0001752724-23-125970.txt : 20230530
0001752724-23-125970.hdr.sgml : 20230530
20230530135534
ACCESSION NUMBER: 0001752724-23-125970
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: 23974808
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000063493
Guggenheim Ultra Short Duration Fund
C000205703
Class A
C000205704
Institutional
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000063493
C000205703
C000205704
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Ultra Short Duration Fund
S000063493
549300CH4K7JJYWG0618
2023-09-30
2023-03-31
N
537999373.25
3360598.81
534638774.44
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
121705.70000000
USD
N
Portfolio (ExDerivative)
N/A
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
2201930.37870000
PA
USD
2182748.26000000
0.408265985250
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
6.29200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
1600000.00000000
PA
USD
1493430.72000000
0.279334532285
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
2500000.00000000
PA
USD
2442621.25000000
0.456873194907
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.41200000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
485234.94090000
PA
USD
473492.40000000
0.088563049041
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
5.10500000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
6475335.36510000
PA
USD
5841660.99000000
1.092636985807
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
1006000.42020000
PA
USD
991416.73000000
0.185436742974
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
5.41000000
N
N
N
N
N
N
New Residential Advance Receiv
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
4150000.00000000
PA
USD
4049144.21000000
0.757360745905
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.47500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
5250000.00000000
PA
USD
4892038.10000000
0.915017453630
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
4700000.00000000
PA
USD
4230000.00000000
0.791188406495
Long
DBT
CORP
KY
N
2
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
550000.00000000
PA
USD
545832.05000000
0.102093614622
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
1100000.00000000
PA
USD
963009.64000000
0.180123419033
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
967500.00000000
PA
USD
883205.60000000
0.165196697700
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
200000.00000000
PA
USD
200756.50000000
0.037549932701
Long
DBT
CORP
US
N
2
2023-10-17
Floating
5.84000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
2450000.00000000
PA
USD
2300280.01000000
0.430249379575
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
2400000.00000000
PA
USD
2363472.00000000
0.442068946921
Long
DBT
CORP
US
N
2
2026-02-18
Floating
5.50000000
N
N
N
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
62942QCR2
2000000.00000000
PA
USD
1956871.40000000
0.366017485740
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.42600000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
5000000.00000000
PA
USD
4723988.50000000
0.883585090690
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.06100000
N
N
N
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding Ltd.
12550MAJ9
5649854.51550000
PA
USD
5591504.51000000
1.045847173328
Long
ABS-O
CORP
KY
N
2
2029-04-19
Floating
5.66800000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
4462624.69670000
PA
USD
4442917.30000000
0.831012921697
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
5.72800000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
2150000.00000000
PA
USD
1899654.00000000
0.355315418712
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
1036336.08510000
PA
USD
814822.05000000
0.152406089673
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464BAC2
1502305.13470000
PA
USD
1260204.61000000
0.235711413060
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
3.29000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
1351967.04720000
PA
USD
1250623.87000000
0.233919410598
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AM5
600000.00000000
PA
USD
578757.24000000
0.108252013821
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series 2023-1
55663DAA1
2450000.00000000
PA
USD
2450000.00000000
0.458253332367
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
6.77600000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
1365657.97990000
PA
USD
1338182.31000000
0.250296531784
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
7.46200000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
900000.00000000
PA
USD
888680.70000000
0.166220772320
Long
DBT
CORP
US
N
2
2024-04-12
Floating
5.32400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
2250000.00000000
PA
USD
2165531.40000000
0.405045706284
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
6.50800000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
440000.00000000
PA
USD
396388.06000000
0.074141285471
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
4550000.00000000
PA
USD
4432895.65000000
0.829138450469
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
10250000.00000000
PA
USD
9633129.38000000
1.801801485515
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.33400000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
619498.68560000
PA
USD
600270.00000000
0.112275807273
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
5.58000000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
310270.88200000
PA
USD
308824.62000000
0.057763229074
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.19500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
1521236.17440000
PA
USD
1419735.95000000
0.265550502109
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
1978261.15270000
PA
USD
1624258.44000000
0.303804833777
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
700000.00000000
PA
USD
691027.48000000
0.129251283864
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
460128.23030000
PA
USD
448516.71000000
0.083891541624
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
5.41000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
450000.00000000
PA
USD
451985.71000000
0.084540390934
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
600000.00000000
PA
USD
558036.48000000
0.104376357772
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AA6
1217662.20410000
PA
USD
1096148.77000000
0.205026051682
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
1870000.00000000
PA
USD
1938030.60000000
0.362493461502
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.21000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
2240025.51570000
PA
USD
2233484.64000000
0.417755828192
Long
LON
CORP
US
N
2
2026-02-06
Variable
8.10000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
5404670.65050000
PA
USD
5153295.64000000
0.963883632532
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAE3
5700000.00000000
PA
USD
5505836.57000000
1.029823655376
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
4727726.07040000
PA
USD
4670052.54000000
0.873496791341
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
5.16800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
2211386.05260000
PA
USD
1731889.45000000
0.323936372144
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
350000.00000000
PA
USD
342821.50000000
0.064122079502
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
370670.15100000
PA
USD
337139.22000000
0.063059253484
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
6017500.00000000
PA
USD
5167848.86000000
0.966605698476
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
2700000.00000000
PA
USD
2483232.12000000
0.464469140421
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.22400000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1333125.00000000
PA
USD
1168544.05000000
0.218567022420
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
2150000.00000000
PA
USD
2050699.09000000
0.383567221092
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
850000.00000000
PA
USD
824888.11000000
0.154288867444
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
5.86100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
468268.83360000
PA
USD
448710.60000000
0.083927807232
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAL9
487500.00000000
PA
USD
465176.84000000
0.087007688600
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
5.94200000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
5240519.85400000
PA
USD
5152723.85000000
0.963776683686
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.82400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZJ6
2600000.00000000
PA
USD
2571342.36000000
0.480949471480
Long
DBT
CORP
US
N
2
2025-01-24
Floating
5.23900000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
4900000.00000000
PA
USD
4694075.10000000
0.877990023248
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
5500000.00000000
PA
USD
5379424.60000000
1.006179285375
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
6.24500000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
2555041.70320000
PA
USD
2218506.17000000
0.414954222563
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
34506198.29500000
PA
USD
1062928.93000000
0.198812540507
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.77700000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
3000000.00000000
PA
USD
2919510.60000000
0.546071616870
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
6.40800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
867585.54660000
PA
USD
808291.89000000
0.151184674333
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
384618.27390000
PA
USD
366011.56000000
0.068459598797
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
2400000.00000000
PA
USD
2245761.72000000
0.420052159956
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust
78433QAC9
465494.78950000
PA
USD
420342.21000000
0.078621721823
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BG8
900000.00000000
PA
USD
861129.71000000
0.161067575186
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAF7
37005.43570000
PA
USD
36910.61000000
0.006903840829
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
2.63200000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
3832438.08310000
PA
USD
3741645.33000000
0.699845486126
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.75800000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust Series
55662KAA6
4075000.00000000
PA
USD
4075000.00000000
0.762196869141
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
6.69700000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
4393928.62640000
PA
USD
3977829.30000000
0.744021849924
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAM8
2874196.73360000
PA
USD
2847273.27000000
0.532560189444
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
5.83200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
1674980.17560000
PA
USD
1374092.10000000
0.257013177063
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
4477697.62000000
PA
USD
4403734.56000000
0.823684096727
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
6.26500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
5700000.00000000
PA
USD
5588967.99000000
1.045372737107
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
6.21500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
1901544.62920000
PA
USD
1872383.68000000
0.350214718706
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
56413.36860000
PA
USD
52843.87000000
0.009884032458
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
145632.68280000
PA
USD
140570.01000000
0.026292520617
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
2877397.44130000
PA
USD
2570698.24000000
0.480828993873
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
3750000.00000000
PA
USD
3509940.75000000
0.656506957183
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
6.81800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
319866.43610000
PA
USD
317148.50000000
0.059320145706
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
6.46800000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550UAB7
5250000.00000000
PA
USD
5094555.90000000
0.952896823717
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.07900000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CA7
2400000.00000000
PA
USD
2311165.18000000
0.432285365463
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
2750000.00000000
PA
USD
2725242.03000000
0.509735200716
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
6.69200000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAU9
250000.00000000
PA
USD
245399.78000000
0.045900108958
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
6.41000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4250000.00000000
PA
USD
4184864.08000000
0.782746085781
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.42800000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBA3
1867186.51920000
PA
USD
1843216.14000000
0.344759158542
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
5.98300000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
650000.00000000
PA
USD
583594.81000000
0.109156843442
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
693159.25930000
PA
USD
646014.79000000
0.120832012357
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
4820000.00000000
PA
USD
4600863.57000000
0.860555535804
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1700000.00000000
PA
USD
1598873.15000000
0.299056713885
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
3398290.25200000
PA
USD
3232790.46000000
0.604668163730
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
640822.47200000
PA
USD
530877.59000000
0.099296499876
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-137000000.00000000
OU
Notional Amount
USD
7283022.75000000
1.362232426488
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2025-01-10
380.00000000
USD
0.00000000
USD
-137000000.00000000
USD
7282642.75000000
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
3355525.48410000
PA
USD
3072387.59000000
0.574666061813
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
1000000.00000000
PA
USD
939479.40000000
0.175722271730
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
6.58400000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
643134.66040000
PA
USD
592468.96000000
0.110816683773
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAG6
2000000.00000000
PA
USD
1864672.40000000
0.348772384111
Long
ABS-O
CORP
KY
N
2
2036-01-18
Floating
6.31100000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
200000.00000000
PA
USD
198357.33000000
0.037101186723
Long
DBT
CORP
US
N
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
2650000.00000000
PA
USD
2371750.00000000
0.443617282058
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
7423639.08670000
PA
USD
6789621.71000000
1.269945622090
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
650000.00000000
PA
USD
631456.30000000
0.118108960701
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
3000000.00000000
PA
USD
2970744.90000000
0.555654591852
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
6.64200000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
6898034.85900000
PA
USD
6494984.75000000
1.214836083821
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
24593735.83860000
PA
USD
1080031.45000000
0.202011433071
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.04100000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11350000.00000000
PA
USD
11136138.76000000
2.082927631215
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
6.27200000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
9700000.00000000
PA
USD
9069786.25000000
1.696432560376
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830TAD0
1147647.74150000
PA
USD
1055765.00000000
0.197472583447
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Newfleet CLO, Ltd.
5493003RFBB86V8THH68
Newfleet CLO Ltd.
65130PAN0
132522.43640000
PA
USD
132427.30000000
0.024769490416
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
5.75800000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
2250000.00000000
PA
USD
2189469.15000000
0.409523075144
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.35200000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
5500000.00000000
PA
USD
5206240.05000000
0.973786470211
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
6.52800000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAB2
2000000.00000000
PA
USD
1680921.00000000
0.314403122325
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.23700000
N
N
N
N
N
N
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
N/A
MACOM Technology Solutions Holdings, Inc.
N/A
244787.18610000
PA
USD
242542.49000000
0.045365675217
Long
LON
CORP
US
N
2
2024-05-17
Variable
7.09000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
2140477.00020000
PA
USD
2119405.72000000
0.396418258705
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
5.70800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
343935.86900000
PA
USD
324913.02000000
0.060772438426
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
1181697.54080000
PA
USD
1174995.07000000
0.219773635241
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.19200000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
2550000.00000000
PA
USD
2441214.96000000
0.456610159365
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.00800000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
2250000.00000000
PA
USD
2194940.25000000
0.410546401595
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.49200000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
2050000.00000000
PA
USD
1903056.00000000
0.355951736196
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
23746288.23250000
PA
USD
485689.96000000
0.090844507211
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.66700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
2027663.29350000
PA
USD
1966215.16000000
0.367765162947
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
1000000.00000000
PA
USD
971746.00000000
0.181757486822
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
6.23200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
543712.38680000
PA
USD
536632.31000000
0.100372875230
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
3.25400000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
4299175.00000000
PA
USD
4075953.24000000
0.762375165226
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAJ2
1322141.81290000
PA
USD
1311200.96000000
0.245249881356
Long
ABS-O
CORP
KY
N
2
2029-10-20
Floating
5.86800000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92917RAA7
281250.00000000
PA
USD
280785.29000000
0.052518691764
Long
ABS-O
CORP
KY
N
2
2032-07-20
Floating
5.45800000
N
N
N
N
N
N
Wind River CLO Ltd
2549008107XSHXNMJI27
Wind River CLO Ltd.
88432GAN7
0.01250000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-10-15
Floating
0.99400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
455094.83180000
PA
USD
432722.96000000
0.080937444249
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946MAC1
521560.87200000
PA
USD
519399.11000000
0.097149539994
Long
ABS-O
CORP
KY
N
2
2028-05-15
Floating
6.18400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
2460233.45340000
PA
USD
2338544.89000000
0.437406526013
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.38900000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
8250000.00000000
PA
USD
8103874.35000000
1.515766296316
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
6.30800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
141623.56140000
PA
USD
140995.43000000
0.026372092100
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
4.20800000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
4300000.00000000
PA
USD
3867926.28000000
0.723465349861
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
3250000.00000000
PA
USD
3148437.50000000
0.588890602500
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
300000.00000000
PA
USD
284342.81000000
0.053184098047
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
1250000.00000000
PA
USD
1216750.00000000
0.227583568227
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.29200000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
3615262.47530000
PA
USD
3397860.84000000
0.635543286877
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
500000.00000000
PA
USD
499679.96000000
0.093461227260
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
5.75400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAB7
405490.44070000
PA
USD
360862.00000000
0.067496413887
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.48600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
4500000.00000000
PA
USD
4353750.00000000
0.814334875834
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.51500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
2385891.20950000
PA
USD
2188274.04000000
0.409299539168
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
233577.44280000
PA
USD
209670.67000000
0.039217258460
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
1749999.99990000
PA
USD
1497151.77000000
0.280030525576
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
1000000.00000000
PA
USD
965673.70000000
0.180621710614
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
6.59200000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
484620.00000000
PA
USD
470081.40000000
0.087925048177
Long
LON
CORP
US
N
2
2028-07-10
Variable
7.67000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Trust
61767YBA7
43194090.73750000
PA
USD
1263893.65000000
0.236401419130
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.82100000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
12605678.10000000
NS
USD
12605678.10000000
2.357793467786
Long
STIV
RF
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAD0
2400000.00000000
PA
USD
2405280.10000000
0.449888824939
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
5.78200000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
1826699.24090000
PA
USD
1706500.06000000
0.319187485379
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3901351.20000000
0.729717219647
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.24800000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
5459117.92370000
PA
USD
5387475.19000000
1.007685085250
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
5.78800000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
295120.29330000
PA
USD
286266.68000000
0.053543942879
Long
LON
CORP
US
N
2
2025-10-24
Variable
8.09000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAA1
428571.42860000
PA
USD
428129.87000000
0.080078342699
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
5.30800000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
4250000.00000000
PA
USD
4005066.13000000
0.749116285887
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
6.66100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
1769041.87800000
PA
USD
1609326.94000000
0.301012013519
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
1004742.74800000
PA
USD
913156.03000000
0.170798691313
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
1319997.11560000
PA
USD
1242203.35000000
0.232344418210
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.12500000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
1457487.80500000
PA
USD
1369770.07000000
0.256204775165
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
6.09100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4500000.00000000
PA
USD
4353097.95000000
0.814212914983
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
6.31500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
2138469.89300000
PA
USD
2044045.97000000
0.382322807046
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
5.47500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAD7
3100000.00000000
PA
USD
3029110.38000000
0.566571398262
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.80000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
3269764.81430000
PA
USD
3009458.84000000
0.562895731450
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
2550000.00000000
PA
USD
2349401.24000000
0.439437121346
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
1500000.00000000
PA
USD
1349068.05000000
0.252332624286
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.78400000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
668695.92350000
PA
USD
657559.19000000
0.122991302059
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.41500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
2200000.00000000
PA
USD
1952482.77000000
0.365196626833
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Company LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
450000.00000000
PA
USD
446574.53000000
0.083528272050
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
5346000.00000000
PA
USD
5224063.09000000
0.977120130404
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAE0
2408276.86570000
PA
USD
2287410.03000000
0.427842150505
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.04200000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
982000.00000000
PA
USD
969880.01000000
0.181408467991
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust
929342AB9
2100000.00000000
PA
USD
2073671.46000000
0.387864023175
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.26300000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAF9
5700000.00000000
PA
USD
5369483.05000000
1.004319796225
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3B5
11000000.00000000
PA
USD
10790912.77000000
2.018355810669
Long
DBT
CORP
US
N
2
2024-08-19
Floating
5.31100000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
12000000.00000000
OU
Notional Amount
USD
-321261.00000000
-0.06008935665
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
303.68000000
USD
0.00000000
USD
12000000.00000000
USD
-321564.68000000
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAA2
1468255.13010000
PA
USD
1423280.57000000
0.266213495549
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
0.80100000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
1750000.00000000
PA
USD
1691235.00000000
0.316332275333
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
6.40400000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAS4
218287.18770000
PA
USD
214753.05000000
0.040167877876
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
6.17000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
2127708.22380000
PA
USD
1852837.68000000
0.346558792324
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
434000.00000000
PA
USD
404705.00000000
0.075696904030
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
2600000.00000000
PA
USD
2434147.74000000
0.455288291155
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
3-Month USD LIBOR
N/A
-4500000.00000000
OU
Notional Amount
USD
572800.37000000
0.107137827891
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE LIBOR USD 3 Month
N/A
Y
2031-03-16
267.29000000
USD
0.00000000
USD
-4500000.00000000
USD
572533.08000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
3209375.00000000
PA
USD
2790773.01000000
0.521992257842
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4927378.30000000
PA
USD
4882996.42000000
0.913326278123
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
5.79200000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
1150000.00000000
PA
USD
965150.87000000
0.180523919353
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO IX Ltd.
01750NAA7
1500000.00000000
PA
USD
1475976.90000000
0.276069931805
Long
ABS-O
CORP
KY
N
2
2031-10-16
Floating
5.95700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
6250000.00000000
PA
USD
6080941.88000000
1.137392604262
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
6.33800000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
983266.20100000
PA
USD
979166.47000000
0.183145427681
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.18400000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAB9
2600000.00000000
PA
USD
2564074.84000000
0.479590138722
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
4750000.00000000
PA
USD
4614719.53000000
0.863147184719
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.33600000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAJ0
1000000.00000000
PA
USD
934150.10000000
0.174725467859
Long
ABS-O
CORP
KY
N
2
2036-01-18
Floating
6.66100000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
7903720.26100000
PA
USD
7096331.53000000
1.327313294370
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
3676835.92450000
PA
USD
3548540.46000000
0.663726730953
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
5.81100000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778GAA3
4075000.00000000
PA
USD
4075000.00000000
0.762196869141
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
6.69700000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
3500000.00000000
PA
USD
3313604.74000000
0.619783842552
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
457338.92140000
PA
USD
434349.96000000
0.081241761870
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
5000000.00000000
PA
USD
4896937.50000000
0.915933848069
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
6.29200000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
4100000.00000000
PA
USD
3955179.80000000
0.739785438147
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.13400000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
2350000.00000000
PA
USD
2107027.51000000
0.394103011366
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
1800000.00000000
PA
USD
1775946.42000000
0.332176883702
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.09200000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
398811.92000000
0.074594649521
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
4300000.00000000
PA
USD
4170922.08000000
0.780138343757
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
2150000.00000000
PA
USD
2149465.62000000
0.402040727826
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
2550000.00000000
PA
USD
2499476.93000000
0.467507605040
Long
DBT
CORP
US
N
2
2026-01-25
Floating
5.24100000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
2439326.09580000
PA
USD
2255870.23000000
0.421942877667
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
2500000.00000000
PA
USD
2416556.00000000
0.451997893817
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
6.42300000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
1000000.00000000
PA
USD
914974.60000000
0.171138840604
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
6.50900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
225545.86360000
PA
USD
214454.24000000
0.040111987804
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
39805467.23000000
NS
USD
39805467.23000000
7.445301226364
Long
STIV
RF
US
N
1
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
1300000.00000000
PA
USD
1180710.09000000
0.220842585021
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
275000.00000000
PA
USD
266730.67000000
0.049889885049
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAF9
500000.00000000
PA
USD
492543.32000000
0.092126374581
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AZ7
8070000.00000000
PA
USD
7956795.98000000
1.488256437878
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
2023-05-01
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO