0001752724-23-125888.txt : 20230530 0001752724-23-125888.hdr.sgml : 20230530 20230530135447 ACCESSION NUMBER: 0001752724-23-125888 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230530 DATE AS OF CHANGE: 20230530 PERIOD START: 20230930 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: 23974724 BUSINESS ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 BUSINESS PHONE: 301-296-5100 MAIL ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 FORMER COMPANY: FORMER CONFORMED NAME: SECURITY EQUITY FUND DATE OF NAME CHANGE: 19920703 0000088525 S000043985 Guggenheim Limited Duration Fund C000136507 A-Class GILDX C000136508 C-Class GILFX C000136509 Institutional Class GILHX C000152100 R6 C000155965 P GILPX NPORT-P 1 primary_doc.xml NPORT-P false 0000088525 XXXXXXXX S000043985 C000136507 C000152100 C000136508 C000155965 C000136509 Guggenheim Funds Trust 811-01136 0000088525 54930033G24U3UGWK691 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Guggenheim Limited Duration Fund S000043985 549300HOV4IT1OMUDR80 2023-09-30 2023-03-31 N 4069798705.89 20954373.59 4048844332.30 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7561671.10000000 EUR USD N Portfolio (ExDerivative) N/A Capital Automotive Reit N/A 12510HAC4 891958.53850000 PA USD 778388.67000000 0.019224959176 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.25000000 N N N N N N UPLAND SOFTWARE INC N/A N/A 539236.74780000 PA USD 500816.13000000 0.012369359967 Long LON CORP US N 2 2026-08-06 Variable 8.66000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AD7 12000000.00000000 PA USD 10724516.52000000 0.264878460118 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 00086AAQ7 12250000.00000000 PA USD 11790115.40000000 0.291197053587 Long ABS-O CORP KY N 2 2033-07-20 Floating 6.50800000 N N N N N N American Money Management Corp 5493004OOK6VXHQ8DQ60 00176ABE4 14300000.00000000 PA USD 13384788.56000000 0.330582938277 Long ABS-O CORP KY N 2 2031-04-30 Fixed 1.83100000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 4220000.00000000 PA USD 4140660.54000000 0.102267713949 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Madison Avenue Secured Funding N/A 55662KAA6 16550000.00000000 PA USD 16550000.00000000 0.408758614599 Long ABS-O CORP US N 3 2023-10-12 Floating 6.69700000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 3800000.00000000 PA USD 3411785.05000000 0.084265651380 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LUV1 15000000.00000000 PA USD 14043160.05000000 0.346843664449 Long DBT CORP US N 2 2025-01-12 Fixed 1.75000000 N N N N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676503 8000.00000000 NS USD 187760.00000000 0.004637372657 Long EP CORP US N 2 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 50000.00000000 PA USD 48064.50000000 0.001187116521 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N CAL Funding IV Ltd N/A 12807CAA1 2953125.00000000 PA USD 2621260.49000000 0.064740955069 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N CIFC Funding Ltd 549300ZXX0SJBZWIWI81 12550TBA2 5000000.00000000 PA USD 4712357.00000000 0.116387705064 Long ABS-O CORP KY N 2 2034-04-20 Floating 6.05800000 N N N N N N BXMT Ltd N/A 05608XAC6 4500000.00000000 PA USD 4349800.80000000 0.107433144942 Long ABS-O CORP KY N 2 2037-11-15 Floating 6.42300000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DQ7 17754000.00000000 PA USD 16794897.85000000 0.414807201057 Long DBT CORP US N 2 2025-06-30 Fixed 2.50000000 N N N N N N BDS Ltd N/A 05493JAJ0 7000000.00000000 PA USD 6539050.70000000 0.161504127185 Long ABS-O CORP KY N 2 2036-01-18 Floating 6.66100000 N N N N N N Magnetite CLO Ltd 549300XSCWZTP19VRZ67 55955KAC8 4000000.00000000 PA USD 3895976.40000000 0.096224405787 Long ABS-O CORP KY N 2 2034-01-15 Floating 6.19200000 N N N N N N GULFSTREAM NATURAL GAS N/A 402740AD6 400000.00000000 PA USD 390706.06000000 0.009649816785 Long DBT CORP US N 2 2025-09-15 Fixed 4.60000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 259000.00000000 PA USD 231415.21000000 0.005715586745 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 25600000.00000000 PA USD 19417344.00000000 0.479577440038 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 7000000.00000000 PA USD 6567809.71000000 0.162214428882 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N MAPS LTD N/A 56564RAA8 5377660.97210000 PA USD 4834497.32000000 0.119404376242 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N Nomura Resecuritization Trust N/A 65540WCC1 424049.73600000 PA USD 381907.16000000 0.009432497983 Long ABS-MBS CORP US N 2 2036-03-26 Floating 2.59900000 N N N N N N Morgan Stanley BAML Trust N/A 61690AAF1 29226718.82640000 PA USD 444494.55000000 0.010978306734 Long ABS-MBS CORP US N 2 2047-12-15 Variable 0.86700000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A -24500000.00000000 OU Notional Amount -247719.01000000 -0.00611826461 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Intercontinental Exchange 5493000F4ZO33MV32P92 Markit iTraxx Europe Index N/A Y ITRAXX.EUR.38.V1 1% 12/20/2027 - Tenor Quarterly 2027-12-20 0.00000000 EUR 214413.62000000 EUR -24500000.00000000 EUR -30207.04000000 N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676AM9 13075000.00000000 PA USD 13071750.21000000 0.322851390104 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 6500000.00000000 PA USD 5654610.00000000 0.139659851945 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N New Residential Mortgage Loan N/A 64828NAA3 563626.20160000 PA USD 549274.87000000 0.013566213588 Long ABS-MBS CORP US N 2 2057-06-25 Floating 6.34500000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 3784000.00000000 PA USD 3581215.44000000 0.088450311893 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300XO83D3BDYP0P62 94989TBC7 18787606.44350000 PA USD 278208.75000000 0.006871312581 Long ABS-MBS CORP US N 2 2058-09-15 Variable 0.75600000 N N N N N N OLYMPUS CORP 5299000Y52IFDI1I2A21 68163WAA7 4350000.00000000 PA USD 3923559.19000000 0.096905656725 Long DBT CORP JP N 2 2026-12-08 Fixed 2.14300000 N N N N N N OSW Structured Asset Trust N/A 67114HAA2 42921105.78940000 PA USD 40413238.45000000 0.998142559534 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.11600000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 9800000.00000000 PA USD 8705829.41000000 0.215020106862 Long DBT CORP NL N 2 2027-04-01 Variable 1.72600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGN5 237680000.00000000 PA USD 239991808.78000000 5.927415061760 Long DBT UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 140000.00000000 PA USD 127657.60000000 0.003152939197 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 8150000.00000000 PA USD 7579995.52000000 0.187213804678 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Nationstar Home Equity Loan Tr N/A 63860LAA8 1048467.09750000 PA USD 1039569.07000000 0.025675698660 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.06500000 N N N N N N New Residential Mortgage Loan N/A 64828GAD2 1452229.75600000 PA USD 1333927.34000000 0.032945878638 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N FIRST KEY REVOLVING TRUST 2021-1 N/A N/A 25700000.00000000 PA USD 25038553.45000000 0.618412351649 Long ABS-MBS CORP US Y 3 2058-11-30 Fixed 2.21100000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 4450000.00000000 PA USD 4005000.00000000 0.098917114892 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N Madison Park Funding Ltd N/A 558189AC0 10750000.00000000 PA USD 10389015.00000000 0.256592107459 Long ABS-O CORP KY N 2 2035-04-21 Floating 6.40400000 N N N N N N Morgan Stanley Capital Inc N/A 617538AC7 3354519.91520000 PA USD 1700040.84000000 0.041988298400 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.99500000 N N N N N N BENCHMARK Mortgage Trust N/A 08161CAG6 94455950.85350000 PA USD 1490826.61000000 0.036821040465 Long ABS-MBS CORP US N 2 2051-02-15 Variable 0.44600000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 8111802.28310000 PA USD 7503743.21000000 0.185330494189 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N CUSHMAN & WAKEFIELD PLC N/A N/A 575038.66250000 PA USD 559656.38000000 0.013822620334 Long LON CORP US N 2 2025-08-21 Variable 7.59000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 524970.90710000 PA USD 504224.06000000 0.012453530405 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 100000.00000000 PA USD 97250.00000000 0.002401919955 Long DBT CORP US N 2 2027-07-01 Fixed 5.62500000 N N N N N N BSPRT Issuer, Ltd. N/A 05601HAG9 5000000.00000000 PA USD 4672586.00000000 0.115405424770 Long ABS-O CORP KY N 2 2036-03-15 Floating 6.73400000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 1115000.00000000 PA USD 1037273.35000000 0.025618998036 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 994000.00000000 PA USD 857325.00000000 0.021174560680 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EE1 5000000.00000000 PA USD 4994355.30000000 0.123352613489 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946MAC1 1825463.05210000 PA USD 1817896.87000000 0.044899154445 Long ABS-O CORP KY N 2 2028-05-15 Floating 6.18400000 N N N N N N Guggenheim Partners Investment Management LLC N/A 40169J523 3030171.19720000 NS USD 29422962.32000000 0.726700260745 Long EC RF US N 1 N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAB2 350000.00000000 PA USD 340921.00000000 0.008420205175 Long DBT CORP US N 2 2025-12-01 Fixed 5.75000000 N N N N N N HGI CRE CLO Ltd N/A 40390JAC6 2000000.00000000 PA USD 1892088.40000000 0.046731566953 Long ABS-O CORP KY N 2 2036-09-17 Floating 6.22800000 N N N N N N OUTCOMES GROUP HOLDINGS INC N/A N/A 382719.45250000 PA USD 371237.87000000 0.009168983530 Long LON CORP US N 2 2025-10-24 Variable 8.09000000 N N N N N N Preston Ridge Partners Mortgag N/A 69358DAA2 22494966.51280000 PA USD 21142245.20000000 0.522179749696 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448AZ6 2900000.00000000 PA USD 2764204.95000000 0.068271455337 Long DBT CORP US N 2 2027-03-30 Fixed 3.85000000 N N N N N N Woodmont Trust N/A 97988WAA9 16250000.00000000 PA USD 16103702.88000000 0.397735787259 Long ABS-O CORP US N 2 2032-01-15 Floating 6.69200000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAV4 6298923.33890000 PA USD 215788.52000000 0.005329632415 Long ABS-MBS CORP US N 2 2049-06-15 Variable 1.49100000 N N N N N N Copper River CLO Ltd 5493005HHHXVM8NBWY47 217563AC9 500000.00000000 PA USD 50.50000000 0.000001247269 Long ABS-O CORP KY Y 2 2021-01-20 None 0.00000000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A 00489TAC0 4500000.00000000 PA USD 4367054.70000000 0.107859288764 Long ABS-O CORP KY N 2 2037-12-18 Floating 5.86100000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BE3 5475000.00000000 PA USD 5331211.06000000 0.131672413717 Long DBT CORP US N 2 2026-01-29 Fixed 4.45000000 N N N N N N KDAC Aviation Finance Limited N/A 48244XAA0 6474324.68800000 PA USD 5276639.36000000 0.130324579730 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.21200000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 6170000.00000000 PA USD 5876246.30000000 0.145133915204 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Soundview Home Equity Loan Tru N/A 83611MGU6 1486715.10550000 PA USD 1443784.42000000 0.035659173371 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.55000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -31253000.00000000 NC -316351.21000000 -0.00781337053 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 31253000.00000000 EUR 33616508.13000000 USD 2023-04-17 -316351.21000000 N N N Onslow Bay Financial LLC N/A 67118LAA9 2325512.78910000 PA USD 2329613.60000000 0.057537741854 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000806AJ8 30750000.00000000 PA USD 30151011.53000000 0.744681915515 Long ABS-O CORP KY N 2 2031-11-18 Floating 6.21500000 N N N N N N THL Credit Lake Shore MM CLO I N/A 510800AC9 48500000.00000000 PA USD 47313156.50000000 1.168559534940 Long ABS-O CORP KY N 2 2033-04-15 Floating 6.49200000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 1145000.00000000 PA USD 1116841.11000000 0.027584194855 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 N/A 691448.41000000 PA USD 680502.78000000 0.016807333751 Long LON CORP US N 2 2026-08-12 Variable 6.59000000 N N N N N N Stratus CLO N/A 863162AC7 1000000.00000000 PA USD 980222.10000000 0.024209923117 Long ABS-O CORP KY N 2 2029-12-29 Floating 6.20800000 N N N N N N Verus Securitization Trust N/A 92536PAA2 835272.82460000 PA USD 789074.47000000 0.019488881400 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N THL Credit Lake Shore MM CLO I N/A 510800AL9 6250000.00000000 PA USD 5819095.00000000 0.143722369209 Long ABS-O CORP KY N 2 2033-04-15 Floating 6.64200000 N N N N N N Credit Suisse Mortgage Trust N/A 12658XAC1 4337927.73300000 PA USD 4041459.44000000 0.099817604933 Long ABS-MBS CORP US N 2 2061-02-25 Variable 2.43600000 N N N N N N AESF VI VERDI N/A N/A 103022.70190000 PA 111804.76000000 0.002761399323 Long ABS-O CORP US N 3 2024-11-25 Variable 2.15000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAX6 10000000.00000000 PA USD 9511830.00000000 0.234927036441 Long ABS-O CORP KY N 2 2034-04-20 Floating 6.20800000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 1050000.00000000 PA USD 923063.51000000 0.022798197071 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N AFTERNEXT HEALTHTECH ACQUI-A N/A N/A 45000.00000000 NS USD 7494.75000000 0.000185108376 N/A DE US N 1 AfterNext HealthTech Acquisition Corp. N/A Call Purchased N/A AfterNext HealthTech Acquisition Corp. 45000.00000000 11.50000000 USD 2023-07-09 XXXX -33400.72000000 N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 19663.00000000 NS USD 3539.34000000 0.000087416055 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 19663.00000000 11.50000000 USD 2026-08-01 XXXX -41991.23000000 N N N Golub Capital Partners CLO Ltd 254900T5KLBL86KP4W68 38174TAE6 23000000.00000000 PA USD 21527636.60000000 0.531698302853 Long ABS-O CORP KY N 2 2033-08-25 Floating 6.81800000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 2350000.00000000 PA USD 2133803.53000000 0.052701545302 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBW5 5000000.00000000 PA USD 4922063.35000000 0.121567117578 Long DBT CORP US N 2 2027-07-15 Fixed 4.70000000 N N N N N N Boyce Park CLO, LLC N/A 103228AE2 3000000.00000000 PA USD 2877781.80000000 0.071076622458 Long ABS-O CORP JE N 2 2035-04-21 Floating 6.40400000 N N N N N N TIF Funding II LLC N/A 872480AE8 15211875.00000000 PA USD 12822755.72000000 0.316701623169 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N STORE Master Funding LLC N/A 86213CAB1 10276458.33330000 PA USD 9769495.98000000 0.241290975354 Long ABS-O CORP US N 2 2045-04-20 Fixed 4.17000000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP NL N 2 2030-01-15 Fixed 4.87500000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAH4 963000.00000000 PA USD 887356.35000000 0.021916287146 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Bear Stearns Asset Backed Secu N/A 07389MAE7 1951564.26660000 PA USD 1877073.84000000 0.046360731259 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.12500000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 75000.00000000 PA USD 69654.00000000 0.001720342751 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAH4 375000.00000000 PA USD 329917.50000000 0.008148436267 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DH7 5000000.00000000 PA USD 4318372.35000000 0.106656912332 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N BILLIKEN BUYER INC N/A N/A 488750.00000000 PA USD 396430.01000000 0.009791189224 Long LON CORP US N 2 2027-02-18 Variable 8.59000000 N N N N N N JANE STREET GROUP LLC N/A N/A 1950745.86640000 PA USD 1915632.44000000 0.047313067205 Long LON CORP US N 2 2028-01-26 Variable 7.59000000 N N N N N N Park Place Securities Inc N/A 70069FJS7 1000539.77400000 PA USD 986221.45000000 0.024358097497 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.79000000 N N N N N N Wind River CLO Ltd 2549008107XSHXNMJI27 88432GAN7 0.05000000 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 Cerberus N/A 15674EAA0 11890424.04510000 PA USD 11786840.62000000 0.291116171742 Long ABS-O CORP KY N 2 2032-04-15 Floating 6.29200000 N N N N N N New Residential Mortgage Loan N/A 64830GAB2 1863165.77040000 PA USD 1763742.96000000 0.043561639204 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N Castlelake Aircraft Securitiza N/A 14856GAA8 4693069.55920000 PA USD 4320969.21000000 0.106721050634 Long ABS-O CORP US N 2 2046-01-15 Fixed 3.47400000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 1461063.94180000 PA USD 1454253.48000000 0.035917742462 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.19500000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAC7 2680000.00000000 PA USD 2499100.00000000 0.061723785724 Long DBT CORP US N 2 2026-05-01 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAT9 350000.00000000 PA USD 341479.06000000 0.008433988367 Long DBT CORP FR N 2 2024-03-28 Fixed 3.87500000 N N N N N N BRP INC 549300DZZJW11IMTMJ24 N/A 4114657.67820000 PA USD 3993810.18000000 0.098640744178 Long LON CORP CA N 2 2027-05-24 Variable 6.91000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 4100000.00000000 PA USD 3399474.00000000 0.083961588072 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Soundview Home Equity Loan Tru N/A 83612CAA7 9041980.24160000 PA USD 8509092.94000000 0.210161029707 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.12500000 N N N N N N Newstar Fairfield Fund CLO LTD N/A 65252BAA1 6529570.50580000 PA USD 6444079.49000000 0.159158489710 Long ABS-O CORP KY N 2 2030-04-20 Floating 6.07800000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 521000.00000000 PA USD 410938.75000000 0.010149531971 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 10500000.00000000 PA USD 9156110.25000000 0.226141325734 Long DBT CORP FR N 2 2026-12-14 Variable 1.48800000 N N N N N N Asset Backed Securities Corp H N/A 04541GVL3 2769762.11620000 PA USD 2666646.92000000 0.065861927531 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.44500000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CL1 15500000.00000000 PA USD 13868849.13000000 0.342538462626 Long DBT CORP US N 2 2027-02-01 Fixed 1.91500000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 7400000.00000000 PA USD 6224754.72000000 0.153741517557 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N TRINSEO PLC 549300WNMXD3KV7LO256 N/A 1802598.54480000 PA USD 1776208.50000000 0.043869518169 Long LON CORP LU N 2 2024-09-06 Variable 6.84000000 N N N N N N GSAA Home Equity Trust N/A 362334BS2 2322251.31660000 PA USD 1226151.48000000 0.030283986722 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.44500000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAG0 3097042.48800000 PA USD 78688.11000000 0.001943470865 Long ABS-MBS CORP US N 2 2050-03-15 Variable 0.88700000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAJ7 350000.00000000 PA USD 343986.38000000 0.008495915174 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 15280000.00000000 PA USD 12803034.22000000 0.316214533561 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N STAR INTERMEDIATE III INC RI37BMPWE56BCJ747E14 N/A 8514000.00000000 PA USD 8445888.00000000 0.208599968455 Long LON CORP US N 2 2029-01-18 Variable 8.04000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475WAA4 18948849.79250000 PA USD 17349953.43000000 0.428516188967 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 415864AM9 125000.00000000 PA USD 98130.00000000 0.002423654552 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660KAC5 29316243.83150000 PA USD 27952724.81000000 0.690387738224 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 7811000.00000000 PA USD 7811000.00000000 0.192919247047 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N Imperial Fund LLC N/A 45276PAB2 12488007.67500000 PA USD 11305409.58000000 0.279225592592 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.02100000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 4300000.00000000 PA USD 3640337.00000000 0.089910520168 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N FONTAINEBLEAU LAS VEGAS N/A N/A 3656485.48000000 PA USD 0.04000000 0.000000000987 Long DBT CORP US N 2 2026-01-31 Variable 9.97300000 N N N N N N CPM HOLDINGS INC N/A N/A 1494503.49760000 PA USD 1487404.61000000 0.036736522521 Long LON CORP US N 2 2025-11-17 Variable 8.16000000 N N N N N N Preston Ridge Partners Mortgag N/A 69360MAA8 10339807.02400000 PA USD 9659434.28000000 0.238572626834 Long ABS-MBS CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 2775000.00000000 PA USD 2368712.25000000 0.058503416174 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N PEACHTREE FUNDING TRUST N/A 70466WAA7 3450000.00000000 PA USD 3351575.74000000 0.082778577414 Long DBT CORP US N 2 2025-02-15 Fixed 3.97600000 N N N N N N GS Mortgage-Backed Securities N/A 36259WAA9 2394529.17550000 PA USD 2177919.35000000 0.053791135722 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.38200000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAA6 2195393.48620000 PA USD 2030283.21000000 0.050144758438 Long ABS-MBS CORP US Y 2 2037-09-25 Variable 3.25000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 59950000.00000000 NC USD 204839.56000000 0.005059210559 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 59950000.00000000 0.10000000 USD 2024-06-20 XXXX -76925.44000000 N N N Newfleet CLO, Ltd. 5493003RFBB86V8THH68 65130PAN0 198783.65460000 PA USD 198640.95000000 0.004906114774 Long ABS-O CORP KY N 2 2028-04-20 Floating 5.75800000 N N N N N N BXMT Ltd N/A 12434LAC8 14310000.00000000 PA USD 13699523.95000000 0.338356400632 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.00800000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2D6 16600000.00000000 PA USD 14159792.03000000 0.349724288410 Long DBT CORP US N 2 2028-09-15 Fixed 1.95000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 30313RAA7 7600000.00000000 PA USD 7135562.48000000 0.176237017142 Long DBT CORP US N 2 2025-02-14 Fixed 4.25000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 2000000.00000000 PA USD 1890000.00000000 0.046679986803 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 10526000.00000000 PA USD 9433927.50000000 0.233002968890 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 45569KAA1 10280000.00000000 PA USD 9482374.80000000 0.234199539961 Long DBT CORP US N 2 2026-07-15 Fixed 2.87500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1700000.00000000 PA USD 1632788.43000000 0.040327271092 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N IXIS Real Estate Capital Trust N/A 45071KDE1 4851182.52890000 PA USD 2403074.99000000 0.059352121068 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.44500000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175BAA2 27500000.00000000 PA USD 27115863.50000000 0.669718598062 Long ABS-O CORP KY N 2 2031-02-05 Floating 6.10600000 N N N N N N Cerberus N/A 15674JAA9 18000000.00000000 PA USD 17824469.40000000 0.440235976913 Long ABS-O CORP KY N 2 2033-01-15 Floating 6.64200000 N N N N N N VODAFONEZIGGO GROUP HOLDING BV N/A N/A 400000.00000000 PA USD 394444.00000000 0.009742137944 Long LON CORP NL N 2 2028-04-28 Variable 7.18000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A -40800000.00000000 OU Notional Amount USD -620160.00000000 -0.01531696328 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX HY40 V1 5% 6/20/2028 N/A Y CDX HY40 V1 5% 6/20/2028 - Tenor Quarterly 2028-06-20 187384.88000000 USD 0.00000000 USD -40800000.00000000 USD -807544.88000000 N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 12000000.00000000 PA USD 10107810.00000000 0.249646792280 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N Wells Fargo Commercial Mortgag 549300TRQQDPEF728F16 95000PAH7 26705354.48750000 PA USD 568909.51000000 0.014051157893 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.80500000 N N N N N N ALEXANDER FUNDING TRUST N/A 014621AA4 19050000.00000000 PA USD 18478154.81000000 0.456380964380 Long DBT CORP US N 2 2023-11-15 Fixed 1.84100000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 11750000.00000000 PA USD 10666768.09000000 0.263452165965 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 2150000.00000000 PA USD 1146294.00000000 0.028311634281 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 379000.00000000 PA USD 337347.90000000 0.008331955301 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N EDWARDS LIFESCIENCES COR YA13X31F3V31L8TMPR58 28176EAD0 420000.00000000 PA USD 418064.80000000 0.010325534045 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 64132DAL2 4000000.00000000 PA USD 3884948.00000000 0.095952021889 Long ABS-O CORP KY N 2 2032-01-20 Floating 6.19800000 N N N N N N RASPRO TRUST N/A N/A 1969885.86270000 PA USD 1945855.23000000 0.048059521935 Long ABS-O CORP US N 2 2024-03-23 Floating 5.16800000 N N N N N N SAPPHIRE AVIATION FINANCE I LI N/A 80306AAA8 7356210.37020000 PA USD 5984350.70000000 0.147803921535 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25000000 N N N N N N Blue Whale Acquisition Corp I N/A N/A 72300.00000000 NS USD 718662.00000000 0.017749805648 Long EC CORP US N 1 N N N ALT-2 STRUCTURED TRUST N/A N/A 10569012.16250000 PA USD 9469449.55000000 0.233880306892 Long DBT CORP US N 3 2031-05-14 Floating 2.95000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175JAA5 2284760.25790000 PA USD 2265346.42000000 0.055950444968 Long ABS-O CORP KY N 2 2030-10-25 Floating 6.46800000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBS4 11000000.00000000 PA USD 9405421.30000000 0.232298911197 Long DBT CORP US N 2 2028-03-01 Fixed 1.65000000 N N N N N N LIBERTY GLOBAL PLC N/A N/A 200000.00000000 PA USD 196400.00000000 0.004850766882 Long LON CORP US N 2 2028-01-31 Variable 7.18000000 N N N N N N PLAYTIKA HOLDING CORP N/A N/A 10388000.00000000 PA USD 10304480.48000000 0.254504239587 Long LON CORP US N 2 2028-03-13 Variable 7.59000000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAQ7 10200000.00000000 PA USD 9748317.48000000 0.240767900169 Long ABS-O CORP KY N 2 2034-04-15 Floating 6.19200000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 58950000.00000000 NC USD 173993.28000000 0.004297356621 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 58950000.00000000 0.20000000 USD 2023-12-19 XXXX -68438.60000000 N N N Wells Fargo Commercial Mortgag N/A 95001GAG8 14397336.63030000 PA USD 473116.64000000 0.011685226725 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.86100000 N N N N N N Fortress Credit Opportunities 254900FRBH7KBHJT7O18 34961WAC9 13450000.00000000 PA USD 13270266.31000000 0.327754421283 Long ABS-O CORP KY N 2 2031-04-15 Floating 6.09200000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAF8 22249500.47690000 PA USD 814567.56000000 0.020118520079 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.07400000 N N N N N N ServiceMaster Brands N/A 81761TAA3 9065000.00000000 PA USD 7604800.74000000 0.187826454065 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N Firstkey Homes Trust N/A 33767JBC5 5050000.00000000 PA USD 4606546.88000000 0.113774363791 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46646RAL7 36944905.07210000 PA USD 811354.45000000 0.020039161385 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.75000000 N N N N N N MADISON INDUSTRIES US HOLDINGS CORP 549300ZA0D9WN5ECE978 N/A 793222.50420000 PA 852002.04000000 0.021043092054 Long LON CORP US N 2 2025-03-31 Variable 6.41000000 N N N N N N Merit N/A 55293DAE1 7773268.29320000 PA USD 7305440.36000000 0.180432729945 Long ABS-MBS CORP US N 2 2027-01-15 Floating 6.09100000 N N N N N N Towd Point Mortgage Trust N/A 89169EAA7 2489355.52300000 PA USD 2478314.73000000 0.061210422693 Long ABS-MBS CORP US N 2 2057-02-25 Floating 4.20800000 N N N N N N HarborView Mortgage Loan Trust N/A 41162DAF6 1664025.48940000 PA USD 1434781.52000000 0.035436816094 Long ABS-MBS CORP US N 2 2038-01-19 Floating 5.14100000 N N N N N N IP Lending LLC N/A 44988YAA7 3900000.00000000 PA USD 3510000.00000000 0.086691404063 Long DBT CORP KY N 2 2026-04-02 Fixed 5.12500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B5KX0 88525180.23000000 PA USD 75821.82000000 0.001872678072 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 0.31500000 N N N N N N Citigroup Commercial Mortgage N/A 17326CBE3 19933863.27020000 PA USD 525030.05000000 0.012967405187 Long ABS-MBS CORP US N 2 2050-08-15 Variable 0.73800000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAE7 10700000.00000000 PA USD 10180892.71000000 0.251451818702 Long ABS-O CORP KY N 2 2039-02-15 Floating 6.35900000 N N N N N N Carlyle Global Market Strategi 549300TYZXFDHLTKDG17 14310KAS0 4681009.38500000 PA USD 4638846.60000000 0.114572115381 Long ABS-O CORP KY N 2 2031-01-15 Floating 5.79200000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473MAD4 325900.51460000 PA USD 8636.36000000 0.000213304323 Long ABS-O CORP KY N 2 2028-10-20 None 0.00000000 N N N N N N Cerberus 54930000UKAI7FBHXD27 15674PAC1 2250000.00000000 PA USD 2135730.15000000 0.052749129744 Long ABS-O CORP KY N 2 2033-07-23 Floating 6.64200000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 275000.00000000 PA USD 259875.00000000 0.006418498185 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N CSAIL Commercial Mortgage Trus 549300C2HE5FJAWYZL57 12636MAG3 6061397.19460000 PA USD 262628.82000000 0.006486513149 Long ABS-MBS CORP US N 2 2049-01-15 Variable 1.86000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AN4 2250000.00000000 PA USD 2145838.05000000 0.052998778759 Long ABS-O CORP KY N 2 2032-04-20 Floating 6.95800000 N N N N N N DATIX BIDCO LIMITED N/A N/A 13798856.91000000 PA USD 13499421.72000000 0.333414194571 Long LON CORP US N 3 2025-04-28 Variable 8.95000000 N N N N N N Starwood Commercial Mortgage T N/A 78486BAE4 2187000.00000000 PA USD 2001049.45000000 0.049422731173 Long ABS-O CORP KY N 2 2038-04-18 Floating 6.50900000 N N N N N N Acropolis Infrastructure Acqui N/A 005029103 86600.00000000 NS USD 877258.00000000 0.021666874001 Long EC CORP US N 1 N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 850000.00000000 PA USD 835201.50000000 0.020628145501 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAA1 4167592.43610000 PA USD 3993524.19000000 0.098633680681 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N New Residential Advance Receiv 549300RNWDDBV4LFKJ17 62942QCW1 28950000.00000000 PA USD 28246439.73000000 0.697642028483 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.47500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBL3 12500000.00000000 PA USD 11304351.50000000 0.279199459703 Long DBT CORP US N 2 2026-04-15 Fixed 1.60000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 3750000.00000000 PA USD 3783806.25000000 0.093453981913 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N N N N Banc of America Commercial Mor N/A 06054MAF0 10263749.63030000 PA USD 405409.90000000 0.010012978191 Long ABS-MBS CORP US N 2 2049-07-15 Variable 1.74400000 N N N N N N Credit-Based Asset Servicing a N/A 12498NAW3 1524850.71900000 PA USD 1420305.28000000 0.035079276045 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.22500000 N N N N N N American Home Mortgage Investm N/A 026929AA7 5583608.75860000 PA USD 4473619.16000000 0.110491261032 Long ABS-MBS CORP US N 2 2046-12-25 Floating 5.20500000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 3100000.00000000 PA USD 3020592.26000000 0.074603813140 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N Dryden Senior Loan Fund 254900I0IPNA482LDS44 26249YAG6 1500000.00000000 PA USD 1120077.30000000 0.027664123588 Long ABS-O CORP KY N 2 2031-01-15 None 0.00000000 N N N N N N Voya CLO Ltd N/A 92915UAN4 4500000.00000000 PA USD 4319131.50000000 0.106675662127 Long ABS-O CORP KY N 2 2030-06-07 Floating 6.94200000 N N N N N N Guggenheim Partners Investment Management LLC N/A N/A 1244556.11000000 NS USD 30130703.42000000 0.744180337575 Long EC RF US N 1 N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAA5 15000000.00000000 PA USD 13873058.85000000 0.342642435998 Long DBT CORP US N 2 2025-07-07 Fixed 1.40000000 N N N N N N Banc of America Funding Corpor N/A 05990TAG2 4156037.13700000 PA USD 4055462.29000000 0.100163453004 Long ABS-MBS CORP US N 2 2037-04-29 Floating 5.10500000 N N N N N N Ellington Financial Mortgage T N/A 31573WAC5 1051098.49270000 PA USD 943518.04000000 0.023303391352 Long ABS-MBS CORP US N 2 2065-10-25 Variable 1.64000000 N N N N N N GRAFTECH INTERNATIONAL LTD. N/A N/A 226292.66990000 PA USD 225161.21000000 0.005561122916 Long LON CORP US N 3 2025-02-12 Variable 7.84000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 10881292.22890000 PA USD 342082.80000000 0.008448899782 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.06900000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAP9 6500000.00000000 PA USD 5790476.51000000 0.143015538132 Long DBT CORP US N 2 2026-04-15 Fixed 1.51200000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 2307261.59360000 PA USD 1949659.81000000 0.048153488995 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.59700000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 120000000.00000000 NC USD 354184.80000000 0.008747799888 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 120000000.00000000 0.20000000 USD 2023-12-19 XXXX -137805.20000000 N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 89641UAC5 881000.00000000 PA USD 864520.14000000 0.021352269167 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAH3 22668930.71310000 PA USD 703521.20000000 0.017375852027 Long ABS-MBS CORP US N 2 2050-07-15 Variable 0.96800000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3H2 30000000.00000000 PA USD 29123558.40000000 0.719305461256 Long DBT CORP US N 2 2025-01-07 Floating 5.24900000 N N N N N N AB Private Credit Investors LL N/A 00085KAS2 9250000.00000000 PA USD 9047214.10000000 0.223451764441 Long ABS-O CORP US N 2 2031-10-20 Floating 6.24500000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 22242474.23080000 PA USD 20471750.86000000 0.505619608456 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.75000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 14700000.00000000 PA USD 12767691.62000000 0.315341627687 Long DBT CORP US N 2 2026-10-02 Fixed 1.73000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 750000.00000000 PA USD 712268.80000000 0.017591903801 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAD0 14250000.00000000 PA USD 14281350.57000000 0.352726590550 Long DBT CORP CA N 2 2024-03-11 Floating 5.78200000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CA7 14400000.00000000 PA USD 13866991.06000000 0.342492571259 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640UAF9 19399469.07430000 PA USD 50421.16000000 0.001245322266 Long ABS-MBS CORP US N 2 2047-01-15 Variable 0.68500000 N N N N N N THL Credit Lake Shore MM CLO I N/A 510760AA9 11250000.00000000 PA USD 11038023.00000000 0.272621570356 Long ABS-O CORP KY N 2 2031-10-17 Floating 6.27200000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 2850000.00000000 PA USD 2465972.76000000 0.060905595711 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC N/A N/A 1549148.52190000 PA USD 1534942.83000000 0.037910640766 Long LON CORP US N 2 2024-05-17 Variable 7.09000000 N N N N N N Owl Rock CLO Ltd N/A 691200AC3 24250000.00000000 PA USD 23461875.00000000 0.579470907607 Long ABS-O CORP KY N 2 2033-08-20 Floating 6.51500000 N N N N N N FLUTTER ENTERTAINMENT PLC N/A N/A 4500000.00000000 PA 4818617.77000000 0.119012176673 Long LON CORP NL N 2 2026-07-21 Variable 5.52000000 N N N N N N TAMKO BUILDING PRODUCTS LLC N/A N/A 1758987.35950000 PA USD 1707871.19000000 0.042181695561 Long LON CORP US N 2 2026-05-29 Variable 7.87000000 N N N N N N RAVAGO HOLDINGS AMERICA INC N/A N/A 1960000.00000000 PA USD 1915900.00000000 0.047319675511 Long LON CORP US N 2 2028-03-06 Variable 7.66000000 N N N N N N HERA Commercial Mortgage Ltd N/A 42704RAE1 3750000.00000000 PA USD 3537307.50000000 0.087365855777 Long ABS-O CORP KY N 2 2038-02-18 Floating 6.36100000 N N N N N N UNITED AIRLINES HOLDINGS INC N/A N/A 8037175.00000000 PA USD 8329567.43000000 0.205727035824 Long LON CORP US N 2 2027-06-21 Variable 10.21000000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 14740625.21100000 PA USD 12799074.08000000 0.316116724416 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AV2 600000.00000000 PA USD 602647.61000000 0.014884435175 Long DBT CORP GB N 2 2025-04-01 Fixed 5.37500000 N N N N N N Countrywide Alternative Loan T 549300TXT201GGLA0F48 02151DAC8 2178667.34320000 PA USD 1832708.04000000 0.045264966730 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.42500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AZ3 14000000.00000000 PA USD 12114385.92000000 0.299206018452 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 1500000.00000000 PA USD 1461217.50000000 0.036089742654 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N Firstkey Homes Trust N/A 33767JBA9 3200000.00000000 PA USD 2892711.36000000 0.071445358788 Long ABS-O CORP US N 2 2037-10-19 Fixed 3.36600000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAW5 5375000.00000000 PA USD 4952169.28000000 0.122310686051 Long DBT CORP US N 2 2024-12-31 Fixed 3.75000000 N N N N N N BRAVO Residential Funding Trus N/A 105692AA5 22582057.88870000 PA USD 20275232.93000000 0.500765928891 Long ABS-MBS CORP US N 2 2061-03-01 Variable 1.62000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAD2 14400000.00000000 PA USD 13474570.32000000 0.332800404611 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702DAE7 4000000.00000000 PA USD 3869420.40000000 0.095568514924 Long ABS-O CORP KY N 2 2029-05-20 Floating 6.31500000 N N N N N N PFP III N/A 69290LAJ6 4104795.15970000 PA USD 3826716.63000000 0.094513799887 Long ABS-O CORP KY N 2 2038-04-14 Floating 7.12800000 N N N N N N CMFT Net Lease Master Issuer L N/A 12575AAC1 2500000.00000000 PA USD 2108523.75000000 0.052077175039 Long ABS-O CORP US N 2 2051-07-20 Fixed 2.51000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAD7 14550000.00000000 PA USD 14217276.13000000 0.351144054034 Long DBT CORP BM N 2 2023-08-01 Fixed 0.80000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 10000000.00000000 PA USD 8873647.10000000 0.219164936256 Long DBT CORP NL N 2 2027-12-15 Variable 1.98000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 48900000.00000000 NC USD 144330.31000000 0.003564728553 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 48900000.00000000 0.20000000 USD 2023-12-19 XXXX -54325.94000000 N N N Parliament CLO Ltd 5493009BTB3REE8RVW84 701631AA1 5223980.56000000 PA USD 5137690.33000000 0.126892760213 Long ABS-O CORP KY N 2 2032-08-20 Floating 6.26500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 5400000.00000000 PA USD 4556250.00000000 0.112532111043 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AX2 500000.00000000 PA USD 478386.99000000 0.011815395968 Long DBT CORP US N 2 2027-04-01 Fixed 4.20000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 31042440.00000000 PA USD 30334392.99000000 0.749211145215 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.19400000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AJ3 15250000.00000000 PA USD 14840845.55000000 0.366545224562 Long ABS-O CORP KY N 2 2032-04-20 Floating 6.40800000 N N N N N N Cascade Funding Mortgage Trust 549300HU3WTU5KNK1B36 147271AA8 1165061.46210000 PA USD 1124560.08000000 0.027774841107 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 2.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 361000.00000000 PA USD 341813.10000000 0.008442238622 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N Angel Oak Mortgage Trust N/A 03465JAC4 2743298.57540000 PA USD 2113846.25000000 0.052208632303 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.71400000 N N N N N N Cerberus 635400FRD1HEGKSHCI69 15675AAA7 16500000.00000000 PA USD 16500000.00000000 0.407523694313 Long ABS-O CORP US N 2 2035-03-22 Floating 7.18900000 N N N N N N Madison Avenue Secured Funding N/A 55663DAA1 18250000.00000000 PA USD 18250000.00000000 0.450745904316 Long ABS-O CORP US N 3 2024-03-04 Floating 6.77600000 N N N N N N Cerberus 635400FRD1HEGKSHCI69 15675AAC3 3250000.00000000 PA USD 3250000.00000000 0.080269818576 Long ABS-O CORP US N 2 2035-03-22 Floating 8.38900000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 119000000.00000000 NC USD 406603.96000000 0.010042469569 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 119000000.00000000 0.10000000 USD 2024-06-20 XXXX -127552.04000000 N N N Falcon Aerospace Ltd N/A 30605YAB7 870416.66130000 PA USD 820997.36000000 0.020277325889 Long ABS-O CORP US N 2 2042-02-15 Fixed 4.58100000 N N N N N N HV EIGHT LLC N/A N/A 12400000.00000000 PA 13459921.64000000 0.332438605570 Long ABS-O CORP US N 3 2027-12-31 Variable 5.48400000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 1200000.00000000 PA USD 992712.00000000 0.024518403735 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 31000000.00000000 PA USD 26250104.67000000 0.648335735226 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N LUX NEWCO N/A N/A 437625.00000000 PA USD 430806.80000000 0.010640241131 Long LON CORP US N 2 2027-01-29 Variable 7.41000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 2000000.00000000 PA USD 1859262.78000000 0.045920826473 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Citigroup Commercial Mortgage N/A 17291CBW4 6019037.35360000 PA USD 249610.08000000 0.006164971026 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.66300000 N N N N N N PMH NEWCO LP N/A N/A 6000000.00000000 PA USD 5990315.58000000 0.147951244561 Long ABS-O CORP US N 3 2027-01-26 Variable 7.00300000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 21350000.00000000 PA USD 18873611.15000000 0.466148105508 Long DBT CORP FR N 2 2027-01-13 Variable 1.32300000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAD7 1950000.00000000 PA USD 1899312.23000000 0.046909984037 Long DBT CORP US N 2 2025-05-15 Fixed 3.62500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 5070000.00000000 PA USD 2803304.40000000 0.069237149416 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312JAG8 51253476.23360000 PA USD 1427065.91000000 0.035246252828 Long ABS-MBS CORP US N 2 2050-06-10 Variable 0.91200000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 75000.00000000 PA USD 68250.00000000 0.001685666190 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PQN2 1928713.96020000 PA USD 1622645.76000000 0.040076763313 Long ABS-MBS USGSE US N 2 2059-11-25 Fixed 2.00000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BL3 1050000.00000000 PA USD 990407.31000000 0.024461481566 Long DBT CORP US N 2 2025-06-15 Fixed 2.40000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38178EAA3 27650000.00000000 PA USD 27226233.34000000 0.672444557149 Long ABS-O CORP KY N 2 2033-07-25 Floating 6.42800000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AZ1 350000.00000000 PA USD 325638.12000000 0.008042742404 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N BXMT Ltd N/A 12434LAE4 2000000.00000000 PA USD 1800923.00000000 0.044479926917 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.25800000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 7350000.00000000 PA USD 6516805.54000000 0.160954707199 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAG7 7900000.00000000 PA USD 7363788.29000000 0.181873830793 Long ABS-O CORP KY N 2 2036-07-15 Floating 6.68400000 N N N N N N CALIFORNIA PUBLIC FIN AUTH REV N/A 13057EED2 3145000.00000000 PA USD 2769706.84000000 0.068407343248 Long DBT MUN US N 2 2026-10-15 Fixed 1.55000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 9643000.00000000 PA USD 8582477.71000000 0.211973516529 Long DBT CORP US N 2 2028-03-01 Fixed 4.62500000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 2883346.40900000 PA USD 2681512.16000000 0.066229075260 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N Structured Asset Investment Lo N/A 86358ERB4 60909.94670000 PA USD 60215.55000000 0.001487228084 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.58000000 N N N N N N BrightSpire Capital, Inc N/A 05591XAG6 10000000.00000000 PA USD 9325419.00000000 0.230322981933 Long ABS-O CORP KY N 2 2038-08-19 Floating 6.91100000 N N N N N N Cerberus N/A 15674UAA4 3222811.47500000 PA USD 3204532.01000000 0.079146831712 Long ABS-O CORP KY N 2 2033-11-22 Floating 6.19200000 N N N N N N Argent Securities Inc. N/A 040104ND9 2897655.14230000 PA USD 2807714.53000000 0.069346072596 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.58000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 1552000.00000000 PA USD 1493800.00000000 0.036894478458 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 2847500.00000000 PA USD 2838331.05000000 0.070102251829 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000807AN7 11500000.00000000 PA USD 11296309.70000000 0.279000840063 Long ABS-O CORP KY N 2 2031-04-20 Floating 6.30800000 N N N N N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N/A 390000.00000000 NC 8870.26000000 0.000219081280 N/A DFE US N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 414571.17000000 USD 390000.00000000 EUR 2023-04-17 8870.26000000 N N N ALTICE USA INC 3HG2WD2W22M120IUNG49 N/A 456044.53000000 PA USD 430392.03000000 0.010629996973 Long LON CORP US N 2 2026-01-15 Variable 6.93000000 N N N N N N UPBOUND GROUP INC N/A N/A 2235187.50000000 PA USD 2207247.66000000 0.054515498222 Long LON CORP US N 2 2028-02-17 Variable 8.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597XAC5 12321953.86020000 PA USD 11948538.28000000 0.295109846152 Long ABS-MBS CORP US N 2 2060-08-25 Variable 3.02300000 N N N N N N BXMT Ltd N/A 12434LAA2 19255701.90480000 PA USD 18799522.77000000 0.464318240640 Long ABS-O CORP KY N 2 2038-02-15 Floating 5.75800000 N N N N N N HORACE MANN EDUCATORS CO 254900G5YAV3A2YK8T32 440327AK0 4420000.00000000 PA USD 4304834.12000000 0.106322539635 Long DBT CORP US N 2 2025-12-01 Fixed 4.50000000 N N N N N N UCFC Manufactured Housing Cont N/A 90263AAV2 86930.56450000 PA USD 85827.34000000 0.002119798464 Long ABS-MBS CORP US N 2 2028-10-15 Fixed 7.38000000 N N N N N N Cascade Funding Mortgage Trust N/A 12526PAB0 6950000.00000000 PA USD 6543495.89000000 0.161613916292 Long ABS-MBS CORP US N 2 2031-02-25 Variable 1.37400000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAM9 75000.00000000 PA USD 74291.90000000 0.001834891487 Long DBT CORP US N 2 2027-03-15 Fixed 6.50000000 N N N N N N Verus Securitization Trust N/A 92537KAA2 1556266.45860000 PA USD 1479734.25000000 0.036547076858 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.64200000 N N N N N N Wells Fargo Commercial Mortgag 549300SGFUCMB43V8P22 95000CBE2 4855862.52050000 PA USD 148252.40000000 0.003661597923 Long ABS-MBS CORP US N 2 2059-01-15 Variable 1.41600000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAM2 2050000.00000000 PA USD 1814307.54000000 0.044810503716 Long DBT CORP US N 2 2028-01-30 Fixed 1.95000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46654EAG6 10200000.00000000 PA USD 9381099.12000000 0.231698192127 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.22400000 N N N N N N GoldenTree Loan Management US N/A 38138JAG8 1000000.00000000 PA USD 948633.40000000 0.023429732588 Long ABS-O CORP KY N 2 2033-01-20 Floating 6.60800000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBA5 13550000.00000000 PA USD 12626117.37000000 0.311844969421 Long DBT CORP AU N 2 2025-10-14 Variable 1.20100000 N N N N N N CUSHMAN & WAKEFIELD PLC N/A N/A 725328.44000000 PA USD 698128.62000000 0.017242663898 Long LON CORP US N 2 2030-01-31 Variable 8.16000000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAP3 20850000.00000000 PA USD 19796071.07000000 0.488931394869 Long DBT CORP US N 2 2025-05-07 Fixed 2.75000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 1200000.00000000 PA USD 1187324.93000000 0.029325032837 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 1548000.00000000 PA USD 1562334.48000000 0.038587170851 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N Legacy Mortgage Asset Trust N/A 52475XAA2 5224662.28940000 PA USD 4748411.33000000 0.117278189534 Long ABS-MBS CORP US N 2 2067-07-25 Variable 2.25000000 N N N N N N Ladder Capital Commercial Mort N/A 50190FAA9 22250000.00000000 PA USD 21464085.50000000 0.530128692001 Long ABS-O CORP US N 2 2038-11-15 Floating 6.13400000 N N N N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 680223AK0 700000.00000000 PA USD 669952.23000000 0.016546751986 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N LSTAR Securities Investment Lt N/A 54912MAA3 7055899.56300000 PA USD 6913941.92000000 0.170763342636 Long ABS-MBS CORP US Y 2 2026-02-01 Floating 7.46200000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAB7 15000000.00000000 PA USD 13191215.85000000 0.325802000950 Long DBT CORP US N 2 2026-07-15 Fixed 1.65000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 1800000.00000000 PA USD 1597485.91000000 0.039455355130 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 7761750.00000000 PA USD 6803523.15000000 0.168036175056 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAE3 33600000.00000000 PA USD 32455457.66000000 0.801598060984 Long DBT CORP US N 2 2025-03-15 Fixed 3.63800000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 238000.00000000 PA USD 208416.60000000 0.005147557744 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAE1 5000000.00000000 PA USD 4801824.00000000 0.118597397328 Long ABS-O CORP KY N 2 2029-07-20 Floating 6.55800000 N N N N N N VENTURE GLOBAL LNG INC N/A N/A 483602.01430000 PA USD 479370.50000000 0.011839687097 Long LON CORP US N 3 2026-08-19 Variable 7.47000000 N N N N N N PACKERS HOLDINGS LLC N/A N/A 3396953.67460000 PA USD 3063644.58000000 0.075667136806 Long LON CORP US N 2 2028-03-09 Variable 8.09000000 N N N N N N Morgan Stanley Home Equity Loa N/A 61744CYP5 1685855.55410000 PA USD 1645509.66000000 0.040641465192 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.40500000 N N N N N N FAGE INTL / FAGE USA N/A 30257WAA4 2828000.00000000 PA USD 2640231.77000000 0.065209515439 Long DBT CORP LU N 2 2026-08-15 Fixed 5.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 50500000.00000000 PA USD 50403398.05000000 1.244883574503 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 12300000.00000000 PA USD 11644953.78000000 0.287611793002 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07389MAD9 1550391.07670000 PA USD 1490944.12000000 0.036823942775 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.12500000 N N N N N N MARKEL CORP 549300SCNO12JLWIK605 570535AW4 7210000.00000000 NS USD 6916515.58000000 0.170826907935 Long EP CORP US N 2 N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JBC7 11500000.00000000 PA USD 10997671.95000000 0.271624963752 Long ABS-O CORP KY N 2 2033-10-15 Floating 6.59200000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 3085000.00000000 PA USD 2870592.50000000 0.070899058210 Long DBT CORP US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Preston Ridge Partners Mortgag N/A 693582AA6 20221924.70960000 PA USD 19237098.78000000 0.475125670466 Long ABS-MBS CORP US N 2 2027-02-25 Variable 3.72000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 300000.00000000 PA USD 298922.77000000 0.007382915851 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CYB6 393350.54330000 PA USD 386799.53000000 0.009553331722 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.41500000 N N N N N N Preston Ridge Partners Mortgag N/A 69357QAC0 2500000.00000000 PA USD 2070907.00000000 0.051148101286 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.48500000 N N N N N N KREF FUNDING V LLC N/A N/A 5370860.48000000 PA USD 5339973.95000000 0.131888843129 Long ABS-O CORP US N 3 2026-06-25 Variable 6.43400000 N N N N N N Guggenheim Partners Investment Management LLC N/A N/A 1246985.12800000 NS USD 30239389.35000000 0.746864706769 Long EC RF US N 1 N N N Wells Fargo Commercial Mortgag N/A 95000TBV7 7990867.10600000 PA USD 280202.95000000 0.006920566141 Long ABS-MBS CORP US N 2 2050-03-15 Variable 1.19700000 N N N N N N MUELLER WATER PRODUCTS 549300F7ZU4P1F8V8L60 624758AF5 1300000.00000000 PA USD 1161254.19000000 0.028681127124 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAE2 11100235.70170000 PA USD 379144.09000000 0.009364254559 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.01200000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 120100000.00000000 NC USD 410362.48000000 0.010135299021 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 120100000 0.10000000 USD 2024-06-20 XXXX -121080.02000000 N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 11450000.00000000 PA USD 11415991.21000000 0.281956782554 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N/A -105000.00000000 NC -94.37000000 -0.00000233078 N/A DFE US N 2 Citibank, N.A. E57ODZWZ7FF32TWEFA76 105000.00000000 EUR 114400.36000000 USD 2023-06-30 -94.37000000 N N N Morgan Stanley BAML Trust N/A 61767EAF1 23388418.81390000 PA USD 603814.13000000 0.014913246359 Long ABS-MBS CORP US N 2 2052-11-15 Variable 0.77300000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAU9 6780000.00000000 PA USD 6693094.77000000 0.165308770124 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N New Residential Advance Receiv N/A 62942QCR2 15750000.00000000 PA USD 15410362.28000000 0.380611379821 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 1.42600000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 275000.00000000 PA USD 229625.00000000 0.005671371412 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 9911000.00000000 PA USD 8410078.16000000 0.207715522498 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 12400000.00000000 PA USD 11097050.04000000 0.274079444138 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAL2 9416667.07600000 PA USD 8056102.76000000 0.198972894456 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Novastar Home Equity Loan N/A 66989EAA3 6487698.14600000 PA USD 6234081.05000000 0.153971863039 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.04500000 N N N N N N COMM Mortgage Trust N/A 12593JBG0 52202243.27510000 PA USD 673539.44000000 0.016635350354 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.69000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 22350000.00000000 PA USD 20104221.49000000 0.496542218963 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 100000.00000000 PA USD 97762.00000000 0.002414565539 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N BCC Middle Market CLO N/A 05550GAL1 6750000.00000000 PA USD 6570450.00000000 0.162279639836 Long ABS-O CORP KY N 2 2033-10-15 Floating 6.29200000 N N N N N N BRAVO Residential Funding Trus N/A 10569QAC8 2239580.48940000 PA USD 2202768.73000000 0.054404875792 Long ABS-MBS CORP US N 2 2070-01-25 Floating 5.51000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1050000.00000000 PA USD 994875.00000000 0.024571826386 Long DBT CORP US N 2 2028-07-15 Fixed 4.62500000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAS3 13591347.24820000 PA USD 520903.33000000 0.012865481783 Long ABS-MBS CORP US N 2 2050-05-10 Variable 1.22600000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 120100000.00000000 NC USD 354479.95000000 0.008755089623 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 120100000 0.10000000 USD 2023-12-19 XXXX -110907.55000000 N N N PACIFIC BELLS LLC N/A N/A 1572724.41890000 PA USD 1509815.44000000 0.037290034293 Long LON CORP US N 2 2028-11-10 Variable 9.66000000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 17807990.54000000 PA USD 16024578.88000000 0.395781550605 Long ABS-O CORP US N 3 2031-08-12 Fixed 4.00000000 N N N N N N Owl Rock CLO Ltd N/A 98955RAF6 5000000.00000000 PA USD 4851482.50000000 0.119823883108 Long ABS-O CORP KY N 2 2033-04-20 Floating 6.35800000 N N N N N N ENTAIN PLC N/A N/A 1473750.00000000 PA USD 1468591.88000000 0.036271878083 Long LON CORP GI N 2 2027-03-29 Variable 7.44000000 N N N N N N BXHPP Trust N/A 05609JAL6 8250000.00000000 PA USD 7419874.28000000 0.183259065329 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.78400000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AB7 7050000.00000000 PA USD 6229098.00000000 0.153848789648 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAE3 500000.00000000 PA USD 443420.00000000 0.010951767062 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N Freddie Mac - SCRT N/A 35563PSB6 3364382.44480000 PA USD 2831528.53000000 0.069934240430 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.00000000 N N N N N N KKR SIGMA AGGREGATOR LP N/A N/A 3700000.00000000 PA 3747931.00000000 0.092567920433 Long LON CORP NL N 2 2025-07-02 Variable 6.24000000 N N N N N N BrightSpire Capital, Inc N/A 05591XAE1 6400000.00000000 PA USD 6031158.40000000 0.148959997100 Long ABS-O CORP KY N 2 2038-08-19 Floating 6.66100000 N N N N N N Verus Securitization Trust N/A 92538KAC7 6413019.55270000 PA USD 5022479.39000000 0.124047233674 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.37300000 N N N N N N Cerberus N/A 15674LAC0 4000000.00000000 PA USD 3816716.80000000 0.094266820029 Long ABS-O CORP KY N 2 2033-04-22 Floating 6.69200000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 250000.00000000 PA USD 179547.50000000 0.004434537000 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 6046875.00000000 PA USD 5520034.97000000 0.136336063255 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 7360000.00000000 PA USD 6956672.00000000 0.171818707489 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N Owl Rock CLO Ltd N/A 69120WAB5 3500000.00000000 PA USD 3347082.90000000 0.082667611429 Long ABS-O CORP KY N 2 2032-06-21 Floating 6.71300000 N N N N N N Morgan Stanley Capital Inc N/A 617538AD5 4682467.83260000 PA USD 2375340.08000000 0.058667113009 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.09500000 N N N N N N SG Capital Partners N/A 78433QAC9 1908528.63700000 PA USD 1723403.08000000 0.042565308482 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.67700000 N N N N N N Citigroup Mortgage Loan Trust N/A 17330VAA4 8596408.36990000 PA USD 8546763.25000000 0.211091426306 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.17000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55283TAE8 6000000.00000000 PA USD 5687203.80000000 0.140464866841 Long ABS-O CORP KY N 2 2036-07-16 Floating 6.35900000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAB9 1100000.00000000 PA USD 1084800.89000000 0.026792852502 Long DBT CORP US N 2 2023-07-15 Fixed 1.45000000 N N N N N N BX Trust N/A 05610HAE3 15132756.71360000 PA USD 14384257.27000000 0.355268221977 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.38900000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000807AQ0 15500000.00000000 PA USD 14896127.75000000 0.367910606766 Long ABS-O CORP KY N 2 2031-04-20 Floating 6.70800000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 2671000.00000000 PA USD 2495194.78000000 0.061627333016 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 92770QAA5 1850000.00000000 PA USD 1644187.50000000 0.040608809948 Long DBT CORP US N 2 2028-07-15 Fixed 5.00000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946CAC3 7500000.00000000 PA USD 6997846.50000000 0.172835651995 Long ABS-O CORP US N 2 2035-07-15 Floating 5.92300000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAG1 8000000.00000000 PA USD 7725840.00000000 0.190815930816 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 4300000.00000000 PA USD 4408028.51000000 0.108871276547 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Cerberus N/A 15674EAC6 9600000.00000000 PA USD 9389111.04000000 0.231896073778 Long ABS-O CORP KY N 2 2032-04-15 Floating 6.69200000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAK5 700000.00000000 PA USD 702551.50000000 0.017351901983 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAA9 1846000.00000000 PA USD 1808138.54000000 0.044658139251 Long DBT CORP US N 2 2024-05-30 Fixed 4.00000000 N N N N N N Sapphire Aviation Finance I Li N/A 80307AAA7 5965479.43280000 PA USD 4998099.99000000 0.123445101362 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.22800000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAY6 2843033.02260000 PA USD 106912.83000000 0.002640576451 Long ABS-MBS CORP US N 2 2049-04-10 Variable 1.65400000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 8050000.00000000 PA USD 8090642.52000000 0.199825971461 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N FS Rialto Issuer Ltd N/A 30323CAE0 7500000.00000000 PA USD 7099418.25000000 0.175344312285 Long ABS-O CORP KY N 2 2036-11-16 Floating 6.52800000 N N N N N N Waverley Capital Acquisition C N/A N/A 99000.00000000 NS USD 1009800.00000000 0.024940450091 Long EC CORP US N 1 N N N CML - CBS STUDIOS N/A N/A 10000000.00000000 PA USD 10100000.00000000 0.249453897731 Long DBT CORP US N 3 2024-01-09 Variable 7.55800000 N N N N N N Morgan Stanley ReRemic Trust N/A 61759HBA4 48696.73180000 PA USD 41953.65000000 0.001036188268 Long ABS-MBS CORP US N 2 2036-06-26 Variable 3.21900000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAG3 3796127.86440000 PA USD 3374868.90000000 0.083353881330 Long ABS-O CORP BM N 2 2045-09-20 Fixed 2.10000000 N N N N N N Morgan Stanley Capital Inc N/A 61753KAC0 1615306.56780000 PA USD 709050.29000000 0.017512411735 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.02500000 N N N N N N MSD ACQUISITION CORP-A N/A N/A 27374.00000000 NS USD 0.03000000 0.000000000740 N/A DE US N 2 MSD Acquisition Corp. N/A Call Purchased N/A MSD Acquisition Corp. 27374.00000000 11.50000000 USD 2023-05-13 XXXX -28646.14000000 N N N MFRA Trust N/A 552747AC1 1015939.91980000 PA USD 896951.61000000 0.022153274771 Long ABS-MBS CORP US N 2 2056-01-25 Variable 1.26200000 N N N N N N PMH SPV - C LLC N/A N/A 1000000.00000000 PA USD 998289.85000000 0.024656167737 Long ABS-O CORP US N 3 2027-01-26 Variable 7.00300000 N N N N N N BDS Ltd N/A 05492QAE6 1400000.00000000 PA USD 1366247.82000000 0.033744142966 Long ABS-O CORP KY N 2 2037-02-16 Floating 6.60600000 N N N N N N BRAVO Residential Funding Trus N/A 10569CAE5 2556267.95270000 PA USD 2497540.51000000 0.061685268808 Long ABS-MBS CORP US N 2 2069-11-25 Floating 5.61000000 N N N N N N Structured Asset Securities Co N/A 86362PAD7 17254.82020000 PA USD 17102.96000000 0.000422415845 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.97500000 N N N N N N STRATEGIC PARTNERS FUND VIII LP N/A N/A 4000000.00000000 PA USD 3998799.96000000 0.098763983789 Long ABS-O CORP KY N 3 2026-03-10 Variable 7.39100000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AD3 3900000.00000000 PA USD 3277521.00000000 0.080949543400 Long DBT CORP US N 2 2028-04-01 Fixed 2.40000000 N N N N N N BX Trust N/A 05609VAL9 25000000.00000000 PA USD 23495437.50000000 0.580299847849 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.33400000 N N N N N N Structured Asset Securities Co N/A 86365DAA7 12304966.10570000 PA USD 11761641.56000000 0.290493795134 Long ABS-MBS CORP US N 2 2037-11-25 Floating 5.47500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDH4 15000000.00000000 PA USD 13699623.15000000 0.338358850714 Long DBT CORP US N 2 2026-06-24 Variable 1.33900000 N N N N N N Credit Suisse Mortgage Trust N/A 12654PAA6 5100667.29210000 PA USD 4907954.90000000 0.121218661355 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N Life Financial Services Trust N/A 53218CAG5 6880791.04490000 PA USD 6500935.60000000 0.160562744982 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.34200000 N N N N N N WOMENS CARE HOLDINGS INC N/A N/A 4583460.85060000 PA USD 4262618.59000000 0.105279883348 Long LON CORP US N 2 2028-01-17 Variable 9.33000000 N N N N N N AASET 2018-2 Trust N/A 04546KAA6 11027799.42390000 PA USD 9540241.92000000 0.235628765568 Long ABS-O CORP US N 2 2038-11-18 Fixed 4.45400000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3904768.88220000 PA USD 3781552.34000000 0.093398313929 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.38500000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AF5 3925000.00000000 PA USD 3895255.96000000 0.096206612067 Long DBT CORP US N 2 2024-07-15 Fixed 5.37500000 N N N N N N HarborView Mortgage Loan Trust N/A 41162NAC1 2017334.60580000 PA USD 1699007.68000000 0.041962780995 Long ABS-MBS CORP US N 2 2047-01-25 Floating 5.06100000 N N N N N N New York Mortgage Trust N/A 62956BAA7 10078186.53500000 PA USD 9923633.51000000 0.245097926606 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.25000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 14400000.00000000 PA USD 12906738.86000000 0.318775872834 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N LSTAR Securities Investment Lt N/A 50221KAA1 11563100.25990000 PA USD 11560218.16000000 0.285518958280 Long ABS-MBS CORP US N 3 2028-01-01 Floating 8.05000000 N N N N N N Securitized Asset Backed Recei N/A 81377JAC7 13097331.63780000 PA USD 2927243.14000000 0.072298238701 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.06500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 4320000.00000000 PA USD 4387482.46000000 0.108363821868 Long DBT CORP US N 2 2030-04-23 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651DAE8 28961.02600000 PA USD 28959.63000000 0.000715256691 Long ABS-MBS CORP US N 2 2037-11-30 Variable 3.18800000 N N N N N N TRINSEO PLC 549300WNMXD3KV7LO256 N/A 10905750.00000000 PA USD 9772315.40000000 0.241360610533 Long LON CORP LU N 2 2028-05-03 Variable 7.34000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 14250000.00000000 PA USD 12812591.96000000 0.316450594501 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 4250000.00000000 PA USD 4028189.82000000 0.099489866475 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N ACROPOLIS INFRASTRUCTURE - A N/A 005029111 28866.00000000 NS USD 4918.77000000 0.000121485777 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 28866.00000000 11.50000000 USD 2026-03-31 XXXX -18911.89000000 N N N SBKSCP N/A SBKSCP682 148829.00000000 NS USD 1483840.01000000 0.036648482584 Long EC CORP US N 1 N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2B7 42100000.00000000 PA USD 39364742.37000000 0.972246377959 Long DBT CORP US N 2 2024-09-20 Fixed 0.90000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 7300000.00000000 PA USD 6630141.27000000 0.163753919040 Long DBT CORP US N 2 2026-01-15 Fixed 1.62500000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2B3 5050000.00000000 PA USD 4986486.15000000 0.123158258029 Long DBT CORP US N 2 2024-04-12 Floating 5.32400000 N N N N N N Verus Securitization Trust N/A 92538HAC4 6598006.40850000 PA USD 5187700.35000000 0.128127927977 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.35000000 N N N N N N Morgan Stanley IXIS Real Estat N/A 617463AC8 3829602.23300000 PA USD 1241706.02000000 0.030668159061 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.99500000 N N N N N N Cerberus N/A 15674LAA4 14250000.00000000 PA USD 13922941.13000000 0.343874448788 Long ABS-O CORP KY N 2 2033-04-22 Floating 6.41200000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 5768453.40670000 PA USD 5023248.83000000 0.124066237615 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 15850000.00000000 PA USD 12826049.67000000 0.316782978482 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 775000.00000000 PA USD 768161.85000000 0.018972373026 Long DBT CORP US N 2 2023-11-15 Fixed 6.12500000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAS6 13616666.66670000 PA USD 12065204.09000000 0.297991305660 Long ABS-O CORP US N 2 2045-10-18 Fixed 2.07000000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AE1 3675000.00000000 PA USD 3629136.00000000 0.089633873326 Long DBT CORP NL N 2 2027-12-15 Fixed 5.50000000 N N N N N N SPECTRUM BRANDS HOLDINGS INC 549300VU3EH2E73C1Q04 N/A 1654166.60020000 PA USD 1636930.18000000 0.040429565714 Long LON CORP US N 2 2028-03-03 Variable 6.96000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 2869960.78000000 PA USD 2669063.53000000 0.065921613945 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 3516653.59100000 PA USD 0.04000000 0.000000000987 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAA4 800000.00000000 PA USD 749960.00000000 0.018522816350 Long DBT CORP US N 2 2026-02-01 Fixed 6.00000000 N N N N N N Anchorage Credit Funding Ltd. 549300VR9XUOV1E0U888 03329TAG9 24650000.00000000 PA USD 21660719.15000000 0.534985229666 Long ABS-O CORP KY N 2 2039-04-27 Fixed 2.72300000 N N N N N N Ellington Financial Mortgage T N/A 31572LAC0 2153484.25640000 PA USD 1712878.58000000 0.042305370111 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.29100000 N N N N N N New Residential Mortgage Loan 549300U1MV4J7YQZG974 64828CAG4 5998493.59000000 PA USD 5590512.65000000 0.138076749590 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.50000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 22945DAL7 19344838.57970000 PA USD 809461.56000000 0.019992410020 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.03100000 N N N N N N Parliament CLO Ltd 5493009BTB3REE8RVW84 701631AC7 500000.00000000 PA USD 473783.75000000 0.011701703279 Long ABS-O CORP KY N 2 2032-08-20 Floating 7.46500000 N N N N N N COLT Funding LLC N/A 19685WAD3 1500000.00000000 PA USD 895249.95000000 0.022111246482 Long ABS-MBS CORP US N 2 2066-08-25 Variable 2.37700000 N N N N N N Golub Capital Partners CLO Ltd 254900NUVOJAHAT10W61 38178GAA8 36500000.00000000 PA USD 35512700.55000000 0.877107086254 Long ABS-O CORP KY N 2 2033-08-26 Floating 6.33800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 9166000.00000000 PA USD 9011929.53000000 0.222580291815 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 13000000.00000000 PA USD 11829913.55000000 0.292180004442 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N CONYERS PARK III ACQUISITI-A N/A 21289P110 41766.00000000 NS USD 8353.20000000 0.000206310722 N/A DE US N 1 Conyers Park III Acquisition Corp. N/A Call Purchased N/A Conyers Park III Acquisition Corp. 41766.00000000 11.50000000 USD 2028-08-12 XXXX -33538.35000000 N N N Parliament CLO Ltd 5493009BTB3REE8RVW84 701631AB9 22250000.00000000 PA USD 21365104.15000000 0.527684010460 Long ABS-O CORP KY N 2 2032-08-20 Floating 6.61500000 N N N N N N BXMT Ltd N/A 05608XAE2 2000000.00000000 PA USD 1941427.60000000 0.047950166533 Long ABS-O CORP KY N 2 2037-11-15 Floating 6.82300000 N N N N N N FRONT RANGE TOPCO INC N/A N/A 1500000.00000000 PA USD 1214490.00000000 0.029995966758 Long LON CORP US N 2 2027-03-09 Variable 7.84000000 N N N N N N Station Place Securitization T N/A 85778GAA3 16550000.00000000 PA USD 16550000.00000000 0.408758614599 Long ABS-O CORP US N 3 2023-10-12 Floating 6.69700000 N N N N N N Oak Street Investment Grade Ne N/A 67181DAA9 39091839.42650000 PA USD 35266323.75000000 0.871021972088 Long ABS-O CORP US N 2 2050-11-20 Fixed 1.85000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 3250000.00000000 PA USD 2616131.96000000 0.064614288554 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAA3 5575920.66950000 PA USD 5393165.97000000 0.133202601220 Long ABS-MBS CORP US Y 2 2068-10-25 Variable 4.00000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAC6 1400000.00000000 PA USD 1301488.05000000 0.032144679893 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N First NLC Trust N/A 32113JCG8 2400119.56630000 PA USD 2304736.65000000 0.056923320850 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.62500000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701YAA0 11237504.25080000 PA USD 11126880.01000000 0.274816196840 Long ABS-O CORP KY N 2 2029-04-20 Floating 5.70800000 N N N N N N CD Commercial Mortgage Trust N/A 125039AG2 12753473.30750000 PA USD 339899.19000000 0.008394968097 Long ABS-MBS CORP US N 2 2050-11-13 Variable 0.87500000 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAL9 2662500.00000000 PA USD 2540581.20000000 0.062748305231 Long ABS-MBS CORP US N 2 2037-12-15 Floating 5.94200000 N N N N N N HARSCO CORPORATION KAO98FK89NPNNPQGUZ43 N/A 3930000.00000000 PA USD 3782625.00000000 0.093424806921 Long LON CORP US N 2 2028-03-10 Variable 7.17000000 N N N N N N Blue Whale Acquisition Corp. N/A SBP818Y98 18074.00000000 NS USD 1512.79000000 0.000037363501 N/A DE US N 1 Blue Whale Acquisition Corp. N/A Call Purchased N/A Blue Whale Acquisition Corp. 18074.00000000 1.00000000 USD 2023-07-09 XXXX -78143.73000000 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 16450000.00000000 PA USD 14381672.08000000 0.355204371906 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 8176644.43720000 PA USD 7631080.73000000 0.188475527920 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N BDS Ltd N/A 05493NAE2 5000000.00000000 PA USD 4723994.00000000 0.116675120411 Long ABS-O CORP KY N 2 2038-11-16 Floating 6.66100000 N N N N N N KREF FUNDING V LLC N/A N/A 27272727.00000000 PA USD 13363.64000000 0.000330060602 Long ABS-O CORP US N 3 2026-06-25 Fixed 0.15000000 N N N N N N STAR INTERMEDIATE III INC RI37BMPWE56BCJ747E14 N/A 697856.23870000 PA USD 695818.50000000 0.017185607617 Long LON CORP US N 2 2026-02-06 Variable 8.10000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591ABC8 34099669.90190000 PA USD 697450.78000000 0.017225922331 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.66700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 9500000.00000000 PA USD 8535339.98000000 0.210809289749 Long DBT CORP FR N 2 2026-10-06 Variable 1.65200000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 3530039.22000000 PA USD 0.04000000 0.000000000987 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N Ace Securities Corp. N/A 004421MG5 974971.55180000 PA USD 915627.18000000 0.022614531576 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.86500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 10800000.00000000 PA USD 9666000.00000000 0.238734789650 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 106500000.00000000 OU Notional Amount USD 1543461.90000000 0.038121048213 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 U.S. Secured Overnight Financing Rate N/A Y 2027-10-03 0.00000000 USD 37476.64000000 USD 106500000.00000000 USD 1580938.54000000 N N N Taco Bell Funding, LLC N/A 87342RAG9 18515625.00000000 PA USD 16100613.52000000 0.397659484993 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.94600000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AF9 10250000.00000000 PA USD 9819238.73000000 0.242519541975 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N First Franklin Mtg Loan Asset N/A 32027NMJ7 451928.92140000 PA USD 429586.96000000 0.010610113028 Long ABS-MBS CORP US N 2 2034-07-25 Floating 6.12000000 N N N N N N Structured Asset Investment Lo N/A 863587AE1 1579531.54190000 PA USD 1509049.05000000 0.037271105682 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.99500000 N N N N N N Capital Automotive Reit N/A 12510HAD2 3964166.66670000 PA USD 3742752.10000000 0.092440009860 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.19000000 N N N N N N SAMSONITE INTERNATIONAL SA N/A N/A 291812.07550000 PA USD 290498.92000000 0.007174860186 Long LON CORP LU N 2 2025-04-25 Variable 6.59000000 N N N N N N HERA Commercial Mortgage Ltd N/A 42704RAA9 19681886.41940000 PA USD 18995128.32000000 0.469149385874 Long ABS-O CORP KY N 2 2038-02-18 Floating 5.81100000 N N N N N N Countrywide Asset-Backed Certi N/A 126670ZH4 0.56000000 PA USD 0.56000000 0.000000013831 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.84600000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 17950000.00000000 PA USD 16029562.35000000 0.395904634369 Long DBT CORP FR N 2 2027-01-26 Variable 1.24700000 N N N N N N AASET 2017-1 Trust 549300UGVCXV1Y1NM635 000366AA2 1852230.46730000 PA USD 1493111.87000000 0.036877482744 Long ABS-O CORP US N 2 2042-05-16 Fixed 3.96700000 N N N N N N CARLYLE GMS FINANCE MM CLO LLC N/A 14310QAC2 250000.00000000 PA USD 245915.30000000 0.006073715851 Long ABS-O CORP US N 2 2031-10-15 Floating 6.57200000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AK1 2300000.00000000 PA USD 2231219.74000000 0.055107570380 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N FS Rialto Issuer Ltd N/A 30319YAG3 3250000.00000000 PA USD 3002968.15000000 0.074168525720 Long ABS-O CORP US N 2 2038-05-16 Floating 6.77800000 N N N N N N Cerberus 54930000UKAI7FBHXD27 15674PAA5 11500000.00000000 PA USD 11190620.10000000 0.276390475443 Long ABS-O CORP KY N 2 2033-07-23 Floating 6.35200000 N N N N N N WEIR GROUP PLC (THE) 549300KDR56WHY9I3D10 94876QAA4 2610000.00000000 PA USD 2351301.89000000 0.058073408039 Long DBT CORP GB N 2 2026-05-13 Fixed 2.20000000 N N N N N N Banc of America Commercial Mor N/A 06427DAT0 29216595.55380000 PA USD 913562.04000000 0.022563525910 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.00900000 N N N N N N COMM Mortgage Trust N/A 12595VAE7 35176688.62050000 PA USD 648468.18000000 0.016016130203 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.43400000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAT7 33710903.34210000 PA USD 1500883.58000000 0.037069431591 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.76700000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BA0 200000.00000000 PA USD 184549.07000000 0.004558067805 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 16750000.00000000 PA USD 14719025.15000000 0.363536454898 Long DBT CORP AU N 2 2027-09-23 Variable 1.62900000 N N N N N N FONTAINEBLEAU LAS VEGAS N/A N/A 2343514.52000000 PA USD 2366949.67000000 0.058459883258 Long ABS-O CORP US N 3 2026-01-31 Fixed 10.42700000 N N N N N N Owl Rock CLO Ltd N/A 691200AD1 3650000.00000000 PA USD 3440484.89000000 0.084974491672 Long ABS-O CORP KY N 2 2033-08-20 Floating 6.81500000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AJ6 350000.00000000 PA USD 314466.25000000 0.007766815026 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N AMERICAN FINANCIAL GROUP 549300AFOM7IVKIU1G39 025932864 91963.00000000 NS USD 1702235.13000000 0.042042493864 Long EP CORP US N 2 N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAE8 4144645.58920000 PA USD 3818133.31000000 0.094301805568 Long ABS-O CORP US N 2 2045-08-21 Fixed 2.73000000 N N N N N N CITADEL ENTERPRISE AMERICAS LLC N/A N/A 4363380.23000000 PA USD 4072530.44000000 0.100585009097 Long ABS-O CORP US N 3 2031-03-22 Fixed 3.69000000 N N N N N N ROMULUS INTERMEDIATE HOLDINGS 2 INC N/A N/A 390746.99200000 PA USD 373944.87000000 0.009235842114 Long LON CORP US N 2 2025-02-14 Variable 7.59000000 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64135DAC9 2000000.00000000 PA USD 1932094.80000000 0.047719661252 Long ABS-O CORP KY N 2 2035-04-14 Floating 6.43200000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAC9 8376572.50540000 PA USD 6871831.83000000 0.169723290549 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.40500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 5150000.00000000 PA USD 4463004.01000000 0.110229083751 Long DBT CORP US N 2 2027-09-02 Fixed 1.75000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAX0 13700000.00000000 PA USD 12265523.83000000 0.302938883872 Long DBT CORP US N 2 2026-06-01 Fixed 1.55000000 N N N N N N DELOITTE LLP (US) N/A N/A 4500000.00000000 PA USD 4187473.43000000 0.103423917699 Long DBT CORP US N 3 2027-05-07 Fixed 3.46000000 N N N N N N BRAVO Residential Funding Trus N/A 10569CAC9 2783775.79340000 PA USD 2713526.10000000 0.067019768538 Long ABS-MBS CORP US N 2 2069-11-25 Floating 5.41000000 N N N N N N LMRK Issuer Co. LLC N/A 50209LAA5 6770060.47210000 PA USD 6736979.25000000 0.166392646816 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.97000000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAG7 7860000.00000000 PA USD 7103465.88000000 0.175444282293 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N Golub Capital Partners CLO Ltd 2549007JA1TZWEDGPD41 381743AA1 29000000.00000000 PA USD 28174077.10000000 0.695854786889 Long ABS-O CORP KY N 2 2033-08-05 Floating 6.33600000 N N N N N N Castlelake Aircraft Structured N/A 14856CAA7 3730725.77170000 PA USD 3369218.44000000 0.083214323976 Long ABS-O CORP US N 2 2043-06-15 Fixed 4.12500000 N N N N N N STORE Master Funding LLC N/A 86190BAC8 6889187.50000000 PA USD 5894679.55000000 0.145589187091 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.86000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LBA1 400000.00000000 PA USD 392197.76000000 0.009686659397 Long DBT CORP LU N 2 2026-03-11 Fixed 4.55000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KNH3 20000000.00000000 PA USD 17923843.20000000 0.442690351343 Long DBT CORP US N 2 2025-04-28 Fixed 2.25000000 N N N N N N INEOS LTD N/A N/A 8100000.00000000 PA 8439748.29000000 0.208448327407 Long LON CORP GB N 2 2026-01-29 Variable 5.66000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AM8 500000.00000000 PA USD 503174.10000000 0.012427598067 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N American Money Management Corp 549300LU2QIHE9T9V444 00175LAS1 3250000.00000000 PA USD 3188649.10000000 0.078754549157 Long ABS-O CORP KY N 2 2029-07-25 Floating 6.21800000 N N N N N N AZALEA TOPCO INC N/A N/A 192699.99370000 PA USD 179573.27000000 0.004435173478 Long LON CORP US N 2 2026-07-24 Variable 8.34000000 N N N N N N AfterNext HealthTech Acquisiti N/A N/A 135000.00000000 NS USD 1379700.00000000 0.034076390366 Long EC CORP US N 1 N N N NEW TROJAN PARENT INC N/A N/A 2701875.00000000 PA USD 1825467.81000000 0.045086144592 Long LON CORP US N 2 2028-01-06 Variable 7.97000000 N N N N N N Triton Container Finance LLC N/A 89680HAE2 33615000.00000000 PA USD 28868672.93000000 0.713010196507 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N GoldenTree Loan Management US N/A 38138JAE3 7000000.00000000 PA USD 6788679.10000000 0.167669550687 Long ABS-O CORP KY N 2 2033-01-20 Floating 6.30800000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 7050000.00000000 PA USD 5916794.49000000 0.146135390852 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Firstkey Homes Trust N/A 33767JBE1 4900000.00000000 PA USD 4494462.28000000 0.111006052866 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 225000.00000000 PA USD 138332.25000000 0.003416586034 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N HUNT COS INC 549300ODPWDNCH5TKM49 445587AE8 3250000.00000000 PA USD 2539849.29000000 0.062730228221 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N BELROSE FUNDING TRUST N/A 080807AA8 7100000.00000000 PA USD 5518941.75000000 0.136309062464 Long DBT CORP US N 2 2030-08-15 Fixed 2.33000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 10400000.00000000 PA USD 10304724.14000000 0.254510257600 Long DBT CORP US N 2 2024-05-13 Floating 5.38200000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAY3 10450000.00000000 PA USD 8984387.60000000 0.221900050054 Long DBT CORP US N 2 2028-03-01 Fixed 1.70000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137TAP0 80000.00000000 PA USD 77607.20000000 0.001916774112 Long DBT CORP CA N 2 2027-07-15 Fixed 5.87500000 N N N N N N VERISURE CAYMAN 2 N/A N/A 1570000.00000000 PA 1629737.33000000 0.040251913786 Long LON CORP SE N 2 2028-03-27 Variable 6.26000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 5757251.28740000 PA USD 190392.30000000 0.004702386270 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.36600000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 7500000.00000000 PA USD 6815625.00000000 0.168335071457 Long DBT CORP US N 2 N/A Variable 4.87500000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAU4 14000000.00000000 PA USD 12338079.60000000 0.304730895716 Long DBT CORP NL N 2 2027-06-16 Variable 1.54200000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 125000.00000000 PA USD 122578.13000000 0.003027484386 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12648ELS9 37657.96450000 PA USD 37167.59000000 0.000917980217 Long ABS-MBS CORP US N 2 2046-02-27 Floating 3.25400000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701CAC4 5000000.00000000 PA USD 4858730.00000000 0.120002884804 Long ABS-O CORP KY N 2 2030-04-15 Floating 6.23200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 15000000.00000000 PA USD 13228631.55000000 0.326726109089 Long DBT CORP US N 2 2027-09-22 Variable 1.47000000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 11888250.00000000 PA USD 9726443.07000000 0.240227637116 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.39400000 N N N N N N Acres PLC N/A 00103CAE9 11200000.00000000 PA USD 10676771.84000000 0.263699242641 Long ABS-O CORP KY N 2 2036-06-15 Floating 6.50900000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CV4 9000000.00000000 PA USD 9023140.26000000 0.222857178973 Long DBT CORP JP N 2 2026-02-20 Variable 5.71900000 N N N N N N MATTERHORN BUYER LLC N/A N/A 2057142.85840000 PA USD 1759885.72000000 0.043466371526 Long LON CORP US N 2 2025-05-23 Variable 8.84000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 400000.00000000 PA USD 367353.17000000 0.009073037633 Long DBT CORP FR N 2 2026-06-09 Variable 2.21900000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 5165000.00000000 PA USD 5034377.15000000 0.124341089377 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N CMFT Net Lease Master Issuer L N/A 12575AAE7 3000000.00000000 PA USD 2536179.30000000 0.062639585319 Long ABS-O CORP US N 2 2051-07-20 Fixed 2.91000000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AA9 2500000.00000000 PA USD 2155741.00000000 0.053243365836 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Acres PLC N/A 00103CAG4 4800000.00000000 PA USD 4554856.80000000 0.112497701224 Long ABS-O CORP KY N 2 2036-06-15 Floating 6.70900000 N N N N N N BRAVO Residential Funding Trus N/A 10569QAB0 1681585.59130000 PA USD 1657208.15000000 0.040930399244 Long ABS-MBS CORP US N 2 2070-01-25 Floating 5.41000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2G9 15000000.00000000 PA USD 13086464.70000000 0.323214814548 Long DBT CORP US N 2 2027-01-06 Fixed 2.25000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 1483000.01440000 PA USD 1306611.25000000 0.032271214765 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N Bank N/A 060352AG6 13793886.97350000 PA USD 346096.90000000 0.008548041653 Long ABS-MBS CORP US N 2 2060-07-15 Variable 0.76900000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAB7 7115000.00000000 PA USD 6904373.30000000 0.170527012977 Long DBT CORP US N 2 2026-05-27 Fixed 4.40000000 N N N N N N Greystone Commercial Real Esta N/A 39809PAE5 2200000.00000000 PA USD 2124482.14000000 0.052471321830 Long ABS-O CORP KY N 2 2039-07-15 Floating 6.59200000 N N N N N N ARES FINANCE CO LLC N/A 04015CAA6 14617000.00000000 PA USD 14057722.45000000 0.347203332512 Long DBT CORP US N 2 2024-10-08 Fixed 4.00000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 13800000.00000000 PA USD 12610252.46000000 0.311453131438 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 14063900.73190000 PA USD 12671855.84000000 0.312974636710 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Barclays Commercial Mortgage S N/A 05491UBE7 29414189.54580000 PA USD 983457.54000000 0.024289833327 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.75700000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39539KAA1 0.09440000 PA USD 0.09000000 0.000000002222 Long ABS-MBS CORP US N 3 2047-02-25 Floating 5.00500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 5000000.00000000 PA USD 4861100.20000000 0.120061424965 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N LCM Ltd Partnership N/A 50188YAE4 29669119.15050000 PA USD 29279756.47000000 0.723163304561 Long ABS-O CORP KY N 2 2030-03-20 Floating 5.78800000 N N N N N N Conyers Park III Acquisition C N/A 21289P102 125300.00000000 NS USD 1266783.00000000 0.031287520488 Long EC CORP US N 1 N N N SLM CORP N/A 78442PGE0 5786000.00000000 PA USD 4918100.00000000 0.121469229151 Long DBT CORP US N 2 2026-11-02 Fixed 3.12500000 N N N N N N Verus Securitization Trust N/A 92538MAC3 3110998.83490000 PA USD 2554296.79000000 0.063087058438 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.88700000 N N N N N N VB-S1 Issuer LLC N/A 91823AAY7 9250000.00000000 PA USD 8417322.40000000 0.207894443677 Long ABS-O CORP US N 2 2052-02-15 Fixed 4.28800000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 1011000.00000000 PA USD 933911.25000000 0.023066118955 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N STRATEGIC PARTNERS FUND VIII LP N/A N/A 23500000.00000000 PA USD 23492949.77000000 0.580238404884 Long ABS-O CORP US N 3 2026-03-10 Variable 7.21800000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 10600000.00000000 PA USD 9840192.00000000 0.243037054339 Long DBT CORP US N 2 2024-12-15 Fixed 1.75000000 N N N N N N Residential Mortgage Loan Trus N/A 76119CAA9 997830.37400000 PA USD 947672.63000000 0.023406003101 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N Countrywide Asset-Backed Certi N/A 126670YH5 23952.10310000 PA USD 23901.27000000 0.000590323263 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.42500000 N N N N N N Preston Ridge Partners Mortgag N/A 69379TAA2 4386938.96360000 PA USD 4369940.89000000 0.107930573056 Long ABS-MBS CORP US N 2 2028-02-25 Variable 6.87800000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAJ3 17800000.00000000 PA USD 16397024.29000000 0.404980358449 Long DBT CORP US N 2 2027-06-22 Fixed 2.37500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 2277000.00000000 PA USD 1284683.40000000 0.031729631829 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BC7 8750000.00000000 PA USD 8259577.64000000 0.203998399595 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N Morgan Stanley Capital Inc N/A 617451DR7 718108.20360000 PA USD 683559.37000000 0.016882826651 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.42500000 N N N N N N PFP III N/A 69290LAE7 4599770.45870000 PA USD 4389170.43000000 0.108405512036 Long ABS-O CORP KY N 2 2038-04-14 Floating 6.12800000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 400000.00000000 PA USD 400875.51000000 0.009900985987 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N OHA Credit Partners Ltd 549300WS1N2FZ02EYH25 67105VAQ7 301369.86300000 PA USD 346.58000000 0.000008559973 Long ABS-O CORP KY N 2 2025-10-20 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B9J32 6108744.47000000 PA USD 648245.30000000 0.016010625422 Long ABS-MBS USGSE US N 2 2035-03-25 Variable 1.48600000 N N N N N N Arbys Funding LLC N/A 038779AB0 7068750.00000000 PA USD 6194790.96000000 0.153001460455 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N Verus Securitization Trust N/A 92538CAB7 5351366.16980000 PA USD 4885630.89000000 0.120667293899 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.57800000 N N N N N N DELOITTE LLP (US) N/A N/A 7300000.00000000 PA USD 7214156.60000000 0.178178166605 Long DBT CORP US N 3 2023-11-17 Fixed 4.35000000 N N N N N N CHCP 2021-FL1 Ltd. N/A 12546JAA2 28016625.37340000 PA USD 27547254.44000000 0.680373266520 Long ABS-O CORP KY N 2 2038-02-15 Floating 5.82400000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKR9 10600000.00000000 PA USD 10118081.71000000 0.249900487141 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 4000000.00000000 PA USD 3438927.60000000 0.084936029092 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.18900000 N N N N N N Home Equity Loan Trust N/A 43710XAA6 11073244.94060000 PA USD 10289446.34000000 0.254132920298 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.03500000 N N N N N N TOWD POINT REVOLVING TRUST TPRT_22-A N/A N/A 18500000.00000000 PA USD 17921875.00000000 0.442641739941 Long ABS-MBS CORP US Y 2 2064-09-25 Fixed 4.82900000 N N N N N N Towd Point Mortgage Trust N/A 89175JAA8 7618525.16930000 PA USD 7249963.02000000 0.179062528093 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G4E5 3667997.42780000 PA USD 1948986.40000000 0.048136856842 Long ABS-MBS CORP US N 2 2036-03-25 Variable 5.02610000 N N N N N N New York Mortgage Trust N/A 62955RAA3 34519921.75310000 PA USD 31571740.93000000 0.779771666649 Long ABS-MBS CORP US N 2 2061-08-25 Variable 1.67000000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 535000.00000000 PA USD 533662.50000000 0.013180612940 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 3200000.00000000 PA USD 2986861.44000000 0.073770715662 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N FBR Securitization Trust N/A 30246QAH6 409129.61150000 PA USD 406317.14000000 0.010035385573 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.59500000 N N N N N N BRAVO Residential Funding Trus N/A 10568PAA5 17743950.80440000 PA USD 15852639.06000000 0.391534911172 Long ABS-MBS CORP US N 2 2070-01-29 Variable 3.12500000 N N N N N N Verus Securitization Trust N/A 92539LAC4 3900658.52490000 PA USD 3231428.78000000 0.079811139050 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.43700000 N N N N N N Shackleton CLO LTD 549300VJPG28RMYCYW83 81882EAL6 27147633.57160000 PA USD 27027746.91000000 0.667542258772 Long ABS-O CORP KY N 2 2027-10-20 Floating 5.72800000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134JAC7 6000000.00000000 PA USD 5819659.80000000 0.143736318869 Long ABS-O CORP KY N 2 2033-04-16 Floating 6.19200000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AL8 300000.00000000 PA USD 294121.05000000 0.007264321022 Long ABS-O CORP KY N 2 2032-04-20 Floating 6.70800000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 1624841.80030000 PA USD 1436630.53000000 0.035482483693 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N Capital Automotive Reit N/A 12510HAE0 1982083.33330000 PA USD 1797656.23000000 0.044399242906 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.48000000 N N N N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 N/A 3538310.97000000 NS USD 3538310.97000000 0.087390639886 Long STIV RF US N 1 N N N Starwood Mortgage Residential N/A 85573AAA3 338480.21150000 PA USD 317063.21000000 0.007830955798 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Countrywide Alternative Loan T 549300QTQ6MX6ER06N64 126680AB3 4590932.84890000 PA USD 3778175.67000000 0.093314915563 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.12500000 N N N N N N Madison Park Funding Ltd N/A 55821UAC8 22000000.00000000 PA USD 21457431.60000000 0.529964351279 Long ABS-O CORP KY N 2 2033-04-19 Floating 6.24800000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AX7 12600000.00000000 PA USD 11297253.87000000 0.279024159557 Long DBT CORP US N 2 2026-04-01 Fixed 1.40000000 N N N N N N Lehman XS Trust N/A 52522DAM3 1279999.98170000 PA USD 1058949.23000000 0.026154357715 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.22500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 7220000.00000000 PA USD 7182035.65000000 0.177384830350 Long DBT CORP US N 2 2025-04-23 Fixed 5.62500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAA5 3590000.00000000 PA USD 3545691.68000000 0.087572931656 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Ladder Capital Commercial Mort N/A 50202KAE6 6000000.00000000 PA USD 5636876.40000000 0.139221860298 Long ABS-O CORP US N 2 2038-12-13 Floating 6.58400000 N N N N N N Starwood Commercial Mortgage T N/A 78485WAG4 3200000.00000000 PA USD 3094908.16000000 0.076439297389 Long ABS-O CORP KY N 2 2038-07-15 Floating 6.72400000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 400000.00000000 PA USD 367228.00000000 0.009069946134 Long DBT CORP FR N 2 2026-06-16 Variable 1.90700000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 2647574.68190000 PA USD 2364169.55000000 0.058391218727 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 4620000.00000000 NS USD 4070466.38000000 0.100534030106 Long EP CORP US N 2 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 7600000.00000000 PA USD 6929414.00000000 0.171145478346 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N RS IVY HOLDCO INC N/A N/A 2905750.00000000 PA USD 2818577.50000000 0.069614370636 Long LON CORP US N 2 2028-07-10 Variable 7.67000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 700000.00000000 PA USD 592916.92000000 0.014644102646 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 48900000.00000000 NC USD 167083.48000000 0.004126695577 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 48900000.00000000 0.10000000 USD 2024-06-20 XXXX -56022.77000000 N N N Dominos Pizza Master Issuer LL N/A 25755TAL4 1697500.00000000 PA USD 1510126.56000000 0.037297718461 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 12100000.00000000 NS USD 10680791.00000000 0.263798509485 Long EP CORP US N 2 N N N SPS Servicer Advance Receivabl 549300W6RZ3B25O0SH56 78472JAE3 3750000.00000000 PA USD 3461080.13000000 0.085483161266 Long ABS-MBS CORP US N 2 2055-11-15 Fixed 1.83000000 N N N N N N Cerberus N/A 15674RAC7 8000000.00000000 PA USD 7835100.00000000 0.193514478625 Long ABS-O CORP KY N 2 2033-09-22 Floating 6.29200000 N N N N N N Waverley Capital Acquisition Corp. N/A N/A 33000.00000000 NS USD 2970.00000000 0.000073354264 N/A DE US N 1 Waverley Capital Acquisition Corp. N/A Call Purchased N/A Waverley Capital Acquisition Corp. 33000.00000000 11.50000000 USD 2027-04-30 XXXX -17411.38000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 28000000.00000000 PA USD 24276264.04000000 0.599585018528 Long DBT CORP FR N 2 2027-06-09 Variable 1.79200000 N N N N N N Structured Asset Securities Co N/A 86359RAD8 572525.29950000 PA USD 549715.49000000 0.013577096200 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.18500000 N N N N N N LoanCore 2019-CRE2 Issuer, Ltd N/A 53946JAC8 6466866.16810000 PA USD 6439902.57000000 0.159055326445 Long ABS-O CORP KY N 2 2036-05-15 Floating 6.18400000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251UAD8 2356180.92860000 PA USD 640843.98000000 0.015827824618 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.16500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 10450000.00000000 PA USD 9695905.85000000 0.239473416467 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 810000.00000000 PA USD 712386.90000000 0.017594820682 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAB1 26000000.00000000 PA USD 24453354.12000000 0.603958861172 Long DBT CORP BM N 2 2024-06-07 Fixed 1.15000000 N N N N N N Vacasa Inc N/A 91854V107 81407.00000000 NS USD 78329.82000000 0.001934621674 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 126401AB4 2283343.95560000 PA USD 2052958.89000000 0.050704811583 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.41400000 N N N N N N Credit Suisse Mortgage Trust N/A 12598JAC5 13360990.77350000 PA USD 12254334.65000000 0.302662528965 Long ABS-MBS CORP US N 2 2061-07-27 Variable 1.92600000 N N N N N N 2023-05-01 Guggenheim Funds Trust Jim Howley Jim Howley CFO