0001752724-22-274975.txt : 20221129
0001752724-22-274975.hdr.sgml : 20221129
20221129152150
ACCESSION NUMBER: 0001752724-22-274975
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: 221432302
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
S000043985
Guggenheim Limited Duration Fund
C000136507
A-Class
GILDX
C000136508
C-Class
GILFX
C000136509
Institutional Class
GILHX
C000152100
R6
C000155965
P
GILPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043985
C000136507
C000152100
C000136508
C000155965
C000136509
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Limited Duration Fund
S000043985
549300HOV4IT1OMUDR80
2022-09-30
2022-09-30
N
5249507318.79
622410743.61
4627096575.18000000
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
6439035.25000000
EUR
ILS
USD
N
Portfolio (ExDerivative)
N/A
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
894331.32570000
PA
USD
764838.86000000
0.016529563357
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
UPLAND SOFTWARE INC
N/A
Upland Software, Inc.
N/A
542030.71420000
PA
USD
516284.26000000
0.011157844916
Long
LON
CORP
US
N
2
2026-08-06
Variable
6.87000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AD7
12000000.00000000
PA
USD
10008780.60000000
0.216308011673
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
12250000.00000000
PA
USD
11933953.68000000
0.257914514774
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
4.41000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AT7
2298000.00000000
PA
USD
2245677.67000000
0.048533192111
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
American Money Management Corp
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd.
00176ABE4
14300000.00000000
PA
USD
13006922.50000000
0.281103328808
Long
ABS-O
CORP
KY
N
2
2031-04-30
Fixed
1.83100000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
925972.82360000
PA
USD
887119.00000000
0.019172260305
Long
LON
CORP
US
N
2
2025-05-30
Variable
5.92000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
4220000.00000000
PA
USD
3937543.29000000
0.085097495287
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series 2022-1
55662KAA6
16550000.00000000
PA
USD
16550000.00000000
0.357675698596
Long
ABS-O
CORP
US
N
2
2023-10-12
Floating
4.59800000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
3800000.00000000
PA
USD
3301177.00000000
0.071344458590
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
15000000.00000000
PA
USD
13784356.95000000
0.297905105848
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676503
8000.00000000
NS
USD
179600.00000000
0.003881483714
Long
EP
CORP
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
50000.00000000
PA
USD
45070.09000000
0.000974046883
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
CAL Funding IV Ltd
N/A
CAL Funding IV Ltd.
12807CAA1
3112500.00830000
PA
USD
2716660.66000000
0.058711993922
Long
ABS-O
CORP
BM
N
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding Ltd.
12550TBA2
5000000.00000000
PA
USD
4765094.50000000
0.102982386958
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
3.96000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
4500000.00000000
PA
USD
4405455.00000000
0.095209921133
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
4.15000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
26630000.00000000
PA
USD
24845959.10000000
0.536966512289
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAJ0
7000000.00000000
PA
USD
6552169.40000000
0.141604336402
Long
ABS-O
CORP
US
N
2
2036-01-18
Floating
4.89300000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
3157000.00000000
PA
USD
2603171.75000000
0.056259291495
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
4000000.00000000
PA
USD
3770640.00000000
0.081490410643
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
3.91200000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAA5
218750.00000000
PA
USD
218253.79000000
0.004716862647
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
4.04300000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
3982118.77320000
PA
USD
3875676.74000000
0.083760446254
Long
LON
CORP
US
N
2
2024-08-22
Variable
5.92000000
N
N
N
N
N
N
GULFSTREAM NATURAL GAS
N/A
Gulfstream Natural Gas System LLC
402740AD6
400000.00000000
PA
USD
386012.50000000
0.008342434477
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.60000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
35000.00000000
PA
USD
35255.15000000
0.000761928121
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
343000.00000000
PA
USD
307201.37000000
0.006639182152
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
25600000.00000000
PA
USD
19164928.00000000
0.414189064105
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
7000000.00000000
PA
USD
6420936.76000000
0.138768159593
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-279.00000000
NC
USD
-2138535.00000000
-0.04621764351
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-27900.00000000
3400.00000000
USD
2022-11-18
XXXX
-1049560.06000000
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
6558267.32090000
PA
USD
5842066.49000000
0.126257716801
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
502647.56740000
PA
USD
446880.33000000
0.009657899348
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.19500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
29746319.28300000
PA
USD
563193.01000000
0.012171628597
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.02000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.IG.33.V1
N/A
30000000.00000000
OU
Notional Amount
USD
75628.20000000
0.001634463399
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX IG33 1% 12/20/2024
N/A
Y
CDX IG33 V1 1% 12/20/2024 - Tenor Quarterly
2024-12-20
471876.26000000
USD
0.00000000
USD
30000000.00000000
USD
-396248.06000000
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
13075000.00000000
PA
USD
12404361.81000000
0.268080892811
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
6500000.00000000
PA
USD
5227755.00000000
0.112981324574
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828NAA3
624661.42090000
PA
USD
616221.06000000
0.013317661518
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
4.58400000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
3880000.00000000
PA
USD
3384446.40000000
0.073144062264
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust
94989TBC7
19498971.51340000
PA
USD
352582.35000000
0.007619947936
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
0.92100000
N
N
N
N
N
N
OLYMPUS CORP
5299000Y52IFDI1I2A21
Olympus Corp.
68163WAA7
4350000.00000000
PA
USD
3805645.26000000
0.082246938186
Long
DBT
CORP
JP
N
2
2026-12-08
Fixed
2.14300000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
45010881.62510000
PA
USD
41752588.92000000
0.902349632034
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
9800000.00000000
PA
USD
8401572.24000000
0.181573306359
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
140000.00000000
PA
USD
121845.85000000
0.002633311149
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
8150000.00000000
PA
USD
7292457.00000000
0.157603302233
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
KKR Group Finance Company VI LLC
48252AAA9
7040000.00000000
PA
USD
6265593.38000000
0.135410905698
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75000000
N
N
N
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust
63860LAA8
1368915.48550000
PA
USD
1354990.33000000
0.029283813466
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.30400000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828GAD2
1555313.40790000
PA
USD
1454337.33000000
0.031430883414
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
25700000.00000000
PA
USD
24443993.71000000
0.528279306749
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
4450000.00000000
PA
USD
3816676.00000000
0.082485332605
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
10750000.00000000
PA
USD
10189848.68000000
0.220221223275
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
4.22400000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AC7
3434516.81400000
PA
USD
1827588.14000000
0.039497514484
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.23400000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
112113283.32630000
PA
USD
1637526.62000000
0.035389938234
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.57300000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
8544278.69070000
PA
USD
7947982.03000000
0.171770394260
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
225000.00000000
PA
USD
158625.00000000
0.003428175691
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
1371363.66960000
PA
USD
1308184.95000000
0.028272263799
Long
LON
CORP
US
N
2
2025-08-21
Variable
5.87000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176EAA8
621027.06850000
PA
USD
595769.67000000
0.012875669662
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
100000.00000000
PA
USD
92000.00000000
0.001988287871
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5000000.00000000
PA
USD
4631197.50000000
0.100088628468
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
4.86800000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1115000.00000000
PA
USD
1006287.50000000
0.021747709036
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAC6
994000.00000000
PA
USD
802655.00000000
0.017346839145
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
46809.00000000
NS
USD
460600.56000000
0.009954418554
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EE1
5000000.00000000
PA
USD
5025000.00000000
0.108599419060
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
4925000.00000000
PA
USD
4280662.25000000
0.092512922098
Long
LON
CORP
US
N
2
2028-01-31
Variable
6.62000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAC1
3500000.00000000
PA
USD
3485954.85000000
0.075337845090
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
4.31800000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
2967180.07220000
NS
USD
28455256.89000000
0.614970023375
Long
EC
RF
US
N
1
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
350000.00000000
PA
USD
328510.00000000
0.007099700528
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
2000000.00000000
PA
USD
1912773.80000000
0.041338532034
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
4.43900000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
175000.00000000
PA
USD
172593.75000000
0.003730065867
Long
DBT
CORP
US
N
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
384717.98000000
PA
USD
368048.15000000
0.007954192094
Long
LON
CORP
US
N
2
2025-10-24
Variable
7.17000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
23597296.91620000
PA
USD
21223064.33000000
0.458669145654
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
1360000.00000000
PA
USD
1295369.73000000
0.027995303511
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448AZ6
2900000.00000000
PA
USD
2668628.87000000
0.057673939297
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
16250000.00000000
PA
USD
15890325.75000000
0.343418934353
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
4.41200000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
6451412.67140000
PA
USD
256062.38000000
0.005533975265
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.64700000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
500000.00000000
PA
USD
210.00000000
0.000004538483
Long
ABS-O
CORP
KY
Y
3
2021-01-20
None
0.00000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
4500000.00000000
PA
USD
4381833.15000000
0.094699409852
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
4.09300000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BE3
5475000.00000000
PA
USD
5230656.39000000
0.113044028906
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.45000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
7711425.54690000
PA
USD
5902460.06000000
0.127562932048
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
5911474.78660000
PA
USD
5744002.71000000
0.124138379579
Long
LON
CORP
US
N
2
2024-05-16
Variable
6.42000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
6170000.00000000
PA
USD
5784375.00000000
0.125010898433
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83611MGU6
1927821.02600000
PA
USD
1896600.35000000
0.040988994268
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.78900000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-47212000.00000000
NC
966628.29000000
0.020890601142
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
47212000.00000000
EUR
47282345.88000000
USD
2022-10-17
966628.29000000
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAQ2
3250000.00000000
PA
USD
3128226.73000000
0.067606687674
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.41200000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
30750000.00000000
PA
USD
29726314.05000000
0.642439887886
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
4.16900000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
48500000.00000000
PA
USD
47098282.10000000
1.017879815879
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.21200000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
1145000.00000000
PA
USD
1061873.00000000
0.022949013117
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
7320000.00000000
PA
USD
6614939.36000000
0.142960909774
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
918409.13480000
PA
USD
886419.02000000
0.019157132460
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AL9
6250000.00000000
PA
USD
6090308.13000000
0.131622671605
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.36200000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings, Inc.
N/A
987493.64380000
PA
USD
834017.38000000
0.018024637403
Long
LON
CORP
US
N
2
2027-12-28
Variable
5.53000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
4528023.60130000
PA
USD
4139914.93000000
0.089471115692
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
1010574.79500000
PA
989985.86000000
0.021395400850
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
0.02600000
PA
USD
0.00000000
0
Long
ABS-O
CORP
KY
N
2
2028-01-14
Floating
1.93800000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
10000000.00000000
PA
USD
9300557.00000000
0.201002007390
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
4.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133BBSY6
4830237.22800000
PA
USD
4493464.44000000
0.097111965721
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
103186AB8
150000.00000000
PA
USD
147011.25000000
0.003177181362
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
AFTERNEXT HEALTHTECH ACQUI-A
N/A
AfterNext HealthTech Acquisition Corp.
N/A
45000.00000000
NS
USD
7200.00000000
0.000155605137
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
45000.00000000
11.50000000
USD
2023-07-09
XXXX
-33695.47000000
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
13994453.28870000
PA
USD
13309984.58000000
0.287653053350
Long
LON
CORP
US
N
2
2024-09-13
Variable
6.87000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
19663.00000000
NS
USD
14157.36000000
0.000305966382
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
19663.00000000
11.50000000
USD
2026-08-01
XXXX
-31373.21000000
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
23000000.00000000
PA
USD
21850370.30000000
0.472226372304
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
4.85700000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
550000.00000000
PA
USD
559378.58000000
0.012089191805
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2350000.00000000
PA
USD
2018062.50000000
0.043614012960
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBW5
5000000.00000000
PA
USD
4812532.65000000
0.104007611939
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.70000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-76974300.00000000
NC
2756879.19000000
0.059581189741
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
76974300.00000000
ILS
24487203.55000000
USD
2022-11-30
2756879.19000000
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103228AE2
3000000.00000000
PA
USD
2788395.00000000
0.060262303902
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
2.37100000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
2138005HEGTBAGASUY97
UPC Broadband Holding BV
N/A
5850000.00000000
PA
USD
5572125.00000000
0.120423788642
Long
LON
CORP
US
N
2
2029-01-31
Variable
5.74000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
15936249.99390000
PA
USD
13185358.42000000
0.284959654629
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
10303208.33330000
PA
USD
9714901.32000000
0.209956744194
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
10800000.00000000
PA
USD
8532000.00000000
0.184392088243
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
1380000.00000000
PA
USD
1182149.40000000
0.025548405588
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAE7
2094437.33190000
PA
USD
2013653.63000000
0.043518729235
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.22400000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
75000.00000000
PA
USD
65531.25000000
0.001416249886
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
375000.00000000
PA
USD
295509.04000000
0.006386489566
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DH7
5000000.00000000
PA
USD
4084075.90000000
0.088264332365
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
491250.00000000
PA
USD
444581.25000000
0.009608212034
Long
LON
CORP
US
N
2
2027-02-18
Variable
7.42000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
2611226.32820000
PA
USD
2500797.57000000
0.054046798664
Long
LON
CORP
US
N
2
2028-01-26
Variable
5.87000000
N
N
N
N
N
N
Park Place Securities Inc
N/A
Park Place Securities Incorporated Asset-Backed Pass-Through Certificates Series
70069FJS7
1547718.39150000
PA
USD
1540451.08000000
0.033291958682
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
4.02900000
N
N
N
N
N
N
CAST & CREW LLC
N/A
Cast & Crew Payroll LLC
N/A
33112.28070000
PA
USD
32201.69000000
0.000695937278
Long
LON
CORP
US
N
2
2026-02-09
Variable
6.62000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.05000000
PA
USD
0.00000000
0
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
13500000.00000000
PA
USD
13325886.45000000
0.287996721777
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
4.01200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830GAB2
2029765.64200000
PA
USD
1929310.51000000
0.041695920511
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
5136829.00000000
PA
USD
4500561.33000000
0.097265342464
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
2492146.89820000
PA
USD
2473675.35000000
0.053460638000
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
4.43400000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
12350000.00000000
PA
USD
10869827.06000000
0.234916796816
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAT9
350000.00000000
PA
USD
340408.20000000
0.007356842340
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-38486137.50000000
NC
1347904.88000000
0.029130683963
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
38486137.50000000
ILS
12212781.23000000
USD
2022-11-30
1347904.88000000
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
4135867.24820000
PA
USD
3949753.22000000
0.085361374153
Long
LON
CORP
CA
N
2
2027-05-24
Variable
5.12000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
4100000.00000000
PA
USD
2971901.20000000
0.064228207726
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
10018051.84460000
PA
USD
9562107.26000000
0.206654585756
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.36400000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CF9
750000.00000000
PA
USD
586567.50000000
0.012676793978
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
6529570.50580000
PA
USD
6404738.18000000
0.138418078722
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
3.98000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
800000.00000000
PA
USD
570000.00000000
0.012318740072
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAZ5
10500000.00000000
PA
USD
8886411.87000000
0.192051575445
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
1.48800000
N
N
N
N
N
N
RECORDED BOOKS INC
N/A
Recorded Books, Inc.
N/A
9005341.67000000
PA
USD
8645128.00000000
0.186836990746
Long
LON
CORP
US
N
2
2025-08-29
Variable
7.08000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
3033199.24140000
PA
USD
2940075.17000000
0.063540389145
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.68400000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CL1
15500000.00000000
PA
USD
13487517.05000000
0.291489853969
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.91500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
7400000.00000000
PA
USD
5975187.57000000
0.129134706244
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
1812085.89520000
PA
USD
1735978.29000000
0.037517658466
Long
LON
CORP
LU
N
2
2024-09-06
Variable
5.12000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334BS2
2397528.20850000
PA
USD
1357401.35000000
0.029335920008
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.68400000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
3123606.50260000
PA
USD
89446.03000000
0.001933091919
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.04000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
350000.00000000
PA
USD
331984.79000000
0.007174797080
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAL1
0.10750000
PA
USD
0.00000000
0
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
15280000.00000000
PA
USD
12061144.69000000
0.260663344584
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
8557000.00000000
PA
USD
8238251.75000000
0.178043652561
Long
LON
CORP
US
N
2
2029-01-18
Variable
6.28000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
19867113.42460000
PA
USD
18159167.48000000
0.392452744068
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
RXR ACQUISITION CORP- CL A
N/A
RXR Acquisition Corp.
74981W115
36482.00000000
NS
USD
915.70000000
0.000019789947
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
36482.00000000
11.50000000
USD
2026-03-08
XXXX
-29947.19000000
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864AM9
125000.00000000
PA
USD
78098.64000000
0.001687854116
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
31262492.42380000
PA
USD
29360404.23000000
0.634531909005
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
7811000.00000000
PA
USD
7518600.53000000
0.162490676557
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
12779842.55240000
PA
USD
11479015.61000000
0.248082472960
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
3100000.00000000
PA
USD
2679959.05000000
0.057918805161
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
4300000.00000000
PA
USD
3171250.00000000
0.068536499043
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
1816371.10080000
PA
USD
1737431.61000000
0.037549067363
Long
LON
CORP
US
N
2
2025-12-09
Variable
5.92000000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas Unfunded
N/A
6000000.00000000
PA
USD
0.06000000
0.000000001296
Long
DBT
CORP
US
N
2
2025-09-30
None
0.00000000
N
N
N
N
N
N
CPM HOLDINGS INC
N/A
CPM Holdings, Inc.
N/A
1502310.04160000
PA
USD
1445973.42000000
0.031250124057
Long
LON
CORP
US
N
2
2025-11-17
Variable
6.06000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
11148316.69140000
PA
USD
10179442.13000000
0.219996318741
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
3086000.00000000
PA
USD
2387792.50000000
0.051604552902
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
3450000.00000000
PA
USD
3329219.43000000
0.071950506671
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
2757626.18560000
PA
USD
2515028.16000000
0.054354347680
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2022-HB9 LLC
12530GAA6
2250000.00000000
PA
USD
2047142.88000000
0.044242493035
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
13798856.91000000
PA
USD
13452505.60000000
0.290733192649
Long
LON
CORP
US
N
3
2025-04-27
Variable
7.01000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
489875.59410000
PA
USD
485823.98000000
0.010499542685
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
3.66000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
14310000.00000000
PA
USD
13835936.89000000
0.299019842469
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
4.09000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2D6
16600000.00000000
PA
USD
13453410.57000000
0.290752750702
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.95000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
7600000.00000000
PA
USD
7049603.29000000
0.152354790427
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAC8
2000000.00000000
PA
USD
1813295.00000000
0.039188613648
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
11200000.00000000
PA
USD
9409904.00000000
0.203365195584
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
45569KAA1
10280000.00000000
PA
USD
9044827.37000000
0.195475223459
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
BWAY Holding Co.
N/A
779433.94280000
PA
USD
724390.32000000
0.015655396601
Long
LON
CORP
US
N
2
2024-04-03
Variable
5.81000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
2329000.00000000
PA
USD
2015854.07000000
0.043566284758
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
054561AJ4
1700000.00000000
PA
USD
1592481.89000000
0.034416439426
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
1394593.00000000
PA
USD
1316147.14000000
0.028444341254
Long
LON
CORP
CA
N
2
2026-04-30
Variable
6.37000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
5010434.51840000
PA
USD
2684436.49000000
0.058015570809
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.68400000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
7250000.00000000
PA
USD
7250000.00000000
0.156685728992
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
27500000.00000000
PA
USD
27095365.00000000
0.585580278253
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
4.13200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
18000000.00000000
PA
USD
17624511.00000000
0.380897841954
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.36200000
N
N
N
N
N
N
VODAFONE GROUP PLC
N/A
Ziggo Financing Partnership
N/A
400000.00000000
PA
USD
381200.00000000
0.008238427571
Long
LON
CORP
US
N
2
2028-04-28
Variable
5.32000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL America, Inc.
40480HAA5
38700000.00000000
PA
USD
33873955.97000000
0.732077997932
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.37500000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAF4
12000000.00000000
PA
USD
10024103.76000000
0.216639173121
Long
DBT
CORP
US
N
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
27093245.43270000
PA
USD
654789.56000000
0.014151197178
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.95600000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
19050000.00000000
PA
USD
17825598.21000000
0.385243703483
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAH4
11750000.00000000
PA
USD
10243949.51000000
0.221390440928
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
2150000.00000000
PA
USD
1574875.00000000
0.034035922406
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
379000.00000000
PA
USD
319104.36000000
0.006896427485
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
EDWARDS LIFESCIENCES COR
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176EAD0
420000.00000000
PA
USD
392631.82000000
0.008485490061
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
4000000.00000000
PA
USD
3776227.60000000
0.081611168875
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
4.13800000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
1969885.86000000
PA
USD
1826612.52000000
0.039476429556
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
3.63500000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
8329016.03270000
PA
USD
6133678.14000000
0.132559976657
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
11130894.58750000
PA
USD
9868468.71000000
0.213275615705
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
2500000.00000000
PA
USD
2462941.75000000
0.053228665319
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
4.43300000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBS4
11000000.00000000
PA
USD
9034917.98000000
0.195261063459
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Virgin Media Bristol LLC
N/A
200000.00000000
PA
USD
190556.00000000
0.004118262865
Long
LON
CORP
US
N
2
2028-01-31
Variable
5.32000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp.
N/A
10441000.00000000
PA
USD
9980656.31000000
0.215700194448
Long
LON
CORP
US
N
2
2028-03-13
Variable
5.87000000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp.
884903BV6
1550000.00000000
PA
USD
1452196.69000000
0.031384620277
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd.
64131TAQ7
10200000.00000000
PA
USD
9525553.56000000
0.205864593600
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
3.91200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
14474112.62110000
PA
USD
516543.45000000
0.011163446485
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.01400000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
13450000.00000000
PA
USD
13188757.96000000
0.285033124891
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
3.81200000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
22783314.18500000
PA
USD
897168.18000000
0.019389441422
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.23700000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9111250.00000000
PA
USD
7423409.16000000
0.160433417357
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
6500321.92030000
PA
USD
6149304.54000000
0.132897691675
Long
LON
CORP
US
N
2
2028-02-01
Variable
6.87000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBC5
5050000.00000000
PA
USD
4525833.89000000
0.097811528600
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KMTE5
9995819.36900000
PA
USD
9314959.53000000
0.201313272343
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
37250304.86120000
PA
USD
921151.61000000
0.019907767106
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.87900000
N
N
N
N
N
N
CONAIR HOLDINGS LLC
N/A
Conair Holdings LLC
N/A
9925000.00000000
PA
USD
8312187.50000000
0.179641539028
Long
LON
CORP
US
N
2
2028-05-17
Variable
7.42000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
2345243.96000000
PA
2185561.41000000
0.047233970039
Long
LON
CORP
US
N
2
2025-03-31
Variable
4.19000000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
7773268.29320000
PA
USD
7325713.82000000
0.158322042796
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
4.10900000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
13560000.00000000
PA
USD
11961727.01000000
0.258514747112
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
3135312.09870000
PA
USD
3100740.27000000
0.067012655120
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
3.68400000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162DAF6
1747626.25090000
PA
USD
1543253.07000000
0.033352514798
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
3.18300000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
3900000.00000000
PA
USD
3691451.95000000
0.079779012389
Long
DBT
CORP
KY
N
3
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Certificates
3137B5KX0
97166307.91000000
PA
USD
240612.93000000
0.005200084460
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Variable
0.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
20043450.74830000
PA
USD
580877.24000000
0.012553817076
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.87800000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-308.00000000
NC
USD
-1918840.00000000
-0.04146963368
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-30800.00000000
3200.00000000
USD
2022-12-16
XXXX
-132440.00000000
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAE7
10000000.00000000
PA
USD
9458198.00000000
0.204408917046
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
4.58900000
N
N
N
N
N
N
NA RAIL HOLD CO LLC
N/A
NA Rail Hold Co. LLC
N/A
1078914.61580000
PA
USD
1039803.96000000
0.022472060894
Long
LON
CORP
US
N
2
2026-10-19
Variable
7.67000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4681009.38500000
PA
USD
4567140.56000000
0.098704241110
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
3.51200000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
325900.51460000
PA
USD
40519.21000000
0.000875694063
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
2250000.00000000
PA
USD
2018113.65000000
0.043615118405
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.36200000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAN7
275000.00000000
PA
USD
242000.00000000
0.005230061574
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
6200829.23050000
PA
USD
310469.32000000
0.006709808515
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.02800000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AN4
2250000.00000000
PA
USD
2130954.98000000
0.046053825447
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.86000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
2187000.00000000
PA
USD
2093515.15000000
0.045244682404
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
4.73900000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
86600.00000000
NS
USD
840453.00000000
0.018163722895
Long
EC
CORP
US
N
1
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
850000.00000000
PA
USD
792625.00000000
0.017130072543
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
4738813.28370000
PA
USD
4596023.36000000
0.099328451121
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
4960000.00000000
PA
USD
4416478.93000000
0.095448168376
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.87500000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAQ3
14000000.00000000
PA
USD
12966298.52000000
0.280225370474
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
28950000.00000000
PA
USD
27624118.95000000
0.597007615924
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.47500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp.
03027XBL3
12500000.00000000
PA
USD
10895625.00000000
0.235474337372
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
275000.00000000
PA
USD
244945.25000000
0.005293713801
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
3750000.00000000
PA
USD
3683625.11000000
0.079609860095
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06054MAF0
10598675.05170000
PA
USD
492741.94000000
0.010649052423
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
1.91400000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
1694880.23850000
PA
USD
1586706.37000000
0.034291619900
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.46400000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026929AA7
5832316.77250000
PA
USD
4901951.43000000
0.105940114937
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.44400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BB7
3100000.00000000
PA
USD
2912749.74000000
0.062949836742
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-3157000.00000000
OU
Notional Amount
USD
255416.23000000
0.005520010785
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2037-04-22
321.71000000
USD
0.00000000
USD
-3157000.00000000
USD
255094.52000000
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
1500000.00000000
PA
USD
1144957.05000000
0.024744611040
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4500000.00000000
PA
USD
4199465.25000000
0.090758106768
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
4.66200000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1216396.93700000
NS
USD
29157034.58000000
0.630136719782
Long
EC
RF
US
N
1
N
N
N
CERBERUS 2112 LEVERED LLC
N/A
Cerberus 2112 Levered LLC
N/A
5750000.00000000
PA
USD
5744690.22000000
0.124153237924
Long
ABS-O
CORP
US
N
3
2029-02-15
Variable
4.83100000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
15000000.00000000
PA
USD
13508582.55000000
0.291945117862
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
4703710.74140000
PA
USD
4567772.56000000
0.098717899784
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
3.34400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
1218361.30830000
PA
USD
1118042.90000000
0.024162947149
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
541138.66990000
PA
USD
504611.81000000
0.010905581973
Long
LON
CORP
US
N
2
2025-02-12
Variable
6.12000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
10976059.88820000
PA
USD
378990.18000000
0.008190669328
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.18900000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXIV, LP
15674TAA7
4583339.48660000
PA
USD
4571734.93000000
0.098803533829
Long
ABS-O
CORP
KY
N
2
2033-08-13
Floating
4.01200000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
6500000.00000000
PA
USD
5685680.00000000
0.122877919395
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
2398107.47080000
PA
USD
1905421.81000000
0.041179642115
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
881000.00000000
PA
USD
845707.94000000
0.018277291737
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
22897828.21710000
PA
USD
807507.94000000
0.017451720033
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.11600000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCU7
11700000.00000000
PA
USD
11438498.68000000
0.247206828172
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.98500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3H2
30000000.00000000
PA
USD
29044429.80000000
0.627703125017
Long
DBT
CORP
US
N
2
2025-01-07
Floating
2.81300000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
9250000.00000000
PA
USD
8834490.00000000
0.190929449093
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
4.19900000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
23174706.22540000
PA
USD
21106328.93000000
0.456146280655
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
14700000.00000000
PA
USD
12470925.52000000
0.269519456042
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AT7
750000.00000000
PA
USD
685925.94000000
0.014824111164
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAD0
14250000.00000000
PA
USD
14214384.12000000
0.307198777657
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
3.24600000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
8000000.00000000
PA
USD
7409499.52000000
0.160132804656
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CA7
14400000.00000000
PA
USD
13708359.36000000
0.296262659256
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46640UAF9
19790165.57950000
PA
USD
119586.03000000
0.002584472315
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
0.87500000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11250000.00000000
PA
USD
10977649.88000000
0.237247044699
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
4.22000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
2850000.00000000
PA
USD
2137557.00000000
0.046196507145
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
N/A
MACOM Technology Solutions Holdings, Inc.
N/A
1549148.52190000
PA
USD
1517778.26000000
0.032801957671
Long
LON
CORP
US
N
2
2024-05-17
Variable
5.37000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
24250000.00000000
PA
USD
23120781.78000000
0.499682282492
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.58400000
N
N
N
N
N
N
FLUTTER FINANCING BV
N/A
Amaya Holdings BV
N/A
4500000.00000000
PA
4068656.28000000
0.087931086241
Long
LON
CORP
NL
N
2
2026-07-21
Variable
3.73000000
N
N
N
N
N
N
TAMKO BUILDING PRODUCTS LLC
N/A
TAMKO Building Products, Inc.
N/A
1768101.29160000
PA
USD
1665692.86000000
0.035998662075
Long
LON
CORP
US
N
2
2026-05-29
Variable
6.08000000
N
N
N
N
N
N
RAVAGO HOLDINGS AMERICA INC
N/A
Ravago Holdings America, Inc.
N/A
1970000.00000000
PA
USD
1886275.00000000
0.040765844614
Long
LON
CORP
US
N
2
2028-03-06
Variable
6.18000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
3750000.00000000
PA
USD
3529921.50000000
0.076288044622
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.59300000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
8982725.00000000
PA
USD
9003564.92000000
0.194583466623
Long
LON
CORP
US
N
2
2027-06-21
Variable
8.78000000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
15742410.86760000
PA
USD
13477014.97000000
0.291262884857
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
600000.00000000
PA
USD
595365.21000000
0.012866928544
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
2240700.34760000
PA
USD
1963865.63000000
0.042442719707
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.66400000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
6000000.00000000
PA
USD
5309460.00000000
0.114747118711
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AZ3
14000000.00000000
PA
USD
11498696.58000000
0.248507814634
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
1446105.96690000
PA
USD
1423517.79000000
0.030764816918
Long
LON
CORP
US
N
2
2024-02-22
Variable
5.12000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAP4
1500000.00000000
PA
USD
1444785.00000000
0.031224440132
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBA9
3200000.00000000
PA
USD
2824981.28000000
0.061053000171
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
5375000.00000000
PA
USD
4871093.75000000
0.105273224166
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
23529178.89520000
PA
USD
21452902.97000000
0.463636378049
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
14400000.00000000
PA
USD
13240626.05000000
0.286154088959
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
22750000.00000000
PA
USD
20586997.34000000
0.444922577376
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4000000.00000000
PA
USD
3672727.60000000
0.079374345020
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
4.38400000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAJ6
4104795.15970000
PA
USD
3841401.95000000
0.083019705501
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
5.33900000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
2500000.00000000
PA
USD
2053433.25000000
0.044378439408
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
5-Year Interest Rate Swap
N/A
-82650000.00000000
NC
USD
-2351047.02000000
-0.05081041603
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
-82650000.00000000
3.30000000
USD
2022-11-30
XXXX
-1669184.52000000
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co.
125581HA9
15200000.00000000
PA
USD
14994789.66000000
0.324064765374
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.92900000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAD7
14550000.00000000
PA
USD
13883475.99000000
0.300047249164
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
10000000.00000000
PA
USD
8518074.80000000
0.184091139261
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
1.98000000
N
N
N
N
N
N
UTZ QUALITY FOODS LLC
N/A
Utz Quality Foods LLC
N/A
295500.50900000
PA
USD
286266.12000000
0.006186733199
Long
LON
CORP
US
N
2
2028-01-20
Variable
6.15000000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
5250000.00000000
PA
USD
5144188.88000000
0.111175308239
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
2.82800000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
5400000.00000000
PA
USD
4135853.09000000
0.089383331918
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599AX2
500000.00000000
PA
USD
465069.10000000
0.010050991857
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
MEDLINE INDUSTRIES INC
N/A
Medline Borrower LP
N/A
10024875.00000000
PA
USD
9200930.52000000
0.198848897370
Long
LON
CORP
US
N
2
2028-10-23
Variable
6.37000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
14199533.16000000
PA
USD
14210608.80000000
0.307117186103
Long
LON
CORP
KY
N
2
2027-10-20
Variable
6.46000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
31042440.00000000
PA
USD
29412339.39000000
0.635654322578
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
308.00000000
NC
USD
5354580.00000000
0.115722244241
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
30800.00000000
3600.00000000
USD
2022-12-16
XXXX
426580.00000000
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
15250000.00000000
PA
USD
14851102.70000000
0.320959427984
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.31000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
1470485.48870000
PA
USD
1427970.22000000
0.030861042055
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
361000.00000000
PA
USD
324662.42000000
0.007016547304
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465JAC4
2892992.83800000
PA
USD
2265370.19000000
0.048958783401
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.89400000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
994723.45130000
PA
USD
901950.07000000
0.019492786790
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
1200000.00000000
PA
USD
898980.00000000
0.019428598158
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
1550000.00000000
PA
USD
1267570.92000000
0.027394520503
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
23000000.00000000
PA
USD
22564285.70000000
0.487655386771
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.01200000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
31000000.00000000
PA
USD
24710874.07000000
0.534047078302
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
LUX NEWCO
N/A
Froneri US, Inc.
N/A
439875.00000000
PA
USD
414252.28000000
0.008952747652
Long
LON
CORP
US
N
2
2027-01-29
Variable
5.37000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
2000000.00000000
PA
USD
1756344.20000000
0.037957802943
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
6423106.39650000
PA
USD
315230.00000000
0.006812695496
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.88300000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
6000000.00000000
PA
USD
5997828.48000000
0.129624017622
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
4.51700000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
21350000.00000000
PA
USD
18196043.71000000
0.393249706686
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAD7
1950000.00000000
PA
USD
1868800.25000000
0.040388183381
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
5070000.00000000
PA
USD
3753777.30000000
0.081125976927
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
51520962.32170000
PA
USD
1600962.38000000
0.034599718289
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.05400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XG2D0
2393450.35350000
PA
USD
2238559.79000000
0.048379361736
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
75000.00000000
PA
USD
67461.19000000
0.001457959411
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
2002090.73740000
PA
USD
1700401.09000000
0.036748770257
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
1050000.00000000
PA
USD
970749.86000000
0.020979675790
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
27650000.00000000
PA
USD
26407439.42000000
0.570712951219
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.39300000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248AZ1
350000.00000000
PA
USD
324181.29000000
0.007006149206
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
2000000.00000000
PA
USD
1924394.80000000
0.041589683049
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
4.34000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
7350000.00000000
PA
USD
6109671.99000000
0.132041159952
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAG7
7900000.00000000
PA
USD
7395311.66000000
0.159826179113
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
4.81800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
6429680.08000000
PA
USD
5981547.84000000
0.129272163284
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
KKR ACQUISITION HOLDINGS I-A
N/A
KKR Acquisition Holdings I Corp.
48253T117
205236.00000000
NS
USD
24628.32000000
0.000532262934
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
205236.00000000
11.50000000
USD
2027-12-31
XXXX
-176288.77000000
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EED2
3145000.00000000
PA
USD
2681913.22000000
0.057961038340
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
1.55000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
9643000.00000000
PA
USD
7867906.24000000
0.170039810325
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
2040052.28900000
PA
USD
2040052.29000000
0.044089252447
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAL4
8050000.00000000
PA
USD
6808856.64000000
0.147151816033
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
3.15000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ERB4
93261.77960000
PA
USD
92131.14000000
0.001991122046
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
3.81900000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAG6
10000000.00000000
PA
USD
9455074.00000000
0.204341401705
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
5.14300000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
6417923.79410000
PA
USD
6370461.32000000
0.137677293233
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
3.91200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPQL4
5187276.63530000
PA
USD
4843307.96000000
0.104672722544
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
3431626.95360000
PA
USD
3360252.54000000
0.072621188803
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
3.81900000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
3182500.00000000
PA
USD
3114967.35000000
0.067320128278
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
11500000.00000000
PA
USD
11247115.00000000
0.243070677632
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.21000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
495000.00000000
NC
392.93000000
0.000008491934
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
485209.89000000
USD
495000.00000000
EUR
2022-10-17
392.93000000
N
N
N
NEXT LIMITED PARTNERSHIP INC
3HG2WD2W22M120IUNG49
Altice US Finance I Corp.
N/A
458375.00000000
PA
USD
428007.66000000
0.009250026513
Long
LON
CORP
US
N
2
2026-01-15
Variable
5.07000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
2240875.00000000
PA
USD
2027991.88000000
0.043828604980
Long
LON
CORP
US
N
2
2028-02-17
Variable
6.06000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
13344983.61720000
PA
USD
12785504.52000000
0.276318082241
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
25122000.00000000
PA
USD
24751073.67000000
0.534915865010
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
3.84000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4420000.00000000
PA
USD
4222755.64000000
0.091261454594
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
109983.53960000
PA
USD
105487.83000000
0.002279784488
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAB0
6950000.00000000
PA
USD
6462117.65000000
0.139658153768
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
1.37400000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
15900000.00000000
PA
USD
15900000.00000000
0.343628012548
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
4.58400000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAM9
75000.00000000
PA
USD
71830.36000000
0.001552385147
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
1794408.90730000
PA
USD
1745416.70000000
0.037721639728
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
5059958.30660000
PA
USD
176174.09000000
0.003807443547
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.58500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BD4
6610000.00000000
PA
USD
6675219.09000000
0.144263664731
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAM2
2050000.00000000
PA
USD
1730165.03000000
0.037392023310
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
2500000.00000000
PA
USD
1830882.50000000
0.039568711615
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
10200000.00000000
PA
USD
9663102.60000000
0.208837279339
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
4.35800000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
1000000.00000000
PA
USD
902409.30000000
0.019502711588
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
4.51000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
13550000.00000000
PA
USD
12334735.46000000
0.266576140341
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust Series
85779JAA6
35000000.00000000
PA
USD
35000000.00000000
0.756413864100
Long
ABS-O
CORP
US
N
3
2022-12-08
Floating
3.78400000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
20850000.00000000
PA
USD
19454640.44000000
0.420450278568
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAK9
1200000.00000000
PA
USD
1184469.17000000
0.025598540051
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
3100000.00000000
PA
USD
3069713.00000000
0.066342099200
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
5577937.11640000
PA
USD
5109996.16000000
0.110436341169
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
22250000.00000000
PA
USD
21224626.55000000
0.458702908079
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.26800000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AK0
700000.00000000
PA
USD
661333.05000000
0.014292613937
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
7295264.59340000
PA
USD
6768816.41000000
0.146286473602
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
4.36400000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAB7
15000000.00000000
PA
USD
12256359.00000000
0.264882282028
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
1800000.00000000
PA
USD
1527833.27000000
0.033019264784
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
7801050.00000000
PA
USD
6629340.09000000
0.143272135826
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAE3
33600000.00000000
PA
USD
31819936.18000000
0.687686882324
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
300000.00000000
PA
USD
242499.00000000
0.005240845875
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
5000000.00000000
PA
USD
4613485.00000000
0.099705829023
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
4.46000000
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
0.018147301150
Long
LON
CORP
US
N
3
2026-08-19
Variable
5.74000000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
4542478.79100000
PA
USD
4352285.20000000
0.094060824737
Long
LON
CORP
US
N
2
2026-11-09
Variable
6.87000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
6250000.00000000
PA
USD
5804310.63000000
0.125441743773
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
4186723.14580000
PA
USD
3833489.31000000
0.082848698913
Long
LON
CORP
US
N
2
2028-03-09
Variable
6.01000000
N
N
N
N
N
N
Morgan Stanley Home Equity Loa
N/A
Morgan Stanley Home Equity Loan Trust
61744CYP5
2076753.27680000
PA
USD
2054373.15000000
0.044398752362
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.64400000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
30257WAA4
2828000.00000000
PA
USD
2510924.64000000
0.054265663125
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
6105344.88480000
PA
USD
5899289.49000000
0.127494410245
Long
LON
CORP
US
N
2
2026-04-30
Variable
7.67000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CT0
50500000.00000000
PA
USD
49273296.93000000
1.064885855080
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
12300000.00000000
PA
USD
11531718.63000000
0.249221481389
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAD9
1703379.58950000
PA
USD
1636104.61000000
0.035359206003
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.22400000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
7210000.00000000
NS
USD
6997899.18000000
0.151237370266
Long
EP
CORP
US
N
2
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
11500000.00000000
PA
USD
11119968.70000000
0.240322814087
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.31200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
3085000.00000000
PA
USD
2653100.00000000
0.057338332081
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
21444377.21550000
PA
USD
19960627.89000000
0.431385590633
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
300000.00000000
PA
USD
287814.35000000
0.006220193275
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
523999.83150000
PA
USD
518844.62000000
0.011213178968
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.65400000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAC0
2500000.00000000
PA
USD
2136715.75000000
0.046178326198
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.48500000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
5908502.47620000
PA
USD
5881903.34000000
0.127118663819
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
1.83400000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
1217926.19700000
NS
USD
29254587.25000000
0.632245010984
Long
EC
RF
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
8497270.78430000
PA
USD
340452.50000000
0.007357799744
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.33400000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
1300000.00000000
PA
USD
1106313.00000000
0.023909442606
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
11241573.68310000
PA
USD
423817.45000000
0.009159468429
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.16300000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
2250000.00000000
PA
USD
1819822.93000000
0.039329694127
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
11450000.00000000
PA
USD
11245907.87000000
0.243044589350
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
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
-0.00024169973
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
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61767EAF1
23579094.36710000
PA
USD
665024.78000000
0.014372398958
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.91300000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp. I
SBP818W74
72300.00000000
NS
USD
700587.00000000
0.015140963423
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
6780000.00000000
PA
USD
6407292.69000000
0.138473286344
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
62942QCR2
15750000.00000000
PA
USD
15055064.33000000
0.325367410975
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.42600000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
275000.00000000
PA
USD
209000.00000000
0.004516871359
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
11161000.00000000
PA
USD
8219956.30000000
0.177648254503
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCD5
12400000.00000000
PA
USD
10356048.98000000
0.223813115022
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
9868667.01600000
PA
USD
8346421.18000000
0.180381391319
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
7100682.72080000
PA
USD
6808114.71000000
0.147135781572
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
3.28400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
53396844.64210000
PA
USD
834672.78000000
0.018038801793
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83800000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
22350000.00000000
PA
USD
19385816.72000000
0.418962872397
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
972675.00000000
PA
USD
935596.63000000
0.020219950346
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.98000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
100000.00000000
PA
USD
90883.00000000
0.001964147463
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
WAVERLY CAPITAL ACQUISITION CORP 1
N/A
Waverley Capital Acquisition Corp. 1
N/A
99000.00000000
NS
USD
967230.00000000
0.020903605193
Long
EC
CORP
US
N
2
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
6750000.00000000
PA
USD
6483871.13000000
0.140128286165
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.01200000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAC8
2629343.76170000
PA
USD
2597901.02000000
0.056145381402
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
3.23100000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
700000.00000000
PA
USD
620837.00000000
0.013417420404
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
491250.00000000
PA
USD
453860.96000000
0.009808763500
Long
LON
CORP
US
N
2
2026-12-22
Variable
6.82000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1050000.00000000
PA
USD
934442.25000000
0.020195002088
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
13724419.70770000
PA
USD
578651.73000000
0.012505719744
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.38300000
N
N
N
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells LLC
N/A
2580701.03060000
PA
USD
2400051.96000000
0.051869502203
Long
LON
CORP
US
N
2
2028-11-10
Variable
8.31000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
14283092.92000000
PA
USD
12222576.23000000
0.264152174725
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
5000000.00000000
PA
USD
4807200.00000000
0.103892363643
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
4.26000000
N
N
N
N
N
N
ENTAIN HOLDINGS GIBRALTAR LIMITED
N/A
Entain Holdings (Gibraltar) Ltd.
N/A
1481250.00000000
PA
USD
1438664.06000000
0.031092155450
Long
LON
CORP
GI
N
2
2027-03-29
Variable
6.17000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
8250000.00000000
PA
USD
7620680.10000000
0.164696802329
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
3.91800000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
7050000.00000000
PA
USD
5992993.50000000
0.129519524881
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAE3
500000.00000000
PA
USD
446765.91000000
0.009655426523
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
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
0.064122313675
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
3700000.00000000
PA
2894072.33000000
0.062546183832
Long
LON
CORP
NL
N
2
2025-07-02
Variable
3.74000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QDB6
8300000.00000000
PA
USD
8284778.63000000
0.179049183335
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.31700000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance, Inc.
75972YAA9
400000.00000000
PA
USD
384816.58000000
0.008316588464
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.70000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
6400000.00000000
PA
USD
6119102.08000000
0.132244961404
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
4.89300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
6769059.61520000
PA
USD
5472848.33000000
0.118278238655
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
4000000.00000000
PA
USD
3736731.60000000
0.080757588247
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.41200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
250000.00000000
PA
USD
186800.00000000
0.004037088851
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
6078125.00000000
PA
USD
5371603.75000000
0.116090158541
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
22600000.00000000
PA
USD
19079221.94000000
0.412336799762
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
7360000.00000000
PA
USD
6591873.60000000
0.142462416612
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
3500000.00000000
PA
USD
3288016.20000000
0.071060029687
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
5.27700000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AD5
4794132.94900000
PA
USD
2551149.43000000
0.055134994235
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.33400000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust
78433QAC9
1968235.61470000
PA
USD
1730656.98000000
0.037402655247
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
3739506.30000000
PA
USD
3663341.16000000
0.079171486924
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAE8
6000000.00000000
PA
USD
5646056.40000000
0.122021581098
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
4.58900000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
10150000.00000000
PA
USD
10139860.86000000
0.219140895273
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAB9
1100000.00000000
PA
USD
1061324.00000000
0.022937148225
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
15221347.94460000
PA
USD
14327867.00000000
0.309651349765
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
4.48400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AQ0
15500000.00000000
PA
USD
14763161.00000000
0.319058847381
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.61000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
2671000.00000000
PA
USD
2256674.48000000
0.048770853240
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
1850000.00000000
PA
USD
1496187.50000000
0.032335341951
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
13084375.00000000
PA
USD
12364734.38000000
0.267224471741
Long
LON
CORP
US
N
2
2026-05-29
Variable
6.62000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAC3
7500000.00000000
PA
USD
7148961.00000000
0.154502091837
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
3.65000000
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.
46590XAG1
8000000.00000000
PA
USD
7498160.00000000
0.162048919407
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
4300000.00000000
PA
USD
4327743.73000000
0.093530438789
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
23311420.95000000
NS
USD
23311420.95000000
0.503802342813
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
11235695.51200000
PA
USD
10490673.28000000
0.226722591792
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAC6
9600000.00000000
PA
USD
9317111.04000000
0.201359770400
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
4.41200000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAK5
700000.00000000
PA
USD
693526.75000000
0.014988378537
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
1846000.00000000
PA
USD
1794324.85000000
0.038778634092
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
6294009.78360000
PA
USD
5210742.72000000
0.112613658162
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
6930000.00000000
PA
USD
6375600.00000000
0.137788349484
Long
LON
CORP
US
N
2
2028-07-28
Variable
8.32000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
2873680.22570000
PA
USD
126333.59000000
0.002730299399
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.84200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
6539458.28340000
PA
USD
6094010.13000000
0.131702678580
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
7500000.00000000
PA
USD
7037392.50000000
0.152090892974
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
4.73900000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
10000000.00000000
PA
USD
10100000.00000000
0.218279429354
Long
DBT
CORP
US
N
3
2024-01-09
Variable
5.28500000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
52237.90290000
PA
USD
46811.27000000
0.001011676960
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
2.39700000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912PAA6
5277913.18760000
PA
USD
5149996.63000000
0.111300824314
Long
ABS-MBS
CORP
US
Y
2
2026-03-02
Floating
4.26400000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAG3
4042177.18490000
PA
USD
3475769.53000000
0.075117721740
Long
ABS-O
CORP
BM
N
2
2045-09-20
Fixed
2.10000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-44337375.00000000
NC
1498131.45000000
0.032377354257
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
44337375.00000000
ILS
14014848.59000000
USD
2022-11-30
1498131.45000000
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAC0
1637567.10330000
PA
USD
756756.28000000
0.016354884055
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.26400000
N
N
N
N
N
N
MSD ACQUISITION CORP-A
N/A
MSD Acquisition Corp.
N/A
27374.00000000
NS
USD
2337.74000000
0.000050522827
N/A
DE
US
N
1
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
27374.00000000
11.50000000
USD
2023-05-13
XXXX
-26308.43000000
N
N
N
MFRA Trust
N/A
MFRA Trust
552747AC1
1167947.35840000
PA
USD
1075522.78000000
0.023244009769
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
1.26200000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
182428.98000000
NS
USD
1795101.16000000
0.038795411568
Long
EC
CORP
US
N
1
N
N
N
ISRAEL (STATE OF)
N/A
State of Israel
N/A
233849000.00000000
PA
65591036.87000000
1.417541989977
Long
DBT
NUSS
IL
N
2
2022-11-30
Fixed
1.25000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
1000000.00000000
PA
USD
999639.53000000
0.021604034274
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
4.51700000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
1400000.00000000
PA
USD
1372895.30000000
0.029670772539
Long
ABS-O
CORP
KY
N
2
2037-02-16
Floating
4.83600000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAA3
377911.79800000
PA
USD
376559.33000000
0.008138134224
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
4.18600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAE5
2942893.45180000
PA
USD
2907124.94000000
0.062828274551
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
3.33100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362PAD7
38828.43490000
PA
USD
38446.90000000
0.000830907662
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.21400000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
4000000.00000000
PA
USD
3997262.16000000
0.086388129036
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
5.04100000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
3900000.00000000
PA
USD
3045393.00000000
0.065816499623
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
25000000.00000000
PA
USD
23207767.50000000
0.501562202623
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.46800000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
13393297.86320000
PA
USD
13005133.30000000
0.281064660931
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
3.71400000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
15000000.00000000
PA
USD
13293491.55000000
0.287296608877
Long
DBT
CORP
US
N
2
2026-06-24
Variable
1.33900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12654PAA6
5662138.17220000
PA
USD
5480542.64000000
0.118444526734
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAG5
6880791.04490000
PA
USD
6518610.29000000
0.140879062800
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.21800000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
4670875.00000000
PA
USD
4351714.11000000
0.094048482440
Long
LON
CORP
US
N
2
2028-01-17
Variable
7.87000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAN3
9100000.00000000
PA
USD
7466521.61000000
0.161365156068
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-32.00000000
NC
USD
0.00000000
0
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-3200.00000000
55.00000000
USD
2022-12-16
XXXX
32952.79000000
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
12228293.73210000
PA
USD
10119295.81000000
0.218696447017
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
3975532.54550000
PA
USD
3821117.69000000
0.082581325630
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.51800000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
9750000.00000000
PA
USD
8696490.08000000
0.187947019015
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
225000.00000000
PA
USD
216299.25000000
0.004674621471
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
2089202.47620000
PA
USD
1814379.59000000
0.039212053617
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
3.29300000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
10384290.00920000
PA
USD
9948097.91000000
0.214996548015
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
14400000.00000000
PA
USD
12457539.07000000
0.269230150432
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377JAC7
13271501.95480000
PA
USD
3495931.27000000
0.075553453730
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.30400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
4320000.00000000
PA
USD
4187568.67000000
0.090500999967
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12651DAE8
262265.74730000
PA
USD
261241.95000000
0.005645915224
Long
ABS-MBS
CORP
US
N
2
2037-11-30
Variable
2.75900000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10961250.00000000
PA
USD
10026145.76000000
0.216683304467
Long
LON
CORP
LU
N
2
2028-05-03
Variable
5.62000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
14250000.00000000
PA
USD
12403474.60000000
0.268061718584
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
4250000.00000000
PA
USD
3919052.50000000
0.084697875575
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
28866.00000000
NS
USD
2889.49000000
0.000062447151
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
28866.00000000
11.50000000
USD
2026-03-31
XXXX
-20941.17000000
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
148829.00000000
NS
USD
1455532.74000000
0.031456718405
Long
EC
CORP
US
N
1
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
42100000.00000000
PA
USD
38305134.63000000
0.827843854296
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
7300000.00000000
PA
USD
6398723.75000000
0.138288095915
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
5050000.00000000
PA
USD
5001860.62000000
0.108099334836
Long
DBT
CORP
US
N
2
2024-04-12
Floating
2.88000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
7117470.58300000
PA
USD
5678799.17000000
0.122729212103
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
3881539.09720000
PA
USD
1406606.50000000
0.030399333083
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.23400000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
National Basketball Association
N/A
1900000.00000000
PA
USD
1785148.04000000
0.038580306483
Long
DBT
CORP
US
N
3
2024-12-16
Fixed
2.51000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
14250000.00000000
PA
USD
13691059.43000000
0.295888776202
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.13200000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
5883482.66360000
PA
USD
4947205.82000000
0.106918144880
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
5297928.56620000
PA
USD
5077746.65000000
0.109739370412
Long
LON
CORP
US
N
2
2025-03-31
Variable
6.12000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3C3
15850000.00000000
PA
USD
12502477.94000000
0.270201361412
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.98500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
132000.00000000
PA
USD
126378.12000000
0.002731261773
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
Newmark Group, Inc.
65158NAB8
775000.00000000
PA
USD
763465.70000000
0.016499886864
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Limited Finance Corp.
120568BB5
1900000.00000000
PA
USD
1709141.16000000
0.036937659117
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
MSD Acquisition Corp
N/A
MSD Acquisition Corp.
N/A
136871.00000000
NS
USD
1355022.90000000
0.029284517363
Long
EC
CORP
US
N
1
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAS6
14693333.33330000
PA
USD
12780246.64000000
0.276204449860
Long
ABS-O
CORP
US
N
2
2045-10-18
Fixed
2.07000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
3675000.00000000
PA
USD
3427488.75000000
0.074074285987
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
SPECTRUM BRANDS HOLDINGS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
N/A
3262552.41010000
PA
USD
3091268.41000000
0.066807950942
Long
LON
CORP
US
N
2
2028-03-03
Variable
5.12000000
N
N
N
N
N
N
THL AGILITI LLC
N/A
Agiliti
N/A
742307.68930000
PA
USD
716326.92000000
0.015481131814
Long
LON
CORP
US
N
2
2026-01-04
Variable
5.38000000
N
N
N
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
43750.00000000
NS
USD
360937.50000000
0.007800517973
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
69600.00000000
NS
USD
1197120.00000000
0.025871947571
Long
EP
CORP
US
N
2
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
2106980.39000000
PA
USD
2106980.39000000
0.045535690810
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
5910000.00000000
PA
USD
5162951.47000000
0.111580802045
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A Unfunded
N/A
4359947.71100000
PA
USD
0.04000000
0.000000000864
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAD3
150000.00000000
PA
USD
142262.25000000
0.003074546806
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
800000.00000000
PA
USD
722000.00000000
0.015603737425
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
3600000.00000000
PA
USD
2995295.62000000
0.064733803829
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
808321.22460000
PA
USD
783869.51000000
0.016940850428
Long
LON
CORP
US
N
2
2028-02-02
Variable
5.65000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
9370000.00000000
PA
USD
7212431.47000000
0.155873804508
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
24650000.00000000
PA
USD
22578137.92000000
0.487954758522
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31572LAC0
2316855.37000000
PA
USD
1920780.14000000
0.041511563651
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
6517921.39000000
PA
USD
6078427.08000000
0.131365900435
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
19419641.17830000
PA
USD
872262.31000000
0.018851180126
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.19900000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AC7
500000.00000000
PA
USD
463669.00000000
0.010020733141
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
4.02800000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
21000000.00000000
PA
20571108.70000000
0.444579194874
Long
ABS-O
CORP
US
N
3
2025-12-28
Variable
3.36000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
1500000.00000000
PA
USD
955821.60000000
0.020657048852
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
36500000.00000000
PA
USD
34883192.35000000
0.753889437646
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
4.24000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
10000000.00000000
PA
USD
9706566.60000000
0.209776615687
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
13000000.00000000
PA
USD
11237390.06000000
0.242860503934
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
CONYERS PARK III ACQUISITI-A
N/A
Conyers Park III Acquisition Corp.
21289P110
41766.00000000
NS
USD
5964.18000000
0.000128896812
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
41766.00000000
11.50000000
USD
2028-08-12
XXXX
-35927.37000000
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AB9
22250000.00000000
PA
USD
21221998.83000000
0.458646118255
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
3.17800000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
2000000.00000000
PA
USD
1940371.80000000
0.041934975172
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
10537831.66000000
PA
USD
9825524.29000000
0.212347508429
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1500000.00000000
PA
USD
1248945.00000000
0.026991980385
Long
LON
CORP
US
N
2
2027-03-09
Variable
6.12000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust Series 2022-SP1
85778GAA3
16550000.00000000
PA
USD
16550000.00000000
0.357675698596
Long
ABS-O
CORP
US
N
2
2023-10-12
Floating
4.59800000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
39447159.58770000
PA
USD
34706325.00000000
0.750067011485
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
3250000.00000000
PA
USD
2456830.61000000
0.053096592432
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
6143382.51640000
PA
USD
5925628.48000000
0.128063643879
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
1400000.00000000
PA
USD
1260540.40000000
0.027242578137
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
2646219.88610000
PA
USD
2576961.17000000
0.055692833035
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.86400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
12806651.60890000
PA
USD
12604991.67000000
0.272416870173
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
3.61000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
12861738.79350000
PA
USD
377080.46000000
0.008149396795
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.01800000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAL9
2662500.00000000
PA
USD
2522323.10000000
0.054512004645
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
3.81800000
N
N
N
N
N
N
HARSCO CORPORATION
KAO98FK89NPNNPQGUZ43
Harsco Corporation
N/A
3950000.00000000
PA
USD
3606034.00000000
0.077932974629
Long
LON
CORP
US
N
2
2028-03-10
Variable
5.38000000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp.
SBP818Y98
18074.00000000
NS
USD
2696.64000000
0.000058279310
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
18074.00000000
1.00000000
USD
2023-07-09
XXXX
-76959.88000000
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAZ3
16450000.00000000
PA
USD
13772285.94000000
0.297644229296
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
8606627.81280000
PA
USD
7985001.21000000
0.172570446288
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
305613000.00000000
PA
USD
282978995.61000000
6.115692443678
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
5000000.00000000
PA
USD
4675511.00000000
0.101046324061
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
4.89300000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
27272727.00000000
PA
USD
1090.91000000
0.000023576555
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
701525.99870000
PA
USD
677147.97000000
0.014634403215
Long
LON
CORP
US
N
2
2026-02-06
Variable
6.33000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
36915515.03950000
PA
USD
749905.46000000
0.016206825334
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.85700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAH5
9500000.00000000
PA
USD
8250444.58000000
0.178307161865
Long
DBT
CORP
FR
N
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A Unfunded
N/A
4293019.61000000
PA
USD
0.04000000
0.000000000864
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
1511987.51440000
PA
USD
1507528.36000000
0.032580438629
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
3.85400000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421MG5
1151583.13820000
PA
USD
1114155.53000000
0.024078933990
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
4.10400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
10800000.00000000
PA
USD
8856000.00000000
0.191394319442
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
490000000.00000000
OU
Notional Amount
USD
-390236.00000000
-0.00843371201
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2027-10-03
0.00000000
USD
191493.24000000
USD
490000000.00000000
USD
-198742.76000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
18609375.00000000
PA
USD
15545211.14000000
0.335960377904
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
10250000.00000000
PA
USD
9645792.53000000
0.208463177140
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
SIPCO HOLDINGS LTD
5493005G2MHUFTGARL57
AlixPartners, LLP
N/A
8767746.83540000
PA
USD
8404499.08000000
0.181636560712
Long
LON
CORP
US
N
2
2028-02-04
Variable
5.87000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
32027NMJ7
524582.18200000
PA
USD
504505.49000000
0.010903284204
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
4.35900000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
1944171.57540000
PA
USD
1882213.16000000
0.040678060840
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.23400000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAD2
3974166.66720000
PA
USD
3702068.59000000
0.080008457352
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
SAMSONITE INTERNATIONAL SA
N/A
Samsonite IP Holdings SARL
N/A
293631.61440000
PA
USD
283598.22000000
0.006129075012
Long
LON
CORP
LU
N
2
2025-04-25
Variable
4.87000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
22750000.00000000
PA
USD
21952478.28000000
0.474433112067
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.04300000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670ZH4
481530.09060000
PA
USD
480837.07000000
0.010391766460
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.42400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAH0
17950000.00000000
PA
USD
15281702.70000000
0.330265479695
Long
DBT
CORP
FR
N
2
2027-01-26
Variable
1.24700000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
2929169.90160000
PA
USD
2322831.73000000
0.050200632129
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
CARLYLE GMS FINANCE MM CLO LLC
N/A
Carlyle GMS Finance MM CLO LLC
14310QAC2
250000.00000000
PA
USD
244776.23000000
0.005290060970
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
4.29200000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
2300000.00000000
PA
USD
2169822.19000000
0.046893816775
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
3250000.00000000
PA
USD
3051520.23000000
0.065948920244
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
4.98900000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
11500000.00000000
PA
USD
11057569.70000000
0.238974257838
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.07200000
N
N
N
N
N
N
COLICITY INC-A
N/A
Colicity, Inc.
194170114
9360.00000000
NS
USD
449.28000000
0.000009709760
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
9360.00000000
11.50000000
USD
2027-12-31
XXXX
-8148.52000000
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
2610000.00000000
PA
USD
2192811.57000000
0.047390659225
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
S&P 500 Index
N/A
221.00000000
NC
USD
10210200.00000000
0.220661052435
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
S&P 500 INDEX
US78378X1072
22100.00000000
4000.00000000
USD
2023-04-21
XXXX
4949785.81000000
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
29406647.66380000
PA
USD
1026565.49000000
0.022185953401
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.16100000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
35251513.37630000
PA
USD
709958.43000000
0.015343497125
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.57700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590MAT7
33866255.94850000
PA
USD
1735185.04000000
0.037500514886
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.94700000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BA0
200000.00000000
PA
USD
176483.45000000
0.003814129381
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
16750000.00000000
PA
USD
14018940.64000000
0.302974887431
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
3406658.29320000
PA
USD
3225696.60000000
0.069713189417
Long
LON
CORP
US
N
2
2027-12-01
Variable
6.56000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
3650000.00000000
PA
USD
3388902.73000000
0.073240371687
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.88400000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
350000.00000000
PA
USD
289695.00000000
0.006260837553
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
102052.00000000
NS
USD
2019609.08000000
0.043647437376
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAA5
163160.22880000
PA
USD
163049.74000000
0.003523802396
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
3.94800000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
4490545.61710000
PA
USD
4052528.82000000
0.087582542403
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-115000000.00000000
OU
Notional Amount
USD
7301459.25000000
0.157797857281
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-07-22
1195.96000000
USD
0.00000000
USD
-115000000.00000000
USD
7300263.29000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
4459767.47000000
PA
USD
4054679.74000000
0.087629027709
Long
ABS-O
CORP
US
N
3
2031-03-22
Fixed
3.69000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
392803.22360000
PA
USD
360396.96000000
0.007788835917
Long
LON
CORP
US
N
2
2025-02-14
Variable
5.87000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
2000000.00000000
PA
USD
1889907.60000000
0.040844351728
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
4.09800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
8731202.14830000
PA
USD
7303866.26000000
0.157849877160
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAJ2
5150000.00000000
PA
USD
4255863.59000000
0.091976977805
Long
DBT
CORP
US
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540RAX0
13700000.00000000
PA
USD
12002963.60000000
0.259405945066
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
3649999.99000000
PA
USD
0.04000000
0.000000000864
Long
ABS-O
CORP
US
N
3
2031-07-15
None
0.00000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAD2
19217200.00000000
PA
USD
15781030.50000000
0.341056864571
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
16231697.98480000
PA
USD
15134528.53000000
0.327084777334
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4500000.00000000
PA
USD
4018058.19000000
0.086837569190
Long
DBT
CORP
US
N
3
2027-05-07
Fixed
3.46000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
3204810.96360000
PA
USD
3165981.15000000
0.068422629581
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
3.13100000
N
N
N
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series
50209LAA5
6882560.47210000
PA
USD
6798041.94000000
0.146918090633
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.97000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
7860000.00000000
PA
USD
6553485.57000000
0.141632781238
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
29000000.00000000
PA
USD
27758762.30000000
0.599917504400
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
4.36200000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
4598251.60400000
PA
USD
4023290.36000000
0.086950645931
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAC8
6906562.50000000
PA
USD
5807539.86000000
0.125511533326
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.86000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal S.A.
03938LBA1
400000.00000000
PA
USD
382853.54000000
0.008274163587
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank North America/Providence RI
75524KNH3
20000000.00000000
PA
USD
18559081.40000000
0.401095613598
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
8100000.00000000
PA
7029209.06000000
0.151914033904
Long
LON
CORP
GB
N
2
2026-01-29
Variable
3.44000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
500000.00000000
PA
USD
499506.31000000
0.010795242802
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
3250000.00000000
PA
USD
3127448.68000000
0.067589872594
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
4.18300000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
503117.64280000
PA
USD
456579.26000000
0.009867510923
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.62000000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
820948.00000000
NS
USD
8078128.32000000
0.174583093063
Long
EC
CORP
US
N
1
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
135000.00000000
NS
USD
1318950.00000000
0.028504916173
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
11700000.00000000
PA
USD
9160781.88000000
0.197981212001
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-33.00000000
NC
USD
0.00000000
0
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-3300.00000000
50.00000000
USD
2022-12-16
XXXX
35674.73000000
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
2715625.00000000
PA
USD
2131765.63000000
0.046071345072
Long
LON
CORP
US
N
3
2028-01-06
Variable
6.04000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
35336250.00000000
PA
USD
29659276.49000000
0.640991083892
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
BIFM CA BUYER INC
N/A
BGIS (BIFM CA Buyer, Inc.)
N/A
11752070.45300000
PA
USD
11370128.16000000
0.245729216480
Long
LON
CORP
CA
N
2
2026-06-01
Variable
6.62000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
7000000.00000000
PA
USD
6509179.60000000
0.140675248381
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
4.21000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
7050000.00000000
PA
USD
5491756.13000000
0.118686870714
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBE1
4900000.00000000
PA
USD
4445554.99000000
0.096076555087
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
225000.00000000
PA
USD
166356.10000000
0.003595258869
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
3250000.00000000
PA
USD
2488622.50000000
0.053783673186
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
7100000.00000000
PA
USD
5354302.27000000
0.115716241988
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
10400000.00000000
PA
USD
10255690.02000000
0.221644174772
Long
DBT
CORP
US
N
2
2024-05-13
Floating
2.93100000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio, LP
29717PAY3
10450000.00000000
PA
USD
8472610.14000000
0.183108565000
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.70000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137TAP0
80000.00000000
PA
USD
74160.00000000
0.001602732918
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
7970000.00000000
PA
6991228.07000000
0.151093195406
Long
LON
CORP
SE
N
2
2028-03-27
Variable
3.47000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
5813955.16010000
PA
USD
222139.02000000
0.004800829556
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.50300000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
7500000.00000000
PA
USD
6450000.00000000
0.139396269241
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
6900000.00000000
PA
USD
6590899.80000000
0.142441371017
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAU4
14000000.00000000
PA
USD
11831759.66000000
0.255705915529
Long
DBT
CORP
NL
N
2
2027-06-16
Variable
1.54200000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
125000.00000000
PA
USD
118125.00000000
0.002552896791
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
55627.76010000
PA
USD
54879.64000000
0.001186049158
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
2.45900000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
5000000.00000000
PA
USD
4699436.50000000
0.101563397773
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
3.92800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCP9
15000000.00000000
PA
USD
12684083.25000000
0.274126183534
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.47000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
11948750.00000000
PA
USD
9422832.05000000
0.203644594334
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
2720557.71560000
PA
USD
2504436.61000000
0.054125444959
Long
LON
CORP
US
N
2
2028-06-02
Variable
7.67000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAE9
11200000.00000000
PA
USD
10637790.24000000
0.229902057740
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
4.73900000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
279.00000000
NC
USD
7062885.00000000
0.152641832415
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
27900.00000000
3800.00000000
USD
2022-11-18
XXXX
3273798.28000000
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
2067857.15130000
PA
USD
1631890.83000000
0.035268138528
Long
LON
CORP
US
N
2
2025-05-23
Variable
7.12000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
400000.00000000
PA
USD
359657.32000000
0.007772850947
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
2.21900000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
5165000.00000000
PA
USD
4855100.00000000
0.104927570045
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
3000000.00000000
PA
USD
2465029.20000000
0.053273778922
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
2500000.00000000
PA
USD
2115429.00000000
0.045718280689
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAS1
400000.00000000
PA
USD
373558.63000000
0.008073283622
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.05000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
4800000.00000000
PA
USD
4476966.24000000
0.096755409515
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
4.93900000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
1974238.75160000
PA
USD
1951397.60000000
0.042173262828
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
3.13100000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
15000000.00000000
PA
USD
12990883.50000000
0.280756696751
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNST1
5970704.16900000
PA
USD
5594568.14000000
0.120908825850
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1582000.01440000
PA
USD
1373747.11000000
0.029689181707
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
13909253.31430000
PA
USD
386707.84000000
0.008357462043
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.90800000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAB7
7115000.00000000
PA
USD
6748426.02000000
0.145845800068
Long
DBT
CORP
US
N
2
2026-05-27
Fixed
4.40000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
2200000.00000000
PA
USD
2020120.52000000
0.043658490528
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
4.46800000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Company LLC
04015CAA6
14617000.00000000
PA
USD
14007800.57000000
0.302734130191
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAA8
8500000.00000000
PA
USD
7485114.45000000
0.161766981267
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.87500000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
1432369.19000000
PA
USD
1396201.87000000
0.030174470044
Long
LON
CORP
US
N
2
2024-09-27
Variable
6.37000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AR6
5000000.00000000
PA
USD
4615001.40000000
0.099738601194
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
13800000.00000000
PA
USD
12414113.75000000
0.268291650029
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
15184805.41130000
PA
USD
12109455.62000000
0.261707431933
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
29524829.84100000
PA
USD
1050168.67000000
0.022696061189
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.92600000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver CZK
N/A
-164100.00000000
NC
-138.24000000
-0.00000298761
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
164100.00000000
CZK
6368.41000000
USD
2022-12-02
-138.24000000
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.03600000
PA
USD
0.00000000
0
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
3.16400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
5000000.00000000
PA
USD
4778824.65000000
0.103279120553
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
31250000.00000000
PA
USD
30707100.00000000
0.663636461895
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
3.69000000
N
N
N
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
125300.00000000
NS
USD
1217916.00000000
0.026321387077
Long
EC
CORP
US
N
1
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
7500000.00000000
PA
USD
6208275.00000000
0.134172150918
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
3278381.52860000
PA
USD
2662818.84000000
0.057548373947
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
9250000.00000000
PA
USD
8091945.33000000
0.174881703861
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
1011000.00000000
PA
USD
865416.00000000
0.018703218874
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
23500000.00000000
PA
USD
23482852.99000000
0.507507302007
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
5.05500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
10600000.00000000
PA
USD
9771212.50000000
0.211173731545
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
1349049.78100000
PA
USD
1269647.54000000
0.027439400050
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670YH5
110468.31670000
PA
USD
109989.66000000
0.002377077249
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.66400000
N
N
N
N
N
N
New Residential AP Advance Rec
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
64831JAA7
10900000.00000000
PA
USD
10783623.97000000
0.233053790747
Long
ABS-MBS
CORP
US
N
2
2052-12-16
Fixed
1.03500000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
4943680.45140000
PA
USD
4746971.41000000
0.102590713914
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.77000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAJ3
17800000.00000000
PA
USD
15670332.53000000
0.338664479450
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.37500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
2277000.00000000
PA
USD
1776082.77000000
0.038384389457
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
8750000.00000000
PA
USD
8054180.58000000
0.174065538705
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AH3
3010000.00000000
NS
USD
2882075.00000000
0.062286899639
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
783080.54570000
PA
USD
752057.32000000
0.016253330955
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.66400000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
7188283.15680000
PA
USD
6796377.96000000
0.146882128988
Long
LON
CORP
US
N
2
2025-10-02
Variable
6.87000000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAE7
4599770.45870000
PA
USD
4304638.15000000
0.093031085045
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
4.33900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
17508542.55800000
PA
USD
16435653.21000000
0.355204455817
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION INC
N/A
Hardwood Funding LLC
N/A
3000000.00000000
PA
USD
2563167.63000000
0.055394729467
Long
DBT
CORP
US
N
3
2028-06-07
Fixed
2.37000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
400000.00000000
PA
USD
388883.62000000
0.008404484619
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
301369.86300000
PA
USD
331.51000000
0.000007164536
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank North America
20453KAA3
150000.00000000
PA
USD
145243.28000000
0.003138972304
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.87500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
6881801.18000000
PA
USD
771363.89000000
0.016670581161
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.60900000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
7105000.00000000
PA
USD
6014901.17000000
0.129992989605
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAB7
6132190.06080000
PA
USD
5642335.39000000
0.121941163282
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57800000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
7300000.00000000
PA
USD
7154274.92000000
0.154616935345
Long
DBT
CORP
US
N
3
2023-11-17
Fixed
4.35000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
34722997.32230000
PA
USD
34061229.08000000
0.736125311555
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
4.01000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-76974300.00000000
NC
2593607.95000000
0.056052600326
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
76974300.00000000
ILS
24323932.31000000
USD
2022-11-30
2593607.95000000
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
10600000.00000000
PA
USD
10027197.09000000
0.216706025627
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
4000000.00000000
PA
USD
3385396.80000000
0.073164602142
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
11726724.90800000
PA
USD
10918088.66000000
0.235959818054
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.27400000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
18500000.00000000
PA
USD
17877475.00000000
0.386364855574
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
8810990.14250000
PA
USD
8466123.58000000
0.182968378602
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
3790720.61940000
PA
USD
1958712.35000000
0.042331347923
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.03400000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
36544443.49530000
PA
USD
32980991.16000000
0.712779399006
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
535000.00000000
PA
USD
502900.00000000
0.010868586635
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
3200000.00000000
PA
USD
2899904.00000000
0.062672216861
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
FBR Securitization Trust
N/A
FBR Securitization Trust
30246QAH6
733468.56430000
PA
USD
730641.56000000
0.015790497304
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
3.83400000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
18034709.71830000
PA
USD
15931945.52000000
0.344318413526
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
4226957.18390000
PA
USD
3424697.20000000
0.074013955497
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
32098166.98080000
PA
USD
31684402.35000000
0.684757748951
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
3.63000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
6000000.00000000
PA
USD
5634286.20000000
0.121767205599
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
4.14000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AL8
300000.00000000
PA
USD
292972.32000000
0.006331666418
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.61000000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
1680271.91520000
PA
USD
1450560.09000000
0.031349250365
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
PAI HOLDCO INC
N/A
PAI Holdco, Inc.
N/A
1086249.82470000
PA
USD
1027407.67000000
0.022204154447
Long
LON
CORP
US
N
2
2027-10-28
Variable
6.56000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
1987083.33290000
PA
USD
1787077.24000000
0.038622000015
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
62558474.20000000
NS
USD
62558474.20000000
1.352002777196
Long
STIV
RF
US
N
1
N
N
N
TRANSUNION
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
N/A
2090985.19190000
PA
USD
2021731.76000000
0.043693312364
Long
LON
CORP
US
N
2
2028-12-01
Variable
5.37000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
367064.15930000
PA
USD
354474.42000000
0.007660839021
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AB3
4750762.18120000
PA
USD
4030807.93000000
0.087113114336
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.36400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
22000000.00000000
PA
USD
20736678.60000000
0.448157462526
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.18800000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
12600000.00000000
PA
USD
10755865.76000000
0.232453885179
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
1030000.00000000
PA
911080.07000000
0.019690102750
Long
LON
CORP
SE
N
2
2026-07-20
Variable
3.75000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522DAM3
1347643.01310000
PA
USD
1164479.33000000
0.025166523133
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.46400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
7220000.00000000
PA
USD
7139181.20000000
0.154290732514
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
3590000.00000000
PA
USD
3529464.99000000
0.076278178608
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
6000000.00000000
PA
USD
5721276.60000000
0.123647226874
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
4.71800000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
3200000.00000000
PA
USD
3086728.96000000
0.066709845144
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
4.98600000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
400000.00000000
PA
USD
357626.32000000
0.007728957331
Long
DBT
CORP
FR
N
2
2026-06-16
Variable
1.90700000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
10200000.00000000
PA
USD
9929802.00000000
0.214601140016
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
2742288.60610000
PA
USD
2391547.43000000
0.051685703791
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
12500000.00000000
PA
USD
10807625.00000000
0.233572496800
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
4620000.00000000
NS
USD
4133028.39000000
0.089322284997
Long
EP
CORP
US
N
2
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
7600000.00000000
PA
USD
6531908.46000000
0.141166460519
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
2920500.00000000
PA
USD
2781776.25000000
0.060119260637
Long
LON
CORP
US
N
2
2028-07-10
Variable
5.87000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
700000.00000000
PA
USD
563170.49000000
0.012171141899
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
3930250.00000000
PA
USD
3639568.71000000
0.078657720902
Long
LON
CORP
US
N
2
2029-01-27
Variable
7.03000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
1706250.00000000
PA
USD
1471239.66000000
0.031796173606
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
12100000.00000000
NS
USD
10232062.50000000
0.221133540952
Long
EP
CORP
US
N
2
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
3750000.00000000
PA
USD
3298806.00000000
0.071293216953
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
8000000.00000000
PA
USD
7658162.40000000
0.165506863225
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
4.01200000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp.
N/A
33000.00000000
NS
USD
1475.10000000
0.000031879602
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
33000.00000000
11.50000000
USD
2027-04-30
XXXX
-18906.28000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
28000000.00000000
PA
USD
23310669.20000000
0.503786096124
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
652253.76640000
PA
USD
633309.32000000
0.013686969997
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.42400000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
2463991.04050000
PA
USD
2334631.51000000
0.050455646906
Long
LON
CORP
US
N
2
2026-06-01
Variable
6.62000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
7547335.93750000
PA
USD
7482475.64000000
0.161709951768
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
4.31800000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
2397811.04080000
PA
USD
737603.12000000
0.015940949319
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.40400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
10450000.00000000
PA
USD
9273722.08000000
0.200422055803
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBF5
810000.00000000
PA
USD
657789.63000000
0.014216034165
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
26000000.00000000
PA
USD
23680050.16000000
0.511769092675
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
81407.00000000
NS
USD
249919.49000000
0.005401216204
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AB4
2501794.41050000
PA
USD
2283099.30000000
0.049341941818
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.41400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
14152850.60050000
PA
USD
12953092.23000000
0.279939958449
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO