0001752724-23-125898.txt : 20230530
0001752724-23-125898.hdr.sgml : 20230530
20230530135450
ACCESSION NUMBER: 0001752724-23-125898
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: 23974733
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043988
Guggenheim Core Bond Fund
C000136517
A-Class
SIUSX
C000136519
C-Class
SDICX
C000136520
Institutional Class
GIUSX
C000155968
P
SIUPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043988
C000136520
C000136519
C000136517
C000155968
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Core Bond Fund
S000043988
549300FTUEDHPYOSV405
2023-09-30
2023-03-31
N
1419028629.87
154040128.17
1264988501.70
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
3382342.89000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
1250000.00000000
PA
USD
1164883.88000000
0.092086519239
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.64200000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
1050000.00000000
PA
USD
945000.00000000
0.074704236341
Long
DBT
CORP
KY
N
2
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
1000000.00000000
PA
USD
965371.30000000
0.076314630425
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.06000000
N
N
N
N
N
N
AfterNext HealthTech Acquisiti
N/A
AfterNext HealthTech Acquisition Corp.
N/A
38300.00000000
NS
USD
391426.00000000
0.030943048057
Long
EC
CORP
US
N
1
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
4250000.00000000
PA
USD
4145998.25000000
0.327749876337
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.49200000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
17150000.00000000
NC
USD
58598.81000000
0.004632359102
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
17150000
0.10000000
USD
2024-06-20
XXXX
-22006.19000000
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
29980000.00000000
PA
USD
10616320.33000000
0.839242437044
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
5300000.00000000
PA
USD
5624625.00000000
0.444638428921
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
1000000.00000000
PA
USD
944048.40000000
0.074629010361
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
6.98400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
42978000.00000000
PA
USD
45160476.56000000
3.570030597061
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAG3
3400000.00000000
PA
USD
3116895.94000000
0.246397175611
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
6.55900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0MK3
948599.07000000
PA
USD
671609.81000000
0.053092167169
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.10000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
1204141.57850000
PA
USD
979581.22000000
0.077437954470
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
6237000.00000000
PA
USD
5546501.73000000
0.438462620217
Long
DBT
CORP
CA
N
3
N/A
Variable
6.00000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7000000.00000000
PA
USD
6313376.30000000
0.499085666906
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.63200000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
4000000.00000000
PA
USD
2968659.20000000
0.234678749728
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.39900000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
31492.00000000
NS
USD
546386.20000000
0.043192977585
Long
EP
CORP
US
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
1750000.00000000
PA
USD
1497214.04000000
0.118357916928
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
2250000.00000000
PA
USD
2090164.41000000
0.165231890028
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAE7
7450000.00000000
PA
USD
7137097.77000000
0.564202580530
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.84200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
1050000.00000000
PA
USD
839423.28000000
0.066358174708
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J26Z4
5730367.50000000
PA
USD
4115077.13000000
0.325305496806
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.24000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
2000000.00000000
PA
USD
1948854.00000000
0.154061005090
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.29200000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
3600000.00000000
PA
USD
3182471.46000000
0.251581058303
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
1000000.00000000
PA
USD
897589.64000000
0.070956347729
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
1800000.00000000
PA
USD
1417903.81000000
0.112088276541
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending II Ltd.
44988WAA1
2450000.00030000
PA
USD
2367312.50000000
0.187141029093
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.65000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828GAD2
484076.58530000
PA
USD
444642.45000000
0.035149920288
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
3500000.00000000
PA
3799171.43000000
0.300332487203
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
5.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
86817000.00000000
PA
USD
86362566.83000000
6.827142437574
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
950000.00000000
PA
USD
671613.88000000
0.053092488911
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
2212881.38000000
PA
USD
91768.41000000
0.007254485702
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.66300000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
34200000.00000000
NC
USD
116855.93000000
0.009237706891
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
34200000
0.10000000
USD
2024-06-20
XXXX
-34479.07000000
N
N
N
FREEPORT LNG DEVELOPMENT LP
N/A
FLNG Liquefaction 3 LLC
N/A
4206019.99000000
PA
USD
3389175.07000000
0.267921413154
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
1000000.00000000
PA
USD
936837.50000000
0.074058973559
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
6.37300000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
267240.10640000
PA
USD
259030.66000000
0.020476918142
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
3750000.00000000
PA
USD
3626515.88000000
0.286683703063
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.39200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
1524666.67000000
PA
USD
1417940.00000000
0.112091137436
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
4100000.00000000
PA
USD
4042728.74000000
0.319586204504
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
6.10600000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BL6
470000.00000000
PA
USD
465881.48000000
0.036828910252
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
1200000.00000000
PA
USD
965463.91000000
0.076321951440
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
1300000.00000000
PA
USD
1024147.25000000
0.080960992817
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
400000.00000000
PA
USD
388680.12000000
0.030725980471
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
2450000.00000000
PA
USD
2276072.05000000
0.179928279738
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JDX3
2720000.00000000
PA
USD
2097919.35000000
0.165844934335
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
1000000.00000000
PA
USD
647047.75000000
0.051150484698
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL GMBH
N/A
Cheplapharm Arzneimittel GmbH
N/A
1000000.00000000
PA
1006796.14000000
0.079589351100
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
1410000.00000000
PA
USD
1383490.84000000
0.109367858928
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
888000.00000000
PA
USD
711594.49000000
0.056253040169
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
1000000.00000000
NS
USD
757346.57000000
0.059869838261
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
943404.58000000
PA
USD
726286.40000000
0.057414466536
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
2060474.48340000
PA
USD
1729582.89000000
0.136727162948
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
103022.68500000
PA
111804.74000000
0.008838399704
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
2.15000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
3520000.00000000
NS
USD
3101307.72000000
0.245164894054
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
941077.99000000
PA
USD
797938.42000000
0.063078709326
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
13500000.00000000
PA
USD
13368352.05000000
1.056796329139
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.64200000
N
N
N
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
64278.00000000
NS
USD
640858.09000000
0.050661179065
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
500000.00000000
PA
USD
511020.52000000
0.040397246244
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
4000000.00000000
PA
USD
3644080.00000000
0.288072183668
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
6.93400000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
1000000.00000000
PA
USD
741444.10000000
0.058612714582
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
1000000.00000000
PA
USD
810168.70000000
0.064045538667
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
MSD ACQUISITION CORP-A
N/A
MSD Acquisition Corp.
N/A
9339.00000000
NS
USD
0.01000000
0.000000000790
N/A
DE
US
N
2
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
9339
11.50000000
USD
2023-05-13
XXXX
-9062.74000000
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAN5
3450000.00000000
PA
USD
3259565.52000000
0.257675505794
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.19200000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
150000.00000000
PA
USD
187017.39000000
0.014784117780
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAB7
218073.49880000
PA
USD
196407.86000000
0.015526454172
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.79100000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
3364382.44480000
PA
USD
2831528.53000000
0.223838282023
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1831749.15000000
PA
USD
1830532.37000000
0.144707431533
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
7.20400000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
1100000.00000000
PA
USD
1111490.68000000
0.087865674550
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
1905139.37990000
PA
USD
1706228.92000000
0.134880982531
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
3180000.00000000
PA
USD
2873921.31000000
0.227189520389
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
453923.95530000
PA
USD
437945.78000000
0.034620534448
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
1000000.00000000
PA
USD
1007448.30000000
0.079640905719
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
600000.00000000
PA
USD
603029.26000000
0.047670730539
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
33957.25180000
PA
USD
33526.31000000
0.002650325276
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
3534375.00000000
PA
USD
3450999.09000000
0.272808731886
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
18834456.92000000
NS
USD
18834456.92000000
1.488903408583
Long
STIV
RF
US
N
1
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
4000000.00000000
PA
USD
2029204.00000000
0.160412841482
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
1283000.00000000
PA
USD
1156857.70000000
0.091452032840
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
5000000.00000000
PA
USD
3507436.25000000
0.277270208012
Long
DBT
CORP
DE
N
2
N/A
Variable
3.20000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
16800000.00000000
NC
USD
49585.87000000
0.003919867250
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
16800000
0.20000000
USD
2023-12-19
XXXX
-19504.13000000
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
1252544.24000000
PA
USD
1225364.03000000
0.096867602223
Long
LON
CORP
US
N
3
2025-04-28
Variable
8.95000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
6257866.23600000
PA
USD
840072.86000000
0.066409525372
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
1620000.00000000
PA
USD
1371779.66000000
0.108442065533
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
3250000.00000000
PA
USD
3192435.35000000
0.252368724752
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
6.30800000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
29501.80270000
PA
USD
28616.75000000
0.002262214238
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.91000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
1000000.00000000
PA
USD
731711.40000000
0.057843324189
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
2000000.00000000
PA
USD
1824480.20000000
0.144228994773
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.77800000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
4750000.00000000
PA
USD
3410027.57000000
0.269569847110
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
1000000.00000000
PA
USD
660496.24000000
0.052213616101
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
3014000.00000000
PA
USD
3089720.45000000
0.244248896005
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
1285809.30680000
PA
USD
1081763.84000000
0.085515705363
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30329XAE8
250000.00000000
PA
USD
247438.75000000
0.019560553290
Long
ABS-O
CORP
US
N
2
2039-10-19
Floating
8.60100000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
500000.00000000
PA
USD
355520.12000000
0.028104612770
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
2000000.00000000
PA
USD
1600192.48000000
0.126498579066
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5K7
4492131.25500000
PA
USD
3191031.89000000
0.252257778289
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.36000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
1384356.95620000
PA
USD
1169795.89000000
0.092474823955
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
3322862.41200000
PA
USD
3061089.64000000
0.241985570294
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
1600000.00000000
PA
USD
1327053.55000000
0.104906372525
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
217000.00000000
PA
USD
164446.41000000
0.012999834368
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
22605000.00000000
PA
USD
9395649.12000000
0.742745812106
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
1300000.00000000
PA
USD
1026718.28000000
0.081164238142
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
1500000.00000000
PA
USD
1286581.65000000
0.101706983760
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
2000000.00000000
PA
USD
1980911.40000000
0.156595209943
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
6.49200000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
3235000.00000000
PA
USD
2575920.19000000
0.203631905470
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
1320000.00000000
PA
USD
1058361.48000000
0.083665699615
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
390000.00000000
PA
USD
290736.97000000
0.022983368592
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELKE3
1053000.00000000
PA
USD
777591.01000000
0.061470203796
Long
DBT
USGSE
US
N
2
2045-01-30
Fixed
2.70000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAG6
2000000.00000000
PA
USD
1897542.00000000
0.150004683635
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
7.30800000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
1996454.92000000
PA
USD
1578700.12000000
0.124799562832
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
6878000.00000000
PA
USD
6923855.69000000
0.547345345882
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp.
570535AW4
5210000.00000000
NS
USD
4997925.96000000
0.395096552520
Long
EP
CORP
US
N
2
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
24900.00000000
NS
USD
252237.00000000
0.019939865039
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
2490000.00000000
PA
USD
1863720.65000000
0.147331034827
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1000000.00000000
PA
USD
727090.40000000
0.057478024426
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
38000.00000000
NS
USD
741760.00000000
0.058637687141
Long
EP
CORP
US
N
2
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
233150.35960000
PA
USD
226155.85000000
0.017878095310
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.91000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
600000.00000000
PA
USD
670418.40000000
0.052997983704
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
2100000.00000000
PA
USD
1669839.17000000
0.132004296304
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040651
76466000.00000000
PA
USD
72801519.88000000
5.755113171555
Long
ABS-MBS
USGSE
US
N
2
2073-03-01
Fixed
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
450000.00000000
PA
USD
409974.38000000
0.032409336484
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
824049.32870000
PA
USD
675341.55000000
0.053387169060
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Blue Whale Acquisition Corp.
N/A
Blue Whale Acquisition Corp. I
SBP818Y98
5174.00000000
NS
USD
433.06000000
0.000034234303
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
5174
1.00000000
USD
2023-07-09
XXXX
-22373.16000000
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
1541000.00000000
PA
USD
1152844.27000000
0.091134762762
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
12000000.00000000
PA
USD
11891965.20000000
0.940084845357
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
6.69200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
4000000.00000000
PA
USD
3872755.20000000
0.306149438891
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.79800000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
3519802.16940000
PA
USD
3240726.91000000
0.256186274076
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
2350000.00000000
NS
USD
2056250.00000000
0.162550884631
Long
EP
CORP
US
N
2
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
600000.00000000
PA
USD
570074.47000000
0.045065585120
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
3250000.00000000
PA
USD
3144375.00000000
0.248569453064
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.51500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
830166.66150000
PA
USD
788906.80000000
0.062364740781
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
676879.89980000
PA
USD
611164.68000000
0.048313852590
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
1580000.00000000
PA
USD
1193816.24000000
0.094373683112
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
5989000.00000000
PA
USD
5686267.13000000
0.449511368866
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
629826.38060000
PA
USD
630937.02000000
0.049876897628
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
850000.00000000
PA
USD
592048.83000000
0.046802704467
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
4433590.37830000
PA
USD
3981130.07000000
0.314716700163
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
850000.00000000
NS
USD
847875.00000000
0.067026300939
Long
EP
CORP
US
N
2
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
286006.61670000
PA
USD
283095.07000000
0.022379260334
Long
LON
CORP
US
N
2
2027-06-17
Variable
9.66000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
10101272.92370000
PA
USD
652368.49000000
0.051571100379
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
2780000.00000000
PA
USD
2160937.76000000
0.170826672107
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
1699257.77780000
PA
USD
1423701.21000000
0.112546573197
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
650000.00000000
PA
USD
561443.79000000
0.044383311725
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
14857481.41070000
PA
USD
564358.46000000
0.044613722515
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.80500000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
3500000.00000000
PA
USD
3500000.00000000
0.276682356819
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.18900000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-9220000.00000000
NC
-93327.30000000
-0.00737771923
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
9220000.00000000
EUR
9917262.50000000
USD
2023-04-17
-93327.30000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
42307TAH1
650000.00000000
PA
USD
743053.10000000
0.058739909414
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
8289683.64490000
PA
USD
143497.74000000
0.011343797971
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.89800000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
17783233.86800000
PA
USD
1887114.10000000
0.149180336221
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.48600000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30328DAC7
1500000.00000000
PA
USD
1485706.35000000
0.117448209845
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
7.82200000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAL4
1800000.00000000
PA
USD
1441929.06000000
0.113987523053
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
3499178.17500000
PA
USD
3107011.28000000
0.245615772461
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
1800000.00000000
PA
USD
1525032.29000000
0.120557008063
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
3963474.68170000
PA
USD
3928946.87000000
0.310591508517
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
6.29200000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
6000000.00000000
PA
USD
5788068.00000000
0.457558941620
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.13400000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
2145993.93800000
PA
USD
1867466.24000000
0.147627131589
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.04000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36264KBA7
8000000.00000000
PA
USD
5618710.40000000
0.444170867359
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.34000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
5122846.59000000
PA
USD
4609810.36000000
0.364415198541
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
3250000.00000000
PA
USD
3108037.73000000
0.245696915491
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.59200000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCP2
2100000.00000000
PA
USD
2129589.36000000
0.168348515195
Long
DBT
CORP
JP
N
2
2029-05-27
Variable
5.66700000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
2843033.02260000
PA
USD
106912.83000000
0.008451683936
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.65400000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.38.V1
N/A
-14500000.00000000
OU
Notional Amount
-146609.21000000
-0.01158976621
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
126663.95000000
EUR
-14500000.00000000
EUR
-18115.41000000
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
1500000.00000000
PA
USD
1475724.60000000
0.116659131527
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
6.26600000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
800000.00000000
PA
USD
554545.12000000
0.043837957361
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
1300000.00000000
PA
USD
1113125.00000000
0.087994870981
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
100000.00000000
PA
USD
88043.36000000
0.006960012670
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
3450000.00000000
PA
USD
2761690.50000000
0.218317438956
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
930178.11160000
PA
USD
802035.19000000
0.063402567606
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
2000000.00000000
PA
USD
1918241.40000000
0.151641014714
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.61800000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
3750000.00000000
PA
USD
3609219.00000000
0.285316348342
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
6.50800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
685428.07740000
PA
USD
679603.93000000
0.053724119158
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
6.46800000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
2175000.00000000
PA
USD
1227135.00000000
0.097007601124
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
2550000.00000000
PA
USD
2012383.50000000
0.159083145601
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA, LLC
N/A
2000000.00000000
PA
USD
1463246.58000000
0.115672717817
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515DAU8
4750000.00000000
PA
USD
4069755.83000000
0.321722752778
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.94700000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1927464.80000000
0.152370143871
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.54200000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
3618170.65000000
PA
USD
2830313.30000000
0.223742215537
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
1760000.00000000
PA
USD
1575728.00000000
0.124564610499
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
1370000.00000000
PA
USD
1057213.66000000
0.083574962031
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
U.S. International Development Finance Corp.
6903538C4
800000.00000000
PA
USD
807381.49000000
0.063825203858
Long
DBT
USGSE
US
N
2
2026-01-17
None
0.00000000
N
N
N
N
N
N
FORT BENNING FAM
254900O8GC3CHW0PH218
Fort Benning Family Communities LLC
346845AK6
880788.89000000
PA
USD
869788.63000000
0.068758619452
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
500000.00000000
PA
USD
433225.02000000
0.034247348447
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
200000.00000000
PA
USD
187500.00000000
0.014822269115
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
497500.00000000
PA
USD
446569.93000000
0.035302291633
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
1750000.00000000
PA
USD
1420003.73000000
0.112254279631
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
534000.00000000
PA
USD
512373.00000000
0.040504162631
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
1111369.45000000
PA
USD
948338.08000000
0.074968118581
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
162950.25730000
PA
USD
4318.18000000
0.000341361205
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
1615000.00000000
PA
USD
1671331.20000000
0.132122244412
Long
LON
CORP
KY
N
2
2027-10-20
Variable
8.56000000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
8000000.00000000
PA
USD
7848982.40000000
0.620478556876
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
6.21800000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
2696234.14830000
PA
USD
2696198.56000000
0.213140163438
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
830166.66130000
PA
USD
787781.34000000
0.062275770802
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377AAD4
1430082.39990000
PA
USD
577945.78000000
0.045687828721
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.14500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
448139.06000000
PA
USD
446319.62000000
0.035282504101
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.37000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
3010000.00000000
PA
USD
3057019.03000000
0.241663780017
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
2000000.00000000
PA
USD
1945737.00000000
0.153814599688
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.60800000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
1800000.00000000
PA
USD
1810920.49000000
0.143157071196
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRH4
2100000.00000000
PA
USD
1656867.66000000
0.130978871173
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
3.28600000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
2350000.00000000
PA
USD
2020553.50000000
0.159729001274
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBM2
1583000.00000000
PA
USD
932983.79000000
0.073754329683
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
19717827.60430000
PA
USD
607387.96000000
0.048015294936
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.77700000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
900000.00000000
PA
USD
813575.07000000
0.064314819376
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
1500000.00000000
PA
USD
1171188.26000000
0.092584893730
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
AFTERNEXT HEALTHTECH ACQUI-A
N/A
AfterNext HealthTech Acquisition Corp.
N/A
12766.00000000
NS
USD
2126.18000000
0.000168078998
N/A
DE
US
N
1
AfterNext HealthTech Acquisition Corp.
N/A
Call
Purchased
N/A
AfterNext HealthTech Acquisition Corp.
12766
11.50000000
USD
2023-07-09
XXXX
-9476.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1R26
1814018.46400000
PA
USD
1279243.48000000
0.101126885997
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.11000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
1238802.08330000
PA
USD
1123535.14000000
0.088817814429
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAC5
1579193.06030000
PA
USD
1473786.03000000
0.116505883493
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
4650000.00000000
PA
USD
3988818.13000000
0.315324457466
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO Ltd.
13875LAQ1
1900000.00000000
PA
USD
1809071.89000000
0.143010935480
Long
ABS-O
CORP
KY
N
2
2031-01-30
Floating
6.30200000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
483602.01430000
PA
USD
479370.50000000
0.037895245637
Long
LON
CORP
US
N
3
2026-08-19
Variable
7.47000000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
1200000.00000000
PA
USD
1307216.28000000
0.103338194635
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
34710000.00000000
PA
USD
35336407.20000000
2.793417264466
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
2000000.00000000
PA
USD
1917727.40000000
0.151600381934
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
6.61500000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
600000.00000000
PA
USD
628480.31000000
0.049682689538
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
1000000.00000000
PA
USD
782350.00000000
0.061846411959
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
1000000.00000000
PA
USD
959615.60000000
0.075859630242
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.31500000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E300
68550.00000000
NS
USD
1309305.00000000
0.103503312341
Long
EP
CORP
US
N
2
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
1600000.00000000
PA
USD
639012.80000000
0.050515305011
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
1000000.00000000
PA
USD
927837.88000000
0.073347534681
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
2000000.00000000
PA
USD
1510766.26000000
0.119429248405
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AC9
1993937.99330000
PA
USD
1859136.02000000
0.146968610189
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAA4
3248645.83690000
PA
USD
3202181.11000000
0.253139147565
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.15000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
715947.45210000
PA
USD
684061.59000000
0.054076506551
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
48000.00000000
NS
USD
780000.00000000
0.061660639519
Long
EP
CORP
US
N
2
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
2000000.00000000
PA
USD
1906928.20000000
0.150746682474
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
6.44200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
8000000.00000000
PA
USD
5447500.00000000
0.430636325364
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAD8
1750000.00000000
PA
USD
1370617.50000000
0.108350194342
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
3920000.00000000
PA
USD
3288562.48000000
0.259967776432
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
638630.55000000
PA
USD
544947.20000000
0.043079221610
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
650000.00000000
PA
USD
40385.15000000
0.003192530995
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
1000000.00000000
PA
USD
706537.86000000
0.055853302939
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
3500000.00000000
PA
USD
3498949.97000000
0.276599349740
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
7.39100000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAF9
1000000.00000000
PA
USD
1009285.40000000
0.079786132335
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
2210000.00000000
PA
USD
1889257.37000000
0.149349766220
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
2801934.04800000
PA
USD
2506934.10000000
0.198178410051
Long
ABS-MBS
USGSE
US
N
3
2052-11-25
Variable
4.44100000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
3950000.00000000
PA
USD
3805598.27000000
0.300840542414
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.48400000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
6145000.00000000
PA
USD
5115437.57000000
0.404386092294
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
2500000.00000000
PA
USD
2093750.00000000
0.165515338454
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp.
743674BE2
740000.00000000
PA
USD
652390.87000000
0.051572869565
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
5400000.00000000
PA
USD
4573054.10000000
0.361509538928
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
1000000.00000000
PA
USD
913540.00000000
0.072217257213
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
4000000.00000000
PA
USD
3693999.20000000
0.292018401355
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
7.25900000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
19265000.00000000
PA
USD
8531868.40000000
0.674462130567
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
255322.24730000
PA
USD
240825.92000000
0.019037795179
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
1000000.00000000
PA
USD
991189.00000000
0.078355573878
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
6.71500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
3257572.37060000
PA
USD
3180398.53000000
0.251417188830
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.75800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
3350000.00000000
PA
USD
2214437.10000000
0.175055907387
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAB0
946535.66290000
PA
USD
936134.75000000
0.074003419694
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
1510000.00000000
PA
USD
1437582.39000000
0.113643909653
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
2950000.00000000
PA
USD
2290135.98000000
0.181040062966
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
2600000.00000000
PA
USD
2236338.00000000
0.176787219567
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
1328580.00000000
PA
USD
1247003.86000000
0.098578276270
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAD8
2472000.00000000
PA
USD
1987038.59000000
0.157079577192
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.93000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAA7
1931000.00000000
PA
USD
1507783.95000000
0.119193490531
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
1868222.22200000
PA
USD
0.02000000
0.000000001581
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
3950000.00000000
PA
USD
3929230.03000000
0.310613892910
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.62500000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
950000.00000000
PA
USD
921482.79000000
0.072845151458
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
675000.00000000
PA
USD
541790.45000000
0.042829673888
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
1000000.00000000
NS
USD
1005000.00000000
0.079447362458
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J05S5
2051723.22050000
PA
USD
1421798.15000000
0.112396132303
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552747AD9
700000.00000000
PA
USD
502339.07000000
0.039710959374
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
2.28800000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29444GAJ6
2050000.00000000
PA
USD
2219791.64000000
0.175479195029
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.00000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
350000.00000000
PA
USD
360079.75000000
0.028465061106
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
2900000.00000000
PA
USD
2284344.04000000
0.180582197935
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
89223.23000000
PA
USD
87901.97000000
0.006948835493
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
200000.00000000
PA
USD
188420.74000000
0.014895055547
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
2150000.00000000
PA
USD
1498009.17000000
0.118420773626
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
FLUTTER ENTERTAINMENT PLC
N/A
Amaya Holdings BV
N/A
4000000.00000000
PA
4283215.80000000
0.338597212088
Long
LON
CORP
NL
N
2
2026-07-21
Variable
5.52000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3570000.00000000
PA
USD
2883675.71000000
0.227960626213
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
33900000.00000000
NC
USD
115830.88000000
0.009156674534
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
33900000
0.10000000
USD
2024-06-20
XXXX
-36338.12000000
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
9700000.00000000
PA
USD
3049680.00000000
0.241083614270
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
1900000.00000000
PA
USD
1812885.00000000
0.143312369840
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
8150000.00000000
PA
USD
6464199.80000000
0.511008581604
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JGT9
1400000.00000000
PA
USD
1069725.23000000
0.084564027938
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
1000000.00000000
PA
USD
746718.20000000
0.059029643273
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
1800000.00000000
PA
USD
1658665.93000000
0.131121028196
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
1200000.00000000
PA
USD
940234.55000000
0.074327517502
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.40.V1
N/A
-12700000.00000000
OU
Notional Amount
USD
-193040.00000000
-0.01526021776
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
58740.71000000
USD
0.00000000
USD
-12700000.00000000
USD
-251780.71000000
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
12090524.11230000
PA
USD
505913.47000000
0.039993523207
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.03100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAQ6
1650000.00000000
PA
USD
1336885.13000000
0.105683579590
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
700000.00000000
PA
USD
676541.52000000
0.053482029211
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
200000.00000000
PA
USD
157795.18000000
0.012474040656
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO Ltd.
48273LAB8
0.01000000
PA
USD
0.01000000
0.000000000790
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
1.09000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
2700000.00000000
PA
USD
2192301.42000000
0.173306035355
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
1000000.00000000
PA
USD
891450.47000000
0.070471033436
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
2886000.00000000
PA
USD
2837489.49000000
0.224309508441
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
1000000.00000000
PA
USD
968237.50000000
0.076541209560
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.03400000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
2150000.00000000
PA
USD
1808543.60000000
0.142969173045
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12654PAA6
850111.21540000
PA
USD
817992.48000000
0.064664024922
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-2926000.00000000
NC
-44823.28000000
-0.00354337450
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2926000.00000000
GBP
3565974.72000000
USD
2023-04-17
-44823.28000000
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
1129875.00000000
PA
USD
937164.65000000
0.074084835454
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
21818182.00000000
PA
USD
10690.91000000
0.000845138907
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting, Inc.
00510RAD5
3000000.00000000
PA
USD
2445518.04000000
0.193323341414
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
7297000.00000000
PA
USD
5767752.17000000
0.455952932556
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
16000000.00000000
PA
USD
14055000.00000000
1.111077292885
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Blue Whale Acquisition Corp I
N/A
Blue Whale Acquisition Corp. I
N/A
20700.00000000
NS
USD
205758.00000000
0.016265602392
Long
EC
CORP
US
N
1
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-105000.00000000
NC
-94.37000000
-0.00000746014
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
105000.00000000
EUR
114400.36000000
USD
2023-06-30
-94.37000000
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
1100000.00000000
PA
USD
1081100.05000000
0.085463231369
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAJ6
3749812.87430000
PA
USD
3495782.55000000
0.276348958532
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
7.12800000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
2250000.00000000
PA
USD
2041823.48000000
0.161410437901
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
2986000.00000000
PA
USD
2348367.05000000
0.185643351448
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
2468184.33420000
PA
USD
2216299.21000000
0.175203111097
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM Mortgage Trust
30768WAA6
873439.11750000
PA
USD
733742.84000000
0.058003913791
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
1000000.00000000
PA
USD
699161.53000000
0.055270188547
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
4000000.00000000
PA
USD
3601678.00000000
0.284720216441
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.52400000
N
N
N
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
470000.00000000
PA
USD
318725.42000000
0.025195914395
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
800000.00000000
PA
USD
639435.84000000
0.050548747213
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
997916.67030000
PA
USD
773134.24000000
0.061117886760
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
805000.00000000
PA
USD
540616.92000000
0.042736903874
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
1150000.00000000
PA
USD
889573.30000000
0.070322639202
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AL0
2310000.00000000
PA
USD
2117947.36000000
0.167428190624
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
2723214.30000000
PA
USD
2354512.05000000
0.186129126615
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
3385000.00000000
PA
USD
2859075.16000000
0.226015901026
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
2855239.95000000
PA
USD
1987833.76000000
0.157142437052
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
925037.60560000
PA
USD
837437.75000000
0.066201214388
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
2488210.51200000
PA
USD
2110994.81000000
0.166878576932
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
2000000.00000000
PA
USD
1954030.60000000
0.154470226201
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
6.39200000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-296000.00000000
NC
-247.47000000
-0.00001956302
N/A
DFE
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
296000.00000000
EUR
321133.72000000
USD
2023-04-17
-247.47000000
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
6581250.00000000
PA
USD
5767563.99000000
0.455938056531
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
2306000.00000000
PA
USD
2097041.49000000
0.165775537657
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
1000000.00000000
PA
USD
955153.80000000
0.075506915574
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
6.71600000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
2927191.31490000
PA
USD
2707044.28000000
0.213997540401
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
2500000.00000000
PA
USD
2274952.00000000
0.179839737431
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAF2
200000.00000000
PA
USD
196042.00000000
0.015497532170
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
39868825.58000000
NS
USD
39868825.58000000
3.151714464314
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
1000000.00000000
PA
USD
694770.00000000
0.054923028870
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Finance Luxembourg Notes SARL
N/A
200000.00000000
PA
USD
184000.00000000
0.014545586758
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCML2
2422671.40000000
PA
USD
1801043.43000000
0.142376268841
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.59000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3000000.00000000
PA
USD
2845900.20000000
0.224974392745
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
6.60800000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
970000.00000000
PA
USD
742681.71000000
0.058710550254
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
6510.00000000
NS
USD
1171.80000000
0.000092633253
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
6510
11.50000000
USD
2026-08-01
XXXX
-13903.23000000
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
3085000.00000000
PA
USD
2699185.55000000
0.213376291276
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
1400000.00000000
PA
USD
1277062.50000000
0.100954474944
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
566692.52230000
PA
USD
511780.02000000
0.040457286316
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
719500.00000000
PA
USD
645462.87000000
0.051025196603
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
CEAMER FINANCE II LLC
N/A
Ceamer Finance LLC
N/A
2000000.00000000
PA
USD
1966907.42000000
0.155488165888
Long
DBT
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
700000.00000000
PA
USD
596085.81000000
0.047121836222
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
770028.64950000
PA
USD
598454.79000000
0.047309109070
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
295000.00000000
PA
USD
229771.53000000
0.018163922414
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
1000000.00000000
PA
USD
970296.50000000
0.076703977838
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
6.35800000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
5500000.00000000
PA
USD
5352436.10000000
0.423121324249
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
6.40800000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
3382083.89200000
PA
USD
3030223.86000000
0.239545565507
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2900000.00000000
PA
3500092.53000000
0.276689671510
Long
LON
CORP
GB
N
3
2025-04-28
Variable
6.69000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
8000000.00000000
PA
USD
7821515.20000000
0.618307216981
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
6.84200000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAF3
2050000.00000000
PA
USD
1835346.88000000
0.145088028668
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
67.59900000
NS
USD
0.01000000
0.000000000790
Long
EC
CORP
US
N
3
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
6500000.00000000
PA
USD
6083897.30000000
0.480944869603
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
6.81800000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
3438750.00000000
PA
USD
2813433.95000000
0.222407867440
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
1000000.00000000
PA
USD
637810.90000000
0.050420292290
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
1750000.00000000
PA
USD
1566198.20000000
0.123811259777
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SZY3
1200000.00000000
PA
USD
861097.20000000
0.068071543641
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.68200000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAJ1
7500000.00000000
PA
USD
6922182.75000000
0.547213096458
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
7.03400000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
1280395.46950000
PA
USD
1151070.79000000
0.090994565440
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AC2
238764.23770000
PA
USD
213895.52000000
0.016908890453
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.72200000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust
576433FG6
245479.81860000
PA
USD
198054.70000000
0.015656640335
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.56300000
N
N
N
N
N
N
Conyers Park III Acquisition C
N/A
Conyers Park III Acquisition Corp.
21289P102
35600.00000000
NS
USD
359916.00000000
0.028452116324
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
2690000.00000000
PA
USD
1854299.69000000
0.146586288136
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
132522.43640000
PA
USD
132427.30000000
0.010468656420
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
5.75800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CU7
2150000.00000000
PA
USD
2165593.03000000
0.171194680986
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
34200000.00000000
NC
USD
100942.67000000
0.007979730239
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
34200000
0.10000000
USD
2023-12-19
XXXX
-31582.33000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
12800000.00000000
PA
USD
12708000.00000000
1.004594111560
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
925037.60490000
PA
USD
825798.37000000
0.065281096934
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
1500000.00000000
PA
USD
1409493.60000000
0.111423431762
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.65600000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AG7
810000.00000000
PA
USD
680017.93000000
0.053756846729
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
1350000.00000000
PA
USD
1335066.30000000
0.105539797255
Long
DBT
CORP
DE
N
2
2042-05-23
Variable
5.87500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
1917000.00000000
PA
USD
1647335.61000000
0.130225342585
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
1050000.00000000
PA
USD
984127.84000000
0.077797374337
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
6200000.00000000
PA
USD
4702638.00000000
0.371753418602
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
4000000.00000000
PA
USD
3705388.00000000
0.292918709934
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
6.98400000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
4000000.00000000
PA
USD
2387333.20000000
0.188723707511
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
37478533.63340000
PA
USD
483566.78000000
0.038226970391
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.69000000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
1000000.00000000
PA
USD
670936.00000000
0.053038901072
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
3900000.00000000
NS
USD
3215940.00000000
0.254226816740
Long
EP
CORP
US
N
2
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
1810000.00000000
PA
USD
1565276.71000000
0.123738414056
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
2300000.00000000
PA
USD
1734955.14000000
0.137151850603
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
789687.50000000
PA
USD
665662.18000000
0.052621994516
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAH3
3000000.00000000
PA
USD
2518821.90000000
0.199118165628
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
970000.00000000
PA
USD
773953.39000000
0.061182642289
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAG4
1600000.00000000
PA
USD
1384543.49000000
0.109451073123
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
166305.06280000
PA
USD
158039.73000000
0.012493372847
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
1800000.00000000
PA
USD
1389320.51000000
0.109828706595
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
250000.00000000
PA
USD
190507.50000000
0.015060018311
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGN5
455000.00000000
PA
USD
459425.58000000
0.036318557787
Long
DBT
UST
US
N
2
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
268567.62290000
PA
USD
267044.33000000
0.021110415599
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.19200000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
1975000.00000000
PA
USD
1594697.95000000
0.126064224920
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5G6
1405569.08020000
PA
USD
1015170.05000000
0.080251326287
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.39000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
3800000.00000000
PA
USD
3369080.00000000
0.266332855632
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932864
68048.00000000
NS
USD
1259568.48000000
0.099571535892
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HRMZ3
705568.16250000
PA
USD
664333.36000000
0.052516948502
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.37000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBN1
2158000.00000000
PA
USD
2199473.70000000
0.173873019165
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
756242.76800000
PA
USD
687492.05000000
0.054347691625
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBR1
9400000.00000000
PA
USD
4678276.60000000
0.369827598726
Long
DBT
USGA
US
N
2
2038-06-15
None
0.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
5450000.00000000
PA
USD
4949899.99000000
0.391299998644
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1500000.00000000
PA
USD
1097094.60000000
0.086727634166
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp.
N/A
9400.00000000
NS
USD
846.00000000
0.000066878078
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
9400
11.50000000
USD
2027-04-30
XXXX
-4959.60000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
1702000.00000000
PA
USD
1578453.45000000
0.124780063050
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust
63860KAA0
2949547.94140000
PA
USD
2855562.66000000
0.225738230518
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.02000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
77800000.00000000
OU
Notional Amount
USD
-2095136.89000000
-0.16562497502
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
463.11000000
USD
0.00000000
USD
77800000.00000000
USD
-2095600.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCBT7
8250000.00000000
PA
USD
5823935.45000000
0.460394338934
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.81000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAX6
850000.00000000
PA
USD
799372.43000000
0.063192070831
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
1574656.76860000
PA
USD
58006.89000000
0.004585566581
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.38000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
2229843.75000000
PA
USD
1901271.14000000
0.150299479990
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
1093000.00000000
PA
USD
944801.78000000
0.074688566633
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
2533895.74950000
PA
USD
2398244.15000000
0.189586241043
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
700000.00000000
PA
USD
704876.80000000
0.055721992654
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
1650000.00000000
NS
USD
1623187.50000000
0.128316383731
Long
EP
CORP
US
N
2
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
600000.00000000
PA
USD
433605.78000000
0.034277448325
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
1650000.00000000
PA
USD
1351246.73000000
0.106818894257
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCET4
2674476.31000000
PA
USD
2024228.13000000
0.160019488499
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.78000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
2680846.39650000
PA
USD
57110.61000000
0.004514713764
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.80500000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
882240.00000000
PA
USD
758918.35000000
0.059994090774
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BK7
1000000.00000000
PA
USD
982848.62000000
0.077696249308
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
1531777.77800000
PA
USD
1424553.33000000
0.112613935074
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAC0
484123.56420000
PA
USD
427816.60000000
0.033819801478
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.40200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3901351.20000000
0.308410012799
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.24800000
N
N
N
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AC2
4000000.00000000
PA
USD
2777649.08000000
0.219578998249
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
2.69500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
1450000.00000000
PA
USD
1101839.46000000
0.087102725322
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
600000.00000000
PA
USD
423126.99000000
0.033449077950
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
5130000.00000000
PA
USD
4840221.69000000
0.382629698490
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
3202000.00000000
PA
USD
2832996.72000000
0.223954345529
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
296000.00000000
PA
USD
265001.47000000
0.020948923222
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRD3
475000.00000000
PA
USD
391791.54000000
0.030971944762
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.57100000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168MAC7
3284822.66660000
PA
USD
3036734.79000000
0.240060268209
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
4250000.00000000
PA
USD
4152456.13000000
0.328260385325
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.41200000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
4520000.00000000
PA
USD
1957473.06000000
0.154742359900
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
1750000.00000000
PA
USD
1631764.33000000
0.128994400170
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
2000000.00000000
PA
USD
1443661.12000000
0.114124446037
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.96900000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BH5
650000.00000000
PA
USD
526036.98000000
0.041584328971
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
2360000.00000000
PA
USD
1592809.57000000
0.125914944512
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
8018253.44440000
PA
USD
334325.09000000
0.026429101098
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.87700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
1600000.00000000
PA
USD
1554432.03000000
0.122881119307
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
2500000.00000000
PA
USD
2102616.13000000
0.166216224667
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
2108289.20380000
PA
USD
69721.12000000
0.005511601086
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36600000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAJ3
2550000.00000000
PA
USD
2482965.09000000
0.196283609429
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
6.44200000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
8041988.12480000
PA
USD
294422.01000000
0.023274678750
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.07400000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
2450000.00000000
PA
USD
2074145.50000000
0.163965561521
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
600000.00000000
PA
USD
430914.00000000
0.034064657459
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30328DAE3
2500000.00000000
PA
USD
2475251.00000000
0.195673794399
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
8.32300000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
7530000.00000000
PA
USD
6842887.50000000
0.540944640271
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
71531QAD3
3500000.00000000
PA
USD
2738225.00000000
0.216462441857
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAF8
930000.00000000
PA
USD
777714.76000000
0.061479986494
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
2400000.00000000
PA
USD
1813920.31000000
0.143394213272
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
244598.28160000
PA
USD
195202.51000000
0.015431168721
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.97800000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
2000000.00000000
PA
USD
1973273.80000000
0.155991441609
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.09200000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
5810000.00000000
PA
USD
4868169.43000000
0.384839026082
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
995309.14400000
PA
USD
836323.84000000
0.066113157461
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
989328.86450000
PA
USD
976375.68000000
0.077184549795
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
6.07800000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BG7
1800000.00000000
PA
USD
1533248.30000000
0.121206500923
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBNF6
8347000.00000000
PA
USD
5684731.61000000
0.449389982783
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.17000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
2000000.00000000
PA
USD
1912023.40000000
0.151149468744
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
6.45900000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
5800000.00000000
PA
USD
4651136.17000000
0.367682090686
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
2052161.62430000
PA
USD
1917101.27000000
0.151550885041
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
1230000.00000000
PA
USD
1031836.67000000
0.081568857630
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
3250000.00000000
NS
USD
2868807.50000000
0.226785262960
Long
EP
CORP
US
N
2
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
1000000.00000000
PA
USD
633252.22000000
0.050059919054
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
1000000.00000000
PA
USD
857447.00000000
0.067782987659
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.24600000
N
N
N
N
N
N
Waverley Capital Acquisition C
N/A
Waverley Capital Acquisition Corp. 1
N/A
28200.00000000
NS
USD
287640.00000000
0.022738546604
Long
EC
CORP
US
N
1
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
3763579.06910000
PA
USD
3391060.01000000
0.268070421623
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
828083.07000000
PA
USD
809439.89000000
0.063987924705
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
5338390.02570000
PA
USD
119217.99000000
0.009424432699
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.98300000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRE1
500000.00000000
PA
USD
408345.20000000
0.032280546380
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.69100000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
1427249.82060000
PA
USD
1447903.50000000
0.114459815093
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
13950000.00000000
NC
USD
47664.92000000
0.003768012115
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
13950000
0.10000000
USD
2024-06-20
XXXX
-15981.96000000
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
1062649.39780000
PA
USD
1021918.05000000
0.080784769871
Long
LON
CORP
US
N
2
2027-10-05
Variable
8.84000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
1204000.00000000
PA
USD
1044645.47000000
0.082581420194
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
31926.00000000
NS
USD
30719.20000000
0.002428417330
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
161917.07900000
PA
USD
131904.13000000
0.010427298732
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.09000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
1300000.00000000
PA
USD
1299609.99000000
0.102736901422
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
7.21800000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
4204302.28200000
PA
USD
4180124.35000000
0.330447616273
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
6.43400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAJ8
1459000.00000000
PA
USD
1389041.68000000
0.109806664498
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
7.12400000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
400000.00000000
PA
USD
421348.60000000
0.033308492483
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRC5
450000.00000000
PA
USD
374203.53000000
0.029581575603
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.41100000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
2167500.00000000
PA
USD
2160520.65000000
0.170793698685
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
1250000.00000000
PA
USD
1153693.38000000
0.091201886693
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
1150000.00000000
PA
USD
832289.50000000
0.065794234404
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
2150000.00000000
PA
USD
1741368.05000000
0.137658804618
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
7340000.00000000
PA
USD
6507939.14000000
0.514466268369
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
2376919.17410000
PA
USD
2056292.74000000
0.162554263318
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
2600000.00000000
PA
USD
1870973.00000000
0.147904348338
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4000000.00000000
PA
USD
3938695.60000000
0.311362166115
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.42800000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
2000000.00000000
PA
USD
1898426.80000000
0.150074628935
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.64200000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
1250000.00000000
PA
USD
832062.49000000
0.065776288786
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
2000000.00000000
PA
USD
1441851.96000000
0.113981428136
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
1400000.00000000
PA
USD
1176980.29000000
0.093042765876
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
2142000.00000000
PA
USD
1696825.48000000
0.134137620833
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV HOLDINGS LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1000000.00000000
PA
1085600.04000000
0.085818965037
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
2.58200000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
786200.23060000
PA
USD
663458.65000000
0.052447800838
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
4175000.00000000
PA
USD
3600167.71000000
0.284600824842
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
2128000.00000000
PA
USD
1601272.03000000
0.126583919762
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
1350000.00000000
PA
USD
1238270.22000000
0.097887863671
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
398811.92000000
0.031526920558
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
6298923.33890000
PA
USD
215788.52000000
0.017058536082
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.49100000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
2250000.00000000
PA
USD
1769070.83000000
0.139848767607
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867AG0
480000.00000000
PA
USD
383163.66000000
0.030289892713
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
589937.74500000
PA
USD
560937.17000000
0.044343262349
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
250000.00000000
PA
USD
208007.66000000
0.016443442744
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
5036000.00000000
PA
USD
5034748.30000000
0.398007435896
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
250000.00000000
PA
USD
219777.03000000
0.017373836181
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
300000.00000000
PA
USD
255465.35000000
0.020195072892
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
4040000.00000000
PA
USD
3353200.00000000
0.265077508253
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
2800000.00000000
PA
USD
1922323.45000000
0.151963709347
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAJ5
773000.00000000
PA
USD
709641.52000000
0.056098653785
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
7.36100000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
1487217.88060000
PA
USD
292873.36000000
0.023152254712
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.28500000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
4150000.00000000
PA
USD
3048050.50000000
0.240954798870
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
1000000.00000000
PA
USD
761550.80000000
0.060202191480
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
2181195.25910000
PA
USD
1923106.20000000
0.152025587380
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNG88
621287.66330000
PA
USD
578000.10000000
0.045692122831
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.25000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
1750000.00000000
PA
USD
1332226.14000000
0.105315276637
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
2000000.00000000
PA
USD
1881053.80000000
0.148701256768
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
6.77800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDC72
1173793.60800000
PA
USD
860505.21000000
0.068024745588
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA4W2
2026938.92100000
PA
USD
1447326.47000000
0.114414199659
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.32000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
13950000.00000000
NC
USD
41173.98000000
0.003254889664
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
13950000
0.20000000
USD
2023-12-19
XXXX
-15497.90000000
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
622890.00000000
NS
USD
62.29000000
0.000004924155
Long
EC
CORP
US
N
3
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp.
29365BAA1
3700000.00000000
PA
USD
3497989.66000000
0.276523435216
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAG5
1965940.29850000
PA
USD
1857410.17000000
0.146832178118
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.34200000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
3450000.00000000
PA
USD
3217361.67000000
0.254339202741
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.68400000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series 2023-1
55663DAA1
3050000.00000000
PA
USD
3050000.00000000
0.241108910942
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
6.77600000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAC6
2000000.00000000
PA
USD
1961664.60000000
0.155073709947
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.05800000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
2060000.00000000
PA
USD
1610142.33000000
0.127285135622
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464RAC7
360153.74220000
PA
USD
334528.83000000
0.026445207173
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.77400000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
1000000.00000000
PA
USD
934201.50000000
0.073850592218
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.70900000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBZ8
750000.00000000
PA
USD
719681.03000000
0.056892298153
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.62500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
2252820.87560000
PA
USD
2177718.79000000
0.172153247802
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
32157.00000000
NS
USD
656967.51000000
0.051934662577
Long
EP
CORP
BM
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
3468473.22890000
PA
USD
105894.57000000
0.008371188343
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.41600000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership, LP
78646UAB5
2428000.00000000
PA
USD
1886232.66000000
0.149110656536
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
1875333.33000000
PA
USD
0.02000000
0.000000001581
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
10000000.00000000
PA
USD
8554687.50000000
0.676266028387
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
1073811.44250000
PA
USD
1022640.35000000
0.080841869204
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.93500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
7182500.00000000
PA
USD
7443799.35000000
0.588447985099
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.21000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
1160000.00000000
PA
USD
944900.10000000
0.074696339036
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
189432.66140000
PA
USD
152704.62000000
0.012071621188
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KN4E0
2056787.87600000
PA
USD
1983657.75000000
0.156812314683
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
826950.52670000
PA
USD
823530.92000000
0.065101850245
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
6.36500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
3150000.00000000
PA
USD
2611791.00000000
0.206467568400
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EJKT5
3300000.00000000
PA
USD
2904310.20000000
0.229591826020
Long
DBT
USGSE
US
N
2
2040-06-11
Fixed
3.51000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
2000000.00000000
PA
USD
1404387.90000000
0.111019815445
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
3100000.00000000
PA
USD
2814808.37000000
0.222516518230
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
6.83400000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAJ1
8200000.00000000
PA
USD
6378830.18000000
0.504259933701
Long
DBT
CORP
FR
N
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
984942.93130000
PA
USD
972927.61000000
0.076911972614
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
5.16800000
N
N
N
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
2700000.00000000
PA
USD
1973966.49000000
0.156046200210
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BA5
900000.00000000
PA
USD
918210.58000000
0.072586476380
Long
DBT
CORP
AU
N
2
2033-02-28
Fixed
4.90000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
2500000.00000000
PA
USD
2280365.25000000
0.180267666222
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
69210.00000000
NS
USD
6.92000000
0.000000547040
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
69210
1.00000000
USD
2025-07-24
XXXX
6.92000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
8500000.00000000
NS
USD
6693750.00000000
0.529155007417
Long
EP
CORP
US
N
2
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
2250000.00000000
PA
USD
1409342.94000000
0.111411521773
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAU6
1348711.44550000
PA
USD
919839.48000000
0.072715244349
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.98000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
1150000.00000000
PA
USD
912285.03000000
0.072118049197
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
29242732.84830000
PA
USD
411290.26000000
0.032513359563
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.41100000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAG6
2000000.00000000
PA
USD
1865083.80000000
0.147438794699
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
6.91100000
N
N
N
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
6.81800000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
1500000.00000000
PA
USD
1246971.65000000
0.098575730002
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
3570000.00000000
PA
USD
3080584.52000000
0.243526681535
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
4426000.00000000
PA
USD
4193773.98000000
0.331526648215
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
7.17300000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
3660000.00000000
PA
USD
3081343.42000000
0.243586674176
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRF8
700000.00000000
PA
USD
566484.80000000
0.044781814161
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
2.78100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
18860536.34910000
PA
USD
603350.44000000
0.047696120493
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.66800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA3W3
1688226.40000000
PA
USD
1197799.67000000
0.094688581626
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.27000000
N
N
N
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
1862000.00000000
PA
USD
1673695.94000000
0.132309182079
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
19858254.91700000
PA
USD
619492.16000000
0.048972157388
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.62300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
2510000.00000000
PA
USD
2231941.72000000
0.176439684392
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
8500000.00000000
PA
USD
8260019.50000000
0.652971903610
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.34200000
N
N
N
N
N
N
CONYERS PARK III ACQUISITI-A
N/A
Conyers Park III Acquisition Corp.
21289P110
11866.00000000
NS
USD
2373.20000000
0.000187606448
N/A
DE
US
N
1
Conyers Park III Acquisition Corp.
N/A
Call
Purchased
N/A
Conyers Park III Acquisition Corp.
11866
11.50000000
USD
2028-08-12
XXXX
-9528.72000000
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
1300000.00000000
PA
USD
1060025.37000000
0.083797233617
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
700000.00000000
PA
USD
70.70000000
0.000005588983
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
2380000.00000000
PA
USD
2203046.95000000
0.174155492088
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
8300.00000000
NS
USD
1414.32000000
0.000111804968
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
8300
11.50000000
USD
2026-03-31
XXXX
-5437.76000000
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.06560000
PA
USD
0.07000000
0.000000005533
Long
ABS-MBS
CORP
US
N
3
2047-02-25
Floating
5.00500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
1412125.00000000
PA
USD
1179168.15000000
0.093215720808
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767FBB6
5856760.35880000
PA
USD
223884.62000000
0.017698549804
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.44000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
34250000.00000000
NC
USD
101090.25000000
0.007991396748
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
34250000
0.20000000
USD
2023-12-19
XXXX
-39339.75000000
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
3620000.00000000
PA
USD
2644093.29000000
0.209021132322
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
7250000.00000000
PA
USD
6370799.75000000
0.503625111330
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
2350000.00000000
PA
USD
1584218.92000000
0.125235835572
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
444444.42520000
PA
USD
456999.14000000
0.036126742605
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JAY0
1000000.00000000
PA
USD
969047.60000000
0.076605249668
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.34200000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
2000000.00000000
PA
USD
1645143.86000000
0.130052080140
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
77975.00000000
NS
USD
415606.75000000
0.032854587171
Long
EP
CORP
US
N
2
N
N
N
2023-05-01
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO