0001752724-22-275010.txt : 20221129
0001752724-22-275010.hdr.sgml : 20221129
20221129152230
ACCESSION NUMBER: 0001752724-22-275010
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: 221432339
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043991
Guggenheim Total Return Bond Fund
C000136527
A-Class
GIBAX
C000136528
C-Class
GIBCX
C000136529
Institutional Class
GIBIX
C000152106
R6
GIBRX
C000155971
P
GIBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043991
C000152106
C000136528
C000136529
C000155971
C000136527
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Total Return Bond Fund
S000043991
549300FZ18ZR1YQ4EB78
2022-09-30
2022-09-30
N
22504977037.28
3626725710.73
18878251326.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1002218735.18000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
103524214.09000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
33400000.00000000
PA
USD
24274032.16000000
0.128581994911
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
2500000.00000000
PA
USD
1957432.03000000
0.010368714750
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD6N4
5669693.65200000
PA
USD
4293399.56000000
0.022742570197
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.51000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAE6
44000000.00000000
PA
USD
41358235.60000000
0.219078742435
Long
ABS-O
CORP
KY
Y
2
2038-11-15
Floating
4.71800000
N
N
N
N
N
N
CAM Commercial Mortgage Corpor
N/A
Cam Commercial Mortgage Corp.
12477MAP5
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2021-12-14
Fixed
6.15700000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
16536210.36760000
PA
USD
3623295.36000000
0.019192960710
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
3.52400000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
12124437.63020000
PA
USD
11351504.73000000
0.060130064663
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.81000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
34150000.00000000
PA
USD
33013126.01000000
0.174873855840
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
4.16900000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
5900000.00000000
PA
USD
5426625.89000000
0.028745384284
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.73800000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
40375000.00000000
PA
USD
27959687.50000000
0.148105282721
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
25514426.44410000
PA
USD
25004137.92000000
0.132449438708
Long
LON
CORP
US
N
2
2027-06-17
Variable
8.17000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
30700000.00000000
PA
USD
26184833.42000000
0.138703701773
Long
DBT
CORP
US
N
3
2030-05-07
Fixed
3.56000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
62532974.82450000
PA
USD
58006275.31000000
0.307265086721
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
3700000.00000000
PA
USD
416892.69000000
0.002208322597
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBD1
4175000.00000000
PA
USD
2846278.11000000
0.015077022022
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
3505108.83070000
PA
USD
2257138.32000000
0.011956289176
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
3.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418CV27
124487.76970000
PA
USD
113529.27000000
0.000601375985
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
775636.35730000
PA
USD
769221.30000000
0.004074642755
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
3.66000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
100946.00000000
NS
USD
72681.12000000
0.000384999218
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
100946
11.50000000
USD
2026-08-01
XXXX
-161066.03000000
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
30100000.00000000
PA
USD
24791766.57000000
0.131324486262
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
800000.00000000
PA
USD
752438.71000000
0.003985743684
Long
DBT
CORP
AU
N
2
2030-01-15
Variable
5.03300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
27625000.00000000
PA
USD
24130885.30000000
0.127823731565
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
347000.00000000
PA
USD
281937.50000000
0.001493451353
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
1670000.00000000
PA
USD
1185959.85000000
0.006282148857
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
22700000.00000000
PA
USD
15814943.13000000
0.083773347734
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC
N/A
2871000.00020000
PA
USD
2705917.50000000
0.014333517724
Long
LON
CORP
US
N
2
2028-03-13
Variable
6.38000000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
9941303.78340000
PA
9738764.75000000
0.051587218442
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAH0
7894000.00000000
PA
USD
5164176.49000000
0.027355163360
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61766CAL3
275000.00000000
PA
USD
249500.60000000
0.001321629825
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
4.74900000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
30750000.00000000
PA
USD
29436061.73000000
0.155925785820
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
4.01200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
12221158.88340000
PA
USD
9225938.60000000
0.048870726638
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBNF6
8638000.00000000
PA
USD
5907410.55000000
0.031292149086
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.17000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U128
2184000.00000000
NS
USD
40469520.00000000
0.214371126329
Long
EP
CORP
US
N
2
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
3975000.00000000
PA
USD
3164000.63000000
0.016760030234
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
55125674.20350000
PA
USD
51324389.63000000
0.271870464812
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.27400000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
135276.67990000
PA
USD
120248.10000000
0.000636966305
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
6175000.00000000
PA
USD
3823371.60000000
0.020252784719
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAC0
6283731.93010000
PA
USD
5492594.37000000
0.029094825971
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.26400000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SPL OBLIG
549300QG0NBD9HULR263
County of Miami-Dade Florida Revenue Bonds
59333NNL3
4100000.00000000
PA
USD
1525340.63000000
0.008079883054
Long
DBT
MUN
US
N
2
2041-10-01
None
0.00000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
538000.00000000
NS
USD
9398860.00000000
0.049786708723
Long
EP
CORP
US
N
2
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
100000000.00000000
PA
USD
97913950.00000000
0.518660061815
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.36200000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBJ0
6100000.00000000
PA
USD
4758000.00000000
0.025203605554
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AJ8
6162500.00000000
PA
USD
5914646.10000000
0.031330476523
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.81800000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBB5
8920000.00000000
PA
USD
7711366.05000000
0.040847883189
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQ75
989720.76000000
PA
USD
729648.71000000
0.003865022757
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.64500000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
1750000.00000000
PA
USD
1961194.73000000
0.010388646151
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAE0
2999939.22130000
PA
USD
1159374.21000000
0.006141322042
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.38400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
313636364.00000000
PA
USD
12545.45000000
0.000066454513
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
9500000.00000000
PA
USD
8520924.30000000
0.045136194833
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.36200000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
39710000.00000000
PA
USD
24746772.05000000
0.131086145755
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
5925000.00000000
PA
USD
5101773.27000000
0.027024607214
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
73475491.57610000
PA
USD
68973056.73000000
0.365357233235
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAD3
57200000.00000000
PA
USD
44156112.00000000
0.233899375721
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAC2
1600000.00000000
PA
USD
1545818.91000000
0.008188358568
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAL9
2300000.00000000
PA
USD
2139705.18000000
0.011334233997
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
5.01200000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
300000.00000000
PA
USD
262500.00000000
0.001390488957
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
57645MAE2
10910349.69740000
PA
USD
3618166.54000000
0.019165792834
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.23400000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
20775000.00000000
PA
USD
16204500.00000000
0.085836869738
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
4702466.72090000
PA
USD
4464427.86000000
0.023648524340
Long
LON
CORP
US
N
2
2027-08-02
Variable
4.31000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AA5
21450000.00000000
PA
USD
17471025.00000000
0.092545780315
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAA8
32850000.00000000
PA
USD
28927765.85000000
0.153233291312
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.87500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAD9
5050000.00000000
PA
USD
3921020.99000000
0.020770043380
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQK6
1900000.00000000
PA
USD
1244327.31000000
0.006591327175
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENJN1
180000.00000000
PA
USD
126208.62000000
0.000668539780
Long
DBT
USGSE
US
N
2
2041-12-30
Fixed
2.59000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAC0
3200000.00000000
PA
USD
3124954.56000000
0.016553199265
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
4.38600000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
12815000.00000000
PA
USD
10766620.80000000
0.057031875536
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
44300000.00000000
PA
USD
43439552.24000000
0.230103686451
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
3.81200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
78057067.60610000
PA
USD
1611495.97000000
0.008536256574
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.05800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
218829131.05680000
PA
USD
7185451.46000000
0.038062060599
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.74500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAF6
1917472.74990000
PA
USD
1382669.47000000
0.007324139540
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.56400000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
12694452.28680000
PA
USD
11700934.56000000
0.061981029691
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
45350000.00000000
PA
USD
35340909.89000000
0.187204361668
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
1360000.00000000
PA
USD
1165932.47000000
0.006176061806
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
COLICITY INC-A
N/A
Colicity, Inc.
194170114
34995.00000000
NS
USD
1679.76000000
0.000008897858
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
34995
11.50000000
USD
2027-12-31
XXXX
-36529.91000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BE2
38685000.00000000
PA
USD
34958870.08000000
0.185180658289
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
27761131.96900000
PA
USD
21248856.23000000
0.112557333104
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
40441148.19090000
PA
USD
37522793.61000000
0.198762019643
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
4.36400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
19520000.00000000
PA
USD
15429801.65000000
0.081733214496
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442KAA9
6486963.07970000
PA
USD
3055886.35000000
0.016187337996
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.29400000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
215000.00000000
PA
USD
207473.10000000
0.001099005921
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAG4
63938611.61250000
PA
USD
2537627.59000000
0.013442069109
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.51800000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
44100000.00000000
PA
USD
34133400.00000000
0.180808060077
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
5360000.00000000
PA
USD
4290517.59000000
0.022727304111
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
23494895.45850000
PA
USD
18570513.39000000
0.098369881133
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
13950000.00000000
PA
USD
10218375.00000000
0.054127762276
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3300000.00000000
NS
USD
2770451.81000000
0.014675362469
Long
EP
CORP
US
N
2
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAD6
27480992.65070000
PA
USD
9388279.31000000
0.049730661741
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.24400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DLL4
582096.21700000
PA
USD
528861.25000000
0.002801431344
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
60592229.89800000
PA
USD
928612.28000000
0.004918952841
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.56600000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
53050000.00000000
PA
USD
40103035.03000000
0.212429818505
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363TAD4
689932.02850000
PA
USD
596043.27000000
0.003157301275
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
2.02400000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-287065187.40000000
PA
USD
-287065187.40000000
-1.52061323071
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.85000000
N/A
300000000.00000000
USD
286359157.56
USD
UST
N
N
N
PAI HOLDCO INC
N/A
PAI Holdco, Inc.
N/A
5085624.18350000
PA
USD
4810135.92000000
0.025479774777
Long
LON
CORP
US
N
2
2027-10-28
Variable
6.56000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
8802746.42570000
PA
USD
7676867.24000000
0.040665139515
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
14400000.00000000
PA
USD
11138298.05000000
0.059000687390
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBYV1
123983.37180000
PA
USD
123112.18000000
0.000652137625
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.00000000
N
N
N
N
N
N
HP COMMUNITIES LLC
N/A
HP Communities LLC
44329HAK0
1420000.00000000
PA
USD
1352253.36000000
0.007163022340
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.86000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
8107000.00000000
PA
USD
6939592.00000000
0.036759718259
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
12424500.00000000
PA
USD
11368417.50000000
0.060219653310
Long
LON
CORP
US
N
3
2028-05-08
Variable
7.12000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
2650000.00000000
PA
USD
2322491.88000000
0.012302473570
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
25982000.00000000
PA
USD
24440849.09000000
0.129465641002
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
4.10000000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
53085000.00000000
PA
USD
43399619.99000000
0.229892161298
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
650000.00000000
PA
USD
414097.23000000
0.002193514763
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7P3
1612000.00000000
PA
USD
270598.38000000
0.001433386892
Long
DBT
USGA
US
N
2
2058-09-15
None
0.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
19940381.24770000
PA
USD
17375631.47000000
0.092040471172
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
15911000.00000000
PA
USD
12271358.75000000
0.065002624118
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
15287838.82290000
PA
USD
12423520.04000000
0.065808637808
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBG3
1020000.00000000
PA
USD
126599.34000000
0.000670609463
Long
DBT
USGA
US
N
2
2064-09-15
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
25150000.00000000
PA
USD
18256272.08000000
0.096705313242
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
-692112.53000000
PA
USD
-161869.91000000
-0.00085744122
Short
DBT
CORP
US
N
3
2042-08-10
None
0.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
98500000.00000000
PA
USD
93960706.30000000
0.497719331492
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.26800000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
68822848.26180000
PA
USD
62749741.19000000
0.332391703577
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
6123694.23900000
PA
USD
5883829.14000000
0.031167235980
Long
LON
CORP
US
N
2
2026-12-02
Variable
6.92000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
1023144.72610000
PA
USD
997310.32000000
0.005282853283
Long
LON
CORP
US
N
2
2024-09-27
Variable
6.37000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111ED1
1080000.00000000
PA
USD
1037359.18000000
0.005494996131
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
14800000.00000000
PA
12714103.69000000
0.067347888689
Long
LON
CORP
GB
N
2
2028-12-15
Variable
5.69000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
1600000.00000000
PA
USD
1136013.54000000
0.006017578219
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXY1
332002.63200000
PA
USD
315278.28000000
0.001670060825
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAQ2
3250000.00000000
PA
USD
3128226.73000000
0.016570532280
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.41200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133BBSY6
22687775.19140000
PA
USD
21105942.89000000
0.111800306738
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
SAN MATEO CA FOSTER CITY SCH D
N/A
San Mateo Foster City School District General Obligation Unlimited
799055RJ9
6125000.00000000
PA
USD
4329797.41000000
0.022935373277
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.05900000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
4025000.00000000
PA
USD
3321683.58000000
0.017595292712
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
009279AC4
9000000.00000000
PA
USD
7033605.57000000
0.037257717615
Long
DBT
CORP
NL
N
2
2047-04-10
Fixed
3.95000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAB0
11195251.48150000
PA
USD
10372661.35000000
0.054945032622
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
10290000.00000000
PA
USD
8718227.20000000
0.046181328181
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.57200000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
18290000.00000000
PA
USD
17600318.85000000
0.093230662869
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
4.18300000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
40586250.00000000
PA
USD
38664085.20000000
0.204807556225
Long
LON
CORP
US
N
2
2028-04-21
Variable
6.53000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
1271056933.00000000
PA
USD
1176921185.49000000
6.234270140448
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LENP8
5501000.00000000
PA
USD
3859148.27000000
0.020442297346
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
5841696.79230000
PA
USD
4632465.56000000
0.024538636973
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
16988075.95000000
PA
USD
13606697.96000000
0.072076050501
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
39050000.00000000
PA
USD
28621626.82000000
0.151611642015
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Resecuritization Trust
61764QAA8
291820.47000000
PA
USD
287752.63000000
0.001524254683
Long
ABS-MBS
CORP
US
N
2
2046-11-26
Floating
2.57900000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
790000.00000000
PA
USD
680286.47000000
0.003603545997
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BP2
1180000.00000000
PA
USD
1248654.48000000
0.006614248631
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
13092000.00000000
PA
USD
12210925.42000000
0.064682502678
Long
ABS-O
CORP
KY
Y
2
2036-06-15
Floating
4.93900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BA7
70000.00000000
PA
USD
54228.27000000
0.000287252611
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWK43
683622.51200000
PA
USD
562222.24000000
0.002978147871
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.35500000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corporation Principal Strips
76116FAB3
1950000.00000000
PA
USD
1434102.15000000
0.007596583630
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
35702191.78200000
PA
USD
34077302.92000000
0.180510908190
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.36400000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
17904000.00000000
PA
USD
14717696.02000000
0.077961119202
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAC6
0.03850000
PA
USD
0.04000000
0.000000000211
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
27004000.00000000
PA
USD
19175156.13000000
0.101572734668
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells LLC
N/A
22978164.94900000
PA
USD
21369693.40000000
0.113197419773
Long
LON
CORP
US
N
2
2028-11-10
Variable
8.31000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-142.00000000
NC
USD
-0.01000000
-0.00000000005
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-14200
55.00000000
USD
2022-12-16
XXXX
146268.67000000
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAA7
30138000.00000000
PA
USD
22648320.63000000
0.119970437082
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
16291000.00000000
PA
USD
12595875.38000000
0.066721621415
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
1250000.00000000
PA
USD
1026562.50000000
0.005437805028
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAK0
22405000.00000000
PA
USD
18206243.18000000
0.096440305116
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
N/A
8212376.53460000
PA
7425186.07000000
0.039331958991
Long
LON
CORP
US
N
2
2025-10-02
Variable
4.69000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION INC
N/A
Hardwood Funding LLC
N/A
2000000.00000000
PA
USD
1667861.96000000
0.008834832904
Long
DBT
CORP
US
N
3
2031-06-07
Fixed
2.83000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAA8
7118995.70150000
PA
USD
3922069.01000000
0.020775594848
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
3.27400000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216AY7
1100000.00000000
PA
USD
1176284.62000000
0.006230898188
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.45000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AL6
1660000.00000000
PA
USD
1596720.80000000
0.008457991009
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
42619807.00790000
PA
USD
1471610.79000000
0.007795270677
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.18900000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
22100000.00000000
PA
USD
18075148.00000000
0.095745880735
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
11963639.35390000
PA
USD
6559555.78000000
0.034746628098
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.20400000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
7656210.00000000
PA
USD
6964341.27000000
0.036890817637
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
6500000.00000000
PA
USD
5641882.22000000
0.029885618759
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
8250000.00000000
PA
USD
6959854.36000000
0.036867050022
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524VAG4
1430923.52050000
PA
USD
1304932.42000000
0.006912358551
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
3.58400000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Figs, Inc.
N/A
-146.00000000
NC
USD
-0.01000000
-0.00000000005
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Figs Inc.
N/A
-14600
50.00000000
USD
2022-12-16
XXXX
157806.47000000
N
N
N
PRICEWATERHOUSECOOPERS LLP
N/A
PricewaterhouseCoopers LLP
N/A
31500000.00000000
PA
USD
27246596.58000000
0.144327968246
Long
DBT
CORP
US
N
3
2030-09-13
Fixed
3.43000000
N
N
N
N
N
N
IQVIA HOLDINGS INC
N/A
IQVIA, Inc.
N/A
1835451.05120000
PA
1740143.60000000
0.009217716036
Long
LON
CORP
US
N
2
2024-03-07
Variable
3.19000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
700000.00000000
PA
USD
567082.03000000
0.003003890668
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
41450000.00000000
PA
USD
25357233.14000000
0.134319819677
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAJ7
2584716.41660000
PA
USD
2268708.47000000
0.012017577426
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.31800000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
19800000.00000000
PA
USD
14173559.33000000
0.075078772312
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
201090.33290000
PA
USD
191639.09000000
0.001015131574
Long
LON
CORP
US
N
2
2028-07-14
Variable
5.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXU99
2344128.10480000
PA
USD
1837802.32000000
0.009735024119
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.92000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DC6
21400000.00000000
PA
USD
17763044.96000000
0.094092639475
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
PRIMERICA INC
254900621R686KJR7022
Primerica, Inc.
74164MAB4
3500000.00000000
PA
USD
2748185.93000000
0.014557417858
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
2.80000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
22308680.77540000
PA
USD
21662130.59000000
0.114746489043
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
3.71400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDLZ0
2756608.63810000
PA
USD
2048250.17000000
0.010849787591
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.34000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
42352614.99430000
PA
USD
39293633.85000000
0.208142338876
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St. Joseph Health Obligated Group
743820AB8
4250000.00000000
PA
USD
2552570.53000000
0.013521223368
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7Q1
1612000.00000000
PA
USD
263965.00000000
0.001398249209
Long
DBT
USGA
US
N
2
2059-03-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17321JAD6
380000.00000000
PA
USD
377168.05000000
0.001997897175
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
4.37100000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority Revenue Bonds
70870EDB2
995000.00000000
PA
USD
363650.01000000
0.001926290754
Long
DBT
MUN
US
N
2
2041-01-01
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1650000.00000000
PA
USD
1415582.73000000
0.007498484396
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
18000000.00000000
PA
USD
13855257.90000000
0.073392697556
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD3D9
595236.98200000
PA
USD
452870.56000000
0.002398901000
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.56000000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
Progress Energy, Inc.
743263AP0
1290000.00000000
PA
USD
1244276.34000000
0.006591057182
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
6.00000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2800000.00000000
PA
USD
2645486.87000000
0.014013410586
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
10000000.00000000
PA
USD
9571987.00000000
0.050703779891
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
4.36200000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
925000.00000000
PA
USD
795157.75000000
0.004212030745
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
39500000.00000000
PA
USD
37725660.00000000
0.199836623357
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
4.19900000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
2530000.00000000
PA
USD
2744269.29000000
0.014536671021
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
571656.98960000
PA
USD
480857.85000000
0.002547152496
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.56400000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
21171637.70060000
PA
USD
20766878.33000000
0.110004247590
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
3.98000000
N
N
N
N
N
N
BACH FINANCE LTD
N/A
Fugue Finance BV
N/A
10500000.00000000
PA
9540664.51000000
0.050537861505
Long
LON
CORP
NL
N
2
2024-08-30
Variable
3.74000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4800000.00000000
PA
USD
5003457.36000000
0.026503817930
Long
DBT
CORP
US
N
3
2026-11-20
Fixed
7.33000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
33100000.00000000
PA
USD
22564051.87000000
0.119524056967
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
6290470.78920000
PA
USD
1619086.66000000
0.008576465224
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.31400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBL35
876332.01500000
PA
USD
631615.74000000
0.003345732234
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.34000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
1630763.00000000
NS
USD
32859874.45000000
0.174062066881
Long
EP
CORP
US
N
2
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
3442000.00000000
NS
USD
61370860.00000000
0.325087630937
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
25000000.00000000
PA
USD
19143250.00000000
0.101403724682
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
SOMPO INTL HLDS LTD
54930073OSJENOG1DL54
Sompo International Holdings Ltd.
614810AB5
140000.00000000
PA
USD
139986.94000000
0.000741524930
Long
DBT
CORP
BM
N
2
2022-10-15
Fixed
4.70000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
28538750.00000000
PA
USD
26255650.00000000
0.139078824335
Long
LON
CORP
US
N
3
2028-04-13
Variable
7.07000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
2500000.00000000
PA
USD
1726412.50000000
0.009144981016
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
8985093.31170000
PA
USD
8918645.85000000
0.047242965970
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
3.91200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
42558644.04880000
PA
USD
39588518.84000000
0.209704374389
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
396650.89820000
PA
USD
384010.11000000
0.002034140256
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.23400000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKBQ8
70000.00000000
PA
USD
59077.48000000
0.000312939365
Long
DBT
USGSE
US
N
2
2044-02-26
Fixed
3.67000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAY4
9200000.00000000
PA
USD
8123668.08000000
0.043031888597
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
4.46000000
N
N
N
N
N
N
Bank
N/A
BANK
06539WBD7
140000000.00000000
PA
USD
3534776.00000000
0.018724064739
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.53300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWED0
655657.68400000
PA
USD
544800.81000000
0.002885864800
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHF49
14646.09080000
PA
USD
13438.62000000
0.000071185724
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HYCH9
582251.07000000
PA
USD
436745.92000000
0.002313487157
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
2.51000000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
318000.00000000
PA
208428.69000000
0.001104067778
Long
LON
CORP
CA
N
3
2029-03-26
Variable
11.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
3416345.66430000
PA
USD
2921684.43000000
0.015476456899
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
1027718.00000000
NS
USD
102.77000000
0.000000544383
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
1027718
1.00000000
USD
2025-07-24
XXXX
102.77000000
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
17450000.00000000
PA
USD
16393109.34000000
0.086835952421
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
5.27700000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103228AE2
8800000.00000000
PA
USD
8179292.00000000
0.043326534108
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
2.37100000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
14630000.00000000
PA
USD
10960492.13000000
0.058058831511
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
14400000.00000000
PA
USD
13474467.94000000
0.071375614758
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBH1
1020000.00000000
PA
USD
125033.64000000
0.000662315793
Long
DBT
USGA
US
N
2
2065-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7M0
1612000.00000000
PA
USD
282438.52000000
0.001496105307
Long
DBT
USGA
US
N
2
2057-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
130594.75220000
PA
USD
117028.16000000
0.000619909958
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
2.39700000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
22400000.00000000
PA
USD
16678747.01000000
0.088349003949
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABB0
38719208.00760000
PA
USD
665947.15000000
0.003527589173
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
1.01700000
N
N
N
N
N
N
Cerberus
549300U8RSYT04O8Z019
Cerberus Loan Funding XXVI, LP
15673YAN9
55700000.00000000
PA
USD
54644813.63000000
0.289459085403
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
4.01200000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
45800000.00000000
PA
49862552.63000000
0.264126966886
Long
LON
CORP
GB
N
3
2025-04-28
Variable
6.19000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
26000000.00000000
PA
USD
21284833.96000000
0.112747910766
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
25160569.26530000
PA
USD
18528819.38000000
0.098149023760
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AB9
5790353.74860000
PA
USD
3081084.29000000
0.016320814024
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.19400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
41157564.13920000
PA
USD
1206657.47000000
0.006391786236
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.01800000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCL1
1400000.00000000
PA
USD
1368490.58000000
0.007249032531
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.51000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
17800000.00000000
PA
USD
15867046.02000000
0.084049341994
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
2300000.00000000
PA
USD
1732007.82000000
0.009174619990
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
13075000.00000000
PA
USD
11258343.55000000
0.059636580503
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
11710523.95900000
PA
USD
8150368.69000000
0.043173324419
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAE4
5900000.00000000
PA
USD
5612492.41000000
0.029729937974
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
4.61000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
9000000.00000000
PA
USD
8504584.20000000
0.045049639677
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
4.09800000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1290000.00000000
PA
USD
1164225.00000000
0.006167017166
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
1650000.00000000
PA
USD
1554565.37000000
0.008234689448
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAV0
12218267.63000000
PA
USD
11319612.82000000
0.059961130001
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
54430000.00000000
PA
USD
39980808.09000000
0.211782370085
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729NAC9
11980953.43920000
PA
USD
5426118.70000000
0.028742697647
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.20400000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CE2
1580000.00000000
PA
USD
1470487.21000000
0.007789318960
Long
DBT
CORP
JP
N
2
2028-04-19
Variable
4.08000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
10200000.00000000
PA
USD
9859964.64000000
0.052229226475
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
5.01200000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AQ1
37950000.00000000
PA
USD
25889265.34000000
0.137138047863
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
8898081.83650000
PA
USD
8282418.22000000
0.043872804089
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMC75
720000.00000000
PA
USD
494400.24000000
0.002618887901
Long
DBT
USGSE
US
N
2
2046-06-01
Fixed
2.84000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
12423539.20480000
PA
USD
11894321.28000000
0.063005418638
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.06800000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
39700000.00000000
PA
USD
32157000.00000000
0.170338870077
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
550000.00000000
PA
USD
464750.00000000
0.002461827591
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAA3
438060.93390000
PA
USD
436493.20000000
0.002312148474
Long
ABS-O
CORP
KY
Y
2
2034-10-15
Floating
4.18600000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128X9MF4
2675000.00000000
PA
USD
1403719.63000000
0.007435644359
Long
DBT
USGSE
US
N
2
2036-09-15
None
0.00000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
36500997.08010000
PA
USD
30205717.56000000
0.160002730324
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
61210000.00000000
PA
USD
49427578.15000000
0.261822863225
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Securitization Trust
14855JAB1
147416.92000000
PA
USD
132408.54000000
0.000701381381
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
4.45000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
1630039.24840000
PA
USD
1562294.82000000
0.008275633123
Long
LON
CORP
US
N
2
2025-03-31
Variable
6.12000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAJ0
3800000.00000000
PA
USD
3547966.90000000
0.018793938265
Long
ABS-O
CORP
KY
Y
2
2038-08-19
Floating
5.69300000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKYC4
1500000.00000000
PA
USD
1116681.00000000
0.005915171806
Long
DBT
USGSE
US
N
2
2048-08-05
Fixed
3.11000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AE3
6500000.00000000
PA
USD
6223467.90000000
0.032966336724
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
4.61800000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
22678625.00000000
PA
USD
20963667.38000000
0.111046659022
Long
LON
CORP
US
N
2
2028-04-21
Variable
6.73000000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
32122027.84180000
PA
USD
30387438.34000000
0.160965323611
Long
LON
CORP
US
N
2
2028-02-01
Variable
6.87000000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
32500000.00000000
PA
USD
30466072.00000000
0.161381854034
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.79600000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
12032456.66620000
PA
USD
6446619.68000000
0.034148394194
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.68400000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
16759999.98000000
PA
USD
0.17000000
0.000000000900
Long
ABS-O
CORP
US
N
3
2031-07-15
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BF9
40990000.00000000
PA
USD
32965070.85000000
0.174619302814
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281BB9
49391032.20760000
PA
USD
672261.34000000
0.003561036074
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
0.96100000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAG6
19200000.00000000
PA
USD
18144656.64000000
0.096114075006
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.94300000
N
N
N
N
N
N
TFI INTERNATIONAL INC
N/A
TFI International, Inc.
N/A
14000000.00000000
PA
USD
10791481.54000000
0.057163565381
Long
DBT
CORP
CA
N
3
2033-01-05
Fixed
3.35000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
5360000.00000000
PA
USD
5103131.11000000
0.027031799830
Long
ABS-O
CORP
US
Y
2
2038-02-15
Floating
4.59000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAX9
31750000.00000000
PA
USD
20613663.05000000
0.109192650809
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A Unfunded
N/A
38704254.90000000
PA
USD
0.39000000
0.000000002065
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
50650000.00000000
PA
USD
49536206.50000000
0.262398278543
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.21000000
N
N
N
N
N
N
KKR ACQUISITION HOLDINGS I-A
N/A
KKR Acquisition Holdings I Corp.
48253T117
949467.00000000
NS
USD
113936.04000000
0.000603530687
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
949467
11.50000000
USD
2027-12-31
XXXX
-879197.77000000
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
20500000.00000000
PA
USD
16531517.14000000
0.087569112488
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAA8
24975000.00000000
PA
USD
20854524.10000000
0.110468516067
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
2127812.02000000
PA
USD
744734.21000000
0.003944932171
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363RAA4
1475471.48100000
PA
USD
1261040.03000000
0.006679856138
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
1.98400000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
18680000.00000000
PA
USD
14402207.90000000
0.076289946832
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
27350000.00000000
PA
USD
21540313.00000000
0.114101208991
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
1202169.62940000
PA
USD
1090968.94000000
0.005778972433
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.62000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
53200000.00000000
NS
USD
47592448.15000000
0.252101994653
Long
EP
CORP
US
N
2
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-363729846.28000000
PA
USD
-363729846.28000000
-1.92671365577
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.80000000
N/A
380000000.00000000
USD
360965372.69
USD
UST
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELZC1
3000000.00000000
PA
USD
1985361.00000000
0.010516657319
Long
DBT
USGSE
US
N
2
2040-05-14
Fixed
2.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
13850000.00000000
PA
USD
11850974.65000000
0.062775807170
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
59500000.00000000
PA
USD
57964917.85000000
0.307046012087
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
4.41000000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498MQ8
3000000.00000000
PA
USD
2240301.90000000
0.011867104962
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
28291874.99730000
PA
USD
26470727.00000000
0.140218108881
Long
LON
CORP
US
N
2
2028-05-04
Variable
7.25000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
11543862.59960000
PA
USD
3943785.19000000
0.020890627642
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.18400000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
8090000.00000000
PA
USD
6289150.14000000
0.033314262169
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
36828376.57690000
PA
USD
959773.27000000
0.005084015745
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
1.14200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
196332168.19650000
PA
USD
3954090.60000000
0.020945216437
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.57700000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMM58
2000000.00000000
PA
USD
1467326.00000000
0.007772573712
Long
DBT
USGSE
US
N
2
2039-06-28
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBF1
18503262.11470000
PA
USD
375492.25000000
0.001989020293
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.15700000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GF3
1000000.00000000
PA
USD
400077.30000000
0.002119249781
Long
DBT
MUN
US
N
2
2039-09-01
None
0.00000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Company LLC
09261BAH3
12150000.00000000
PA
USD
7776452.95000000
0.041192655058
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
15700000.00000000
PA
USD
14553272.00000000
0.077090148596
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
11472120.00140000
PA
USD
8211055.17000000
0.043494786820
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
1900000.00000000
PA
USD
1455207.57000000
0.007708381167
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
19781560.74000000
PA
USD
19285043.57000000
0.102154819513
Long
LON
CORP
US
N
3
2025-04-27
Variable
7.01000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
15665000.00000000
PA
USD
14708327.48000000
0.077911493101
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
4.98900000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68401TAE8
5101194.94250000
PA
USD
2655503.55000000
0.014066469950
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.33400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
28750000.00000000
PA
USD
21054064.59000000
0.111525502154
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENEE6
1650000.00000000
PA
USD
1244159.40000000
0.006590437739
Long
DBT
USGSE
US
N
2
2036-11-17
Fixed
2.48000000
N
N
N
N
N
N
CHENIERE ENERGY INC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
N/A
97100000.00000000
PA
USD
76053479.84000000
0.402862948079
Long
DBT
CORP
US
N
3
2039-12-31
Fixed
3.52000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAJ9
5160593.28380000
PA
USD
4824288.26000000
0.025554741149
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.56800000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
24778000.00000000
PA
USD
17743049.07000000
0.093986719230
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
23393225.00000000
PA
USD
18692169.29000000
0.099014304697
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
5330509.91010000
PA
USD
5176392.08000000
0.027419870572
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7K4
1612000.00000000
PA
USD
296870.76000000
0.001572554337
Long
DBT
USGA
US
N
2
2056-09-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAV0
28597016.80910000
PA
USD
506107.14000000
0.002680900530
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.87000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
8800000.00000000
PA
USD
8488504.64000000
0.044964464627
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
4.98600000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
123626.86990000
PA
USD
115745.66000000
0.000613116426
Long
LON
CORP
US
N
2
2027-10-29
Variable
5.75000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
169821661.62630000
PA
USD
12247911.84000000
0.064878423473
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CC3
31150000.00000000
PA
USD
23895052.24000000
0.126574500077
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEN60
7100000.00000000
PA
USD
4836717.10000000
0.025620577967
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.41000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FCG4
3500000.00000000
PA
USD
416808.00000000
0.002207873985
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
21000000.00000000
PA
USD
19465005.00000000
0.103108093346
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
4.68200000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
34600000.00000000
PA
USD
25617494.00000000
0.135698447683
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C5E0
427194.58990000
PA
USD
403370.66000000
0.002136695041
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
40900000.00000000
PA
USD
33998038.70000000
0.180091037627
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
60050000.00000000
PA
USD
55369048.46000000
0.293295430293
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.81800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJYM6
541338.96000000
PA
USD
482166.72000000
0.002554085713
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
2181382.92470000
PA
USD
2072313.78000000
0.010977254959
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
114650000.00000000
PA
USD
99629912.16000000
0.527749686327
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
1830000.00000000
PA
USD
1624125.00000000
0.008603153819
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
4996777.56000000
PA
USD
3758922.41000000
0.019911390864
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
1300000.00000000
PA
USD
81120.00000000
0.000429700816
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS HOLDINGS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
N/A
2610042.52660000
PA
USD
2473015.29000000
0.013099811244
Long
LON
CORP
US
N
2
2028-03-03
Variable
5.12000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
138205000.00000000
PA
USD
123146321.41000000
0.652318476324
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
2000000.00000000
PA
USD
1792812.50000000
0.009496708508
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
14175000.00000000
PA
USD
9993375.00000000
0.052935914598
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
10278743.16960000
PA
6811502.36000000
0.036081214526
Long
LON
CORP
CA
N
3
2028-03-27
Variable
7.75000000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
250000.00000000
PA
USD
230219.65000000
0.001219496689
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
309501.00000000
NS
USD
5648393.25000000
0.029920108342
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
22825000.00000000
PA
USD
21203847.53000000
0.112318917484
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
5.11800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUMC7
667119.87200000
PA
USD
639475.81000000
0.003387367817
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBP5
540000.00000000
PA
USD
101731.68000000
0.000538882962
Long
DBT
USGA
US
N
2
2056-04-01
None
0.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
5833616.39370000
PA
USD
2227323.16000000
0.011798355268
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.24400000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
114865000.00000000
PA
USD
98783900.00000000
0.523268274647
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
27500000.00000000
PA
USD
25920848.25000000
0.137305345721
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
4.18800000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
32920000.00000000
PA
USD
26656479.16000000
0.141202056794
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings, Inc.
299808AH8
27760000.00000000
PA
USD
18351194.38000000
0.097208126232
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7D0
1612000.00000000
PA
USD
347880.88000000
0.001842760083
Long
DBT
USGA
US
N
2
2053-09-15
None
0.00000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
38800000.00000000
PA
USD
29906359.84000000
0.158417002309
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWQD1
2010000.00000000
PA
USD
1121754.87000000
0.005942048607
Long
DBT
USGSE
US
N
2
2050-08-19
Fixed
2.05000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAY0
2500000.00000000
PA
USD
2335535.75000000
0.012371568264
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
4.71000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-9734723.18160000
PA
USD
-241421.13000000
-0.00127883205
Short
LON
CORP
US
N
3
2026-11-25
Variable
1.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
73350000.00000000
NS
USD
53881671.85000000
0.285416646478
Long
EP
CORP
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
800000000.00000000
PA
USD
546437504.00000000
2.894534533669
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
2999198.20230000
PA
USD
2816273.17000000
0.014918082831
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENQQ6
5100000.00000000
PA
USD
4450458.90000000
0.023574529351
Long
DBT
USGSE
US
N
2
2032-03-08
Fixed
3.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
6820000.00000000
PA
USD
4305652.25000000
0.022807473931
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38011WAA4
3177621.91200000
PA
USD
3369682.53000000
0.017849547988
Long
ABS-MBS
CORP
US
N
3
2037-05-10
Fixed
6.84500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABH4
67341392.98700000
PA
USD
1423442.16000000
0.007540116589
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.28600000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAG7
4400000.00000000
PA
USD
4107565.44000000
0.021758188133
Long
ABS-O
CORP
KY
Y
2
2038-11-16
Floating
5.24300000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
12040000.00000000
PA
USD
9157527.56000000
0.048508346464
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
10467968.08860000
PA
USD
9975973.59000000
0.052843737576
Long
LON
CORP
US
N
2
2028-07-14
Variable
5.83000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128B549
1180000.00000000
NS
USD
22986400.00000000
0.121761277580
Long
EP
CORP
US
N
2
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
11564873.27790000
PA
USD
9188896.66000000
0.048674511749
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
AI CONVOY & CY SCA
N/A
AI Convoy Luxembourg SARL
N/A
13593007.77000000
PA
12323367.82000000
0.065278121404
Long
LON
CORP
LU
N
2
2027-01-18
Variable
3.50000000
N
N
N
N
N
N
FLAMINGO LUX I SARL
N/A
Flamingo
N/A
18600000.00000000
PA
16257271.39000000
0.086116405109
Long
LON
CORP
FR
N
2
2028-03-24
Variable
4.62000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935YAB6
8537449.00340000
PA
USD
7657436.93000000
0.040562215204
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.42400000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
3259005.14620000
PA
USD
405192.11000000
0.002146343445
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GC1
275000000.00000000
PA
USD
94193151.25000000
0.498950615820
Long
DBT
UST
US
N
2
2051-11-15
None
0.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
18720000.00000000
PA
USD
11810273.90000000
0.062560211195
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBC2
1020000.00000000
PA
USD
139840.98000000
0.000740751765
Long
DBT
USGA
US
N
2
2062-09-15
None
0.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
65200000.00000000
NS
USD
50367000.00000000
0.266799075448
Long
EP
CORP
US
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
5524999.38900000
PA
USD
5410463.39000000
0.028659769892
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
1580000.00000000
PA
USD
1479132.80000000
0.007835115522
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
55275BAE7
7943202.84390000
PA
USD
3307248.62000000
0.017518829274
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.56400000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
19106999.99980000
PA
USD
17936696.25000000
0.095012487860
Long
LON
CORP
US
N
2
2028-04-27
Variable
7.25000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
9300000.00000000
PA
USD
6876361.78000000
0.036424781411
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
11125000.00000000
PA
USD
10359811.26000000
0.054876964400
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAC4
8360499.54020000
PA
USD
4129555.05000000
0.021874669314
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.21400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CU7
17150000.00000000
PA
USD
16521650.75000000
0.087516849226
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
12346125.00000000
PA
USD
11312161.72000000
0.059921660774
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
336900.00000000
NS
USD
5801418.00000000
0.030730695866
Long
EP
CORP
US
N
2
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBS9
570000.00000000
PA
USD
253993.14000000
0.001345427262
Long
DBT
USGA
US
N
2
2039-09-15
None
0.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AQ0
15975000.00000000
PA
USD
15215580.45000000
0.080598463209
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
4.61000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
28975000.00000000
PA
USD
29042222.00000000
0.153839577075
Long
LON
CORP
US
N
2
2027-06-21
Variable
8.78000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NL1
1580000.00000000
PA
USD
1491699.05000000
0.007901680214
Long
DBT
CORP
US
N
2
2026-03-17
Variable
3.29000000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem SpA
N/A
5000000.00000000
PA
4036753.90000000
0.021383092269
Long
DBT
CORP
IT
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBD4
1370000.00000000
PA
USD
1268140.83000000
0.006717469791
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAJ3
16250000.00000000
PA
USD
13803762.38000000
0.073119920596
Long
ABS-O
CORP
KY
Y
2
2039-04-27
Fixed
3.12300000
N
N
N
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2700000.00000000
PA
USD
1717905.00000000
0.009099915931
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
ORION ADVISOR SOLUTIONS INC
N/A
Orion Advisor Solutions, Inc.
N/A
17371827.71470000
PA
USD
16329518.05000000
0.086499102949
Long
LON
CORP
US
N
2
2027-09-24
Variable
6.56000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAG1
3100000.00000000
PA
USD
3003292.71000000
0.015908744184
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
4.74300000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
20000000.00000000
PA
USD
17593632.00000000
0.093195241951
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AA0
9218048.65650000
PA
USD
7644891.86000000
0.040495762704
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.93400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
32701000.00000000
PA
USD
28846639.74000000
0.152803558131
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABF6
29881021.66540000
PA
USD
520614.05000000
0.002757745095
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.69500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAJ0
5131190.67690000
PA
USD
6422.71000000
0.000034021742
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
1.21700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
53228450.20220000
PA
USD
48036440.71000000
0.254453867993
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AM8
1310000.00000000
PA
USD
1316943.85000000
0.006975984307
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.05000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
28418407.81080000
PA
USD
23527292.91000000
0.124626441840
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
6320000.00000000
PA
USD
5972400.00000000
0.031636404753
Long
LON
CORP
US
N
2
2026-05-29
Variable
6.62000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXK1
207479.50200000
PA
USD
190780.66000000
0.001010584384
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
19742577.63150000
PA
USD
15617721.40000000
0.082728644352
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0JX9
1362537.15640000
PA
USD
979535.43000000
0.005188697899
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.31500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
13750000.00000000
PA
USD
10354670.29000000
0.054849732164
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-248970244.17000000
PA
USD
-248970244.17000000
-1.31882047687
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.86000000
N/A
260000000.00000000
USD
247835240.44
USD
UST
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
15650000.00000000
PA
USD
11449296.49000000
0.060648077472
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAH5
521000.00000000
PA
USD
463170.41000000
0.002453460344
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.86900000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
13950000.00000000
PA
USD
10821689.76000000
0.057323581367
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
15100000.00000000
PA
USD
14234166.00000000
0.075399811951
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
3.91200000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
20049250.00000000
PA
USD
18946541.25000000
0.100361738607
Long
LON
CORP
US
N
2
2028-12-14
Variable
7.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
25830000.00000000
NS
USD
20014076.13000000
0.106016578462
Long
EP
CORP
US
N
2
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
7051471.65270000
PA
USD
5402287.42000000
0.028616460955
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
28165000.00000000
PA
USD
25671179.36000000
0.135982824446
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
34100000.00000000
PA
USD
34441000.00000000
0.182437448279
Long
DBT
CORP
US
N
3
2024-01-09
Variable
5.28500000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd.
45605PAM0
2322686.86610000
PA
USD
2287883.73000000
0.012119150711
Long
ABS-O
CORP
KY
N
2
2026-04-15
Fixed
5.23500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
3600000.00000000
PA
USD
2781244.84000000
0.014732534236
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
25308750.00000000
PA
USD
21507401.06000000
0.113926871127
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8AH8
851544.45400000
PA
USD
778177.61000000
0.004122085232
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C761
798800.00000000
NS
USD
13739360.00000000
0.072778774698
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAE6
27527956.31100000
PA
USD
12723470.96000000
0.067397508063
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.42400000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
7566429.62000000
PA
USD
7083510.57000000
0.037522069430
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.46400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
48128KAV3
48130278.58240000
PA
USD
1639355.79000000
0.008683832848
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.19500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
57573418.19000000
PA
USD
2047828.91000000
0.010847556135
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.92600000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
16920000.00000000
PA
USD
12665630.12000000
0.067091119303
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
23045000.00000000
PA
USD
16303358.09000000
0.086360531004
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
538425.66000000
PA
USD
381609.19000000
0.002021422341
Long
LON
CORP
US
N
2
2028-03-02
Variable
7.42000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
5750000.00000000
PA
USD
4893307.50000000
0.025920343019
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
65584832.09000000
PA
USD
56123391.07000000
0.297291259127
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46648KAW6
129624219.67900000
PA
USD
3871240.28000000
0.020506349942
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
0.98900000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
3600000.00000000
PA
USD
447588.00000000
0.002370918748
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
1660000.00000000
PA
USD
1645906.60000000
0.008718533149
Long
DBT
CORP
US
N
2
2024-10-24
Floating
3.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CY9
2500000.00000000
PA
USD
2044842.68000000
0.010831737773
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9653000.00000000
PA
USD
7864801.06000000
0.041660643901
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGHE7
445282.35450000
PA
USD
422399.94000000
0.002237495055
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
40900000.00000000
PA
USD
35779520.41000000
0.189527725799
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
5200000.00000000
PA
USD
4577160.22000000
0.024245679013
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
14650936.50050000
PA
USD
14014206.80000000
0.074234665899
Long
LON
CORP
US
N
2
2025-12-09
Variable
5.92000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
11875000.00000000
PA
USD
8483024.41000000
0.044935435296
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
94670750.74100000
PA
USD
4252278.78000000
0.022524749281
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.19900000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
33484848.47960000
PA
USD
31978030.30000000
0.169390849538
Long
LON
CORP
CA
N
2
2027-05-24
Variable
5.12000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH MF
N/A
California Public Finance Authority Revenue Bonds
13057MAA4
3600000.00000000
PA
USD
2617952.76000000
0.013867559631
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.55000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935HAH0
5383420.98730000
PA
USD
1587951.46000000
0.008411538931
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.05100000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
95599000.00000000
PA
USD
80931532.23000000
0.428702483244
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
2443497.15960000
PA
USD
2317333.29000000
0.012275147999
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corporation Nacional del Cobre de Chile
21987BBC1
10430000.00000000
PA
USD
8877703.10000000
0.047026088097
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
21873940.42740000
PA
USD
20643531.28000000
0.109350865834
Long
LON
CORP
US
N
2
2027-10-05
Variable
7.12000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
93150000.00000000
PA
USD
81089869.50000000
0.429541211722
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
8600000.00000000
PA
USD
6579000.00000000
0.034849626091
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
358000.00000000
PA
USD
352222.49000000
0.001865758029
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617525AA8
2108351.43560000
PA
USD
1318150.81000000
0.006982377695
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.21400000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
5300004.36610000
PA
USD
4768343.44000000
0.025258395799
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JAA3
2301413.41550000
PA
USD
1955791.29000000
0.010360023585
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
3.54400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LERF6
2324162.22330000
PA
USD
1714633.11000000
0.009082584400
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.62000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1769000.00000000
PA
USD
1489434.32000000
0.007889683711
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd.
04941GAN8
4300000.00000000
PA
USD
4163653.88000000
0.022055294253
Long
ABS-O
CORP
KY
N
2
2027-11-17
Floating
4.24200000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
4588990.76390000
PA
USD
4160996.25000000
0.022041216519
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
21861781.86630000
PA
USD
20946429.06000000
0.110955345903
Long
LON
CORP
US
N
2
2026-11-09
Variable
6.87000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Incorporated Trust
61755AAD8
3586563.29750000
PA
USD
2739116.85000000
0.014509378027
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.27400000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359UAE9
13026.35250000
PA
USD
12951.75000000
0.000068606725
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.34400000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
9900000.00080000
PA
9120846.81000000
0.048314044835
Long
LON
CORP
NO
N
2
2028-06-26
Variable
4.44000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAC1
3250000.00000000
PA
USD
2794155.00000000
0.014800920655
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
10000000.00000000
PA
USD
9757911.00000000
0.051688638058
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
4.22000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corporation II
36192CAE5
225000.00000000
PA
USD
224232.35000000
0.001187781358
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
2.94300000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
17850000.00000000
PA
USD
13931038.93000000
0.073794117310
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGDJ0
228769.42300000
PA
USD
210205.93000000
0.001113481997
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAG7
16125000.00000000
PA
USD
15550682.33000000
0.082373531642
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8RK3
351074.73890000
PA
USD
339997.29000000
0.001800999913
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
39600000.00000000
PA
USD
28141763.76000000
0.149069759021
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300AH0
1510000.00000000
PA
USD
1284267.79000000
0.006802895923
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CJ2
1400000.00000000
PA
USD
1150652.76000000
0.006095123643
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423AU6
8105000.00000000
PA
USD
6118193.63000000
0.032408688305
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
558400.00000000
NS
USD
11882752.00000000
0.062944134996
Long
EP
CORP
US
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515GAJ6
32143893.57890000
PA
USD
1035997.69000000
0.005487784181
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
1.11800000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
26000000.00000000
PA
USD
25990590.08000000
0.137674775223
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
4.51700000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp.
521865AZ8
1360000.00000000
PA
USD
1077056.79000000
0.005705278372
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAD6
659029.51120000
PA
USD
568336.31000000
0.003010534716
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.52400000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
129546488.67210000
PA
USD
18542999.39000000
0.098224136702
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H608
2218000.00000000
NS
USD
38193960.00000000
0.202317255657
Long
EP
CORP
US
N
2
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAA8
1828641.00000000
PA
USD
1661110.22000000
0.008799068257
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
9000000.00000000
PA
USD
8574563.70000000
0.045420328142
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.58300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
26750000.00000000
PA
USD
25547884.43000000
0.135329718775
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
4.39300000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAD9
5187803.33290000
PA
USD
4982911.04000000
0.026394982002
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.22400000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-393690000.00000000
NC
8060490.77000000
0.042697232018
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
393690000.00000000
EUR
394276598.10000000
USD
2022-10-17
8060490.77000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
S&P 500 Index
N/A
950.00000000
NC
USD
43890000.00000000
0.232489753636
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
S&P 500 INDEX
US78378X1072
95000
4000.00000000
USD
2023-04-21
XXXX
21277359.81000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
525000.00000000
PA
USD
474460.88000000
0.002513267101
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
14350000.00000000
PA
USD
13602509.94000000
0.072053866137
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
5.81800000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AD3
16600000.00000000
PA
USD
12154594.20000000
0.064384110528
Long
DBT
CORP
AU
N
2
2036-03-03
Variable
3.05200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJWW6
169781.88600000
PA
USD
161590.55000000
0.000855961429
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
5727717.50020000
PA
5884619.36000000
0.031171421855
Long
LON
CORP
LU
N
3
2026-10-09
Variable
6.96000000
N
N
N
N
N
N
ELSAN SAS
N/A
Elsan SAS
N/A
4500000.00000000
PA
4041884.74000000
0.021410270845
Long
LON
CORP
FR
N
2
2028-06-16
Variable
4.26000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
34430000.00000000
PA
USD
26855744.30000000
0.142257584325
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
89450000.00000000
NS
USD
73763153.50000000
0.390730858616
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAA0
2169817.69000000
PA
USD
1876134.71000000
0.009938074652
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.26000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152GF2
1820000.00000000
PA
USD
1910130.77000000
0.010118155209
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
13471847.35690000
PA
USD
12038145.07000000
0.063767267750
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
18689440.00000000
PA
USD
15963378.10000000
0.084559622731
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
WAYSTAR TECHNOLOGIES INC
N/A
Navicure, Inc.
N/A
5592927.41150000
PA
USD
5348236.84000000
0.028330149585
Long
LON
CORP
US
N
2
2026-10-22
Variable
7.12000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
10000000.00000000
PA
USD
9649441.00000000
0.051114061536
Long
ABS-O
CORP
KY
Y
2
2038-02-18
Floating
4.04300000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A Unfunded
N/A
39307653.58300000
PA
USD
0.39000000
0.000000002065
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
9531.46660000
PA
USD
8101.75000000
0.000042915786
Long
LON
CORP
US
N
3
2023-10-02
Variable
6.00000000
N
N
Y
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
16000000.00000000
PA
USD
15395158.40000000
0.081549705710
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
4.34000000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp.
N/A
150400.00000000
NS
USD
6722.88000000
0.000035611772
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
150400
11.50000000
USD
2027-04-30
XXXX
-86166.80000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
41012213.04880000
PA
USD
38292754.31000000
0.202840579074
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
10125538.48260000
PA
USD
8854757.08000000
0.046904540716
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AA0
2208949.21710000
PA
USD
1823561.14000000
0.009659587153
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.27400000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935EAH7
348995.35980000
PA
USD
127679.70000000
0.000676332239
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.17400000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
10200000.00000000
PA
USD
8251129.04000000
0.043707062149
Long
DBT
CORP
US
N
3
2035-05-07
Fixed
3.76000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
15050000.00000000
PA
USD
12344461.50000000
0.065389856753
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAE7
8201660.83860000
PA
USD
4337750.16000000
0.022977499795
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.58400000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
46200000.00000000
PA
USD
44673265.56000000
0.236638790252
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.31200000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
5071000.00000000
PA
USD
4208930.00000000
0.022295126424
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBJ6
1030000.00000000
PA
USD
1225243.81000000
0.006490239952
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
9360000.00000000
PA
USD
6216321.48000000
0.032928481417
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429EAF8
28423215.97690000
PA
USD
1482691.38000000
0.007853965679
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
2.05400000
N
N
N
N
N
N
SPORTRADAR MANAGEMENT LTD
N/A
Sportradar Capital SARL
N/A
2776190.48000000
PA
2554296.59000000
0.013530366482
Long
LON
CORP
LU
N
2
2027-11-22
Variable
4.21000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
26000000.00000000
PA
USD
24540679.80000000
0.129994454335
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
4.56900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFQE7
1050000.00000000
PA
USD
770188.43000000
0.004079765740
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.01000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
1304000.00000000
NS
USD
23002560.00000000
0.121846878728
Long
EP
CORP
BM
N
2
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
22725000.00000000
PA
USD
21451256.93000000
0.113629470012
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
5.29300000
N
N
N
N
N
N
HARRIS CNTY-HOUSTON TX SPORTS
N/A
Harris County-Houston Sports Authority Revenue Bonds
413890EL4
1500000.00000000
PA
USD
537238.50000000
0.002845806482
Long
DBT
MUN
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
22380000.00000000
PA
USD
21170629.34000000
0.112142957384
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AG2
23382500.00000000
PA
USD
18566079.12000000
0.098346392358
Long
ABS-O
CORP
US
N
2
2052-01-25
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPMV3
253207.29460000
PA
USD
251544.09000000
0.001332454397
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
800000.00000000
PA
USD
787227.16000000
0.004170021610
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46639NAS0
29948767.19190000
PA
USD
42045.07000000
0.000222716973
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
0.52700000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
6890000.00000000
PA
6094506.52000000
0.032283215296
Long
LON
CORP
SE
N
2
2026-07-20
Variable
3.75000000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
5560000.00000000
PA
USD
3481950.00000000
0.018444240092
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
SCP EYE CARE SERVICES LLC
N/A
SCP Eye Care Services LLC
N/A
1148292.67000000
PA
USD
1136809.74000000
0.006021795770
Long
LON
CORP
US
N
3
2028-03-16
Variable
7.32000000
N
N
N
N
N
N
DMG PRACTICE MANAGEMENT SOLUTIONS LLC
N/A
Midwest Physician Administrative Services
N/A
4437181.15680000
PA
USD
4054474.28000000
0.021476958908
Long
LON
CORP
US
N
2
2028-03-13
Variable
6.92000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
14949584.54630000
PA
USD
4598719.44000000
0.024359880374
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.40400000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524LAD3
5154921.86190000
PA
USD
4683477.97000000
0.024808854850
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.26400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
7100000.00000000
PA
USD
6677924.88000000
0.035373641151
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
4.51000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
3500000.00000000
PA
2744290.89000000
0.014536785439
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
17711805.73830000
PA
USD
14289985.83000000
0.075695495217
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
31100000.00000000
PA
26988691.56000000
0.142961819361
Long
LON
CORP
GB
N
2
2026-01-29
Variable
3.44000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
26700000.00000000
PA
USD
25072573.59000000
0.132811949350
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
4.14000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAE4
11575000.00000000
PA
USD
11311988.22000000
0.059920741727
Long
ABS-O
CORP
KY
Y
2
2036-05-15
Floating
4.51800000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
13360000.00000000
PA
USD
9054632.18000000
0.047963299266
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
16600000.00000000
PA
USD
10597676.22000000
0.056136959068
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
29625000.00000000
PA
USD
23628046.21000000
0.125160142225
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAC4
7442793.87720000
PA
USD
2624768.25000000
0.013903661968
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.38400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DNA6
874141.60800000
PA
USD
794186.61000000
0.004206886518
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.50000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
632772.55260000
PA
USD
591376.57000000
0.003132581295
Long
LON
CORP
LU
N
2
2026-10-09
Variable
7.37000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
36376957.34870000
PA
USD
33215519.65000000
0.175945955350
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BK7
13100000.00000000
PA
USD
12078586.06000000
0.063981487750
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
31910000.00000000
PA
USD
21904105.75000000
0.116028255854
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBE3
6700000.00000000
PA
USD
6190897.82000000
0.032793809727
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.46200000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
10100000.00000000
PA
USD
9745937.43000000
0.051625212851
Long
ABS-O
CORP
KY
Y
2
2037-01-15
Floating
5.18900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFTE6
205006.80400000
PA
USD
188330.47000000
0.000997605481
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LGAW6
613179.44920000
PA
USD
540906.62000000
0.002865236883
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J6F28
591932.76000000
PA
USD
540983.59000000
0.002865644601
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
9100000.00000000
PA
USD
6340871.81000000
0.033588237068
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
Bank
N/A
BANK
06541FBB4
11615684.67840000
PA
USD
508625.28000000
0.002694239372
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.48800000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
8865000.00000000
PA
USD
7705192.05000000
0.040815178888
Long
LON
CORP
US
N
2
2028-01-31
Variable
6.62000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
8050000.00000000
PA
USD
7906511.65000000
0.041881589100
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
24050000.00000000
PA
USD
23624315.72000000
0.125140381443
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
BWAY Holding Co.
N/A
121786.62920000
PA
USD
113186.06000000
0.000599557967
Long
LON
CORP
US
N
2
2024-04-03
Variable
5.81000000
N
N
N
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P50
600000.00000000
PA
USD
448601.16000000
0.002376285558
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.11500000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
5150000.00000000
PA
USD
4165372.48000000
0.022064397850
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
1440000.00000000
PA
USD
1346216.27000000
0.007131043266
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.21000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
19215572.91000000
PA
USD
18684713.50000000
0.098974810626
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
LOIRE FINCO LUXEMBOURG SARL
N/A
Loire Finco Luxembourg SARL
N/A
19406340.72820000
PA
USD
18177337.17000000
0.096287187068
Long
LON
CORP
LU
N
2
2027-04-21
Variable
6.87000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
2750000.00000000
PA
USD
2128755.48000000
0.011276232333
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375BE1
110000.00000000
PA
USD
118352.75000000
0.000626926445
Long
DBT
CORP
CA
N
2
2036-07-15
Fixed
6.71200000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
3750000.00000000
PA
USD
3457987.50000000
0.018317308315
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
1799000.00000000
PA
USD
1568602.61000000
0.008309046123
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162QBQ1
5232000.00000000
PA
USD
3538131.63000000
0.018741839849
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.23000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
13704724.49210000
PA
USD
12309756.22000000
0.065206019387
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
8197841.44350000
PA
USD
8200084.05000000
0.043436671692
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
4.40000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
8920000.00000000
PA
USD
2907028.00000000
0.015398820312
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAB4
33145124.62530000
PA
USD
8530232.59000000
0.045185501784
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.19400000
N
N
N
N
N
N
WESTERN GROUP HOUSING LP
N/A
Western Group Housing, LP
95829TAA3
1469267.57840000
PA
USD
1565783.77000000
0.008294114443
Long
DBT
CORP
US
N
2
2057-03-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138YWKA4
139274.36750000
PA
USD
131780.94000000
0.000698056921
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
4000000.00000000
PA
USD
2566383.20000000
0.013594390474
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
21400000.00000000
PA
USD
16332480.00000000
0.086514792697
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
5524000.00000000
PA
USD
5134889.44000000
0.027200026904
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
2125000.00000000
PA
USD
1970725.00000000
0.010439128952
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp.
615369AT2
11180000.00000000
PA
USD
7576144.44000000
0.040131600691
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
4429000.00000000
PA
USD
3440688.98000000
0.018225676311
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132L9Y82
248695.37500000
PA
USD
240398.07000000
0.001273412806
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc.
683720AA4
210000.00000000
PA
USD
167708.10000000
0.000888366708
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
39587874.81760000
PA
USD
1100630.01000000
0.005830148094
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.90800000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
3900000.00000000
PA
USD
3221868.00000000
0.017066559525
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXXF2
5991383.37250000
PA
USD
4554987.49000000
0.024128227827
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
12825000.00000000
PA
USD
11486465.27000000
0.060844964246
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
8600000.00000000
PA
USD
6378620.00000000
0.033788193035
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CF9
975000.00000000
PA
USD
818792.42000000
0.004337225974
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
2463087.47360000
PA
USD
2091197.97000000
0.011077286417
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.44400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZZ5
3442931.27500000
PA
USD
2498589.90000000
0.013235282531
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
153393706.52690000
PA
USD
5234391.50000000
0.027727099345
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.78600000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
43055617.53820000
PA
USD
41247066.32000000
0.218489867554
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
446814.15680000
PA
USD
390962.39000000
0.002070967184
Long
LON
CORP
US
N
3
2028-11-30
Variable
7.12000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
23785000.00000000
PA
USD
9005595.63000000
0.047703547718
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
40600000.00000000
PA
USD
30263352.06000000
0.160308026079
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
46725000.00000000
PA
USD
47026471.10000000
0.249103957175
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
4717823.48550000
PA
USD
1118708.70000000
0.005925912737
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
3.44400000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAL8
1650000.00000000
PA
USD
1424955.44000000
0.007548132585
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
8179167.21800000
PA
USD
7974688.04000000
0.042242726310
Long
LON
CORP
US
N
3
2027-11-12
Variable
7.87000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIV LLC
46616QAA9
1760725.17200000
PA
USD
1702718.79000000
0.009019473046
Long
ABS-O
CORP
US
N
2
2056-09-15
Fixed
4.94000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
14100000.00000000
PA
USD
13311202.29000000
0.070510780155
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
4.13800000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
9500000.00000000
PA
USD
7473840.00000000
0.039589683762
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
397100.00000000
NS
USD
3853855.50000000
0.020414261010
Long
EC
CORP
US
N
1
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38012DAB3
4407586.51410000
PA
USD
3839564.97000000
0.020338562632
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Fixed
5.46600000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
63355000.00000000
PA
USD
57714471.41000000
0.305719372052
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
9900000.00000000
PA
USD
8684775.00000000
0.046004128506
Long
LON
CORP
CA
N
2
2028-10-02
Variable
7.12000000
N
N
N
N
N
N
SCP EYE CARE SERVICES LLC
N/A
SCP Eye Care Services LLC
N/A
6558517.94880000
PA
USD
6525725.36000000
0.034567424954
Long
LON
CORP
US
N
3
2028-03-16
Variable
7.62000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
8000000.00000000
PA
USD
7506552.00000000
0.039762962523
Long
ABS-O
CORP
KY
Y
2
2036-11-16
Floating
4.73900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHM66
510007.54000000
PA
USD
454025.84000000
0.002405020635
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
PAYA HOLDINGS INC
N/A
Paya Holdings III, LLC
N/A
3366000.00000000
PA
USD
3265020.00000000
0.017295140018
Long
LON
CORP
US
N
2
2028-06-23
Variable
6.37000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
35115407.42610000
PA
USD
1406937.43000000
0.007452689370
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.33400000
N
N
N
N
N
N
SERVICE LOGIC ACQUISITION INC
N/A
Service Logic Acquisition, Inc.
N/A
-162962.68030000
PA
USD
-10388.87000000
-0.00005503089
Short
LON
CORP
US
N
3
2027-10-29
Variable
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ANH78
540000.00000000
PA
USD
373667.04000000
0.001979351972
Long
DBT
USGSE
US
N
2
2041-08-16
Fixed
2.45000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
1050000.00000000
PA
USD
776426.31000000
0.004112808419
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
8909146.51600000
PA
USD
8592392.50000000
0.045514769092
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377XAB8
30709619.72830000
PA
USD
9157292.29000000
0.048507100216
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.24400000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
30450000.00000000
PA
USD
29249463.08000000
0.154937353963
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
4.01200000
N
N
N
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
4224750.00000000
PA
USD
4000331.28000000
0.021190157980
Long
LON
CORP
US
N
2
2027-12-01
Variable
6.56000000
N
N
N
N
N
N
CONYERS PARK III ACQUISITI-A
N/A
Conyers Park III Acquisition Corp.
21289P110
190000.00000000
NS
USD
27132.00000000
0.000143720938
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
190000
11.50000000
USD
2028-08-12
XXXX
-163437.52000000
N
N
N
INEOS LTD
N/A
INEOS Quattro Finance 2 plc
N/A
8500000.00000000
PA
6833656.77000000
0.036198568669
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco
N/A
-3642857.13000000
PA
USD
-236785.71000000
-0.00125427777
Short
LON
CORP
US
N
3
2028-12-22
Variable
3.75000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
7400000.00000000
PA
USD
5712504.00000000
0.030259709446
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
20050000.00000000
PA
USD
14855446.00000000
0.078690794730
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730AH2
15300000.00000000
PA
USD
10791308.03000000
0.057162646281
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
10093483.63920000
PA
USD
9504730.74000000
0.050347516703
Long
LON
CORP
US
N
2
2027-04-09
Variable
6.78000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
48900000.00000000
PA
USD
40747888.34000000
0.215845671482
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
843792.00000000
NS
USD
8302913.28000000
0.043981368487
Long
EC
CORP
US
N
1
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
57826598.50000000
PA
USD
43887010.61000000
0.232473918536
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
9670097.79400000
PA
USD
9417005.23000000
0.049882825835
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.86400000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BE2
400000.00000000
PA
USD
371763.73000000
0.001969269947
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
12900000.00000000
PA
USD
6741361.98000000
0.035709673864
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
9761924.05000000
PA
USD
7818869.69000000
0.041417340805
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
4000000.00000000
PA
USD
3864777.60000000
0.020472116474
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
5.14300000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
720000.00000000
PA
USD
602605.21000000
0.003192060533
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
120140702.62710000
PA
USD
1754775.10000000
0.009295220567
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.57300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKYX9
917425.65000000
PA
USD
792192.34000000
0.004196322669
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.59500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBF7
1660000.00000000
PA
USD
1185608.47000000
0.006280287562
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
13850000.00000000
PA
USD
12551147.00000000
0.066484690678
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HT2V0
951089.04000000
PA
USD
816200.26000000
0.004323495041
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.96000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
22380000.00000000
PA
USD
17152266.77000000
0.090857285843
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
97865907.69000000
NS
USD
97865907.69000000
0.518405576857
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDYP8
6460000.00000000
PA
USD
4309425.17000000
0.022827459468
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZE7
1650000.00000000
PA
USD
1581964.77000000
0.008379826831
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.21700000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDZ3
2070000.00000000
PA
USD
2067412.50000000
0.010951292385
Long
DBT
CORP
US
N
2
2023-02-02
Floating
2.50700000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
15980000.00000000
PA
USD
14613034.37000000
0.077406715893
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150UAA6
2246310.16790000
PA
USD
1975909.01000000
0.010466589176
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
1.87400000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
479073.75000000
0.002537701939
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
FREEPORT LNG DEVELOPMENT LP
N/A
FLNG Liquefaction 3 LLC
N/A
66638655.00000000
PA
USD
50098687.60000000
0.265377797622
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELZ98
2000000.00000000
PA
USD
1257263.84000000
0.006659853279
Long
DBT
USGSE
US
N
2
2040-07-30
Fixed
1.99000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital,LP
N/A
36000000.00000000
PA
USD
24977509.56000000
0.132308385601
Long
DBT
CORP
US
N
3
2041-04-15
Fixed
3.41000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
700000000.00000000
OU
Notional Amount
USD
-43748614.00000000
-0.23174081774
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-07-05
5751.57000000
USD
0.00000000
USD
700000000.00000000
USD
-43754365.57000000
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
11581890.46920000
PA
USD
11029055.57000000
0.058422018963
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
83000000.00000000
PA
USD
81162894.60000000
0.429928033036
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
4.41200000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
532.19610000
NS
USD
127.17000000
0.000000673632
Long
EC
CORP
KY
N
3
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
17427000.00000000
PA
USD
14909076.63000000
0.078974881582
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
12016661.31570000
PA
USD
11986619.66000000
0.063494332460
Long
LON
CORP
US
N
3
2026-08-19
Variable
5.74000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EM3K6
140000.00000000
PA
USD
92063.44000000
0.000487669320
Long
DBT
USGSE
US
N
2
2046-08-24
Fixed
2.59000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
4150000.00000000
PA
USD
3119642.48000000
0.016525060642
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
129000.00000000
PA
USD
129940.41000000
0.000688307448
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2022-HB9 LLC
12530GAA6
9250000.00000000
PA
USD
8416031.84000000
0.044580568901
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AD2
20970210.01280000
PA
USD
9736961.31000000
0.051577665439
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.36400000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
9100000.00000000
PA
USD
6037526.50000000
0.031981386387
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
33917493.73900000
PA
USD
29406467.07000000
0.155769019923
Long
LON
CORP
US
N
2
2027-11-23
Variable
6.62000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
5900000.00000000
PA
USD
4769147.00000000
0.025262652337
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
32682276.56520000
PA
USD
1603964.43000000
0.008496361247
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.88300000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
1938000.00000000
PA
USD
1735740.63000000
0.009194393060
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Hunter Douglas, Inc.
N/A
19750000.00000000
PA
USD
16165375.00000000
0.085629620669
Long
LON
CORP
US
N
2
2029-02-26
Variable
6.34000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
31900000.00000000
PA
USD
24755357.00000000
0.131131621100
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493003NNQWXMTSTMF21
Anchorage Credit Funding 3 Ltd.
03330EAJ3
54000000.00000000
PA
USD
48165175.80000000
0.255135790740
Long
ABS-O
CORP
KY
N
2
2039-01-28
Fixed
2.87100000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3215000.00000000
PA
USD
2507856.89000000
0.013284370711
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
10000000.00000000
PA
USD
7633047.00000000
0.040433019287
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust
45256VAD9
620728.24460000
PA
USD
535002.12000000
0.002833960152
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.42400000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
361641.00000000
NS
USD
1110237.87000000
0.005881041897
Long
EC
CORP
US
N
1
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAE2
6325000.00000000
PA
USD
5550503.75000000
0.029401577794
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
ANCHOR PACKAGING LLC
N/A
Anchor Packaging LLC
N/A
1933276.91460000
PA
USD
1863195.63000000
0.009869535042
Long
LON
CORP
US
N
2
2026-07-18
Variable
7.12000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAG9
2820000.00000000
PA
USD
2690463.58000000
0.014251656752
Long
ABS-O
CORP
KY
Y
2
2038-04-18
Floating
5.03900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
4671238.55400000
PA
USD
4243574.99000000
0.022478644428
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
54700000.00000000
PA
USD
43852443.00000000
0.232290810422
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
29530000.00000000
PA
USD
23390597.54000000
0.123902352688
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-2322.00000000
NC
USD
-17798130.00000000
-0.09427848846
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-232200
3400.00000000
USD
2022-11-18
XXXX
-8735048.21000000
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939AAA5
29500000.00000000
PA
USD
20082927.70000000
0.106381292168
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.63500000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Companies, Inc.
142339AK6
220000.00000000
PA
USD
211144.91000000
0.001118455869
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPAH7
322440.52260000
PA
USD
315913.90000000
0.001673427768
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
38150000.00000000
PA
USD
28769948.10000000
0.152397314784
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
29921250.00000000
PA
USD
23596017.44000000
0.124990482602
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43732VAE6
47059661.82550000
PA
USD
40600280.88000000
0.215063779889
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.65200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DMD1
885275.32800000
PA
USD
804308.29000000
0.004260502077
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
19393733.36330000
PA
USD
17275825.20000000
0.091511787300
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings, Inc.
893521AB0
1135000.00000000
PA
USD
1353332.74000000
0.007168739925
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
MSD ACQUISITION CORP-A
N/A
MSD Acquisition Corp.
N/A
125260.00000000
NS
USD
10697.20000000
0.000056664146
N/A
DE
US
N
1
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
125260
11.50000000
USD
2023-05-13
XXXX
-129009.26000000
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
23066908.40000000
PA
USD
20971704.66000000
0.111089233304
Long
ABS-O
CORP
US
N
3
2031-03-22
Fixed
3.69000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02149FAA2
6237606.08830000
PA
USD
3679403.53000000
0.019490171342
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Y6
1550000.00000000
PA
USD
1159393.06000000
0.006141421893
Long
DBT
CORP
US
N
2
2031-06-07
Fixed
2.67300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust
94989XBF1
38117399.41950000
PA
USD
972759.84000000
0.005152806916
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
1.17400000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
8705065.12440000
PA
USD
8117473.23000000
0.042999073852
Long
LON
CORP
US
N
2
2025-02-12
Variable
6.12000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
4751020.40630000
PA
USD
4376877.55000000
0.023184761524
Long
LON
CORP
US
N
2
2025-02-14
Variable
6.62000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
103464062.58010000
PA
USD
4967319.99000000
0.026312394639
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.17000000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291AN8
180000.00000000
PA
USD
166113.22000000
0.000879918468
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNST1
25419191.55400000
PA
USD
23817860.52000000
0.126165607756
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
BlackRock MuniHoldings Califor
NKJSRCJXMS5PZYPXY795
BlackRock MuniHoldings California Quality Fund, Inc.
09254L107
1085407.00000000
NS
USD
11657271.18000000
0.061749740367
Long
EC
RF
US
N
1
N
N
N
BCPE EAGLE INTERMEDIATE HOLDINGS LLC
N/A
Aveanna Healthcare LLC
N/A
481924.52670000
PA
USD
383130.00000000
0.002029478225
Long
LON
CORP
US
N
2
2028-07-17
Variable
6.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAW6
23035234.58180000
PA
USD
1220128.00000000
0.006463140991
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
2.04200000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
27890000.00000000
PA
USD
23882207.00000000
0.126506457546
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334GS7
13029064.72880000
PA
USD
5059430.78000000
0.026800314777
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.44400000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CF0
800000.00000000
PA
USD
662112.25000000
0.003507275321
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBE0
18585000.00000000
PA
USD
17316058.95000000
0.091724909529
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
4.71200000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
1630000.00000000
PA
USD
1357013.96000000
0.007188239718
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
PARADOCS HOLDING SARL
N/A
Alter Domus
N/A
20576650.00000000
PA
USD
19805025.63000000
0.104909216894
Long
LON
CORP
LU
N
2
2028-02-17
Variable
6.75000000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
604770.00000000
NS
USD
5914590.12000000
0.031330179992
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12X5
1968446.31760000
PA
USD
1428875.65000000
0.007568898333
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.07000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
8907904.64170000
PA
USD
8592161.29000000
0.045513544349
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186XAB3
2500000.00000000
PA
USD
2121229.45000000
0.011236366193
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Fixed
5.25400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
73650795.65220000
PA
USD
70563037.60000000
0.373779522157
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CG7
2000000.00000000
PA
USD
1608380.00000000
0.008519750967
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAG9
2950000.00000000
PA
USD
2762418.06000000
0.014632806885
Long
ABS-O
CORP
KY
Y
2
2038-02-15
Floating
5.06000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
7926500.00000000
PA
USD
7288440.53000000
0.038607604083
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
1448221.00000000
NS
USD
25343867.50000000
0.134249020534
Long
EP
CORP
US
N
2
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMLD2
2870000.00000000
PA
USD
1681171.38000000
0.008905334243
Long
DBT
USGSE
US
N
2
2045-12-22
Fixed
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXF2
185581.44900000
PA
USD
176515.35000000
0.000935019599
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
3797870.00000000
NS
USD
37371040.80000000
0.197958169713
Long
EC
CORP
US
N
1
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAD6
3560606.25000000
PA
USD
2844376.42000000
0.015066948579
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
3.70000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELKD5
720000.00000000
PA
USD
551023.92000000
0.002918829241
Long
DBT
USGSE
US
N
2
2037-01-29
Fixed
2.43000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
21339337.25010000
PA
USD
744941.33000000
0.003946029307
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.16100000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAG9
24200000.00000000
PA
USD
23064589.24000000
0.122175453865
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
4.11000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
3135000.00000000
PA
USD
2144171.12000000
0.011357890531
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
35900000.00000000
PA
USD
33382792.52000000
0.176832016602
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
4.21000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
15650000.00000000
NS
USD
15767375.00000000
0.083521374555
Long
EP
CORP
US
N
2
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
20100000.00000000
PA
USD
17532828.00000000
0.092873157035
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
1525000.00000000
PA
USD
1358332.75000000
0.007195225481
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137WAL2
8000000.00000000
PA
USD
6485400.00000000
0.034353817458
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
TRANSUNION
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
N/A
9319166.19820000
PA
USD
9010515.41000000
0.047729608289
Long
LON
CORP
US
N
2
2028-12-01
Variable
5.37000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
23550000.00000000
PA
USD
23055214.50000000
0.122125794922
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
4.15000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAD2
3000000.00000000
PA
USD
2730869.07000000
0.014465688705
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
16581269.85990000
PA
USD
16265636.10000000
0.086160713821
Long
LON
CORP
US
N
3
2027-01-29
Variable
9.70000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
8490000.00000000
PA
USD
6834450.00000000
0.036202770488
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
753971.34610000
PA
USD
670320.49000000
0.003550755196
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.19500000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
300000.00000000
PA
USD
282000.00000000
0.001493782422
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7H1
1612000.00000000
PA
USD
313045.56000000
0.001658233882
Long
DBT
USGA
US
N
2
2055-09-15
None
0.00000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
18650000.00000000
PA
USD
14158319.45000000
0.074998045131
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
31896000.00000000
PA
USD
19921399.23000000
0.105525659582
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
70332974.58680000
PA
USD
64825009.45000000
0.343384608715
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837AC7
360000.00000000
PA
USD
350463.60000000
0.001856441012
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Vendor Financing Notes III DAC
N/A
5000000.00000000
PA
4154555.71000000
0.022007100330
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
41622895.66290000
PA
USD
1569220.63000000
0.008312319837
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.16300000
N
N
N
N
N
N
BIFM CA BUYER INC
N/A
BGIS (BIFM CA Buyer, Inc.)
N/A
32383273.90590000
PA
USD
31330817.50000000
0.165962498104
Long
LON
CORP
CA
N
2
2026-06-01
Variable
6.62000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
461260.80000000
PA
USD
449729.28000000
0.002382261324
Long
LON
CORP
US
N
3
2027-11-12
Variable
7.87000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM3 Trust
36168MAC7
12017807.27650000
PA
USD
11229273.27000000
0.059482592300
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
18300000.00000000
PA
USD
13477752.91000000
0.071393015575
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
14525000.00000000
PA
USD
11971289.16000000
0.063413125256
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
STRIPES 2013 AIRCRAFT 1 LIMITED
N/A
Stripes Aircraft Ltd.
N/A
156652.58640000
PA
USD
149833.48000000
0.000793683045
Long
ABS-O
CORP
US
N
3
2023-03-20
Variable
6.49300000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
461538.00000000
PA
USD
193615.19000000
0.001025599175
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
26390000.00000000
PA
USD
18951948.42000000
0.100390380931
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
117200000.00000000
PA
USD
111472220.35000000
0.590479586386
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
34936272.00000000
PA
USD
29493780.76000000
0.156231529339
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
15200000.00000000
PA
USD
14309892.56000000
0.075800943172
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
4.56200000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp. I
SBP818W74
330700.00000000
NS
USD
3204483.00000000
0.016974469428
Long
EC
CORP
US
N
1
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
5200000.00000000
PA
USD
5027733.88000000
0.026632413103
Long
ABS-O
CORP
US
Y
2
2038-02-15
Floating
4.09000000
N
N
N
N
N
N
MH SUB I LLC
N/A
Internet Brands, Inc.
N/A
750946.90870000
PA
USD
714218.10000000
0.003783285261
Long
LON
CORP
US
N
2
2024-09-13
Variable
6.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXS4
307656.21600000
PA
USD
292252.88000000
0.001548092961
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912PAA6
24706520.14350000
PA
USD
24107727.98000000
0.127701064907
Long
ABS-MBS
CORP
US
Y
2
2026-03-02
Floating
4.26400000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162DAF6
5228135.64580000
PA
USD
4616740.21000000
0.024455338209
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
3.18300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMK69
1236016.19800000
PA
USD
1087223.64000000
0.005759133201
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.74000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
2650000.00000000
NC
28108.26000000
0.000148892286
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
2571583.59000000
USD
2650000.00000000
EUR
2022-10-17
28108.26000000
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
70250000.00000000
PA
USD
69343964.68000000
0.367321970030
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
4.01200000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
3500000.00000000
PA
USD
2349894.47000000
0.012447627851
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
16138320.37080000
PA
USD
15035588.94000000
0.079645030039
Long
LON
CORP
US
N
2
2028-01-17
Variable
7.87000000
N
N
N
N
N
N
WYLIE TX INDEP SCH DIST
N/A
Wylie Independent School District General Obligation Unlimited
9830687X9
8885000.00000000
PA
USD
2674954.53000000
0.014169503751
Long
DBT
MUN
US
N
2
2046-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
21061641.69600000
PA
USD
19593699.19000000
0.103789799442
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
13450000.00000000
PA
USD
11300286.50000000
0.059858756536
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
12775000.00000000
PA
USD
9348106.25000000
0.049517860994
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
8675000.00000000
PA
USD
6498876.25000000
0.034425202512
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BB6
14550000.00000000
PA
USD
11172256.35000000
0.059180567928
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
89110000.00000000
PA
USD
70338259.38000000
0.372588849270
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBC3
13230000.00000000
PA
USD
10522772.88000000
0.055740188526
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings Ltd. - Class A Escrow
N/A
9249470.00000000
NS
USD
924.95000000
0.000004899553
Long
EC
CORP
US
N
3
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
94150000.00000000
PA
USD
59101898.00000000
0.313068710537
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
6410546.22950000
PA
USD
6161552.28000000
0.032638363444
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.51800000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
14350000.00000000
PA
USD
13561753.07000000
0.071837972889
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
4.65800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
63645706.11030000
PA
USD
58250364.13000000
0.308558049802
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
44458000.00000000
PA
USD
35454177.78000000
0.187804353097
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent, Inc.
N/A
29425874.73820000
PA
USD
27807451.63000000
0.147298873974
Long
LON
CORP
US
N
2
2027-12-17
Variable
7.67000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
3370000.00000000
PA
USD
3097767.19000000
0.016409185026
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
38400000.00000000
PA
USD
11000064.00000000
0.058268447695
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DB7
23140000.00000000
PA
USD
15128841.52000000
0.080138998354
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
10050000.00000000
PA
USD
8257847.82000000
0.043742652204
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDRL5
2472000.00000000
PA
USD
1761069.71000000
0.009328563750
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.49000000
N
N
N
N
N
N
SILVER LAKE (OFFSHORE) AIV GP V LTD
N/A
Zephyr Bidco Ltd.
N/A
23950000.00000000
PA
21931499.66000000
0.116173364156
Long
LON
CORP
GB
N
2
2025-07-23
Variable
6.47000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
37811362.77770000
PA
USD
34436641.93000000
0.182414363143
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
20300000.00000000
PA
USD
15993583.38000000
0.084719623143
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
9580057.91670000
PA
USD
9033042.36000000
0.047848935813
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System Revenue Bonds
88283KBL1
3150000.00000000
PA
USD
2151366.84000000
0.011396006985
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
5950000.00000000
PA
USD
5500915.90000000
0.029138905955
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
10300000.00000000
PA
USD
8648673.10000000
0.045812893103
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
45705551.51800000
PA
USD
38839631.58000000
0.205737443093
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17311BAS2
21749370.52560000
PA
USD
12119277.77000000
0.064197035839
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.24400000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
5907899.77910000
PA
USD
1520549.84000000
0.008054505757
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.24400000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAG2
21400000.00000000
PA
USD
21173810.56000000
0.112159808627
Long
ABS-O
CORP
KY
N
2
2036-02-22
Floating
5.36400000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
4150000.00000000
PA
USD
3288875.00000000
0.017421502357
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corporation A Mutual Legal Reserve Co.
42218SAH1
23030000.00000000
PA
USD
15382130.35000000
0.081480694816
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
5940000.00000000
PA
USD
5946771.60000000
0.031500648535
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
18020137.00000000
PA
USD
17848918.67000000
0.094547521172
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
4.43400000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
14066381.48920000
PA
USD
12307533.81000000
0.065194247057
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group, Inc.
02772AAA7
2000000.00000000
PA
USD
1861376.82000000
0.009859900622
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AB6
1155000.00000000
PA
USD
1150823.20000000
0.006096026480
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.15000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
229938302.42250000
PA
USD
25773209.47000000
0.136523288222
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.60900000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
9750000.00000000
PA
USD
7749535.27000000
0.041050069394
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
6525000.00000000
PA
USD
6085541.25000000
0.032235725357
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
244730000.00000000
PA
USD
229740287.50000000
1.216957458220
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
52000000.00000000
PA
USD
48272156.40000000
0.255702477761
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.46800000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
-2330014.07270000
PA
USD
-109510.66000000
-0.00058008900
Short
LON
CORP
US
N
3
2028-07-14
Variable
2.75000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W.R. Grace Holdings LLC
N/A
1240625.00000000
PA
USD
1158433.59000000
0.006136339483
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.44000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
5600000.00000000
PA
USD
5301140.32000000
0.028080674572
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
4.90000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
37875000.00000000
PA
USD
27621707.25000000
0.146314967272
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL GMBH
N/A
Cheplapharm Arzneimittel GmbH
N/A
13750000.00000000
PA
11047113.59000000
0.058517674115
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AGTT9
6056761.05990000
PA
USD
4598415.34000000
0.024358269526
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
34255399.87190000
PA
USD
1222486.16000000
0.006475632402
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.01400000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
5650000.00000000
PA
USD
5452656.24000000
0.028883269671
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
4.78400000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
18392346.41700000
PA
USD
18392346.42000000
0.097426112736
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-14547000.00000000
NC
531688.32000000
0.002816406619
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
14547000.00000000
CAD
11066859.90000000
USD
2022-10-17
531688.32000000
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
National Basketball Association
N/A
10500000.00000000
PA
USD
9865291.80000000
0.052257444979
Long
DBT
CORP
US
N
3
2024-12-16
Fixed
2.51000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport Revenue Bonds
2350366Z8
13800000.00000000
PA
USD
10552208.64000000
0.055896112714
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEHA1
350000.00000000
PA
USD
296383.15000000
0.001569971417
Long
DBT
USGSE
US
N
2
2043-06-22
Fixed
3.62500000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
30000000.00000000
PA
USD
21060655.80000000
0.111560416458
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.96900000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd.
01750CAG8
2500000.00000000
PA
USD
2301229.00000000
0.012189841951
Long
ABS-O
CORP
KY
N
2
2031-06-13
Floating
4.41200000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAC6
19000000.00000000
PA
USD
18246404.90000000
0.096653045795
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
3.96000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAC3
2200000.00000000
PA
USD
2155543.72000000
0.011418132340
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
4.43600000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
1202902.72810000
PA
USD
1130471.62000000
0.005988222110
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BP6
1000000.00000000
PA
USD
965590.36000000
0.005114829457
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
19359000.00000000
PA
USD
16018991.73000000
0.084854213734
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBA3
20200000.00000000
PA
USD
14825154.91000000
0.078530339773
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
32350000.00000000
PA
USD
19125651.59000000
0.101310504130
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
27170000.00000000
PA
USD
20355305.64000000
0.107824105569
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
1340000.00000000
PA
USD
1141150.74000000
0.006044790485
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
RXR ACQUISITION CORP- CL A
N/A
RXR Acquisition Corp.
74981W115
168756.00000000
NS
USD
4235.78000000
0.000022437353
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
168756
11.50000000
USD
2026-03-08
XXXX
-144287.34000000
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University Revenue Bonds
13077DKU5
5000000.00000000
PA
USD
3424528.50000000
0.018140072619
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP / PTL Finance Corp.
709599BM5
1620000.00000000
PA
USD
1393197.02000000
0.007379905034
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AC2
754898.37040000
PA
USD
648257.80000000
0.003433886903
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
5.37300000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
21745500.00000000
PA
USD
20757819.39000000
0.109956261472
Long
LON
CORP
US
N
2
2028-12-21
Variable
6.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
2290000.00000000
PA
USD
1689424.83000000
0.008949053600
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
10600000.00000000
PA
USD
10283970.54000000
0.054475228463
Long
ABS-O
CORP
KY
Y
2
2037-11-15
Floating
4.55000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
7000000.00000000
PA
USD
6560773.10000000
0.034753076365
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
5.38400000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
17050000.00000000
PA
USD
13466090.00000000
0.071331235966
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
25064268.52730000
PA
USD
23356966.25000000
0.123724204355
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting, Inc.
00510RAD5
34050000.00000000
PA
USD
25200732.56000000
0.133490820331
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Elmwood CLO 19 Ltd
N/A
Elmwood CLO 19 Ltd.
29004JAC7
4000000.00000000
PA
USD
3997871.20000000
0.021177126688
Long
ABS-O
CORP
KY
N
2
2034-10-17
None
0.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
42258000.00000000
PA
USD
40712371.39000000
0.215657534618
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923LAB8
4119465.04510000
PA
USD
3693529.66000000
0.019564998876
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.46400000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWWA0
720000.00000000
PA
USD
422779.68000000
0.002239506576
Long
DBT
USGSE
US
N
2
2045-10-05
Fixed
2.02000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAE0
12600000.00000000
PA
USD
11327124.06000000
0.060000917797
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
5.31000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM8 Trust
67117YAB0
4250000.00000000
PA
USD
4194951.96000000
0.022221083337
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBA9
13010000.00000000
PA
USD
11485314.52000000
0.060838868607
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
4682000.00000000
PA
USD
4342789.10000000
0.023004191568
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust
46412RAE5
788.41180000
PA
USD
759.43000000
0.000004022777
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
5.85000000
N
N
N
N
N
N
AMWINS GROUP INC
N/A
AmWINS Group, Inc.
N/A
3409232.71420000
PA
USD
3255033.12000000
0.017242238508
Long
LON
CORP
US
N
2
2028-02-21
Variable
5.37000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
11715998.02640000
PA
USD
283152.24000000
0.001499885953
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.95600000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive LLC
12479RAE7
269208.68310000
PA
USD
261660.61000000
0.001386042623
Long
ABS-O
CORP
US
N
2
2047-04-15
Fixed
4.18000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
14544125.00000000
PA
USD
14000683.77000000
0.074163033046
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
10200000.00000000
PA
USD
6836652.00000000
0.036214434704
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
33790000.00000000
PA
USD
26530626.01000000
0.140535399974
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
1640000.00000000
PA
USD
1397728.88000000
0.007403910753
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CB5
18395000.00000000
PA
USD
15145969.33000000
0.080229726090
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
143820000.00000000
PA
USD
49098348.81000000
0.260078902228
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
66056.21980000
PA
USD
63614.81000000
0.000336974060
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.62400000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
3750000.00000000
PA
USD
2746323.75000000
0.014547553703
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
2718268.84600000
NS
USD
26068198.23000000
0.138085873416
Long
EC
RF
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
21890000.00000000
PA
USD
19123013.16000000
0.101296528101
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
111750000.00000000
PA
USD
83135441.39000000
0.440376812194
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKV46
2741333.19000000
PA
USD
2340167.61000000
0.012396103693
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.42000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAL4
19167917.91170000
PA
USD
17570735.82000000
0.093073958578
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
5.16800000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421UU5
16761000.00000000
PA
USD
15909040.05000000
0.084271788603
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.69900000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENMU1
1580000.00000000
PA
USD
1240014.02000000
0.006568479243
Long
DBT
USGSE
US
N
2
2037-02-02
Fixed
2.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
669971AA1
2952265.29470000
PA
USD
1985080.16000000
0.010515169682
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.21400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J5NB1
182618.94630000
PA
USD
178637.55000000
0.000946261107
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
11950000.00000000
PA
USD
11339387.86000000
0.060065880381
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
7868041.85000000
PA
7332324.05000000
0.038840059511
Long
LON
CORP
US
N
2
2025-03-31
Variable
4.19000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923TAA3
884734.34910000
PA
USD
770038.64000000
0.004078972287
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
3.40400000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
30265000.00000000
PA
USD
23139711.05000000
0.122573381664
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
36032552.80220000
PA
USD
32992486.32000000
0.174764525322
Long
LON
CORP
US
N
2
2028-03-09
Variable
6.01000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-10113000.00000000
NC
-110020.08000000
-0.00058278745
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
10113000.00000000
EUR
9874787.27000000
USD
2022-12-30
-110020.08000000
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
11194986.47440000
PA
USD
9653863.37000000
0.051137487275
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
15600000.00000000
PA
USD
14998464.00000000
0.079448375490
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
4.26000000
N
N
N
N
N
N
GENSTAR CAPITAL LLC
N/A
OEConnection LLC
N/A
1161042.08370000
PA
USD
1114600.40000000
0.005904150658
Long
LON
CORP
US
N
2
2026-09-25
Variable
7.56000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
10575071.00000000
PA
USD
2020896.07000000
0.010704890167
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AX4
15750000.00000000
PA
USD
11088000.00000000
0.058734253550
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
108746175.25790000
PA
USD
3603184.90000000
0.019086433577
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.90500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
7223667.35000000
PA
USD
6611724.70000000
0.035022972126
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAM0
10808814.12320000
PA
USD
9487326.35000000
0.050255323895
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.31800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKEF0
6108167.01430000
PA
USD
5198868.01000000
0.027538927838
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
13725000.00000000
PA
USD
9717481.72000000
0.051474480087
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEEQ6
3685452.62400000
PA
USD
2859482.43000000
0.015146966636
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.54000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377AAD4
3396301.45340000
PA
USD
1585334.08000000
0.008397674406
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.38400000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AB9
1667955.11150000
PA
USD
1223063.11000000
0.006478688565
Long
DBT
CORP
US
N
2
2052-02-15
Floating
3.15800000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
9781426.08860000
PA
USD
8307603.84000000
0.044006214856
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec ILS / Deliver USD
N/A
28886625.00000000
NC
427045.12000000
0.002262101042
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7727829.05000000
USD
28886625.00000000
ILS
2022-11-30
427045.12000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
1839200.00000000
NS
USD
30806600.00000000
0.163185665171
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1RZ3
11080594.11730000
PA
USD
7767304.12000000
0.041144192783
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.07000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAB7
13150000.00000000
PA
USD
8625077.37000000
0.045687904143
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
24285480.06050000
PA
USD
22248137.14000000
0.117850624801
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAD8
29125000.00000000
PA
USD
21508812.50000000
0.113934347667
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38600000.00000000
PA
USD
29944714.28000000
0.158620169644
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
23000000.00000000
PA
USD
21617407.90000000
0.114509588446
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
3.92800000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
26148226.23840000
PA
USD
14511386.98000000
0.076868279423
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.21400000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
36500000.00000000
PA
USD
34800351.95000000
0.184340971777
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.58400000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
2650000.00000000
PA
USD
2285252.94000000
0.012105215151
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.63800000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
4850000.00000000
PA
USD
4013399.25000000
0.021259380334
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
43945170.87900000
PA
USD
40974686.07000000
0.217047041917
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
680000.00000000
NC
33895.69000000
0.000179548886
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
725729.93000000
USD
680000.00000000
GBP
2022-10-17
33895.69000000
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2F1
1650000.00000000
PA
USD
1570517.31000000
0.008319188482
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.25000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
21013262.28320000
PA
USD
20124611.42000000
0.106602095034
Long
LON
CORP
US
N
2
2028-01-26
Variable
5.87000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
38750000.00000000
PA
USD
25699209.64000000
0.136131303665
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
8580000.00000000
PA
USD
6893327.90000000
0.036514652659
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDE96
140000.00000000
PA
USD
99489.21000000
0.000527004372
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.06000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAE6
3100000.00000000
PA
USD
3016547.69000000
0.015978957149
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Floating
4.39300000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
91750000.00000000
PA
USD
67070869.39000000
0.355281155176
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAG1
300000.00000000
PA
USD
206222.66000000
0.001092382215
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAN8
1465609.67980000
PA
USD
1461287.30000000
0.007740586110
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
3.85400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
10750000.00000000
PA
USD
9778656.77000000
0.051798530493
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
8252000.00000000
PA
USD
7828741.39000000
0.041469632195
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
AVERY POINT CLO LTD AVERY_13-3A
N/A
Avery Point II CLO Ltd.
N/A
2375019.00000000
PA
USD
60444.23000000
0.000320179178
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
12800000.00000000
PA
USD
12021441.28000000
0.063678786091
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
4.06200000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
9450000.00000000
PA
USD
7934858.06000000
0.042031742891
Long
DBT
CORP
US
N
3
2032-05-07
Fixed
3.66000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
92927BAA0
4799324.46790000
PA
USD
3930585.79000000
0.020820709090
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
1.91400000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
20500000.00000000
PA
USD
19425822.55000000
0.102900539959
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418DKJ0
588605.60500000
PA
USD
535503.26000000
0.002836614741
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
2.50000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
108450000.00000000
PA
USD
99334647.36000000
0.526185638922
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
3500000.00000000
PA
USD
3360189.00000000
0.017799259803
Long
ABS-O
CORP
KY
Y
2
2037-01-15
Floating
4.68900000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
3356100.00000000
PA
USD
3179864.48000000
0.016844062646
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
7700000.00000000
PA
USD
6986015.96000000
0.037005630654
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
4.16200000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
12012544.40460000
PA
USD
10202406.52000000
0.054043175628
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
34250000.00000000
PA
USD
24632600.00000000
0.130481364899
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
5350000.00000000
PA
USD
4718356.00000000
0.024993607291
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.35400000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Strip Principal
912803FV0
310000000.00000000
PA
USD
107931794.80000000
0.571725595411
Long
DBT
UST
US
N
2
2051-02-15
None
0.00000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
54764001.37050000
PA
USD
48552866.03000000
0.257189424963
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
2250000.00000000
PA
USD
2242440.00000000
0.011878430693
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
2220000000.00000000
OU
Notional Amount
USD
-100486124.40000000
-0.53228512885
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
9851.17000000
USD
0.00000000
USD
2220000000.00000000
USD
-100495975.57000000
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
7500000.00000000
PA
USD
7387707.75000000
0.039133432552
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
3.78100000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
31150000.00000000
PA
USD
29015134.75000000
0.153696093182
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
4.98900000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
36932886.89470000
PA
USD
30499706.14000000
0.161560017463
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
7108000.00000000
PA
USD
4529319.96000000
0.023992264334
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02150DAA3
16798459.12120000
PA
USD
14420887.53000000
0.076388894715
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.42400000
N
N
N
N
N
N
AFTERNEXT HEALTHTECH ACQUI-A
N/A
AfterNext HealthTech Acquisition Corp.
N/A
203900.00000000
NS
USD
32624.00000000
0.000172812616
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
203900
11.50000000
USD
2023-07-09
XXXX
-152677.93000000
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
27500000.00000000
PA
USD
25941542.00000000
0.137414962600
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
4.11200000
N
N
N
N
N
N
STORABLE INC
N/A
Storable, Inc.
N/A
4962500.00000000
PA
USD
4652343.75000000
0.024643933749
Long
LON
CORP
US
N
2
2028-04-17
Variable
6.38000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
34850000.00000000
PA
USD
28139903.63000000
0.149059905725
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-2568.00000000
NC
USD
-15998640.00000000
-0.08474640856
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
S&P 500 INDEX
US78378X1072
-256800
3200.00000000
USD
2022-12-16
XXXX
-1104240.00000000
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
20494075.34510000
PA
USD
636832.90000000
0.003373368057
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.05400000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
26450000.00000000
PA
USD
22835300.15000000
0.120960886445
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVY24
2829688.28490000
PA
USD
2250144.55000000
0.011919242471
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.96000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687GA8
21990000.00000000
PA
USD
16218849.18000000
0.085912878790
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
3931066.18560000
PA
USD
3709943.71000000
0.019651945754
Long
LON
CORP
CA
N
2
2026-04-30
Variable
6.37000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
6699375.00000000
PA
USD
5255559.20000000
0.027839226785
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
2500000.00000000
PA
USD
2408084.50000000
0.012755866305
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
4.29000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AV2
18660000.00000000
PA
USD
13805333.04000000
0.073128240540
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
-1208053.10320000
PA
USD
-151006.64000000
-0.00079989739
Short
LON
CORP
US
N
3
2028-11-30
Variable
4.00000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
28000000.00000000
PA
USD
26752146.40000000
0.141708815807
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.29300000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAH8
1190000.00000000
PA
USD
1090293.79000000
0.005775396095
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1300000.00000000
PA
USD
886051.40000000
0.004693503570
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
9128791.38310000
PA
USD
8457367.86000000
0.044799529965
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
21900000.00000000
PA
USD
21884020.45000000
0.115921861995
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
5.05500000
N
N
N
N
N
N
Telos CLO Ltd
549300S94NIRW4K03T89
Telos CLO Ltd.
87970UAW6
0.05500000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-01-17
Floating
4.49000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
15975000.00000000
PA
USD
14253747.59000000
0.075503537607
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
14475000.00000000
PA
USD
10180267.50000000
0.053925903008
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
19500000.00000000
PA
USD
18234492.90000000
0.096589946730
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
4.89300000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
81500000.00000000
PA
USD
78757525.00000000
0.417186547830
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
1552000.00000000
NS
USD
28370560.00000000
0.150281715765
Long
EP
CORP
US
N
2
N
N
N
CAST & CREW LLC
N/A
Cast & Crew Payroll LLC
N/A
595805.72310000
PA
USD
579421.07000000
0.003069251807
Long
LON
CORP
US
N
2
2026-02-09
Variable
6.62000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
1075000.00000000
PA
USD
1042750.00000000
0.005523551847
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
850000.00000000
PA
USD
793519.34000000
0.004203351922
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCN1
18275000.00000000
PA
USD
13937794.25000000
0.073829900920
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCQ8
450000.00000000
PA
USD
395641.89000000
0.002095754967
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
Federated Hermes U.S. Treasury
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
10044625.16000000
NS
USD
10044625.16000000
0.053207391861
Long
STIV
RF
US
N
1
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
14582457.12430000
PA
USD
14002221.16000000
0.074171176756
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.77000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
52430000.00000000
PA
USD
42741029.33000000
0.226403540193
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
6500000.00000000
PA
USD
3886290.01000000
0.020586069878
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150PAA7
9984217.56420000
PA
USD
3685397.35000000
0.019521921211
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.34400000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBH4
8690000.00000000
PA
USD
8651547.18000000
0.045828117394
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
25941533.20480000
PA
USD
1093752.11000000
0.005793715165
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.38300000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
1350000.00000000
PA
USD
1167135.63000000
0.006182435066
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
37250000.00000000
NS
USD
30165482.47000000
0.159789600997
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LF5Y0
704440.52000000
PA
USD
608063.34000000
0.003220972798
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.63000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
4550000.00000000
PA
USD
3914197.33000000
0.020733897765
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
3750000.00000000
PA
USD
3669446.63000000
0.019437428639
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.16800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDEF2
12382649.89560000
PA
USD
8666258.18000000
0.045906043044
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.57000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BE8
360000.00000000
PA
USD
305998.60000000
0.001620905425
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
14140000.00000000
PA
USD
9624913.19000000
0.050984135254
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
9350000.00000000
PA
USD
7753147.91000000
0.041069205912
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
29561095.95500000
PA
USD
1129467.40000000
0.005982902655
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.50300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJW71
161719.64550000
PA
USD
153698.13000000
0.000814154485
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
6629836.89040000
PA
USD
5810731.81000000
0.030780032056
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
3.66400000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
7650000.00000000
PA
USD
5909625.00000000
0.031303879251
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAN0
1950000.00000000
PA
USD
1518886.20000000
0.008045693288
Long
ABS-O
CORP
KY
Y
2
2039-07-27
Fixed
3.65000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1108071.36500000
NS
USD
26560470.62000000
0.140693489881
Long
EC
RF
US
N
1
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
13308570.00000000
PA
USD
12676412.93000000
0.067148236935
Long
LON
CORP
US
N
2
2028-07-10
Variable
5.87000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
26450000.00000000
NS
USD
22284125.00000000
0.118041256123
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947DAE6
4410000.00000000
PA
USD
4332472.64000000
0.022949544240
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Floating
4.41800000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1000000.00000000
PA
USD
680846.60000000
0.003606513062
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376AG5
36622000.00000000
PA
USD
36622000.00000000
0.193990425100
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENFH8
1080000.00000000
PA
USD
771307.92000000
0.004085695791
Long
DBT
USGSE
US
N
2
2041-11-29
Fixed
2.69000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
1573340.04250000
PA
USD
1534321.21000000
0.008127454092
Long
LON
CORP
US
N
3
2026-11-25
Variable
8.37000000
N
N
N
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
611700.00000000
NS
USD
5976309.00000000
0.031657111120
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
4385000.00000000
NC
32350.30000000
0.000171362799
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
4269403.95000000
USD
4385000.00000000
EUR
2022-10-17
32350.30000000
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
7250000.00000000
PA
USD
6805442.33000000
0.036049113936
Long
ABS-O
CORP
KY
Y
2
2038-12-15
Floating
5.11800000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
5000000.00000000
PA
USD
4781934.50000000
0.025330389013
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
4.43900000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas Unfunded
N/A
26250000.00000000
PA
USD
0.26000000
0.000000001377
Long
DBT
CORP
US
N
2
2025-09-30
None
0.00000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.22480000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
1200000.00000000
PA
USD
70782.00000000
0.000374939388
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
328693.58180000
PA
USD
316786.82000000
0.001678051714
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
3.50400000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAB5
6829470.83990000
PA
USD
4411079.27000000
0.023365931482
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Floating
3.12600000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
17127650.55000000
PA
USD
17141010.12000000
0.090797658233
Long
LON
CORP
KY
N
2
2027-10-20
Variable
6.46000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BF9
14265000.00000000
PA
USD
12360288.98000000
0.065473696510
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
39450000.00000000
PA
USD
29094375.00000000
0.154115836772
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
3400000.00000000
PA
USD
3313190.38000000
0.017550303376
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
5167679.66290000
PA
USD
251300.64000000
0.001331164818
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
2.04100000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
Energizer Holdings, Inc.
N/A
7387500.00000000
PA
USD
7045828.13000000
0.037322461747
Long
LON
CORP
US
N
2
2027-12-22
Variable
5.31000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
720000.00000000
PA
USD
675498.04000000
0.003578181200
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
2710000.00000000
PA
USD
2342828.69000000
0.012410199702
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
9303826.23380000
PA
USD
6175321.62000000
0.032711301026
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
5-Year Interest Rate Swap
N/A
-339100000.00000000
NC
USD
-9645977.56000000
-0.05109571534
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
-339100000
3.30000000
USD
2022-11-30
XXXX
-6848402.56000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating, LP
23311VAK3
7645000.00000000
PA
USD
6043509.42000000
0.032013078518
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
15820399.30120000
PA
USD
15519249.14000000
0.082207026866
Long
LON
CORP
US
N
3
2027-01-29
Variable
9.70000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
4300000.00000000
PA
USD
4043913.50000000
0.021421017392
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
28992032.08140000
PA
USD
27228084.37000000
0.144229907203
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
36760000.00000000
PA
USD
27075259.29000000
0.143420377352
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
77700000.00000000
PA
USD
52619020.42000000
0.278728254592
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362VAD4
154627.51580000
PA
USD
151778.58000000
0.000803986435
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.25400000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAL8
22190000.00000000
PA
USD
14505469.86000000
0.076836935842
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
237700000.00000000
OU
Notional Amount
USD
-2114507.89000000
-0.01120076141
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-09-26
2196.78000000
USD
0.00000000
USD
237700000.00000000
USD
-2116704.67000000
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
570000.00000000
NS
USD
5540400.00000000
0.029348057212
Long
EC
CORP
US
N
1
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
12146378.41000000
PA
USD
11316416.37000000
0.059944198084
Long
LON
CORP
US
N
2
2026-03-10
Variable
7.56000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAD0
1450000.00000000
PA
USD
1447552.56000000
0.007667831807
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
11800000.00000000
PA
USD
8258488.42000000
0.043746045526
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFMS0
2082282.15700000
PA
USD
1617789.02000000
0.008569591494
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
5741000.00000000
PA
USD
4289675.20000000
0.022722841887
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
22500000.00000000
PA
USD
20760682.50000000
0.109971427654
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
4.46000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1250000.00000000
PA
USD
1122108.16000000
0.005943920019
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAR3
1432900.09130000
PA
USD
967710.27000000
0.005126058834
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.95000000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
8063012.42910000
PA
USD
7714045.25000000
0.040862075181
Long
LON
CORP
US
N
2
2025-05-09
Variable
6.37000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
81950670.69460000
PA
USD
2026533.55000000
0.010734752466
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.87900000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd.
64131TAQ7
10200000.00000000
PA
USD
9525553.56000000
0.050457817279
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
3.91200000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
1528437.50000000
PA
USD
1345838.13000000
0.007129040220
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
290000.00000000
PA
USD
209241.93000000
0.001108375592
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
1161045.00000000
NS
USD
22977080.55000000
0.121711911514
Long
EP
CORP
US
N
2
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
174986.00000000
NS
USD
1721862.24000000
0.009120877830
Long
EC
CORP
US
N
1
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
40000000.00000000
PA
USD
28810188.00000000
0.152610469590
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4950000.00000000
PA
USD
4619411.78000000
0.024469489785
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
4.66200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
6900000.00000000
PA
USD
5228388.54000000
0.027695301061
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
2600000.00000000
PA
USD
2205632.81000000
0.011683459298
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
30200000.00000000
PA
USD
25901936.00000000
0.137205165626
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989NBH9
29170930.79010000
PA
USD
602586.83000000
0.003191963172
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
1.03200000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
22340000.00000000
PA
USD
18369709.96000000
0.097306205125
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners, LP
29250RAX4
1040000.00000000
PA
USD
1130180.86000000
0.005986681925
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
17390000.00000000
PA
USD
16226037.39000000
0.085950955463
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
53354000.00000000
PA
USD
43612411.13000000
0.231019337414
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
3844976.03030000
PA
USD
3422028.67000000
0.018126830768
Long
LON
CORP
US
N
3
2028-03-27
Variable
7.92000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
22408386.78650000
PA
USD
780199.53000000
0.004132795546
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.58500000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
908000.00000000
NS
USD
22836200.00000000
0.120965653041
Long
EP
CORP
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CV5
68110000.00000000
PA
USD
59491536.32000000
0.315132663989
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
880000.00000000
PA
USD
833559.37000000
0.004415447996
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GAZ2
1020000.00000000
PA
USD
151239.48000000
0.000801130768
Long
DBT
USGA
US
N
2
2061-03-15
None
0.00000000
N
N
N
N
N
N
ASG Resecuritization Trust
N/A
ASG Resecuritization Trust
00212XCD1
2838065.75880000
PA
USD
2641928.74000000
0.013994562813
Long
ABS-MBS
CORP
US
N
2
2045-12-28
Floating
2.82700000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
53424.30420000
PA
USD
26712.15000000
0.000141496950
Long
LON
CORP
US
N
3
2024-01-01
Variable
6.00000000
N
N
Y
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAS3
2300000.00000000
PA
USD
2282531.73000000
0.012090800628
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
5.18300000
N
N
N
N
N
N
CHARLOTTE NC HSG AUTH MF HSG R
N/A
Inlivian Revenue Bonds
161038CE2
3150000.00000000
PA
USD
2645329.37000000
0.014012576293
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
55124596.20630000
PA
USD
48296648.73000000
0.255832216101
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5550000.00000000
PA
USD
5140629.23000000
0.027230431151
Long
ABS-O
CORP
KY
Y
2
2036-03-15
Floating
4.86800000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-6945287.05000000
PA
USD
-6945287.05000000
-0.03678988551
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.75000000
N/A
8000000.00000000
USD
6168000.00000000
USD
CDS
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
40008048.70450000
PA
USD
1575448.94000000
0.008345311823
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.23700000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
82610000.00000000
NS
USD
80179812.89000000
0.424720550135
Long
EP
CORP
US
N
2
N
N
N
MSD Acquisition Corp
N/A
MSD Acquisition Corp.
N/A
626308.00000000
NS
USD
6200449.20000000
0.032844404350
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
96010000.00000000
PA
USD
89584653.64000000
0.474538939493
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
24857542.39620000
PA
USD
23833342.05000000
0.126247614981
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
3.28400000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM Mortgage Trust
30768WAA6
10946905.76860000
PA
USD
8925322.07000000
0.047278330580
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAT1
10750000.00000000
PA
USD
8931100.00000000
0.047308936858
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
17350000.00000000
PA
USD
13037498.92000000
0.069060945817
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
1080000.00000000
PA
USD
1078921.16000000
0.005715154128
Long
DBT
CORP
GB
N
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp.
513075BZ3
5600000.00000000
PA
USD
4404456.00000000
0.023330847353
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
15300000.00000000
PA
USD
14642038.80000000
0.077560355282
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
5.06800000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
33870000.00000000
PA
USD
21393438.84000000
0.113323201762
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
40161729.30350000
PA
USD
627788.07000000
0.003325456681
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83800000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
4400000.00000000
PA
USD
4314813.80000000
0.022856003585
Long
ABS-O
CORP
KY
Y
2
2037-02-16
Floating
4.83600000
N
N
N
N
N
N
NEXT LIMITED PARTNERSHIP INC
5493001ZMCICV4N02J21
SFR Group S.A.
N/A
614481.58480000
PA
USD
556105.83000000
0.002945748630
Long
LON
CORP
FR
N
2
2026-02-02
Variable
6.20000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago Illinois General Obligation Unlimited
167486ZQ5
4500000.00000000
PA
USD
4718605.50000000
0.024994928917
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
43990000.00000000
PA
USD
15172357.75000000
0.080369508211
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8WZ4
279607.15000000
PA
USD
269297.20000000
0.001426494410
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2450000.00000000
PA
USD
1501282.80000000
0.007952446304
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
29900000.00000000
PA
USD
29456783.33000000
0.156035550223
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
4.43300000
N
N
N
N
N
N
NFP INTERMEDIATE HOLDINGS B CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
N/A
7553391.94430000
PA
USD
7081304.95000000
0.037510386038
Long
LON
CORP
US
N
2
2027-02-15
Variable
6.37000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
45200000.00000000
PA
USD
43873681.03000000
0.232403310407
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
492500.00000000
PA
USD
445712.50000000
0.002360984035
Long
LON
CORP
US
N
2
2028-02-17
Variable
6.06000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
4960663.38440000
PA
USD
248375.45000000
0.001315669792
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.02800000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
570000.00000000
PA
USD
487844.48000000
0.002584161379
Long
DBT
CORP
AU
N
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAB6
6345000.00000000
PA
USD
5391954.35000000
0.028561725642
Long
ABS-O
CORP
KY
Y
2
2039-07-27
Fixed
3.22500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418AVT2
223615.62150000
PA
USD
205377.40000000
0.001087904787
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBE8
1020000.00000000
PA
USD
133054.92000000
0.000704805321
Long
DBT
USGA
US
N
2
2063-09-15
None
0.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X87
18000000.00000000
PA
USD
17872079.94000000
0.094670208754
Long
DBT
UST
US
N
2
2022-12-22
None
0.00000000
N
N
N
N
N
N
Bank of Montreal, Chicago Branch
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
N/A
-95508170.32000000
PA
USD
-95508170.32000000
-0.50591640437
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.85000000
N/A
100000000.00000000
USD
94885146.17
USD
UST
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10961250.00000000
PA
USD
10026145.76000000
0.053109504617
Long
LON
CORP
LU
N
2
2028-05-03
Variable
5.62000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
1040181000.00000000
PA
USD
951115501.88000000
5.038154675599
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
42240000.00000000
PA
USD
32886905.78000000
0.174205254560
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
8350000.00000000
PA
USD
6680000.00000000
0.035384633271
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AH4L4
1350000.00000000
PA
USD
1099269.90000000
0.005822943454
Long
DBT
USGSE
US
N
2
2034-09-26
Fixed
2.69000000
N
N
N
N
N
N
CENTURION PIPELINE COMPANY LLC
N/A
Lotus Midstream, LLC
N/A
528868.47910000
PA
USD
518952.20000000
0.002748942108
Long
LON
CORP
US
N
2
2025-09-29
Variable
6.37000000
N
N
N
N
N
N
CROSS FINANCIAL CORP
N/A
Cross Financial Corp.
N/A
11968129.69000000
PA
USD
11589099.02000000
0.061388625564
Long
LON
CORP
US
N
2
2027-09-15
Variable
7.13000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBJ7
1020000.00000000
PA
USD
121469.76000000
0.000643437561
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I Incorporated Trust
61755CAA0
2595276.36750000
PA
USD
2302077.10000000
0.012194334423
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.14400000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3800000.00000000
PA
USD
3539151.47000000
0.018747242044
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
3183300.00000000
PA
USD
2941019.04000000
0.015578874277
Long
LON
CORP
US
N
2
2026-12-22
Variable
6.82000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
34500000.00000000
PA
USD
33172709.10000000
0.175719183552
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
4.07200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAE2
12000000.00000000
PA
USD
11336341.20000000
0.060049741916
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
5.11200000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
11750000.00000000
PA
USD
10860901.00000000
0.057531287258
Long
ABS-O
CORP
KY
Y
2
2036-06-15
Floating
5.58900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPQL4
27538320.75990000
PA
USD
25712252.78000000
0.136200394492
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LFZ84
2363138.86400000
PA
USD
2010406.78000000
0.010649327340
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.26000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3900000.00000000
PA
USD
3519396.27000000
0.018642596759
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
4.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBRJ6
78206.80000000
PA
USD
76959.64000000
0.000407662969
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFDL5
3500000.00000000
PA
USD
2360099.00000000
0.012501682275
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.36000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7T5
1612000.00000000
PA
USD
245024.00000000
0.001297916823
Long
DBT
USGA
US
N
2
2060-09-15
None
0.00000000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
30010000.00000000
PA
26324561.40000000
0.139443854966
Long
LON
CORP
SE
N
2
2028-03-27
Variable
3.47000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
362463AA9
6428559.08600000
PA
USD
3823598.94000000
0.020253988962
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.38400000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
68935000.00000000
PA
USD
43096783.30000000
0.228288004829
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
38095000.00000000
PA
USD
27142687.50000000
0.143777551376
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
8600000.00000000
PA
USD
7212516.76000000
0.038205428221
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
65000000.00000000
PA
USD
62450446.50000000
0.330806309439
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.13200000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
132366.00000000
NS
USD
13249.84000000
0.000070185737
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
132366
11.50000000
USD
2026-03-31
XXXX
-96025.42000000
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
67947778.52010000
PA
USD
67641888.49000000
0.358305900901
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
1.83400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1Z43
1256375.37100000
PA
USD
876951.55000000
0.004645300747
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.25000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
27605690.26800000
PA
USD
25724337.63000000
0.136264409160
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
11550000.00000000
NS
USD
10914750.00000000
0.057816530838
Long
EP
CORP
US
N
2
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
22102327.91210000
PA
USD
19877660.09000000
0.105293968949
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
22650000.00000000
PA
USD
18093726.00000000
0.095844290273
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
15150000.00000000
PA
USD
9856652.42000000
0.052211681312
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61748BAD6
8547639.35010000
PA
USD
4730342.25000000
0.025057099665
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.56400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21650000.00000000
PA
USD
13403769.60000000
0.071001118526
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFK37
5798099.38450000
PA
USD
4484122.85000000
0.023752850687
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.94000000
N
N
N
N
N
N
Blue Whale Acquisition Corp. I
N/A
Blue Whale Acquisition Corp.
SBP818Y98
82674.00000000
NS
USD
12334.96000000
0.000065339526
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
82674
1.00000000
USD
2023-07-09
XXXX
-352013.76000000
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.
47233JGT9
27400000.00000000
PA
USD
19877659.62000000
0.105293966459
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
51900000.00000000
PA
USD
51864476.53000000
0.274731359556
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
5.04100000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5362609.85060000
PA
USD
1207669.93000000
0.006397149339
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
3.62400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
4643754.08250000
PA
USD
1924776.16000000
0.010195733316
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.58400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAG8
5883097.67160000
PA
USD
5471629.11000000
0.028983770876
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
4.88300000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
16750000.00000000
PA
USD
15551813.88000000
0.082379525576
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
4.88400000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
36950000.00000000
PA
USD
35139161.79000000
0.186135681648
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
4.61800000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7R9
1612000.00000000
PA
USD
257494.43000000
0.001363973948
Long
DBT
USGA
US
N
2
2059-09-15
None
0.00000000
N
N
N
N
N
N
MURPHYS BOWL LLC
N/A
Murphy's Bowl LLC
N/A
3500000.00000000
PA
USD
2469669.55000000
0.013082088522
Long
DBT
CORP
US
N
3
2056-06-30
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-76470000.00000000
NC
2718164.16000000
0.014398389517
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
76470000.00000000
GBP
88142533.74000000
USD
2022-10-17
2718164.16000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1660000.00000000
PA
USD
1503150.25000000
0.007962338375
Long
DBT
CORP
DK
N
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAA4
2021474.63450000
PA
USD
1437472.43000000
0.007614436343
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
81887330.59240000
PA
USD
72339644.53000000
0.383190388128
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7F5
1020000.00000000
PA
USD
207534.30000000
0.001099330104
Long
DBT
USGA
US
N
2
2054-09-15
None
0.00000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
1500000.00000000
PA
USD
1302567.95000000
0.006899833715
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
23885000.00000000
PA
USD
23152795.77000000
0.122642692744
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio Texas Electric & Gas Systems Revenue Revenue Bonds
79625GDG5
10500000.00000000
PA
USD
7375702.95000000
0.039069841917
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.90500000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAQ5
5510000.00000000
PA
USD
5342952.78000000
0.028302159387
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
4.01000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1652094.12000000
PA
USD
1375583.13000000
0.007286602483
Long
LON
CORP
US
N
2
2027-03-09
Variable
6.12000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
9119517.22440000
PA
USD
8839533.45000000
0.046823899613
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.68400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
19470501.47170000
PA
USD
17801634.17000000
0.094297050410
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAD0
5834051.51810000
PA
USD
3001820.78000000
0.015900947222
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.23400000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENGJ3
720000.00000000
PA
USD
530854.56000000
0.002811990108
Long
DBT
USGSE
US
N
2
2041-12-09
Fixed
2.90000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
7604905.83830000
PA
USD
217770.28000000
0.001153551122
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.04000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
6120000.00000000
PA
USD
4088607.74000000
0.021657767286
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X70
2000000.00000000
PA
USD
1929140.62000000
0.010218852300
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
21750000.00000000
PA
USD
21123219.38000000
0.111891822047
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
4.21200000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
596943.35100000
NS
USD
14338579.29000000
0.075952899672
Long
EC
RF
US
N
1
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
5843501.77720000
PA
USD
5552787.56000000
0.029413675366
Long
LON
CORP
US
N
2
2027-12-23
Variable
7.87000000
N
N
N
N
N
N
HARRIS CNTY-HOUSTON TX SPORTS
N/A
Harris County-Houston Sports Authority Revenue Bonds
413890EQ3
2850000.00000000
PA
USD
794818.83000000
0.004210235451
Long
DBT
MUN
US
N
2
2045-11-15
None
0.00000000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
417000.00000000
PA
349780.56000000
0.001852822880
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
7250000.00000000
PA
USD
5842340.00000000
0.030947463824
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAQ7
74867.97300000
PA
USD
74801.15000000
0.000396229230
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
4.48300000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBC5
20340000.00000000
PA
USD
18228804.21000000
0.096559813166
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
1382850.00000000
PA
USD
1096777.75000000
0.005809742285
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
12960000.00000000
PA
USD
11539832.05000000
0.061127653458
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LL6L4
971937.45000000
PA
USD
894547.53000000
0.004738508427
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
3.13000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
13967544.85440000
PA
USD
13293923.69000000
0.070419253669
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
67650000.00000000
PA
USD
40839087.98000000
0.216328765167
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
44356898.05200000
PA
USD
43512539.66000000
0.230490308171
Long
LON
CORP
US
N
3
2027-01-29
Variable
9.70000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
2322.00000000
NC
USD
58781430.00000000
0.311371159241
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
232200
3800.00000000
USD
2022-11-18
XXXX
27246450.17000000
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
8960000.00000000
PA
USD
9678341.12000000
0.051267148384
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
22750000.00000000
PA
20290600.80000000
0.107481357510
Long
LON
CORP
LU
N
2
2028-03-30
Variable
4.89000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
3775000.00000000
PA
USD
2765835.03000000
0.014650906920
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK32
41888799.92000000
PA
USD
418037.66000000
0.002214387618
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
0.64100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
1907305.69000000
PA
USD
1469824.64000000
0.007785809260
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAB8
1087287.24890000
PA
USD
958379.02000000
0.005076630263
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.24000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
302165000.00000000
PA
USD
124241503.34000000
0.658119765389
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
7850000.00000000
PA
USD
6818802.02000000
0.036119881561
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
10000000.00000000
PA
USD
8355996.00000000
0.044262553005
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDH9
1030000.00000000
PA
USD
1025194.68000000
0.005430559548
Long
DBT
CORP
US
N
2
2023-09-15
Floating
3.82300000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
1500000.00000000
PA
USD
630.00000000
0.000003337173
Long
ABS-O
CORP
KY
Y
3
2021-01-20
None
0.00000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT Ltd.
36259BAE7
11039043.61770000
PA
USD
10935513.95000000
0.057926519574
Long
ABS-O
CORP
KY
Y
2
2036-02-22
Floating
4.91400000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AK7
10380000.00000000
PA
USD
8024166.62000000
0.042504819335
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION INC
N/A
Hardwood Funding LLC
N/A
1000000.00000000
PA
USD
788235.69000000
0.004175363895
Long
DBT
CORP
US
N
3
2036-06-07
Fixed
3.13000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
70950000.00000000
NS
USD
66515625.00000000
0.352339969679
Long
EP
CORP
US
N
2
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P35
7405000.00000000
PA
USD
5733735.93000000
0.030372177119
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
2.87400000
N
N
N
N
N
N
NFL TRUST XI
N/A
NFL Trust XI SPV
N/A
7000000.00000000
PA
USD
5831566.30000000
0.030890394449
Long
DBT
CORP
US
N
3
2035-10-05
Fixed
3.53000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
9275000.00000000
PA
USD
7292468.75000000
0.038628941970
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAD2
19626757.24500000
PA
USD
7006132.13000000
0.037112188034
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.54400000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
8400000.00000000
PA
USD
5610228.04000000
0.029717943378
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
7240000.00000000
PA
USD
2172000.00000000
0.011505302914
Long
LON
CORP
US
N
3
2026-07-10
Variable
13.64000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
33500000.00000000
PA
USD
32531803.10000000
0.172324239874
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.21200000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco III, Inc.
N/A
17519107.15560000
PA
USD
16380365.19000000
0.086768445374
Long
LON
CORP
US
N
2
2028-12-22
Variable
7.42000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
2500000.00000000
PA
USD
1855521.90000000
0.009828886520
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
14190000.00000000
PA
USD
10979512.50000000
0.058159584328
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
3000000.00000000
PA
USD
2464119.90000000
0.013052691466
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
CALLAWAY GOLF COMPANY
5493005UB0KFRKBPCU72
Callaway Golf Company
N/A
0.00010000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-01-02
None
0.00000000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
6388307.95650000
PA
USD
6207327.19000000
0.032880837756
Long
LON
CORP
US
N
2
2024-05-16
Variable
6.42000000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
20147120.29720000
PA
USD
18535350.67000000
0.098183620661
Long
LON
CORP
US
N
2
2028-07-28
Variable
8.32000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBH2
25626602.86870000
PA
USD
561371.24000000
0.002973640038
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.05600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
1662614.55500000
PA
USD
1414626.20000000
0.007493417560
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2630000.00000000
PA
USD
2145915.63000000
0.011367131377
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
700000.00000000
PA
USD
659893.92000000
0.003495524604
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
3.80100000
N
N
N
N
N
N
BRE/EVERBRIGHT M6 BORROWER LLC
N/A
BRE/Everbright M6 Borrower LLC
N/A
99497.48740000
PA
USD
96346.40000000
0.000510356591
Long
LON
CORP
US
N
2
2026-09-09
Variable
8.05000000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
1575097.50000000
PA
1043783.29000000
0.005529025289
Long
LON
CORP
CA
N
3
2028-03-27
Variable
7.75000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
482739AF6
0.08600000
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
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBA6
1020000.00000000
PA
USD
147531.78000000
0.000781490708
Long
DBT
USGA
US
N
2
2061-09-15
None
0.00000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
49562000.00000000
PA
USD
46653325.17000000
0.247127365575
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
4.59300000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
10125000.00000000
PA
USD
8702049.11000000
0.046095631207
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
1620000.00000000
PA
USD
1512162.14000000
0.008010075265
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWS98
360000.00000000
PA
USD
210182.76000000
0.001113359263
Long
DBT
USGSE
US
N
2
2050-09-15
Fixed
2.25000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
19998000.00000000
PA
USD
18881511.66000000
0.100017270314
Long
LON
CORP
US
N
2
2028-02-11
Variable
6.87000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900XWTZJ46JGSP919
Golub Capital Partners CLO 25M Ltd.
38175NAA6
14470880.06020000
PA
USD
14286046.40000000
0.075674627659
Long
ABS-O
CORP
KY
N
2
2030-05-05
Floating
4.21200000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAR2
7657000.00000000
PA
USD
6411452.73000000
0.033962111315
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
24000000.00000000
PA
USD
22749429.60000000
0.120506021487
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
4.22400000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
17000000.00000000
PA
13297089.09000000
0.070436021112
Long
LON
CORP
NL
N
2
2025-07-02
Variable
3.74000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
5000000.00000000
PA
USD
4998197.65000000
0.026475956716
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
4.51700000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
18000000.00000000
PA
USD
14268048.66000000
0.075579291816
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
69919000.00000000
PA
USD
58228941.74000000
0.308444573243
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
14107500.00000000
PA
USD
12009009.38000000
0.063612933063
Long
LON
CORP
US
N
2
2028-05-08
Variable
8.56000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
23895455.87230000
PA
USD
948432.15000000
0.005023940690
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.64700000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1600000.00000000
PA
USD
1321152.00000000
0.006998275301
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423888
173779.00000000
NS
USD
2952505.21000000
0.015639717677
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZS1
8500000.00000000
PA
USD
5583482.64000000
0.029576270298
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.43500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591TAF3
9075639.97030000
PA
USD
98796.51000000
0.000523335071
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.22000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
33500000.00000000
PA
USD
24535443.22000000
0.129966715643
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749BAE3
26392189.45240000
PA
USD
14493241.81000000
0.076772162629
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.23400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
46650000.00000000
PA
USD
33814436.77000000
0.179118479699
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAY2
14931097.03050000
PA
USD
259781.68000000
0.001376089742
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.11700000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
3989764.97810000
PA
USD
1226471.31000000
0.006496742144
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.26400000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
2310000.00000000
PA
USD
2668861.64000000
0.014137229099
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12Y3
2707972.22160000
PA
USD
1910235.53000000
0.010118710133
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.17000000
N
N
N
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
198762.00000000
NS
USD
1639786.50000000
0.008686114363
Long
EC
CORP
US
N
1
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
4565465.67620000
PA
USD
4190887.11000000
0.022199551417
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622M8AE6
10107000.00000000
PA
USD
8620898.05000000
0.045665765864
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.31400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YM6
2100000.00000000
PA
USD
1985812.50000000
0.010519048960
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
42448545.16630000
PA
USD
39124284.98000000
0.207245280843
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
1750000.00000000
PA
USD
1497631.12000000
0.007933102987
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LETY3
4228871.54610000
PA
USD
3264646.80000000
0.017293163140
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.49000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
20925000.00000000
PA
USD
19102424.13000000
0.101187465934
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
5.36200000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAB8
0.04000000
PA
USD
0.04000000
0.000000000211
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.09000000
N
N
N
N
N
N
Athenahealth Group, Inc.
N/A
Athenahealth Group, Inc.
N/A
-1028985.51000000
PA
USD
-109072.46000000
-0.00057776781
Short
LON
CORP
US
N
3
2029-02-15
Variable
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
1774000.00000000
NS
USD
30761160.00000000
0.162944964911
Long
EP
CORP
US
N
2
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
76300000.00000000
PA
USD
75177321.80000000
0.398221850634
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
4.13200000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
6450000.00000000
PA
USD
5216437.50000000
0.027631995197
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAC8
8409116.05290000
PA
USD
4085778.42000000
0.021642780092
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.48400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
19200000.00000000
PA
USD
17936311.68000000
0.095010450754
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
4.41200000
N
N
N
N
N
N
SP PF PARENT CORP
N/A
SP PF Buyer LLC
N/A
3339440.20760000
PA
USD
2735001.53000000
0.014487578762
Long
LON
CORP
US
N
2
2025-12-22
Variable
7.62000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
15257185.69000000
PA
USD
14946431.91000000
0.079172756265
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
HARRIS CNTY TX CULTURAL EDU FA
N/A
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
414008CU4
1500000.00000000
PA
USD
1212275.10000000
0.006421543388
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
3.34400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
70751550.54940000
PA
USD
65969152.55000000
0.349445250033
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAS1
1555361.95640000
PA
USD
1052063.91000000
0.005572888567
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.96000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
7000000.00000000
PA
USD
5573960.00000000
0.029525827914
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
8174000.00000000
PA
USD
6918058.36000000
0.036645652398
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
N/A
Athenahealth Group, Inc.
N/A
6055836.95380000
PA
USD
5413918.24000000
0.028678070581
Long
LON
CORP
US
N
2
2029-02-15
Variable
6.58000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1000000.00000000
PA
USD
455095.30000000
0.002410685672
Long
DBT
MUN
US
N
2
2037-09-01
None
0.00000000
N
N
N
N
N
N
CEAMER FINANCE II LLC
N/A
Ceamer Finance LLC
N/A
7500000.00000000
PA
USD
7191267.83000000
0.038092870497
Long
DBT
CORP
US
N
3
2038-05-15
Fixed
6.92000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAJ7
404000.00000000
PA
USD
397701.64000000
0.002106665671
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
3563429.78000000
PA
USD
3455636.03000000
0.018304852341
Long
LON
CORP
US
N
2
2028-02-02
Variable
5.65000000
N
N
N
N
N
N
SYNDIGO LLC
N/A
Syndigo LLC
N/A
24526500.00000000
PA
USD
22073850.00000000
0.116927408254
Long
LON
CORP
US
N
3
2027-12-15
Variable
7.32000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
47450000.00000000
PA
USD
38575038.83000000
0.204335868628
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001FBA2
19814300.68280000
PA
USD
931789.29000000
0.004935781783
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.62500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAA6
4915099.76040000
PA
USD
1264871.92000000
0.006700154045
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.14400000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
1616000.00000000
NS
USD
30316160.00000000
0.160587755060
Long
EP
CORP
BM
N
2
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1822439.40000000
0.009653645183
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
4.49000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
104800000.00000000
PA
USD
78456424.00000000
0.415591585485
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
7457883.75130000
PA
USD
6989901.55000000
0.037026213016
Long
LON
CORP
US
N
2
2028-03-03
Variable
6.37000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
40560000.00000000
PA
USD
33817986.60000000
0.179137283506
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAD2
6270000.00000000
PA
USD
5072383.73000000
0.026868927859
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
11150000.00000000
PA
USD
8856194.13000000
0.046912152915
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
5739186.46500000
PA
USD
5498370.20000000
0.029125421125
Long
LON
CORP
US
N
2
2025-05-30
Variable
5.92000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
8650000.00000000
PA
USD
7428187.50000000
0.039347857868
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAC4
21695000.00000000
PA
USD
20139086.67000000
0.106678771892
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
4.61000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
93835000.00000000
PA
USD
75945492.37000000
0.402290927566
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GBB9
35087572.11440000
PA
USD
1742013.75000000
0.009227622409
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.85900000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
17718000.00000000
PA
USD
14578317.07000000
0.077222814856
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAC8
22250000.00000000
PA
USD
21266000.43000000
0.112648147660
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
4.26000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
28860500.00000000
PA
USD
22119581.88000000
0.117169654632
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
532.00000000
NS
USD
322.60000000
0.000001708844
Long
EC
CORP
US
N
3
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
19150000.00000000
PA
USD
14953660.50000000
0.079211046835
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
7100000.00000000
PA
USD
4335786.96000000
0.022967100527
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0MK3
7430256.22250000
PA
USD
5259775.17000000
0.027861559203
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.10000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
27924400.90110000
PA
USD
19791419.14000000
0.104837141945
Long
LON
CORP
US
N
2
2028-03-02
Variable
7.18000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
83450000.00000000
PA
USD
81267181.66000000
0.430480452104
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
4.31000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver ILS
N/A
-28886625.00000000
NC
606613.55000000
0.003213293114
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
28886625.00000000
ILS
8761487.72000000
USD
2022-11-30
606613.55000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDXM6
3417000.00000000
PA
USD
2295747.47000000
0.012160805735
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
13874375.00000000
PA
USD
10891384.38000000
0.057692760794
Long
LON
CORP
US
N
3
2028-01-06
Variable
6.04000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAJ1
500000.00000000
PA
USD
485087.50000000
0.002569557379
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
1808219.17810000
PA
USD
1989.04000000
0.000010536145
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
8324311.00000000
PA
USD
7900686.81000000
0.041850734336
Long
LON
CORP
CA
N
2
2028-08-11
Variable
6.42000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
104600000.00000000
PA
USD
99371684.06000000
0.526381826055
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
4.85700000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
18750000.00000000
PA
USD
18540117.38000000
0.098208870404
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
9800000.00000000
PA
USD
9114545.86000000
0.048280668067
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
4.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WJMJ4
733648.42180000
PA
USD
671038.21000000
0.003554557031
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325GAJ5
10243073.95510000
PA
USD
325224.77000000
0.001722748385
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.16100000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104PT2
10032326.54510000
PA
USD
7999616.67000000
0.042374775775
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.84400000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
19956424.90860000
PA
USD
19955851.16000000
0.105708154928
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
4.60400000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AA1
1857552.35080000
PA
USD
1731810.92000000
0.009173576991
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
5.81500000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
23815208.17530000
PA
USD
23224591.01000000
0.123022999367
Long
LON
CORP
US
N
3
2026-11-25
Variable
8.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q7D95
714594.30500000
PA
USD
676751.21000000
0.003584819368
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAE9
11210000.00000000
PA
USD
10841547.48000000
0.057428769712
Long
ABS-O
CORP
KY
Y
2
2038-07-15
Floating
4.63600000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
13979750.00000000
PA
USD
12945807.69000000
0.068575248131
Long
LON
CORP
US
N
2
2029-01-27
Variable
7.03000000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
16050000.00000000
PA
USD
11845304.30000000
0.062745770755
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
32550000.00000000
PA
USD
24738000.00000000
0.131039679322
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
17480000.00000000
PA
USD
13285584.68000000
0.070375081093
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2450000.00000000
PA
USD
1418607.43000000
0.007514506536
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XG2D0
15426242.75150000
PA
USD
14427943.63000000
0.076426271588
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAK9
15800000.00000000
PA
USD
12042815.14000000
0.063792005581
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners, LP
68268NAM5
680000.00000000
PA
USD
594809.59000000
0.003150766348
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
OAKLAND CA REDEV SUCCESSOR AGY
N/A
Oakland Redevelopment Agency Successor Agency Tax Allocation
67232TBQ7
1100000.00000000
PA
USD
952583.39000000
0.005045930226
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AE5
30400000.00000000
PA
USD
28661500.00000000
0.151822854268
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
4.51200000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
19810000.00000000
PA
USD
15791045.66000000
0.083646760427
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
2138005HEGTBAGASUY97
UPC Broadband Holding BV
N/A
19200000.00000000
PA
USD
18288000.00000000
0.096873379232
Long
LON
CORP
US
N
2
2029-01-31
Variable
5.74000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
21673193.51890000
PA
USD
20466105.87000000
0.108411025555
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7588000.00000000
PA
USD
6870569.78000000
0.036394100603
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.78100000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
18630000.00000000
PA
USD
16214201.33000000
0.085888258660
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
10125000.00000000
PA
USD
7998750.00000000
0.042370184937
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Aveanna Healthcare LLC
N/A
Aveanna Healthcare LLC
N/A
-113207.55000000
PA
USD
-23207.55000000
-0.00012293273
Short
LON
CORP
US
N
3
2028-07-17
Variable
0.50000000
N
N
N
N
N
N
LMRK Issuer Co. LLC
N/A
Secured Tenant Site Contract Revenue Notes Series
50209LAA5
21060635.04460000
PA
USD
20802008.34000000
0.110190334794
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNRL7
1142508.71550000
PA
USD
1043688.17000000
0.005528521428
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.05000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59023XAA4
8632580.61270000
PA
USD
4899665.43000000
0.025954021615
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
3.36400000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
4815000.00000000
PA
USD
4275863.68000000
0.022649680873
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
13970000.00000000
PA
USD
11718629.31000000
0.062074760565
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
40440000.00000000
PA
USD
28811226.87000000
0.152615972590
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
MEDLINE INDUSTRIES INC
N/A
Medline Borrower LP
N/A
8977500.00000000
PA
USD
8239639.28000000
0.043646199732
Long
LON
CORP
US
N
2
2028-10-23
Variable
6.37000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
2306751.11280000
PA
USD
2239752.45000000
0.011864194470
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.42400000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
4049545.67990000
PA
USD
3280590.81000000
0.017377620168
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.94400000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
21000000.00000000
PA
USD
17989230.00000000
0.095290764429
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
712000.00000000
NS
USD
13969440.00000000
0.073997531648
Long
EP
CORP
US
N
2
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
360000.00000000
PA
USD
347583.60000000
0.001841185361
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
107000000.00000000
PA
104814696.73000000
0.555214012764
Long
ABS-O
CORP
US
N
3
2025-12-28
Variable
3.36000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup, Inc.
745867AP6
1400000.00000000
PA
USD
1321787.15000000
0.007001639755
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729VAD9
10727917.60570000
PA
USD
4001592.65000000
0.021196839584
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.23400000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ENH5
311000.20540000
PA
USD
304296.91000000
0.001611891402
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
4.28400000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
19150000.00000000
PA
USD
13811495.52000000
0.073160883818
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C4D3
367648.40580000
PA
USD
348049.91000000
0.001843655452
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFU95
185699.75500000
PA
USD
170647.82000000
0.000903938701
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Asset Backed Funding Certifica
N/A
ABFC Trust
04545EAA1
15935336.74420000
PA
USD
11622893.61000000
0.061567638913
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
4.33400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
25432616.44070000
PA
USD
1065756.34000000
0.005645418749
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.52500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
21100000.00000000
PA
USD
19962620.75000000
0.105744014128
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAH2
6940000.00000000
PA
USD
6039257.40000000
0.031990555139
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
13780000.00000000
PA
USD
8991405.08000000
0.047628378945
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
17343593.17540000
PA
USD
762464.25000000
0.004038849980
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.84200000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
37002500.00000000
PA
USD
36217306.95000000
0.191846725226
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
26705322.30670000
PA
USD
24134935.03000000
0.127845183393
Long
LON
CORP
US
N
2
2027-06-30
Variable
6.62000000
N
N
N
N
N
N
PROJECT BOOST PURCHASER LLC
N/A
Project Boost Purchaser LLC
N/A
4626704.50710000
PA
USD
4383802.52000000
0.023221443788
Long
LON
CORP
US
N
2
2026-06-01
Variable
6.62000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
13500000.00000000
PA
12371361.36000000
0.065532348023
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAE1
20750000.00000000
PA
USD
19823026.95000000
0.105004571700
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
5.01800000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
32796788.83740000
PA
USD
10865379.36000000
0.057555009582
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.60400000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
17490000.00000000
PA
USD
12969353.75000000
0.068699973984
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
7656657.07630000
PA
USD
6699574.94000000
0.035488323701
Long
LON
CORP
US
N
3
2028-11-30
Variable
7.12000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corporation Principal Strips
76116FAC1
725000.00000000
PA
USD
527204.05000000
0.002792652989
Long
DBT
USGSE
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
27700000.00000000
NS
USD
22229250.00000000
0.117750577717
Long
EP
CORP
US
N
2
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
37450000.00000000
PA
USD
26583508.00000000
0.140815521205
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4560000.00000000
PA
USD
4356508.08000000
0.023076862388
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKJK4
3557246.68600000
PA
USD
3027693.25000000
0.016037996303
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
313637VQ0
329263.71150000
PA
USD
310779.61000000
0.001646230917
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.33000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
19350000.00000000
PA
USD
14887880.52000000
0.078862603651
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
8750000.00000000
PA
USD
5420439.15000000
0.028712612499
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
31335ABF4
667192.35000000
PA
USD
613501.31000000
0.003249778273
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TTF1
5500697.90040000
PA
USD
4944735.76000000
0.026192763696
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.58400000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
2056000.00000000
PA
USD
1796875.06000000
0.009518228298
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AP4
475000.00000000
PA
USD
396691.03000000
0.002101312368
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
836931.50250000
PA
USD
827454.26000000
0.004383108613
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YBE2
1400000.00000000
PA
USD
1316360.78000000
0.006972895726
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
4.88400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAZ3
8161332.75140000
PA
USD
164154.60000000
0.000869543461
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.21300000
N
N
N
N
N
N
NATIONAL BASKETBALL ASSOCIATION
N/A
Hardwood Funding LLC
N/A
8000000.00000000
PA
USD
6936869.28000000
0.036745295737
Long
DBT
CORP
US
N
3
2030-06-07
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFLC6
2477524.11000000
PA
USD
1846924.31000000
0.009783344220
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.69000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CX1
6600000.00000000
PA
USD
5360883.00000000
0.028397137569
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
1000000.00000000
PA
USD
965485.60000000
0.005114274533
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.71800000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
159919.39110000
PA
USD
133361.91000000
0.000706431478
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AQ9
13260000.00000000
PA
USD
11290355.36000000
0.059806150287
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAQ8
6562500.00000000
PA
USD
6167646.19000000
0.032670643500
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
4.36800000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAE5
1500000.00000000
PA
USD
1468649.40000000
0.007779583895
Long
ABS-O
CORP
KY
Y
2
2034-10-15
Floating
4.78600000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
10500000.00000000
PA
USD
8688750.00000000
0.046025184481
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
03969AAN0
18961000.00000000
PA
USD
15787497.43000000
0.083627965095
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
25104044.15000000
NS
USD
25104044.15000000
0.132978652078
Long
STIV
RF
US
N
1
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
3984111.40780000
PA
USD
3439439.15000000
0.018219055835
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
2850000.00000000
PA
USD
2636250.00000000
0.013964481955
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AZ9
1340000.00000000
PA
USD
1118775.22000000
0.005926265100
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN N.V.
780641AH9
1140000.00000000
PA
USD
1257238.99000000
0.006659721646
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAU7
8250000.00000000
PA
USD
7805545.28000000
0.041346760062
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
4.61900000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
38300000.00000000
PA
USD
28812053.99000000
0.152620353928
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
VERTICAL TOPCO SARL
N/A
TK Elevator Midco GmbH
N/A
8165826.85810000
PA
USD
7812001.58000000
0.041380959734
Long
LON
CORP
DE
N
2
2027-07-30
Variable
6.87000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital,LP
N/A
20300000.00000000
PA
USD
14800957.97000000
0.078402166143
Long
DBT
CORP
US
N
3
2042-04-15
Fixed
3.72000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070EAA3
8148927.84150000
PA
USD
8915720.28000000
0.047227468931
Long
ABS-MBS
CORP
US
N
3
2055-07-10
Fixed
6.89700000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAJ8
4950000.00000000
PA
USD
3808342.49000000
0.020173174009
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
56740000.00000000
PA
USD
44998282.84000000
0.238360439543
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
JONES DESLAURIERS INSURANCE MANAGEMENT INC
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
3171000.00000000
PA
2078387.99000000
0.011009430662
Long
LON
CORP
CA
N
3
2029-03-26
Variable
11.00000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAG0
12000000.00000000
PA
USD
11006670.00000000
0.058303440343
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Floating
4.81800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
66051427.54940000
PA
USD
2329349.83000000
0.012338800822
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.11600000
N
N
N
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
25500000.00000000
PA
USD
24948090.75000000
0.132152551200
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
4.23300000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AR6
5000000.00000000
PA
USD
4615001.40000000
0.024446127557
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
65608913.01940000
PA
USD
59007698.48000000
0.312569726185
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KMTE5
38477834.20560000
PA
USD
35856937.31000000
0.189937810921
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
846867.69680000
PA
USD
836708.76000000
0.004432130632
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
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
2250000.00000000
PA
USD
2108857.50000000
0.011170830727
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBD0
1020000.00000000
PA
USD
136405.62000000
0.000722554317
Long
DBT
USGA
US
N
2
2063-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMKL6
3693220.28000000
PA
USD
3170777.38000000
0.016795927361
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
11100000.00000000
PA
10876575.05000000
0.057614314280
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58200000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAQ1
19800000.00000000
PA
USD
11295871.09000000
0.059835367665
Long
DBT
CORP
NL
N
2
2041-07-12
Fixed
2.87500000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding
69144AAA7
13869458.65830000
PA
USD
13701756.10000000
0.072579583050
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.10100000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
17600000.00000000
PA
USD
13149136.00000000
0.069652298682
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
49600000.00000000
NS
USD
41943000.00000000
0.222176298400
Long
EP
CORP
US
N
2
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
7500000.00000000
PA
USD
5749425.00000000
0.030455283704
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLQ81
1300000.00000000
PA
USD
1164922.99000000
0.006170714489
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.08000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670MH8
1270493.99170000
PA
USD
1248523.34000000
0.006613553969
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.75900000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
33182000.00000000
PA
USD
27360926.54000000
0.144933585567
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
FOOTBALL CLUB TERM NOTES
N/A
NFL Ventures, LP
N/A
20000000.00000000
PA
USD
17666797.20000000
0.093582805390
Long
DBT
CORP
US
N
3
2035-04-15
Fixed
3.02000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661ED5
2425000.00000000
PA
USD
1979870.37000000
0.010487572899
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
21150000.00000000
PA
USD
15450045.18000000
0.081840446515
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1750000.00000000
PA
USD
1561875.00000000
0.008273409295
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68403HAA0
2180984.55520000
PA
USD
1403343.39000000
0.007433651378
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.30400000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.05400000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
3.16400000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
17283264.76670000
PA
USD
16419101.53000000
0.086973635672
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd.
87105NAA8
3003000.00000000
PA
USD
2984231.25000000
0.015807773709
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
14350000.00000000
PA
USD
10613059.82000000
0.056218447548
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
38520187.03360000
PA
USD
35968224.64000000
0.190527311125
Long
LON
CORP
US
N
3
2027-10-27
Variable
7.93000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
7566820.87820000
PA
USD
2999346.30000000
0.015887839652
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
3.23400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDW70
6018000.00000000
PA
USD
4043256.73000000
0.021417538415
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAG5
750000.00000000
PA
USD
677191.80000000
0.003587153218
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
4.75900000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAE3
8000000.00000000
PA
USD
7431032.80000000
0.039362929709
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
4.36200000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAJ3
13050000.00000000
PA
USD
11823602.76000000
0.062630815510
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
4.61000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
62153751.39040000
PA
USD
1176769.41000000
0.006233466170
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.02000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAG3
1150000.00000000
PA
USD
1172474.62000000
0.006210716234
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAL1
0.44880000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
73183.00000000
NS
USD
7.32000000
0.000000038774
Long
EC
CORP
US
N
3
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
65025176.22940000
PA
USD
41944145.29000000
0.222182365116
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.21400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0NM8
1779942.46540000
PA
USD
1317331.82000000
0.006978039423
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.51000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
5169282.10770000
PA
USD
3832715.63000000
0.020302280988
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
3.25400000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
70650000.00000000
PA
USD
28389085.32000000
0.150379846252
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
13475000.00000000
PA
USD
9186985.50000000
0.048664388142
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCK7
2125000.00000000
PA
USD
1629959.81000000
0.008634061395
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
9214362.50000000
PA
USD
7351061.76000000
0.038939315050
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
2450000.00000000
PA
USD
1880375.00000000
0.009960535896
Long
DBT
CORP
US
N
2
N/A
Variable
3.65000000
N
N
N
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
1000000.00000000
PA
USD
679821.30000000
0.003601081944
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
1660000.00000000
PA
USD
1515676.63000000
0.008028691872
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
15000000.00000000
PA
USD
13226530.50000000
0.070062265149
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEJ9
8000000.00000000
PA
USD
5780902.40000000
0.030622022665
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.07100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
7200000.00000000
PA
USD
6519375.00000000
0.034533786457
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
31550000.00000000
PA
USD
23758927.84000000
0.125853435411
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
850000.00000000
PA
USD
664642.35000000
0.003520677516
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
14986361.24580000
PA
USD
7743638.69000000
0.041018834615
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.03400000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust
07389MAE7
6697028.00520000
PA
USD
6438719.62000000
0.034106546780
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.22400000
N
N
N
N
N
N
WAVERLY CAPITAL ACQUISITION CORP 1
N/A
Waverley Capital Acquisition Corp. 1
N/A
451200.00000000
NS
USD
4408224.00000000
0.023350806829
Long
EC
CORP
US
N
2
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAN8
4200000.00000000
PA
USD
3818604.72000000
0.020227534075
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
4.43800000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JBE1
21640000.00000000
PA
USD
19633022.44000000
0.103998098660
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
14970000.00000000
PA
USD
9651817.98000000
0.051126652638
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
15760000.00000000
PA
USD
12168932.86000000
0.064460063856
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXK5
1660000.00000000
PA
USD
1655605.07000000
0.008769906922
Long
DBT
CORP
US
N
2
2023-11-17
Floating
2.82700000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
17640463.31880000
PA
USD
17488864.71000000
0.092640279057
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
4.31800000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
76225000.00000000
PA
USD
75099537.88000000
0.397809821370
Long
ABS-O
CORP
US
N
2
2038-02-15
Floating
3.84000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
354745000.00000000
PA
USD
136988573.97000000
0.725642283283
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAQ6
27350000.00000000
PA
USD
19878486.25000000
0.105298345202
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAL5
8000000.00000000
PA
USD
7481479.20000000
0.039630149374
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.00800000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
1650000.00000000
PA
USD
1516279.26000000
0.008031884064
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
6913878.23350000
PA
USD
6004396.27000000
0.031805892220
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
3.29300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
59595860.22280000
PA
USD
1727141.67000000
0.009148843503
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.87800000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
15800000.00000000
PA
USD
7668577.40000000
0.040621227397
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEUN5
5285381.27250000
PA
USD
4016156.79000000
0.021273987301
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.52000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
10500000.00000000
PA
USD
9640909.95000000
0.051068871704
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
4.38400000
N
N
N
N
N
N
OCULUS INTERMEDIATE INC
N/A
CNT Holdings I Corp.
N/A
23886250.00000000
PA
USD
22713196.26000000
0.120314089833
Long
LON
CORP
US
N
2
2027-11-08
Variable
6.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
1972202.85510000
PA
USD
1894070.29000000
0.010033081227
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.66400000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
7400000.00000000
PA
USD
6401790.91000000
0.033910931681
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWEE8
187613.67400000
PA
USD
155840.82000000
0.000825504530
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.18000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
3500000.00000000
PA
USD
3242900.85000000
0.017177972651
Long
ABS-O
CORP
KY
Y
2
2036-10-15
Floating
5.56800000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
250000.00000000
PA
USD
185112.50000000
0.000980559569
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
2447249.11900000
PA
USD
2258517.27000000
0.011963593613
Long
LON
CORP
US
N
2
2026-09-25
Variable
6.37000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAM8
1930000.00000000
PA
USD
1676938.96000000
0.008882914688
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
4413814.27500000
PA
USD
3569808.24000000
0.018909634045
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
11900000.00000000
PA
USD
8901112.18000000
0.047150088353
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000AAX5
22774711.77760000
PA
USD
553482.43000000
0.002931852216
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
1.08800000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
6200000.00000000
PA
USD
5847212.13000000
0.030973271988
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89614YAD8
7000000.00000000
PA
USD
6021839.60000000
0.031898291297
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.59400000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
12010000.00000000
PA
USD
9762208.40000000
0.051711401819
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
10180000.00000000
PA
USD
6005619.64000000
0.031812372534
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30291JAQ6
660233285.36650000
PA
USD
167567.21000000
0.000887620400
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
0.12500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
850000.00000000
PA
USD
625085.75000000
0.003311142219
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
15695302.98700000
PA
USD
13430473.91000000
0.071142573947
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630BBB3
34806155.71150000
PA
USD
239884.03000000
0.001270689884
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.89000000
N
N
N
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
9.06000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
32210000.00000000
PA
USD
24181832.72000000
0.128093605184
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
27978242.44680000
PA
USD
27445019.11000000
0.145379032386
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
4.01000000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA,LLC
N/A
31000000.00000000
PA
USD
21953810.64000000
0.116291547666
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset Backed Securities Trust
55275TAD0
6032133.21680000
PA
USD
1955048.16000000
0.010356087151
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.24400000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
6250000.00000000
PA
USD
5530687.50000000
0.029296609120
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
IFCO MANAGEMENT GMBH
N/A
IFCO Management GmbH
N/A
19870000.00000000
PA
17483379.89000000
0.092611225412
Long
LON
CORP
DE
N
2
2026-05-29
Variable
3.73000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
842800.00000000
NS
USD
15617084.00000000
0.082725267980
Long
EP
CORP
US
N
2
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
5490800.00000000
PA
USD
4774531.73000000
0.025291175794
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTN54
315000.00000000
PA
USD
282633.65000000
0.001497138930
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.22000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
67583077.60500000
PA
USD
53895605.31000000
0.285490453420
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
18995745.10000000
PA
USD
18995745.10000000
0.100622376360
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust 2007-BR2
81378PAA6
10733407.49850000
PA
USD
8935518.81000000
0.047332343740
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.26400000
N
N
N
N
N
N
NTHRN AZ UNIV
N/A
Northern Arizona University Revenue Bonds
6647546W3
2350000.00000000
PA
USD
1821278.20000000
0.009647494190
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.08700000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
185597.22320000
PA
USD
178010.71000000
0.000942940672
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
10637383.64400000
PA
USD
9863707.58000000
0.052249053206
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
3.63500000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
18276305.78000000
PA
15912369.61000000
0.084289425618
Long
LON
CORP
DE
N
2
2026-08-21
Variable
3.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
2568.00000000
NC
USD
44644680.00000000
0.236487369660
N/A
DE
US
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
S&P 500 INDEX
US78378X1072
256800
3600.00000000
USD
2022-12-16
XXXX
3556680.00000000
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
733988.17500000
PA
USD
685361.46000000
0.003630428730
Long
LON
CORP
US
N
2
2025-07-23
Variable
6.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
10475000.00000000
PA
USD
6983056.41000000
0.036989953620
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
4750000.00000000
NS
USD
3607631.51000000
0.019109987718
Long
EP
CORP
US
N
2
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAE2
1000000.00000000
PA
USD
938109.60000000
0.004969261102
Long
ABS-O
CORP
KY
Y
2
2036-09-17
Floating
4.73900000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
16600000.00000000
PA
USD
15746464.52000000
0.083410609635
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
4.93900000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AH3
16500000.00000000
NS
USD
15798750.00000000
0.083687571092
Long
EP
CORP
US
N
2
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
3659000.00000000
PA
USD
3256308.76000000
0.017248995702
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AJ0
34700000.00000000
PA
USD
28654566.00000000
0.151786124171
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1D70
2433088.46700000
PA
USD
1717903.04000000
0.009099905548
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.17000000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
6500000.00000000
PA
USD
4344396.55000000
0.023012706393
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
6594500.00960000
PA
USD
5027813.65000000
0.026632835653
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
3550000.00000000
PA
USD
2947673.38000000
0.015614122987
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAF7
23666187.28620000
PA
USD
9168418.22000000
0.048566035388
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.56400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
19480000.00000000
PA
USD
16860814.65000000
0.089313434588
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662QAA3
70150000.00000000
PA
USD
70150000.00000000
0.371591620360
Long
ABS-O
CORP
US
N
3
2023-01-17
Floating
4.58400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LAQ99
69742.30480000
PA
USD
50140.43000000
0.000265598911
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.28000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AL8
4100000.00000000
PA
USD
2814567.63000000
0.014909048414
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAB5
39904000.00000000
PA
USD
29707611.80000000
0.157364213910
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
3800000.00000000
PA
USD
3499727.80000000
0.018538410891
Long
ABS-O
CORP
KY
Y
2
2036-07-16
Floating
5.48900000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAE1
7000000.00000000
PA
USD
6865327.70000000
0.036366332777
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
4.76200000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7L2
1612000.00000000
PA
USD
289565.17000000
0.001533855890
Long
DBT
USGA
US
N
2
2057-03-15
None
0.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAE4
4875000.00000000
PA
USD
4625196.71000000
0.024500133142
Long
ABS-O
CORP
KY
Y
2
2038-12-15
Floating
4.86800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
69459168.89400000
PA
USD
2783784.57000000
0.014745987442
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.93100000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
13500000.00000000
PA
USD
13017769.20000000
0.068956435502
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
5.11200000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
19050000.00000000
PA
USD
14790423.62000000
0.078346364629
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAD9
13687855.08600000
PA
USD
7368335.28000000
0.039030814626
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.36400000
N
N
N
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO