0001752724-22-274998.txt : 20221129
0001752724-22-274998.hdr.sgml : 20221129
20221129152211
ACCESSION NUMBER: 0001752724-22-274998
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: 221432324
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000063493
Guggenheim Ultra Short Duration Fund
C000205703
Class A
C000205704
Institutional
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000063493
C000205703
C000205704
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Ultra Short Duration Fund
S000063493
549300CH4K7JJYWG0618
2022-09-30
2022-09-30
N
750755409.32
2525077.31
748230332.01
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
0.00000000
USD
N
Portfolio (ExDerivative)
N/A
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
2500000.00000000
PA
USD
2467756.75000000
0.329812444701
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
4.01200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
1600000.00000000
PA
USD
1449952.00000000
0.193784178209
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
2500000.00000000
PA
USD
2401940.25000000
0.321016156020
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.13200000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
549178.13320000
PA
USD
533306.78000000
0.071275749884
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
3.34400000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
2000000.00000000
PA
USD
1962111.80000000
0.262233662023
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.01200000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
1750000.00000000
PA
USD
1560908.48000000
0.208613365861
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
6534192.07890000
PA
USD
5748900.46000000
0.768332987057
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
1181078.75010000
PA
USD
1167414.14000000
0.156023364739
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
3.13100000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAK5
9000000.00000000
PA
USD
8642408.31000000
1.155046506439
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZF4
2800000.00000000
PA
USD
2779412.86000000
0.371464873995
Long
DBT
CORP
US
N
2
2023-12-06
Floating
2.91700000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
4150000.00000000
PA
USD
3959934.15000000
0.529239992097
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.47500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
5250000.00000000
PA
USD
4779141.05000000
0.638725917079
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
4700000.00000000
PA
USD
4448672.86000000
0.594559278029
Long
DBT
CORP
KY
N
3
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CR8
4800000.00000000
PA
USD
4795395.89000000
0.640898355071
Long
DBT
CORP
US
N
2
2025-03-04
Floating
3.22700000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
1382188.29600000
PA
USD
1273340.97000000
0.170180346281
Long
LON
CORP
US
N
2
2025-02-14
Variable
6.62000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
1100000.00000000
PA
USD
912128.11000000
0.121904722513
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
537510.00290000
PA
USD
516122.48000000
0.068979090785
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.77000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-10559362.50000000
NC
355792.08000000
0.047551143649
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10559362.50000000
ILS
3336765.89000000
USD
2022-11-30
355792.08000000
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
972500.00000000
PA
USD
859456.60000000
0.114865244461
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
200000.00000000
PA
USD
201010.56000000
0.026864797028
Long
DBT
CORP
US
N
2
2023-10-17
Floating
3.75000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
2450000.00000000
PA
USD
2272569.48000000
0.303725922724
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
2400000.00000000
PA
USD
2357136.00000000
0.315028126922
Long
DBT
CORP
US
N
2
2026-02-18
Floating
3.22000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
32484037.50000000
NC
-325589.15000000
-0.04351456176
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
9496035.28000000
USD
32484037.50000000
ILS
2022-11-30
-325589.15000000
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
62942QCR2
2000000.00000000
PA
USD
1911754.20000000
0.255503435000
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.42600000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
5000000.00000000
PA
USD
4777169.00000000
0.638462355190
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.29300000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-10559362.50000000
NC
378189.69000000
0.050544554774
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10559362.50000000
ILS
3359163.50000000
USD
2022-11-30
378189.69000000
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
3031649.11120000
PA
USD
2798212.13000000
0.373977371711
Long
LON
CORP
US
N
2
2025-09-08
Variable
6.37000000
N
N
N
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding Ltd.
12550MAJ9
6272111.08360000
PA
USD
6158011.97000000
0.823010202414
Long
ABS-O
CORP
KY
N
2
2029-04-19
Floating
3.60800000
N
N
N
N
N
N
CAPITAL TRUST AGY FL MF REVENU
549300F49UWS7X0OGQ59
Capital Trust Agency, Inc. Revenue Bonds
14052TDF8
10000.00000000
PA
USD
10416.15000000
0.001392104750
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
4.37500000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
5276411.01050000
PA
USD
5208394.91000000
0.696095131028
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
3.63000000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
197429.30360000
PA
USD
184349.61000000
0.024638082969
Long
LON
CORP
US
N
2
2025-07-23
Variable
6.62000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
2150000.00000000
PA
USD
1827650.50000000
0.244263086086
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
1117927.31290000
PA
USD
891957.98000000
0.119209011161
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464BAC2
1554465.25960000
PA
USD
1299408.60000000
0.173664250754
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
3.29000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBD6
4900000.00000000
PA
USD
4889190.16000000
0.653433835924
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
2.68700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
1424046.45350000
PA
USD
1324663.68000000
0.177039558987
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AM5
600000.00000000
PA
USD
559280.40000000
0.074747090043
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
1411986.69550000
PA
USD
1310093.50000000
0.175092273589
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
4.36400000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
900000.00000000
PA
USD
891420.71000000
0.119137205732
Long
DBT
CORP
US
N
2
2024-04-12
Floating
2.88000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
2250000.00000000
PA
USD
2191950.68000000
0.292951326112
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
4.41000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp.
863667AF8
1600000.00000000
PA
USD
1563751.79000000
0.208993370503
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
440000.00000000
PA
USD
369669.38000000
0.049405826546
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
4666666.66700000
PA
USD
4643488.27000000
0.620596101407
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
1.28000000
N
N
N
N
N
N
NOMAD FOODS LTD
N/A
Nomad Foods Lux SARL
N/A
293779.56000000
PA
USD
278112.30000000
0.037169343195
Long
LON
CORP
LU
N
2
2024-05-15
Variable
5.16000000
N
N
N
N
N
N
VT TOPCO INC
N/A
VT TopCo, Inc.
N/A
-46518.37610000
PA
USD
-2325.92000000
-0.00031085614
Short
LON
CORP
US
N
3
2025-08-01
Variable
3.75000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
4550000.00000000
PA
USD
4327633.13000000
0.578382477274
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
6700000.00000000
PA
USD
6222220.99000000
0.831591653506
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
10250000.00000000
PA
USD
9515184.68000000
1.271691920646
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.46800000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
733658.18260000
PA
USD
718398.83000000
0.096013058982
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
3.81900000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
529231.20240000
PA
USD
525308.59000000
0.070206802307
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
4.43400000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650CC2
1600000.00000000
PA
USD
1582925.87000000
0.211555961083
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
4.00000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AM6
450000.00000000
PA
USD
447905.37000000
0.059861963734
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
3.62500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
1601233.09010000
PA
USD
1485581.63000000
0.198546031408
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAB1
8950000.00000000
PA
USD
8437469.75000000
1.127656737375
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCU7
1900000.00000000
PA
USD
1857533.97000000
0.248256972556
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.98500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
2084698.57030000
PA
USD
1693266.81000000
0.226302882623
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
700000.00000000
PA
USD
661519.89000000
0.088411263443
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
529720.82910000
PA
USD
523302.68000000
0.069938715073
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
3.13100000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
450000.00000000
PA
USD
446523.91000000
0.059677333422
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
600000.00000000
PA
USD
536868.00000000
0.071751702254
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AA6
1334157.51810000
PA
USD
1219750.44000000
0.163018042415
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2090000.00000000
PA
USD
2094848.80000000
0.279973787533
Long
LON
CORP
US
N
2
2027-06-21
Variable
8.78000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
2251804.96570000
PA
USD
2173554.74000000
0.290492732921
Long
LON
CORP
US
N
2
2026-02-06
Variable
6.33000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
5763476.25620000
PA
USD
5412811.95000000
0.723415199629
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AV7
1000000.00000000
PA
USD
998371.50000000
0.133431038182
Long
DBT
CORP
US
N
2
2023-03-09
Floating
3.57400000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBT6
8600000.00000000
PA
USD
8575055.10000000
1.146044838487
Long
DBT
CORP
US
N
2
2023-02-22
Floating
3.25400000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
3828000.00000000
PA
USD
3766222.55000000
0.503350691475
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
2882944.40160000
PA
USD
2720778.78000000
0.363628506303
Long
LON
CORP
CA
N
2
2026-04-30
Variable
6.37000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAE3
5700000.00000000
PA
USD
5398024.89000000
0.721438928504
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
4727726.06000000
PA
USD
4383870.03000000
0.585898465011
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
3.63500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
2334158.48560000
PA
USD
1887189.08000000
0.252220339013
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial N.V.
12594KAA0
400000.00000000
PA
USD
397604.00000000
0.053139251777
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
350000.00000000
PA
USD
340202.44000000
0.045467608762
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
426877.12370000
PA
USD
389323.25000000
0.052032540428
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
KDC HOLDCO INC
N/A
KDC US Holdings, Inc.
N/A
495892.14900000
PA
USD
466966.76000000
0.062409493443
Long
LON
CORP
US
N
2
2025-12-22
Variable
6.87000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
6325625.00000000
PA
USD
5309376.66000000
0.709591209131
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
2700000.00000000
PA
USD
2557880.10000000
0.341857311922
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
4.35800000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1339875.00000000
PA
USD
1138627.11000000
0.152176016032
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAN0
5406000.00000000
PA
USD
5393422.78000000
0.720823862554
Long
DBT
CORP
US
N
2
2023-03-02
Floating
3.60000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
2150000.00000000
PA
USD
2019954.24000000
0.269964228070
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
850000.00000000
PA
USD
827679.60000000
0.110618290196
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
4.09300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
532450.94970000
PA
USD
516407.14000000
0.069017135219
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAL9
487500.00000000
PA
USD
461833.81000000
0.061723481425
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
3.81800000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
6494949.13940000
PA
USD
6371165.15000000
0.851497844638
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
4.01000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBV1
100000.00000000
PA
USD
99871.38000000
0.013347678612
Long
DBT
CORP
US
N
2
2023-03-01
Floating
2.83700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZJ6
2600000.00000000
PA
USD
2553331.30000000
0.341249370784
Long
DBT
CORP
US
N
2
2025-01-24
Floating
2.92600000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
4900000.00000000
PA
USD
4611159.36000000
0.616275385096
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
5500000.00000000
PA
USD
5252940.00000000
0.702048523733
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
4.19900000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
2728684.55040000
PA
USD
2336015.93000000
0.312205457338
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
34601055.76490000
PA
USD
1146467.92000000
0.153223929978
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.90500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
3000000.00000000
PA
USD
2921528.40000000
0.390458429044
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.31000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
905604.72430000
PA
USD
827982.99000000
0.110658837870
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
444819.40030000
PA
USD
427408.95000000
0.057122644153
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
2400000.00000000
PA
USD
2206771.01000000
0.294932043729
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust
78433QAC9
480057.46680000
PA
USD
422111.46000000
0.056414641580
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BG8
900000.00000000
PA
USD
847665.43000000
0.113289370095
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AL3
8800000.00000000
PA
USD
8617393.05000000
1.151703249833
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAF7
37005.43570000
PA
USD
36946.51000000
0.004937852479
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
2.63200000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
054561AC9
422000.00000000
PA
USD
419780.28000000
0.056103082438
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QDB6
1100000.00000000
PA
USD
1097982.71000000
0.146743945417
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.31700000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBA7
3000000.00000000
PA
USD
2835029.91000000
0.378898019595
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
5000000.00000000
PA
USD
4926175.00000000
0.658376811157
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
3.84000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKH1
2650000.00000000
PA
USD
2632433.97000000
0.351821338614
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series 2022-1
55662KAA6
4075000.00000000
PA
USD
4075000.00000000
0.544618391645
Long
ABS-O
CORP
US
N
2
2023-10-12
Floating
4.59800000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAZ6
550000.00000000
PA
USD
551606.05000000
0.073721423257
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
3.98300000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
4496611.26750000
PA
USD
4038912.90000000
0.539795398183
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
251543.26060000
PA
USD
250801.41000000
0.033519278659
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
3.85400000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAM8
3250281.37540000
PA
USD
3194711.96000000
0.426969052620
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
3.55200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
1745891.95420000
PA
USD
1460481.74000000
0.195191464114
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
4500000.00000000
PA
USD
4409304.75000000
0.589297781894
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
2.82800000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
5700000.00000000
PA
USD
5510243.58000000
0.736436808863
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
4.16900000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
1959300.00170000
PA
USD
1876999.61000000
0.250858529746
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
61177.35990000
PA
USD
59079.07000000
0.007895840020
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
1024621.90730000
PA
USD
995594.37000000
0.133059878410
Long
LON
CORP
US
N
2
2024-05-16
Variable
6.42000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
183810.68480000
PA
USD
178496.28000000
0.023855793111
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
2924547.53080000
PA
USD
2583558.74000000
0.345289228393
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
3750000.00000000
PA
USD
3562560.38000000
0.476131510256
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
4.85700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DE2
6550000.00000000
PA
USD
6222220.38000000
0.831591571980
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
350000.00000000
PA
USD
344811.85000000
0.046083650347
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
4.43300000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550UAB7
5250000.00000000
PA
USD
5150679.45000000
0.688381535691
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
2.67700000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CA7
2400000.00000000
PA
USD
2284726.56000000
0.305350700480
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
2750000.00000000
PA
USD
2689132.05000000
0.359398962452
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
4.41200000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAU9
250000.00000000
PA
USD
244130.60000000
0.032627733674
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
4.02800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4250000.00000000
PA
USD
4059009.68000000
0.542481306404
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.39300000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBA3
2264008.82290000
PA
USD
2224818.83000000
0.297344111140
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
4.07300000
N
N
N
N
N
N
VT TOPCO INC
N/A
VT TopCo, Inc.
N/A
57253.38600000
PA
USD
54390.72000000
0.007269248207
Long
LON
CORP
US
N
2
2025-08-01
Variable
6.87000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
650000.00000000
PA
USD
564675.01000000
0.075468072576
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
753182.03270000
PA
USD
702396.02000000
0.093874304468
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAA5
24452.63830000
PA
USD
24436.08000000
0.003265849960
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
3.94800000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAM9
9550000.00000000
PA
USD
8969339.66000000
1.198740451473
Long
DBT
CORP
SE
N
2
2024-03-18
Fixed
0.85000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
4820000.00000000
PA
USD
4559536.79000000
0.609376096495
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1700000.00000000
PA
USD
1548310.97000000
0.206929725214
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
3603723.14760000
PA
USD
3354379.38000000
0.448308393351
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
ERIE PA
N/A
City of Erie Pennsylvania General Obligation Unlimited
295407Q94
5000.00000000
PA
USD
4932.49000000
0.000659220802
Long
DBT
MUN
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
694428.68670000
PA
USD
562628.83000000
0.075194603309
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBJ2
4650000.00000000
PA
USD
4432959.58000000
0.592459218819
Long
DBT
CORP
AU
N
2
2025-03-21
Fixed
3.23100000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
631919.67830000
PA
USD
605657.10000000
0.080945275016
Long
LON
CORP
US
N
2
2025-03-31
Variable
6.12000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-137000000.00000000
OU
Notional Amount
USD
9013238.22000000
1.204607436294
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-01-10
486.41000000
USD
0.00000000
USD
-137000000.00000000
USD
9012751.81000000
N
N
N
VT TOPCO INC
N/A
VT TopCo, Inc.
N/A
1553797.80110000
PA
USD
1476107.91000000
0.197279881187
Long
LON
CORP
US
N
2
2025-08-01
Variable
6.87000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
3518134.67500000
PA
USD
3215685.91000000
0.429772193458
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
1000000.00000000
PA
USD
953546.10000000
0.127440182415
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
4.71800000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
98728.52770000
PA
USD
93627.22000000
0.012513154839
Long
LON
CORP
US
N
2
2026-06-11
Variable
7.12000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
696808.80260000
PA
USD
628840.68000000
0.084043729998
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BM6
8850000.00000000
PA
USD
8808055.16000000
1.177184990127
Long
DBT
CORP
US
N
2
2024-03-18
Floating
2.77700000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAG6
2000000.00000000
PA
USD
1875873.00000000
0.250707959801
Long
ABS-O
CORP
US
N
2
2036-01-18
Floating
4.54300000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
200000.00000000
PA
USD
197146.00000000
0.026348303666
Long
DBT
CORP
US
N
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
2650000.00000000
PA
USD
2173000.00000000
0.290418592649
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
7859020.11350000
PA
USD
7092686.28000000
0.947928194911
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
650000.00000000
PA
USD
627244.24000000
0.083830367891
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBJ8
175000.00000000
PA
USD
171699.55000000
0.022947419084
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
3000000.00000000
PA
USD
2937418.50000000
0.392582120014
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.36200000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
7233891.68940000
PA
USD
6710237.50000000
0.896814418358
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
1226242.07610000
PA
USD
1159387.36000000
0.154950596146
Long
LON
CORP
US
N
2
2025-10-02
Variable
6.87000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
24634300.66060000
PA
USD
1182695.24000000
0.158065663660
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.17000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11350000.00000000
PA
USD
11075228.99000000
1.480189791323
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
4.22000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
9700000.00000000
PA
USD
8825648.60000000
1.179536330248
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CZ6
6000000.00000000
PA
USD
5756603.04000000
0.769362426745
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830TAD0
1240142.45980000
PA
USD
1154809.37000000
0.154338753802
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAQ5
350000.00000000
PA
USD
337728.32000000
0.045136945877
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
3914480.00000000
PA
USD
3917533.29000000
0.523573172912
Long
LON
CORP
KY
N
2
2027-10-20
Variable
6.46000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
1706225.72500000
PA
USD
1542001.50000000
0.206086472845
Long
LON
CORP
US
N
2
2027-06-30
Variable
6.62000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
326583.72940000
PA
USD
323882.65000000
0.043286490288
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
3.66000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
2250000.00000000
PA
USD
2163437.55000000
0.289140583780
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.07200000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
5500000.00000000
PA
USD
5160754.50000000
0.689728052875
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
4.73900000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
3750000.00000000
PA
USD
3393461.10000000
0.453531613839
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AE2
1300000.00000000
PA
USD
1297145.86000000
0.173361838528
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAB2
2000000.00000000
PA
USD
1702517.20000000
0.227539185083
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.23700000
N
N
N
N
N
N
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
N/A
MACOM Technology Solutions Holdings, Inc.
N/A
244787.18610000
PA
USD
239830.25000000
0.032052997551
Long
LON
CORP
US
N
2
2024-05-17
Variable
5.37000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
2439362.21120000
PA
USD
2400950.79000000
0.320883915992
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
3.61000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
378168.46840000
PA
USD
364996.07000000
0.048781244809
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
2353238.72450000
PA
USD
2335835.82000000
0.312181385874
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
3.91200000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
550000.00000000
PA
USD
472703.90000000
0.063176254660
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
2550000.00000000
PA
USD
2465523.35000000
0.329513953728
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
4.09000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
2250000.00000000
PA
USD
2184971.85000000
0.292018614659
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.21200000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
1500000.00000000
PA
USD
1460265.00000000
0.195162497098
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
2050000.00000000
PA
USD
1889715.63000000
0.252558009099
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
25707183.17510000
PA
USD
522218.29000000
0.069793787776
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.85700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
2196009.97090000
PA
USD
2103943.79000000
0.281189320987
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
1000000.00000000
PA
USD
939887.30000000
0.125614701755
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
3.92800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
803163.60500000
PA
USD
792362.10000000
0.105898152761
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
2.45900000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
4321625.00000000
PA
USD
3980566.68000000
0.531997502601
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBZ8
9100000.00000000
PA
USD
8907953.69000000
1.190536297301
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.69700000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAL1
0.02000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAJ2
1591353.78100000
PA
USD
1560779.10000000
0.208596074394
Long
ABS-O
CORP
KY
N
2
2029-10-20
Floating
3.77000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92917RAA7
468750.00000000
PA
USD
467370.14000000
0.062463404650
Long
ABS-O
CORP
KY
N
2
2032-07-20
Floating
3.36000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.01250000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZP2
4200000.00000000
PA
USD
4081041.09000000
0.545425775380
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912PAA6
900349.89670000
PA
USD
878528.84000000
0.117414224258
Long
ABS-MBS
CORP
US
Y
2
2026-03-02
Floating
4.26400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
524734.19320000
PA
USD
510388.80000000
0.068212791992
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
CERBERUS 2112 LEVERED LLC
N/A
Cerberus 2112 Levered LLC
N/A
2500000.00000000
PA
USD
2497691.40000000
0.333813171311
Long
ABS-O
CORP
US
N
3
2029-02-15
Variable
4.83100000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAC1
1000000.00000000
PA
USD
995987.10000000
0.133112366258
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
4.31800000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
2474636.32230000
PA
USD
2329377.15000000
0.311318193121
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
4.48400000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAR9
175000.00000000
PA
USD
174434.56000000
0.023312949574
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.30000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
8250000.00000000
PA
USD
8068582.50000000
1.078355441475
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.21000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
178373.11060000
PA
USD
176406.26000000
0.023576464686
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
3.68400000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
4300000.00000000
PA
USD
3729709.71000000
0.498470798421
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
3250000.00000000
PA
USD
3140637.50000000
0.419742072145
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
300000.00000000
PA
USD
276639.00000000
0.036972438588
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
OZLM Ltd
5493005RYHNVNU6C8029
OZLM XII Ltd.
67109WAJ7
356.40480000
PA
USD
355.92000000
0.000047568239
Long
ABS-O
CORP
KY
N
2
2027-04-30
Floating
3.83200000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
1250000.00000000
PA
USD
1200716.88000000
0.160474232149
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.01200000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
3792422.71920000
PA
USD
3410849.62000000
0.455855566672
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
3000000.00000000
PA
USD
2970233.58000000
0.396967812307
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
500000.00000000
PA
USD
500496.26000000
0.066890667029
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
3.29300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAB7
470016.71910000
PA
USD
423098.41000000
0.056546546150
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.48600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
4500000.00000000
PA
USD
4290454.35000000
0.573413582215
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.58400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
2527294.75870000
PA
USD
2313052.19000000
0.309136383683
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
270746.95850000
PA
USD
248453.98000000
0.033205547726
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
CENTURION PIPELINE COMPANY LLC
N/A
Lotus Midstream, LLC
N/A
96585.81810000
PA
USD
94774.83000000
0.012666531406
Long
LON
CORP
US
N
2
2025-09-29
Variable
6.37000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
1833999.99990000
PA
USD
1551104.77000000
0.207303112910
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
1000000.00000000
PA
USD
918236.60000000
0.122721114169
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
4.46800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFN5
800000.00000000
PA
USD
796218.62000000
0.106413571588
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
487080.00000000
PA
USD
463943.70000000
0.062005465449
Long
LON
CORP
US
N
2
2028-07-10
Variable
5.87000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Trust
61767YBA7
43415870.02400000
PA
USD
1383598.65000000
0.184916140232
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.98400000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
4599522.46000000
NS
USD
4599522.46000000
0.614720128712
Long
STIV
RF
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAD0
2400000.00000000
PA
USD
2394001.54000000
0.319955157868
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
3.24600000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
1969535.95460000
PA
USD
1798368.11000000
0.240349533167
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3770305.20000000
0.503896332279
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.18800000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
5750000.00000000
PA
USD
5650106.40000000
0.755129290845
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
3.69000000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
296661.39240000
PA
USD
283807.05000000
0.037930439045
Long
LON
CORP
US
N
2
2025-10-24
Variable
7.17000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
3400000.00000000
PA
USD
3219428.41000000
0.430272373662
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAA1
1285714.28570000
PA
USD
1278715.63000000
0.170898662523
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
3.21000000
N
N
N
N
N
N
New Residential AP Advance Rec
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
64831JAA7
4000000.00000000
PA
USD
3957293.20000000
0.528887032602
Long
ABS-MBS
CORP
US
N
2
2052-12-16
Fixed
1.03500000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAU3
8900000.00000000
PA
USD
8348630.23000000
1.115783452345
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
4250000.00000000
PA
USD
4063466.23000000
0.543076918451
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
92538CAA9
2027164.78390000
PA
USD
1872260.81000000
0.250225195358
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
296644.15460000
PA
USD
283805.40000000
0.037930218524
Long
LON
CORP
US
N
2
2025-05-09
Variable
6.37000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
1072680.21470000
PA
USD
982691.57000000
0.131335436156
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
1462489.32610000
PA
USD
1395928.07000000
0.186563951002
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.36400000
N
N
N
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
2266046.63670000
PA
USD
2155214.30000000
0.288041557231
Long
LON
CORP
US
N
2
2024-09-13
Variable
6.87000000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
1457487.80500000
PA
USD
1373571.34000000
0.183576003436
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
4.10900000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4500000.00000000
PA
USD
4131818.55000000
0.552212116140
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
4.38400000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAL2
3576000.00000000
PA
USD
3423339.24000000
0.457524787962
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
2327610.17060000
PA
USD
2260151.37000000
0.302066258651
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
3.71400000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAD7
3100000.00000000
PA
USD
2957991.45000000
0.395331667730
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
3406808.00180000
PA
USD
3102745.28000000
0.414677826768
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
527288BE3
950000.00000000
PA
USD
948176.00000000
0.126722475611
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
2550000.00000000
PA
USD
2310937.50000000
0.308853758145
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
1500000.00000000
PA
USD
1385578.20000000
0.185180704486
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
3.91800000
N
N
N
N
N
N
Symphony CLO Ltd
5493001GRJRD2VIG9H40
California Street CLO IX, LP
13079WAN8
250000.00000000
PA
USD
249862.33000000
0.033393771852
Long
ABS-O
CORP
KY
N
2
2032-07-16
Floating
3.44000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
750000.00000000
PA
USD
706620.62000000
0.094438916703
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
890799.70860000
PA
USD
882035.84000000
0.117882930197
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.65400000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
2200000.00000000
PA
USD
1867351.77000000
0.249569108617
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
DAWSON RIDGE CO MET DIST #1
N/A
Dawson Ridge Metropolitan District No. 1 General Obligation Limited
239427AH0
150000.00000000
PA
USD
150000.00000000
0.020047302759
Long
DBT
MUN
US
N
2
2022-10-01
None
0.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp.
71270QEB8
400000.00000000
PA
USD
394356.10000000
0.052705174212
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Company LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
562500.00000000
PA
USD
554393.89000000
0.074094014407
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
5346000.00000000
PA
USD
5065270.85000000
0.676966788608
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-5280187.50000000
NC
184928.68000000
0.024715474913
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5280187.50000000
ILS
1675558.50000000
USD
2022-11-30
184928.68000000
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAE0
2408276.86570000
PA
USD
2293583.88000000
0.306534469651
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
3.91800000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
982000.00000000
PA
USD
965441.40000000
0.129029973618
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAF9
5700000.00000000
PA
USD
5236992.02000000
0.699917097176
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-6085125.00000000
NC
205612.47000000
0.027479836248
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6085125.00000000
ILS
1923481.16000000
USD
2022-11-30
205612.47000000
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3B5
11000000.00000000
PA
USD
10703099.55000000
1.430455180993
Long
DBT
CORP
US
N
2
2024-08-19
Floating
2.84000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
12000000.00000000
OU
Notional Amount
USD
-541535.88000000
-0.07237555827
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
338.90000000
USD
0.00000000
USD
12000000.00000000
USD
-541874.78000000
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339AK6
10000000.00000000
PA
USD
9597496.00000000
1.282692720330
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAA2
1892011.45400000
PA
USD
1819483.65000000
0.243171597322
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
0.80100000
N
N
N
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Hunter Douglas, Inc.
N/A
2400000.00000000
PA
USD
1964400.00000000
0.262539476944
Long
LON
CORP
US
N
2
2029-02-26
Variable
6.34000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
1750000.00000000
PA
USD
1658812.58000000
0.221698120088
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
4.22400000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAS4
250000.00000000
PA
USD
248891.95000000
0.033264081841
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
3.78800000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
2170137.04800000
PA
USD
1824789.03000000
0.243880654383
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
2850000.00000000
PA
USD
2850000.00000000
0.380898752439
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
4.58400000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co.
125581HA9
4400000.00000000
PA
USD
4340597.01000000
0.580115082790
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.92900000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
2000000.00000000
PA
USD
1760295.88000000
0.235261229689
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
2600000.00000000
PA
USD
2389288.54000000
0.319325271615
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
3-Month USD LIBOR
N/A
-4500000.00000000
OU
Notional Amount
USD
722366.20000000
0.096543292766
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE LIBOR USD 3 Month
N/A
Y
2031-03-16
284.03000000
USD
0.00000000
USD
-4500000.00000000
USD
722082.17000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
3225625.00000000
PA
USD
2694503.26000000
0.360116817606
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4927378.30000000
PA
USD
4807516.37000000
0.642518241286
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
3.51200000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
0.01800000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2028-01-14
Floating
1.93800000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
1150000.00000000
PA
USD
895818.38000000
0.119724948545
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
284479.86440000
PA
USD
280036.29000000
0.037426481929
Long
LON
CORP
US
N
2
2024-02-22
Variable
5.12000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO IX Ltd.
01750NAA7
1500000.00000000
PA
USD
1452300.00000000
0.194097985322
Long
ABS-O
CORP
KY
N
2
2031-10-16
Floating
3.90500000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAK2
6450000.00000000
PA
USD
6158783.47000000
0.823113312374
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL America, Inc.
40480HAA5
7300000.00000000
PA
USD
6389660.95000000
0.853969783988
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.37500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
6250000.00000000
PA
USD
5973149.38000000
0.798303560342
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
4.24000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
1147548.15420000
PA
USD
1137686.35000000
0.152050284695
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
4.31800000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXIV, LP
15674TAA7
755664.98940000
PA
USD
753751.72000000
0.100737926244
Long
ABS-O
CORP
KY
N
2
2033-08-13
Floating
4.01200000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBQ8
8200000.00000000
PA
USD
7689629.13000000
1.027708821873
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAB9
2600000.00000000
PA
USD
2508584.00000000
0.335268952978
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
4750000.00000000
PA
USD
4546693.83000000
0.607659651779
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
4.36200000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAJ0
1000000.00000000
PA
USD
936024.20000000
0.125098403520
Long
ABS-O
CORP
US
N
2
2036-01-18
Floating
4.89300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
1350000.00000000
PA
USD
1348651.44000000
0.180245491569
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
8235212.61480000
PA
USD
7508516.04000000
1.003503295546
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
4250000.00000000
PA
USD
4101012.43000000
0.548094918710
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.04300000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust Series 2022-SP1
85778GAA3
4075000.00000000
PA
USD
4075000.00000000
0.544618391645
Long
ABS-O
CORP
US
N
2
2023-10-12
Floating
4.59800000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
3500000.00000000
PA
USD
3281383.35000000
0.438552569926
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
618314.48590000
PA
USD
581921.79000000
0.077773082045
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
5000000.00000000
PA
USD
4786351.50000000
0.639689584241
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
4.01200000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBX7
2500000.00000000
PA
USD
2476985.08000000
0.331045798871
Long
DBT
CORP
US
N
2
2023-11-03
Floating
2.68700000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
4100000.00000000
PA
USD
3911054.78000000
0.522707328570
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.26800000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
2350000.00000000
PA
USD
2006054.33000000
0.268106523376
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
1800000.00000000
PA
USD
1765038.24000000
0.235895039868
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
3.81200000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
392870.14000000
0.052506577612
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
4300000.00000000
PA
USD
4023625.84000000
0.537752302715
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
2150000.00000000
PA
USD
2039722.97000000
0.272606292840
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
2550000.00000000
PA
USD
2485654.40000000
0.332204442089
Long
DBT
CORP
US
N
2
2026-01-25
Floating
2.92000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2022-HB9 LLC
12530GAA6
2500000.00000000
PA
USD
2274603.20000000
0.303997726728
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
2500000.00000000
PA
USD
2447475.00000000
0.327101815483
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
4.15000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
1000000.00000000
PA
USD
957254.30000000
0.127935778469
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
4.73900000
N
N
N
N
N
N
GOODPACK PTE LTD
5493003ZYID1KN87T037
IBC Capital Ltd.
N/A
690956.07350000
PA
USD
632515.01000000
0.084534799371
Long
LON
CORP
KY
N
2
2023-09-11
Variable
6.69000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
260059.26570000
PA
USD
252958.95000000
0.033807631043
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
13989659.11000000
NS
USD
13989659.11000000
1.869699544579
Long
STIV
RF
US
N
1
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
1300000.00000000
PA
USD
1139498.75000000
0.152292509572
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
2830896.96060000
PA
USD
2569038.99000000
0.343348682898
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.62000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
275000.00000000
PA
USD
264313.40000000
0.035325138355
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAF9
500000.00000000
PA
USD
491968.51000000
0.065750944455
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AZ7
8070000.00000000
PA
USD
7864537.80000000
1.051085135625
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver CZK
N/A
-30060.00000000
NC
-25.32000000
-0.00000338398
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30060.00000000
CZK
1166.57000000
USD
2022-12-02
-25.32000000
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO