0001752724-22-125032.txt : 20220526
0001752724-22-125032.hdr.sgml : 20220526
20220526155532
ACCESSION NUMBER: 0001752724-22-125032
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: 22969634
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
S000063493
Guggenheim Ultra Short Duration Fund
C000205703
Class A
C000205704
Institutional
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000063493
C000205703
C000205704
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Ultra Short Duration Fund
S000063493
549300CH4K7JJYWG0618
2022-09-30
2022-03-31
N
964932688.18
4701099.52
960231588.66
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3908756.40000000
CZK
ILS
USD
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
2500000.00000000
PA
USD
2490343.75000000
0.259348242591
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
1.74100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69689LAA4
258588.66000000
PA
USD
257520.95000000
0.026818629280
Long
ABS-O
CORP
KY
N
2
2027-08-20
Floating
1.33000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
1600000.00000000
PA
USD
1528352.00000000
0.159164936672
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
2500000.00000000
PA
USD
2492306.25000000
0.259552620371
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
1.86100000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
857752AA7
1200000.00000000
PA
USD
1200000.00000000
0.124969852499
Long
ABS-O
CORP
US
N
3
2022-08-17
Floating
1.92600000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
707311.69700000
PA
USD
692647.15000000
0.072133343474
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
0.71700000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
2000000.00000000
PA
USD
1989842.60000000
0.207225280182
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
1.74100000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
1750000.00000000
PA
USD
1661134.65000000
0.172993126826
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
6593048.77800000
PA
USD
6195621.78000000
0.645221616656
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
1423254.85710000
PA
USD
1417088.46000000
0.147577779853
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
0.94900000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAK5
9000000.00000000
PA
USD
8737135.29000000
0.909898757048
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZF4
2800000.00000000
PA
USD
2788255.96000000
0.290373280042
Long
DBT
CORP
US
N
2
2023-12-06
Floating
0.67000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
4150000.00000000
PA
USD
4034288.87000000
0.420137070852
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.47500000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VII Ltd.
87248TAG0
562500.00000000
PA
USD
562414.44000000
0.058570708008
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
0.79100000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij N.V.
82620KAX1
7300000.00000000
PA
USD
7032848.54000000
0.732411703911
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
0.65000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
5250000.00000000
PA
USD
4961983.58000000
0.516748630080
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAC4
2400000.00000000
PA
USD
2280150.84000000
0.237458428459
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CR8
4800000.00000000
PA
USD
4840680.96000000
0.504115987972
Long
DBT
CORP
US
N
2
2025-03-04
Floating
0.98000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGF5
4400000.00000000
PA
USD
4257850.17000000
0.443419089757
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
1389312.97800000
PA
USD
1380629.77000000
0.143780915594
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.25000000
N
N
N
N
N
N
PUERTO RICO HIGHWAY & TRANSPRT
549300J6QBXVWJXB7Y41
Puerto Rico Highway & Transportation Authority Revenue Bonds
745181P27
10000.00000000
PA
USD
9999.41000000
0.001041353993
Long
DBT
MUN
PR
N
2
2022-07-01
Fixed
5.25000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
1100000.00000000
PA
USD
1001974.92000000
0.104347214966
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
541720.26410000
PA
USD
535002.93000000
0.055716031040
Long
LON
CORP
US
N
2
2025-04-25
Variable
3.27000000
N
N
N
N
N
N
BERRY GLOBAL GROUP INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
N/A
3931857.14000000
PA
USD
3871031.31000000
0.403135176525
Long
LON
CORP
US
N
2
2026-07-01
Variable
2.07000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-17379728.63000000
NC
-93133.81000000
-0.00969909874
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
17379728.63000000
ILS
5389748.35000000
USD
2022-08-01
-93133.81000000
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
977500.00000000
PA
USD
979257.55000000
0.101981392985
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
200000.00000000
PA
USD
202429.54000000
0.021081324796
Long
DBT
CORP
US
N
2
2023-10-17
Floating
1.24900000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
10000000.00000000
PA
USD
10143052.80000000
1.056313176923
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
FS KKR CAPITAL C
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
2450000.00000000
PA
USD
2410225.72000000
0.251004627265
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
4230000.00000000
PA
USD
4186288.28000000
0.435966524059
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
2400000.00000000
PA
USD
2400652.80000000
0.250007688598
Long
DBT
CORP
US
N
2
2026-02-18
Floating
1.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
8523623.43000000
NC
343475.09000000
0.035770026112
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2345521.03000000
USD
8523623.43000000
ILS
2022-08-01
343475.09000000
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
62942QCR2
2000000.00000000
PA
USD
1957967.80000000
0.203905789303
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.42600000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
4650000.00000000
PA
USD
4580854.50000000
0.477057259321
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
5000000.00000000
PA
USD
4915075.50000000
0.511863550214
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
1.76800000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-8523623.43000000
NC
-107253.45000000
-0.01116953985
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
8523623.43000000
ILS
2581742.67000000
USD
2022-08-01
-107253.45000000
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
3047438.95040000
PA
USD
2974422.31000000
0.309760931126
Long
LON
CORP
US
N
2
2025-09-08
Variable
3.96000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
N/A
Delos Finance SARL (International Lease Finance)
N/A
690000.00000000
PA
USD
684252.30000000
0.071259090836
Long
LON
CORP
LU
N
2
2023-10-06
Variable
2.76000000
N
N
N
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding 2015-III Ltd.
12550MAJ9
6335305.49090000
PA
USD
6281602.37000000
0.654175768031
Long
ABS-O
CORP
KY
N
2
2029-04-19
Floating
1.11800000
N
N
N
N
N
N
CZECH REPUBLIC
N/A
Czech Republic
N/A
200400000.00000000
PA
9054739.98000000
0.942974599766
Long
DBT
NUSS
CZ
N
2
2022-04-17
Fixed
0.10000000
N
N
N
N
N
N
CAPITAL TRUST AGY FL MF REVENU
549300F49UWS7X0OGQ59
Capital Trust Agency, Inc. Revenue Bonds
14052TDF8
10000.00000000
PA
USD
10579.11000000
0.001101724846
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
4.37500000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
6477922.19210000
PA
USD
6448471.61000000
0.671553788289
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
1.17400000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
198457.58120000
PA
USD
191594.92000000
0.019952990743
Long
LON
CORP
US
N
2
2025-07-23
Variable
3.96000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
2150000.00000000
PA
USD
1944051.50000000
0.202456524338
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
1216279.15960000
PA
USD
1141721.86000000
0.118900677032
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-1
03464BAC2
1679792.22100000
PA
USD
1633205.54000000
0.170084546195
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
3.29000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBD6
4900000.00000000
PA
USD
4894846.03000000
0.509756821979
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.45000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
1539718.82760000
PA
USD
1465531.02000000
0.152622662835
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
1531328.88240000
PA
USD
1518745.95000000
0.158164547796
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
2.03100000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
900000.00000000
PA
USD
901971.90000000
0.093932746084
Long
DBT
CORP
US
N
2
2024-04-12
Floating
0.81000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
2250000.00000000
PA
USD
2259283.73000000
0.235285295410
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
1.95400000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AF8
1600000.00000000
PA
USD
1618520.24000000
0.168555196383
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
440000.00000000
PA
USD
410926.93000000
0.042794564858
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
4666666.66670000
PA
USD
4630725.40000000
0.482250891835
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
1.28000000
N
N
N
N
N
N
NOMAD FOODS LTD
N/A
Nomad Foods Lux SARL
N/A
296889.78000000
PA
USD
292932.24000000
0.030506415687
Long
LON
CORP
LU
N
2
2024-05-15
Variable
2.76000000
N
N
N
N
N
N
ISRAEL (STATE OF)
N/A
State of Israel
N/A
44240000.00000000
PA
13905665.71000000
1.448157493902
Long
DBT
NUSS
IL
N
2
2022-07-31
Fixed
0.75000000
N
N
N
N
N
N
VT TopCo, Inc.
N/A
VT TopCo, Inc.
N/A
-103771.76210000
PA
USD
-2010.06000000
-0.00020933075
Short
LON
CORP
US
N
3
2025-08-01
Variable
3.75000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
4550000.00000000
PA
USD
4381648.45000000
0.456311633750
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
6700000.00000000
PA
USD
6367088.19000000
0.663078393295
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
10250000.00000000
PA
USD
9880374.75000000
1.028957479287
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.04700000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
925934.86120000
PA
USD
918533.31000000
0.095657476888
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
1.19200000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778WAA8
7850000.00000000
PA
USD
7850000.00000000
0.817511118432
Long
ABS-O
CORP
US
N
3
2022-09-26
Floating
1.05500000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
906081.90150000
PA
USD
906452.49000000
0.094399361644
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.80700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17312BAE2
164654.25140000
PA
USD
164439.29000000
0.017124961513
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
1.05700000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650CC2
1600000.00000000
PA
USD
1630144.67000000
0.169765782468
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
4.00000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AM6
450000.00000000
PA
USD
455243.63000000
0.047409774410
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
3.62500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
1728752.47140000
PA
USD
1648173.76000000
0.171643359733
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAB1
8950000.00000000
PA
USD
8579041.92000000
0.893434669439
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
Motel 6 Trust
N/A
Motel Trust
61977KAE6
841001.78580000
PA
USD
826672.63000000
0.086090963863
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
1.59700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
2364557.98650000
PA
USD
2251461.41000000
0.234470666929
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
3-Month USD LIBOR
N/A
-15000000.00000000
OU
Notional Amount
USD
914949.15000000
0.095284216933
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE LIBOR USD 3 Month
N/A
Y
2026-05-04
300.02000000
USD
0.00000000
USD
-15000000.00000000
USD
914649.13000000
N
N
N
FLUTTER ENTERTAINMENT PLC
N/A
Stars Group (Amaya)
N/A
2786000.00000000
PA
USD
2761037.44000000
0.287538701351
Long
LON
CORP
NL
N
2
2026-07-21
Variable
3.26000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
700000.00000000
PA
USD
713125.00000000
0.074265938386
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
639344.13670000
PA
USD
636813.80000000
0.066318772212
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
0.94900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
450000.00000000
PA
USD
472507.74000000
0.049207685477
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
600000.00000000
PA
USD
565380.00000000
0.058879546005
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AA6
1709822.61890000
PA
USD
1682005.69000000
0.175166669151
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2200000.00000000
PA
USD
2279750.00000000
0.237416684362
Long
LON
CORP
US
N
2
2027-06-21
Variable
6.25000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
2326441.11570000
PA
USD
2301920.43000000
0.239725547168
Long
LON
CORP
US
N
2
2026-02-06
Variable
3.70000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAE4
1000000.00000000
PA
USD
1002976.00000000
0.104451468983
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.35000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
6447678.47590000
PA
USD
6195789.60000000
0.645239093690
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AV7
1000000.00000000
PA
USD
998620.76000000
0.103997907566
Long
DBT
CORP
US
N
2
2023-03-09
Floating
1.02300000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBT6
8600000.00000000
PA
USD
8569997.61000000
0.892492781034
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.75000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
8650000.00000000
PA
USD
8522595.45000000
0.887556246914
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
2882944.40160000
PA
USD
2843303.92000000
0.296106059577
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.71000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAE3
5700000.00000000
PA
USD
5734632.63000000
0.597213494923
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AL7
350000.00000000
PA
USD
330827.00000000
0.034452834493
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
2716286.57250000
PA
USD
2500655.52000000
0.260422126238
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
Entergy Corp.
N/A
5000000.00000000
PA
USD
5000000.00000000
0.520707718747
Long
STIV
CORP
US
N
2
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial N.V.
12594KAA0
400000.00000000
PA
USD
408185.79000000
0.042509098307
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
350000.00000000
PA
USD
353973.96000000
0.036863394641
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
550866.68300000
PA
USD
536803.22000000
0.055903516020
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
KDC HOLDCO INC
N/A
KDC US Holdings, Inc.
N/A
498461.53840000
PA
USD
489738.46000000
0.051002119257
Long
LON
CORP
US
N
2
2025-12-22
Variable
4.21000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
6633750.00000000
PA
USD
6002046.51000000
0.625062389207
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
2700000.00000000
PA
USD
2628902.52000000
0.273777966799
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
1.93700000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1343250.00000000
PA
USD
1245832.14000000
0.129742882312
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAN0
5406000.00000000
PA
USD
5389298.33000000
0.561249847812
Long
DBT
CORP
US
N
2
2023-03-02
Floating
1.00400000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
2150000.00000000
PA
USD
2058291.49000000
0.214353653254
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust Series
857726AA1
11000000.00000000
PA
USD
11000000.00000000
1.145556981243
Long
ABS-O
CORP
US
N
3
2022-06-22
Floating
0.95500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-5280187.50000000
NC
-4002.68000000
-0.00041684527
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5280187.50000000
ILS
1675558.50000000
USD
2022-11-30
-4002.68000000
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
850000.00000000
PA
USD
824800.22000000
0.085895968195
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
1.23700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
654712.62280000
PA
USD
654941.71000000
0.068206640745
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAL9
487500.00000000
PA
USD
476477.48000000
0.049621100329
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.39700000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
6500000.00000000
PA
USD
6462029.60000000
0.672965738298
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
1.21500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBV1
100000.00000000
PA
USD
99896.81000000
0.010403408009
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.59000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZJ6
2600000.00000000
PA
USD
2582554.00000000
0.268951160376
Long
DBT
CORP
US
N
2
2025-01-24
Floating
0.75000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
4900000.00000000
PA
USD
4725567.06000000
0.492127848719
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
5500000.00000000
PA
USD
5452428.30000000
0.567824300344
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
1.69800000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
2898613.11190000
PA
USD
2631405.04000000
0.274038583095
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
34680881.89400000
PA
USD
1389066.43000000
0.144659522390
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.78200000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
3000000.00000000
PA
USD
3000300.90000000
0.312455967438
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
1.85400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
967502.40490000
PA
USD
919813.92000000
0.095790841590
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
544345.94880000
PA
USD
539114.19000000
0.056144184003
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2022-1
78433QAC9
498867.80040000
PA
USD
486998.14000000
0.050716738102
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BG8
900000.00000000
PA
USD
886337.26000000
0.092304530539
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AL3
8800000.00000000
PA
USD
8632012.31000000
0.898951087627
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAF7
126255.95850000
PA
USD
126162.30000000
0.013138736684
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
2.63200000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-10559362.50000000
NC
-22034.41000000
-0.00229469747
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10559362.50000000
ILS
3336765.89000000
USD
2022-11-30
-22034.41000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
054561AC9
422000.00000000
PA
USD
427670.42000000
0.044538257754
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QDB6
1650000.00000000
PA
USD
1643007.96000000
0.171105385346
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.31700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBA7
3000000.00000000
PA
USD
2894971.08000000
0.301486757381
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
5000000.00000000
PA
USD
4952745.00000000
0.515786510097
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
1.06500000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKH1
2650000.00000000
PA
USD
2679953.64000000
0.279094509246
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AK9
1350000.00000000
PA
USD
1374975.00000000
0.143192019116
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.45000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAZ6
550000.00000000
PA
USD
552710.65000000
0.057560140337
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.44800000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM2
45276PAB2
4750000.00000000
PA
USD
4689926.28000000
0.488416162870
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
705180.55740000
PA
USD
703881.33000000
0.073303288322
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
1.35000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAM8
3294039.01800000
PA
USD
3278533.65000000
0.341431555545
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
1.28100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
1875682.56420000
PA
USD
1787147.16000000
0.186116264149
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
4500000.00000000
PA
USD
4433500.35000000
0.461711570662
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
1.83000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
5700000.00000000
PA
USD
5600488.83000000
0.583243552507
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
1.66800000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
209426.93730000
PA
USD
207859.27000000
0.021646785260
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
1030014.65410000
PA
USD
1022268.94000000
0.106460665538
Long
LON
CORP
US
N
2
2024-05-16
Variable
4.01000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
272023.31240000
PA
USD
267275.99000000
0.027834534205
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
2981136.88020000
PA
USD
2819075.42000000
0.293582866184
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
3750000.00000000
PA
USD
3748188.75000000
0.390342162689
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
2.35800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DE2
6550000.00000000
PA
USD
6335218.36000000
0.659759419999
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Avery Point CLO Ltd
N/A
Avery Point VI CLO Ltd.
05363LBC6
1777114.61010000
PA
USD
1767318.27000000
0.184051252934
Long
ABS-O
CORP
KY
N
2
2027-08-05
Floating
1.21500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
350000.00000000
PA
USD
350048.23000000
0.036454563058
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
1.90800000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550UAB7
5250000.00000000
PA
USD
5208657.98000000
0.542437682899
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
0.44000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CA7
2400000.00000000
PA
USD
2382672.12000000
0.248135152825
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
2750000.00000000
PA
USD
2761446.88000000
0.287581341065
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
2.14100000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAU9
250000.00000000
PA
USD
247288.40000000
0.025752995727
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
1.83100000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4250000.00000000
PA
USD
4230688.00000000
0.440590379442
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
1.86800000
N
N
N
N
N
N
DESERT NEWCO LLC
N/A
Go Daddy Operating Company LLC
N/A
1286869.70660000
PA
USD
1276677.70000000
0.132955186548
Long
LON
CORP
US
N
2
2024-02-15
Variable
2.75000000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBA3
2433484.29630000
PA
USD
2420087.97000000
0.252031697205
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
1.53800000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
650000.00000000
PA
USD
601721.96000000
0.062664253822
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
872520.70760000
PA
USD
867403.46000000
0.090332735377
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAA5
386028.47540000
PA
USD
385865.92000000
0.040184672589
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
1.52700000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAM9
9550000.00000000
PA
USD
9187955.78000000
0.956847898830
Long
DBT
CORP
SE
N
2
2024-03-18
Fixed
0.85000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAL8
90922.42640000
PA
USD
90904.54000000
0.009466939129
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
1.45800000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
4820000.00000000
PA
USD
4820631.52000000
0.502028008339
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAL4
2200000.00000000
PA
USD
2151930.00000000
0.224105312240
Long
DBT
NUSS
AE
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Limited Finance Corp.
120568AY6
800000.00000000
PA
USD
804088.86000000
0.083739055192
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1700000.00000000
PA
USD
1612828.69000000
0.167962469579
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2022-1 LLC
693582AA6
4050000.00000000
PA
USD
3978283.01000000
0.414304534133
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
ERIE PA
N/A
City of Erie Pennsylvania General Obligation Unlimited
295407Q94
5000.00000000
PA
USD
4908.60000000
0.000511189181
Long
DBT
MUN
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
811926.64060000
PA
USD
767764.57000000
0.079956187555
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONALF
N/A
New York City Transitional Finance Authority Building Aid Revenue Revenue Bonds
64972HV25
5000.00000000
PA
USD
5005.65000000
0.000521296118
Long
DBT
MUN
US
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBJ2
4650000.00000000
PA
USD
4642416.59000000
0.483468430410
Long
DBT
CORP
AU
N
2
2025-03-21
Fixed
3.23100000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
637083.55910000
PA
USD
627062.23000000
0.065303228659
Long
LON
CORP
US
N
2
2025-03-31
Variable
3.46000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-137000000.00000000
OU
Notional Amount
USD
4508195.98000000
0.469490488882
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-01-10
593.39000000
USD
0.00000000
USD
-137000000.00000000
USD
4507602.59000000
N
N
N
VT TOPCO INC
N/A
VT TopCo, Inc.
N/A
1570531.90980000
PA
USD
1542073.87000000
0.160593953397
Long
LON
CORP
US
N
2
2025-08-01
Variable
5.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
3821879.09590000
PA
USD
3606261.29000000
0.375561617904
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
1000000.00000000
PA
USD
989725.00000000
0.103071489387
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
2.29700000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739GCR8
4600000.00000000
PA
USD
4602321.48000000
0.479292863758
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
857723AA8
6050000.00000000
PA
USD
6050000.00000000
0.630056339683
Long
ABS-O
CORP
US
N
3
2022-06-20
Floating
1.05500000
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300Q8TB5ELPAK8181
Halcyon Loan Advisors Funding Ltd.
40538MAJ7
658488.13910000
PA
USD
658248.58000000
0.068551023292
Long
ABS-O
CORP
KY
N
2
2027-10-18
Floating
1.14100000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
99237.11590000
PA
USD
97666.19000000
0.010171107798
Long
LON
CORP
US
N
2
2026-06-11
Variable
4.46000000
N
N
N
N
N
N
HB FULLER CO
N/A
HB Fuller Co.
N/A
120364.28000000
PA
USD
119781.72000000
0.012474253233
Long
LON
CORP
US
N
2
2024-10-21
Variable
2.45000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
753393.08380000
PA
USD
729824.01000000
0.076004999066
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BM6
8850000.00000000
PA
USD
8825527.27000000
0.919104034300
Long
DBT
CORP
US
N
2
2024-03-18
Floating
0.79700000
N
N
N
N
N
N
BDS Ltd
N/A
BDS
05493JAG6
2000000.00000000
PA
USD
1939516.60000000
0.201984252851
Long
ABS-O
CORP
US
N
2
2036-01-18
Floating
2.01800000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
200000.00000000
PA
USD
202683.70000000
0.021107793410
Long
DBT
CORP
US
N
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
ENTEGRIS INC
N/A
Entegris, Inc.
N/A
1000000.00000000
PA
USD
996670.00000000
0.103794752408
Long
LON
CORP
US
N
2
2029-03-02
Variable
3.00000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
2650000.00000000
PA
USD
2433084.25000000
0.253385149867
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
8413212.44670000
PA
USD
8007219.42000000
0.833884191539
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
650000.00000000
PA
USD
658254.57000000
0.068551647099
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBJ8
175000.00000000
PA
USD
180171.48000000
0.018763336066
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
3000000.00000000
PA
USD
3013443.90000000
0.313824699748
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
2.09100000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
7961869.23300000
PA
USD
7618086.87000000
0.793359327058
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
N/A
1233401.03030000
PA
USD
1224927.57000000
0.127565848121
Long
LON
CORP
US
N
2
2025-10-02
Variable
4.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
24869202.55060000
PA
USD
1425470.36000000
0.148450683859
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.05600000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11350000.00000000
PA
USD
11260523.41000000
1.172688291343
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
1.72100000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
9700000.00000000
PA
USD
9143928.88000000
0.952262869498
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CZ6
6000000.00000000
PA
USD
5866182.72000000
0.610913324376
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830TAD0
1431813.19840000
PA
USD
1422537.34000000
0.148145234628
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
SONOCO PRODUCTS COMPANY
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
N/A
5000000.00000000
PA
USD
5000000.00000000
0.520707718747
Long
STIV
CORP
US
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAQ5
350000.00000000
PA
USD
353512.00000000
0.036815285413
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
4650000.00000000
PA
USD
4794568.50000000
0.499313765202
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
1715327.91000000
PA
USD
1656372.09000000
0.172497146476
Long
LON
CORP
US
N
2
2027-06-30
Variable
3.96000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
563265.56650000
PA
USD
561730.22000000
0.058499452281
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
1.20400000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
2250000.00000000
PA
USD
2237268.38000000
0.232992582874
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
1.80100000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
5500000.00000000
PA
USD
5404698.75000000
0.562853671325
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
2.23100000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
3750000.00000000
PA
USD
3643998.45000000
0.379491624003
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank North America/Providence RI
17401QAM3
4215000.00000000
PA
USD
4216963.39000000
0.439161077369
Long
DBT
CORP
US
N
2
2022-05-26
Floating
1.31800000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
Icon Luxembourg SARL
N/A
1633418.60980000
PA
USD
1624238.80000000
0.169150736049
Long
LON
CORP
LU
N
2
2028-07-03
Variable
3.31000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AE2
1300000.00000000
PA
USD
1325875.85000000
0.138078757839
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-RPL2 LLC
69357QAB2
2000000.00000000
PA
USD
1861112.40000000
0.193819118427
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.23700000
N
N
N
N
N
N
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
N/A
MACOM Technology Solutions Holdings, Inc.
N/A
244787.18610000
PA
USD
241421.36000000
0.025141993124
Long
LON
CORP
US
N
2
2024-05-17
Variable
2.71000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
2775377.28790000
PA
USD
2758176.89000000
0.287240799258
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
1.15400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
509943.24940000
PA
USD
507863.85000000
0.052889725353
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
4329242.30390000
PA
USD
4306286.50000000
0.448463323937
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
1.64100000
N
N
N
N
N
N
ISRAEL (STATE OF)
N/A
State of Israel
N/A
32083000.00000000
PA
10126359.57000000
1.054574718181
Long
DBT
NUSS
IL
N
2
2022-11-30
Fixed
1.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
2550000.00000000
PA
USD
2510182.77000000
0.261414308760
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
1.31500000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
2250000.00000000
PA
USD
2255197.28000000
0.234859726198
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
1.94100000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
1500000.00000000
PA
USD
1469521.89000000
0.153038278198
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
2050000.00000000
PA
USD
1955433.50000000
0.203641863389
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver CZK
N/A
-30060.00000000
NC
-76.58000000
-0.00000797515
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30060.00000000
CZK
1283.90000000
USD
2022-04-28
-76.58000000
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
27773087.27870000
PA
USD
656564.12000000
0.068375601027
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.59000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
2431502.35820000
PA
USD
2382273.92000000
0.248093683662
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
1000000.00000000
PA
USD
1000000.00000000
0.104141543749
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
1.74000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
1108759.49030000
PA
USD
1096319.43000000
0.114172397882
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
0.38700000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
4344075.00000000
PA
USD
4342589.33000000
0.452243956695
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBZ8
9100000.00000000
PA
USD
8927137.04000000
0.929685832608
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.69700000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAL1
0.02000000
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
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAJ2
1910812.84100000
PA
USD
1903366.21000000
0.198219495429
Long
ABS-O
CORP
KY
N
2
2029-10-20
Floating
1.31400000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92917RAA7
656250.00000000
PA
USD
655723.56000000
0.068288063811
Long
ABS-O
CORP
KY
N
2
2032-07-20
Floating
0.78200000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AQ7
950000.00000000
PA
USD
951468.90000000
0.099087440075
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
1.04800000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.01250000
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
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AG5
3000000.00000000
PA
USD
3036198.84000000
0.316194434327
Long
DBT
CORP
GB
N
2
2022-09-27
Fixed
4.12500000
N
N
N
N
N
N
Ocwen Master Advance Receivabl
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
4824736.84210000
PA
USD
4824876.76000000
0.502470114187
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
1.27800000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAA5
1879681.70820000
PA
USD
1873614.85000000
0.195121142870
Long
ABS-O
CORP
KY
N
2
2036-02-22
Floating
1.47100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZP2
4200000.00000000
PA
USD
4194678.10000000
0.436840252865
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912PAA6
1045108.28080000
PA
USD
1037617.47000000
0.108059085147
Long
ABS-MBS
CORP
US
Y
2
2026-03-02
Floating
1.93100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
731536.98240000
PA
USD
730679.11000000
0.076094050500
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
CERBERUS 2112 LEVERED LLC
N/A
Cerberus 2112 Levered LLC
N/A
2500000.00000000
PA
USD
2454293.70000000
0.255593934732
Long
ABS-O
CORP
US
N
2
2029-02-15
Variable
2.49000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAC1
1000000.00000000
PA
USD
999108.10000000
0.104048659906
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
1.89700000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BH5
1700000.00000000
PA
USD
1716150.00000000
0.178722510305
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
2650000.00000000
PA
USD
2593692.80000000
0.270111172203
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
1.66100000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAR9
175000.00000000
PA
USD
176152.47000000
0.018344790161
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.30000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
8250000.00000000
PA
USD
8198991.90000000
0.853855673654
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
1.75400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
244740.35930000
PA
USD
243826.08000000
0.025392424377
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
1.05700000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
4300000.00000000
PA
USD
4052857.50000000
0.422070836646
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
3250000.00000000
PA
USD
3252694.38000000
0.338740614078
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
300000.00000000
PA
USD
294330.00000000
0.030651980571
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
OZLM Ltd
5493005RYHNVNU6C8029
OZLM XII Ltd.
67109WAJ7
464759.22080000
PA
USD
464154.94000000
0.048337811990
Long
ABS-O
CORP
KY
N
2
2027-04-30
Floating
1.34900000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
1250000.00000000
PA
USD
1234424.88000000
0.128554912645
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
1.74100000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
4104206.68220000
PA
USD
3889789.79000000
0.405088713591
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
3000000.00000000
PA
USD
3065920.23000000
0.319289665764
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
500000.00000000
PA
USD
502908.70000000
0.052373688383
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
1.21400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAB7
622268.43850000
PA
USD
614746.71000000
0.064020671394
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.48600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
4500000.00000000
PA
USD
4503991.95000000
0.469052674707
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
2.08000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
2783017.77330000
PA
USD
2635579.34000000
0.274473301141
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
358449.56160000
PA
USD
353985.25000000
0.036864570399
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS INC
N/A
Focus Financial Partners LLC
N/A
3033207.20760000
PA
USD
2988346.07000000
0.311210972987
Long
LON
CORP
US
N
2
2024-07-03
Variable
2.46000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities Incorporated Asset-Backed Pass-Through Certificates Series
03072SS71
175048.83690000
PA
USD
174904.81000000
0.018214856922
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
1.10200000
N
N
N
N
N
N
CENTURION PIPELINE COMPANY LLC
N/A
Lotus Midstream, LLC
N/A
99230.76970000
PA
USD
97452.55000000
0.010148858999
Long
LON
CORP
US
N
2
2025-09-29
Variable
3.71000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
1917999.99990000
PA
USD
1735484.08000000
0.180735991243
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
1000000.00000000
PA
USD
971233.30000000
0.101145735202
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
2.04700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFN5
800000.00000000
PA
USD
817818.54000000
0.085168885262
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
489540.00000000
PA
USD
482196.90000000
0.050216729557
Long
LON
CORP
US
N
2
2028-07-10
Variable
3.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Trust
61767YBA7
43616968.65760000
PA
USD
1598561.90000000
0.166476704044
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.82300000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund Institutional Shares
N/A
40740445.65000000
NS
USD
40740445.65000000
4.242772903029
Long
STIV
RF
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAD0
2400000.00000000
PA
USD
2409984.00000000
0.250979454171
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
1.23585800
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
2233547.53920000
PA
USD
2116594.97000000
0.220425467668
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3945494.00000000
0.410889836014
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
1.69800000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
5750000.00000000
PA
USD
5705020.63000000
0.594129655530
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
1.23400000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
298202.49060000
PA
USD
291680.80000000
0.030376088794
Long
LON
CORP
US
N
2
2025-10-24
Variable
3.60000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AA3
4550000.00000000
PA
USD
4472380.09000000
0.465760566806
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.65000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
3400000.00000000
PA
USD
3290185.24000000
0.342644970115
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAA1
2142857.14290000
PA
USD
2142588.00000000
0.223132421938
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
0.75400000
N
N
N
N
N
N
New Residential AP Advance Rec
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
64831JAA7
4000000.00000000
PA
USD
3942832.80000000
0.410612694537
Long
ABS-MBS
CORP
US
N
2
2052-12-16
Fixed
1.03500000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAU3
8900000.00000000
PA
USD
8527788.47000000
0.888097056034
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
4250000.00000000
PA
USD
4191324.08000000
0.436490960045
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
2.34900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
2484550.21190000
PA
USD
2421758.42000000
0.252205660446
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
298193.21020000
PA
USD
294573.14000000
0.030677301546
Long
LON
CORP
US
N
2
2025-05-09
Variable
3.71000000
N
N
N
N
N
N
Revolving Single Family Home N
N/A
ZH Trust
98879EAA9
1500000.00000000
PA
USD
1472757.30000000
0.153375218790
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
1171560.64420000
PA
USD
1115833.02000000
0.116204573269
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
1689912.43410000
PA
USD
1653459.00000000
0.172193772786
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.59700000
N
N
N
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
2277973.19790000
PA
USD
2247288.90000000
0.234036135296
Long
LON
CORP
US
N
2
2024-09-13
Variable
3.96000000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
1500000.00000000
PA
USD
1458625.50000000
0.151903511322
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
1.56500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4500000.00000000
PA
USD
4395303.45000000
0.457733686530
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.88000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAL2
4550000.00000000
PA
USD
4388910.80000000
0.457067946090
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
TRITON INTERNATIONAL LTD
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAD7
3100000.00000000
PA
USD
3007710.83000000
0.313227648988
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
Icon Luxembourg SARL
N/A
406967.27010000
PA
USD
404680.11000000
0.042144011380
Long
LON
CORP
LU
N
2
2028-07-03
Variable
3.31000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
3627954.49480000
PA
USD
3453345.40000000
0.359636721055
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
527288BE3
950000.00000000
PA
USD
971466.38000000
0.101170008513
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
2550000.00000000
PA
USD
2473500.00000000
0.257594108464
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
1500000.00000000
PA
USD
1439905.50000000
0.149953981623
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.49700000
N
N
N
N
N
N
Symphony CLO Ltd
5493001GRJRD2VIG9H40
California Street CLO IX, LP
13079WAN8
750000.00000000
PA
USD
749611.50000000
0.078065698822
Long
ABS-O
CORP
KY
N
2
2032-07-16
Floating
0.94100000
N
N
N
N
N
N
MCCORMICK & COMPANY INCORPORATED
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
N/A
1200000.00000000
PA
USD
1200000.00000000
0.124969852499
Long
STIV
CORP
US
N
2
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
750000.00000000
PA
USD
718800.28000000
0.074856970806
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
1252410.56510000
PA
USD
1246680.04000000
0.129831183927
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.02700000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
2200000.00000000
PA
USD
2051544.57000000
0.213651018590
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
DAWSON RIDGE CO MET DIST #1
N/A
Dawson Ridge Metropolitan District No. 1 General Obligation Limited
239427AH0
150000.00000000
PA
USD
149049.26000000
0.015522220031
Long
DBT
MUN
US
N
2
2022-10-01
None
0.00000000
N
N
N
N
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank North America
71270QEB8
400000.00000000
PA
USD
404985.06000000
0.042175769343
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Company LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
675000.00000000
PA
USD
689172.21000000
0.071771457858
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
5346000.00000000
PA
USD
5305311.59000000
0.552503339054
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-27192978.30000000
NC
-148622.56000000
-0.01547778283
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
27192978.30000000
ILS
8430101.47000000
USD
2022-08-01
-148622.56000000
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAE0
2408276.86570000
PA
USD
2326891.56000000
0.242326079195
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.49700000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
2210000.00000000
PA
USD
2295992.05000000
0.239108156523
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAF9
5700000.00000000
PA
USD
5449420.93000000
0.567511108190
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-10559362.50000000
NC
363.20000000
0.000037824208
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10559362.50000000
ILS
3359163.50000000
USD
2022-11-30
363.20000000
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3B5
11000000.00000000
PA
USD
10820762.26000000
1.126890886301
Long
DBT
CORP
US
N
2
2024-08-19
Floating
0.61000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339AK6
10000000.00000000
PA
USD
9688152.70000000
1.008939178258
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority Revenue Bonds
45203HPC0
5000.00000000
PA
USD
4966.85000000
0.000517255426
Long
DBT
MUN
US
N
2
2022-05-15
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AE9
651000.00000000
PA
USD
659188.25000000
0.068648881976
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAA2
2504815.47670000
PA
USD
2477486.69000000
0.258009288515
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
0.80100000
N
N
N
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Hunter Douglas, Inc.
N/A
2400000.00000000
PA
USD
2349000.00000000
0.244628486267
Long
LON
CORP
US
N
2
2029-02-26
Variable
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
1750000.00000000
PA
USD
1744524.25000000
0.181677448503
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
1.94000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAS4
250000.00000000
PA
USD
247984.70000000
0.025825509484
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
1.59100000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAG0
2170137.04810000
PA
USD
1996450.78000000
0.207913466248
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
2850000.00000000
PA
USD
2850000.00000000
0.296803399685
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
1.95500000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co.
125581HA9
4400000.00000000
PA
USD
4444458.96000000
0.462852817225
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.92900000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
2000000.00000000
PA
USD
1900000.00000000
0.197868933123
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
2600000.00000000
PA
USD
2489792.06000000
0.259290788743
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
3-Month USD LIBOR
N/A
-4500000.00000000
OU
Notional Amount
USD
279293.18000000
0.029086022923
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE LIBOR USD 3 Month
N/A
Y
2031-03-16
300.86000000
USD
0.00000000
USD
-4500000.00000000
USD
278992.32000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
3241875.00000000
PA
USD
2931935.54000000
0.305336293309
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
MESA AZ EXCISE TAX REVENUE
N/A
City of Mesa Arizona Excise Tax Revenue Revenue Bonds
590494AX8
5000.00000000
PA
USD
4997.32000000
0.000520428619
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4927378.30000000
PA
USD
4890861.01000000
0.509341815845
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
1.24100000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
189515.91950000
PA
USD
189385.10000000
0.019722856677
Long
ABS-O
CORP
KY
N
2
2028-01-14
Floating
1.13800000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17328BAA2
164558.77350000
PA
USD
162883.71000000
0.016962961011
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
1150000.00000000
PA
USD
1063750.00000000
0.110780567163
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
530714.55440000
PA
USD
521761.40000000
0.054337037664
Long
LON
CORP
US
N
2
2024-02-22
Variable
2.46000000
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
Allegro CLO Ltd
N/A
Allegro CLO IX Ltd.
01750NAA7
1500000.00000000
PA
USD
1493118.15000000
0.155495629141
Long
ABS-O
CORP
KY
N
2
2031-10-16
Floating
1.40600000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAK2
6450000.00000000
PA
USD
6425263.22000000
0.669136830727
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL America, Inc.
40480HAA5
7300000.00000000
PA
USD
6683504.34000000
0.696030459623
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.37500000
N
N
N
N
N
N
G HOLDINGS INC
N/A
Standard Industries, Inc.
N/A
733412.50000000
PA
USD
731212.26000000
0.076149573564
Long
LON
CORP
US
N
2
2028-09-22
Variable
3.79000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
6250000.00000000
PA
USD
6200698.13000000
0.645750275582
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
1.78400000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
1300000.00000000
PA
USD
1297099.31000000
0.135081924539
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
1.89700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXIV, LP
15674TAA7
5699984.20650000
PA
USD
5693974.71000000
0.592979316369
Long
ABS-O
CORP
KY
N
2
2033-08-13
Floating
1.74100000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBQ8
8200000.00000000
PA
USD
7850311.98000000
0.817543608511
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAB9
2600000.00000000
PA
USD
2547229.59000000
0.265272421786
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
4750000.00000000
PA
USD
4712483.55000000
0.490765311790
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
1.84500000
N
N
N
N
N
N
BDS Ltd
N/A
BDS
05493JAJ0
1000000.00000000
PA
USD
949305.50000000
0.098862140259
Long
ABS-O
CORP
US
N
2
2036-01-18
Floating
2.36800000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
1350000.00000000
PA
USD
1337280.69000000
0.139266475482
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
8788537.10020000
PA
USD
8282078.32000000
0.862508421698
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
4250000.00000000
PA
USD
4197450.88000000
0.437129014455
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
1.51800000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
3500000.00000000
PA
USD
3367492.24000000
0.350695840437
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493002TWMA4NNPZ2B66
Greywolf CLO III Ltd.
39809CAL8
388888.88890000
PA
USD
388760.44000000
0.040486112370
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
0.75900000
N
N
N
N
N
N
SOMPO INTL HLDS LTD
N/A
Sompo International Holdings Ltd.
614810AB5
5120000.00000000
PA
USD
5160429.11000000
0.537415053924
Long
DBT
CORP
BM
N
2
2022-10-15
Fixed
4.70000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
922992.80340000
PA
USD
897843.28000000
0.093502785224
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-2150000.00000000
OU
Notional Amount
USD
72777.35000000
0.007579145578
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-02-02
299.68000000
USD
0.00000000
USD
-2150000.00000000
USD
72477.67000000
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority Revenue Bonds
574218HJ5
30000.00000000
PA
USD
30215.45000000
0.003146683608
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
5000000.00000000
PA
USD
4942643.50000000
0.514734524292
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
1.74100000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-3520000.00000000
OU
Notional Amount
USD
68597.52000000
0.007143851630
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-02-17
308.23000000
USD
0.00000000
USD
-3520000.00000000
USD
68289.29000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBX7
2500000.00000000
PA
USD
2489711.80000000
0.259282430343
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.45000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
4100000.00000000
PA
USD
4056296.05000000
0.422428932551
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
1.84700000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
2350000.00000000
PA
USD
2143201.83000000
0.223196347142
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
1800000.00000000
PA
USD
1771812.00000000
0.184519236913
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
1.54100000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
418783.52000000
0.043612762269
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
4300000.00000000
PA
USD
4167906.80000000
0.434052248355
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
HOUSTON TX HGR EDU FIN CORP
N/A
Houston Higher Education Finance Corp. Revenue Bonds
442378FA8
25000.00000000
PA
USD
25381.47000000
0.002643265468
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
2150000.00000000
PA
USD
2243145.59000000
0.233604644597
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
2550000.00000000
PA
USD
2508664.50000000
0.261256193779
Long
DBT
CORP
US
N
2
2026-01-25
Floating
0.83824600
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
75405RAC7
439828.28100000
PA
USD
437749.78000000
0.045587937865
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
1.17900000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
2500000.00000000
PA
USD
2477127.50000000
0.257971881914
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
1.91500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-6085125.00000000
NC
-12120.51000000
-0.00126224862
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6085125.00000000
ILS
1923481.16000000
USD
2022-11-30
-12120.51000000
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
1000000.00000000
PA
USD
983562.40000000
0.102429706709
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
2.26800000
N
N
N
N
N
N
GOODPACK LTD
5493003ZYID1KN87T037
IBC Capital Ltd.
N/A
694573.64450000
PA
USD
678077.52000000
0.070616039714
Long
LON
CORP
KY
N
2
2023-09-11
Variable
4.67000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
362551.11880000
PA
USD
362166.49000000
0.037716577362
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
1300000.00000000
PA
USD
1208811.03000000
0.125887446765
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
2845451.77220000
PA
USD
2804107.36000000
0.292024069309
Long
LON
CORP
US
N
2
2026-07-24
Variable
3.80000000
N
N
N
N
N
N
ZH Trust
N/A
ZH Trust
98879FAA6
1500000.00000000
PA
USD
1473207.15000000
0.153422066863
Long
ABS-MBS
CORP
US
N
2
2027-10-17
Fixed
2.34900000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
275000.00000000
PA
USD
273921.70000000
0.028526628704
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAF9
500000.00000000
PA
USD
511943.86000000
0.053314623893
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AZ7
8070000.00000000
PA
USD
8042971.31000000
0.837607448555
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver CZK
N/A
-200600400.00000000
NC
-11367.01000000
-0.00118377796
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
200600400.00000000
CZK
9076214.26000000
USD
2022-04-19
-11367.01000000
N
N
N
2022-05-02
Guggenheim Funds Trust
John Sullivan
John Sullivan
CFO