3500000.00000000
PA
USD
769730.50000000
0.003199999622
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
21000000.00000000
PA
USD
20825861.70000000
0.086579328190
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
2.16500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
34600000.00000000
PA
USD
30275000.00000000
0.125862218751
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C5E0
489896.67930000
PA
USD
504789.56000000
0.002098560991
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
45900000.00000000
PA
USD
44631321.71000000
0.185545736621
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
60050000.00000000
PA
USD
57770009.59000000
0.240167186928
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.39700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJYM6
593458.10400000
PA
USD
590148.69000000
0.002453424393
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HAH GROUP HOLDING COMPANY LLC
N/A
HAH Group Holding Co. LLC
N/A
2192427.90310000
PA
USD
2159541.48000000
0.008977859030
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
53550000.00000000
PA
USD
61836167.42000000
0.257071419671
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
5000000.00000000
PA
USD
4535117.40000000
0.018853837762
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
1300000.00000000
PA
USD
130520.00000000
0.000542610628
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS HOLDINGS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
N/A
3960000.00000000
PA
USD
3903094.80000000
0.016226331016
Long
LON
CORP
US
N
2
2028-03-03
Variable
2.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
138205000.00000000
PA
USD
168002827.23000000
0.698437938617
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
2000000.00000000
PA
USD
1911250.00000000
0.007945637178
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
14175000.00000000
PA
USD
11942437.50000000
0.049648280133
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
10330624.38980000
PA
8017783.23000000
0.033332319960
Long
LON
CORP
CA
N
2
2028-03-27
Variable
5.00000000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
250000.00000000
PA
USD
260070.52000000
0.001081190839
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
309501.00000000
NS
USD
6734741.76000000
0.027998333299
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
22825000.00000000
PA
USD
22336960.42000000
0.092861416965
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
2.49100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUMC7
672562.68100000
PA
USD
706230.46000000
0.002936010987
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
Airplanes Pass Through Trust
N/A
Airplanes Pass Through Trust
009451AP0
409603.91480000
PA
USD
4.10000000
0.000000017044
Long
ABS-O
CORP
US
N
3
2019-03-15
Floating
1.25500000
Y
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBP5
540000.00000000
PA
USD
167614.38000000
0.000696823047
Long
DBT
USGA
US
N
2
2056-04-01
None
0.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
55291KAD9
5915603.91200000
PA
USD
2484669.00000000
0.010329511253
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.61700000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
114865000.00000000
PA
USD
115152162.50000000
0.478721937778
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
27500000.00000000
PA
USD
27125271.25000000
0.112767855450
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
1.69800000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
47320000.00000000
PA
USD
45509440.74000000
0.189196339741
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings, Inc.
299808AH8
27760000.00000000
PA
USD
24752028.00000000
0.102901574324
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7D0
1612000.00000000
PA
USD
546142.38000000
0.002270477017
Long
DBT
USGA
US
N
2
2053-09-15
None
0.00000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
38800000.00000000
PA
USD
35312476.74000000
0.146804514354
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWQD1
2010000.00000000
PA
USD
1522641.33000000
0.006330074852
Long
DBT
USGSE
US
N
2
2050-08-19
Fixed
2.05000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAY0
2500000.00000000
PA
USD
2505783.00000000
0.010417288458
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
2.25400000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-9935957.76930000
PA
USD
-115271.62000000
-0.00047921855
Short
LON
CORP
US
N
3
2026-11-25
Variable
1.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
73350000.00000000
NS
USD
65877102.00000000
0.273870791828
Long
EP
CORP
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
800000000.00000000
PA
USD
721750000.00000000
3.000530351236
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
3015886.06010000
PA
USD
3268963.11000000
0.013590056153
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENQQ6
5100000.00000000
PA
USD
4965436.50000000
0.020642802806
Long
DBT
USGSE
US
N
2
2032-03-08
Fixed
3.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
6820000.00000000
PA
USD
5988565.96000000
0.024896257600
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38011WAA4
3237218.69480000
PA
USD
3782985.15000000
0.015726999322
Long
ABS-MBS
CORP
US
N
3
2037-05-10
Fixed
6.84500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-420840000.00000000
NC
-6219613.41000000
-0.02585679086
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
420840000.00000000
EUR
459605676.60000000
USD
2022-04-14
-6219613.41000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABH4
68262715.57700000
PA
USD
1850595.39000000
0.007693477846
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.14100000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAG7
4400000.00000000
PA
USD
4172120.04000000
0.017344749302
Long
ABS-O
CORP
KY
Y
2
2038-11-16
Floating
2.71800000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
12040000.00000000
PA
USD
10792610.61000000
0.044868106275
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
10547270.87720000
PA
USD
10338540.39000000
0.042980400731
Long
LON
CORP
US
N
2
2028-07-14
Variable
3.25000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
-750080.00000000
PA
USD
-1252.63000000
-0.00000520755
Short
LON
CORP
US
N
3
2027-11-12
Variable
1.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B549
1180000.00000000
NS
USD
25971800.00000000
0.107972530898
Long
EP
CORP
US
N
2
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
12402520.34940000
PA
USD
11183332.76000000
0.046492454969
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
AI CONVOY & CY SCA
N/A
AI Convoy Luxembourg SARL
N/A
13593007.77000000
PA
14768952.61000000
0.061398947782
Long
LON
CORP
LU
N
2
2027-01-18
Variable
3.50000000
N
N
N
N
N
N
FLAMINGO LUX I SARL
N/A
Flamingo
N/A
18600000.00000000
PA
20118955.41000000
0.083640507575
Long
LON
CORP
FR
N
2
2028-03-24
Variable
3.50000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935YAB6
9193426.45290000
PA
USD
8883914.12000000
0.036933084800
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.79700000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
10000000.00000000
PA
USD
7821936.00000000
0.032518124521
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
37420000.00000000
PA
USD
33274963.03000000
0.138333961216
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBC2
1020000.00000000
PA
USD
250036.68000000
0.001039477169
Long
DBT
USGA
US
N
2
2062-09-15
None
0.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
65200000.00000000
NS
USD
60270880.00000000
0.250564052283
Long
EP
CORP
US
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
5524999.38900000
PA
USD
6241521.64000000
0.025947869925
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
1580000.00000000
PA
USD
1572256.93000000
0.006536341722
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
Oaktree CLO Ltd
635400SBDDFQR1OHEJ54
Oaktree CLO Ltd.
67389XAF4
781415.86370000
PA
USD
780202.01000000
0.003243532817
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
1.12400000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
55275BAE7
8179080.02220000
PA
USD
3932130.34000000
0.016347040429
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.93700000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
19203500.00000000
PA
USD
18963456.25000000
0.078836752396
Long
LON
CORP
US
N
2
2028-04-27
Variable
4.75000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EGB61
100000.00000000
PA
USD
96621.00000000
0.000401682359
Long
DBT
USGSE
US
N
2
2040-10-01
Fixed
2.87500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
9300000.00000000
PA
USD
9015011.82000000
0.037478097101
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
11125000.00000000
PA
USD
11703444.82000000
0.048654716171
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAC4
8732459.06780000
PA
USD
4901264.68000000
0.020376021381
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.58700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CU7
33850000.00000000
PA
USD
35644481.59000000
0.148184757692
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
12413775.00000000
PA
USD
12255660.75000000
0.050950442750
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
338000.00000000
NS
USD
7496840.00000000
0.031166603336
Long
EP
CORP
US
N
2
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBS9
570000.00000000
PA
USD
320229.99000000
0.001331291727
Long
DBT
USGA
US
N
2
2039-09-15
None
0.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI DIRECT LENDING FUND CLO V Ltd.
000807AQ0
15975000.00000000
PA
USD
15980121.59000000
0.066434139033
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
2.15400000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
30500000.00000000
PA
USD
31605625.00000000
0.131394024360
Long
LON
CORP
US
N
2
2027-06-21
Variable
6.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NL1
1580000.00000000
PA
USD
1574668.80000000
0.006546368586
Long
DBT
CORP
US
N
2
2026-03-17
Variable
3.29000000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem SpA
N/A
5000000.00000000
PA
5207757.00000000
0.021650201510
Long
DBT
CORP
IT
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBD4
1370000.00000000
PA
USD
1552757.60000000
0.006455277183
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAJ3
16250000.00000000
PA
USD
15913313.00000000
0.066156395767
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.12300000
N
N
N
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2700000.00000000
PA
USD
2329173.90000000
0.009683071673
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
ORION ADVISOR SOLUTIONS INC
N/A
Orion Advisor Solutions, Inc.
N/A
17460011.24750000
PA
USD
17290823.74000000
0.071883119403
Long
LON
CORP
US
N
2
2027-09-24
Variable
4.50000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAG1
3100000.00000000
PA
USD
3038604.19000000
0.012632385309
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
1.88700000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
20000000.00000000
PA
USD
18700686.00000000
0.077744337972
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AA0
10149434.13370000
PA
USD
9605995.88000000
0.039934994377
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.97100000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
59401000.00000000
PA
USD
63142098.74000000
0.262500566276
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABF6
30038592.30600000
PA
USD
623586.16000000
0.002592433944
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.56400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAJ0
5277334.15630000
PA
USD
35708.55000000
0.000148451109
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
1.08900000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
57550860.57160000
PA
USD
55750445.20000000
0.231771254475
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
29829981.44850000
PA
USD
26901948.03000000
0.111839434113
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
BERRY GLOBAL GROUP INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
N/A
24306025.97000000
PA
USD
23930011.75000000
0.099484207220
Long
LON
CORP
US
N
2
2026-07-01
Variable
2.07000000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
6352000.00000000
PA
USD
6272600.00000000
0.026077071951
Long
LON
CORP
US
N
2
2026-05-29
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXK1
231947.18550000
PA
USD
235888.64000000
0.000980659541
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
20358793.96130000
PA
USD
17949143.40000000
0.074619950883
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0JX9
1374177.32080000
PA
USD
1183767.88000000
0.004921276692
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.31500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
17900000.00000000
PA
USD
17089040.50000000
0.071044246198
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
20650000.00000000
PA
USD
18348514.34000000
0.076280255181
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAH5
521000.00000000
PA
USD
515378.36000000
0.002142581796
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.86900000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
18950000.00000000
PA
USD
17149750.00000000
0.071296633725
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTEC9
4000000.00000000
PA
USD
4227413.52000000
0.017574620816
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.76000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
2Y-10 CMS CAP
N/A
1880100000.00000000
NC
USD
94005.00000000
0.000390806866
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
2Y-10 CMS CAP
1880100000
0.60500000
USD
2022-07-29
XXXX
-2817407.00000000
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
15100000.00000000
PA
USD
14888397.66000000
0.061895516536
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
1.64100000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
20150000.00000000
PA
USD
19646250.00000000
0.081675329979
Long
LON
CORP
US
N
2
2028-12-14
Variable
4.65000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
38716218.52000000
PA
USD
38425846.88000000
0.159747724053
Long
LON
CORP
US
N
2
2027-10-27
Variable
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
25830000.00000000
NS
USD
23941181.25000000
0.099530642168
Long
EP
CORP
US
N
2
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
7057887.47000000
PA
USD
6324169.96000000
0.026291463680
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
28165000.00000000
PA
USD
29589304.05000000
0.123011575855
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
34100000.00000000
PA
USD
34167035.14000000
0.142042571457
Long
DBT
CORP
US
N
3
2024-01-09
Variable
3.06000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd.
45605PAM0
2599543.13880000
PA
USD
2660861.16000000
0.011061994694
Long
ABS-O
CORP
KY
N
2
2026-04-15
Fixed
5.23500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
3600000.00000000
PA
USD
3393000.00000000
0.014105714557
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
25372500.00000000
PA
USD
23532384.81000000
0.097831153251
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
49598000.00000000
PA
USD
47002769.77000000
0.195404554606
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8AH8
932169.31430000
PA
USD
944997.53000000
0.003928637021
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
798800.00000000
NS
USD
16471256.00000000
0.068475931487
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2Y-10 CMS CAP
N/A
1402500000.00000000
NC
USD
182325.00000000
0.000757979489
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
2Y-10 CMS CAP
1402500000
0.39500000
USD
2022-07-29
XXXX
-3254460.00000000
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAE6
28821297.90230000
PA
USD
14785810.02000000
0.061469029071
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.79700000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
9274183.04530000
PA
USD
9044137.86000000
0.037599182749
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.83700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
48128KAV3
55862449.36700000
PA
USD
2068145.19000000
0.008597897351
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.12600000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
57759518.93930000
PA
USD
2418610.54000000
0.010054886502
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.76300000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
21920000.00000000
PA
USD
23001255.95000000
0.095623091921
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
23045000.00000000
PA
USD
20710834.17000000
0.086101124387
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
538425.66000000
PA
USD
519952.28000000
0.002161596948
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.76000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
5750000.00000000
PA
USD
5446572.50000000
0.022643028883
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
32280813.18000000
PA
USD
30555663.58000000
0.127029021093
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46648KAW6
131229143.10110000
PA
USD
4712674.74000000
0.019591996664
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
0.85200000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
3600000.00000000
PA
USD
1140480.00000000
0.004741316044
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
1660000.00000000
PA
USD
1660780.12000000
0.006904359067
Long
DBT
CORP
US
N
2
2024-10-24
Floating
0.78000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CY9
2500000.00000000
PA
USD
2350000.00000000
0.009769651992
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9702000.00000000
PA
USD
8784908.75000000
0.036521489902
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGHE7
530187.56550000
PA
USD
551371.80000000
0.002292217278
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
40900000.00000000
PA
USD
39836976.28000000
0.165614210501
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
14726262.65230000
PA
USD
14468553.06000000
0.060150097118
Long
LON
CORP
US
N
2
2025-12-09
Variable
2.71000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-286945140.72000000
PA
USD
-286945140.72000000
-1.19291666625
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2022-04-01
300000000.00000000
USD
288090000.00000000
USD
UST
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
14175000.00000000
PA
USD
12410071.88000000
0.051592375943
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
94923925.00610000
PA
USD
5011840.85000000
0.020835719551
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.03500000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
33656565.65320000
PA
USD
32975020.20000000
0.137087009272
Long
LON
CORP
CA
N
2
2027-05-24
Variable
2.46000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH MF
N/A
California Public Finance Authority Revenue Bonds
13057MAA4
3600000.00000000
PA
USD
3250234.80000000
0.013512196974
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.55000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86213BAB3
4323750.00010000
PA
USD
4329426.65000000
0.017998719870
Long
ABS-O
CORP
US
N
2
2044-04-20
Fixed
5.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935HAH0
5488348.32210000
PA
USD
2039492.74000000
0.008478780557
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.11800000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
96086750.00000000
PA
USD
91653499.53000000
0.381030976289
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
2603698.45120000
PA
USD
2751974.13000000
0.011440778528
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corporation Nacional del Cobre de Chile
21987BBC1
10430000.00000000
PA
USD
10438614.35000000
0.043396438076
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
21985258.19280000
PA
USD
21792887.18000000
0.090599541980
Long
LON
CORP
US
N
2
2027-10-05
Variable
5.00000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
93150000.00000000
PA
USD
89684820.00000000
0.372846587398
Long
DBT
CORP
CA
N
3
N/A
Variable
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
13600000.00000000
PA
USD
12456988.00000000
0.051787420268
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
810000.00000000
PA
USD
798069.63000000
0.003317813851
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617525AA8
2195646.99890000
PA
USD
1542418.08000000
0.006412292709
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.58700000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
5479371.84160000
PA
USD
5473801.51000000
0.022756228011
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Pershing Square Tontine Holdin
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd.
71531R109
9249470.00000000
NS
USD
183971958.30000000
0.764826386775
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AGDS1
4500000.00000000
PA
USD
4603369.50000000
0.019137582130
Long
DBT
USGSE
US
N
2
2039-06-10
Fixed
3.25000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JAA3
2440017.28090000
PA
USD
2293096.28000000
0.009533086229
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.91700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LERF6
2344107.68970000
PA
USD
2088026.70000000
0.008680550727
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.62000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1769000.00000000
PA
USD
1677286.20000000
0.006972979772
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd.
04941GAN8
4300000.00000000
PA
USD
4254441.07000000
0.017686982415
Long
ABS-O
CORP
KY
N
2
2027-11-17
Floating
1.76900000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
5073311.00330000
PA
USD
4911002.59000000
0.020416504781
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
25725636.77330000
PA
USD
25449086.18000000
0.105799453403
Long
LON
CORP
US
N
2
2026-11-09
Variable
4.21000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Incorporated Trust
61755AAD8
2254062.02270000
PA
USD
1901005.81000000
0.007903049020
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.64700000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359UAE9
41561.79310000
PA
USD
41404.56000000
0.000172131124
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.71700000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
11000000.00000000
PA
12024167.31000000
0.049988055368
Long
LON
CORP
NO
N
2
2028-06-26
Variable
3.00000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAC1
3250000.00000000
PA
USD
3258482.50000000
0.013546485126
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
10000000.00000000
PA
USD
9921166.00000000
0.041245250713
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
1.72100000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corporation II
36192CAE5
225000.00000000
PA
USD
225241.02000000
0.000936394204
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
2.94300000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
27600000.00000000
PA
USD
25737000.00000000
0.106996397159
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGDJ0
251670.32100000
PA
USD
256353.21000000
0.001065736871
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAG7
16125000.00000000
PA
USD
15911940.38000000
0.066150689376
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
2.71500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8RK3
390655.18790000
PA
USD
407458.86000000
0.001693928197
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
39600000.00000000
PA
USD
41387898.02000000
0.172061855466
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CJ2
1400000.00000000
PA
USD
1330000.00000000
0.005529207297
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423AU6
13105000.00000000
PA
USD
12713813.26000000
0.052855119593
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
558400.00000000
NS
USD
12966048.00000000
0.053903734755
Long
EP
CORP
US
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515GAJ6
32329824.51200000
PA
USD
1239457.58000000
0.005152795410
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
0.97600000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
26000000.00000000
PA
USD
25914937.10000000
0.107736134837
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Coupon Strips
3134A4NT7
1800000.00000000
PA
USD
1396807.20000000
0.005806944784
Long
DBT
USGSE
US
N
2
2031-07-15
None
0.00000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp.
521865AZ8
1360000.00000000
PA
USD
1459607.47000000
0.006068024266
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAD6
703695.59620000
PA
USD
657067.39000000
0.002731625419
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
0.89700000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
136830121.14840000
PA
USD
21467619.78000000
0.089247308235
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H608
2218000.00000000
NS
USD
47265580.00000000
0.196497135239
Long
EP
CORP
US
N
2
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAA8
2006232.50000000
PA
USD
1923161.57000000
0.007995157133
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
9000000.00000000
PA
USD
9041676.30000000
0.037588949309
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
2.05800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
26750000.00000000
PA
USD
26628448.00000000
0.110702412788
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
1.86800000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAD9
5958886.40580000
PA
USD
5841663.79000000
0.024285541397
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.59700000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-9405000.00000000
NC
21780.00000000
0.000090545966
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
9405000.00000000
EUR
10466448.30000000
USD
2022-06-30
21780.00000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
525000.00000000
PA
USD
559592.25000000
0.002326392144
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
14350000.00000000
PA
USD
14101981.78000000
0.058626150804
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
3.19100000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AD3
16600000.00000000
PA
USD
14619719.43000000
0.060778540874
Long
DBT
CORP
AU
N
2
2036-03-03
Variable
3.05200000
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300Q8TB5ELPAK8181
Halcyon Loan Advisors Funding Ltd.
40538MAJ7
2355274.98220000
PA
USD
2354418.13000000
0.009788019478
Long
ABS-O
CORP
KY
N
2
2027-10-18
Floating
1.14100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJWW6
190953.51750000
PA
USD
198959.46000000
0.000827133908
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
5756572.50010000
PA
7429762.60000000
0.030887742547
Long
LON
CORP
LU
N
3
2026-10-09
Variable
5.46000000
N
N
N
N
N
N
ELSAN SAS
N/A
Elsan SAS
N/A
4500000.00000000
PA
4920421.60000000
0.020455662420
Long
LON
CORP
FR
N
2
2028-06-16
Variable
3.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
34430000.00000000
PA
USD
31606998.23000000
0.131399733287
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
89450000.00000000
NS
USD
84306625.00000000
0.350487824208
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAA0
2194891.08000000
PA
USD
2142310.93000000
0.008906226487
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.26000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152GF2
1820000.00000000
PA
USD
2147682.45000000
0.008928557500
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM2
45276PAC0
14231000.00000000
PA
USD
14044741.83000000
0.058388187234
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
19292960.00000000
PA
USD
17306788.93000000
0.071949491467
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
WAYSTAR TECHNOLOGIES INC
N/A
Navicure, Inc.
N/A
5635949.93050000
PA
USD
5614815.12000000
0.023342463712
Long
LON
CORP
US
N
2
2026-10-22
Variable
4.46000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
10000000.00000000
PA
USD
9876355.00000000
0.041058958000
Long
ABS-O
CORP
KY
Y
2
2038-02-18
Floating
1.51800000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A Unfunded
N/A
45006000.00000000
PA
USD
0.45000000
0.000000001870
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
9250.85730000
PA
USD
6938.14000000
0.000028843920
Long
LON
CORP
US
N
3
2023-10-02
Variable
6.00000000
N
N
Y
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
16000000.00000000
PA
USD
15852532.80000000
0.065903714319
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
1.56500000
N
N
N
N
N
N
Waverley Capital Acquisition Corp. 1 - Class A
N/A
Waverley Capital Acquisition Corp. 1 - Class A
N/A
150400.00000000
NS
USD
57152.00000000
0.000237597936
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
150400
11.50000000
USD
2027-04-30
XXXX
-35737.68000000
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAN4
23825000.00000000
PA
USD
23814054.80000000
0.099002139540
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
1.70800000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
10125538.48240000
PA
USD
9549376.10000000
0.039699609038
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AA0
1444962.77200000
PA
USD
1266290.81000000
0.005264349163
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.64700000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935EAH7
364097.01830000
PA
USD
165426.16000000
0.000687725963
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.19199100
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
10200000.00000000
PA
USD
9700349.43000000
0.040327250269
Long
DBT
CORP
US
N
3
2035-05-07
Fixed
3.76000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
15050000.00000000
PA
USD
14523250.00000000
0.060377488636
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAE7
8532870.80990000
PA
USD
5108492.37000000
0.021237528791
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.95700000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
46200000.00000000
PA
USD
46145109.78000000
0.191839005827
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
1.92200000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
5071000.00000000
PA
USD
5209438.30000000
0.021657191177
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBJ6
1030000.00000000
PA
USD
1501423.18000000
0.006241864664
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
9360000.00000000
PA
USD
7558533.12000000
0.031423080065
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429EAF8
28918527.28010000
PA
USD
1829947.06000000
0.007607636570
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.90000000
N
N
N
N
N
N
SPORTRADAR MANAGEMENT LTD
N/A
Sportradar Capital SARL
N/A
5300000.00000000
PA
5731002.55000000
0.023825489566
Long
LON
CORP
LU
N
2
2027-11-22
Variable
3.50000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners, LP
68268NAJ2
720000.00000000
PA
USD
722219.81000000
0.003002483491
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.37500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
26000000.00000000
PA
USD
25574559.40000000
0.106321083060
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
2.06800000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
1304000.00000000
NS
USD
27527440.00000000
0.114439791079
Long
EP
CORP
BM
N
2
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
22725000.00000000
PA
USD
22371369.46000000
0.093004465623
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
2.75800000
N
N
N
N
N
N
HARRIS CNTY-HOUSTON TX SPORTS
N/A
Harris County-Houston Sports Authority Revenue Bonds
413890EL4
1500000.00000000
PA
USD
654717.60000000
0.002721856640
Long
DBT
MUN
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
22380000.00000000
PA
USD
22382932.23000000
0.093052535511
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AG2
23500000.00000000
PA
USD
21823157.50000000
0.090725384743
Long
ABS-O
CORP
US
N
2
2052-01-25
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPMV3
320502.97530000
PA
USD
342940.06000000
0.001425704272
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
100000000.00000000
PA
USD
87718750.00000000
0.364673047104
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
800000.00000000
PA
USD
788104.00000000
0.003276383750
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
1658000.00000000
PA
USD
1525360.00000000
0.006341377175
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBH3
42120000.00000000
PA
USD
37574328.73000000
0.156207708738
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46639NAS0
32755444.46750000
PA
USD
113707.25000000
0.000472715004
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
0.43800000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
6890000.00000000
PA
7450303.31000000
0.030973136415
Long
LON
CORP
SE
N
2
2026-07-20
Variable
3.25000000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
5560000.00000000
PA
USD
4555363.60000000
0.018938007263
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
DMG PRACTICE MANAGEMENT SOLUTIONS LLC
N/A
Midwest Physician Administrative Services
N/A
4459704.89360000
PA
USD
4397269.03000000
0.018280760910
Long
LON
CORP
US
N
2
2028-03-13
Variable
4.26000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
15281923.05170000
PA
USD
5449590.30000000
0.022655574779
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.77700000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524LAD3
5446074.53800000
PA
USD
5377726.30000000
0.022356814664
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.81700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
7100000.00000000
PA
USD
7059866.54000000
0.029349974130
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
2.05400000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
3500000.00000000
PA
3706212.24000000
0.015407831401
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
25761157.49030000
PA
USD
22653292.81000000
0.094176505205
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
31100000.00000000
PA
33287702.78000000
0.138386924162
Long
LON
CORP
GB
N
2
2026-01-29
Variable
2.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
26700000.00000000
PA
USD
26257332.69000000
0.109159575585
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
1.64100000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAE4
11575000.00000000
PA
USD
11474649.38000000
0.047703545181
Long
ABS-O
CORP
KY
Y
2
2036-05-15
Floating
2.09700000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
13360000.00000000
PA
USD
12065284.54000000
0.050158991975
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
16600000.00000000
PA
USD
13949451.44000000
0.057992036617
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAC4
7677078.71160000
PA
USD
3034458.25000000
0.012615149398
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.75700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DNA6
977868.37100000
PA
USD
967906.05000000
0.004023874582
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.50000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
636017.54630000
PA
USD
628995.91000000
0.002614923891
Long
LON
CORP
LU
N
2
2026-10-09
Variable
4.71000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
41253201.62570000
PA
USD
39093109.73000000
0.162521735045
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNPL9
6100000.00000000
PA
USD
6581292.68000000
0.027360399635
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.04000000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
36610000.00000000
PA
USD
31934479.42000000
0.132761170419
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
1325000.00000000
PA
USD
1193096.25000000
0.004960057513
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBE3
6700000.00000000
PA
USD
6691568.72000000
0.027818850075
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
2.07200000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
10100000.00000000
PA
USD
9925222.53000000
0.041262114920
Long
ABS-O
CORP
KY
Y
2
2037-01-15
Floating
2.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFTE6
224540.89000000
PA
USD
228768.38000000
0.000951058493
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LGAW6
619542.02960000
PA
USD
609700.24000000
0.002534706027
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J6F28
652885.04000000
PA
USD
661848.97000000
0.002751503875
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Company LLC
68233DAT4
850000.00000000
PA
USD
1095154.19000000
0.004552883112
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
9100000.00000000
PA
USD
8106427.15000000
0.033700839215
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
Bank
N/A
BANK
06541FBB4
11711600.18010000
PA
USD
604341.99000000
0.002512430181
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.33100000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
8910000.00000000
PA
USD
8620425.00000000
0.035837681819
Long
LON
CORP
US
N
2
2028-01-31
Variable
4.00000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
8050000.00000000
PA
USD
8428018.34000000
0.035037789857
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
24050000.00000000
PA
USD
24651250.00000000
0.102482610073
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
BWAY Holding Co.
N/A
122429.30280000
PA
USD
120541.44000000
0.000501126774
Long
LON
CORP
US
N
2
2024-04-03
Variable
3.48000000
N
N
N
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P50
600000.00000000
PA
USD
543147.12000000
0.002258024826
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.11500000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
20679419.20000000
PA
USD
20077726.06000000
0.083469104851
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
LOIRE FINCO LUXEMBOURG SARL
N/A
Loire Finco Luxembourg SARL
N/A
19503737.51700000
PA
USD
19235561.13000000
0.079967973666
Long
LON
CORP
LU
N
2
2027-04-21
Variable
4.50000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
2750000.00000000
PA
USD
2578125.00000000
0.010718035762
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375BE1
110000.00000000
PA
USD
142669.38000000
0.000593119230
Long
DBT
CORP
CA
N
2
2036-07-15
Fixed
6.71200000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
3750000.00000000
PA
USD
3679125.00000000
0.015295221653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
1799000.00000000
PA
USD
1760096.63000000
0.007317247467
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162QBQ1
5232000.00000000
PA
USD
4545957.66000000
0.018898903961
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.12600000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM2
45276PAB2
14477000.00000000
PA
USD
14293907.93000000
0.059424045142
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi LP
N/A
9996266.90830000
PA
USD
9999912.15000000
0.041572621982
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.37400000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
8920000.00000000
PA
USD
3624196.00000000
0.015066865392
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAB4
33855538.71770000
PA
USD
10267728.10000000
0.042686012888
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.56700000
N
N
N
N
N
N
WESTERN GROUP HOUSING LP
N/A
Western Group Housing, LP
95829TAA3
1474679.71120000
PA
USD
1911125.92000000
0.007945121341
Long
DBT
CORP
US
N
2
2057-03-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138YWKA4
152835.78200000
PA
USD
158354.83000000
0.000658328332
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
4000000.00000000
PA
USD
3198043.60000000
0.013295222565
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
21400000.00000000
PA
USD
20632382.00000000
0.085774975281
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
10524000.00000000
PA
USD
10242798.72000000
0.042582374008
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
2125000.00000000
PA
USD
2133606.25000000
0.008870038532
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp.
615369AT2
11180000.00000000
PA
USD
9995571.24000000
0.041554575522
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
4429000.00000000
PA
USD
4284318.43000000
0.017811191525
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLKR5
2150000.00000000
PA
USD
2228346.92000000
0.009263903798
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132L9Y82
315634.45000000
PA
USD
328882.53000000
0.001367262921
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc.
683720AA4
210000.00000000
PA
USD
199120.95000000
0.000827805270
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
41249570.45240000
PA
USD
1300974.33000000
0.005408538916
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.79900000
N
N
N
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
9008006.19850000
PA
USD
8962966.17000000
0.037261727786
Long
LON
CORP
US
N
3
2023-11-22
Variable
5.29000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
3900000.00000000
PA
USD
3773250.00000000
0.015686527395
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXXF2
6045481.87500000
PA
USD
5824164.22000000
0.024212790457
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
12825000.00000000
PA
USD
13392249.75000000
0.055675582745
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
8600000.00000000
PA
USD
8177826.00000000
0.033997665563
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CF9
975000.00000000
PA
USD
919659.78000000
0.003823300426
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
2760892.66520000
PA
USD
2510784.78000000
0.010438082352
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.63700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZZ5
3473851.11500000
PA
USD
3031013.02000000
0.012600826548
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
153644117.56150000
PA
USD
6259553.54000000
0.026022833920
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.67200000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
23785000.00000000
PA
USD
11856608.44000000
0.049291463092
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-382413514.32000000
PA
USD
-382413514.32000000
-1.58980721363
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2022-04-01
400000000.00000000
USD
384120000.00000000
USD
UST
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
136400000.00000000
PA
USD
146100092.82000000
0.607381728887
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
4776899.93060000
PA
USD
1277645.90000000
0.005311555664
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
0.81700000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAL8
1650000.00000000
PA
USD
1513119.88000000
0.006290491340
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
8241603.60880000
PA
USD
8227840.13000000
0.034205589241
Long
LON
CORP
US
N
2
2027-11-12
Variable
5.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIV LLC
46616QAA9
1861141.42440000
PA
USD
2020181.36000000
0.008398497382
Long
ABS-O
CORP
US
N
2
2056-09-15
Fixed
4.94000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
14100000.00000000
PA
USD
13897003.71000000
0.057773995736
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
1.64800000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
9500000.00000000
PA
USD
8668750.00000000
0.036038583279
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
397100.00000000
NS
USD
3855841.00000000
0.016029882854
Long
EC
CORP
US
N
1
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38012DAB3
4439071.57750000
PA
USD
4362514.59000000
0.018136276321
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Fixed
5.46600000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
63355000.00000000
PA
USD
66254600.60000000
0.275440166275
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
9950000.00000000
PA
USD
9748910.50000000
0.040529133144
Long
LON
CORP
CA
N
2
2028-10-02
Variable
4.50000000
N
N
N
N
N
N
SCP EYE CARE SERVICES LLC
N/A
SCP Eye Care Services LLC
N/A
7274573.86280000
PA
USD
7147268.82000000
0.029713331517
Long
LON
CORP
US
N
2
2028-03-16
Variable
6.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
8000000.00000000
PA
USD
7861380.00000000
0.032682105012
Long
ABS-O
CORP
KY
Y
2
2036-11-16
Floating
2.23100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHM66
560331.88800000
PA
USD
556958.14000000
0.002315441362
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
PAYA HOLDINGS INC
N/A
Paya Holdings III, LLC
N/A
3383000.00000000
PA
USD
3349170.00000000
0.013923500154
Long
LON
CORP
US
N
2
2028-06-23
Variable
4.26000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
35328077.97210000
PA
USD
1682782.34000000
0.006995828868
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.17900000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
-955298.50030000
PA
USD
-11148.33000000
-0.00004634693
Short
LON
CORP
US
N
3
2027-10-29
Variable
1.87500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ANH78
540000.00000000
PA
USD
463928.58000000
0.001928689691
Long
DBT
USGSE
US
N
2
2041-08-16
Fixed
2.45000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
6050000.00000000
PA
USD
5572836.50000000
0.023167946048
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
9248898.38600000
PA
USD
9044913.01000000
0.037602405279
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377XAB8
31203181.88730000
PA
USD
11154575.87000000
0.046372903987
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.61700000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
30450000.00000000
PA
USD
30070589.96000000
0.125012425153
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
1.74100000
N
N
N
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
4257000.00000000
PA
USD
4230393.75000000
0.017587010522
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.50000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
5990000.00000000
PA
USD
6252062.50000000
0.025991691429
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Conyers Park III Acquisition Corp.
N/A
Conyers Park III Acquisition Corp.
21289P110
190000.00000000
NS
USD
97090.00000000
0.000403632132
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
190000
11.50000000
USD
2028-08-12
XXXX
-93479.52000000
N
N
N
INEOS LTD
N/A
INEOS Quattro Finance 2 plc
N/A
8500000.00000000
PA
8869647.01000000
0.036873772162
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco
N/A
-3642857.13000000
PA
USD
-54642.86000000
-0.00022716669
Short
LON
CORP
US
N
3
2028-12-22
Variable
1.87500000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
7400000.00000000
PA
USD
6790092.00000000
0.028228440780
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
34450000.00000000
PA
USD
29862982.50000000
0.124149338925
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730AH2
20300000.00000000
PA
USD
19838387.54000000
0.082474103128
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
10145112.77110000
PA
USD
10081705.82000000
0.041912662701
Long
LON
CORP
US
N
2
2027-04-09
Variable
4.75000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
55600000.00000000
PA
USD
53170900.50000000
0.221047316595
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
843792.00000000
NS
USD
8226972.00000000
0.034201980165
Long
EC
CORP
US
N
1
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
58850000.00000000
PA
USD
53063442.51000000
0.220600581631
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBA3
67164166.57840000
PA
USD
66794427.84000000
0.277684389369
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
1.53800000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
11924116.29500000
PA
USD
11774767.93000000
0.048951227644
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.23700000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BE2
400000.00000000
PA
USD
423923.89000000
0.001762378245
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
12900000.00000000
PA
USD
10445517.00000000
0.043425134454
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (B)
N/A
Dyal Capital Partners III
N/A
9761924.05000000
PA
USD
9093755.39000000
0.037805457643
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
4000000.00000000
PA
USD
3969339.20000000
0.016501728775
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
2.67600000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
720000.00000000
PA
USD
649795.06000000
0.002701392171
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
130292148.91710000
PA
USD
2138393.84000000
0.008889941974
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.40400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKYX9
926741.70000000
PA
USD
937821.97000000
0.003898806075
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.59500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBF7
1660000.00000000
PA
USD
1441151.43000000
0.005991296995
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
13850000.00000000
PA
USD
13229797.00000000
0.055000218135
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HT2V0
959163.07000000
PA
USD
907196.21000000
0.003771485642
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.96000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
22380000.00000000
PA
USD
19506086.85000000
0.081092629895
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
28623364.51000000
NS
USD
28623364.51000000
0.118995876642
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDYP8
6460000.00000000
PA
USD
5502230.71000000
0.022874416688
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZE7
1650000.00000000
PA
USD
1610115.74000000
0.006693732105
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.21700000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDZ3
2070000.00000000
PA
USD
2067724.55000000
0.008596148625
Long
DBT
CORP
US
N
2
2023-02-02
Floating
0.38796500
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150UAA6
2331815.25840000
PA
USD
2279866.61000000
0.009478086539
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
0.91100000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
536306.75000000
0.002229587365
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
360000.00000000
PA
USD
369565.20000000
0.001536392932
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
-9385907.04060000
PA
USD
-151100.71000000
-0.00062817078
Short
LON
CORP
US
N
3
2027-01-29
Variable
1.00000000
N
N
N
N
N
N
FREEPORT LNG DEVELOPMENT LP
N/A
FLNG Liquefaction 3 LLC
N/A
68244915.00000000
PA
USD
62072245.01000000
0.258052864734
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAJ9
40600000.00000000
PA
USD
34864967.83000000
0.144944086136
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ELZ98
2000000.00000000
PA
USD
1628982.00000000
0.006772164783
Long
DBT
USGSE
US
N
2
2040-07-30
Fixed
1.99000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital,LP
N/A
36000000.00000000
PA
USD
31748115.96000000
0.131986401846
Long
DBT
CORP
US
N
3
2041-04-15
Fixed
3.41000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
12023567.89920000
PA
USD
11760925.08000000
0.048893678782
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
83000000.00000000
PA
USD
83345487.50000000
0.346492088510
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
2.14100000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
532.19610000
NS
USD
146.35000000
0.000000608420
Long
EC
CORP
KY
N
3
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
17427000.00000000
PA
USD
18258046.05000000
0.075904151475
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
10726863.62220000
PA
USD
10673229.30000000
0.044371802508
Long
LON
CORP
US
N
3
2026-08-19
Variable
2.83000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EM3K6
140000.00000000
PA
USD
118171.62000000
0.000491274724
Long
DBT
USGSE
US
N
2
2046-08-24
Fixed
2.59000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
4150000.00000000
PA
USD
3765295.00000000
0.015653456084
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
129000.00000000
PA
USD
140080.97000000
0.000582358437
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust 2006-FF16
320275AD2
21702094.21620000
PA
USD
11424885.20000000
0.047496660619
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.73700000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
9100000.00000000
PA
USD
8468827.55000000
0.035207445934
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
34001095.82450000
PA
USD
32986503.13000000
0.137134747243
Long
LON
CORP
US
N
2
2027-11-23
Variable
4.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
5900000.00000000
PA
USD
5568125.00000000
0.023148358935
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
32963746.64290000
PA
USD
1937183.80000000
0.008053451732
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.73800000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
1938000.00000000
PA
USD
1916197.50000000
0.007966205414
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Hunter Douglas, Inc.
N/A
19750000.00000000
PA
USD
19330312.50000000
0.080361883415
Long
LON
CORP
US
N
2
2029-02-26
Variable
4.00000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
36900000.00000000
PA
USD
34644303.00000000
0.144026716520
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
NewStar Clarendon Fund CLO LLC
549300HC3VVP80NTKX35
First Eagle Clarendon Fund CLO LLC
32010AAA6
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
1.47600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
1900000000.00000000
PA
USD
1824593750.00000000
7.585381261587
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
54000000.00000000
PA
USD
51257869.20000000
0.213094274020
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
ZH Trust
N/A
ZH Trust
98879FAA6
45250000.00000000
PA
USD
44441749.03000000
0.184757626361
Long
ABS-MBS
CORP
US
N
2
2027-10-17
Fixed
2.34900000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3215000.00000000
PA
USD
2935590.14000000
0.012204125131
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
10000000.00000000
PA
USD
8209444.00000000
0.034129111033
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd.
38123HAN4
5016092.68060000
PA
USD
4996862.49000000
0.020773450034
Long
ABS-O
CORP
KY
N
2
2029-10-29
Floating
1.40900000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust
45256VAD9
789310.33950000
PA
USD
717497.51000000
0.002982851480
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.62700000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
361641.00000000
NS
USD
2990771.07000000
0.012433528741
Long
EC
CORP
US
N
1
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAE2
6325000.00000000
PA
USD
5834812.50000000
0.024257058538
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
ANCHOR PACKAGING LLC
N/A
Anchor Packaging LLC
N/A
1943268.00980000
PA
USD
1904402.65000000
0.007917170699
Long
LON
CORP
US
N
2
2026-07-20
Variable
4.46000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAG9
2820000.00000000
PA
USD
2745221.50000000
0.011412705828
Long
ABS-O
CORP
KY
Y
2
2038-04-18
Floating
2.56800000
N
N
N
N
N
N
SIMPLY GOOD FOODS CO
N/A
Atkins Nutritionals, Inc.
N/A
135798.56940000
PA
USD
134865.63000000
0.000560676710
Long
LON
CORP
US
N
2
2024-07-07
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
4707446.51300000
PA
USD
5071767.52000000
0.021084852619
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
MAZART DEBT MERGER SUB INC
N/A
Mozart Debt Merger Sub, Inc.
62482BAA0
69350000.00000000
PA
USD
64148750.00000000
0.266685516271
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
29530000.00000000
PA
USD
27631122.67000000
0.114870830911
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939AAA5
34100000.00000000
PA
USD
31237033.56000000
0.129861679638
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.63500000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339AK6
220000.00000000
PA
USD
213139.36000000
0.000886083988
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPAH7
371866.74290000
PA
USD
393960.67000000
0.001637812189
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
41850000.00000000
PA
USD
36654605.41000000
0.152384144156
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
30072750.00000000
PA
USD
27041777.67000000
0.112420747696
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAE6
47923305.62370000
PA
USD
43811596.22000000
0.182137892891
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.65200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DMD1
982950.56100000
PA
USD
972936.47000000
0.004044787541
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
19909064.10180000
PA
USD
18616484.04000000
0.077394285272
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings, Inc.
893521AB0
1135000.00000000
PA
USD
1635602.14000000
0.006799686683
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
MSD Acquisition Corp.
N/A
MSD Acquisition Corp.
N/A
125260.00000000
NS
USD
97702.80000000
0.000406179725
N/A
DE
US
N
1
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
125260
11.50000000
USD
2023-05-13
XXXX
-42003.66000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
23175173.83000000
PA
USD
21509795.18000000
0.089422643971
Long
ABS-O
CORP
US
N
3
2031-03-22
Fixed
3.69000000
N
N
N
N
N
N
REFRESCO GROUP BV (NL)
N/A
Sunshine Investments BV
N/A
18059706.24000000
PA
19791935.23000000
0.082280987000
Long
LON
CORP
US
N
2
2025-03-28
Variable
2.75000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02149FAA2
6504405.72420000
PA
USD
4614442.67000000
0.019183616605
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Y6
1550000.00000000
PA
USD
1391331.68000000
0.005784181412
Long
DBT
CORP
US
N
2
2031-06-07
Fixed
2.67300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust
94989XBF1
38561290.12330000
PA
USD
1179570.58000000
0.004903827262
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.51200000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
13091944.94930000
PA
USD
12911930.71000000
0.053678753014
Long
LON
CORP
US
N
2
2025-02-12
Variable
3.50000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
4775510.20210000
PA
USD
4745663.26000000
0.019729139796
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
104450650.65010000
PA
USD
5986975.51000000
0.024889645625
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.05600000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291AN8
180000.00000000
PA
USD
181033.75000000
0.000752611377
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.20000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
75405RAC7
6212574.46950000
PA
USD
6183215.71000000
0.025705474757
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
1.17900000
N
N
N
N
N
N
BlackRock MuniHoldings Califor
NKJSRCJXMS5PZYPXY795
BlackRock MuniHoldings California Quality Fund, Inc.
09254L107
630470.00000000
NS
USD
8246547.60000000
0.034283361782
Long
EC
RF
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAF8
14407000.00000000
PA
USD
13444416.75000000
0.055892456547
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
BCPE EAGLE INTERMEDIATE HOLDINGS LLC
N/A
Aveanna Healthcare LLC
N/A
485575.46890000
PA
USD
472100.75000000
0.001962663843
Long
LON
CORP
US
N
2
2028-07-17
Variable
4.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAW6
23586690.52090000
PA
USD
1497934.11000000
0.006227359558
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
1.88800000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
27890000.00000000
PA
USD
27629412.57000000
0.114863721514
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334GS7
13378444.41060000
PA
USD
5690339.38000000
0.023656440621
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.81700000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CF0
800000.00000000
PA
USD
776000.00000000
0.003226063806
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBE0
18585000.00000000
PA
USD
18510169.36000000
0.076952303389
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
2.44100000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
1630000.00000000
PA
USD
1468743.92000000
0.006106007218
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
PARADOCS HOLDING SARL
N/A
Alter Domus
N/A
20733325.00000000
PA
USD
20461303.78000000
0.085063752016
Long
LON
CORP
LU
N
2
2028-02-17
Variable
4.50000000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
604770.00000000
NS
USD
5938841.40000000
0.024689537751
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12X5
1986011.05840000
PA
USD
1704271.06000000
0.007085163896
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.07000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
10674390.97250000
PA
USD
10690254.18000000
0.044442580020
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186XAB3
2500000.00000000
PA
USD
2578939.70000000
0.010721422714
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Fixed
5.25400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
81548848.32180000
PA
USD
79897802.18000000
0.332159030742
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CG7
7000000.00000000
PA
USD
6512310.00000000
0.027073618027
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CH6
6250000.00000000
PA
USD
6210937.50000000
0.025820722519
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAG9
2950000.00000000
PA
USD
2884349.52000000
0.011991102567
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
2.26500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
10320000.00000000
PA
USD
10233993.12000000
0.042545766499
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
1448221.00000000
NS
USD
32150506.20000000
0.133659258275
Long
EP
CORP
US
N
2
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EMLD2
2870000.00000000
PA
USD
2255639.19000000
0.009377365917
Long
DBT
USGSE
US
N
2
2045-12-22
Fixed
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXF2
208242.00900000
PA
USD
216893.89000000
0.000901692691
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
3797870.00000000
NS
USD
37333062.10000000
0.155204691285
Long
EC
CORP
US
N
1
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAD6
3569563.75000000
PA
USD
3427676.80000000
0.014249876373
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
3.70000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ELKD5
720000.00000000
PA
USD
678044.88000000
0.002818835111
Long
DBT
USGSE
US
N
2
2037-01-29
Fixed
2.43000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust
06427DAT0
21538400.44010000
PA
USD
893085.47000000
0.003712823081
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.01400000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAG9
24200000.00000000
PA
USD
23882832.38000000
0.099288068485
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
1.65400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
3135000.00000000
PA
USD
2721458.80000000
0.011313917186
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
35900000.00000000
PA
USD
35394043.35000000
0.147143611118
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
1.75400000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
15650000.00000000
NS
USD
16276000.00000000
0.067664193968
Long
EP
CORP
US
N
2
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
20100000.00000000
PA
USD
19497000.00000000
0.081054853145
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
1525000.00000000
PA
USD
1479250.00000000
0.006149684131
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137WAL2
8000000.00000000
PA
USD
7440000.00000000
0.030930302477
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
TRANSUNION
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
N/A
29614750.00000000
PA
USD
29355620.94000000
0.122040085361
Long
LON
CORP
US
N
2
2028-12-01
Variable
2.75000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
23550000.00000000
PA
USD
23334541.05000000
0.097008657641
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
1.91500000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAD2
3000000.00000000
PA
USD
3045233.13000000
0.012659943793
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
7255772.10940000
PA
USD
7138963.76000000
0.029678804902
Long
LON
CORP
US
N
3
2027-01-29
Variable
7.00000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
8490000.00000000
PA
USD
8483759.85000000
0.035269523966
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
872371.42370000
PA
USD
813374.25000000
0.003381439728
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.27200000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
300000.00000000
PA
USD
309111.00000000
0.001285066764
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7H1
1612000.00000000
PA
USD
511500.50000000
0.002126460373
Long
DBT
USGA
US
N
2
2055-09-15
None
0.00000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
18650000.00000000
PA
USD
16691750.00000000
0.069392590911
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
31896000.00000000
PA
USD
27355467.89000000
0.113724851646
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AL0
19970000.00000000
PA
USD
19283647.28000000
0.080167882156
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
70858554.69880000
PA
USD
75512346.17000000
0.313927380084
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65700000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
360000.00000000
PA
USD
352685.25000000
0.001466217938
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Vendor Financing Notes III DAC
N/A
5000000.00000000
PA
6182347.22000000
0.025701864184
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
41790728.52770000
PA
USD
1864087.98000000
0.007749570573
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.01900000
N
N
N
N
N
N
BIFM CA BUYER INC
N/A
BGIS (BIFM CA Buyer, Inc.)
N/A
32550629.28180000
PA
USD
31980993.27000000
0.132954542389
Long
LON
CORP
CA
N
3
2026-06-01
Variable
3.96000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
464755.20000000
PA
USD
463979.06000000
0.001928899552
Long
LON
CORP
US
N
2
2027-11-12
Variable
5.75000000
N
N
N
N
N
N
Revolving Single Family Home N
N/A
ZH Trust
98879EAA9
17750000.00000000
PA
USD
17427628.05000000
0.072451855786
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25300000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
18300000.00000000
PA
USD
15809004.00000000
0.065722752095
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
14525000.00000000
PA
USD
15303975.75000000
0.063623198797
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
STRIPES 2013 AIRCRAFT 1 LIMITED
N/A
Stripes Aircraft Ltd.
N/A
317787.65640000
PA
USD
309979.23000000
0.001288676256
Long
ABS-O
CORP
US
N
3
2023-03-20
Variable
3.94900000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
461538.00000000
PA
USD
291177.59000000
0.001210512222
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
26390000.00000000
PA
USD
25665593.18000000
0.106699537677
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTF79
3198000.00000000
PA
USD
3475161.90000000
0.014447286119
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
3.92000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
117200000.00000000
PA
USD
112863560.15000000
0.469207534158
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
36654660.00000000
PA
USD
33768428.09000000
0.140385442878
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXXI LLC
46617TAA2
1035027.03150000
PA
USD
1061055.06000000
0.004411122842
Long
ABS-O
CORP
US
N
2
2063-03-15
Fixed
3.96000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
15200000.00000000
PA
USD
15041938.24000000
0.062533830593
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
2.29100000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp. I
SBP818W74
330700.00000000
NS
USD
3207790.00000000
0.013335741261
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAA3
1150000.00000000
PA
USD
1480786.00000000
0.006156069742
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
5200000.00000000
PA
USD
5118804.08000000
0.021280397650
Long
ABS-O
CORP
US
Y
2
2038-02-15
Floating
1.31500000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXXV LLC
46619RAA4
35486.19520000
PA
USD
36431.22000000
0.000151455464
Long
ABS-O
CORP
US
N
2
2058-03-15
Fixed
3.87000000
N
N
N
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
754899.26090000
PA
USD
744730.77000000
0.003096068276
Long
LON
CORP
US
N
2
2024-09-13
Variable
3.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXS4
353811.24000000
PA
USD
368248.76000000
0.001530920098
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912PAA6
28678837.95740000
PA
USD
28473282.39000000
0.118371940437
Long
ABS-MBS
CORP
US
Y
2
2026-03-02
Floating
1.93100000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162DAF6
5716868.70990000
PA
USD
5408975.88000000
0.022486728503
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
0.63900000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
71531R117
1027718.88890000
NS
USD
966055.76000000
0.004016182374
N/A
DE
US
N
1
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
1027718.89
23.00000000
USD
2025-07-24
XXXX
-4870359.81000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMK69
1246543.02680000
PA
USD
1290733.18000000
0.005365963397
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.74000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
70250000.00000000
PA
USD
69978659.38000000
0.290922191075
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
1.74100000
N
N
N
N
N
N
CPG INTERNATIONAL HOLDINGS LP
N/A
CPG International LLC
N/A
508111.93000000
PA
USD
503284.87000000
0.002092305545
Long
LON
CORP
US
N
2
2024-05-05
Variable
3.25000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
3500000.00000000
PA
USD
3016141.49000000
0.012539001156
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
16220033.38540000
PA
USD
15976732.88000000
0.066420051153
Long
LON
CORP
US
N
2
2028-01-17
Variable
5.25000000
N
N
N
N
N
N
WYLIE TX INDEP SCH DIST
N/A
Wylie Independent School District General Obligation Unlimited
9830687X9
8885000.00000000
PA
USD
3388324.07000000
0.014086275319
Long
DBT
MUN
US
N
2
2046-08-15
None
0.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
13450000.00000000
PA
USD
12305270.50000000
0.051156685300
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
12775000.00000000
PA
USD
11920649.65000000
0.049557701532
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
8675000.00000000
PA
USD
7888611.25000000
0.032795313453
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BB6
19550000.00000000
PA
USD
18044849.80000000
0.075017830978
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
89110000.00000000
PA
USD
81443902.34000000
0.338586630958
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBC3
20650000.00000000
PA
USD
19058938.56000000
0.079233700882
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVQP2
20780000.00000000
PA
USD
19760726.45000000
0.082151242778
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.81000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
94150000.00000000
PA
USD
74830420.00000000
0.311092409290
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
6410546.22950000
PA
USD
6317977.94000000
0.026265721603
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.09700000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EEL73
1000000.00000000
PA
USD
1091902.00000000
0.004539362787
Long
DBT
USGSE
US
N
2
2044-05-18
Fixed
3.79000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
14350000.00000000
PA
USD
13917384.81000000
0.057858726057
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
2.23700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
70085664.25870000
PA
USD
66372672.95000000
0.275931028305
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
54158000.00000000
PA
USD
51637500.76000000
0.214672515818
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent, Inc.
N/A
29575625.00000000
PA
USD
29168960.16000000
0.121264080739
Long
LON
CORP
US
N
2
2027-12-17
Variable
5.01000000
N
N
N
N
N
N
ABPCI II DIRECT LENDING FUNDING IV LP
N/A
ABPCI Direct Lending Fund CLO IV LLC
N/A
53500000.00000000
PA
USD
53560171.45000000
0.222665632217
Long
ABS-O
CORP
US
N
3
2029-07-06
Variable
2.12000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
3370000.00000000
PA
USD
3333667.19000000
0.013859050342
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
38400000.00000000
PA
USD
15931430.40000000
0.066231715211
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DB7
23140000.00000000
PA
USD
20130636.29000000
0.083689068483
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
10050000.00000000
PA
USD
9273122.94000000
0.038551142129
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDRL5
2472000.00000000
PA
USD
2155787.54000000
0.008962252780
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.49000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
23950000.00000000
PA
30662065.84000000
0.127471367072
Long
LON
CORP
GB
N
2
2025-07-23
Variable
5.47000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
40265815.93560000
PA
USD
38327870.53000000
0.159340407098
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
20300000.00000000
PA
USD
18676000.00000000
0.077641710896
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
9604930.41670000
PA
USD
9437083.30000000
0.039232774324
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System Revenue Bonds
88283KBL1
3150000.00000000
PA
USD
2737172.03000000
0.011379241777
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
5950000.00000000
PA
USD
5751688.58000000
0.023911487572
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
TRANSACT HOLDINGS INC
N/A
Transact Holdings, Inc.
N/A
7266879.03360000
PA
USD
7189704.78000000
0.029889750479
Long
LON
CORP
US
N
2
2026-04-30
Variable
5.21000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Financing USD LLC
N/A
620000.00000000
PA
USD
604940.20000000
0.002514917119
Long
LON
CORP
US
N
2
2028-04-28
Variable
2.40000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
10300000.00000000
PA
USD
9862012.38000000
0.040999331445
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
62390000.00000000
PA
USD
57155923.84000000
0.237614249026
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXJT8
2600000.00000000
PA
USD
2560605.53000000
0.010645202092
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
2.62000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
47435730.78150000
PA
USD
43683118.58000000
0.181603772962
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17311BAS2
23318825.27630000
PA
USD
15096574.84000000
0.062760971260
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.61700000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
6034526.40440000
PA
USD
1840589.09000000
0.007651878668
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.61700000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAG2
21400000.00000000
PA
USD
21267516.88000000
0.088415420705
Long
ABS-O
CORP
KY
N
2
2036-02-22
Floating
2.79900000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
4150000.00000000
PA
USD
3824640.00000000
0.015900170976
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corporation A Mutual Legal Reserve Co.
42218SAH1
23030000.00000000
PA
USD
20140774.80000000
0.083731217297
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
5940000.00000000
PA
USD
6296400.00000000
0.026176015661
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
18020137.00000000
PA
USD
17964625.97000000
0.074684316552
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
1.93000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
17601049.77300000
PA
USD
16233501.01000000
0.067487512971
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AB6
1155000.00000000
PA
USD
1171031.28000000
0.004868326841
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.15000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
269761424.15080000
PA
USD
31686149.90000000
0.131728790424
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.45700000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-334689080.46000000
PA
USD
-334689080.46000000
-1.39140248582
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.17000000
2022-04-01
350000000.00000000
USD
336105000.00000000
USD
UST
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
9750000.00000000
PA
USD
10333993.80000000
0.042961499198
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
6525000.00000000
PA
USD
6753897.00000000
0.028077967353
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAG5
25500000.00000000
PA
USD
22951777.86000000
0.095417396721
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CR4
2375000.00000000
PA
USD
2333437.50000000
0.009700796732
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
52000000.00000000
PA
USD
50124828.00000000
0.208383883289
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.04700000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
-2330014.07270000
PA
USD
-46110.98000000
-0.00019169711
Short
LON
CORP
US
N
3
2028-07-14
Variable
2.75000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W.R. Grace Holdings LLC
N/A
1246875.00000000
PA
USD
1234406.25000000
0.005131795523
Long
LON
CORP
US
N
2
2028-09-22
Variable
4.81000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
5600000.00000000
PA
USD
5506860.80000000
0.022893665355
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
2.66400000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
37875000.00000000
PA
USD
34460644.50000000
0.143263193273
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL GMBH
N/A
Cheplapharm Arzneimittel GmbH
N/A
13750000.00000000
PA
15025644.57000000
0.062466092939
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AGTT9
6843825.64110000
PA
USD
5813583.50000000
0.024168803243
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
34714389.73480000
PA
USD
1448322.53000000
0.006021109400
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.87400000
N
N
N
N
N
N
Wachovia Asset Securitization
N/A
Wachovia Asset Securitization Issuance II LLC Trust
92976YAA0
2882461.65400000
PA
USD
2846448.75000000
0.011833537745
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.59700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
5650000.00000000
PA
USD
5652856.64000000
0.023500613674
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
2.28000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
12694000.00000000
PA
USD
12694000.00000000
0.052772749953
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
National Basketball Association
N/A
10500000.00000000
PA
USD
10219683.50000000
0.042486277134
Long
DBT
CORP
US
N
3
2024-12-16
Fixed
2.51000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport Revenue Bonds
2350366Z8
13800000.00000000
PA
USD
12746379.66000000
0.052990507846
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEHA1
4850000.00000000
PA
USD
5175890.90000000
0.021517724613
Long
DBT
USGSE
US
N
2
2043-06-22
Fixed
3.62500000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
30000000.00000000
PA
USD
26612919.60000000
0.110637856591
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.96900000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd.
01750CAG8
2500000.00000000
PA
USD
2450000.00000000
0.010185381864
Long
ABS-O
CORP
KY
N
2
2031-06-13
Floating
2.14100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAC6
19000000.00000000
PA
USD
18807997.40000000
0.078190463518
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
1.50400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAC3
2200000.00000000
PA
USD
2188635.02000000
0.009098809567
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
1.81900000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
1795640.54660000
PA
USD
1740363.19000000
0.007235209662
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BP6
1000000.00000000
PA
USD
975588.83000000
0.004055814194
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
24276000.00000000
PA
USD
23790480.00000000
0.098904132054
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBA3
20200000.00000000
PA
USD
18055858.27000000
0.075063596476
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
32350000.00000000
PA
USD
25307694.53000000
0.105211646078
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV ISSUER A
N/A
Dyal Capital Partners IV
N/A
27170000.00000000
PA
USD
23953302.13000000
0.099581032287
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
1340000.00000000
PA
USD
1461024.00000000
0.006073913205
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
Diamond CLO 2018-1, LLC
N/A
Diamond CLO Ltd.
25256LAJ0
74873.16550000
PA
USD
74862.03000000
0.000311223821
Long
ABS-O
CORP
KY
N
2
2030-07-22
Floating
1.75900000
N
N
N
N
N
N
RXR Acquisition Corp.
N/A
RXR Acquisition Corp.
74981W115
168756.00000000
NS
USD
75940.20000000
0.000315706096
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
168756
11.50000000
USD
2026-03-08
XXXX
-72582.92000000
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University Revenue Bonds
13077DKU5
5000000.00000000
PA
USD
4460814.00000000
0.018544936332
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company Lp / PTL Finance Corp.
709599BM5
1620000.00000000
PA
USD
1503167.28000000
0.006249115409
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AC2
760268.26600000
PA
USD
792863.55000000
0.003296170621
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
5.37300000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
2602985.07000000
PA
USD
2557432.83000000
0.010632012230
Long
LON
CORP
US
N
2
2028-12-10
Variable
4.00000000
N
N
N
N
N
N
VERTICAL TOPCO SARL
N/A
TK Elevator Midco GmbH
N/A
3000000.00000000
PA
3265740.84000000
0.013576660214
Long
LON
CORP
DE
N
2
2027-07-30
Variable
3.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
2290000.00000000
PA
USD
2051450.70000000
0.008528493369
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
10600000.00000000
PA
USD
10514222.68000000
0.043710764490
Long
ABS-O
CORP
KY
Y
2
2037-11-15
Floating
2.31500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
7000000.00000000
PA
USD
6742835.40000000
0.028031980978
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
2.88000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
11960000.00000000
PA
USD
10507151.35000000
0.043681366859
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
17050000.00000000
PA
USD
15624620.17000000
0.064956213434
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO III-2 Ltd.
87249FAC8
2383358.02230000
PA
USD
2370626.84000000
0.009855403927
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
1.09400000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting, Inc.
00510RAD5
39050000.00000000
PA
USD
34286269.80000000
0.142538265556
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
42258000.00000000
PA
USD
54619225.64000000
0.227068436846
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923LAB8
4625323.33980000
PA
USD
4418997.84000000
0.018371094064
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.83700000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWWA0
720000.00000000
PA
USD
559573.20000000
0.002326312948
Long
DBT
USGSE
US
N
2
2045-10-05
Fixed
2.02000000
N
N
N
N
N
N
FNMA INT STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31359YQL4
1450000.00000000
PA
USD
1070901.85000000
0.004452058890
Long
DBT
USGSE
US
N
2
2033-01-15
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAE0
12600000.00000000
PA
USD
12308515.38000000
0.051170175235
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
2.85400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HW4S8
6369125.07000000
PA
USD
6241310.17000000
0.025946990781
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.79000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
4682000.00000000
PA
USD
4892690.00000000
0.020340373874
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust
46412RAE5
2050.23550000
PA
USD
2039.21000000
0.000008477605
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.35000000
N
N
N
N
N
N
AMWINS GROUP INC
N/A
AmWINS Group, Inc.
N/A
13232558.14270000
PA
USD
13000988.38000000
0.054048992352
Long
LON
CORP
US
N
2
2028-02-21
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
11878850.33320000
PA
USD
350614.96000000
0.001457611124
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.81100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive LLC
12479RAE7
270631.81220000
PA
USD
270754.49000000
0.001125607294
Long
ABS-O
CORP
US
N
2
2047-04-15
Fixed
4.18000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
14620875.00000000
PA
USD
14866915.08000000
0.061806207033
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
10200000.00000000
PA
USD
8872810.68000000
0.036886924483
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
43490000.00000000
PA
USD
39693015.53000000
0.165015722659
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
1640000.00000000
PA
USD
1493330.67000000
0.006208221683
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867AG0
7070000.00000000
PA
USD
6426211.31000000
0.026715680054
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
23395000.00000000
PA
USD
22326020.69000000
0.092815937239
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
76311.35880000
PA
USD
75626.27000000
0.000314400995
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.99700000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
3750000.00000000
PA
USD
3379312.50000000
0.014048811531
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
2696759.23500000
NS
USD
26401272.91000000
0.109757978077
Long
EC
RF
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
26890000.00000000
PA
USD
27153878.29000000
0.112886783460
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
116750000.00000000
PA
USD
116155999.35000000
0.482895187430
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAL7
55700000.00000000
PA
USD
55947791.48000000
0.232591681912
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWE32
2524000.00000000
PA
USD
2502202.94000000
0.010402405079
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKV46
2769797.40000000
PA
USD
2763862.00000000
0.011490199955
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.42000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAL4
19167917.91170000
PA
USD
18352190.75000000
0.076295539116
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
2.74700000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421UU5
16761000.00000000
PA
USD
16287258.72000000
0.067710999830
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.07200000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENMU1
1580000.00000000
PA
USD
1473784.50000000
0.006126962415
Long
DBT
USGSE
US
N
2
2037-02-02
Fixed
2.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
669971AA1
3142129.26620000
PA
USD
2345946.07000000
0.009752798594
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.58700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J5NB1
211870.31170000
PA
USD
222879.43000000
0.000926576369
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
7928041.85000000
PA
8614957.51000000
0.035814951830
Long
LON
CORP
US
N
2
2025-03-31
Variable
3.50000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923TAA3
928697.37810000
PA
USD
873249.66000000
0.003630359693
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
0.77700000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
30265000.00000000
PA
USD
27573441.24000000
0.114631031975
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AR9
30450000.00000000
PA
USD
24860151.30000000
0.103351075181
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
3.20000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
36302422.39680000
PA
USD
35712508.03000000
0.148467563924
Long
LON
CORP
US
N
2
2028-03-09
Variable
4.00000000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
11795013.75250000
PA
USD
11087383.70000000
0.046093566065
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
15600000.00000000
PA
USD
15526495.92000000
0.064548281615
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
1.80400000
N
N
N
N
N
N
GENSTAR CAPITAL LLC
N/A
OEConnection LLC
N/A
1169943.35210000
PA
USD
1148977.97000000
0.004776644644
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.46000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
10575071.00000000
PA
USD
2775956.14000000
0.011540478907
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AX4
18750000.00000000
PA
USD
16349718.75000000
0.067970664833
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
108997057.37440000
PA
USD
4365637.34000000
0.018149258526
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.78200000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
7268683.20740000
PA
USD
7671226.01000000
0.031891578073
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAM0
10868466.25750000
PA
USD
11081230.61000000
0.046067985832
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKEF0
6163628.20880000
PA
USD
6150477.61000000
0.025569372696
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEEQ6
3717761.69820000
PA
USD
3509342.27000000
0.014589384127
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.54000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377AAD4
3480306.31570000
PA
USD
1787168.27000000
0.007429792361
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.60700000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AB9
1677867.42770000
PA
USD
1048314.79000000
0.004358157734
Long
DBT
CORP
US
N
2
2052-02-15
Floating
0.73700000
N
N
N
N
N
N
CCR Inc. MT100 Payment Rights
N/A
CCR Incorporated MT100 Payment Rights Master Trust
12502YAP8
45238.09660000
PA
USD
45420.09000000
0.000188824882
Long
ABS-O
CORP
US
N
2
2022-07-10
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
10440739.33180000
PA
USD
9778994.83000000
0.040654202690
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
28886625.00000000
NC
1460642.77000000
0.006072328318
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7727829.05000000
USD
28886625.00000000
ILS
2022-11-30
1460642.77000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
1839200.00000000
NS
USD
36563296.00000000
0.152004543663
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1RZ3
11188020.84160000
PA
USD
9329167.99000000
0.038784138144
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.07000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
13150000.00000000
PA
USD
11350680.37000000
0.047188168974
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
26524132.98380000
PA
USD
25262459.55000000
0.105023590753
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAD8
29125000.00000000
PA
USD
26212791.25000000
0.108974403514
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
SCP Eye Care Services LLC
N/A
SCP Eye Care Services LLC
N/A
-1270454.55000000
PA
USD
-22232.95000000
-0.00009242901
Short
LON
CORP
US
N
3
2028-03-16
Variable
4.50000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38600000.00000000
PA
USD
35655592.00000000
0.148230946986
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
23000000.00000000
PA
USD
23000000.00000000
0.095617870562
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
1.74000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
27408634.81740000
PA
USD
17453791.24000000
0.072560623983
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.58700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
36500000.00000000
PA
USD
36532379.15000000
0.151876013082
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
2.08000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
2650000.00000000
PA
USD
2547580.68000000
0.010591053900
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.63800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132XHKP8
976021.76000000
PA
USD
1004009.71000000
0.004173968282
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.40000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
4850000.00000000
PA
USD
4486807.75000000
0.018653000116
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2F1
1650000.00000000
PA
USD
1592917.87000000
0.006622235422
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.25000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
36952084.72540000
PA
USD
36374893.16000000
0.151221296778
Long
LON
CORP
US
N
2
2028-01-26
Variable
3.21000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
38750000.00000000
PA
USD
33875839.00000000
0.140831982117
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
18580000.00000000
PA
USD
17122478.15000000
0.071183256498
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDE96
140000.00000000
PA
USD
124313.58000000
0.000516808687
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.06000000
N
N
N
N
N
N
Pacific Bells, LLC
N/A
Pacific Bells, LLC
N/A
-238659.79000000
PA
USD
-2684.92000000
-0.00001116201
Short
LON
CORP
US
N
3
2028-11-10
Variable
4.50000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAE6
3100000.00000000
PA
USD
3049736.91000000
0.012678667352
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
1.86800000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
91750000.00000000
PA
USD
82826871.18000000
0.344336045546
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
4108714.53510000
PA
USD
4101144.64000000
0.017049683362
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
1.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
15750000.00000000
PA
USD
16694025.08000000
0.069402049098
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
9502000.00000000
PA
USD
9913660.18000000
0.041214046777
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
AVERY POINT CLO LTD AVERY_13-3A
N/A
Avery Point II CLO Ltd.
N/A
2269463.63060000
PA
USD
44935.38000000
0.000186809797
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
11433000.00000000
PA
USD
11773354.24000000
0.048945350513
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
12800000.00000000
PA
USD
12659612.16000000
0.052629789429
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
1.79100000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
9450000.00000000
PA
USD
9068843.89000000
0.037701893096
Long
DBT
CORP
US
N
3
2032-05-07
Fixed
3.66000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
92927BAA0
5186214.12090000
PA
USD
4585355.95000000
0.019062694422
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.95100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DKJ0
649022.80500000
PA
USD
642410.70000000
0.002670693180
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
2.50000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
108450000.00000000
PA
USD
105695651.97000000
0.439408398655
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
3500000.00000000
PA
USD
3440229.80000000
0.014302062944
Long
ABS-O
CORP
KY
Y
2
2037-01-15
Floating
2.19100000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
3356100.00000000
PA
USD
3330556.72000000
0.013846119189
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd.
55955KAE4
7700000.00000000
PA
USD
7586013.82000000
0.031537325544
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
1.89100000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
12950990.07900000
PA
USD
12162586.90000000
0.050563506952
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
34250000.00000000
PA
USD
30415712.50000000
0.126447202647
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
5350000.00000000
PA
USD
5012294.63000000
0.020837606050
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.24600000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803FV0
310000000.00000000
PA
USD
153281474.70000000
0.637236878586
Long
DBT
UST
US
N
2
2051-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LERE3
1257560.41600000
PA
USD
1261278.73000000
0.005243512449
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.27000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
57488133.78450000
PA
USD
53462969.87000000
0.222261536213
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
2250000.00000000
PA
USD
2281284.43000000
0.009483980841
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
7500000.00000000
PA
USD
7446142.50000000
0.030955838684
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
1.59900000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
31150000.00000000
PA
USD
30189925.85000000
0.125508540096
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
2.48100000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
38224516.95870000
PA
USD
35007289.33000000
0.145535759125
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
10750000.00000000
PA
USD
10038027.50000000
0.041731078878
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
7108000.00000000
PA
USD
6335536.68000000
0.026338718530
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02150DAA3
18316401.94050000
PA
USD
17234869.69000000
0.071650501703
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.79700000
N
N
N
N
N
N
AfterNext HealthTech Acquisition Corp.
N/A
AfterNext HealthTech Acquisition Corp.
N/A
203900.00000000
NS
USD
85638.00000000
0.000356022747
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
203900
11.50000000
USD
2023-07-09
XXXX
-99663.93000000
N
N
N
CHI OVERHEAD DOORS LLC
N/A
CHI Overhead Doors, Inc.
N/A
1428250.00000000
PA
USD
1409682.75000000
0.005860472292
Long
LON
CORP
US
N
2
2025-07-31
Variable
4.50000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
27500000.00000000
PA
USD
27233285.75000000
0.113216903992
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
1.84100000
N
N
N
N
N
N
STORABLE INC
N/A
Storable, Inc.
N/A
4987500.00000000
PA
USD
4909595.25000000
0.020410654049
Long
LON
CORP
US
N
2
2028-04-17
Variable
4.05000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
34850000.00000000
PA
USD
31914847.97000000
0.132679556618
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
22991557.56430000
PA
USD
758302.95000000
0.003152491883
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
0.96900000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AX4
10150000.00000000
PA
USD
9175423.59000000
0.038144976747
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
28250000.00000000
PA
USD
28345696.31000000
0.117841526990
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVY24
2853340.31810000
PA
USD
2687076.86000000
0.011170981190
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.96000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EJKU2
4900000.00000000
PA
USD
5227128.90000000
0.021730736285
Long
DBT
USGSE
US
N
2
2047-04-11
Fixed
3.58000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687GA8
21990000.00000000
PA
USD
22127545.69000000
0.091990817376
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
3931066.18560000
PA
USD
3877014.03000000
0.016117905464
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.71000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
6733125.00000000
PA
USD
6031014.92000000
0.025072730607
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
2500000.00000000
PA
USD
2483681.00000000
0.010325403842
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
1.83400000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AV2
19660000.00000000
PA
USD
17847595.13000000
0.074197784390
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
-1654867.26000000
PA
USD
-20685.84000000
-0.00008599721
Short
LON
CORP
US
N
3
2028-11-30
None
0.00000000
N
N
N
N
N
N
OLYMPUS CORP
5299000Y52IFDI1I2A21
Olympus Corp.
68163WAA7
19550000.00000000
PA
USD
18408185.38000000
0.076528325519
Long
DBT
CORP
JP
N
2
2026-12-08
Fixed
2.14300000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572AR9
180000.00000000
PA
USD
177101.73000000
0.000736264795
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
28000000.00000000
PA
USD
27524422.80000000
0.114427247678
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
1.76800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAH8
1190000.00000000
PA
USD
1357838.73000000
0.005644941214
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1300000.00000000
PA
USD
1167169.64000000
0.004852272850
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
9236238.22480000
PA
USD
9693740.51000000
0.040299775015
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
21900000.00000000
PA
USD
21887165.72000000
0.090991486034
Long
ABS-O
CORP
US
N
3
2025-03-10
Variable
2.94500000
N
N
N
N
N
N
Telos CLO Ltd
549300S94NIRW4K03T89
Telos CLO Ltd.
87970UAW6
1501907.01380000
PA
USD
1501891.54000000
0.006243811776
Long
ABS-O
CORP
KY
N
2
2027-01-17
Floating
1.99100000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CF9
11225000.00000000
PA
USD
10112378.00000000
0.042040176116
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
15975000.00000000
PA
USD
16143634.34000000
0.067113910379
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
14475000.00000000
PA
USD
12665625.00000000
0.052654786601
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
19500000.00000000
PA
USD
18775107.00000000
0.078053728300
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
2.36800000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
81500000.00000000
PA
USD
81567566.76000000
0.339100740893
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
1552000.00000000
NS
USD
33600800.00000000
0.139688562834
Long
EP
CORP
US
N
2
N
N
N
CAST & CREW PAYROLL LLC
N/A
Cast & Crew Payroll LLC
N/A
1219166.79930000
PA
USD
1209584.15000000
0.005028602638
Long
LON
CORP
US
N
2
2026-02-09
Variable
3.96000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
1075000.00000000
PA
USD
1103638.00000000
0.004588152844
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
850000.00000000
PA
USD
891727.94000000
0.003707179423
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCN1
18275000.00000000
PA
USD
16716142.50000000
0.069493997820
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCQ8
450000.00000000
PA
USD
472588.61000000
0.001964692023
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
Federated Hermes U.S. Treasury
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
3316965.43000000
NS
USD
3316965.43000000
0.013789616136
Long
STIV
RF
US
N
1
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
14696680.02480000
PA
USD
14514441.19000000
0.060340867782
Long
LON
CORP
US
N
2
2025-04-25
Variable
3.27000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
52430000.00000000
PA
USD
50489995.63000000
0.209901994210
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
6500000.00000000
PA
USD
5093956.86000000
0.021177100334
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
DENALI CAPITAL CLO XI LTD
254900ENG873HFQYVK56
Denali Capital CLO XI Ltd.
24823DAS5
14411577.75030000
PA
USD
14392604.91000000
0.059834357971
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
1.38400000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150PAA7
10360965.87040000
PA
USD
4607623.06000000
0.019155265450
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.71700000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBH4
8690000.00000000
PA
USD
8668275.00000000
0.036036608563
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
31322264.70290000
PA
USD
1364745.53000000
0.005673654845
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.27100000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2Y-10 CMS CAP
N/A
6229100000.00000000
NC
USD
809783.00000000
0.003366509829
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
2Y-10 CMS CAP
6229100000
0.39500000
USD
2022-07-29
XXXX
-14898479.50000000
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
1350000.00000000
PA
USD
1444438.95000000
0.006004964198
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
37250000.00000000
NS
USD
34828750.00000000
0.144793517797
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LF5Y0
708888.12750000
PA
USD
742382.74000000
0.003086306814
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.63000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AZ3
1010000.00000000
PA
USD
922403.92000000
0.003834708636
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings, Inc.
74101XAE0
2300000.00000000
PA
USD
2265500.00000000
0.009418360250
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
4550000.00000000
PA
USD
4392069.50000000
0.018259144910
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
3750000.00000000
PA
USD
3715155.00000000
0.015445009126
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.74700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDEF2
12488536.80800000
PA
USD
11054073.50000000
0.045955085613
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.57000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BE8
360000.00000000
PA
USD
395853.07000000
0.001645679461
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
14140000.00000000
PA
USD
13240901.74000000
0.055046383856
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
9350000.00000000
PA
USD
9040935.75000000
0.037585870622
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
29833936.69490000
PA
USD
1359502.66000000
0.005651858668
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.37100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJW71
181914.80850000
PA
USD
189335.85000000
0.000787125686
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
7079177.69880000
PA
USD
6653623.55000000
0.027661100668
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
1.03700000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
7650000.00000000
PA
USD
6999750.00000000
0.029100051716
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAN0
1950000.00000000
PA
USD
1908716.94000000
0.007935106491
Long
ABS-O
CORP
KY
Y
2
2039-07-27
Fixed
3.65000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1095529.03300000
NS
USD
26895237.76000000
0.111811537516
Long
EC
RF
US
N
1
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
13375785.00000000
PA
USD
13175148.23000000
0.054773026873
Long
LON
CORP
US
N
2
2028-07-10
Variable
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
26450000.00000000
NS
USD
25392000.00000000
0.105562129100
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947DAE6
4410000.00000000
PA
USD
4359542.99000000
0.018123922492
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Floating
1.99700000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1000000.00000000
PA
USD
896207.80000000
0.003725803539
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
36622000.00000000
PA
USD
35604547.82000000
0.148018741082
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp.
513075BT7
1575000.00000000
PA
USD
1498218.75000000
0.006228542891
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENFH8
1080000.00000000
PA
USD
957327.12000000
0.003979894810
Long
DBT
USGSE
US
N
2
2041-11-29
Fixed
2.69000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
1383487.79070000
PA
USD
1367437.31000000
0.005684845378
Long
LON
CORP
US
N
3
2026-11-25
Variable
6.25000000
N
N
N
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
611700.00000000
NS
USD
5921256.00000000
0.024616429990
Long
EC
CORP
US
N
1
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
7250000.00000000
PA
USD
7095055.90000000
0.029496266812
Long
ABS-O
CORP
KY
Y
2
2038-12-15
Floating
2.69700000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
5000000.00000000
PA
USD
4864499.50000000
0.020223177545
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
1.93100000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.22480000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
1200000.00000000
PA
USD
161640.00000000
0.000671985765
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
349302.10230000
PA
USD
354345.85000000
0.001473121548
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.87700000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAB5
6868811.86140000
PA
USD
4623256.04000000
0.019220256417
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Floating
0.69100000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
20345892.55000000
PA
USD
20978446.35000000
0.087213668160
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BF9
23835000.00000000
PA
USD
24162425.21000000
0.100450419400
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
39450000.00000000
PA
USD
37772586.00000000
0.157031923432
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
3400000.00000000
PA
USD
3597623.54000000
0.014956395738
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
5631741.35780000
PA
USD
302846.89000000
0.001259024988
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.90200000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
Energizer Holdings, Inc.
N/A
7425000.00000000
PA
USD
7295062.50000000
0.030327753994
Long
LON
CORP
US
N
2
2027-12-22
Variable
2.75000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
720000.00000000
PA
USD
862585.29000000
0.003586024722
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
2710000.00000000
PA
USD
3024403.06000000
0.012573346970
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
11427407.00240000
PA
USD
7324108.55000000
0.030448507100
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating, LP
23311VAK3
7990000.00000000
PA
USD
7191000.00000000
0.029895135096
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
15940531.41160000
PA
USD
15683909.90000000
0.065202698553
Long
LON
CORP
US
N
3
2027-01-29
Variable
7.16000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
32433776.57570000
PA
USD
31166699.20000000
0.129569278694
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
36760000.00000000
PA
USD
32089760.73000000
0.133406721211
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
77700000.00000000
PA
USD
70054535.23000000
0.291237629649
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362VAD4
222727.53260000
PA
USD
220647.15000000
0.000917296114
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.62700000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAL8
22190000.00000000
PA
USD
19435155.88000000
0.080797748664
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
570000.00000000
NS
USD
5557500.00000000
0.023104187636
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
636284.00000000
NC
USD
451761.64000000
0.001878108087
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Quarterly
2022-06-23
0.00000000
USD
0.00000000
USD
52359810.36000000
USD
451761.64000000
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
12394764.00000000
PA
USD
12363777.09000000
0.051399914671
Long
LON
CORP
US
N
2
2026-03-10
Variable
5.50000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAD0
1450000.00000000
PA
USD
1700942.37000000
0.007071325537
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
11800000.00000000
PA
USD
10359099.64000000
0.043065871674
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFMS0
2100000.00000000
PA
USD
1964452.75000000
0.008166816903
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
5741000.00000000
PA
USD
5034081.97000000
0.020928182530
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
22500000.00000000
PA
USD
22046251.50000000
0.091652853144
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
2.00400000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1250000.00000000
PA
USD
1297576.76000000
0.005394414203
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAR3
1444557.52440000
PA
USD
1173118.28000000
0.004877003123
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
6000000.00000000
PA
USD
5716634.40000000
0.023765756874
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
8105116.93270000
PA
USD
8006720.81000000
0.033286330175
Long
LON
CORP
US
N
2
2025-05-09
Variable
3.71000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
82591294.05790000
PA
USD
2431248.18000000
0.010107424946
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.75400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd.
64131TAQ7
10200000.00000000
PA
USD
10005021.90000000
0.041593864739
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
1.64100000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
1536812.50000000
PA
USD
1532807.57000000
0.006372338948
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
290000.00000000
PA
USD
272542.57000000
0.001133040877
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
1161045.00000000
NS
USD
26425384.20000000
0.109858215912
Long
EP
CORP
US
N
2
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
174986.00000000
NS
USD
1707863.36000000
0.007100098160
Long
EC
CORP
US
N
1
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
40000000.00000000
PA
USD
37088300.00000000
0.154187142120
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4950000.00000000
PA
USD
4893004.71000000
0.020341682218
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
2.39100000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
16900000.00000000
PA
USD
15161918.66000000
0.063032625039
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
2600000.00000000
PA
USD
2353000.00000000
0.009782123888
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HSCK5
4512699.21500000
PA
USD
4959809.47000000
0.020619409561
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
4.27000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
44950000.00000000
PA
USD
42656588.07000000
0.177336178987
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989NBH9
29545735.26570000
PA
USD
738356.79000000
0.003069569738
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
0.88500000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
27340000.00000000
PA
USD
25892512.95000000
0.107642910947
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners, LP
29250RAX4
1040000.00000000
PA
USD
1442117.23000000
0.005995312114
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
22390000.00000000
PA
USD
22964239.69000000
0.095469204271
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
53354000.00000000
PA
USD
51746977.52000000
0.215127643413
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
3864444.26340000
PA
USD
3777494.27000000
0.015704172093
Long
LON
CORP
US
N
2
2028-03-27
Variable
5.26000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
23173313.93220000
PA
USD
982367.76000000
0.004083996231
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.42500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CV5
68110000.00000000
PA
USD
76109553.56000000
0.316410149602
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AL7
10125000.00000000
PA
USD
9570352.50000000
0.039786814199
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
880000.00000000
PA
USD
869275.00000000
0.003613835844
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-383501917.52000000
PA
USD
-383501917.52000000
-1.59433203086
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.18000000
2022-04-01
400000000.00000000
USD
384120000.00000000
USD
UST
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GAZ2
1020000.00000000
PA
USD
265441.74000000
0.001103520605
Long
DBT
USGA
US
N
2
2061-03-15
None
0.00000000
N
N
N
N
N
N
ASG Resecuritization Trust
N/A
ASG Resecuritization Trust
00212XCD1
3099851.58700000
PA
USD
3036757.83000000
0.012624709439
Long
ABS-MBS
CORP
US
N
2
2045-12-28
Floating
0.68800000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
50341.23920000
PA
USD
15102.37000000
0.000062785063
Long
LON
CORP
US
N
3
2024-01-01
Variable
6.00000000
N
N
Y
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAS3
2300000.00000000
PA
USD
2293358.29000000
0.009534175483
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
2.65800000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CE2
3150000.00000000
PA
USD
2971208.52000000
0.012352201377
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
63802082.05070000
PA
USD
59039294.91000000
0.245443985165
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5550000.00000000
PA
USD
5379960.77000000
0.022366104023
Long
ABS-O
CORP
KY
Y
2
2036-03-15
Floating
2.44700000
N
N
N
N
N
N
PRINCESS JULIANA INTL
N/A
Princess Juliana International Airport Operating Company N.V.
741771AA7
1566328.83320000
PA
USD
1391432.56000000
0.005784600800
Long
DBT
CORP
SX
Y
2
2027-12-20
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-6997911.62000000
PA
USD
-6997911.62000000
-0.02909240902
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.50000000
N/A
8000000.00000000
USD
8235200.00000000
USD
CDS
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
49355333.30660000
PA
USD
2000243.34000000
0.008315609077
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.04800000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
82610000.00000000
NS
USD
85501350.00000000
0.355454652922
Long
EP
CORP
US
N
2
N
N
N
MSD Acquisition Corp
N/A
MSD Acquisition Corp.
N/A
626308.00000000
NS
USD
6150344.56000000
0.025568819567
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
96010000.00000000
PA
USD
94143645.29000000
0.391383256070
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
28831405.05700000
PA
USD
28125612.26000000
0.116926571850
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.65700000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM Mortgage Trust
30768WAA6
11424638.52080000
PA
USD
10589104.44000000
0.044022070335
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAT1
10750000.00000000
PA
USD
10105000.00000000
0.042009503566
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
17350000.00000000
PA
USD
15399286.24000000
0.064019432976
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
1080000.00000000
PA
USD
1069824.55000000
0.004447580232
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp.
513075BZ3
10600000.00000000
PA
USD
9732178.00000000
0.040459571143
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
15300000.00000000
PA
USD
14943987.36000000
0.062126619524
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
2.44100000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
33870000.00000000
PA
USD
30816577.84000000
0.128113719612
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
44712734.18650000
PA
USD
936602.11000000
0.003893734753
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.75100000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
4400000.00000000
PA
USD
4381528.80000000
0.018215324072
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
1.96500000
N
N
N
N
N
N
ALTICE EUROPE NV
5493001ZMCICV4N02J21
SFR Group S.A.
N/A
617707.22740000
PA
USD
602845.19000000
0.002506207536
Long
LON
CORP
FR
N
2
2026-02-02
Variable
3.93000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago Illinois General Obligation Unlimited
167486ZQ5
4500000.00000000
PA
USD
5230045.80000000
0.021742862710
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8WZ4
356313.57500000
PA
USD
369444.59000000
0.001535891521
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2450000.00000000
PA
USD
2080781.08000000
0.008650428520
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
29900000.00000000
PA
USD
29904120.22000000
0.124320360716
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
1.90800000
N
N
N
N
N
N
NFP INTERMEDIATE HOLDINGS B CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
N/A
7592127.28770000
PA
USD
7445067.78000000
0.030951370752
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.71000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
45200000.00000000
PA
USD
45462590.30000000
0.189001568466
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
496250.00000000
PA
USD
485397.01000000
0.002017940368
Long
LON
CORP
US
N
2
2028-02-17
Variable
3.81000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
23850000.00000000
PA
USD
21130861.50000000
0.087847303468
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
5007167.93660000
PA
USD
303882.02000000
0.001263328332
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
1.86600000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
570000.00000000
PA
USD
519314.90000000
0.002158947169
Long
DBT
CORP
AU
N
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAB6
6345000.00000000
PA
USD
6246402.51000000
0.025968161160
Long
ABS-O
CORP
KY
Y
2
2039-07-27
Fixed
3.22500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418AVT2
244460.90250000
PA
USD
249357.01000000
0.001036651578
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBE8
1020000.00000000
PA
USD
241497.24000000
0.001003976166
Long
DBT
USGA
US
N
2
2063-09-15
None
0.00000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
11016750.00000000
PA
USD
10810185.94000000
0.044941172172
Long
LON
CORP
LU
N
2
2028-05-03
Variable
2.96000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
43190000.00000000
PA
USD
40013375.50000000
0.166347554753
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
13350000.00000000
PA
USD
13153488.00000000
0.054682978827
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AH4L4
1350000.00000000
PA
USD
1272388.50000000
0.005289699082
Long
DBT
USGSE
US
N
2
2034-09-26
Fixed
2.69000000
N
N
N
N
N
N
CENTURION PIPELINE COMPANY LLC
N/A
Lotus Midstream, LLC
N/A
543351.26320000
PA
USD
533614.41000000
0.002218394503
Long
LON
CORP
US
N
2
2025-09-29
Variable
3.71000000
N
N
N
N
N
N
CROSS FINANCIAL CORP
N/A
Cross Financial Corp.
N/A
12028727.81500000
PA
USD
11928528.51000000
0.049590456307
Long
LON
CORP
US
N
2
2027-09-15
Variable
4.81000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBJ7
1020000.00000000
PA
USD
224321.46000000
0.000932571318
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I Incorporated Trust
61755CAA0
2736252.30850000
PA
USD
2496461.66000000
0.010378536863
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.51700000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3800000.00000000
PA
USD
3829095.19000000
0.015918692532
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
3207600.00000000
PA
USD
2980405.69000000
0.012390436760
Long
LON
CORP
US
N
2
2026-12-22
Variable
4.25000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
32000000.00000000
PA
USD
31818928.00000000
0.132280788649
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
1.80100000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAE2
12000000.00000000
PA
USD
11867809.20000000
0.049338027997
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
2.84100000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
Fannie Mae
N/A
1000000.00000000
PA
USD
964777.52000000
0.004010868349
Long
ABS-MBS
USGSE
US
N
3
2042-04-01
Fixed
3.01000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
11750000.00000000
PA
USD
11366514.08000000
0.047253994436
Long
ABS-O
CORP
KY
Y
2
2036-06-15
Floating
3.09100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LFZ84
2390644.36750000
PA
USD
2331334.58000000
0.009692054265
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.26000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3900000.00000000
PA
USD
3804150.87000000
0.015814991542
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
2.05400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBRJ6
99152.84400000
PA
USD
105666.91000000
0.000439288909
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFDL5
3500000.00000000
PA
USD
3021714.82000000
0.012562171153
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.36000000
N
N
N
N
N
N
JANUS HEND US HLDGS INC
8T2ZO87FU1KVPZIG9I59
Janus Henderson US Holdings, Inc.
47102XAJ4
780000.00000000
PA
USD
816094.26000000
0.003392747622
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-318000.00000000
NC
-1888.51000000
-0.00000785110
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
318000.00000000
CAD
252538.29000000
USD
2022-04-14
-1888.51000000
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7T5
1612000.00000000
PA
USD
426814.08000000
0.001774393628
Long
DBT
USGA
US
N
2
2060-09-15
None
0.00000000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
30010000.00000000
PA
32392668.47000000
0.134665999171
Long
LON
CORP
SE
N
2
2028-03-27
Variable
3.25000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
362463AA9
6882971.50800000
PA
USD
4730416.47000000
0.019665754336
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.75700000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
68935000.00000000
PA
USD
55997279.20000000
0.232797417147
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAC5
13725000.00000000
PA
USD
11900947.23000000
0.049475792687
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
38095000.00000000
PA
USD
33333125.00000000
0.138575757899
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
8600000.00000000
PA
USD
8427398.00000000
0.035035210919
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
65000000.00000000
PA
USD
64799962.50000000
0.269392801164
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
1.86100000
N
N
N
N
N
N
Acropolis Infrastructure Acquisition Corp.
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
132366.00000000
NS
USD
62913.56000000
0.000261550462
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
132366
11.50000000
USD
2026-03-31
XXXX
-46361.70000000
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
75718481.68310000
PA
USD
75246709.35000000
0.312823048472
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
1.83400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1Z43
1267889.15500000
PA
USD
1118030.62000000
0.004647987265
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.25000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AF7
1500000.00000000
PA
USD
1483676.39000000
0.006168085957
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII
86212VAA2
27943347.58800000
PA
USD
27484844.76000000
0.114262709943
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
22157942.90810000
PA
USD
21505220.87000000
0.089403627198
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
22650000.00000000
PA
USD
20510481.00000000
0.085268196410
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
330000000.00000000
PA
USD
288350389.80000000
1.198758706457
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
15150000.00000000
PA
USD
12626452.83000000
0.052491936189
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAM8
48940008.26690000
PA
USD
48709642.75000000
0.202500535461
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
1.28100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61748BAD6
8928835.39290000
PA
USD
5441086.75000000
0.022620222981
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.93700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21650000.00000000
PA
USD
18257666.05000000
0.075902571701
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFK37
5850000.00000000
PA
USD
5448144.78000000
0.022649565320
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.94000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
7150000.00000000
PA
USD
6524375.00000000
0.027123775836
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Blue Whale Acquisition Corp.
N/A
Blue Whale Acquisition Corp.
SBP818Y98
82674.00000000
NS
USD
41419.67000000
0.000172193941
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
82674
1.00000000
USD
2026-07-30
XXXX
-322929.05000000
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.
47233JGT9
27400000.00000000
PA
USD
24702196.00000000
0.102694407814
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
51900000.00000000
PA
USD
51873385.68000000
0.215653159894
Long
ABS-O
CORP
KY
N
3
2025-03-10
Variable
3.44500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5463922.73720000
PA
USD
1399234.66000000
0.005817036461
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.99700000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
4753914.38220000
PA
USD
2294185.36000000
0.009537613860
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.95700000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAG8
6300000.00000000
PA
USD
6157904.13000000
0.025600246958
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
2.01100000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
16750000.00000000
PA
USD
16692358.23000000
0.069395119505
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
2.38000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
36950000.00000000
PA
USD
36395620.68000000
0.151307467270
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
2.19700000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7R9
1612000.00000000
PA
USD
442634.24000000
0.001840162759
Long
DBT
USGA
US
N
2
2059-09-15
None
0.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
1750000.00000000
PA
USD
1824814.83000000
0.007586300357
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
MURPHYS BOWL LLC
N/A
Murphy's Bowl LLC
N/A
3500000.00000000
PA
USD
3186019.73000000
0.013245235745
Long
DBT
CORP
US
N
3
2056-06-30
Fixed
3.20000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
51954000.00000000
PA
USD
48068634.14000000
0.199835671187
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
26600000.00000000
PA
USD
24195892.00000000
0.100589550843
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1660000.00000000
PA
USD
1555646.91000000
0.006467288907
Long
DBT
CORP
DK
N
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAA4
2123514.79040000
PA
USD
1685153.17000000
0.007005685116
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
83471832.64640000
PA
USD
78934111.84000000
0.328152682125
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7F5
1020000.00000000
PA
USD
333884.76000000
0.001388058685
Long
DBT
USGA
US
N
2
2054-09-15
None
0.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
23885000.00000000
PA
USD
26391436.49000000
0.109717085141
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio Texas Electric & Gas Systems Revenue Revenue Bonds
79625GDG5
10500000.00000000
PA
USD
8927653.35000000
0.037114921845
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.90500000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAQ5
5510000.00000000
PA
USD
5454900.00000000
0.022677648788
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
1.55400000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1652094.12000000
PA
USD
1606248.51000000
0.006677654874
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.46000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
10072000.00000000
PA
USD
9889088.45000000
0.041111894756
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.05700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
20801301.70520000
PA
USD
19775999.30000000
0.082214736578
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAD0
6115267.09740000
PA
USD
3678726.98000000
0.015293566965
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.60700000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133ENGJ3
720000.00000000
PA
USD
645372.72000000
0.002683007182
Long
DBT
USGSE
US
N
2
2041-12-09
Fixed
2.90000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
7665494.58130000
PA
USD
261055.32000000
0.001085284947
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
0.93900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HRNK5
4750000.00000000
PA
USD
5175214.06000000
0.021514910787
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.21000000
N
N
N
N
N
N
VALKYR PURCHASER LLC
N/A
Valkyr Purchaser, LLC
N/A
23017500.00000000
PA
USD
22959956.25000000
0.095451396731
Long
LON
CORP
US
N
2
2027-11-05
Variable
4.75000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
6120000.00000000
PA
USD
5553594.61000000
0.023087951764
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X70
9160000.00000000
PA
USD
9089868.75000000
0.037789299720
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
21750000.00000000
PA
USD
21697900.05000000
0.090204652106
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
1.94100000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
589996.83400000
NS
USD
14537521.99000000
0.060436821562
Long
EC
RF
US
N
1
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
5940000.00000000
PA
USD
5876917.20000000
0.024432100353
Long
LON
CORP
US
N
2
2027-12-23
Variable
5.75000000
N
N
N
N
N
N
HARRIS CNTY-HOUSTON TX SPORTS
N/A
Harris County-Houston Sports Authority Revenue Bonds
413890EQ3
2850000.00000000
PA
USD
998131.56000000
0.004149531056
Long
DBT
MUN
US
N
2
2045-11-15
None
0.00000000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
417000.00000000
PA
446135.09000000
0.001854716838
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
7250000.00000000
PA
USD
6531742.50000000
0.027154404735
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAQ7
2150000.00000000
PA
USD
2146719.53000000
0.008924554354
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
1.95800000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
1429650.00000000
PA
USD
1315259.41000000
0.005467926261
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
12960000.00000000
PA
USD
12269434.18000000
0.051007703012
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LL6L4
980383.53000000
PA
USD
994833.21000000
0.004135818830
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
3.13000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
15238042.74360000
PA
USD
14970525.19000000
0.062236945211
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAC0
696000.00000000
PA
USD
702709.44000000
0.002921373055
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.12500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
67650000.00000000
PA
USD
54643025.15000000
0.227167378518
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
44694640.93100000
PA
USD
43975116.21000000
0.182817694336
Long
LON
CORP
US
N
3
2027-01-29
Variable
7.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
8960000.00000000
PA
USD
12811706.88000000
0.053262092614
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
22750000.00000000
PA
24796669.25000000
0.103087161335
Long
LON
CORP
LU
N
2
2028-03-27
Variable
3.75000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
3775000.00000000
PA
USD
3666483.81000000
0.015242668450
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-14780000.00000000
NC
-226022.80000000
-0.00093964429
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
14780000.00000000
CAD
11599222.84000000
USD
2022-04-14
-226022.80000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK32
42271875.78000000
PA
USD
538137.89000000
0.002237199961
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
0.51800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
1926898.50000000
PA
USD
1752918.35000000
0.007287405212
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAB8
1092963.55790000
PA
USD
1202433.69000000
0.004998876040
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.24000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
7850000.00000000
PA
USD
8384585.00000000
0.034857224489
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
10000000.00000000
PA
USD
9434337.00000000
0.039221357135
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDH9
1030000.00000000
PA
USD
1028130.53000000
0.004274245736
Long
DBT
CORP
US
N
2
2023-09-15
Floating
1.35600000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
1500000.00000000
PA
USD
300.00000000
0.000001247189
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAA9
21300000.00000000
PA
USD
21430483.80000000
0.089092922872
Long
DBT
CORP
GG
N
2
2022-07-15
Fixed
5.50000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAE7
12750000.00000000
PA
USD
12685203.23000000
0.052736179152
Long
ABS-O
CORP
KY
Y
2
2036-02-22
Floating
2.34900000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AK7
10380000.00000000
PA
USD
9396670.11000000
0.039064764621
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION INC
N/A
Hardwood Funding LLC
N/A
1000000.00000000
PA
USD
947334.31000000
0.003938351714
Long
DBT
CORP
US
N
3
2036-06-07
Fixed
3.13000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
70950000.00000000
NS
USD
69708375.00000000
0.289798538168
Long
EP
CORP
US
N
2
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P35
7405000.00000000
PA
USD
6787145.31000000
0.028216190510
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
2.87400000
N
N
N
N
N
N
NFL TRUST XI
N/A
NFL Trust XI SPV
N/A
7000000.00000000
PA
USD
6927767.63000000
0.028800799501
Long
DBT
CORP
US
N
3
2035-10-05
Fixed
3.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HS2H3
16500000.00000000
PA
USD
18043255.23000000
0.075011201874
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.17000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69689LAA4
6917246.65420000
PA
USD
6888685.34000000
0.028638322747
Long
ABS-O
CORP
KY
N
2
2027-08-20
Floating
1.33000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
9275000.00000000
PA
USD
8347500.00000000
0.034703051066
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAD2
20244569.82500000
PA
USD
8097042.44000000
0.033661824172
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.91700000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
8400000.00000000
PA
USD
7373520.00000000
0.030653925258
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
7240000.00000000
PA
USD
4627590.80000000
0.019238277310
Long
LON
CORP
US
N
2
2026-07-10
Variable
10.95000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
33500000.00000000
PA
USD
33577381.65000000
0.139591205758
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
1.94100000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco III, Inc.
N/A
17607142.87000000
PA
USD
17343035.73000000
0.072100180243
Long
LON
CORP
US
N
2
2028-12-22
Variable
4.76000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
2500000.00000000
PA
USD
2526530.93000000
0.010503543801
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
14190000.00000000
PA
USD
13250622.00000000
0.055086793881
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
3000000.00000000
PA
USD
2754764.40000000
0.011452378514
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
CALLAWAY GOLF COMPANY
5493005UB0KFRKBPCU72
Callaway Golf Company
N/A
2483908.75860000
PA
USD
2477698.99000000
0.010300534839
Long
LON
CORP
US
N
2
2026-01-02
Variable
4.96000000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
6421930.62990000
PA
USD
6373637.71000000
0.026497115894
Long
LON
CORP
US
N
2
2024-05-16
Variable
4.01000000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
20248873.43000000
PA
USD
20014796.45000000
0.083207487664
Long
LON
CORP
US
N
2
2028-07-28
Variable
5.55000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBH2
26080630.67020000
PA
USD
707251.93000000
0.002940257543
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
1677378.78000000
PA
USD
1681895.93000000
0.006992143797
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2630000.00000000
PA
USD
2741364.06000000
0.011396669297
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
700000.00000000
PA
USD
701097.95000000
0.002914673610
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
3.80100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWLQ3
1742592.90600000
PA
USD
1698019.68000000
0.007059175042
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.77000000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
1583032.50000000
PA
1228619.97000000
0.005107740228
Long
LON
CORP
CA
N
2
2028-03-27
Variable
5.00000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
905464.94880000
PA
USD
904839.91000000
0.003761689799
Long
ABS-O
CORP
KY
N
2
2028-01-14
Floating
1.13800000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBA6
1020000.00000000
PA
USD
260894.58000000
0.001084616703
Long
DBT
USGA
US
N
2
2061-09-15
None
0.00000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
49562000.00000000
PA
USD
48715971.70000000
0.202526846797
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
2.06800000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
1620000.00000000
PA
USD
1551473.79000000
0.006449940001
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWS98
360000.00000000
PA
USD
283083.12000000
0.001176861092
Long
DBT
USGSE
US
N
2
2050-09-15
Fixed
2.25000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
20099000.00000000
PA
USD
20015187.17000000
0.083209112004
Long
LON
CORP
US
N
2
2028-02-11
Variable
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132XEAF8
4493885.32000000
PA
USD
4505175.04000000
0.018729358427
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.55000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900XWTZJ46JGSP919
Golub Capital Partners CLO 25M Ltd.
38175NAA6
14537000.00000000
PA
USD
14406812.44000000
0.059893422917
Long
ABS-O
CORP
KY
N
2
2030-05-05
Floating
1.69500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAR2
17657000.00000000
PA
USD
16885884.38000000
0.070199665520
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
24000000.00000000
PA
USD
23924904.00000000
0.099462972777
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
1.94000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
17000000.00000000
PA
17560584.26000000
0.073004594468
Long
LON
CORP
NL
N
2
2025-07-02
Variable
3.50000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
5000000.00000000
PA
USD
4984711.55000000
0.020722934946
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
2.50000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
41800000.00000000
PA
USD
38205055.37000000
0.158829827791
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
84319000.00000000
PA
USD
81216282.56000000
0.337640347538
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAD7
9200000.00000000
PA
USD
9197700.00000000
0.038237586437
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
14478750.00000000
PA
USD
14174696.25000000
0.058928446578
Long
LON
CORP
US
N
2
2028-05-08
Variable
6.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
26217778.20970000
PA
USD
1130216.96000000
0.004698649521
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.55300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1600000.00000000
PA
USD
1545702.08000000
0.006425945278
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423888
173779.00000000
NS
USD
3694541.54000000
0.015359312815
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZS1
8500000.00000000
PA
USD
7175270.41000000
0.029829742491
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.43500000
N
N
N
N
N
N
Avery Point CLO Ltd
N/A
Avery Point VI CLO Ltd.
05363LBG7
12100000.00000000
PA
USD
12012116.49000000
0.049937956509
Long
ABS-O
CORP
KY
N
2
2027-08-05
Floating
2.11500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591TAF3
9240311.14230000
PA
USD
150104.23000000
0.000624028123
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.06000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
33500000.00000000
PA
USD
30628558.89000000
0.127332068672
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAK1
19150000.00000000
PA
USD
16662640.01000000
0.069271571987
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749BAE3
27286773.41240000
PA
USD
16523598.41000000
0.068693534521
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.60700000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
46650000.00000000
PA
USD
42218250.00000000
0.175513876690
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAY2
15394392.54130000
PA
USD
350935.19000000
0.001458942416
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.98400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
4078459.91240000
PA
USD
1443364.11000000
0.006000495767
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.63700000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
2310000.00000000
PA
USD
3151679.25000000
0.013102472112
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12Y3
2732788.86280000
PA
USD
2307949.97000000
0.009594837456
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.17000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
7100000.00000000
PA
USD
7096305.37000000
0.029501461232
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
198762.00000000
NS
USD
4277358.24000000
0.017782255936
Long
EC
CORP
US
N
1
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
4590888.36340000
PA
USD
4998821.53000000
0.020781594348
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622M8AE6
10107000.00000000
PA
USD
9266875.84000000
0.038525171069
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.68700000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128X75U4
11265000.00000000
PA
USD
6699768.63000000
0.027852939550
Long
DBT
USGSE
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YM6
2100000.00000000
PA
USD
2048812.50000000
0.008517525583
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTGQ6
2300000.00000000
PA
USD
2409233.16000000
0.010015901932
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.71000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
42765752.15120000
PA
USD
47152552.67000000
0.196027246864
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.65700000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
1750000.00000000
PA
USD
1691208.75000000
0.007030859971
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LETY3
4267230.84250000
PA
USD
4005013.60000000
0.016650037913
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.49000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
20925000.00000000
PA
USD
20843107.92000000
0.086651025878
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
3.09100000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAB8
0.04000000
PA
USD
0.04000000
0.000000000166
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.09000000
N
N
N
N
N
N
Athenahealth Group, Inc.
N/A
Athenahealth Group, Inc.
N/A
-1028985.51000000
PA
USD
-12605.07000000
-0.00005240304
Short
LON
CORP
US
N
3
2029-02-15
Variable
0.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
1774000.00000000
NS
USD
37165300.00000000
0.154507254122
Long
EP
CORP
US
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
43300000.00000000
PA
USD
36560712.23000000
0.151993802159
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
76300000.00000000
PA
USD
75178435.78000000
0.312539214847
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
1.61500000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
10100000.00000000
PA
USD
9696000.00000000
0.040309168390
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAC8
8627713.93370000
PA
USD
4876522.82000000
0.020273162078
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.65700000
N
N
N
N
N
N
Authentic Brands
N/A
Authentic Brands
N/A
-16594029.85000000
PA
USD
-290395.52000000
-0.00120726092
Short
LON
CORP
US
N
3
2028-12-10
Variable
0.50000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
19200000.00000000
PA
USD
18912888.96000000
0.078626529066
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
2.14100000
N
N
N
N
N
N
SP PF PARENT CORP
N/A
SP PF Buyer LLC
N/A
3356743.00380000
PA
USD
3184709.92000000
0.013239790474
Long
LON
CORP
US
N
2
2025-12-22
Variable
4.96000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
-1289797.69260000
PA
USD
-6448.99000000
-0.00002681037
Short
LON
CORP
US
N
3
2026-08-19
Variable
2.83000000
N
N
N
N
N
N
HARRIS CNTY TX CULTURAL EDU FA
N/A
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
414008CU4
1500000.00000000
PA
USD
1443813.30000000
0.006002363184
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
3.34400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAS1
1568015.67410000
PA
USD
1275294.29000000
0.005301779319
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.96000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
7000000.00000000
PA
USD
6466250.00000000
0.026882132848
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
8174000.00000000
PA
USD
7421343.80000000
0.030852743081
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
N/A
Athenahealth Group, Inc.
N/A
6071014.49000000
PA
USD
5996644.56000000
0.024929842754
Long
LON
CORP
US
N
2
2029-02-15
Variable
4.00000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1000000.00000000
PA
USD
525178.40000000
0.002183323490
Long
DBT
MUN
US
N
2
2037-09-01
None
0.00000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAJ7
1620000.00000000
PA
USD
1597896.78000000
0.006642934238
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
62527500.00000000
PA
USD
62114193.23000000
0.258227256015
Long
LON
CORP
US
N
2
2028-02-02
Variable
2.93000000
N
N
N
N
N
N
HOSTESS BRANDS INC
N/A
Hostess Brands LLC
N/A
817424.23970000
PA
USD
805890.38000000
0.003350327045
Long
LON
CORP
US
N
2
2025-08-04
Variable
3.00000000
N
N
N
N
N
N
JORDAN CO LP
N/A
Syndigo LLC
N/A
24651000.00000000
PA
USD
24281235.00000000
0.100944347188
Long
LON
CORP
US
N
3
2027-12-15
Variable
5.25000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
47450000.00000000
PA
USD
45077500.00000000
0.187400633055
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001FBA2
20014423.36190000
PA
USD
1169434.75000000
0.004861689589
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.47400000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAA6
5020447.26240000
PA
USD
1513904.83000000
0.006293754612
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.51700000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
1616000.00000000
NS
USD
34113760.00000000
0.141821090785
Long
EP
CORP
BM
N
2
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1953171.40000000
0.008119916961
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
1.99100000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
104800000.00000000
PA
USD
94529600.00000000
0.392987785092
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
7495645.25130000
PA
USD
7296785.78000000
0.030334918184
Long
LON
CORP
US
N
2
2028-03-03
Variable
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
45560000.00000000
PA
USD
45630166.50000000
0.189698232788
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAD2
22770000.00000000
PA
USD
21477437.72000000
0.089288124344
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
11150000.00000000
PA
USD
10426309.25000000
0.043345282100
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
5425000.00000000
PA
USD
5291680.63000000
0.021999097110
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-80360000.00000000
NC
-866404.55000000
-0.00360190252
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
80360000.00000000
GBP
104691915.10000000
USD
2022-04-14
-866404.55000000
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
5768693.85040000
PA
USD
5658742.55000000
0.023525083160
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.71000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
8650000.00000000
PA
USD
8163437.50000000
0.033937848270
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAC4
21695000.00000000
PA
USD
21571913.42000000
0.089680888051
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
2.15400000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
93835000.00000000
PA
USD
88438496.60000000
0.367665248723
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GBB9
35424105.33270000
PA
USD
2093918.87000000
0.008705046238
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.72000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
17718000.00000000
PA
USD
16608587.43000000
0.069046859265
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAC8
22250000.00000000
PA
USD
21884408.03000000
0.090980021493
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
1.46500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-67282218.99000000
NC
-929610.21000000
-0.00386466733
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
67282218.99000000
ILS
20296295.32000000
USD
2022-08-01
-929610.21000000
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
29007000.00000000
PA
USD
26229376.70000000
0.109043354184
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
532.00000000
NS
USD
375.06000000
0.000001559236
Long
EC
CORP
US
N
3
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
3915000.00000000
PA
USD
3816616.05000000
0.015866813019
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
20100000.00000000
PA
USD
17671920.00000000
0.073467450397
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
7100000.00000000
PA
USD
5679874.12000000
0.023612933409
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0MK3
7505360.71000000
PA
USD
6300122.64000000
0.026191491787
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.10000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
28137023.23890000
PA
USD
27171641.97000000
0.112960632385
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.64000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
83450000.00000000
PA
USD
83458370.04000000
0.346961374949
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
1.85400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDXM6
3417000.00000000
PA
USD
2930935.75000000
0.012184775442
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
12474000.00000000
PA
USD
11656703.52000000
0.048460398624
Long
LON
CORP
LU
N
2
2028-03-27
Variable
5.75000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
13944625.00000000
PA
USD
13473993.91000000
0.056015417636
Long
LON
CORP
US
N
2
2028-01-06
Variable
3.75000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAJ1
500000.00000000
PA
USD
488838.67000000
0.002032248377
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
1808219.17810000
PA
USD
2025.21000000
0.000008419402
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
13150000.00000000
PA
USD
13012977.00000000
0.054098832626
Long
LON
CORP
CA
N
2
2028-08-11
Variable
4.25000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
104600000.00000000
PA
USD
104549478.20000000
0.434643411908
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
2.35800000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
26900000.00000000
PA
USD
28237099.47000000
0.117390057486
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
9800000.00000000
PA
USD
9608921.56000000
0.039947157302
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
1.65400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WJMJ4
827883.03110000
PA
USD
837726.40000000
0.003482678890
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325GAJ5
10325308.07470000
PA
USD
396997.77000000
0.001650438321
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.02800000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104PT2
10505256.63520000
PA
USD
9455659.64000000
0.039310001719
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.21700000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
19956424.90860000
PA
USD
19953930.16000000
0.082954448315
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58000000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AA1
1869042.96700000
PA
USD
1999255.45000000
0.008311502123
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
5.81500000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
23935184.03510000
PA
USD
23657500.95000000
0.098351298420
Long
LON
CORP
US
N
3
2026-11-25
Variable
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q7D95
801941.67500000
PA
USD
828835.46000000
0.003445716597
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAE9
11210000.00000000
PA
USD
11106263.78000000
0.046172056197
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
2.01900000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAA5
9272738.39250000
PA
USD
9242809.70000000
0.038425120935
Long
ABS-O
CORP
KY
Y
2
2036-02-22
Floating
1.47100000
N
N
N
N
N
N
RED ROCK RESORTS INC
N/A
Fertitta Entertainment LLC
N/A
14050000.00000000
PA
USD
13962187.50000000
0.058044984223
Long
LON
CORP
US
N
2
2029-01-27
Variable
4.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
32550000.00000000
PA
USD
29002701.00000000
0.120572891746
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
24480000.00000000
PA
USD
22260746.51000000
0.092544572974
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2450000.00000000
PA
USD
1885734.38000000
0.007839561124
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAK9
20800000.00000000
PA
USD
18185295.65000000
0.075601706330
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners, LP
68268NAM5
680000.00000000
PA
USD
746354.13000000
0.003102817069
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
OAKLAND CA REDEV SUCCESSOR AGY
N/A
Oakland Redevelopment Agency Successor Agency Tax Allocation
67232TBQ7
1100000.00000000
PA
USD
1120116.91000000
0.004656660596
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AE5
30400000.00000000
PA
USD
30416416.00000000
0.126450127306
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
2.24100000
N
N
N
N
N
N
LAM TRADE FINANCE GROUP LLC
N/A
Lam Trade Finance Group LLC
N/A
11000000.00000000
PA
USD
10973460.41000000
0.045619952917
Long
ABS-O
CORP
US
N
3
2022-09-29
Fixed
2.50000000
N
N
N
N
N
N
CARLYLE AVIATION ELEVATE LTD
54930033GL3A930IIN33
Fly Funding II SARL
N/A
611865.63650000
PA
USD
594580.43000000
0.002471848460
Long
LON
CORP
LU
N
2
2025-08-11
Variable
2.11000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
24810000.00000000
PA
USD
22898209.13000000
0.095194695508
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
2138005HEGTBAGASUY97
UPC Broadband Holding BV
N/A
19200000.00000000
PA
USD
18920064.00000000
0.078656357851
Long
LON
CORP
US
N
2
2029-01-31
Variable
3.40000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
21795656.09930000
PA
USD
23733495.46000000
0.098667230299
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7588000.00000000
PA
USD
7842189.65000000
0.032602324994
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.63400000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
18630000.00000000
PA
USD
17745075.00000000
0.073771577585
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
10125000.00000000
PA
USD
9535016.25000000
0.039639910852
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
FNMA INT STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31359YQQ3
2250000.00000000
PA
USD
1553235.75000000
0.006457264995
Long
DBT
USGSE
US
N
2
2035-01-15
None
0.00000000
N
N
N
N
N
N
Aveanna Healthcare LLC
N/A
Aveanna Healthcare LLC
N/A
-113207.55000000
PA
USD
-3141.51000000
-0.00001306019
Short
LON
CORP
US
N
3
2028-07-17
Variable
0.50000000
N
N
N
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series
50209LAA5
21347510.28490000
PA
USD
21407396.46000000
0.088996941903
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNRL7
1151544.41600000
PA
USD
1236333.28000000
0.005139806762
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.05000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59023XAA4
9042368.11000000
PA
USD
5817204.97000000
0.024183858776
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
0.73700000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
4815000.00000000
PA
USD
4807005.75000000
0.019984158852
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
13970000.00000000
PA
USD
13481050.00000000
0.056044751910
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
40440000.00000000
PA
USD
36188747.02000000
0.150447431668
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2Y-10 CMS CAP
N/A
630100000.00000000
NC
USD
31505.00000000
0.000130975696
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
2Y-10 CMS CAP
630100000
0.60500000
USD
2022-07-29
XXXX
-1126575.00000000
N
N
N
MEDLINE INDUSTRIES INC
N/A
Medline Borrower LP
N/A
9000000.00000000
PA
USD
8905500.00000000
0.037022823751
Long
LON
CORP
US
N
2
2028-10-23
Variable
3.75000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
2703458.25010000
PA
USD
2655059.32000000
0.011037874712
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.79700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMMR1
6700000.00000000
PA
USD
6734109.90000000
0.027995706468
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.29000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
4231112.33580000
PA
USD
3664676.40000000
0.015235154507
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.98100000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
21000000.00000000
PA
USD
21007035.00000000
0.087332519718
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
712000.00000000
NS
USD
15806400.00000000
0.065711926489
Long
EP
CORP
US
N
2
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
29691000.00000000
PA
USD
31523974.48000000
0.131054578758
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
360000.00000000
PA
USD
351448.46000000
0.001461076232
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
107000000.00000000
PA
118224123.58000000
0.491492997644
Long
ABS-O
CORP
US
N
3
2025-12-28
Variable
2.75000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729VAD9
10961507.95470000
PA
USD
4915317.74000000
0.020434444149
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.60700000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ENH5
430499.51950000
PA
USD
429966.65000000
0.001787499803
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.65700000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
18290000.00000000
PA
USD
17764268.03000000
0.073851368744
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C4D3
417131.51890000
PA
USD
431897.07000000
0.001795525136
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFU95
212697.34650000
PA
USD
216141.77000000
0.000898565903
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUNB8
4067000.00000000
PA
USD
4082452.69000000
0.016971975343
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.37000000
N
N
N
N
N
N
Asset Backed Funding Certifica
N/A
ABFC Trust
04545EAA1
16683421.96880000
PA
USD
13246999.07000000
0.055071732278
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.70700000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
25656927.50170000
PA
USD
1283120.90000000
0.005334316875
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.38400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
39500000.00000000
PA
USD
43536587.95000000
0.180994601362
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAH2
6940000.00000000
PA
USD
6575892.90000000
0.027337951136
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
13780000.00000000
PA
USD
11888612.73000000
0.049424514486
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
18730342.54600000
PA
USD
991629.29000000
0.004122499178
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.68600000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
38950000.00000000
PA
USD
40605375.00000000
0.168808673516
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
26847786.91910000
PA
USD
25925028.48000000
0.107778087718
Long
LON
CORP
US
N
2
2027-06-30
Variable
3.96000000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
4650553.49930000
PA
USD
4594607.34000000
0.019101155213
Long
LON
CORP
US
N
2
2026-06-01
Variable
3.96000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
N/A
13500000.00000000
PA
15061829.15000000
0.062616523047
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM 2021-FL3 Trust
50190FAE1
20750000.00000000
PA
USD
20388686.48000000
0.084761860207
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
2.59700000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
33408568.21740000
PA
USD
12925223.80000000
0.053734016360
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.97700000
N
N
N
N
N
N
FANNIEMAE STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31358C5H5
1456000.00000000
PA
USD
1072425.54000000
0.004458393324
Long
DBT
USGSE
US
N
2
2033-02-06
None
0.00000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
17490000.00000000
PA
USD
15490470.44000000
0.064398512934
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
7695132.74000000
PA
USD
7598943.58000000
0.031591078419
Long
LON
CORP
US
N
2
2028-11-30
Variable
4.50000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corporation Principal Strips
76116FAC1
725000.00000000
PA
USD
582602.03000000
0.002422050673
Long
DBT
USGSE
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
27700000.00000000
NS
USD
26032460.00000000
0.108224712639
Long
EP
CORP
US
N
2
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
37450000.00000000
PA
USD
34372433.90000000
0.142896475459
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4560000.00000000
PA
USD
4689205.68000000
0.019494428771
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKJK4
3589545.93000000
PA
USD
3581887.35000000
0.014890975695
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
313637VQ0
332032.86550000
PA
USD
367339.10000000
0.001527138370
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.33000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
38150000.00000000
PA
USD
34617997.84000000
0.143917358112
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
8750000.00000000
PA
USD
7292948.86000000
0.030318966961
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
31335ABF4
720731.40000000
PA
USD
735621.10000000
0.003058196657
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TTF1
6280434.92180000
PA
USD
5896540.83000000
0.024513681645
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.95700000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
2056000.00000000
PA
USD
2017450.00000000
0.008387142302
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AP4
475000.00000000
PA
USD
461039.75000000
0.001916679962
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
938759.19730000
PA
USD
975630.00000000
0.004055985350
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YBE2
1400000.00000000
PA
USD
1414750.40000000
0.005881540027
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
4.71600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAZ3
8368687.50730000
PA
USD
214667.71000000
0.000892437796
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.08100000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
Hardwood Funding LLC
N/A
8000000.00000000
PA
USD
7780066.16000000
0.032344059089
Long
DBT
CORP
US
N
3
2030-06-07
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFLC6
2496105.70000000
PA
USD
2254370.44000000
0.009372091344
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.69000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CX1
6600000.00000000
PA
USD
6237000.00000000
0.025929072117
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
1000000.00000000
PA
USD
983268.60000000
0.004087741292
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.29700000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
164940.95350000
PA
USD
154936.41000000
0.000644116938
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AQ9
23260000.00000000
PA
USD
22640507.12000000
0.094123351272
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Authentic Brands
N/A
Authentic Brands
N/A
-2602985.07000000
PA
USD
-45552.24000000
-0.00018937426
Short
LON
CORP
US
N
3
2028-12-10
Variable
4.00000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAQ8
6562500.00000000
PA
USD
6389738.91000000
0.026564053392
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.94700000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAE5
1500000.00000000
PA
USD
1491529.50000000
0.006200733681
Long
ABS-O
CORP
KY
Y
2
2034-10-15
Floating
1.91500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
10500000.00000000
PA
USD
9948750.00000000
0.041359925641
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
03969AAN0
31850000.00000000
PA
USD
30685086.25000000
0.127567069793
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund Institutional Shares
N/A
78088953.33000000
NS
USD
78088953.33000000
0.324639105733
Long
STIV
RF
US
N
1
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
4117716.28810000
PA
USD
3826149.44000000
0.015906446169
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
2850000.00000000
PA
USD
2896312.50000000
0.012040836249
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AZ9
1340000.00000000
PA
USD
1416671.85000000
0.005889528068
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN N.V.
780641AH9
1140000.00000000
PA
USD
1465027.59000000
0.006090557324
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAU7
8250000.00000000
PA
USD
8134946.33000000
0.033819401965
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
2.11800000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
38300000.00000000
PA
USD
36097750.00000000
0.150069129873
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co.
824348AU0
220000.00000000
PA
USD
220290.17000000
0.000915812041
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.75000000
N
N
N
N
N
N
VERTICAL TOPCO SARL
N/A
TK Elevator Midco GmbH
N/A
12690176.11730000
PA
USD
12555406.45000000
0.052196575164
Long
LON
CORP
DE
N
2
2027-07-30
Variable
4.02000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital,LP
N/A
20300000.00000000
PA
USD
18406135.25000000
0.076519802516
Long
DBT
CORP
US
N
3
2042-04-15
Fixed
3.72000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070EAA3
8179617.78990000
PA
USD
10826949.37000000
0.045010862758
Long
ABS-MBS
CORP
US
N
3
2055-07-10
Fixed
6.89700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
1000000.00000000
PA
USD
803960.00000000
0.003342301879
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
85240000.00000000
PA
USD
78639566.76000000
0.326928170240
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
3171000.00000000
PA
2480098.98000000
0.010310512315
Long
LON
CORP
CA
N
2
2029-03-26
Variable
8.24000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAG0
12000000.00000000
PA
USD
11638827.60000000
0.048386083085
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Floating
2.39700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
69292773.72060000
PA
USD
2763922.44000000
0.011490451222
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.01400000
N
N
N
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
25500000.00000000
PA
USD
25340107.35000000
0.105346395853
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
1.70900000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DP9
65480000.00000000
PA
USD
71767339.84000000
0.298358270062
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HRLD3
5000000.00000000
PA
USD
5487951.70000000
0.022815054578
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.21000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AR6
5000000.00000000
PA
USD
4839920.70000000
0.020120996131
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
71002775.60200000
PA
USD
67293363.40000000
0.279758613534
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
1884401.13340000
PA
USD
1892362.92000000
0.007867117945
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBD0
1020000.00000000
PA
USD
245730.24000000
0.001021574012
Long
DBT
USGA
US
N
2
2063-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMKL6
3729210.56000000
PA
USD
3755553.03000000
0.015612955804
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
11100000.00000000
PA
12263607.70000000
0.050983480595
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58200000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAQ1
19800000.00000000
PA
USD
16316828.15000000
0.067833928784
Long
DBT
CORP
NL
N
2
2041-07-12
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-28886625.00000000
NC
-426984.10000000
-0.00177510045
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
28886625.00000000
ILS
8761487.72000000
USD
2022-11-30
-426984.10000000
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding
69144AAA7
22718910.36390000
PA
USD
22739904.91000000
0.094536577577
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.10100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DD4
1650000.00000000
PA
USD
1636886.01000000
0.006805024114
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
17600000.00000000
PA
USD
15774000.00000000
0.065577230010
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
49600000.00000000
NS
USD
47544080.00000000
0.197654942932
Long
EP
CORP
US
N
2
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Coupon Strips
3134A4CN2
2906000.00000000
PA
USD
2318534.66000000
0.009638841174
Long
DBT
USGSE
US
N
2
2030-09-15
None
0.00000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
12500000.00000000
PA
USD
11339375.00000000
0.047141169174
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLQ81
1300000.00000000
PA
USD
1308986.68000000
0.005441848649
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.08000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670MH8
1500000.00000000
PA
USD
1482902.40000000
0.006164868249
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.90700000
N
N
N
N
N
N
FOOTBALL CLUB TERM NOTES
N/A
NFL Ventures, LP
N/A
20000000.00000000
PA
USD
19262138.40000000
0.080078463316
Long
DBT
CORP
US
N
3
2035-04-15
Fixed
3.02000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661ED5
7425000.00000000
PA
USD
6719865.79000000
0.027936489448
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
2370000.00000000
PA
USD
2317179.76000000
0.009633208450
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
39950000.00000000
PA
USD
35797649.33000000
0.148821521742
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1750000.00000000
PA
USD
1721431.25000000
0.007156503932
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68403HAA0
2308532.59640000
PA
USD
1668076.63000000
0.006934692838
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.67700000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCH0
33253.68560000
PA
USD
33193.02000000
0.000137993299
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Floating
0.77700000
N
N
N
N
N
N
HAH GROUP HOLDING COMPANY LLC
N/A
HAH Group Holding Co. LLC
N/A
17327019.86740000
PA
USD
17067114.57000000
0.070953093557
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.00000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd.
87105NAA8
4200000.00000000
PA
USD
4072929.00000000
0.016932382518
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
19350000.00000000
PA
USD
17332536.88000000
0.072056533387
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
7788670.65950000
PA
USD
3425141.14000000
0.014239334877
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
0.60700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDW70
6018000.00000000
PA
USD
5161946.54000000
0.021459753743
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAG5
750000.00000000
PA
USD
760779.90000000
0.003162789304
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
4.60700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAE3
8000000.00000000
PA
USD
7850336.80000000
0.032636195131
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
2.09100000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAJ3
13050000.00000000
PA
USD
12754844.24000000
0.053025697634
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
2.15400000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137TAP0
395000.00000000
PA
USD
394012.50000000
0.001638027661
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
63183415.49200000
PA
USD
1495336.62000000
0.006216561016
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.87400000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAG3
1150000.00000000
PA
USD
1469231.26000000
0.006108033236
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAL1
0.44880000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
73183.00000000
NS
USD
7.32000000
0.000000030431
Long
EC
CORP
US
N
3
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
36350000.00000000
PA
USD
37764394.13000000
0.156997867382
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
67648542.87570000
PA
USD
48607013.68000000
0.202073875760
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.58700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0NM8
1795251.91820000
PA
USD
1589938.29000000
0.006609848418
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTGR4
1900000.00000000
PA
USD
1988235.16000000
0.008265687485
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.71000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
5426434.32390000
PA
USD
4376107.26000000
0.018192785111
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.62700000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAD6
21050000.00000000
PA
USD
18359750.22000000
0.076326966091
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
13475000.00000000
PA
USD
11887645.00000000
0.049420491343
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCK7
2125000.00000000
PA
USD
1928437.50000000
0.008017090750
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
9261017.50000000
PA
USD
8448400.26000000
0.035122523587
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
2450000.00000000
PA
USD
2241750.00000000
0.009319624405
Long
DBT
CORP
US
N
2
N/A
Variable
3.65000000
N
N
N
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
1000000.00000000
PA
USD
880454.80000000
0.003660313613
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
1660000.00000000
PA
USD
1573819.54000000
0.006542837959
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
15000000.00000000
PA
USD
14009911.50000000
0.058243387147
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEJ9
8000000.00000000
PA
USD
7178464.80000000
0.029843022525
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.07100000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
31550000.00000000
PA
USD
27768923.69000000
0.115443710915
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
850000.00000000
PA
USD
816000.00000000
0.003392355755
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
8513207.31820000
PA
USD
5166846.85000000
0.021480125796
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.06654300
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-213000.00000000
NC
-332.59000000
-0.00000138267
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
213000.00000000
CAD
170085.36000000
USD
2022-04-14
-332.59000000
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAE7
7593838.28270000
PA
USD
7423786.42000000
0.030862897782
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.59700000
N
N
N
N
N
N
WAVERLY CAPITAL ACQUISITION CORP 1
N/A
Waverley Capital Acquisition Corp. 1 - Class A
N/A
451200.00000000
NS
USD
4340544.00000000
0.018044938015
Long
EC
CORP
US
N
1
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524HAF7
9385549.80860000
PA
USD
9455206.54000000
0.039308118047
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
0.65700000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAN8
4200000.00000000
PA
USD
4110360.24000000
0.017087995364
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
1.94800000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
14970000.00000000
PA
USD
13297627.80000000
0.055282211033
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
15760000.00000000
PA
USD
14303173.34000000
0.059462564219
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXK5
1660000.00000000
PA
USD
1651639.16000000
0.006866357365
Long
DBT
CORP
US
N
2
2023-11-17
Floating
0.59000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
19984000.00000000
PA
USD
19939409.70000000
0.082894082425
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
1.89700000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
76225000.00000000
PA
USD
75504597.53000000
0.313895166673
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
1.06500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAQ6
27350000.00000000
PA
USD
27981637.04000000
0.116328023852
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAL5
8000000.00000000
PA
USD
7709014.40000000
0.032048675698
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
2.58700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTCK3
12879000.00000000
PA
USD
13891543.63000000
0.057751296553
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.08000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
1650000.00000000
PA
USD
1580060.34000000
0.006568782829
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
7359948.94500000
PA
USD
6817765.06000000
0.028343485957
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
0.59900000
N
N
N
N
N
N
Avery Point CLO Ltd
N/A
Avery Point VI CLO Ltd.
05363LBE2
8000000.00000000
PA
USD
7947000.80000000
0.033038056254
Long
ABS-O
CORP
KY
N
2
2027-08-05
Floating
1.66500000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAJ2
49919985.47220000
PA
USD
49725442.30000000
0.206723517630
Long
ABS-O
CORP
KY
N
2
2029-10-20
Floating
1.31400000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal Strips
31358DCT9
5850000.00000000
PA
USD
3514931.55000000
0.014612620434
Long
DBT
USGSE
US
N
2
2038-08-06
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
64639403.80790000
PA
USD
2050904.86000000
0.008526224149
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.81200000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAP1
14800000.00000000
PA
USD
14676036.68000000
0.061012668505
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
1.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMM34
25000000.00000000
PA
USD
24122591.50000000
0.100284818768
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.40000000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
15800000.00000000
PA
USD
9481469.40000000
0.039417300601
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEUN5
5333045.26150000
PA
USD
4828512.03000000
0.020073566882
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.52000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
10500000.00000000
PA
USD
10255708.05000000
0.042636041950
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.88000000
N
N
N
N
N
N
OCULUS INTERMEDIATE INC
N/A
CNT Holdings I Corp.
N/A
24007500.00000000
PA
USD
23852411.55000000
0.099161600008
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
2236091.15440000
PA
USD
2190506.42000000
0.009106589536
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.03700000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
12400000.00000000
PA
USD
11432099.15000000
0.047526651164
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWEE8
190039.35800000
PA
USD
184431.75000000
0.000766737878
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.18000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXV LLC
46616VAA8
2137228.32620000
PA
USD
2230357.84000000
0.009272263793
Long
ABS-O
CORP
US
N
2
2065-02-16
Fixed
4.21000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
3500000.00000000
PA
USD
3390293.20000000
0.014094461581
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
2.94100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
125140000.00000000
PA
USD
133456531.59000000
0.554818667968
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
250000.00000000
PA
USD
232487.73000000
0.000966520942
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
2459577.83000000
PA
USD
2435916.69000000
0.010126833337
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAM8
1930000.00000000
PA
USD
2089225.00000000
0.008685532418
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
4413814.27580000
PA
USD
4059144.44000000
0.016875075985
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
16900000.00000000
PA
USD
14951321.84000000
0.062157111149
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000AAX5
24485968.20710000
PA
USD
740984.58000000
0.003080494246
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.95300000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAD8
7000000.00000000
PA
USD
6456186.80000000
0.026840297120
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.59400000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
17010000.00000000
PA
USD
15924251.70000000
0.066201871211
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
10180000.00000000
PA
USD
8407263.96000000
0.034951507700
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30291JAQ6
683759754.83650000
PA
USD
411691.75000000
0.001711525585
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
0.12500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
850000.00000000
PA
USD
802820.75000000
0.003337565676
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
16520994.09280000
PA
USD
15493206.53000000
0.064409887677
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
67282218.99000000
NC
3151434.34000000
0.013101453948
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
18074471.19000000
USD
67282218.99000000
ILS
2022-08-01
3151434.34000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMHB2
6226531.23400000
PA
USD
6353053.73000000
0.026411542140
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
3.56000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630BBB3
35273958.50970000
PA
USD
378602.45000000
0.001573963480
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.73600000
N
N
N
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
9.06000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
32210000.00000000
PA
USD
29037858.70000000
0.120719052808
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
28000000.00000000
PA
USD
27836435.20000000
0.115724376429
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
1.21500000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA,LLC
N/A
31000000.00000000
PA
USD
27609012.61000000
0.114778912786
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Co.
N/A
1027967.42190000
PA
USD
1004622.28000000
0.004176514918
Long
LON
CORP
CA
N
2
2026-11-19
Variable
2.21000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
55275TAD0
6133597.19300000
PA
USD
2188947.74000000
0.009100109637
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.61700000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
6250000.00000000
PA
USD
6195500.00000000
0.025756544220
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp.
743674BE2
11440000.00000000
PA
USD
11306088.28000000
0.047002786335
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
IFCO MANAGEMENT GMBH
N/A
IFCO Management GmbH
N/A
19870000.00000000
PA
21503003.10000000
0.089394407266
Long
LON
CORP
DE
N
2
2026-05-29
Variable
3.25000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
842800.00000000
NS
USD
18609024.00000000
0.077363271657
Long
EP
CORP
US
N
2
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
5657300.00000000
PA
USD
5368688.31000000
0.022319241039
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
3724805.26050000
PA
USD
3707871.18000000
0.015414728110
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
1.17400000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CF4
10050000.00000000
PA
USD
9848545.84000000
0.040943347015
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMCE1
1750000.00000000
PA
USD
1782768.87000000
0.007411502741
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTN54
315000.00000000
PA
USD
337012.54000000
0.001401061801
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.22000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
75652221.34500000
PA
USD
62559167.05000000
0.260077145107
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
11540000.00000000
PA
USD
11540000.00000000
0.047975227230
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
NTHRN AZ UNIV
N/A
Northern Arizona University Revenue Bonds
6647546W3
2350000.00000000
PA
USD
2145840.93000000
0.008920901751
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.08700000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
224925.73010000
PA
USD
222361.22000000
0.000924422015
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
18276305.78000000
PA
19334822.82000000
0.080380634163
Long
LON
CORP
DE
N
2
2026-08-21
Variable
3.50000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO Ltd.
92917NAJ7
18850000.00000000
PA
USD
18707569.40000000
0.077772954322
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
1.30100000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
737811.03000000
PA
USD
712297.52000000
0.002961233568
Long
LON
CORP
US
N
2
2025-07-23
Variable
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
10475000.00000000
PA
USD
8920018.62000000
0.037083181992
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
4750000.00000000
NS
USD
4370000.00000000
0.018167395406
Long
EP
CORP
US
N
2
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAE2
1000000.00000000
PA
USD
983159.50000000
0.004087287731
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
2.23100000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
16600000.00000000
PA
USD
16053519.70000000
0.066739276901
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
2.44100000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AH3
16500000.00000000
NS
USD
16896000.00000000
0.070241719174
Long
EP
CORP
US
N
2
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
11500000.00000000
PA
USD
11373500.00000000
0.047283036993
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AJ0
44400000.00000000
PA
USD
41676726.00000000
0.173262599657
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1D70
2455458.96480000
PA
USD
2074518.30000000
0.008624392273
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.17000000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
6500000.00000000
PA
USD
5396495.00000000
0.022434841756
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
6600000.00000000
PA
USD
6029630.64000000
0.025066975742
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
3550000.00000000
PA
USD
3407957.15000000
0.014167895897
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAF7
24264884.93890000
PA
USD
10881628.90000000
0.045238181898
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.93700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
57725000.00000000
PA
USD
58503645.60000000
0.243217130974
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
70150000.00000000
PA
USD
70150000.00000000
0.291634505215
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
1.95500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LAQ99
70422.79540000
PA
USD
60484.69000000
0.000251452924
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.28000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AL8
4100000.00000000
PA
USD
3804689.63000000
0.015817231329
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAC1
11610000.00000000
PA
USD
10555214.43000000
0.043881179440
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.35000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAB5
39904000.00000000
PA
USD
35157192.55000000
0.146158951590
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
3800000.00000000
PA
USD
3739565.18000000
0.015546489536
Long
ABS-O
CORP
KY
Y
2
2036-07-16
Floating
3.01800000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAE1
7000000.00000000
PA
USD
7055050.10000000
0.029329950751
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
2.49100000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7L2
1612000.00000000
PA
USD
484175.48000000
0.002012862103
Long
DBT
USGA
US
N
2
2057-03-15
None
0.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAE4
4875000.00000000
PA
USD
4820209.88000000
0.020039052364
Long
ABS-O
CORP
KY
Y
2
2038-12-15
Floating
2.44700000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
69555846.13610000
PA
USD
3280782.33000000
0.013639192181
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.80800000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
13500000.00000000
PA
USD
13602780.90000000
0.056550823625
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
2.84100000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
27550000.00000000
PA
USD
25435505.82000000
0.105742995790
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAD9
14240615.58580000
PA
USD
8558300.95000000
0.035579413585
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.73700000
N
N
N
N
N
N
2022-05-02
Guggenheim Funds Trust
John Sullivan
John Sullivan
CFO