0001752724-22-274944.txt : 20221129
0001752724-22-274944.hdr.sgml : 20221129
20221129152116
ACCESSION NUMBER: 0001752724-22-274944
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
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: 221432268
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
S000043988
Guggenheim Core Bond Fund
C000136517
A-Class
SIUSX
C000136519
C-Class
SDICX
C000136520
Institutional Class
GIUSX
C000155968
P
SIUPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043988
C000136520
C000136519
C000136517
C000155968
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Core Bond Fund
S000043988
549300FTUEDHPYOSV405
2022-09-30
2022-09-30
N
1439730356.73
173422629.56
1266307727.17
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
2694431.71000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
1250000.00000000
PA
USD
1141124.50000000
0.090114312304
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
5.36200000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
1050000.00000000
PA
USD
993852.45000000
0.078484275873
Long
DBT
CORP
KY
N
3
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
1000000.00000000
PA
USD
985027.70000000
0.077787387604
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
3.78100000
N
N
N
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
38300.00000000
NS
USD
374191.00000000
0.029549768351
Long
EC
CORP
US
N
1
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
4250000.00000000
PA
USD
4127169.05000000
0.325921492971
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.21200000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
29980000.00000000
PA
USD
10234796.95000000
0.808239318958
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
1000000.00000000
PA
USD
938681.70000000
0.074127455740
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
5.11800000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAG3
3400000.00000000
PA
USD
3164343.28000000
0.249887386146
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
4.78900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0MK3
958742.74000000
PA
USD
678680.67000000
0.053595240354
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.10000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
1363380.60060000
PA
USD
1004024.70000000
0.079287575875
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
6350000.00000000
PA
USD
5527865.50000000
0.436534136323
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7000000.00000000
PA
USD
6338164.00000000
0.500523203326
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.78100000
N
N
N
N
N
N
CROSS FINANCIAL CORP
N/A
Cross Financial Corp.
N/A
788025.00000000
PA
USD
763068.25000000
0.060259306140
Long
LON
CORP
US
N
2
2027-09-15
Variable
7.13000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
4000000.00000000
PA
USD
3389009.60000000
0.267629228447
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.57200000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
282142.00000000
NS
USD
4937485.00000000
0.389911937995
Long
EP
CORP
US
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
1750000.00000000
PA
USD
1432633.06000000
0.113134669343
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
2250000.00000000
PA
USD
1965411.47000000
0.155208045234
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423888
11828.00000000
NS
USD
200957.72000000
0.015869580172
Long
EP
CORP
US
N
2
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAE7
7450000.00000000
PA
USD
6870720.78000000
0.542579077153
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.56200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
1050000.00000000
PA
USD
785392.25000000
0.062022226758
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J26Z4
5794231.51000000
PA
USD
4162532.87000000
0.328714164865
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.24000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
2000000.00000000
PA
USD
1933326.40000000
0.152674295395
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
5.01200000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
3600000.00000000
PA
USD
2999844.54000000
0.236896962376
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBM7
3530000.00000000
PA
USD
2445543.51000000
0.193123950642
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.10900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
1000000.00000000
PA
USD
974467.76000000
0.076953471821
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B549
76000.00000000
NS
USD
1480480.00000000
0.116913130057
Long
EP
CORP
US
N
2
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
1800000.00000000
PA
USD
1318167.52000000
0.104095354684
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending II Ltd.
44988WAA1
2450000.00000000
PA
USD
2186423.95000000
0.172661344718
Long
DBT
CORP
US
N
3
2025-07-15
Fixed
3.65000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828GAD2
518437.80260000
PA
USD
484779.11000000
0.038282883346
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
600000.00000000
PA
USD
443636.24000000
0.035033841338
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAQ1
1250000.00000000
PA
USD
713123.18000000
0.056315156632
Long
DBT
CORP
NL
N
2
2041-07-12
Fixed
2.87500000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
950000.00000000
PA
USD
612506.82000000
0.048369508205
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
2361436.17650000
PA
USD
115893.38000000
0.009152070820
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.88300000
N
N
N
N
N
N
BlackRock MuniHoldings Califor
NKJSRCJXMS5PZYPXY795
BlackRock MuniHoldings California Quality Fund, Inc.
09254L107
222200.00000000
NS
USD
2386428.00000000
0.188455613813
Long
EC
RF
US
N
1
N
N
N
FREEPORT LNG DEVELOPMENT LP
N/A
FLNG Liquefaction 3 LLC
N/A
4303844.99000000
PA
USD
3235614.31000000
0.255515641307
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423AU6
850000.00000000
PA
USD
641636.59000000
0.050669878753
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
1000000.00000000
PA
USD
940683.90000000
0.074285568966
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
4.10000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
268966.33750000
PA
USD
246181.24000000
0.019440870075
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
3750000.00000000
PA
USD
3616047.00000000
0.285558314334
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
5.11200000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BF9
3000000.00000000
PA
USD
2412666.81000000
0.190527685982
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corporation A Mutual Legal Reserve Co.
42218SAH1
1480000.00000000
PA
USD
988517.28000000
0.078062958851
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
1119333.33000000
PA
USD
1119333.33000000
0.088393469137
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
4100000.00000000
PA
USD
4039672.60000000
0.319011920509
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
4.13200000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
1200000.00000000
PA
USD
887503.26000000
0.070085907316
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
1300000.00000000
PA
USD
949648.17000000
0.074993475094
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
400000.00000000
PA
USD
377239.49000000
0.029790506833
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
2450000.00000000
PA
USD
2183050.45000000
0.172394940278
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
2720000.00000000
PA
USD
1937847.11000000
0.153031294717
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
1000000.00000000
PA
USD
610674.22000000
0.048224788248
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL GMBH
N/A
Cheplapharm Arzneimittel GmbH
N/A
1000000.00000000
PA
803426.44000000
0.063446382167
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
1410000.00000000
PA
USD
1315624.65000000
0.103894544886
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
1210000.00000000
PA
USD
897250.89000000
0.070855675184
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
1000000.00000000
NS
USD
759501.37000000
0.059977630531
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
953652.85000000
PA
USD
734912.32000000
0.058035839490
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
2103585.10250000
PA
USD
1848913.10000000
0.146008198507
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
1010574.78810000
PA
989985.86000000
0.078178932242
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
3520000.00000000
NS
USD
3148974.01000000
0.248673678793
Long
EP
CORP
US
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
210000.00000000
NS
USD
3641400.00000000
0.287560434313
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
950065.46000000
PA
USD
808357.83000000
0.063835812785
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
13500000.00000000
PA
USD
13218383.25000000
1.043852372246
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.36200000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
64278.00000000
NS
USD
628632.41000000
0.049642941957
Long
EC
CORP
US
N
1
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
4000000.00000000
PA
USD
3827984.00000000
0.302294925464
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
5.06800000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
1000000.00000000
PA
USD
732671.53000000
0.057858884872
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
1000000.00000000
PA
USD
776854.59000000
0.061348009913
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
MSD ACQUISITION CORP-A
N/A
MSD Acquisition Corp.
N/A
9339.00000000
NS
USD
797.55000000
0.000062982321
N/A
DE
US
N
1
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
9339
11.50000000
USD
2023-05-13
XXXX
-8265.20000000
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAN5
3450000.00000000
PA
USD
3259721.81000000
0.257419404466
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
4.06800000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
150000.00000000
PA
USD
173302.70000000
0.013685670258
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAB7
251141.30820000
PA
USD
225270.22000000
0.017789532130
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.79100000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
3493366.46880000
PA
USD
2967001.38000000
0.234303346362
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1831749.15000000
PA
USD
1831696.49000000
0.144648607182
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
4.60400000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
2079540.00000000
PA
USD
1755582.19000000
0.138637880219
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
3180000.00000000
PA
USD
2651410.19000000
0.209381190141
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
456546.56760000
PA
USD
419088.71000000
0.033095329121
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBY1
1400000.00000000
PA
USD
1315549.63000000
0.103888620575
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.10000000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
42962.32020000
PA
USD
41206.18000000
0.003254041582
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
3637500.00000000
PA
USD
3308790.04000000
0.261294310143
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
3553125.00000000
PA
USD
3420362.48000000
0.270105157428
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
12986885.61000000
NS
USD
12986885.61000000
1.025571062337
Long
STIV
RF
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
850000.00000000
PA
USD
601811.25000000
0.047524881755
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
4000000.00000000
PA
USD
1941412.00000000
0.153312813176
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
2375000.00000000
PA
USD
1732054.25000000
0.136779884765
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
1470000.00000000
PA
USD
1216380.90000000
0.096057291122
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
5000000.00000000
PA
USD
3226752.90000000
0.254815858007
Long
DBT
CORP
DE
N
2
N/A
Variable
3.20000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
-357219.36000000
PA
USD
-83545.76000000
-0.00659758747
Short
DBT
CORP
US
N
3
2042-08-10
None
0.00000000
N
N
N
N
N
N
WAVERLY CAPITAL ACQUISITION CORP 1
N/A
Waverley Capital Acquisition Corp. 1
N/A
28200.00000000
NS
USD
275514.00000000
0.021757270692
Long
EC
CORP
US
N
2
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
6368328.05240000
PA
USD
911548.47000000
0.071984751450
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
1620000.00000000
PA
USD
1291342.45000000
0.101976985711
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
3250000.00000000
PA
USD
3178532.50000000
0.251007905250
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.21000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
127268.63270000
PA
USD
120905.20000000
0.009547852974
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
1000000.00000000
PA
USD
696799.10000000
0.055026048175
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
2000000.00000000
PA
USD
1874835.20000000
0.148055260168
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.79600000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
4750000.00000000
PA
USD
3216735.48000000
0.254024784890
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
1000000.00000000
PA
USD
619478.76000000
0.048920080538
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
3014000.00000000
PA
USD
3033446.42000000
0.239550494316
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
1334727.15830000
PA
USD
1133600.73000000
0.089520162096
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
500000.00000000
PA
USD
333942.15000000
0.026371326876
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings, Inc.
299808AH8
2560000.00000000
PA
USD
1692329.16000000
0.133642804484
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
2000000.00000000
PA
USD
1506112.70000000
0.118937337874
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5K7
4500000.00000000
PA
USD
3102063.03000000
0.244969130602
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.36000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AJ1
150000.00000000
PA
USD
142099.83000000
0.011221587529
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.75000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
1438864.48250000
PA
USD
1143253.08000000
0.090282405727
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
3600178.81370000
PA
USD
3249010.17000000
0.256573508973
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
1600000.00000000
PA
USD
1290264.75000000
0.101891880015
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
217000.00000000
PA
USD
148416.31000000
0.011720398353
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
22605000.00000000
PA
USD
8729162.40000000
0.689339740468
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BF9
2110000.00000000
PA
USD
1828265.67000000
0.144377676197
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
1300000.00000000
PA
USD
959432.75000000
0.075766160895
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
1500000.00000000
PA
USD
1260610.65000000
0.099550103261
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
2000000.00000000
PA
USD
1942365.00000000
0.153388071345
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
4.21200000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
3235000.00000000
PA
USD
2323211.56000000
0.183463427581
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
390000.00000000
PA
USD
260548.53000000
0.020575451322
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELKE3
1053000.00000000
PA
USD
746739.16000000
0.058969802045
Long
DBT
USGSE
US
N
2
2045-01-30
Fixed
2.70000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687GA8
2000000.00000000
PA
USD
1475111.34000000
0.116489168339
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAR2
1149000.00000000
PA
USD
962094.71000000
0.075976375201
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAG6
2000000.00000000
PA
USD
1829674.80000000
0.144488954836
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
5.21000000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
1998711.02000000
PA
USD
1503568.96000000
0.118736459372
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
15580000.00000000
PA
USD
14625725.00000000
1.154989793253
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AE0
1100000.00000000
PA
USD
1180699.25000000
0.093239520273
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
7340000.00000000
PA
USD
6378399.96000000
0.503700626881
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
5210000.00000000
NS
USD
5056734.36000000
0.399329029705
Long
EP
CORP
US
N
2
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corporation Nacional del Cobre de Chile
21987BBC1
680000.00000000
PA
USD
578795.60000000
0.045707341713
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
24900.00000000
NS
USD
241654.50000000
0.019083394566
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
2490000.00000000
PA
USD
1769519.99000000
0.139738544749
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1000000.00000000
PA
USD
681578.00000000
0.053824041769
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
38000.00000000
NS
USD
808640.00000000
0.063858095678
Long
EP
CORP
US
N
2
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
1008359.13630000
PA
USD
957941.18000000
0.075648371990
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
600000.00000000
PA
USD
648103.20000000
0.051180545304
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
2100000.00000000
PA
USD
1538042.71000000
0.121458842665
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
450000.00000000
PA
USD
400707.03000000
0.031643732514
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
843809.28570000
PA
USD
685713.77000000
0.054150642477
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp.
SBP818Y98
5174.00000000
NS
USD
771.96000000
0.000060961485
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
5174
1.00000000
USD
2023-07-09
XXXX
-22034.26000000
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
1541000.00000000
PA
USD
1103480.45000000
0.087141571225
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
12000000.00000000
PA
USD
11734394.40000000
0.926662149193
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
4.41200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
4000000.00000000
PA
USD
3679068.40000000
0.290535098306
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.73800000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAL4
2000000.00000000
PA
USD
1691641.40000000
0.133588492252
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
3.15000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
3852621.75000000
PA
USD
3375420.99000000
0.266556139363
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
2350000.00000000
NS
USD
1903057.28000000
0.150283950667
Long
EP
CORP
US
N
2
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
1470000.00000000
PA
USD
1390564.13000000
0.109812496612
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
600000.00000000
PA
USD
528133.87000000
0.041706597746
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
3250000.00000000
PA
USD
3098661.48000000
0.244700511061
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.58400000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
890914.64840000
PA
USD
848388.89000000
0.066997055438
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
690377.62380000
PA
USD
603733.44000000
0.047676676612
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
1580000.00000000
PA
USD
1218173.90000000
0.096198883878
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAJ3
1500000.00000000
PA
USD
1274193.45000000
0.100622733531
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.12300000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
6170000.00000000
PA
USD
5757080.65000000
0.454635198575
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
5-Year Interest Rate Swap
N/A
-22750000.00000000
NC
USD
-647142.41000000
-0.05110467196
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2027-12-02
0.00000000
USD
0.00000000
USD
0.00000000
USD
-22750000
3.30000000
USD
2022-11-30
XXXX
-459454.91000000
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
850000.00000000
PA
USD
576080.64000000
0.045492942010
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
4467779.00140000
PA
USD
4117895.16000000
0.325189136230
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
1582110.61670000
PA
USD
1550468.40000000
0.122440096252
Long
LON
CORP
US
N
2
2027-06-17
Variable
8.17000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
10179166.59500000
PA
USD
734143.89000000
0.057975156768
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
821177.04870000
PA
USD
768827.01000000
0.060714073957
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.81000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
2780000.00000000
PA
USD
2096473.28000000
0.165557963125
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
1792839.15050000
PA
USD
1484272.17000000
0.117212596760
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
650000.00000000
PA
USD
516635.68000000
0.040798588598
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
14884107.62010000
PA
USD
596525.27000000
0.047107449255
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.93100000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
42307TAH1
650000.00000000
PA
USD
681042.64000000
0.053781764525
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
8488081.97850000
PA
USD
175237.30000000
0.013838445129
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.05800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
77510000.00000000
PA
USD
70873206.25000000
5.596839119697
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
1610000.00000000
PA
USD
949808.21000000
0.075006113413
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
20033687.84800000
PA
USD
2245525.99000000
0.177328617824
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.60900000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL6 Issuer LLC
30328DAC7
1500000.00000000
PA
USD
1480655.25000000
0.116926969505
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
6.14900000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAL4
1800000.00000000
PA
USD
1409380.74000000
0.111298439530
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
3700821.97500000
PA
USD
3191359.79000000
0.252020873088
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
1800000.00000000
PA
USD
1482564.11000000
0.117077711695
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
4500000.00000000
PA
USD
4441962.15000000
0.350780624226
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
4.01200000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
6000000.00000000
PA
USD
5723494.80000000
0.451982932520
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.26800000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
2224872.70450000
PA
USD
1837331.70000000
0.145093618287
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.04000000
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
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36264KBA7
8000000.00000000
PA
USD
5906525.60000000
0.466436828368
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.34000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
4108834.94000000
PA
USD
3516083.56000000
0.277664226835
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
3250000.00000000
PA
USD
3142599.85000000
0.248170312995
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.31200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
2873680.22570000
PA
USD
126333.59000000
0.009976531556
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.84200000
N
N
N
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
1500000.00000000
PA
USD
1467534.75000000
0.115890846949
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
4.23300000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
800000.00000000
PA
USD
521997.39000000
0.041222001477
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
100000.00000000
PA
USD
86451.24000000
0.006827032493
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAX9
2200000.00000000
PA
USD
1428348.31000000
0.112796303722
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
3450000.00000000
PA
USD
2481240.00000000
0.195942893402
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
942038.47230000
PA
USD
806102.51000000
0.063657710736
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
2000000.00000000
PA
USD
1905458.60000000
0.150473582298
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.58300000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
3750000.00000000
PA
USD
3653251.13000000
0.288496315043
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
4.41000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
750000.00000000
PA
USD
738882.53000000
0.058349365967
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
4.43300000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
2175000.00000000
PA
USD
1696521.75000000
0.133973892253
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
2550000.00000000
PA
USD
1765875.00000000
0.139450700813
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
250000.00000000
PA
USD
249160.00000000
0.019676101997
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
5150000.00000000
PA
USD
3510721.06000000
0.277240751570
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA,LLC
N/A
2000000.00000000
PA
USD
1416374.88000000
0.111850764992
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515DAU8
4750000.00000000
PA
USD
4176683.55000000
0.329831640476
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.94700000
N
N
N
N
N
N
PACKAGING COORDINATORS MIDCO INC
N/A
Packaging Coordinators Midco, Inc.
N/A
2216249.99990000
PA
USD
2101736.36000000
0.165973587217
Long
LON
CORP
US
N
2
2027-11-30
Variable
7.42000000
N
N
N
N
N
N
RXR ACQUISITION CORP- CL A
N/A
RXR Acquisition Corp.
74981W115
14463.00000000
NS
USD
363.02000000
0.000028667597
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
14463
11.50000000
USD
2026-03-08
XXXX
-10994.79000000
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1822439.40000000
0.143917577133
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
4.49000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
3639469.26000000
PA
USD
2788277.40000000
0.220189558996
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPQL4
1462798.12070000
PA
USD
1365799.87000000
0.107856869281
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
1760000.00000000
PA
USD
1507088.00000000
0.119014357068
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
1370000.00000000
PA
USD
969216.78000000
0.076538803262
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
U.S. International Development Finance Corp.
6903538C4
800000.00000000
PA
USD
785389.55000000
0.062022013539
Long
DBT
USGSE
US
N
2
2026-01-17
None
0.00000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
500000.00000000
PA
USD
421809.36000000
0.033310178162
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
200000.00000000
PA
USD
185000.00000000
0.014609403072
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CC3
3200000.00000000
PA
USD
2454708.42000000
0.193847701260
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
1000000.00000000
PA
USD
839677.00000000
0.066309079695
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
1750000.00000000
PA
USD
1296610.00000000
0.102392962798
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
PRIMERICA INC
254900621R686KJR7022
Primerica, Inc.
74164MAB4
1750000.00000000
PA
USD
1374092.97000000
0.108511773285
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
2.80000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
700000.00000000
PA
USD
598966.23000000
0.047300211247
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
1111369.45000000
PA
USD
890157.81000000
0.070295536456
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
162950.25730000
PA
USD
20259.61000000
0.001599896262
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
1252544.24000000
PA
USD
1221105.38000000
0.096430382110
Long
LON
CORP
US
N
3
2025-04-27
Variable
7.01000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
1700000.00000000
PA
USD
1701326.00000000
0.134353282657
Long
LON
CORP
KY
N
2
2027-10-20
Variable
6.46000000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
8000000.00000000
PA
USD
7698335.20000000
0.607935577966
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
4.18300000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
2750000.00000000
PA
USD
2605903.03000000
0.205787501259
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
890914.64860000
PA
USD
859239.25000000
0.067853905615
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
KKR ACQUISITION HOLDINGS I-A
N/A
KKR Acquisition Holdings I Corp.
48253T117
74828.00000000
NS
USD
8979.36000000
0.000709097781
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
74828
11.50000000
USD
2027-12-31
XXXX
-54107.96000000
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377AAD4
1455557.77000000
PA
USD
679428.89000000
0.053654327097
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.38400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNST1
1720037.29500000
PA
USD
1611680.23000000
0.127273978940
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
83466000.00000000
PA
USD
77284424.57000000
6.103131404142
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133BBSY6
1236774.45350000
PA
USD
1150544.32000000
0.090858193100
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
854587.00000000
PA
USD
811097.07000000
0.064052129873
Long
LON
CORP
CA
N
2
2028-08-11
Variable
6.42000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
1500000.00000000
PA
USD
1200704.55000000
0.094819333739
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
3010000.00000000
PA
USD
2917727.25000000
0.230412180814
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
2000000.00000000
PA
USD
1881105.60000000
0.148550432066
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
4.51000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAK0
2807000.00000000
PA
USD
2280960.71000000
0.180126888674
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
1800000.00000000
PA
USD
1702972.39000000
0.134483297658
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRH4
2100000.00000000
PA
USD
1564287.27000000
0.123531368911
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
3.28600000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
2350000.00000000
PA
USD
1834058.35000000
0.144835122667
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AV2
1320000.00000000
PA
USD
976583.04000000
0.077120514946
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBM2
1583000.00000000
PA
USD
881396.99000000
0.069603696723
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
3811227.11200000
PA
USD
3558510.32000000
0.281014657310
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAJ8
750000.00000000
PA
USD
577021.59000000
0.045567248593
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
19772031.86570000
PA
USD
655124.53000000
0.051735017953
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.90500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AH3
1060000.00000000
NS
USD
1014950.00000000
0.080150344045
Long
EP
CORP
US
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBA9
900000.00000000
PA
USD
794525.99000000
0.062743515888
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
1500000.00000000
PA
USD
1116880.38000000
0.088199760298
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
AFTERNEXT HEALTHTECH ACQUI-A
N/A
AfterNext HealthTech Acquisition Corp.
N/A
12766.00000000
NS
USD
2042.56000000
0.000161300445
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
12766
11.50000000
USD
2023-07-09
XXXX
-9559.62000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1R26
1832675.01300000
PA
USD
1292439.53000000
0.102063621840
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.11000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
1241927.08310000
PA
USD
1116923.27000000
0.088203147310
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
4650000.00000000
PA
USD
3800984.21000000
0.300162758897
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO Ltd.
13875LAQ1
1900000.00000000
PA
USD
1769507.24000000
0.139737537885
Long
ABS-O
CORP
KY
N
2
2031-01-30
Floating
4.28200000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
841797.64430000
PA
USD
839693.15000000
0.066310355056
Long
LON
CORP
US
N
3
2026-08-19
Variable
5.74000000
N
N
N
N
N
N
MSD Acquisition Corp
N/A
MSD Acquisition Corp.
N/A
46697.00000000
NS
USD
462300.30000000
0.036507737422
Long
EC
CORP
US
N
1
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
2000000.00000000
PA
USD
1887744.60000000
0.149074712212
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
4.56900000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
1000000.00000000
PA
USD
771960.00000000
0.060961485382
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
1000000.00000000
PA
USD
937253.30000000
0.074014655355
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
5.38400000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
159450.00000000
NS
USD
2745729.00000000
0.216829522641
Long
EP
CORP
US
N
2
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
1600000.00000000
PA
USD
605800.00000000
0.047839872331
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
1000000.00000000
PA
USD
887437.52000000
0.070080715844
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
2000000.00000000
PA
USD
1420016.92000000
0.112138375967
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939AAA5
2500000.00000000
PA
USD
1701943.03000000
0.134402009360
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.63500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
5061758.21600000
PA
USD
4751583.54000000
0.375231346855
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
925000.00000000
PA
USD
777157.25000000
0.061371910896
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAP9
1100000.00000000
PA
USD
740680.60000000
0.058491359099
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
-11037.31790000
PA
USD
-703.63000000
-0.00005556548
Short
LON
CORP
US
N
3
2027-10-29
Variable
4.00000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
812066.56130000
PA
USD
772902.54000000
0.061035917527
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
48000.00000000
NS
USD
941760.00000000
0.074370548310
Long
EP
CORP
US
N
2
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
2000000.00000000
PA
USD
1814549.60000000
0.143294521629
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
4.16200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
8000000.00000000
PA
USD
5290312.48000000
0.417774634592
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
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
1750000.00000000
PA
USD
1292375.00000000
0.102058525923
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
3940000.00000000
PA
USD
3210122.88000000
0.253502589546
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
638630.55000000
PA
USD
511514.84000000
0.040394197162
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
650000.00000000
PA
USD
40560.00000000
0.003203012911
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
1000000.00000000
PA
USD
671398.42000000
0.053020162918
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
3500000.00000000
PA
USD
3497604.39000000
0.276204931467
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
5.04100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
2210000.00000000
PA
USD
1746919.14000000
0.137953761358
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
2836383.56130000
PA
USD
2627767.27000000
0.207514114746
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
3950000.00000000
PA
USD
3756419.19000000
0.296643470572
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.61800000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
450000.00000000
PA
USD
324552.11000000
0.025629797800
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
6145000.00000000
PA
USD
4599899.36000000
0.363252885637
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
2500000.00000000
PA
USD
2025000.00000000
0.159913736333
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp.
743674BE2
740000.00000000
PA
USD
637675.58000000
0.050357078798
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
850000.00000000
PA
USD
557514.51000000
0.044026779434
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
5400000.00000000
PA
USD
4282529.56000000
0.338190273036
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
1000000.00000000
PA
USD
800000.00000000
0.063175797070
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
4000000.00000000
PA
USD
3683924.00000000
0.290918543807
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
5.48900000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
19265000.00000000
PA
USD
7921210.47000000
0.625535981502
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
291785.55730000
PA
USD
264572.03000000
0.020893186097
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
1000000.00000000
PA
USD
965071.90000000
0.076211483140
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
4.78400000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp.
615369AT2
700000.00000000
PA
USD
474356.09000000
0.037459780101
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
4250000.00000000
PA
USD
4187248.75000000
0.330665971640
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
3.84000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
3350000.00000000
PA
USD
2074024.40000000
0.163785180766
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM8 Trust
67117YAB0
1000000.00000000
PA
USD
987047.52000000
0.077946892277
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
2950000.00000000
PA
USD
2143963.92000000
0.169308286919
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
2600000.00000000
PA
USD
2024288.71000000
0.159857565942
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
1880000.00000000
PA
USD
1673987.98000000
0.132194406152
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.87500000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
2350000.00000000
PA
USD
1668124.00000000
0.131731329139
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
1335900.00000000
PA
USD
1224021.05000000
0.096660631830
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAD8
2472000.00000000
PA
USD
2120646.73000000
0.167466934339
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.93000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAA7
1931000.00000000
PA
USD
1451121.74000000
0.114594715712
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A Unfunded
N/A
2316222.22200000
PA
USD
0.02000000
0.000000001579
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
3950000.00000000
PA
USD
3905784.73000000
0.308438829377
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
950000.00000000
PA
USD
888940.59000000
0.070199412901
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
1510000.00000000
PA
USD
1157279.84000000
0.091390095406
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
1000000.00000000
NS
USD
1007500.00000000
0.079562019435
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J05S5
2072396.74000000
PA
USD
1435730.22000000
0.113379251282
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
81957.01300000
PA
USD
81715.31000000
0.006453037302
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
3.85400000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552747AD9
700000.00000000
PA
USD
617512.88000000
0.048764835493
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
2.28800000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29444GAJ6
2050000.00000000
PA
USD
2182535.43000000
0.172354269279
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.00000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
2900000.00000000
PA
USD
2357589.31000000
0.186178229779
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
181191.23000000
PA
USD
179017.68000000
0.014136980779
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
200000.00000000
PA
USD
175282.41000000
0.013842007455
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
3050000.00000000
PA
USD
3008062.50000000
0.237545932592
Long
LON
CORP
US
N
2
2028-02-02
Variable
6.15000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
2150000.00000000
PA
USD
1358012.80000000
0.107241926339
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
FLUTTER FINANCING BV
N/A
Amaya Holdings BV
N/A
4000000.00000000
PA
3616583.36000000
0.285600670548
Long
LON
CORP
NL
N
2
2026-07-21
Variable
3.73000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3570000.00000000
PA
USD
2784774.22000000
0.219912913760
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
9700000.00000000
PA
USD
2778662.00000000
0.219430233298
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
1900000.00000000
PA
USD
1731767.83000000
0.136757266250
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
8150000.00000000
PA
USD
6351232.98000000
0.501555257361
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
1241000.00000000
PA
USD
1066800.83000000
0.084244990937
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.
47233JGT9
1400000.00000000
PA
USD
1015646.84000000
0.080205373323
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
1000000.00000000
PA
USD
763304.70000000
0.060277978537
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
1800000.00000000
PA
USD
1604532.74000000
0.126709543468
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
72326.99000000
NS
USD
711697.58000000
0.056202577361
Long
EC
CORP
US
N
1
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
1200000.00000000
PA
USD
877901.33000000
0.069327645339
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
12137275.73640000
PA
USD
545163.95000000
0.043051458843
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.19900000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAQ6
1650000.00000000
PA
USD
1199250.54000000
0.094704510939
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
700000.00000000
PA
USD
651853.29000000
0.051476688960
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
104783.00000000
NS
USD
2111377.45000000
0.166734941649
Long
EP
CORP
US
N
2
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
200000.00000000
PA
USD
147890.73000000
0.011678893433
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAB8
0.01000000
PA
USD
0.01000000
0.000000000789
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.09000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
2700000.00000000
PA
USD
2089800.00000000
0.165030975896
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
106000.00000000
NS
USD
1937680.00000000
0.153018098083
Long
EP
CORP
US
N
2
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
1000000.00000000
PA
USD
914457.72000000
0.072214494184
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
102000.00000000
NS
USD
1913520.00000000
0.151110189011
Long
EP
CORP
BM
N
2
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
3150000.00000000
PA
USD
3057568.48000000
0.241455407275
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
1000000.00000000
PA
USD
978519.10000000
0.077273405113
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.16800000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
2150000.00000000
PA
USD
1736034.23000000
0.137094182776
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12654PAA6
943689.70040000
PA
USD
913423.78000000
0.072132844205
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-2897000.00000000
NC
102975.30000000
0.008131933320
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2897000.00000000
GBP
3339203.87000000
USD
2022-10-17
102975.30000000
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
987500.00000000
PA
USD
787810.71000000
0.062213211930
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
21818182.00000000
PA
USD
872.73000000
0.000068919266
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting, Inc.
00510RAD5
3000000.00000000
PA
USD
2220328.86000000
0.175338806860
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
7410000.00000000
PA
USD
5512605.11000000
0.435329027196
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
16000000.00000000
PA
USD
13807500.00000000
1.090374772556
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
82000.00000000
NS
USD
1446480.00000000
0.114228158682
Long
EP
CORP
BM
N
2
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-5735000.00000000
NC
117419.58000000
0.009272594447
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
5735000.00000000
EUR
5743545.15000000
USD
2022-10-17
117419.58000000
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
1100000.00000000
PA
USD
1043380.76000000
0.082395513950
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
3500000.00000000
PA
USD
3433695.65000000
0.271158074481
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.01200000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAJ6
3749812.87430000
PA
USD
3509197.88000000
0.277120466432
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
5.33900000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
6250000.00000000
PA
USD
4568860.31000000
0.360801739732
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
2487217.17460000
PA
USD
2292436.48000000
0.181033127320
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM Mortgage Trust
30768WAA6
898391.94750000
PA
USD
732484.38000000
0.057844105684
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
1000000.00000000
PA
USD
664136.91000000
0.052446723316
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
1681295.70920000
PA
USD
1566770.92000000
0.123727502121
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
4000000.00000000
PA
USD
3780279.60000000
0.298527721097
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
4.65800000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
470000.00000000
PA
USD
296723.84000000
0.023432206377
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
800000.00000000
PA
USD
597498.42000000
0.047184298664
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
999166.66810000
PA
USD
761789.95000000
0.060158359114
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
1100000.00000000
PA
USD
702255.65000000
0.055456950544
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
1150000.00000000
PA
USD
851517.50000000
0.067244120977
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AL0
2310000.00000000
PA
USD
2012983.04000000
0.158964760050
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
2830357.20000000
PA
USD
2405178.96000000
0.189936372367
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
3385000.00000000
PA
USD
2699455.48000000
0.213175314505
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
488520.40900000
PA
USD
467377.25000000
0.036908662876
Long
LON
CORP
US
N
2
2025-05-09
Variable
6.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
2885550.06000000
PA
USD
2008304.41000000
0.158595289826
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
946655.00680000
PA
USD
850297.45000000
0.067147773938
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CV5
4380000.00000000
PA
USD
3825766.10000000
0.302119778464
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
3220000.00000000
PA
USD
2554807.15000000
0.201752472577
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
2537828.14520000
PA
USD
2052546.68000000
0.162089090665
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
2000000.00000000
PA
USD
1886657.60000000
0.148988872097
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
4.11200000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-1028000.00000000
NC
-11183.68000000
-0.00088317237
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
1028000.00000000
EUR
1003785.36000000
USD
2022-12-30
-11183.68000000
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AL8
4020000.00000000
PA
USD
2759649.24000000
0.217928800463
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DB7
1300000.00000000
PA
USD
849934.92000000
0.067119145035
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
800000.00000000
PA
USD
585400.00000000
0.046228889506
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
6615000.00000000
PA
USD
5600080.40000000
0.442236928658
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
COLICITY INC-A
N/A
Colicity, Inc.
194170114
5057.00000000
NS
USD
242.74000000
0.000019169116
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
5057
11.50000000
USD
2027-12-31
XXXX
-3463.48000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
2306000.00000000
PA
USD
1901461.53000000
0.150157934694
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
1000000.00000000
PA
USD
966194.40000000
0.076300126680
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
5.14300000
N
N
N
N
N
N
CHENIERE ENERGY INC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
N/A
6700000.00000000
PA
USD
5247768.43000000
0.414414941755
Long
DBT
CORP
US
N
3
2039-12-31
Fixed
3.52000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2022-HB9 LLC
12530GAA6
3000000.00000000
PA
USD
2729523.84000000
0.215549805267
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
2500000.00000000
PA
USD
2187012.25000000
0.172707802619
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
53200.00000000
NS
USD
915040.00000000
0.072260476688
Long
EP
CORP
US
N
2
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAF2
200000.00000000
PA
USD
183077.00000000
0.014457544250
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
245186.27000000
NS
USD
245186.27000000
0.019362297547
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
1000000.00000000
PA
USD
666640.23000000
0.052644409861
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Finance Luxembourg Notes SARL
N/A
200000.00000000
PA
USD
173454.00000000
0.013697618381
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCML2
2445647.95500000
PA
USD
1822912.89000000
0.143954968518
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.59000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3000000.00000000
PA
USD
2707227.90000000
0.213789100541
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
4.51000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
970000.00000000
PA
USD
660266.32000000
0.052141063805
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
6510.00000000
NS
USD
4687.20000000
0.000370146995
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
6510
11.50000000
USD
2026-08-01
XXXX
-10387.83000000
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp. I
SBP818W74
20700.00000000
NS
USD
200583.00000000
0.015839988629
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
3630000.00000000
PA
USD
2959182.46000000
0.233685888232
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBC5
1400000.00000000
PA
USD
1254686.62000000
0.099082284114
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AQ9
1500000.00000000
PA
USD
1277189.52000000
0.100859332419
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
698468.59810000
PA
USD
611132.71000000
0.048260995087
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
299316.00000000
NS
USD
2945269.44000000
0.232587180572
Long
EC
CORP
US
N
1
N
N
N
NORTHERN GROUP HOUSING
N/A
Northern Group Housing LLC
66516XAC9
1100000.00000000
PA
USD
1160186.94000000
0.091619668356
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
6.80300000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
742000.00000000
PA
USD
645206.99000000
0.050951832335
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
CEAMER FINANCE II LLC
N/A
Ceamer Finance LLC
N/A
2000000.00000000
PA
USD
1917671.42000000
0.151438025596
Long
DBT
CORP
US
N
3
2038-05-15
Fixed
6.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
700000.00000000
PA
USD
602741.15000000
0.047598315722
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
830785.63500000
PA
USD
627172.70000000
0.049527669028
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
1000000.00000000
PA
USD
961440.00000000
0.075924672918
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
4.26000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
5500000.00000000
PA
USD
5356135.40000000
0.422972653888
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.31000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
3561886.26800000
PA
USD
3157909.99000000
0.249379350867
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2900000.00000000
PA
3157235.86000000
0.249326114992
Long
LON
CORP
GB
N
3
2025-04-28
Variable
6.19000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
8000000.00000000
PA
USD
7531522.40000000
0.594762413464
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
4.56200000
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAF3
2050000.00000000
PA
USD
1701116.65000000
0.134336750341
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
67.59900000
NS
USD
0.01000000
0.000000000789
Long
EC
CORP
US
N
3
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
6500000.00000000
PA
USD
6175104.65000000
0.487646447818
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
4.85700000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
3456250.00000000
PA
USD
2725612.58000000
0.215240934057
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
1000000.00000000
PA
USD
641595.80000000
0.050666657577
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
1750000.00000000
PA
USD
1510842.17000000
0.119310822921
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SZY3
1200000.00000000
PA
USD
833569.80000000
0.065826795660
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.68200000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAJ1
7500000.00000000
PA
USD
7032037.50000000
0.555318217611
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
5.16800000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
1561492.21930000
PA
USD
1390968.21000000
0.109844406707
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
1642041.37360000
PA
USD
1527595.29000000
0.120633812557
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AC2
261607.11980000
PA
USD
235017.43000000
0.018559266832
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.72200000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust
576433FG6
247032.87860000
PA
USD
217829.29000000
0.017201923776
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
1.49500000
N
N
N
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
35600.00000000
NS
USD
346032.00000000
0.027326059264
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAC1
690000.00000000
PA
USD
533616.10000000
0.042139528058
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.35000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAH0
506000.00000000
PA
USD
331020.18000000
0.026140579647
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
2690000.00000000
PA
USD
1676374.13000000
0.132382839813
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
326583.72940000
PA
USD
323882.65000000
0.025576930713
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
3.66000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CU7
2150000.00000000
PA
USD
2071227.35000000
0.163564298437
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
946655.00630000
PA
USD
845909.99000000
0.066801297334
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
1500000.00000000
PA
USD
1390357.50000000
0.109796179093
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
4.68200000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
810000.00000000
PA
USD
616079.51000000
0.048651642628
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
1350000.00000000
PA
USD
1274062.50000000
0.100612392443
Long
DBT
CORP
DE
N
2
2042-05-23
Variable
5.87500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
1730000.00000000
PA
USD
1337601.40000000
0.105630043258
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
1050000.00000000
PA
USD
936866.04000000
0.073984073531
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
69000.00000000
NC
54.77000000
0.000004325173
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
67635.32000000
USD
69000.00000000
EUR
2022-10-17
54.77000000
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
6200000.00000000
PA
USD
4641506.00000000
0.366538551444
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
3930440.00000000
PA
USD
2982974.38000000
0.235564730120
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
4000000.00000000
PA
USD
3715898.80000000
0.293443585652
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
5.11800000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
4000000.00000000
PA
USD
2548857.60000000
0.201282638122
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
38336196.15330000
PA
USD
599252.25000000
0.047322798174
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83800000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
1000000.00000000
PA
USD
668368.70000000
0.052780906699
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAD2
830000.00000000
PA
USD
671463.87000000
0.053025331488
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
3900000.00000000
NS
USD
3012750.00000000
0.237916103278
Long
EP
CORP
US
N
2
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
1810000.00000000
PA
USD
1488324.75000000
0.117532627975
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
2300000.00000000
PA
USD
1694045.06000000
0.133778308672
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAH3
3000000.00000000
PA
USD
2470158.60000000
0.195067798055
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
970000.00000000
PA
USD
748976.20000000
0.059146460526
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAG4
1600000.00000000
PA
USD
1350510.56000000
0.106649476349
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
224841.63890000
PA
USD
211303.11000000
0.016686552997
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
1800000.00000000
PA
USD
1306698.97000000
0.103189686200
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
250000.00000000
PA
USD
184435.03000000
0.014564787534
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
534826.98280000
PA
USD
530871.78000000
0.041922809804
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
3.91200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H608
148000.00000000
NS
USD
2548560.00000000
0.201259136726
Long
EP
CORP
US
N
2
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
KKR Group Finance Company VI LLC
48252AAA9
3230000.00000000
PA
USD
2874696.96000000
0.227014089728
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
1985000.00000000
PA
USD
1557202.73000000
0.122971904584
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5G6
1418474.94790000
PA
USD
1026604.66000000
0.081070709589
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.39000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
3800000.00000000
PA
USD
3104448.00000000
0.245157471078
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
8373.13020000
PA
USD
7839.34000000
0.000619070691
Long
LON
CORP
US
N
2
2027-10-29
Variable
5.75000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
77955.00000000
NS
USD
1542729.45000000
0.121828953334
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-9.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-900
55.00000000
USD
2022-12-16
XXXX
9272.65000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HRMZ3
711351.44000000
PA
USD
673066.09000000
0.053151858395
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.37000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBN1
2158000.00000000
PA
USD
2119547.66000000
0.167380141060
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
762651.18800000
PA
USD
692828.57000000
0.054712496428
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBR1
9400000.00000000
PA
USD
4459595.00000000
0.352173085918
Long
DBT
USGA
US
N
2
2038-06-15
None
0.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
5450000.00000000
PA
USD
4777129.38000000
0.377248695360
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1500000.00000000
PA
USD
1021269.90000000
0.080649424945
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp.
N/A
9400.00000000
NS
USD
420.18000000
0.000033181508
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
9400
11.50000000
USD
2027-04-30
XXXX
-5385.42000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
1702000.00000000
PA
USD
1473157.42000000
0.116334867772
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
16100000.00000000
OU
Notional Amount
USD
-143220.77000000
-0.01131010787
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-09-26
427.86000000
USD
0.00000000
USD
16100000.00000000
USD
-143648.63000000
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust
63860KAA0
3222304.70690000
PA
USD
3121018.33000000
0.246466025835
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
3.25900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
3043168.21700000
PA
USD
2837464.50000000
0.224073851807
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
123000000.00000000
OU
Notional Amount
USD
-5567474.46000000
-0.43966204584
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
817.10000000
USD
0.00000000
USD
123000000.00000000
USD
-5568291.56000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCBT7
8250000.00000000
PA
USD
5994220.24000000
0.473362051844
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.81000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
4599637.72670000
PA
USD
4288728.66000000
0.338679814391
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
1589538.52750000
PA
USD
66609.77000000
0.005260156640
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.52500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
2235468.74970000
PA
USD
1947940.75000000
0.153828386908
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
1355000.00000000
PA
USD
1115672.11000000
0.088104343522
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
1870000.00000000
PA
USD
1481219.69000000
0.116971543189
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
2565913.51850000
PA
USD
2391044.20000000
0.188820153956
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
1650000.00000000
NS
USD
1559250.00000000
0.123133576976
Long
EP
CORP
US
N
2
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
600000.00000000
PA
USD
402156.00000000
0.031758157308
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
1650000.00000000
PA
USD
1261540.50000000
0.099623533279
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCET4
2696256.87250000
PA
USD
2047355.34000000
0.161679131862
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.78000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
2719785.25610000
PA
USD
65731.77000000
0.005190821203
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.95600000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
911680.00000000
PA
USD
778701.37000000
0.061493849661
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661ED5
450000.00000000
PA
USD
367398.63000000
0.029013376615
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BK7
1000000.00000000
PA
USD
922029.47000000
0.072812433361
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
National Basketball Association
N/A
4000000.00000000
PA
USD
3758206.40000000
0.296784606092
Long
DBT
CORP
US
N
3
2024-12-16
Fixed
2.51000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
148000.00000000
NS
USD
2742440.00000000
0.216569791146
Long
EP
CORP
US
N
2
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
1083777.77800000
PA
USD
1083777.78000000
0.085585656372
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3770305.20000000
0.297740045259
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.18800000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
950000.00000000
PA
USD
821277.77000000
0.064856097169
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AC2
4000000.00000000
PA
USD
2742978.96000000
0.216612352680
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
2.69500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-168.00000000
NC
USD
-1046640.00000000
-0.08265289530
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-16800
3200.00000000
USD
2022-12-16
XXXX
-72240.00000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
1450000.00000000
PA
USD
1010205.62000000
0.079775681560
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
600000.00000000
PA
USD
398078.67000000
0.031436171592
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
5157000.00000000
PA
USD
4741876.97000000
0.374464821485
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAA8
2500000.00000000
PA
USD
2201504.25000000
0.173852232183
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
2400000.00000000
PA
USD
1879134.74000000
0.148394793752
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
4750000.00000000
PA
USD
3955827.08000000
0.312390661063
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
296000.00000000
PA
USD
274554.80000000
0.021681522911
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRD3
475000.00000000
PA
USD
376548.27000000
0.029735921365
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.57100000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM3 Trust
36168MAC7
3389116.55230000
PA
USD
3166743.74000000
0.250076949864
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
4250000.00000000
PA
USD
4083298.43000000
0.322457041237
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.13200000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
4520000.00000000
PA
USD
1816258.54000000
0.143429476187
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
1050000.00000000
PA
USD
0.01000000
0.000000000789
Long
ABS-O
CORP
US
N
3
2031-07-15
None
0.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
1750000.00000000
PA
USD
1622180.00000000
0.128103143113
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
2000000.00000000
PA
USD
1404043.72000000
0.110876976415
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.96900000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
1000000.00000000
PA
USD
725895.51000000
0.057323784292
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
2360000.00000000
PA
USD
1619984.00000000
0.127929725551
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
8112526.93440000
PA
USD
394506.51000000
0.031154079023
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
2.04100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
1600000.00000000
PA
USD
1455427.98000000
0.114934778393
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
4000000.00000000
PA
USD
3230032.88000000
0.255074877195
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
2129054.00230000
PA
USD
81346.68000000
0.006423926685
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.50300000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAJ3
2550000.00000000
PA
USD
2448000.00000000
0.193317939034
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
4.16200000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
8234932.83850000
PA
USD
324277.66000000
0.025608124553
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.23700000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
2450000.00000000
PA
USD
1806875.00000000
0.142688460413
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
3170000.00000000
PA
USD
2751502.56000000
0.217285459210
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
600000.00000000
PA
USD
448320.00000000
0.035403716678
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL6 Issuer LLC
30328DAE3
2500000.00000000
PA
USD
2464798.25000000
0.194644492575
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
6.65000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
7530000.00000000
PA
USD
6475800.00000000
0.511392283333
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAD3
3500000.00000000
PA
USD
2701860.00000000
0.213365198839
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAF8
930000.00000000
PA
USD
733572.30000000
0.057930018451
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
2400000.00000000
PA
USD
1759075.66000000
0.138913758658
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AQ1
2450000.00000000
PA
USD
1671375.50000000
0.131988099269
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
251837.42670000
PA
USD
204016.85000000
0.016111158893
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.94400000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
2830000.00000000
PA
USD
2557415.08000000
0.201958420147
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
2000000.00000000
PA
USD
1961153.60000000
0.154871802321
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
3.81200000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-9.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-900
50.00000000
USD
2022-12-16
XXXX
9722.65000000
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
753266.15890000
PA
USD
721726.90000000
0.056994590218
Long
LON
CORP
US
N
2
2026-11-09
Variable
6.87000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
5810000.00000000
PA
USD
4586076.61000000
0.362161306576
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
1079165.62000000
PA
USD
870676.97000000
0.068757139462
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
989328.86450000
PA
USD
970414.88000000
0.076633416915
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
3.98000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
2020000.00000000
PA
USD
1586027.36000000
0.125248178303
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBNF6
8347000.00000000
PA
USD
5708399.61000000
0.450790869195
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.17000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAL8
2430000.00000000
PA
USD
1588476.42000000
0.125441579950
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
2000000.00000000
PA
USD
1920108.00000000
0.151630441700
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
4.68900000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
5800000.00000000
PA
USD
4480894.46000000
0.353855098871
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
2124045.46560000
PA
USD
1910975.46000000
0.150909247333
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
1230000.00000000
PA
USD
988204.35000000
0.078038246849
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
3250000.00000000
NS
USD
2748281.25000000
0.217031073176
Long
EP
CORP
US
N
2
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
1000000.00000000
PA
USD
597890.77000000
0.047215282444
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
1000000.00000000
PA
USD
881935.70000000
0.069646238515
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.35400000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
4063539.47630000
PA
USD
3240558.55000000
0.255906086685
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
897923.97000000
PA
USD
873117.46000000
0.068949864339
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
5389518.52340000
PA
USD
140454.63000000
0.011091666503
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
1.14200000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRE1
500000.00000000
PA
USD
389069.90000000
0.030724751310
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.69100000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
1435617.51940000
PA
USD
1355660.86000000
0.107056194234
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
1474647.67820000
PA
USD
1391698.75000000
0.109902097265
Long
LON
CORP
US
N
2
2027-10-05
Variable
7.12000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
1204000.00000000
PA
USD
989728.89000000
0.078158639386
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
31926.00000000
NS
USD
98012.82000000
0.007740047533
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
163149.93600000
PA
USD
150567.81000000
0.011890301762
Long
LON
CORP
US
N
2
2026-09-25
Variable
6.37000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCC0
3600000.00000000
PA
USD
3281621.80000000
0.259148841122
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
1300000.00000000
PA
USD
1299051.44000000
0.102585762696
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
5.05500000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
4726801.98850000
PA
USD
4705522.68000000
0.371593932425
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
1.83400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAJ8
1459000.00000000
PA
USD
1402092.43000000
0.110722883539
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
5.38600000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRC5
450000.00000000
PA
USD
360239.40000000
0.028448014038
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.41100000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
2422500.00000000
PA
USD
2371094.55000000
0.187244735156
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
1250000.00000000
PA
USD
1099602.00000000
0.086835291012
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
1150000.00000000
PA
USD
906040.44000000
0.071549783718
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
2150000.00000000
PA
USD
1615597.85000000
0.127583352398
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
22087.00000000
NS
USD
403087.75000000
0.031831737369
Long
EP
CORP
US
N
2
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
7340000.00000000
PA
USD
6101359.51000000
0.481822812819
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
2635672.33320000
PA
USD
2181101.35000000
0.172241020346
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
2600000.00000000
PA
USD
1714674.47000000
0.135407407947
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
1200000.00000000
PA
USD
930898.04000000
0.073512782085
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4000000.00000000
PA
USD
3820244.40000000
0.301683731215
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.39300000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
2000000.00000000
PA
USD
1793878.80000000
0.141662153796
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.36200000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
1250000.00000000
PA
USD
788613.38000000
0.062276598577
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-152.00000000
NC
USD
-1165080.00000000
-0.09200607206
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-15200
3400.00000000
USD
2022-11-18
XXXX
-571803.33000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
2000000.00000000
PA
USD
1420171.54000000
0.112150586269
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
1400000.00000000
PA
USD
1109737.12000000
0.087635658867
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
2550000.00000000
PA
USD
1900777.04000000
0.150103880693
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
S&P 500 Index
N/A
59.00000000
NC
USD
2725800.00000000
0.215255734567
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
S&P 500 INDEX
US78378X1072
5900
4000.00000000
USD
2023-04-21
XXXX
1321436.03000000
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1000000.00000000
PA
979871.63000000
0.077380214064
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58200000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
832598.58480000
PA
USD
658642.10000000
0.052012799564
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730AH2
1300000.00000000
PA
USD
916908.53000000
0.072408034028
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
4175000.00000000
PA
USD
3336806.08000000
0.263506729715
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
722000.00000000
PA
USD
638482.58000000
0.050420807383
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
2450000.00000000
PA
USD
1624853.25000000
0.128314248988
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBE1
1350000.00000000
PA
USD
1224795.76000000
0.096721810482
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
392870.14000000
0.031024855299
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
6451412.67140000
PA
USD
256062.38000000
0.020221181195
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.64700000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
2250000.00000000
PA
USD
1734260.56000000
0.136954116506
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867AG0
480000.00000000
PA
USD
367448.72000000
0.029017332210
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
680210.98460000
PA
USD
661615.10000000
0.052247576620
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
250000.00000000
PA
USD
192434.14000000
0.015196475222
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
5036000.00000000
PA
USD
4777695.30000000
0.377293385919
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
300000.00000000
PA
USD
258317.63000000
0.020399277715
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
4040000.00000000
PA
USD
3388923.58000000
0.267622435470
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
2800000.00000000
PA
USD
1712913.22000000
0.135268322481
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAJ5
773000.00000000
PA
USD
747617.93000000
0.059039198289
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
5.59300000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
1487217.88060000
PA
USD
325868.47000000
0.025733750415
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
3.52400000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
3750000.00000000
PA
USD
3344803.88000000
0.264138313952
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
4150000.00000000
PA
USD
2594497.00000000
0.204886769963
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
COOK CNTY IL SCH DIST #155
N/A
Cook County School District No. 155 Calumet City General Obligation Unlimited
215219MF0
5000.00000000
PA
USD
4964.95000000
0.000392080842
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.30000000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
1000000.00000000
PA
USD
699871.90000000
0.055268706411
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
450000.00000000
PA
USD
428614.98000000
0.033847616247
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNG88
627047.43640000
PA
USD
582923.73000000
0.046033339092
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.25000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
1750000.00000000
PA
USD
1358700.33000000
0.107296220408
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
3078000.00000000
PA
USD
2715206.17000000
0.214419142499
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
2000000.00000000
PA
USD
1862930.00000000
0.147115109544
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
4.98900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDC72
1183406.93400000
PA
USD
870203.56000000
0.068719754395
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.58000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
2300000.00000000
PA
USD
2300000.00000000
0.181630416576
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
0.01250000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2028-01-14
Floating
1.93800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KMTE5
2560505.45600000
PA
USD
2386098.01000000
0.188429554586
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA4W2
2045290.91400000
PA
USD
1463236.69000000
0.115551430241
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.32000000
N
N
N
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings Ltd. - Class A Escrow
N/A
622890.00000000
NS
USD
62.29000000
0.000004919025
Long
EC
CORP
US
N
3
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
168.00000000
NC
USD
2920680.00000000
0.230645358733
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
16800
3600.00000000
USD
2022-12-16
XXXX
232680.00000000
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp.
29365BAA1
3700000.00000000
PA
USD
3259050.98000000
0.257366429192
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAG5
1965940.29850000
PA
USD
1862460.08000000
0.147078000081
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.21800000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
3450000.00000000
PA
USD
3181069.40000000
0.251208243600
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.81800000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAC6
2000000.00000000
PA
USD
1920674.20000000
0.151675154371
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
3.96000000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
2060000.00000000
PA
USD
1546556.21000000
0.122131151600
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464RAC7
419432.46610000
PA
USD
381426.77000000
0.030121175273
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.77400000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
1000000.00000000
PA
USD
948582.20000000
0.074909295714
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
4.93900000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBZ8
750000.00000000
PA
USD
664838.69000000
0.052502142704
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.62500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
2266866.47980000
PA
USD
2089452.60000000
0.165003541806
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
78457.00000000
NS
USD
1478129.88000000
0.116727541677
Long
EP
CORP
BM
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
3614255.93330000
PA
USD
125838.63000000
0.009937444690
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.58500000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAB5
2428000.00000000
PA
USD
1807590.25000000
0.142744943524
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A Unfunded
N/A
2280666.67000000
PA
USD
0.02000000
0.000000001579
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
10000000.00000000
PA
USD
8385937.50000000
0.662235357178
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
1093271.45000000
PA
USD
1046700.27000000
0.082657654813
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.06800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
8027500.00000000
PA
USD
8046123.80000000
0.635400355487
Long
LON
CORP
US
N
2
2027-06-21
Variable
8.78000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
1160000.00000000
PA
USD
916168.00000000
0.072349554562
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
152.00000000
NC
USD
3847880.00000000
0.303866107537
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
15200
3800.00000000
USD
2022-11-18
XXXX
1783574.69000000
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
299574.19450000
PA
USD
237562.34000000
0.018760237729
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
1000000.00000000
PA
USD
990498.50000000
0.078219415292
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
4.43400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
3150000.00000000
PA
USD
2283289.94000000
0.180310827377
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EJKT5
3300000.00000000
PA
USD
2813972.70000000
0.222218710320
Long
DBT
USGSE
US
N
2
2040-06-11
Fixed
3.51000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
2000000.00000000
PA
USD
1249147.18000000
0.098644835942
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
3100000.00000000
PA
USD
2888813.74000000
0.228128888264
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
4.96800000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAJ1
8200000.00000000
PA
USD
5911574.59000000
0.466835545828
Long
DBT
CORP
FR
N
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
3325000.00000000
PA
USD
2513526.70000000
0.198492565911
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
984942.93000000
PA
USD
913306.26000000
0.072123563680
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
3.63500000
N
N
N
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
2700000.00000000
PA
USD
1944687.69000000
0.153571493585
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
2500000.00000000
PA
USD
2204421.75000000
0.174082626418
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAA5
17728.16270000
PA
USD
17716.16000000
0.001399040661
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
3.94800000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
69210.00000000
NS
USD
6.92000000
0.000000546470
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
69210
1.00000000
USD
2025-07-24
XXXX
6.92000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
8500000.00000000
NS
USD
6243956.52000000
0.493083662527
Long
EP
CORP
US
N
2
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
2250000.00000000
PA
USD
1330223.06000000
0.105047377620
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAU6
1360580.18390000
PA
USD
923196.20000000
0.072904569733
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.98000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
1150000.00000000
PA
USD
823211.78000000
0.065008825448
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
29363926.79750000
PA
USD
450019.80000000
0.035537949452
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.56600000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAG6
2000000.00000000
PA
USD
1891014.80000000
0.149332959076
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
5.14300000
N
N
N
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
6.81800000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
1500000.00000000
PA
USD
1198260.00000000
0.094626288246
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
7470000.00000000
PA
USD
6045855.26000000
0.477439656276
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
4426000.00000000
PA
USD
4189794.12000000
0.330866978863
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
4.90000000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
3660000.00000000
PA
USD
2992231.50000000
0.236295762538
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRF8
700000.00000000
PA
USD
539062.79000000
0.042569651786
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
2.78100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
18908989.85290000
PA
USD
645248.48000000
0.050955108790
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.78600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA3W3
1703727.60250000
PA
USD
1210953.99000000
0.095628729416
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.27000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DC6
1450000.00000000
PA
USD
1203570.80000000
0.095045680775
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
2224000.00000000
PA
USD
1902667.50000000
0.150253169839
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
19893557.40700000
PA
USD
653222.86000000
0.051584843556
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.74500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
2510000.00000000
PA
USD
2032435.08000000
0.160500882715
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
8500000.00000000
PA
USD
7982988.35000000
0.630414565015
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.06200000
N
N
N
N
N
N
CONYERS PARK III ACQUISITI-A
N/A
Conyers Park III Acquisition Corp.
21289P110
11866.00000000
NS
USD
1694.46000000
0.000133811076
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
11866
11.50000000
USD
2028-08-12
XXXX
-10207.46000000
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
1300000.00000000
PA
USD
1005540.80000000
0.079407301908
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
700000.00000000
PA
USD
294.00000000
0.000023217105
Long
ABS-O
CORP
KY
Y
3
2021-01-20
None
0.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
2380000.00000000
PA
USD
2079158.12000000
0.164190589332
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
8300.00000000
NS
USD
830.83000000
0.000065610434
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
8300
11.50000000
USD
2026-03-31
XXXX
-6021.25000000
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
12590.00000000
NS
USD
103867.50000000
0.008202390127
Long
EC
CORP
US
N
1
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.02500000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
3.16400000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
1419275.00000000
PA
USD
1134060.33000000
0.089556456591
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAK9
1410000.00000000
PA
USD
1074706.92000000
0.084869332859
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767FBB6
5947164.55030000
PA
USD
259456.35000000
0.020489202145
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.57900000
N
N
N
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
25295.00000000
NS
USD
248902.80000000
0.019655790978
Long
EC
CORP
US
N
1
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
3620000.00000000
PA
USD
2659021.23000000
0.209982232039
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
1150000.00000000
PA
USD
884809.44000000
0.069873177033
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
7250000.00000000
PA
USD
6640628.80000000
0.524408771858
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
4650000.00000000
PA
USD
2807121.35000000
0.221677660948
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
472222.17000000
PA
USD
462432.77000000
0.036518198545
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
4250000.00000000
PA
USD
4250000.00000000
0.335621421934
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
4.58400000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
2000000.00000000
PA
USD
1595142.36000000
0.125967987541
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
4190000.00000000
PA
USD
3816962.12000000
0.301424530396
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
372000.00000000
NS
USD
6632760.00000000
0.523787374718
Long
EP
CORP
US
N
2
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO