0001752724-23-274262.txt : 20231129
0001752724-23-274262.hdr.sgml : 20231129
20231129163135
ACCESSION NUMBER: 0001752724-23-274262
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231129
DATE AS OF CHANGE: 20231129
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: 231452677
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043991
Guggenheim Total Return Bond Fund
C000136527
A-Class
GIBAX
C000136528
C-Class
GIBCX
C000136529
Institutional Class
GIBIX
C000152106
R6
GIBRX
C000155971
P
GIBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043991
C000152106
C000136528
C000136529
C000155971
C000136527
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Total Return Bond Fund
S000043991
549300FZ18ZR1YQ4EB78
2023-09-30
2023-09-30
N
22631160630.52
1614852546.96
21016308083.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1279248819.76000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
63746365.33000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
33400000.00000000
PA
USD
24714335.68000000
0.117595990607
Long
DBT
CORP
CH
N
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD6N4
5522318.44600000
PA
USD
3930347.02000000
0.018701415131
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.51000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAE6
44000000.00000000
PA
USD
41912983.20000000
0.199430761260
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
7.34700000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
16536210.36760000
PA
USD
3190617.14000000
0.015181625275
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.87400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
34150000.00000000
PA
USD
33754778.64000000
0.160612313569
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.01900000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
6650000.00000000
PA
USD
6575500.05000000
0.031287607813
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.58200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQVG8
73534278.58880000
PA
USD
69414313.26000000
0.330287855431
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
40537000.00000000
PA
USD
31299829.76000000
0.148931152110
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAF7
300000.00000000
PA
USD
300004.43000000
0.001427483974
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
60106001.24200000
PA
USD
55093731.75000000
0.262147526249
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
3700000.00000000
PA
USD
111525.40000000
0.000530661234
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
3330849.05360000
PA
USD
1926387.89000000
0.009166157454
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.68400000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2023-RCF1 LLC
69381AAA9
4739452.10980000
PA
USD
4462745.83000000
0.021234680288
Long
ABS-MBS
CORP
US
N
2
2053-06-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418CV27
112862.50450000
PA
USD
98808.84000000
0.000470153176
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KRFC3
45892200.90780000
PA
USD
44459615.74000000
0.211548172796
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
101489.99000000
NS
USD
22835.25000000
0.000108654906
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
101489.99
11.50000000
USD
2026-09-16
XXXX
-210998.94000000
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
30100000.00000000
PA
USD
25917641.42000000
0.123321571595
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAP3
800000.00000000
PA
USD
763535.92000000
0.003633063985
Long
DBT
CORP
AU
N
2
2030-01-15
Variable
5.03300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
28908000.00000000
PA
USD
26006643.38000000
0.123745061580
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
1670000.00000000
PA
USD
1256782.45000000
0.005980034385
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
22700000.00000000
PA
USD
15420228.49000000
0.073372680057
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
1013462.75040000
PA
1087982.93000000
0.005176850880
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
5.99800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61766CAL3
275000.00000000
PA
USD
240729.31000000
0.001145440526
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
4.74700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
41500000.00000000
PA
USD
41126964.80000000
0.195690720922
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
7.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
10493981.27500000
PA
USD
7576119.29000000
0.036048763940
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
1200000.00000000
PA
USD
923943.68000000
0.004396317737
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
48199772.53350000
PA
USD
44592308.76000000
0.212179554004
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.62400000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
125461.13310000
PA
USD
112893.16000000
0.000537169323
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
6175000.00000000
PA
USD
3856215.01000000
0.018348679485
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAC0
5905371.53890000
PA
USD
4800305.27000000
0.022840858874
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.61400000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
541225.00000000
NS
USD
8832792.00000000
0.042028276160
Long
EP
CORP
US
N
2
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
100000000.00000000
PA
USD
99653420.00000000
0.474171865028
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.42000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AJ8
6849515.90000000
PA
USD
6775813.05000000
0.032240739063
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.44700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQ75
975336.61000000
PA
USD
669746.49000000
0.003186794213
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.64500000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
1750000.00000000
PA
USD
1849383.55000000
0.008799754660
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAE0
2938230.72020000
PA
USD
1027573.33000000
0.004889409338
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.73400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAJ6
1000000.00000000
PA
USD
1000115.45000000
0.004758758988
Long
DBT
CORP
FR
N
2
2029-10-03
Variable
6.31600000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
2967589.34370000
PA
USD
2534266.40000000
0.012058570848
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
313636364.00000000
PA
USD
216409.09000000
0.001029719821
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
9500000.00000000
PA
USD
9170517.20000000
0.043635243466
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.42000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
39920000.00000000
PA
USD
24399078.45000000
0.116095930612
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYC7
5925000.00000000
PA
USD
4741118.52000000
0.022559235909
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AC9
2469539.07150000
PA
USD
2233633.14000000
0.010628094768
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AU2
1000000.00000000
PA
USD
987302.85000000
0.004697793951
Long
DBT
CORP
CH
N
2
2027-01-12
Variable
5.71100000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
40754.29000000
NS
USD
407.54000000
0.000001939160
Long
EC
CORP
US
N
3
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAC2
1600000.00000000
PA
USD
1575520.04000000
0.007496654663
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAL9
2300000.00000000
PA
USD
2226246.36000000
0.010592946920
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
8.07000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
300000.00000000
PA
USD
281100.00000000
0.001337532733
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHJ3
76650000.00000000
PA
USD
72751628.52000000
0.346167501117
Long
DBT
UST
US
N
2
2030-06-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
83083991.11640000
PA
USD
78416061.64000000
0.373120061469
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645MAE2
10611756.91200000
PA
USD
3337449.55000000
0.015880284666
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.58400000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
5617000.00000000
PA
USD
4811961.51000000
0.022896321708
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
1701380.70000000
PA
USD
1667114.89000000
0.007932482162
Long
LON
CORP
US
N
2
2027-08-02
Variable
7.18000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAD9
5050000.00000000
PA
USD
3737011.11000000
0.017781482338
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQK6
1900000.00000000
PA
USD
1117442.10000000
0.005317023787
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENJN1
180000.00000000
PA
USD
116703.90000000
0.000555301623
Long
DBT
USGSE
US
N
2
2041-12-30
Fixed
2.59000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAC0
3200000.00000000
PA
USD
3146115.84000000
0.014969878760
Long
ABS-O
CORP
KY
N
2
2037-02-16
Floating
6.79500000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
13015000.00000000
PA
USD
11695366.20000000
0.055649004351
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
40861885.64250000
PA
USD
40627710.26000000
0.193315163150
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.87000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
18757000.00000000
PA
USD
14619543.80000000
0.069562854436
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
75304581.15620000
PA
USD
980503.30000000
0.004665440267
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.04400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
218036339.73680000
PA
USD
6138246.25000000
0.029207062561
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.74100000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAF6
1803738.28060000
PA
USD
1241444.16000000
0.005907051586
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.91400000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
12534837.80630000
PA
USD
10780428.94000000
0.051295541049
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
45350000.00000000
PA
USD
35673557.13000000
0.169742263903
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
1360000.00000000
PA
USD
1216778.91000000
0.005789689155
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
19036733.14560000
PA
USD
15783355.45000000
0.075100514263
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
37831084.54270000
PA
USD
37130301.53000000
0.176673759170
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
8.24400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
19520000.00000000
PA
USD
15822502.08000000
0.075286782136
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442KAA9
6275694.01080000
PA
USD
2640146.19000000
0.012562369087
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.64400000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
215000.00000000
PA
USD
207559.32000000
0.000987610760
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAG4
52739619.17350000
PA
USD
1603347.71000000
0.007629064551
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.45900000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
22324667.31900000
PA
USD
19082824.24000000
0.090800078511
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
13950000.00000000
PA
USD
7797381.80000000
0.037101577351
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3300000.00000000
NS
USD
2623500.00000000
0.012483163025
Long
EP
CORP
US
N
2
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAD6
26744795.24320000
PA
USD
7879979.49000000
0.037494594477
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.59400000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
59698079.54210000
PA
USD
754303.14000000
0.003589132482
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.56000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-95146280.00000000
PA
USD
-95146280.00000000
-0.45272594797
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
100000000.00000000
USD
90690000.00000000
USD
UST
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363TAD4
622489.91530000
PA
USD
522287.57000000
0.002485153757
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
5.54600000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
8194683.03210000
PA
USD
7296322.06000000
0.034717430059
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
14400000.00000000
PA
USD
11378189.09000000
0.054139809165
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBYV1
112505.36770000
PA
USD
108696.93000000
0.000517202781
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
2650000.00000000
PA
USD
2372316.97000000
0.011287981507
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAE9
25982000.00000000
PA
USD
25248697.02000000
0.120138593893
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
7.12800000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
53785000.00000000
PA
USD
43542194.82000000
0.207182891718
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7P3
1612000.00000000
PA
USD
226120.08000000
0.001075926747
Long
DBT
USGA
US
N
2
2058-09-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQ2W5
63572848.90000000
PA
USD
48587103.49000000
0.231187624852
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
20034542.04910000
PA
USD
19975063.50000000
0.095045539971
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GS6
2658790000.00000000
PA
USD
704010262.59000000
3.349828427480
Long
DBT
UST
US
N
2
2053-05-15
None
0.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
20039778.94650000
PA
USD
16016015.78000000
0.076207560891
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
6654000.00000000
PA
USD
5457577.53000000
0.025968298086
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
14474290.41830000
PA
USD
11983608.08000000
0.057020519647
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBG3
1020000.00000000
PA
USD
101721.54000000
0.000484012413
Long
DBT
USGA
US
N
2
2064-09-15
None
0.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
98500000.00000000
PA
USD
96255687.35000000
0.458004740734
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.89700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
62243808.04850000
PA
USD
54715755.58000000
0.260349036388
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAA2
6625000.00000000
PA
USD
6207299.71000000
0.029535633401
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
5.39800000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Company of New York, Inc.
209111ED1
1080000.00000000
PA
USD
1001902.70000000
0.004767263098
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
11600000.00000000
PA
11495247.96000000
0.054696799810
Long
LON
CORP
GB
N
2
2028-12-15
Variable
8.40000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AP1
1600000.00000000
PA
USD
1070917.39000000
0.005095649462
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXY1
296177.54400000
PA
USD
266859.20000000
0.001269772021
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
SAN MATEO CA FOSTER CITY SCH D
N/A
San Mateo Foster City School District General Obligation Unlimited
799055RJ9
6125000.00000000
PA
USD
4167519.21000000
0.019829930135
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.05900000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
4025000.00000000
PA
USD
3437039.67000000
0.016354155336
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAA4
3100000.00000000
PA
USD
2937250.00000000
0.013976051304
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.87500000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
43760595.00000000
PA
USD
42966909.09000000
0.204445561604
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAB0
10921964.44450000
PA
USD
9931488.62000000
0.047256105023
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ESC5
24153588.41740000
PA
USD
23544241.21000000
0.112028435805
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
10290000.00000000
PA
USD
7482571.07000000
0.035603641896
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.55000000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
12191165.22450000
PA
USD
12186288.76000000
0.057984916815
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
7.01300000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
31976219.39000000
PA
USD
31983573.92000000
0.152184550173
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.18000000
N
N
N
N
N
N
Cerberus
6354009FMFQEKUGULT95
Cerberus Loan Funding XXXVIII, LP
15674XAA8
16570000.00000000
PA
USD
16555113.51000000
0.078772700914
Long
ABS-O
CORP
US
N
2
2034-10-15
Floating
8.05800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LENP8
5501000.00000000
PA
USD
3613868.25000000
0.017195542792
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
828515.73040000
PA
USD
729084.56000000
0.003469137191
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
16988075.95000000
PA
USD
13654364.47000000
0.064970328830
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
39050000.00000000
PA
USD
27999181.14000000
0.133225973984
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
790000.00000000
PA
USD
688759.00000000
0.003277259722
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BP2
1180000.00000000
PA
USD
1209682.64000000
0.005755923615
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
13092000.00000000
PA
USD
12362784.76000000
0.058824721786
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.44700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust 2023-2
03465GAA4
15001016.89270000
PA
USD
14133019.05000000
0.067247867674
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWK43
673529.27600000
PA
USD
524853.89000000
0.002497364845
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.35500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM3 Trust
36169GAA3
20250000.00000000
PA
USD
20171375.53000000
0.095979633767
Long
ABS-MBS
CORP
US
N
3
2068-08-25
Variable
6.88900000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
29017408.16860000
PA
USD
27224306.45000000
0.129538957754
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.71400000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
1780000.00000000
PA
USD
1456176.53000000
0.006928793221
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
17904000.00000000
PA
USD
15175382.60000000
0.072207651979
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAK7
2880000.00000000
PA
USD
2690154.29000000
0.012800318111
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HX4D9
27004000.00000000
PA
USD
17290920.44000000
0.082273824552
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.40000000
N
N
N
N
N
N
ORANGEWOOD PARTNERS LLC
N/A
Pacific Bells LLC
N/A
13895486.94330000
PA
USD
13700116.40000000
0.065188026105
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAA7
30247000.00000000
PA
USD
22605162.60000000
0.107560102897
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
18937000.00000000
PA
USD
15574989.97000000
0.074109067625
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
1250000.00000000
PA
USD
1031450.45000000
0.004907857488
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Limited Duration Fund - R6-Class
N/A
5082717.45600000
NS
USD
119901304.79000000
0.570515545895
Long
EC
RF
US
N
1
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAA8
6839085.75320000
PA
USD
3590524.81000000
0.017084469811
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.62400000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co.
93884PDW7
1300000.00000000
PA
USD
895130.29000000
0.004259217586
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.79600000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AL6
1660000.00000000
PA
USD
1660000.00000000
0.007898628024
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
41882889.19400000
PA
USD
1142933.79000000
0.005438318592
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.21500000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
8203000.00000000
PA
USD
6901617.84000000
0.032839344629
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
12610261.04770000
PA
USD
6486788.90000000
0.030865501562
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.55400000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-840937.09000000
PA
USD
-840937.09000000
-0.00400135497
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.00000000
N/A
1150000.00000000
USD
896310.00000000
USD
CDS
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
8250000.00000000
PA
USD
7231281.75000000
0.034407954628
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524VAG4
1300488.63330000
PA
USD
1171139.30000000
0.005572526322
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.93400000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAC7
10470000.00000000
PA
USD
10214532.00000000
0.048602884766
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
41652000.00000000
PA
USD
26140885.17000000
0.124383812161
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAJ7
2554261.40850000
PA
USD
1872936.44000000
0.008911824248
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.31400000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
19800000.00000000
PA
USD
15149866.64000000
0.072086241692
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWHE6
179214158.49570000
PA
USD
169168436.08000000
0.804938885590
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXU99
2303143.07830000
PA
USD
1689919.79000000
0.008040992658
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.92000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
5550000.00000000
PA
USD
5415690.39000000
0.025768990293
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
18037501.34660000
PA
USD
17079396.17000000
0.081267347728
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
6.06400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDLZ0
1245066.63680000
PA
USD
864666.47000000
0.004114264344
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.34000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
37648310.86080000
PA
USD
34773963.98000000
0.165461811093
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St. Joseph Health Obligated Group
743820AB8
4250000.00000000
PA
USD
2326364.92000000
0.011069332019
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7Q1
1612000.00000000
PA
USD
219855.84000000
0.001046120180
Long
DBT
USGA
US
N
2
2059-03-15
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1650000.00000000
PA
USD
1462162.81000000
0.006957277197
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
18000000.00000000
PA
USD
14379111.54000000
0.068418827335
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD3D9
588482.03400000
PA
USD
419458.21000000
0.001995870103
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.56000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2800000.00000000
PA
USD
2696069.32000000
0.012828463064
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
10750000.00000000
PA
USD
10582805.25000000
0.050355206099
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.16200000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
39500000.00000000
PA
USD
39011254.65000000
0.185623728463
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
7.04900000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
1350000.00000000
PA
USD
1469572.71000000
0.006992535054
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
526939.35670000
PA
USD
436125.15000000
0.002075174898
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.91400000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
19733406.80200000
PA
USD
19555563.42000000
0.093049470640
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
6.85800000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4800000.00000000
PA
USD
4913488.03000000
0.023379406175
Long
DBT
CORP
US
N
3
2026-11-20
Fixed
7.33000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
6137377.28200000
PA
USD
1450899.31000000
0.006903683102
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.66400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBL35
859662.16200000
PA
USD
580057.89000000
0.002760037051
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.34000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
2368525.00000000
NS
USD
236.85000000
0.000001126981
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
25121000.00000000
PA
USD
19730138.91000000
0.093880137422
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
27696518.71760000
PA
USD
27142588.34000000
0.129150125855
Long
LON
CORP
US
N
3
2028-04-13
Variable
9.84000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
2500000.00000000
PA
USD
1569842.25000000
0.007469638548
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
2711877.33460000
PA
USD
2703827.94000000
0.012865380204
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.97000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BE7
10250000.00000000
PA
USD
9934141.13000000
0.047268726222
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
61298876.80540000
PA
USD
57069787.61000000
0.271550014317
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
293737.81050000
PA
USD
279205.37000000
0.001328517686
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.73400000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKBQ8
70000.00000000
PA
USD
54099.92000000
0.000257418761
Long
DBT
USGSE
US
N
2
2044-02-26
Fixed
3.67000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAY4
9200000.00000000
PA
USD
8880264.12000000
0.042254158459
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
7.33800000
N
N
N
N
N
N
Bank
N/A
BANK
06539WBD7
140000000.00000000
PA
USD
3205174.00000000
0.015250889867
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.53200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWED0
637301.01400000
PA
USD
504195.30000000
0.002399066943
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHF49
13149.90080000
PA
USD
11526.37000000
0.000054844885
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HYCH9
569846.98180000
PA
USD
403519.38000000
0.001920029809
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLLJ5
79970309.05730000
PA
USD
75475221.17000000
0.359126925956
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
3398217.57000000
PA
USD
2776887.47000000
0.013213012765
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAN8
2646000.00090000
PA
USD
2125185.17000000
0.010112076590
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.19000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
1035008.00000000
NS
USD
103.50000000
0.000000492474
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
1035008.00
1.00000000
USD
2025-07-24
XXXX
102.77000000
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
17450000.00000000
PA
USD
16871333.57000000
0.080277342256
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
7.41000000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103228AE2
8800000.00000000
PA
USD
8671524.40000000
0.041260931108
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
7.08400000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
14630000.00000000
PA
USD
10966778.79000000
0.052182232704
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAM3
127271580.61900000
PA
USD
120121134.86000000
0.571561543456
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
14400000.00000000
PA
USD
14304802.46000000
0.068065249153
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBH1
1020000.00000000
PA
USD
98899.20000000
0.000470583128
Long
DBT
USGA
US
N
2
2065-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUB70
189496.95460000
PA
USD
152696.46000000
0.000726561769
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.95000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7M0
1612000.00000000
PA
USD
239981.66000000
0.001141883051
Long
DBT
USGA
US
N
2
2057-09-15
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EK4T0
144000.00000000
PA
USD
100291.39000000
0.000477207460
Long
DBT
USGSE
US
N
2
2039-11-01
Fixed
2.74000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
112874.46790000
PA
USD
102317.96000000
0.000486850304
Long
ABS-MBS
CORP
US
Y
2
2036-06-26
Variable
3.46600000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
22400000.00000000
PA
USD
16936678.98000000
0.080588269417
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55663DAA1
26600000.00000000
PA
USD
26600000.00000000
0.126568376777
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
7.32000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABB0
34843500.26560000
PA
USD
357954.25000000
0.001703221367
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
0.99900000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
19100000.00000000
PA
USD
18578391.99000000
0.088399884109
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
45800000.00000000
PA
54833268.26000000
0.260908186356
Long
LON
CORP
GB
N
3
2025-04-28
Variable
8.68000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
26000000.00000000
PA
USD
22039336.80000000
0.104867785114
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
14198066.06210000
PA
USD
11835365.89000000
0.056315152228
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AB9
11016205.43720000
PA
USD
5288241.29000000
0.025162560755
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.54400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
40472082.98730000
PA
USD
934075.44000000
0.004444526775
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.01500000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Company II LLC
48249DAA9
1000000.00000000
PA
USD
869302.60000000
0.004136324022
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCL1
1400000.00000000
PA
USD
1370240.96000000
0.006519893763
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.41400000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
17800000.00000000
PA
USD
16073477.43000000
0.076480975469
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTYD5
13075000.00000000
PA
USD
10462468.30000000
0.049782617662
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J07C8
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AP7
1200000.00000000
PA
USD
995652.16000000
0.004737521719
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAE4
6600000.00000000
PA
USD
6425904.54000000
0.030575801013
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.09500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM2 Trust
670843AB7
3487412.31550000
PA
USD
3465075.44000000
0.016487555408
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.72400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
9000000.00000000
PA
USD
8892000.00000000
0.042310000237
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
7.11100000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1290000.00000000
PA
USD
1155901.92000000
0.005500023674
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BB9
1650000.00000000
PA
USD
1619648.12000000
0.007706625319
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAV0
12087016.25070000
PA
USD
9588480.11000000
0.045623998619
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44200000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
54705000.00000000
PA
USD
34687552.64000000
0.165050647821
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729NAC9
11565768.18100000
PA
USD
5141256.91000000
0.024463178259
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.55400000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CE2
1580000.00000000
PA
USD
1483737.32000000
0.007059933238
Long
DBT
CORP
JP
N
2
2028-04-19
Variable
4.08000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAB7
10200000.00000000
PA
USD
10033846.08000000
0.047743143277
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
8.07000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM3 Trust
36169GAC9
5150000.00000000
PA
USD
5129849.34000000
0.024408898649
Long
ABS-MBS
CORP
US
N
3
2068-08-25
Variable
7.34300000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
10771433.93500000
PA
USD
10310266.84000000
0.049058411206
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMC75
720000.00000000
PA
USD
456625.44000000
0.002172719576
Long
DBT
USGSE
US
N
2
2046-06-01
Fixed
2.84000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
11881095.07950000
PA
USD
11687181.35000000
0.055610059119
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.69700000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
39900000.00000000
PA
USD
33160279.53000000
0.157783562165
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
207200000.00000000
NC
USD
129833.59000000
0.000617775441
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
207200000
0.20000000
USD
2023-12-19
XXXX
-711916.41000000
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
550000.00000000
PA
USD
475772.85000000
0.002263826967
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
28185294.05790000
PA
USD
24506512.84000000
0.116607125964
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
41708000.00000000
PA
USD
33901886.09000000
0.161312281658
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAJ0
4200000.00000000
PA
USD
3714616.50000000
0.017674924088
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
8.14200000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKYC4
1500000.00000000
PA
USD
1011405.00000000
0.004812477034
Long
DBT
USGSE
US
N
2
2048-08-05
Fixed
3.11000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AE3
6500000.00000000
PA
USD
6120479.30000000
0.029122523688
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
7.24700000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Madison Avenue Secured Funding Trust
N/A
25350000.00000000
PA
USD
25350000.00000000
0.120620614711
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
8438206.30350000
PA
USD
8417110.79000000
0.040050377813
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.61000000
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.
46590XAZ9
2250000.00000000
PA
USD
2141105.85000000
0.010187830524
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
20938500.00000000
PA
USD
19464387.72000000
0.092615637544
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
32500000.00000000
PA
USD
31134200.50000000
0.148143053366
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.28300000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
11397804.33090000
PA
USD
5905376.81000000
0.028099020943
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.03400000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281BB9
48966657.16120000
PA
USD
307760.34000000
0.001464388220
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
0.94800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAG6
19200000.00000000
PA
USD
18010452.48000000
0.085697508850
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
7.39500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-147699315.12000000
PA
USD
-147699315.12000000
-0.70278430699
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
150000000.00000000
USD
136035000.00000000
USD
UST
N
N
N
TFI INTERNATIONAL INC
N/A
TFI International, Inc.
N/A
14000000.00000000
PA
USD
10161212.18000000
0.048349177884
Long
DBT
CORP
CA
N
3
2033-01-05
Fixed
3.35000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
5360000.00000000
PA
USD
4558230.83000000
0.021689017937
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.09700000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
28657666.66000000
PA
USD
0.29000000
0.000000001379
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
49984685.54060000
PA
USD
49370003.87000000
0.234912828997
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
7.08800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BKXK3
835738.88000000
PA
USD
474220.05000000
0.002256438419
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Fixed
2.50000000
N
Y
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AC1
13251099.09530000
PA
USD
12990798.48000000
0.061812942731
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
21781000.00000000
PA
USD
17898707.30000000
0.085165801856
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
1549000.00000000
PA
USD
1336399.81000000
0.006358870476
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
2127812.02000000
PA
USD
987304.78000000
0.004697803134
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363RAA4
1381992.18920000
PA
USD
1132558.63000000
0.005388951406
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.50600000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BL2
18801000.00000000
PA
USD
12880504.00000000
0.061288138472
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
458065.22240000
PA
USD
439857.13000000
0.002092932442
Long
LON
CORP
US
N
2
2026-07-24
Variable
9.18000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
53467000.00000000
NS
USD
49461637.32000000
0.235348840164
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132E0BY7
127047545.60000000
PA
USD
121460568.80000000
0.577934850959
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
10560000.00000000
PA
USD
10003065.60000000
0.047596683300
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
59500000.00000000
PA
USD
58989263.90000000
0.280683284930
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
7.28800000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498MQ8
3000000.00000000
PA
USD
2110855.50000000
0.010043893016
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
11234610.24470000
PA
USD
3310194.77000000
0.015750600708
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.53400000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
42909123.87550000
PA
USD
759877.67000000
0.003615657264
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
1.14000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
195474797.55960000
PA
USD
3204496.55000000
0.015247666418
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.57300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBF1
18132161.21500000
PA
USD
212068.32000000
0.001009065527
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.15200000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GF3
1000000.00000000
PA
USD
382930.00000000
0.001822061222
Long
DBT
MUN
US
N
2
2039-09-01
None
0.00000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Company LLC
09261BAH3
2150000.00000000
PA
USD
1284620.53000000
0.006112493806
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
15700000.00000000
PA
USD
14923572.20000000
0.071009485303
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
19419680.00490000
PA
USD
14335491.26000000
0.068211272898
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
15665000.00000000
PA
USD
14725649.84000000
0.070067729219
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
7.49500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68401TAE8
4923997.12080000
PA
USD
2362958.76000000
0.011243453182
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.68400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
25602000.00000000
PA
USD
18247975.53000000
0.086827693320
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAJ9
5160593.28380000
PA
USD
4966917.77000000
0.023633636080
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
7.19700000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
15203000.00000000
PA
USD
9455156.49000000
0.044989616884
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
23157525.00000000
PA
USD
18915946.41000000
0.090006038809
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
3262603.48750000
PA
USD
3164128.33000000
0.015055585964
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7K4
1612000.00000000
PA
USD
253828.74000000
0.001207770360
Long
DBT
USGA
US
N
2
2056-09-15
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAV0
27836630.68870000
PA
USD
318392.60000000
0.001514978742
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.85900000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Station Place Securitization Trust
N/A
12650000.00000000
PA
USD
12650000.00000000
0.060191352114
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
8800000.00000000
PA
USD
8104904.72000000
0.038564835877
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
7.39700000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
167170524.95610000
PA
USD
10690036.84000000
0.050865436486
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEN60
7100000.00000000
PA
USD
4473536.48000000
0.021286024463
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.41000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FCG4
3500000.00000000
PA
USD
331289.00000000
0.001576342517
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
21000000.00000000
PA
USD
19930392.30000000
0.094832985035
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.48200000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
34939000.00000000
PA
USD
19565840.00000000
0.093098368762
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C5E0
373969.47690000
PA
USD
342458.96000000
0.001629491529
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
39961000.00000000
PA
USD
33278881.42000000
0.158347894823
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BL5
13100000.00000000
PA
USD
12235534.54000000
0.058219238561
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
60050000.00000000
PA
USD
57257266.66000000
0.272442078943
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.44700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XH3K1
2807364.69000000
PA
USD
2328483.02000000
0.011079410383
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJYM6
493046.85600000
PA
USD
417449.98000000
0.001986314524
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
504367.71470000
PA
USD
497220.82000000
0.002365880905
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.42000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
41090000.00000000
PA
USD
37207703.39000000
0.177042053447
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
4982119.31000000
PA
USD
3534393.56000000
0.016817385555
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
1266687.29760000
PA
USD
29513.81000000
0.000140432895
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
1200000.00000000
PA
USD
917714.78000000
0.004366679325
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
14246450.00000000
PA
USD
14017994.78000000
0.066700558082
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
138205000.00000000
PA
USD
110219454.94000000
0.524447274477
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
1200000.00000000
PA
USD
1080468.74000000
0.005141096788
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
250000.00000000
PA
USD
224957.90000000
0.001070396851
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
1103600000.00000000
PA
USD
1042729562.50000000
4.961525870072
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
22825000.00000000
PA
USD
21749634.36000000
0.103489320167
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
7.74700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUMC7
655528.97200000
PA
USD
531465.55000000
0.002528824510
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBP5
540000.00000000
PA
USD
87230.52000000
0.000415061102
Long
DBT
USGA
US
N
2
2056-04-01
None
0.00000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
5672851.98730000
PA
USD
2028503.52000000
0.009652045030
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.75400000
N
N
N
N
N
N
AT&T Mobility II LLC
N/A
AT&T Mobility II LLC
04651L305
47000.00000000
NS
USD
47000000.00000000
0.223635853705
Long
EP
CORP
US
N
3
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KN4E0
31420262.75150000
PA
USD
28201086.53000000
0.134186682160
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
109924000.00000000
PA
USD
98208673.82000000
0.467297459808
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
27500000.00000000
PA
USD
27258000.00000000
0.129699278729
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.03200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XKXB1
119140494.31160000
PA
USD
112446913.28000000
0.535045988253
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBJ1
33130000.00000000
PA
USD
28321708.26000000
0.134760625640
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7D0
1612000.00000000
PA
USD
301227.99000000
0.001433305929
Long
DBT
USGA
US
N
2
2053-09-15
None
0.00000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
37221000.00000000
PA
USD
27351923.69000000
0.130146187338
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWQD1
2010000.00000000
PA
USD
1027588.38000000
0.004889480949
Long
DBT
USGSE
US
N
2
2050-08-19
Fixed
2.05000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAY0
2500000.00000000
PA
USD
2376595.00000000
0.011308337270
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
7.58800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPPD3
26110883.20620000
PA
USD
23322753.70000000
0.110974551796
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
73673000.00000000
NS
USD
51981532.28000000
0.247339028688
Long
EP
CORP
US
N
2
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
2964222.59490000
PA
USD
2700906.70000000
0.012851480332
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENQQ6
4100000.00000000
PA
USD
3469522.50000000
0.016508715451
Long
DBT
USGSE
US
N
2
2032-03-08
Fixed
3.00000000
N
N
N
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC / Brookfield Finance, Inc.
11271RAB5
6852000.00000000
PA
USD
4162198.48000000
0.019804612986
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-180685000.00000000
NC
3140793.71000000
0.014944554949
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
180685000.00000000
EUR
194306480.80000000
USD
2023-10-16
3140793.71000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABH4
64517109.85810000
PA
USD
685862.04000000
0.003263475379
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.27600000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
N/A
1000000.00000000
PA
USD
997080.00000000
0.004744315681
Long
LON
CORP
US
N
2
2030-08-19
Variable
9.88000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd.
78449AAA0
1718800.00000000
PA
USD
1462045.66000000
0.006956719772
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAG7
4400000.00000000
PA
USD
4118193.20000000
0.019595226638
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
7.69500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHH7
477680000.00000000
PA
USD
468835458.64000000
2.230817405111
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
8239561.81120000
PA
USD
7457058.04000000
0.035482245551
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
FLAMINGO LUX I SARL
N/A
Flamingo
N/A
7554688.00000000
PA
7454273.04000000
0.035468993937
Long
LON
CORP
FR
N
2
2028-03-27
Variable
7.46000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935YAB6
7553900.18380000
PA
USD
6083328.05000000
0.028945750251
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.60400000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
3259005.10000000
PA
USD
32720.41000000
0.000155690570
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQAZ9
115975287.46750000
PA
USD
109459408.46000000
0.520830813979
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GC1
275000000.00000000
PA
USD
75414501.25000000
0.358838007846
Long
DBT
UST
US
N
2
2051-11-15
None
0.00000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAG5
10160000.00000000
PA
USD
9583021.42000000
0.045598025028
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
18906000.00000000
PA
USD
11759149.72000000
0.055952499712
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBC2
1020000.00000000
PA
USD
113843.22000000
0.000541689908
Long
DBT
USGA
US
N
2
2062-09-15
None
0.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
65200000.00000000
NS
USD
52883289.68000000
0.251629779453
Long
EP
CORP
US
N
2
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
5199999.77430000
PA
USD
4995503.54000000
0.023769653167
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
1580000.00000000
PA
USD
1515329.05000000
0.007210253313
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275BAE7
7552151.95110000
PA
USD
2851578.54000000
0.013568408536
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.91400000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
18913999.99970000
PA
USD
18701217.50000000
0.088984313637
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.43000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBE2
27431000.00000000
PA
USD
20382342.86000000
0.096983460553
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
11125000.00000000
PA
USD
10477998.04000000
0.049856511421
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAC4
8042854.68160000
PA
USD
3506679.01000000
0.016685513916
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.56400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA38
11800000.00000000
NS
USD
11662630.30000000
0.055493240076
Long
EP
CORP
US
N
2
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
12210825.00000000
PA
USD
11311522.16000000
0.053822593935
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
80031785.56150000
PA
USD
75587762.17000000
0.359662419628
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBS9
570000.00000000
PA
USD
235470.42000000
0.001120417625
Long
DBT
USGA
US
N
2
2039-09-15
None
0.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AQ0
15975000.00000000
PA
USD
15493296.24000000
0.073720351730
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
7.48800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
23269023.79000000
PA
USD
24144171.77000000
0.114883031187
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2700000.00000000
PA
USD
1555818.49000000
0.007402910557
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAG1
3100000.00000000
PA
USD
2858765.44000000
0.013602605313
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
7.19500000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
20000000.00000000
PA
USD
18017162.00000000
0.085729434153
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AA0
8541350.18190000
PA
USD
6879360.60000000
0.032733440015
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.45600000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JAY0
3450000.00000000
PA
USD
3385286.97000000
0.016107905139
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.12000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABF6
29549328.33970000
PA
USD
370386.06000000
0.001762374526
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.69200000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
45819993.14040000
PA
USD
41619101.62000000
0.198032411090
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co.
454889AM8
1310000.00000000
PA
USD
1289508.03000000
0.006135749556
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.05000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
25455421.13740000
PA
USD
21540122.81000000
0.102492420287
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXK1
186953.83200000
PA
USD
164253.72000000
0.000781553636
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
17070501.96960000
PA
USD
14063874.46000000
0.066918863218
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0JX9
1337950.61110000
PA
USD
901020.32000000
0.004287243584
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.31500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
15650000.00000000
PA
USD
11578939.21000000
0.055095020324
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAH5
521000.00000000
PA
USD
423076.54000000
0.002013086876
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.86900000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
15100000.00000000
PA
USD
14961080.00000000
0.071187955279
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
6.97000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
617479.78450000
PA
USD
604747.35000000
0.002877514678
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.32000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
25830000.00000000
NS
USD
21062438.08000000
0.100219496194
Long
EP
CORP
US
N
2
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
6849960.53820000
PA
USD
4997083.89000000
0.023777172803
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
20867000.00000000
PA
USD
19344128.43000000
0.092043418630
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
34100000.00000000
PA
USD
34100000.00000000
0.162254949177
Long
DBT
CORP
US
N
3
2024-01-09
Variable
8.31300000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd.
45605PAM0
1746899.75400000
PA
USD
1702715.42000000
0.008101876948
Long
ABS-O
CORP
KY
N
2
2026-04-15
Fixed
5.23500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKF68
250000.00000000
PA
USD
170641.75000000
0.000811949222
Long
DBT
USGSE
US
N
2
2039-09-06
Fixed
2.60000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
3600000.00000000
PA
USD
2959686.00000000
0.014082806495
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
25117500.00000000
PA
USD
21731259.12000000
0.103401886923
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAE6
26557442.80330000
PA
USD
11159397.63000000
0.053098753528
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.77400000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCP2
31200000.00000000
PA
USD
30677541.96000000
0.145970176293
Long
DBT
CORP
JP
N
2
2029-05-27
Variable
5.66700000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
6042288.71880000
PA
USD
5594118.87000000
0.026617990408
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.81400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
48128KAV3
47431179.32910000
PA
USD
1222073.82000000
0.005814883447
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.16900000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
57131707.88030000
PA
USD
1710026.29000000
0.008136663600
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.91900000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
16920000.00000000
PA
USD
13187757.81000000
0.062750116516
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
5216000.00000000
PA
USD
4542643.51000000
0.021614850200
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
81770389.38000000
PA
USD
70697430.84000000
0.336393197886
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46648KAW6
124489077.13650000
PA
USD
3118638.12000000
0.014839134007
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
0.96900000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
3600000.00000000
PA
USD
36144.00000000
0.000171980729
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
1660000.00000000
PA
USD
1660398.40000000
0.007900523695
Long
DBT
CORP
US
N
2
2024-10-24
Floating
6.06300000
N
N
N
N
N
N
FORT MOORE FAMILY LLC
254900O8GC3CHW0PH218
Fort Benning Family Communities LLC
346845AG5
1565145.02630000
PA
USD
1299394.67000000
0.006182792262
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9314506.98160000
PA
USD
7865346.67000000
0.037424968451
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGHE7
401638.90500000
PA
USD
365503.46000000
0.001739142091
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
19781560.74000000
PA
USD
19411645.55000000
0.092364679242
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.53000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
40900000.00000000
PA
USD
35623834.56000000
0.169505673491
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
10500000.00000000
PA
USD
11004733.95000000
0.052362831312
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
6300000.00000000
PA
USD
5656719.72000000
0.026915858377
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
11875000.00000000
PA
USD
8808520.18000000
0.041912785751
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
94016939.05050000
PA
USD
3534397.59000000
0.016817404731
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.19400000
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.
46590XAQ9
10200000.00000000
PA
USD
6778692.54000000
0.032254440280
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH MF
N/A
California Public Finance Authority Revenue Bonds
13057MAA4
3600000.00000000
PA
USD
2388047.40000000
0.011362830191
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.55000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935HAH0
5265286.78610000
PA
USD
1483484.55000000
0.007058730506
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.05200000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
94898010.00000000
PA
USD
84048700.11000000
0.399921336211
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
2193297.64730000
PA
USD
2004595.97000000
0.009538287895
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
FIVE CORNERS FND TR III
N/A
Five Corners Funding Trust III
33830GAA9
7550000.00000000
PA
USD
7407097.98000000
0.035244525111
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79100000
N
N
N
N
N
N
CLIFFWATER CORPORATE LENDING FUND
N/A
Cliffwater Corporate Lending Fund
N/A
22700000.00000000
PA
USD
22081635.20000000
0.105069049769
Long
DBT
CORP
US
N
3
2028-08-04
Fixed
6.77000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690BS8
1950000.00000000
PA
USD
1289682.65000000
0.006136580434
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Group, Inc.
472319AC6
1000000.00000000
PA
USD
982899.31000000
0.004676840985
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
15671570.59690000
PA
USD
15558892.00000000
0.074032470109
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.43000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
92239000.00000000
PA
USD
81029194.33000000
0.385553894660
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
101000.00000000
PA
USD
83648.10000000
0.000398015196
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617525AA8
2013357.40480000
PA
USD
1223027.65000000
0.005819421970
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.56400000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
4941269.41490000
PA
USD
4428630.01000000
0.021072350064
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
251100000.00000000
NC
USD
157341.77000000
0.000748665128
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
251100000
0.20000000
USD
2023-12-19
XXXX
-875306.98000000
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JAA3
2124723.71710000
PA
USD
1826862.10000000
0.008692592879
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.89400000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust 2023-2
03465GAC0
8165110.46040000
PA
USD
7498169.54000000
0.035677862687
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LERF6
2282988.52380000
PA
USD
1571939.69000000
0.007479618607
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.62000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
709700000.00000000
PA
USD
694397093.75000000
3.304086954707
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1769000.00000000
PA
USD
1498706.18000000
0.007131158213
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
635400UCHZNUTGTBTH21
Atlas Senior Loan Fund III Ltd.
04941GAN8
4300000.00000000
PA
USD
4291000.10000000
0.020417478098
Long
ABS-O
CORP
KY
N
2
2027-11-17
Floating
6.93800000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
2552234.63390000
PA
USD
2385727.36000000
0.011351790954
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Incorporated Trust
61755AAD8
3268061.64960000
PA
USD
2389499.81000000
0.011369741062
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.62400000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359UAE9
0.00040000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2036-04-25
Floating
5.67300000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
7761111.11080000
PA
8197463.32000000
0.039005249101
Long
LON
CORP
NO
N
2
2028-06-26
Variable
6.47000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAC1
3250000.00000000
PA
USD
2761850.00000000
0.013141461330
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
10000000.00000000
PA
USD
9859667.00000000
0.046914362697
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
7.05000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
17850000.00000000
PA
USD
14745876.08000000
0.070163969910
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGDJ0
208079.29350000
PA
USD
182695.06000000
0.000869301398
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BJJW6
333048.35840000
PA
USD
154495.34000000
0.000735121218
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAG7
16327000.00000000
PA
USD
14347333.29000000
0.068267619759
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.99700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM6
10569DAC7
6612076.38200000
PA
USD
6595553.46000000
0.031383026142
Long
ABS-MBS
CORP
US
N
2
2063-09-25
Variable
7.05800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8RK3
282139.81940000
PA
USD
264042.65000000
0.001256370286
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
39826000.00000000
PA
USD
26976100.08000000
0.128357939809
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300AH0
1510000.00000000
PA
USD
1281694.51000000
0.006098571190
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.37500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
560975.00000000
NS
USD
10939012.50000000
0.052050114875
Long
EP
CORP
US
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515GAJ6
31749637.51970000
PA
USD
766201.30000000
0.003645746422
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
1.11400000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
26000000.00000000
PA
USD
26001132.82000000
0.123718841180
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.30900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWZH8
3130678.64370000
PA
USD
2439860.62000000
0.011609368354
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAD6
621936.55680000
PA
USD
554284.23000000
0.002637400573
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.87400000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
125088182.53530000
PA
USD
17498085.50000000
0.083259559340
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BM7
1200000.00000000
PA
USD
895448.64000000
0.004260732362
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHF1
110000000.00000000
PA
USD
104431250.00000000
0.496905781856
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
9750000.00000000
PA
USD
9457994.33000000
0.045003119921
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.41300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
26750000.00000000
PA
USD
26583778.18000000
0.126491189957
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.22300000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
200000.00000000
PA
USD
182189.14000000
0.000866894124
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel, Inc.
577081BF8
1100000.00000000
PA
USD
957477.62000000
0.004555879254
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAD9
4026623.54560000
PA
USD
3897860.18000000
0.018546835935
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.71400000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
20740722.12000000
PA
USD
20740722.12000000
0.098688704207
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.98000000
N
N
Y
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
20220000.00000000
PA
USD
17716025.36000000
0.084296562886
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
14350000.00000000
PA
USD
13107782.21000000
0.062369575845
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
8.44700000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
8970218.43630000
PA
USD
8684527.74000000
0.041322803726
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJWW6
151286.23800000
PA
USD
138538.79000000
0.000659196607
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
5670007.50020000
PA
5862734.08000000
0.027896117894
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.96000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
26815000.00000000
PA
USD
16706637.94000000
0.079493685920
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
31175000.00000000
NS
USD
26602955.56000000
0.126582439952
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAA0
2117077.12800000
PA
USD
1694746.18000000
0.008063957633
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.26000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152GF2
1680000.00160000
PA
USD
1717258.54000000
0.008171076162
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
12643869.58130000
PA
USD
10950141.07000000
0.052103066944
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
17482400.00000000
PA
USD
14579737.69000000
0.069373448619
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
8627499.14670000
PA
USD
8372390.04000000
0.039837587109
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.49500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
28235287.55300000
PA
USD
0.28000000
0.000000001332
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
11521.69880000
PA
USD
11521.70000000
0.000054822664
Long
LON
CORP
US
N
3
2023-10-31
Variable
8.22000000
N
N
Y
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
16000000.00000000
PA
USD
13944084.80000000
0.066348878901
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.84700000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
10075717.99510000
PA
USD
8846731.29000000
0.042094602224
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AA0
2083033.92420000
PA
USD
1716213.94000000
0.008166105736
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.62400000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935EAH7
338125.03020000
PA
USD
115008.98000000
0.000547236838
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.16000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AL8
1100000.00000000
PA
USD
959711.48000000
0.004566508428
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
5775000.00000000
PA
USD
4387065.95000000
0.020874579552
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
3494895.82660000
PA
USD
3178877.56000000
0.015125765892
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAE7
7790193.40900000
PA
USD
3905346.26000000
0.018582456273
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.93400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H5EQ6
135525.22360000
PA
USD
71819.68000000
0.000341733094
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.50000000
N
Y
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
46200000.00000000
PA
USD
44990622.60000000
0.214074814763
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.37000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAC3
4600000.00000000
PA
USD
4605130.84000000
0.021912178017
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
8.90800000
N
N
N
N
N
N
MIDWEST FAMILY HOUSING
N/A
Midwest Family Housing LLC
598329AD2
1279452.90640000
PA
USD
1058029.76000000
0.005034327417
Long
DBT
CORP
US
N
2
2051-01-01
Fixed
5.58100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0UE8
9360000.00000000
PA
USD
5666638.16000000
0.026963052394
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
1.76000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429EAF8
27874919.08570000
PA
USD
1075587.20000000
0.005117869398
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
2.04900000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHM9
11000000.00000000
PA
USD
10954053.00000000
0.052121680727
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
6.02000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
26000000.00000000
PA
USD
25261919.80000000
0.120201510653
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.41900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFQE7
1050000.00000000
PA
USD
711484.13000000
0.003385390655
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.01000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLII LLC
15675CAC9
15700000.00000000
PA
USD
15698651.37000000
0.074697474492
Long
ABS-O
CORP
US
N
2
2035-09-13
None
0.00000000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
22725000.00000000
PA
USD
22706820.00000000
0.108043810119
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
7.90000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
28150965.90000000
PA
USD
26028097.06000000
0.123847142688
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AG2
23147500.00000000
PA
USD
19294320.86000000
0.091806423769
Long
ABS-O
CORP
US
N
2
2052-01-25
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPMV3
226142.54560000
PA
USD
218488.53000000
0.001039614232
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
38384EJQ9
16125000.00000000
PA
USD
16136310.08000000
0.076779946391
Long
ABS-MBS
USGA
US
N
3
2047-06-20
Fixed
6.00000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
15345000.00000000
PA
USD
13422853.08000000
0.063868749100
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46639NAS0
0.57000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
0.42100000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
2780000.00000000
PA
USD
2596787.55000000
0.012356059587
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AV1
2030000.00000000
PA
USD
1395791.27000000
0.006641467494
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
14577519.50280000
PA
USD
3955757.15000000
0.018822321857
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.75400000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524LAD3
4670952.73420000
PA
USD
4178237.75000000
0.019880931195
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.61400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
7100000.00000000
PA
USD
7026313.36000000
0.033432672056
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
7.38800000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
14801761.78940000
PA
USD
12877532.76000000
0.061274000689
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
31100000.00000000
PA
32351300.62000000
0.153934270907
Long
LON
CORP
GB
N
2
2026-01-29
Variable
6.61000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
26700000.00000000
PA
USD
26416980.00000000
0.125697529247
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.97000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAE4
11575000.00000000
PA
USD
11330610.08000000
0.053913418260
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
7.14700000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
13360000.00000000
PA
USD
8076776.91000000
0.038430997860
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
165000000.00000000
PA
USD
146244139.80000000
0.695860277735
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
12214000.00000000
PA
USD
7428322.37000000
0.035345515208
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAC4
7285646.14360000
PA
USD
2171877.34000000
0.010334247724
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.73400000
N
N
N
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
743570.56890000
PA
USD
639470.69000000
0.003042735610
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.68000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
30862146.18690000
PA
USD
28299171.48000000
0.134653390916
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
22210000.00000000
PA
USD
13854592.89000000
0.065923057631
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBE3
6700000.00000000
PA
USD
6363485.80000000
0.030278799562
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.52000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
10100000.00000000
PA
USD
9787095.94000000
0.046569054379
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
7.69700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFTE6
182732.08800000
PA
USD
161052.36000000
0.000766320894
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LGAW6
599747.27040000
PA
USD
512258.65000000
0.002437434053
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J6F28
516537.00000000
PA
USD
452220.98000000
0.002151762232
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
9100000.00000000
PA
USD
5915629.54000000
0.028147805582
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
Bank
N/A
BANK
06541FBB4
10654714.04200000
PA
USD
384548.87000000
0.001829764145
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.49900000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
8050000.00000000
PA
USD
7858868.29000000
0.037394142961
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
16194982.24000000
PA
USD
15338229.46000000
0.072982511481
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1617000.00000000
PA
USD
1329064.85000000
0.006323969199
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
3750000.00000000
PA
USD
3551911.13000000
0.016900737826
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
1880000.00000000
PA
USD
1791132.40000000
0.008522583476
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162QBQ1
5232000.00000000
PA
USD
2786700.80000000
0.013259706647
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.23000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO XIII LLC
69120GAC8
14750000.00000000
PA
USD
14747362.70000000
0.070171043559
Long
ABS-O
CORP
US
N
2
2035-09-20
Floating
8.76600000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
12862434.12870000
PA
USD
11288122.35000000
0.053711252733
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
6305177.79060000
PA
USD
6424990.99000000
0.030571454151
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
7.54700000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
8920000.00000000
PA
USD
2363800.00000000
0.011247455978
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAB4
32338459.52820000
PA
USD
7645364.82000000
0.036378248689
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.54400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138YWKA4
126810.56900000
PA
USD
115676.40000000
0.000550412563
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118WA2
1105132.43470000
PA
USD
226540.55000000
0.001077927431
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
6.11400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2023-1 Ltd.
69703DAE6
15250000.00000000
PA
USD
15330780.78000000
0.072947069100
Long
ABS-O
CORP
KY
N
2
2031-07-20
Floating
8.05500000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
4000000.00000000
PA
USD
2416675.60000000
0.011499049168
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
15662000.00000000
PA
USD
12020741.62000000
0.057197208816
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
16030000.00000000
PA
USD
15356578.26000000
0.073069818918
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2145000.00000000
PA
USD
2113232.55000000
0.010055203519
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
178000.00000000
PA
USD
171674.75000000
0.000816864452
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXFF2
4429000.00000000
PA
USD
3102016.33000000
0.014760044046
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.99000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132L9Y82
217211.97500000
PA
USD
203466.11000000
0.000968134408
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
38406267.40140000
PA
USD
835946.98000000
0.003977610989
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.90600000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
3900000.00000000
PA
USD
3129750.00000000
0.014892006662
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
2770000.00000000
PA
USD
2655521.11000000
0.012635526180
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXXF2
5879430.31250000
PA
USD
4182677.11000000
0.019902054601
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAJ7
7060379.17030000
PA
USD
6098183.64000000
0.029016436263
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
4.33600000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
81000.00000000
PA
USD
60435.32000000
0.000287563923
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AS3
350000.00000000
PA
USD
257170.45000000
0.001223670917
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.30000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
2233844.20690000
PA
USD
1871650.05000000
0.008905703335
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.79400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZZ5
3378196.11500000
PA
USD
2292177.51000000
0.010906661155
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
152167331.67410000
PA
USD
4400694.45000000
0.020939426813
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.77800000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
61393873.04910000
PA
USD
59227369.22000000
0.281816239962
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
23785000.00000000
PA
USD
8129998.42000000
0.038684236963
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
34240000.00000000
PA
USD
25458652.10000000
0.121137604182
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3E9
400000.00000000
PA
USD
296170.43000000
0.001409240999
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
2.64600000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAY5
1200000.00000000
PA
USD
966716.63000000
0.004599840400
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.87500000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AQ7
1300000.00000000
PA
USD
902820.46000000
0.004295809027
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
46883000.00000000
PA
USD
47391967.01000000
0.225500914916
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AC1
5350000.00000000
PA
USD
5296500.00000000
0.025201857428
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
4715292.14340000
PA
USD
1083211.53000000
0.005154147558
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.79400000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAL8
1650000.00000000
PA
USD
1434092.63000000
0.006823713395
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
8095918.69720000
PA
USD
7908893.66000000
0.037632174159
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.17000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIV LLC
46616QAA9
1594423.36630000
PA
USD
1453674.05000000
0.006916885897
Long
ABS-O
CORP
US
N
2
2056-09-15
Fixed
4.94000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
14100000.00000000
PA
USD
13947721.41000000
0.066366182654
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
6.98200000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
9500000.00000000
PA
USD
7821540.00000000
0.037216527131
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38012DAB3
4341715.02500000
PA
USD
3616106.34000000
0.017206192094
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Fixed
5.46600000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AX2
10800000.00000000
PA
USD
10593804.67000000
0.050407543646
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
5966936.67280000
PA
USD
4660177.54000000
0.022174101756
Long
LON
CORP
CA
N
2
2028-10-02
Variable
9.65000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
8000000.00000000
PA
USD
7644171.20000000
0.036372569195
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.24500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHM66
463106.88000000
PA
USD
391605.72000000
0.001863342117
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
32823363.10450000
PA
USD
999822.62000000
0.004757365642
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.35300000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ANH78
540000.00000000
PA
USD
344878.56000000
0.001641004493
Long
DBT
USGSE
US
N
2
2041-08-16
Fixed
2.45000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
1050000.00000000
PA
USD
785208.17000000
0.003736185094
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
5888108.41430000
PA
USD
4822830.66000000
0.022948039402
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
55500000.00000000
PA
USD
55496814.30000000
0.264065477529
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.70800000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
7142341.68120000
PA
USD
6589625.14000000
0.031354817952
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-4 Ltd.
696924AE9
16250000.00000000
PA
USD
16250000.00000000
0.077320906866
Long
ABS-O
CORP
KY
N
2
2033-10-20
None
0.00000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377XAB8
29965092.29910000
PA
USD
8353006.20000000
0.039745354734
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.59400000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
30450000.00000000
PA
USD
30059911.14000000
0.143031359363
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.07000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM5
10569UAC9
4460760.60910000
PA
USD
4442255.59000000
0.021137183430
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Variable
7.01200000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062AQ7
1000000.00000000
PA
USD
984821.42000000
0.004685986787
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGL9
4500000.00000000
PA
USD
4404902.36000000
0.020959448931
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Quattro Finance 2 plc
N/A
8500000.00000000
PA
8166273.66000000
0.038856842160
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
64350000.00000000
PA
USD
48659153.40000000
0.231530453429
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
20050000.00000000
PA
USD
15419010.20000000
0.073366883178
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDM1
1000000.00000000
PA
USD
991631.56000000
0.004718390861
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.50000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-15480170.65000000
PA
USD
-151662.33000000
-0.00072164116
Short
LON
CORP
US
N
3
2028-11-25
Variable
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LACG2
282889.00000000
PA
USD
225006.20000000
0.001070626672
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.77000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAD6
22451000.00000000
PA
USD
19088558.63000000
0.090827363940
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
8123796.46240000
PA
USD
7781757.82000000
0.037027235178
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.21400000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BE2
400000.00000000
PA
USD
373212.11000000
0.001775821464
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty 2021-FL1 Ltd.
00103CAC3
6425000.00000000
PA
USD
6189851.43000000
0.029452610826
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.04700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AB3
1515723.63970000
PA
USD
1491315.49000000
0.007095991760
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
4467000.00000000
PA
USD
3346587.15000000
0.015923763282
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
12846000.00000000
PA
USD
9024315.00000000
0.042939582747
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
9761924.05000000
PA
USD
7846260.47000000
0.037334152310
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
4000000.00000000
PA
USD
3886400.00000000
0.018492305996
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
7.52100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAS9
4550000.00000000
PA
USD
4398853.55000000
0.020930667425
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
5.75000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
720000.00000000
PA
USD
628990.48000000
0.002992868573
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
100564046.54410000
PA
USD
1418013.39000000
0.006747205000
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.59800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKYX9
898108.40000000
PA
USD
729403.51000000
0.003470654822
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.59500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBF7
1660000.00000000
PA
USD
1237835.57000000
0.005889881158
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HT2V0
934296.24000000
PA
USD
770329.12000000
0.003665387455
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.96000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co.
546676AY3
1100000.00000000
PA
USD
840363.12000000
0.003998623909
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
10006000.00000000
PA
USD
7394214.07000000
0.035183220766
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDYP8
6460000.00000000
PA
USD
3956589.99000000
0.018826284684
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150UAA6
2106375.77210000
PA
USD
1855593.62000000
0.008829303475
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
5.39600000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GH0
1720000.00000000
PA
USD
465363.15000000
0.002214295432
Long
DBT
UST
US
N
2
2052-05-15
None
0.00000000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
458766.05000000
0.002182905047
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
FLNG LIQUEFACTION 3 LLC
N/A
FLNG Liquefaction 3 LLC
N/A
63623395.00000000
PA
USD
47788974.33000000
0.227389958978
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELZ98
300000.00000000
PA
USD
182382.00000000
0.000867811792
Long
DBT
USGSE
US
N
2
2040-07-30
Fixed
1.99000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital, LP
N/A
36000000.00000000
PA
USD
21992364.72000000
0.104644282109
Long
DBT
CORP
US
N
3
2041-04-15
Fixed
3.41000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
9285044.18760000
PA
USD
8562452.34000000
0.040741943380
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
83000000.00000000
PA
USD
82770695.90000000
0.393840324242
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.47000000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
532.19610000
NS
USD
32.69000000
0.000000155545
Long
EC
CORP
KY
N
3
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
5001000.00000000
PA
USD
4438164.71000000
0.021117718166
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
6371022.63310000
PA
USD
6312600.36000000
0.030036675970
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.04000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EM3K6
140000.00000000
PA
USD
84823.06000000
0.000403605902
Long
DBT
USGSE
US
N
2
2046-08-24
Fixed
2.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPYZ5
47303068.38940000
PA
USD
42249604.02000000
0.201032473696
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
4150000.00000000
PA
USD
3220768.52000000
0.015325091862
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
7584800.00000000
PA
USD
7547083.60000000
0.035910606039
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
8568165.83930000
PA
USD
7667813.55000000
0.036485064453
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AD2
20279814.26730000
PA
USD
8319355.76000000
0.039585238886
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.71400000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
9100000.00000000
PA
USD
5912014.93000000
0.028130606510
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLCK9
362220.74360000
PA
USD
293832.85000000
0.001398118303
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.51000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
30347562.28350000
PA
USD
1044805.87000000
0.004971405376
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.80700000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
1938000.00000000
PA
USD
1787523.60000000
0.008505412049
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
200000.00000000
PA
USD
162296.00000000
0.000772238393
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2094339.00000000
PA
USD
-2094339.00000000
-0.00996530404
Short
RA
CORP
US
N
2
Reverse repurchase
N
-2.75000000
N/A
2500000.00000000
USD
2575000.00000000
USD
CDS
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
1636576.00000000
NS
USD
235742.23000000
0.001121710954
Long
EP
CORP
US
N
3
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNVT7
1136307.55200000
PA
USD
1049554.24000000
0.004993999116
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3215000.00000000
PA
USD
2365220.52000000
0.011254215110
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
10000000.00000000
PA
USD
7322454.00000000
0.034841771308
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust
45256VAD9
507223.24430000
PA
USD
480607.31000000
0.002286830341
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.77400000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V107
364396.00000000
NS
USD
168023.00000000
0.000799488660
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAM7
1200000.00000000
PA
USD
954277.04000000
0.004540650223
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAG9
2820000.00000000
PA
USD
2519037.76000000
0.011986109786
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
7.54500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
4593715.60200000
PA
USD
3901785.40000000
0.018565512955
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
17276000.00000000
PA
USD
14194387.80000000
0.067539873052
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
300000.00000000
PA
USD
293338.29000000
0.001395765083
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPAH7
290641.99200000
PA
USD
272760.45000000
0.001297851406
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
38420000.00000000
PA
USD
28630661.99000000
0.136230692261
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
38350257.50000000
PA
USD
31656641.91000000
0.150628939127
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43732VAE6
46447869.98740000
PA
USD
40703248.52000000
0.193674590028
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.65200000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
3622EAAB6
10823663.59110000
PA
USD
3004038.56000000
0.014293845275
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.77400000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
12241546.02590000
PA
USD
10972954.61000000
0.052211618550
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings, Inc.
893521AB0
1265000.00000000
PA
USD
1479014.25000000
0.007037459881
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
21344079.66960000
PA
USD
19802508.00000000
0.094224484725
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02149FAA2
5999518.95810000
PA
USD
3215044.42000000
0.015297855395
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Y6
1550000.00000000
PA
USD
1169949.46000000
0.005566864814
Long
DBT
CORP
US
N
2
2031-06-07
Fixed
2.67300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust
94989XBF1
37030657.72380000
PA
USD
623248.19000000
0.002965545554
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
1.16900000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687VAB2
7200000.00000000
PA
USD
6948830.74000000
0.033063993506
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
103121810.75010000
PA
USD
4031155.33000000
0.019181082205
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.16800000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-580720552.32000000
PA
USD
-580720552.32000000
-2.76319013792
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
600000000.00000000
USD
606269764.86
USD
UST
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
10117000.00000000
NS
USD
10420429.06000000
0.049582586144
Long
EP
CORP
US
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAW6
21723237.14100000
PA
USD
837706.68000000
0.003985984011
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
2.03600000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
28124000.00000000
PA
USD
24240638.08000000
0.115342038114
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334GS7
12429457.74000000
PA
USD
4234472.63000000
0.020148508544
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.79400000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBE0
18585000.00000000
PA
USD
18367672.59000000
0.087397237026
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
7.77000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
1630000.00000000
PA
USD
1436778.59000000
0.006836493756
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
5950000.00000000
PA
USD
5683750.83000000
0.027044478066
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12X5
1931515.71200000
PA
USD
1273995.58000000
0.006061938067
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.07000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
6372820.50880000
PA
USD
6282538.04000000
0.029893633149
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186XAB3
2500000.00000000
PA
USD
1943589.95000000
0.009248008462
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Fixed
5.25400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
63266630.71200000
PA
USD
62112103.27000000
0.295542409366
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWZJ4
969019.44710000
PA
USD
755194.85000000
0.003593375425
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.02000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
174568.10000000
NS
USD
25145.84000000
0.000119649178
Long
EP
CORP
US
N
3
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAG9
2950000.00000000
PA
USD
2809518.05000000
0.013368275906
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.54500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
7843500.00000000
PA
USD
7256382.65000000
0.034527389973
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMLD2
2870000.00000000
PA
USD
1553177.99000000
0.007390346505
Long
DBT
USGSE
US
N
2
2045-12-22
Fixed
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXF2
165954.31200000
PA
USD
151769.94000000
0.000722153193
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BHJ34
454854.09460000
PA
USD
233248.91000000
0.001109847215
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
Y
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAD6
3542691.16950000
PA
USD
2571635.27000000
0.012236379766
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
3.70000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELKD5
720000.00000000
PA
USD
529777.44000000
0.002520792129
Long
DBT
USGSE
US
N
2
2037-01-29
Fixed
2.43000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
21065209.95270000
PA
USD
561775.45000000
0.002673045369
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.15800000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAG9
24200000.00000000
PA
USD
23761481.48000000
0.113062110554
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.98800000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
3135000.00000000
PA
USD
2250892.54000000
0.010710218612
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
55050000.00000000
PA
USD
55052398.53000000
0.261950854122
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
35900000.00000000
PA
USD
35548187.18000000
0.169145727397
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
7.08800000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
15731000.00000000
NS
USD
16561675.46000000
0.078803924048
Long
EP
CORP
US
N
2
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
10131000.00000000
PA
USD
9636381.18000000
0.045851921953
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGR6
4900000.00000000
PA
USD
4865929.71000000
0.023153113718
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
8000000.00000000
PA
USD
6819835.36000000
0.032450206443
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
23550000.00000000
PA
USD
22029915.80000000
0.104822958021
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.19700000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAD2
3000000.00000000
PA
USD
2814321.63000000
0.013391132347
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
16414853.06410000
PA
USD
16226413.83000000
0.077208678924
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
8490000.00000000
PA
USD
7832025.00000000
0.037266416959
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
553123.89460000
PA
USD
510201.54000000
0.002427645892
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.72600000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7H1
1612000.00000000
PA
USD
268475.38000000
0.001277462144
Long
DBT
USGA
US
N
2
2055-09-15
None
0.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
32078000.00000000
PA
USD
19638538.78000000
0.093444284799
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
69234985.51880000
PA
USD
53395087.05000000
0.254065018640
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Vendor Financing Notes III DAC
N/A
5000000.00000000
PA
5063198.48000000
0.024091759884
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
40865849.86080000
PA
USD
1200916.56000000
0.005714212768
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.15600000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
455436.80000000
PA
USD
444915.69000000
0.002117002131
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.17000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168MAC7
11288491.80060000
PA
USD
10096946.34000000
0.048043387543
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
18300000.00000000
PA
USD
14177980.27000000
0.067461802585
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
461538.00000000
PA
USD
177563.45000000
0.000844884121
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd.
65120FAE4
1300000.00000000
PA
USD
949204.88000000
0.004516515822
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
117200000.00000000
PA
USD
117200000.00000000
0.557662171367
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
29390598.68350000
PA
USD
26345209.51000000
0.125356030208
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
15200000.00000000
PA
USD
15070602.40000000
0.071709085820
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
7.62000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AK5
1925000.00000000
PA
USD
1865536.75000000
0.008876614972
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAA3
1250000.00000000
PA
USD
1375021.25000000
0.006542639385
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
6008500.00000000
PA
USD
5474969.83000000
0.026051054296
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.59700000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHN7
12750000.00000000
PA
USD
12647172.65000000
0.060177898990
Long
ABS-O
CORP
US
N
3
2030-02-20
Fixed
6.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXS4
274917.67200000
PA
USD
250358.37000000
0.001191257612
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust
41162DAF6
4684871.17960000
PA
USD
4057132.17000000
0.019304685456
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
5.82200000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BL6
11350000.00000000
PA
USD
11150588.56000000
0.053056838126
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AH1
10130000.00000000
PA
USD
9722003.71000000
0.046259331902
Long
DBT
CORP
GB
N
2
2034-03-02
Variable
6.01600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMK69
1213535.96500000
PA
USD
1002028.55000000
0.004767861919
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H32U5
832620.89600000
PA
USD
363621.03000000
0.001730185095
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQXU5
9495934.17300000
PA
USD
8966833.26000000
0.042666072577
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
47227702.13600000
PA
USD
47027026.91000000
0.223764453409
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H7AY9
270000.00000000
PA
USD
208851.53000000
0.000993759366
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAF9
1650000.00000000
PA
USD
1632192.19000000
0.007766312634
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
15675521.14880000
PA
USD
13872836.22000000
0.066009863220
Long
LON
CORP
US
N
2
2028-01-17
Variable
10.05000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co.
260543DH3
800000.00000000
PA
USD
840242.90000000
0.003998051877
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AD2
500000.00000000
PA
USD
385327.72000000
0.001833470076
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CV4
500000.00000000
PA
USD
497039.93000000
0.002365020193
Long
DBT
CORP
JP
N
2
2026-02-20
Variable
5.71900000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
12642000.00000000
PA
USD
11075623.33000000
0.052700137845
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
8675000.00000000
PA
USD
6871173.42000000
0.032694483696
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BB6
14550000.00000000
PA
USD
11079810.30000000
0.052720060326
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
90310000.00000000
PA
USD
72766673.81000000
0.346239089761
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
44093.53000000
NS
USD
440.94000000
0.000002098084
Long
EC
CORP
US
N
3
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
9315080.00000000
NS
USD
931.51000000
0.000004432319
Long
EC
CORP
US
N
3
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
74981000.00000000
PA
USD
44268265.03000000
0.210637686000
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
6130645.06050000
PA
USD
6038997.43000000
0.028734815867
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.14700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
14350000.00000000
PA
USD
12369908.08000000
0.058858616036
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
7.28800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
55930700.94020000
PA
USD
51186826.68000000
0.243557652830
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA, Inc.
62954HAL2
1400000.00000000
PA
USD
911576.44000000
0.004337471816
Long
DBT
CORP
NL
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
44753000.00000000
PA
USD
37105571.11000000
0.176556086646
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
38804000.00000000
PA
USD
9959163.01000000
0.047387785573
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER77
66709425.37400000
PA
USD
62970078.57000000
0.299624835721
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
10050000.00000000
PA
USD
8061894.93000000
0.038360186279
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDRL5
2472000.00000000
PA
USD
1651049.39000000
0.007856039145
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.49000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
23950000.00000000
PA
28794115.71000000
0.137008439329
Long
LON
CORP
GB
N
2
2025-07-23
Variable
9.97000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
34168237.58240000
PA
USD
31820842.08000000
0.151410237961
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
20300000.00000000
PA
USD
18702422.48000000
0.088990047184
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
9956145.19170000
PA
USD
9393862.93000000
0.044697969275
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System Revenue Bonds
88283KBL1
3150000.00000000
PA
USD
2148915.20000000
0.010224989048
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
5950000.00000000
PA
USD
5590237.83000000
0.026599523606
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
3448937.50000000
PA
USD
3016126.88000000
0.014351364036
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
47743303.05000000
PA
USD
41429251.22000000
0.197129063084
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17311BAS2
20680326.30170000
PA
USD
11424122.45000000
0.054358369722
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.75400000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AV1
9200000.00000000
PA
USD
9196692.32000000
0.043759790175
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
5764117.04840000
PA
USD
1362704.13000000
0.006484031945
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.59400000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
4150000.00000000
PA
USD
3487431.87000000
0.016593931989
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AA3
23421273.44980000
PA
USD
21815236.91000000
0.103801470854
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
2117762.15990000
PA
USD
2115263.62000000
0.010064867775
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
7.09100000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAQ1
2621666.66670000
PA
USD
2238534.46000000
0.010651416276
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
10610552.82670000
PA
USD
9646940.62000000
0.045902165982
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group LLC
02772AAA7
2000000.00000000
PA
USD
1808479.70000000
0.008605125566
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
201564531.89000000
PA
USD
19888956.90000000
0.094635826715
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.59200000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
9790000.00000000
PA
USD
7625082.38000000
0.036281740587
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
6525000.00000000
PA
USD
6198057.70000000
0.029491657979
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
2160000.00000000
PA
USD
2007956.26000000
0.009554276859
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
52000000.00000000
PA
USD
49601037.20000000
0.236012134018
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.09700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PE5
2150000.00000000
NS
USD
2097544.39000000
0.009980555964
Long
EP
CORP
US
N
2
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AN9
1200000.00000000
PA
USD
860276.15000000
0.004093374281
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.20000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
5600000.00000000
PA
USD
5219787.44000000
0.024836842985
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
7.92800000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
-1092.87000000
PA
USD
-28.69000000
-0.00000013651
Short
LON
CORP
US
N
3
2027-10-22
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AGTT9
5234374.61270000
PA
USD
3812305.48000000
0.018139748736
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
33853504.66520000
PA
USD
983644.05000000
0.004680384614
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.00600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I Ltd.
69122DAA7
5575430.50900000
PA
USD
5554874.45000000
0.026431257230
Long
ABS-O
CORP
KY
N
2
2031-05-20
Floating
7.44100000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
29464712.44700000
PA
USD
26750772.29000000
0.127285782943
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
95430000.00000000
PA
USD
60523495.31000000
0.287983479635
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAX6
13690000.00000000
PA
USD
12385042.37000000
0.058930628161
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport Revenue Bonds
2350366Z8
13800000.00000000
PA
USD
10155099.84000000
0.048320094088
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEHA1
350000.00000000
PA
USD
270432.40000000
0.001286774056
Long
DBT
USGSE
US
N
2
2043-06-22
Fixed
3.62500000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd.
01750CAG8
2500000.00000000
PA
USD
2424890.75000000
0.011538138574
Long
ABS-O
CORP
KY
N
2
2031-06-13
Floating
7.47000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAC3
2200000.00000000
PA
USD
2122503.68000000
0.010099317499
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
6.84700000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
692659.30620000
PA
USD
649117.22000000
0.003088635822
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWG98
152161943.27750000
PA
USD
147104943.04000000
0.699956160021
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
11624000.00000000
PA
USD
10551565.11000000
0.050206558963
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
74000.00000000
PA
USD
64649.75000000
0.000307617064
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
46656PAA2
1870000.00000000
PA
USD
1818479.67000000
0.008652707520
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBA3
20200000.00000000
PA
USD
15524924.52000000
0.073870845717
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2006-11
12667AAA4
6015977.79540000
PA
USD
5356050.30000000
0.025485210241
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.69400000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
32350000.00000000
PA
USD
17352446.83000000
0.082566580014
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
27170000.00000000
PA
USD
20366874.90000000
0.096909860756
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
1340000.00000000
PA
USD
1185671.86000000
0.005641675289
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University Revenue Bonds
13077DKU5
5000000.00000000
PA
USD
3172002.50000000
0.015093052915
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39538WFH6
94196.47350000
PA
USD
77400.60000000
0.000368288282
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.01400000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company, LP / PTL Finance Corp.
709599BM5
1620000.00000000
PA
USD
1436169.73000000
0.006833596673
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AC2
743458.15800000
PA
USD
619887.16000000
0.002949553068
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
5.37300000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
21520000.00000000
PA
USD
19290489.48000000
0.091788193260
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690BT6
350000.00000000
PA
USD
274667.26000000
0.001306924407
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
2290000.00000000
PA
USD
1628249.54000000
0.007747552679
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
10600000.00000000
PA
USD
9466740.22000000
0.045044734700
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.59700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
7000000.00000000
PA
USD
6903076.60000000
0.032846285715
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
8.04100000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
57000.00000000
PA
USD
44042.31000000
0.000209562544
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
17139000.00000000
PA
USD
13938903.61000000
0.066324225713
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QR2M4
21506218.23650000
PA
USD
20391132.00000000
0.097025281124
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Elmwood CLO 19 Ltd
N/A
Elmwood CLO 19 Ltd.
29004JAC7
4000000.00000000
PA
USD
4020800.00000000
0.019131809374
Long
ABS-O
CORP
KY
N
2
2034-10-17
Floating
8.35800000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
42436000.00000000
PA
USD
36836697.11000000
0.175276727784
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923LAB8
3957177.59630000
PA
USD
3428696.13000000
0.016314455024
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.81400000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWWA0
720000.00000000
PA
USD
386708.40000000
0.001840039641
Long
DBT
USGSE
US
N
2
2045-10-05
Fixed
2.02000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAE0
12600000.00000000
PA
USD
12019049.28000000
0.057189156307
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
8.18800000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAB0
3738958.27130000
PA
USD
3676807.81000000
0.017495022414
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
13010000.00000000
PA
USD
11890950.05000000
0.056579633314
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
4710000.00000000
PA
USD
4345446.00000000
0.020676543105
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust
46412RAE5
199.98270000
PA
USD
196.57000000
0.000000935321
Long
ABS-MBS
CORP
US
Y
2
2037-08-25
Variable
6.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-3627318.03000000
PA
USD
-3627318.03000000
-0.01725953966
Short
RA
CORP
US
N
2
Reverse repurchase
N
-0.25000000
N/A
5000000.00000000
USD
3897000.00000000
USD
CDS
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
11382263.01520000
PA
USD
202793.23000000
0.000964932704
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.95200000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
17392559.06250000
PA
USD
16762461.43000000
0.079759305789
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
1640000.00000000
PA
USD
1468646.17000000
0.006988126383
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
144771800.00000000
PA
USD
39433918.65000000
0.187634852388
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
147168.28820000
PA
USD
134214.84000000
0.000638622347
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.97400000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
2849122.45800000
NS
USD
27778943.97000000
0.132178039356
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-49066135.00000000
PA
USD
-49066135.00000000
-0.23346695720
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
50000000.00000000
USD
45345000.00000000
USD
UST
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-638409.00000000
PA
USD
-638409.00000000
-0.00303768386
Short
RA
CORP
US
N
2
Reverse repurchase
N
-2.75000000
N/A
1000000.00000000
USD
685100.00000000
USD
CDS
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
21890000.00000000
PA
USD
19336617.09000000
0.092007678099
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
6500000.00000000
PA
USD
6372811.51000000
0.030323173245
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
57736000.00000000
PA
USD
41250208.64000000
0.196277140951
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
1100000.00000000
PA
USD
883037.38000000
0.004201676985
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKV46
2681497.92000000
PA
USD
2155466.73000000
0.010256162602
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.42000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAL4
19167917.91170000
PA
USD
18317450.81000000
0.087158271268
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
7.79700000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421UU5
16186529.28030000
PA
USD
14622012.20000000
0.069574599600
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.04900000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
669971AA1
2782832.04590000
PA
USD
1692515.11000000
0.008053341734
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.56400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J5NB1
158338.79940000
PA
USD
148596.28000000
0.000707052253
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
11950000.00000000
PA
USD
11475911.24000000
0.054604791642
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLCD8
63873934.65230000
PA
USD
60285387.14000000
0.286850511042
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923TAA3
803840.58660000
PA
USD
680300.79000000
0.003237013786
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.75400000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
30265000.00000000
PA
USD
23742025.41000000
0.112969534494
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
HARVEST PARTNERS LP
N/A
Packers Holdings LLC
N/A
14581072.70090000
PA
USD
8602832.89000000
0.040934082502
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.67000000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
9984986.70130000
PA
USD
8672912.52000000
0.041267536074
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLII LLC
15675CAA3
54450000.00000000
PA
USD
54446183.06000000
0.259066353821
Long
ABS-O
CORP
US
N
2
2035-09-13
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
15600000.00000000
PA
USD
15340192.92000000
0.072991854035
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
7.13800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGQ8
3450000.00000000
PA
USD
3327093.75000000
0.015831009598
Long
DBT
UST
US
N
2
2030-02-28
Fixed
4.00000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
10575071.00000000
PA
USD
613882.87000000
0.002920983398
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
108146228.02780000
PA
USD
3001836.48000000
0.014283367316
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.89900000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
7129558.05620000
PA
USD
5968517.73000000
0.028399458678
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAM0
10681456.79900000
PA
USD
7635226.02000000
0.036330006153
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.31400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKEF0
5990720.21100000
PA
USD
4760582.49000000
0.022651849559
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES1
74935WAA2
6248795.63400000
PA
USD
6187649.29000000
0.029442132582
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
6.51500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEEQ6
3617698.03560000
PA
USD
2632284.01000000
0.012524959186
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.54000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377AAD4
3280766.72350000
PA
USD
1284088.49000000
0.006109962248
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.73400000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AB9
1647193.71950000
PA
USD
1248350.47000000
0.005939913257
Long
DBT
CORP
US
N
2
2052-02-15
Floating
5.78700000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
9038134.37750000
PA
USD
6866784.05000000
0.032673598153
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-334206253.21000000
PA
USD
-334206253.21000000
-1.59022342021
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.39000000
N/A
343750000.00000000
USD
324775000.00000000
USD
UST
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
1051671.00000000
NS
USD
15890748.81000000
0.075611514385
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1RZ3
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.07000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
21210511.00800000
PA
USD
19571994.79000000
0.093127654544
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
400000.00000000
PA
USD
378264.40000000
0.001799861319
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.34700000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38518000.00000000
PA
USD
32648770.06000000
0.155349692867
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
23000000.00000000
PA
USD
22682540.20000000
0.107928281741
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
6.90800000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
25067815.19300000
PA
USD
13071574.63000000
0.062197292588
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.56400000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
40750000.00000000
PA
USD
40138289.53000000
0.190986396708
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.24100000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
2650000.00000000
PA
USD
2130146.59000000
0.010135684067
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.63800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
56533337.36110000
PA
USD
50737346.84000000
0.241418933517
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAE3
1300000.00000000
PA
USD
989064.19000000
0.004706174776
Long
DBT
CORP
LU
N
2
2031-11-15
Fixed
2.75000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2F1
1650000.00000000
PA
USD
1633709.12000000
0.007773530505
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.25000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
15617888.68840000
PA
USD
15559321.61000000
0.074034514283
Long
LON
CORP
US
N
2
2028-01-26
Variable
8.18000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
33794000.00000000
PA
USD
23167311.79000000
0.110234926600
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDE96
140000.00000000
PA
USD
94412.06000000
0.000449232375
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.06000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAE6
3100000.00000000
PA
USD
2955403.29000000
0.014062428463
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
6.84500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
43921000.00000000
PA
USD
31957194.98000000
0.152059033646
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
57170388.00000000
PA
USD
54371607.08000000
0.258711505673
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
1500000.00000000
PA
USD
1104905.76000000
0.005257373253
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPRL3
38280200.27730000
PA
USD
34192597.24000000
0.162695546258
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
10750000.00000000
PA
USD
9842928.87000000
0.046834719166
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.49300000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
8142000.00000000
PA
USD
7647768.14000000
0.036389684189
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAA9
13240712.22170000
PA
USD
12892333.19000000
0.061344424238
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAC1
12800000.00000000
PA
USD
12642560.00000000
0.060155951034
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.12000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQJR8
40122650.16400000
PA
USD
33286543.40000000
0.158384352130
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD 2021-FL2 Ltd.
78486BAA2
5000000.00000000
PA
USD
4891197.00000000
0.023273340781
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
6.64500000
N
N
N
N
N
N
BROOKFIELD CAPITAL FIN
N/A
Brookfield Capital Finance LLC
11259NAA2
16800000.00000000
PA
USD
16325029.39000000
0.077677912433
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
6.08700000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
92927BAA0
4528941.42590000
PA
USD
3549066.45000000
0.016887202242
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.43600000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
4521162.49900000
PA
USD
4091046.23000000
0.019466055663
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
20275456.94280000
PA
USD
19563942.50000000
0.093089340060
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GK3
3700000.00000000
PA
USD
995573.21000000
0.004737146058
Long
DBT
UST
US
N
2
2052-08-15
None
0.00000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
108854127.00000000
PA
USD
94019758.71000000
0.447365723495
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
3500000.00000000
PA
USD
3415516.65000000
0.016251744295
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
7.19700000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
7700000.00000000
PA
USD
7494147.43000000
0.035658724644
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
7.22000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
9250000.00000000
PA
USD
9248452.48000000
0.044006075868
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
11134940.89340000
PA
USD
8445014.21000000
0.040183148136
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
34492000.00000000
PA
USD
26602889.73000000
0.126582126719
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
5350000.00000000
PA
USD
4703300.56000000
0.022379290126
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.35400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
277650000.00000000
PA
USD
251793843.75000000
1.198087897973
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Strip Principal
912803FV0
310000000.00000000
PA
USD
87178184.50000000
0.414812079045
Long
DBT
UST
US
N
2
2051-02-15
None
0.00000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
49194152.07700000
PA
USD
42960742.37000000
0.204416219058
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
1803000000.00000000
OU
Notional Amount
USD
-106906306.71000000
-0.50868262058
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
6332.97000000
USD
0.00000000
USD
1803000000.00000000
USD
-106912639.68000000
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
7500000.00000000
PA
USD
7339539.75000000
0.034923068889
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.81500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
31150000.00000000
PA
USD
29315645.03000000
0.139489985174
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.49500000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
34296110.25910000
PA
USD
29400340.52000000
0.139892984072
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
7108000.00000000
PA
USD
3889753.49000000
0.018508262605
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02150DAA3
14749868.21100000
PA
USD
12391690.26000000
0.058962260215
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.77400000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
27500000.00000000
PA
USD
27007750.00000000
0.128508536764
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
7.17000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
33971000.00000000
PA
USD
29090845.72000000
0.138420342927
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
20207112.10790000
PA
USD
482663.04000000
0.002296611936
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.04900000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
26450000.00000000
PA
USD
21827114.76000000
0.103857988154
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVY24
2779479.97910000
PA
USD
2058874.42000000
0.009796556140
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.96000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
6631875.00000000
PA
USD
5112837.40000000
0.024327952272
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
742300000.00000000
PA
USD
708403568.26000000
3.370732696929
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
31200000.00000000
PA
USD
29274822.72000000
0.139295744065
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAN0
2500000.00000000
PA
USD
2488750.00000000
0.011841994274
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
7.16800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
28000000.00000000
PA
USD
26812732.80000000
0.127580604040
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.74500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAH8
1190000.00000000
PA
USD
1149640.66000000
0.005470231286
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
1300000.00000000
PA
USD
875363.19000000
0.004165161580
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
8903534.50560000
PA
USD
7238984.01000000
0.034444603596
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44200000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
20177221.17000000
PA
USD
20071628.53000000
0.095505016628
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
7.92900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
2000000.00000000
PA
USD
1969062.50000000
0.009369212195
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER85
221567834.30000000
PA
USD
214204175.78000000
1.019228376974
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
16048000.00000000
PA
USD
14667544.62000000
0.069791252401
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
81000.00000000
PA
USD
62611.46000000
0.000297918453
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAC5
12785779.33510000
PA
USD
11903168.04000000
0.056637769072
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
19500000.00000000
PA
USD
18600305.10000000
0.088504151281
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
7.34500000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
1300000.00000000
PA
USD
952738.07000000
0.004533327481
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc.
46266TAB4
1000000.00000000
PA
USD
971540.00000000
0.004622791006
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
81500000.00000000
PA
USD
79238375.00000000
0.377032800837
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002YAA1
4100000.00000000
NS
USD
4133484.70000000
0.019667986801
Long
EP
CORP
US
N
2
N
N
N
TRINITY INDUSTRIES INC
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AJ8
3250000.00000000
PA
USD
3270312.50000000
0.015560832506
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.75000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
850000.00000000
PA
USD
776365.78000000
0.003694111148
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCQ8
450000.00000000
PA
USD
395598.96000000
0.001882342790
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
Federated Hermes US Treasury C
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
3294771.83000000
NS
USD
3294771.83000000
0.015677215126
Long
STIV
RF
US
N
1
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM2
105933AB1
4871624.87730000
PA
USD
4474732.62000000
0.021291715948
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
43590000.00000000
PA
USD
37041530.53000000
0.176251368140
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
6500000.00000000
PA
USD
3617631.55000000
0.017213449363
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150PAA7
9524714.11650000
PA
USD
3131012.60000000
0.014898014377
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.69400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
25440721.73220000
PA
USD
837424.61000000
0.003984641863
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.37900000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES2
748956AA7
5000000.00000000
PA
USD
4992989.00000000
0.023757688458
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
6.80800000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
1350000.00000000
PA
USD
1135124.05000000
0.005401158212
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
37412000.00000000
NS
USD
32654609.27000000
0.155377477053
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LF5Y0
694861.28250000
PA
USD
569272.44000000
0.002708717619
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.63000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
4550000.00000000
PA
USD
4076345.00000000
0.019396104129
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
3750000.00000000
PA
USD
3664663.13000000
0.017437235481
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.80500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDEF2
12159947.85100000
PA
USD
8040075.80000000
0.038256366284
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.57000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BE8
360000.00000000
PA
USD
315590.45000000
0.001501645525
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
14140000.00000000
PA
USD
9610687.50000000
0.045729666037
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
6241000.00000000
PA
USD
5338877.80000000
0.025403499885
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
28994053.77590000
PA
USD
789618.26000000
0.003757169227
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.49800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQWZ5
70689968.25380000
PA
USD
66751223.60000000
0.317616316503
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJW71
143663.23350000
PA
USD
131176.95000000
0.000624167429
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
6256681.76030000
PA
USD
5428534.22000000
0.025830103928
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
6.01400000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
7650000.00000000
PA
USD
6120000.00000000
0.029120243078
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290AAN0
1950000.00000000
PA
USD
1603532.39000000
0.007629943297
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
3.65000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1164990.58900000
NS
USD
28274321.60000000
0.134535149977
Long
EC
RF
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
26571000.00000000
NS
USD
23243014.14000000
0.110595134252
Long
EP
CORP
US
N
2
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947DAE6
4410000.00000000
PA
USD
4193634.38000000
0.019954191589
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
7.04700000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1000000.00000000
PA
USD
674391.90000000
0.003208898048
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCX1
1000000.00000000
PA
USD
951901.10000000
0.004529345003
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.46800000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
11262628.86770000
PA
USD
11152458.62000000
0.053065736263
Long
LON
CORP
US
N
3
2026-11-25
Variable
10.92000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
7250000.00000000
PA
USD
6925980.83000000
0.032955268843
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
7.74700000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
1100000.00000000
PA
USD
924320.73000000
0.004398111820
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
5000000.00000000
PA
USD
4772179.00000000
0.022707028185
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
6.94500000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AH5
1660000.00000000
PA
USD
1654332.10000000
0.007871658967
Long
DBT
CORP
CA
N
2
2026-06-26
Fixed
6.27100000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
3651078.91000000
PA
USD
0.04000000
0.000000000190
Long
DBT
CORP
US
N
3
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
506250000.00000000
NC
USD
1013644.13000000
0.004823131284
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
506250000
0.10000000
USD
2024-06-20
XXXX
-1258851.37000000
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
1200000.00000000
PA
USD
29629.20000000
0.000140981945
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
7450000.00000000
PA
USD
7242071.25000000
0.034459293331
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
294455.72730000
PA
USD
262457.93000000
0.001248829856
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.85400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LGVC3
267075.09540000
PA
USD
226612.64000000
0.001078270451
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.23000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAB5
6746825.80960000
PA
USD
4376340.84000000
0.020823547231
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Floating
5.67000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
39650000.00000000
PA
USD
33385545.83000000
0.158855426449
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
3396292.77600000
PA
USD
2816672.59000000
0.013402318707
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
4965125.53240000
PA
USD
171423.94000000
0.000815671046
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
2.02200000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
2710000.00000000
PA
USD
2243368.79000000
0.010674419032
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
5541572.21620000
PA
USD
4156332.11000000
0.019776699568
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
15700267.18120000
PA
USD
15520031.25000000
0.073847562513
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAN2
4300000.00000000
PA
USD
4100677.67000000
0.019511884074
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
25442363.17420000
PA
USD
23418929.49000000
0.111432176369
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
36922000.00000000
PA
USD
26995467.13000000
0.128450092293
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
77700000.00000000
PA
USD
48323346.39000000
0.229932613272
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362VAD4
111780.80740000
PA
USD
108730.38000000
0.000517361943
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.60400000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAD0
1450000.00000000
PA
USD
1458269.09000000
0.006938750061
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
11800000.00000000
PA
USD
8058883.16000000
0.038345855646
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFMS0
2045083.34100000
PA
USD
1482422.73000000
0.007053678144
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.93000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
5772000.00000000
PA
USD
4084925.79000000
0.019436933327
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
22500000.00000000
PA
USD
22145915.25000000
0.105374907723
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
7.33800000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CU6
1300000.00000000
PA
USD
887456.22000000
0.004222702752
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1250000.00000000
PA
USD
1154319.59000000
0.005492494616
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
72918099.82400000
PA
USD
1282600.21000000
0.006102880700
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.86000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd.
64131TAQ7
10200000.00000000
PA
USD
10039861.02000000
0.047771763623
Long
ABS-O
CORP
KY
N
2
2034-04-15
Floating
6.97000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAH1
1511687.50000000
PA
USD
1327388.61000000
0.006315993297
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCH7
900000.00000000
PA
USD
866387.75000000
0.004122454555
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.82400000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BH0
2300000.00000000
PA
USD
2228570.95000000
0.010604007807
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
N
WESTCHESTER CNTY NY LOCAL DEV
549300KOSU8OC75V9238
Westchester County Local Development Corp. Revenue Bonds
95737TEK8
40185000.00000000
PA
USD
26604808.77000000
0.126591257913
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.84600000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4950000.00000000
PA
USD
4920559.88000000
0.023413055520
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
7.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ES43
296171501.85290000
PA
USD
279531645.05000000
1.330070171880
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
9017120.67510000
PA
USD
8963219.93000000
0.042648879595
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
111300000.00000000
OU
Notional Amount
USD
-4576985.45000000
-0.02177825635
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2033-08-03
1170.85000000
USD
0.00000000
USD
111300000.00000000
USD
-4578156.30000000
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
17588000.00000000
PA
USD
15334314.13000000
0.072963881520
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989NBH9
28368844.70690000
PA
USD
365782.21000000
0.001740468442
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
1.02600000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
22421000.00000000
PA
USD
18693029.39000000
0.088945352892
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners, LP
29250RAX4
1040000.00000000
PA
USD
1108478.84000000
0.005274374716
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
54748000.00000000
PA
USD
45578624.29000000
0.216872650080
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
3815773.68030000
PA
USD
3510511.79000000
0.016703751087
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.79000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPSA7
13276410.95000000
PA
USD
12863239.61000000
0.061205990885
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
48699396.94300000
PA
USD
48666115.78000000
0.231563581893
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.81000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
20156481.87170000
PA
USD
522161.73000000
0.002484554984
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.56900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGS4
50000000.00000000
PA
USD
47162109.50000000
0.224407204693
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
1100000.00000000
PA
USD
1047707.03000000
0.004985209703
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GAZ2
1020000.00000000
PA
USD
124325.76000000
0.000591568031
Long
DBT
USGA
US
N
2
2061-03-15
None
0.00000000
N
N
N
N
N
N
ASG Resecuritization Trust
N/A
ASG Resecuritization Trust
00212XCD1
2356629.09930000
PA
USD
2140401.31000000
0.010184478175
Long
ABS-MBS
CORP
US
N
2
2045-12-28
Floating
4.54700000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
64579.68660000
PA
USD
59234.93000000
0.000281852215
Long
LON
CORP
US
N
3
2024-01-01
Variable
8.33000000
N
N
Y
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAS3
779802.84220000
PA
USD
777253.20000000
0.003698333679
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
8.01300000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
42709386.46670000
PA
USD
39398554.83000000
0.187466583918
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5550000.00000000
PA
USD
5143031.82000000
0.024471623653
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
7.49700000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
38622886.87640000
PA
USD
1229177.24000000
0.005848683008
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.21900000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
72131000.00000000
NS
USD
69629626.76000000
0.331312362205
Long
EP
CORP
US
N
2
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
93191000.00000000
PA
USD
87619208.89000000
0.416910565555
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DVMJ1
126722331.12000000
PA
USD
113829757.02000000
0.541625848685
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.00000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
20720665.75350000
PA
USD
19922779.22000000
0.094796760405
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.63400000
N
N
N
N
N
N
Farmer Mac Agricultural Real E
N/A
FARM Mortgage Trust
30768WAA6
10402309.09930000
PA
USD
8226019.13000000
0.039141123632
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
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.
46590XAP1
29206000.00000000
PA
USD
22032474.85000000
0.104835134517
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
17431000.00000000
PA
USD
13174310.41000000
0.062686130968
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
15300000.00000000
PA
USD
14190248.16000000
0.067520175777
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
7.69700000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
4064000.00000000
PA
USD
2549301.97000000
0.012130113242
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
38704544.88110000
PA
USD
374265.21000000
0.001780832335
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83400000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
4400000.00000000
PA
USD
4271908.96000000
0.020326638451
Long
ABS-O
CORP
KY
N
2
2037-02-16
Floating
7.24500000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago Illinois General Obligation Unlimited
167486ZQ5
4500000.00000000
PA
USD
4466856.15000000
0.021254238052
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
43990000.00000000
PA
USD
12151240.25000000
0.057818148657
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8WZ4
240188.55000000
PA
USD
224592.61000000
0.001068658724
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2450000.00000000
PA
USD
1460325.02000000
0.006948532607
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
24289564.90630000
PA
USD
24186050.07000000
0.115082296918
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
7.26300000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
33904000.00000000
PA
USD
32930898.92000000
0.156692121133
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
464917.13000000
PA
USD
463029.57000000
0.002203191769
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.88000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
4800726.13010000
PA
USD
167887.15000000
0.000798842257
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.02200000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.38.V1
N/A
-216100000.00000000
OU
Notional Amount
-3012500.73000000
-0.01433411005
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
1690867.73000000
EUR
-216100000.00000000
EUR
-1337158.67000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
570000.00000000
PA
USD
509933.66000000
0.002426371263
Long
DBT
CORP
AU
N
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418AVT2
202302.11700000
PA
USD
179170.17000000
0.000852529232
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBE8
1020000.00000000
PA
USD
107612.04000000
0.000512040647
Long
DBT
USGA
US
N
2
2063-09-15
None
0.00000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10850250.00000000
PA
USD
9080899.73000000
0.043208824755
Long
LON
CORP
LU
N
2
2028-05-03
Variable
7.93000000
N
N
N
N
N
N
SUTTONPARK CAPITAL LLC
N/A
SPSS
N/A
146518.61000000
PA
USD
124143.98000000
0.000590703084
Long
ABS-O
CORP
US
Y
3
2052-11-15
Variable
5.14000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
42361000.00000000
PA
USD
34890214.04000000
0.166014953250
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
8431000.00000000
PA
USD
7278499.16000000
0.034632624964
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
253750000.00000000
NC
USD
508073.48000000
0.002417520137
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
253750000
0.10000000
USD
2024-06-20
XXXX
-684551.52000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPH91
49326286.27970000
PA
USD
44059010.37000000
0.209642008457
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670843AA9
5995286.97360000
PA
USD
5977526.54000000
0.028442324485
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.31900000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBJ7
1020000.00000000
PA
USD
96547.08000000
0.000459391248
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I Incorporated Trust
61755CAA0
2383065.39120000
PA
USD
1978193.78000000
0.009412660740
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.49400000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3800000.00000000
PA
USD
3611302.94000000
0.017183336510
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
47750000.00000000
PA
USD
47029490.70000000
0.223776176638
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.13000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAE2
12000000.00000000
PA
USD
11680730.40000000
0.055579364146
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
8.17000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
11750000.00000000
PA
USD
10763486.45000000
0.051214925129
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
8.09700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LFZ84
2306320.57250000
PA
USD
1826900.27000000
0.008692774500
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.26000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3900000.00000000
PA
USD
3813983.55000000
0.018147733345
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
7.38800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBRJ6
71064.86220000
PA
USD
67991.60000000
0.000323518287
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCJ3
900000.00000000
PA
USD
758346.89000000
0.003608373492
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFDL5
3500000.00000000
PA
USD
2138851.89000000
0.010177105709
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.36000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7T5
1612000.00000000
PA
USD
202081.93000000
0.000961548190
Long
DBT
USGA
US
N
2
2060-09-15
None
0.00000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAA7
5350000.00000000
PA
USD
4698424.57000000
0.022356089144
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31100000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
362463AA9
11708115.83670000
PA
USD
6450203.56000000
0.030691420844
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.73400000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
510300000.00000000
NC
USD
319759.08000000
0.001521480741
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
510300000
0.10000000
USD
2023-12-19
XXXX
-1657653.42000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
149000.00000000
PA
USD
113204.14000000
0.000538649031
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BF8
1200000.00000000
PA
USD
934118.21000000
0.004444730284
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.45000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
8600000.00000000
PA
USD
7609400.40000000
0.036207122439
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
65000000.00000000
PA
USD
64200870.50000000
0.305481201763
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.19000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
133032.00000000
NS
USD
7981.92000000
0.000037979648
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
133032.00
11.50000000
USD
2026-03-31
XXXX
-101406.83000000
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
40838489.21500000
PA
USD
40505560.37000000
0.192733948365
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
7.19200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1Z43
1232219.66400000
PA
USD
788060.37000000
0.003749756459
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
508900000.00000000
NC
USD
318881.83000000
0.001517306601
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
508900000
0.20000000
USD
2023-12-19
XXXX
-1767468.17000000
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
27606923.18450000
PA
USD
25424101.74000000
0.120973206325
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
11550000.00000000
NS
USD
11066318.34000000
0.052655862751
Long
EP
CORP
US
N
2
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBF5
1100000.00000000
PA
USD
937959.00000000
0.004463005568
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
21991097.91990000
PA
USD
19293188.24000000
0.091801034526
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
27771485.60110000
PA
USD
26223381.35000000
0.124776346281
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
22650000.00000000
PA
USD
18474310.55000000
0.087904642797
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
600000.00000000
PA
USD
574983.32000000
0.002735891183
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40600000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
15150000.00000000
PA
USD
8870982.36000000
0.042209993899
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61748BAD6
8161311.82540000
PA
USD
4190601.02000000
0.019939758226
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.91400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21690000.00000000
PA
USD
12967992.69000000
0.061704428001
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFK37
5691217.07700000
PA
USD
4106602.06000000
0.019540073564
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.94000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JGT9
27400000.00000000
PA
USD
20821646.34000000
0.099073758612
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
50200112.03400000
PA
USD
49964487.77000000
0.237741508029
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
7.92900000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5362609.85060000
PA
USD
1062913.78000000
0.005057566608
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.97400000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
9000000.00000000
PA
USD
8771196.42000000
0.041735191476
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
4537855.50600000
PA
USD
1730927.77000000
0.008236117224
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.93400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAG8
5103437.58730000
PA
USD
4884430.20000000
0.023241142928
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
7.29300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNYV9
1067471.31950000
PA
USD
1014828.89000000
0.004828768620
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
16750000.00000000
PA
USD
15898188.80000000
0.075646915418
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.54100000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
37152000.00000000
PA
USD
35232248.42000000
0.167642424539
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
7.24700000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7R9
1612000.00000000
PA
USD
213764.10000000
0.001017134404
Long
DBT
USGA
US
N
2
2059-09-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
912810TS7
1000000.00000000
PA
USD
869375.00000000
0.004136668517
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1660000.00000000
PA
USD
1573457.92000000
0.007486842664
Long
DBT
CORP
DK
N
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAA4
1619387.38890000
PA
USD
1408762.74000000
0.006703188468
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
79774661.17960000
PA
USD
71480026.96000000
0.340116954299
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7F5
1020000.00000000
PA
USD
179681.16000000
0.000854960630
Long
DBT
USGA
US
N
2
2054-09-15
None
0.00000000
N
N
N
N
N
N
VICOF II TRUST
N/A
VICOF 2
N/A
671027.20300000
PA
USD
633753.96000000
0.003015534210
Long
ABS-O
CORP
US
N
3
2030-02-22
Variable
4.00000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
1500000.00000000
PA
USD
1290132.60000000
0.006138721391
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
24039000.00000000
PA
USD
23304585.23000000
0.110888102407
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAQ5
5510000.00000000
PA
USD
5465220.23000000
0.026004663655
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
6.88800000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1652094.12000000
PA
USD
1345316.76000000
0.006401299194
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.43000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
7720783.88000000
PA
USD
7289530.23000000
0.034685113108
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.03400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
17753304.52820000
PA
USD
16168788.37000000
0.076934484904
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAD0
5592996.02040000
PA
USD
2718712.86000000
0.012936205775
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.58400000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENGJ3
720000.00000000
PA
USD
493146.00000000
0.002346492057
Long
DBT
USGSE
US
N
2
2041-12-09
Fixed
2.90000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
611314.20000000
NS
USD
345126.60000000
0.001642184719
Long
EP
CORP
US
N
3
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
207200000.00000000
NC
USD
414868.27000000
0.001974030207
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
207200000
0.10000000
USD
2024-06-20
XXXX
-530481.73000000
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
7476535.18600000
PA
USD
159843.09000000
0.000760566933
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.03500000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
7615200.00000000
PA
USD
7577332.43000000
0.036054536314
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
15107587.87750000
PA
USD
5184333.45000000
0.024668145467
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.58400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
6160000.00000000
PA
USD
4363492.86000000
0.020762413848
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
968275.00000000
PA
USD
884086.39000000
0.004206668395
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
APRES STATIC CLO 1, LTD
N/A
Apres Static CLO Ltd.
03835JBC6
21750000.00000000
PA
USD
21658876.20000000
0.103057473814
Long
ABS-O
CORP
KY
N
2
2028-10-15
Floating
7.27000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
627932.36800000
NS
USD
15252477.22000000
0.072574484344
Long
EC
RF
US
N
1
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
14101089.22430000
PA
USD
14057093.83000000
0.066886599559
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.93000000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
417000.00000000
PA
430043.98000000
0.002046239416
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2023-CES1
89181XAM3
7188157.81360000
PA
USD
7156271.15000000
0.034051038467
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
6.75000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
20340000.00000000
PA
USD
18745199.59000000
0.089193589642
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
1289100.00000000
PA
USD
1076424.28000000
0.005121852400
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
11391715.00830000
PA
USD
10769119.05000000
0.051241726221
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
45968000.00000000
PA
USD
28581769.29000000
0.135998050544
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
41239277.89130000
PA
USD
40765859.23000000
0.193972504913
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLF52
28203507.75870000
PA
USD
27266183.07000000
0.129738215492
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
9283000.00000000
PA
USD
9192611.43000000
0.043740372445
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
6542484.00000000
PA
6738267.34000000
0.032062088703
Long
LON
CORP
LU
N
2
2028-03-30
Variable
7.06000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
3775000.00000000
PA
USD
2588614.78000000
0.012317171834
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK32
41086351.65000000
PA
USD
220711.77000000
0.001050192874
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
1866495.90000000
PA
USD
1343942.56000000
0.006394760462
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAB8
1074272.40980000
PA
USD
945874.19000000
0.004500667701
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.24000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
303295000.00000000
PA
USD
110460845.76000000
0.525595862607
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
10000000.00000000
PA
USD
8314913.00000000
0.039564099302
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
JBS USA LUX SA/FOOD/LUX
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS Luxembourg SARL
47214BAA6
12550000.00000000
PA
USD
12211024.50000000
0.058102614652
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
1500000.00000000
PA
USD
150.00000000
0.000000713731
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AK7
10380000.00000000
PA
USD
8135741.24000000
0.038711562504
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
71314000.00000000
NS
USD
67117969.82000000
0.319361371907
Long
EP
CORP
US
N
2
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P35
7405000.00000000
PA
USD
5634292.70000000
0.026809145914
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
2.87400000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
3854000.00000000
PA
USD
3142138.84000000
0.014950955360
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAD2
19212356.36500000
PA
USD
5755485.94000000
0.027385808759
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.89400000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
33500000.00000000
PA
USD
33042671.40000000
0.157223958026
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.27000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
76000.00000000
PA
USD
62405.22000000
0.000296937120
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AL8
11950000.00000000
PA
USD
11939920.53000000
0.056812645125
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
3000000.00000000
PA
USD
2437571.70000000
0.011598477193
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBH2
25029276.71840000
PA
USD
352437.25000000
0.001676970325
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.05200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
1631414.17250000
PA
USD
1293291.28000000
0.006153751053
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XBH8
525365.00000000
PA
USD
337232.21000000
0.001604621557
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Fixed
3.99600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2380000.00000000
PA
USD
1723733.59000000
0.008201885807
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBA6
1020000.00000000
PA
USD
120881.22000000
0.000575178187
Long
DBT
USGA
US
N
2
2061-09-15
None
0.00000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
49562000.00000000
PA
USD
47396304.15000000
0.225521551937
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
7.04500000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
1620000.00000000
PA
USD
1576503.00000000
0.007501331793
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWS98
360000.00000000
PA
USD
192801.96000000
0.000917392147
Long
DBT
USGSE
US
N
2
2050-09-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAS7
810679.00000000
PA
USD
716278.67000000
0.003408204082
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.34600000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900XWTZJ46JGSP919
Golub Capital Partners CLO 25M Ltd.
38175NAA6
9726037.65570000
PA
USD
9708309.03000000
0.046194169743
Long
ABS-O
CORP
KY
N
2
2030-05-05
Floating
7.01200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
24000000.00000000
PA
USD
23433600.00000000
0.111501981731
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
7.08400000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
12800881.62000000
PA
13482277.82000000
0.064151504471
Long
LON
CORP
NL
N
2
2025-07-02
Variable
7.41000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
900000.00000000
PA
USD
949890.84000000
0.004519779764
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
5000000.00000000
PA
USD
4999819.40000000
0.023790188933
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.30900000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
18000000.00000000
PA
USD
14864213.34000000
0.070727043403
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
38983000.00000000
PA
USD
32273221.09000000
0.153562752133
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
13365000.00000000
PA
USD
11226600.00000000
0.053418516493
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.44000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
23106056.86080000
PA
USD
650386.98000000
0.003094677606
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.63300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
1600000.00000000
PA
USD
1353640.82000000
0.006440906816
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZS1
8500000.00000000
PA
USD
5021341.43000000
0.023892595264
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.43500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591TAF3
8727289.32740000
PA
USD
8105.91000000
0.000038569619
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.20400000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
34821000.00000000
PA
USD
26250026.74000000
0.124903130633
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749BAE3
25336351.11360000
PA
USD
12861309.49000000
0.061196806969
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.58400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
46892000.00000000
PA
USD
37390274.04000000
0.177910762876
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAY2
14560103.97520000
PA
USD
120575.13000000
0.000573721747
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.11100000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
3890467.75850000
PA
USD
1055243.86000000
0.005021071521
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.61400000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
2391000.00000000
PA
USD
2816205.45000000
0.013400095957
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J12Y3
2655907.50270000
PA
USD
1756050.72000000
0.008355657487
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.17000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
4512184.59780000
PA
USD
3873896.15000000
0.018432810056
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622M8AE6
10107000.00000000
PA
USD
8003246.14000000
0.038081123041
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.66400000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BC6
850000.00000000
PA
USD
616340.92000000
0.002932679315
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
42012570.88300000
PA
USD
31928100.24000000
0.151920594773
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.65600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LETY3
4148671.41390000
PA
USD
3004537.54000000
0.014296219526
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.49000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
20925000.00000000
PA
USD
20163415.79000000
0.095941759655
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
8.42000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
7550000.00000000
PA
USD
7150651.51000000
0.034024299042
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.40.V1
N/A
-196300000.00000000
OU
Notional Amount
USD
-3076776.76000000
-0.01463994888
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
812980.25000000
USD
0.00000000
USD
-196300000.00000000
USD
-3889757.01000000
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
69265945.76650000
PA
USD
68850350.09000000
0.327604400431
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
6.93200000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
5100000.00000000
PA
USD
4400893.02000000
0.020940371650
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAH9
4200000.00000000
PA
USD
4044972.41000000
0.019246826768
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAC8
8133773.83190000
PA
USD
3382414.39000000
0.016094236801
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.83400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
19200000.00000000
PA
USD
18602071.68000000
0.088512557039
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.47000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
17302554.81260000
PA
USD
17149420.28000000
0.081600537124
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
HARRIS CNTY TX CULTURAL EDU FA
N/A
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
414008CU4
1500000.00000000
PA
USD
1146001.65000000
0.005452916113
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
3.34400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAS1
1528504.08300000
PA
USD
963828.61000000
0.004586098596
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.96000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
8174000.00000000
PA
USD
7124537.69000000
0.033900044011
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1000000.00000000
PA
USD
438168.70000000
0.002084898538
Long
DBT
MUN
US
N
2
2037-09-01
None
0.00000000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
7452337.87000000
PA
USD
7105085.16000000
0.033807484795
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
47450000.00000000
PA
USD
38065509.82000000
0.181123676283
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001FBA2
16400913.65440000
PA
USD
619055.77000000
0.002945597140
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.54200000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAA6
4795479.16760000
PA
USD
1133760.13000000
0.005394668395
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.49400000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
5-Year Interest Rate Swap
N/A
-354750000.00000000
NC
USD
-7082874.65000000
-0.03370180253
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2028-10-18
0.00000000
USD
0.00000000
USD
0.00000000
USD
-354750000
3.93100000
USD
2023-10-16
XXXX
-4635099.65000000
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2500000.00000000
PA
USD
2445974.25000000
0.011638458288
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
7.32000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
104800000.00000000
PA
USD
75963986.56000000
0.361452574153
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AW3
400000.00000000
PA
USD
314233.03000000
0.001495186636
Long
DBT
CORP
NL
N
2
2032-04-01
Variable
2.72700000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
510300000.00000000
NC
USD
1021753.28000000
0.004861716320
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
510300000
0.10000000
USD
2024-06-20
XXXX
-1236324.22000000
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
40891000.00000000
PA
USD
34630185.53000000
0.164777683084
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
14737876.88440000
PA
USD
14526093.59000000
0.069118198744
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
900000000.00000000
OU
Notional Amount
USD
-36980289.00000000
-0.17595996810
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2028-04-04
3912.86000000
USD
0.00000000
USD
900000000.00000000
USD
-36984201.86000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-79980000.00000000
NC
2309715.18000000
0.010990109065
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
79980000.00000000
GBP
99897499.38000000
USD
2023-10-16
2309715.18000000
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
8650000.00000000
PA
USD
7850377.57000000
0.037353742335
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAC4
21695000.00000000
PA
USD
20783623.42000000
0.098892837587
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
7.48800000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
59035000.00000000
PA
USD
48019639.28000000
0.228487511170
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GBB9
34374352.13680000
PA
USD
1211757.79000000
0.005765797613
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.85500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
30572530.18130000
PA
USD
28877263.51000000
0.137404073994
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
17718000.00000000
PA
USD
14850185.78000000
0.070660297331
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
2096000.00000000
PA
USD
1886718.17000000
0.008977400609
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAC8
22250000.00000000
PA
USD
21712562.38000000
0.103312923914
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.74500000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
28000447.37390000
PA
USD
21975703.11000000
0.104565002676
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
532.00000000
NS
USD
683.34000000
0.000003251474
Long
EC
CORP
US
N
3
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
19150000.00000000
PA
USD
15941800.50000000
0.075854429030
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
7100000.00000000
PA
USD
4072079.47000000
0.019375807843
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
14303550.00000000
PA
USD
14075456.15000000
0.066973971327
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
84258254.00000000
PA
USD
83338305.53000000
0.396541129862
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.18800000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAD3
1000000.00000000
PA
USD
954378.76000000
0.004541134228
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFW6
158409121.58400000
PA
USD
153231837.85000000
0.729109210051
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDXM6
3417000.00000000
PA
USD
2107175.47000000
0.010026382662
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
13733875.00000000
PA
USD
7164550.57000000
0.034090433683
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.69000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
4364028.08000000
PA
USD
4363111.63000000
0.020760599876
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.13000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
105004127.00000000
PA
USD
100840891.87000000
0.479822105143
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
7.51300000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
18928000.00000000
PA
USD
18717337.98000000
0.089061018260
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
9800000.00000000
PA
USD
9619680.00000000
0.045772454237
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
6.98800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WJMJ4
664172.97620000
PA
USD
581622.07000000
0.002767479748
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325GAJ5
9867141.01110000
PA
USD
236242.05000000
0.001124089202
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.12100000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104PT2
9509146.54350000
PA
USD
7141876.84000000
0.033982547322
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.19400000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
18915419.83860000
PA
USD
18918658.73000000
0.090018944596
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
7.60900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPRK5
19394347.66670000
PA
USD
17323395.76000000
0.082428348933
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
23686999.72540000
PA
USD
23455295.15000000
0.111605211803
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.92000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAE9
11210000.00000000
PA
USD
10379571.05000000
0.049388175167
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
7.04700000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
16050000.00000000
PA
USD
12046794.56000000
0.057321174166
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
32712000.00000000
PA
USD
27641640.00000000
0.131524718281
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
17480000.00000000
PA
USD
12814624.00000000
0.060974667620
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGZ8
45000000.00000000
PA
USD
42115429.80000000
0.200394044627
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
OAKLAND CA REDEV SUCCESSOR AGY
N/A
Oakland Redevelopment Agency Successor Agency Tax Allocation
67232TBQ7
1100000.00000000
PA
USD
886107.20000000
0.004216283832
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AE5
30400000.00000000
PA
USD
30001443.84000000
0.142753159692
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.57000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCW8
1000000.00000000
PA
USD
978418.40000000
0.004655519875
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
19810000.00000000
PA
USD
16240764.35000000
0.077276961707
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
21416558.48320000
PA
USD
19798586.75000000
0.094205826595
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7588000.00000000
PA
USD
6428591.54000000
0.030588586322
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.79800000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
18723000.00000000
PA
USD
17172735.60000000
0.081711476305
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNRL7
1123136.66520000
PA
USD
955544.20000000
0.004546679636
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.05000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
6560000.00000000
PA
USD
6568592.48000000
0.031254740146
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59023XAA4
7863705.12400000
PA
USD
3879861.68000000
0.018461195299
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
5.71400000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
4815000.00000000
PA
USD
4457235.44000000
0.021208460697
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
14043000.00000000
PA
USD
11910386.21000000
0.056672114638
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JDX3
40642000.00000000
PA
USD
30335316.42000000
0.144341795425
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465WAB7
10063614.89990000
PA
USD
9504236.92000000
0.045223151860
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DA4
1000000.00000000
PA
USD
959042.04000000
0.004563323092
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
1750295.52910000
PA
USD
1666174.40000000
0.007928007114
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.77400000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
3775616.77350000
PA
USD
3004623.75000000
0.014296629731
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.46600000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
14751000.00000000
PA
USD
12972573.71000000
0.061726225455
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM2 Trust
36169DAB8
2931112.82650000
PA
USD
2883379.36000000
0.013719723504
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.24300000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
715225.00000000
NS
USD
11107444.25000000
0.052851548453
Long
EP
CORP
US
N
2
N
N
N
PULTEGROUP INC
N/A
PulteGroup, Inc.
745867AP6
1400000.00000000
PA
USD
1406604.16000000
0.006692917492
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729VAD9
10370133.89360000
PA
USD
3533700.90000000
0.016814089734
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.58400000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ENH5
371946.59670000
PA
USD
363626.13000000
0.001730209361
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
6.63400000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DU0
10340000.00000000
PA
USD
10236005.35000000
0.048705059467
Long
DBT
CORP
GB
N
2
2029-03-09
Variable
6.16100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-4 Ltd.
69702YAE1
7050000.00000000
PA
USD
7098061.26000000
0.033774063607
Long
ABS-O
CORP
KY
N
2
2031-07-24
Floating
8.09600000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AT8
1640000.00000000
PA
USD
1652764.28000000
0.007864198951
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418C4D3
320154.75880000
PA
USD
293969.83000000
0.001398770082
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFU95
168263.55450000
PA
USD
147665.83000000
0.000702624977
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
64750000.00000000
PA
68482279.84000000
0.325853045014
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
7.09800000
N
N
N
N
N
N
Asset Backed Funding Certifica
N/A
ABFC Trust
04545EAA1
14937625.72580000
PA
USD
10197209.04000000
0.048520458490
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.68400000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR, Inc.
62944TAF2
1200000.00000000
PA
USD
999759.61000000
0.004757065827
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
24959338.04870000
PA
USD
767454.72000000
0.003651710457
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.52000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
21300000.00000000
PA
USD
20570998.13000000
0.097881121880
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LKZM8
530000.00000000
PA
USD
532033.39000000
0.002531526412
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.32000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
13861000.00000000
PA
USD
8493508.36000000
0.040413893468
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
19249322.15530000
PA
USD
583416.16000000
0.002776016404
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.81500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
29394357.00000000
PA
USD
29123973.01000000
0.138577969518
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAE1
21450000.00000000
PA
USD
20193347.46000000
0.096084180816
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
7.64700000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
31640310.55250000
PA
USD
9305405.84000000
0.044277071895
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.95400000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
2540000.00000000
PA
USD
1958466.64000000
0.009318794872
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
9211005.77240000
PA
USD
8735073.10000000
0.041563309146
Long
LON
CORP
US
N
2
2028-11-30
Variable
9.43000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
27700000.00000000
NS
USD
23213954.53000000
0.110456862535
Long
EP
CORP
US
N
2
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4560000.00000000
PA
USD
4334775.86000000
0.020625772341
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKJK4
3488848.55200000
PA
USD
2772446.51000000
0.013191881747
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
313637VQ0
323359.95650000
PA
USD
284314.23000000
0.001352826713
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
31335ABF4
603716.58000000
PA
USD
535944.58000000
0.002550136674
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TTF1
4652064.37270000
PA
USD
4141323.99000000
0.019705287786
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.93400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AP4
475000.00000000
PA
USD
402826.03000000
0.001916730704
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
1100000.00000000
PA
USD
992847.83000000
0.004724178128
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
640466.27970000
PA
USD
627063.31000000
0.002983698694
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAZ3
7707012.03180000
PA
USD
77417.71000000
0.000368369695
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.19800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFLC6
2438083.02500000
PA
USD
1694113.74000000
0.008060948351
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
1000000.00000000
PA
USD
957657.90000000
0.004556737064
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.35500000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
149876.26620000
PA
USD
128340.37000000
0.000610670387
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAQ8
1629443.55370000
PA
USD
1604862.09000000
0.007636270288
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.99700000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
87276VAE5
431547.59570000
PA
USD
430571.91000000
0.002048751418
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
7.19700000
N
N
N
N
N
N
WW INTERNATIONAL INC
N/A
WW International, Inc.
N/A
200000.00000000
PA
USD
150334.00000000
0.000715320690
Long
LON
CORP
US
N
2
2028-04-13
Variable
8.93000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
216371619.55000000
NS
USD
216371619.55000000
1.029541528843
Long
STIV
RF
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
640000.00000000
PA
USD
631260.32000000
0.003003668948
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
300000.00000000
PA
USD
309038.69000000
0.001470470878
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
3720052.94140000
PA
USD
3328382.33000000
0.015837140932
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
2850000.00000000
PA
USD
2772548.97000000
0.013192369273
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDA0
22450000.00000000
PA
USD
21186415.22000000
0.100809405418
Long
DBT
CORP
US
N
2
2034-06-08
Variable
6.37700000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN N.V.
780641AH9
1140000.00000000
PA
USD
1273829.74000000
0.006061148965
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAU7
8250000.00000000
PA
USD
8022894.83000000
0.038174615627
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
7.46900000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
38462000.00000000
PA
USD
27820343.07000000
0.132375024953
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust 2006-WM4
81377XAD4
5258834.21330000
PA
USD
1465847.97000000
0.006974811961
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.75400000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Bain Capital, LP
N/A
20300000.00000000
PA
USD
12761599.87000000
0.060722367693
Long
DBT
CORP
US
N
3
2042-04-15
Fixed
3.72000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BJ1
1650000.00000000
PA
USD
1345452.85000000
0.006401946738
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
28440000.00000000
PA
USD
22854132.87000000
0.108744755639
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAF9
5050000.00000000
PA
USD
4807493.45000000
0.022875061741
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAG0
12000000.00000000
PA
USD
11207096.40000000
0.053325714275
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
7.44700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
63652057.90530000
PA
USD
1651401.72000000
0.007857715605
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.09100000
N
N
N
N
N
N
OCP CLO Ltd
254900OVGEI8FTD7PT85
OCP CLO Ltd.
67105HBA2
25500000.00000000
PA
USD
25339350.00000000
0.120569939778
Long
ABS-O
CORP
KY
N
2
2029-04-24
Floating
7.05700000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
57755049.92020000
PA
USD
53269994.89000000
0.253469803917
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-4 Ltd.
696924AC3
14200000.00000000
PA
USD
14200000.00000000
0.067566577076
Long
ABS-O
CORP
KY
N
2
2033-10-20
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137FEBA7
2977.87490000
PA
USD
2967.13000000
0.000014118226
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
4.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBD0
1020000.00000000
PA
USD
110684.28000000
0.000526659009
Long
DBT
USGA
US
N
2
2063-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMKL6
3617266.84000000
PA
USD
2920271.03000000
0.013895261805
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
11100000.00000000
PA
11740915.20000000
0.055865736043
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
6.05000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding
69144AAA7
6388327.31380000
PA
USD
6161624.10000000
0.029318299272
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.10100000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
17800000.00000000
PA
USD
12654123.24000000
0.060210971354
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
49842000.00000000
NS
USD
43529425.97000000
0.207122134853
Long
EP
CORP
US
N
2
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670MH8
942586.56520000
PA
USD
908214.20000000
0.004321473573
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.10900000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
33182000.00000000
PA
USD
28600456.40000000
0.136086967731
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
21150000.00000000
PA
USD
16002556.15000000
0.076143517150
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1750000.00000000
PA
USD
1618383.38000000
0.007700607421
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68403HAA0
6973852.81170000
PA
USD
4058236.98000000
0.019309942373
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.65400000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.00060000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.59400000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
3984370.37330000
PA
USD
3927911.85000000
0.018689828081
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.42000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
14431000.00000000
PA
USD
11073180.06000000
0.052688512254
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
28670561.69690000
PA
USD
28509433.14000000
0.135653859976
Long
LON
CORP
US
N
2
2027-10-27
Variable
10.45000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
7420825.75240000
PA
USD
2610935.17000000
0.012423376930
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.58400000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06054MAF0
1555960.16950000
PA
USD
49690.52000000
0.000236437911
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
1.88800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDW70
6018000.00000000
PA
USD
3674289.54000000
0.017483039958
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.31000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAG5
750000.00000000
PA
USD
622604.85000000
0.002962484407
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
4.75300000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAE3
8000000.00000000
PA
USD
7739591.20000000
0.036826597560
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
7.42000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAJ3
13050000.00000000
PA
USD
12753420.48000000
0.060683448440
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
7.48800000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
62297174.49080000
PA
USD
732982.33000000
0.003487683598
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.01000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
73183.00000000
NS
USD
7.32000000
0.000000034830
Long
EC
CORP
US
N
3
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
16150000.00000000
PA
USD
15402815.57000000
0.073289825733
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
61584315.34860000
PA
USD
35897608.27000000
0.170808346200
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.56400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0NM8
1747624.07340000
PA
USD
1211222.86000000
0.005763252304
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.51000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
4924776.16480000
PA
USD
3402322.00000000
0.016188961384
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.60400000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAA4
15305229.18340000
PA
USD
14258415.79000000
0.067844531652
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XL6Y9
55485886.98910000
PA
USD
44303160.90000000
0.210803727866
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
70890000.00000000
PA
USD
25162681.26000000
0.119729312874
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCK7
20000.00000000
PA
USD
15920.77000000
0.000075754361
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
29725000.00000000
PA
USD
21682027.93000000
0.103167634599
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
9121052.50000000
PA
USD
7348302.98000000
0.034964766174
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
2450000.00000000
PA
USD
1974899.43000000
0.009396985532
Long
DBT
CORP
US
N
2
N/A
Variable
3.65000000
N
N
N
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
1000000.00000000
PA
USD
670637.30000000
0.003191032874
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
1660000.00000000
PA
USD
1570164.44000000
0.007471171595
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
15000000.00000000
PA
USD
13282555.50000000
0.063201183800
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEJ9
8000000.00000000
PA
USD
5487864.80000000
0.026112411267
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.07100000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133TAD5
1200000.00000000
PA
USD
1014591.85000000
0.004827640734
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
31550000.00000000
PA
USD
24172618.38000000
0.115018386121
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
13913591.78410000
PA
USD
6802438.50000000
0.032367428536
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.96200000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAE7
5546935.20210000
PA
USD
5361421.28000000
0.025510766489
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.71400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAN8
4200000.00000000
PA
USD
4099334.82000000
0.019505494512
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
7.28200000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
21640000.00000000
PA
USD
20051807.94000000
0.095410706106
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
14970000.00000000
PA
USD
8941787.59000000
0.042546900028
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKV0
1000000.00000000
PA
USD
989789.37000000
0.004709625335
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
1100000.00000000
PA
USD
938916.74000000
0.004467562695
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
15473000.00000000
PA
USD
11827701.69000000
0.056278684357
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
11040296.26730000
PA
USD
10802239.88000000
0.051399322074
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.94700000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233WBM0
3700000.00000000
PA
USD
3620947.98000000
0.017229229632
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.87500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
51958293.49590000
PA
USD
49376740.49000000
0.234944883248
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.34700000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
355975000.00000000
PA
USD
119287033.83000000
0.567592715883
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAL5
8000000.00000000
PA
USD
6825524.00000000
0.032477274185
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
7.63800000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
472000.00000000
NS
USD
11823600.00000000
0.056259167656
Long
EP
CORP
US
N
2
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
1650000.00000000
PA
USD
1549229.34000000
0.007371558000
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
6263559.96480000
PA
USD
5520304.02000000
0.026266763877
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.74200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
58546118.90210000
PA
USD
1346648.55000000
0.006407636130
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.86800000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
15800000.00000000
PA
USD
7268932.20000000
0.034587103363
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-65209281.00000000
PA
USD
-65209281.00000000
-0.31027943033
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
66450000.00000000
USD
60263505.00000000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEUN5
5185681.38400000
PA
USD
3660201.87000000
0.017416007870
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.52000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
10500000.00000000
PA
USD
10308020.10000000
0.049047720746
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.04100000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
1690148.94540000
PA
USD
1604111.07000000
0.007632696778
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.01400000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
7400000.00000000
PA
USD
6497778.31000000
0.030917791479
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWEE8
182464.92200000
PA
USD
144308.28000000
0.000686649050
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.18000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
3500000.00000000
PA
USD
3166777.60000000
0.015068191746
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
8.19700000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Inc.
N/A
150000.00000000
PA
149150.85000000
0.000709691014
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
BOISE ID ST UNIV REVENUES
N/A
Boise State University Revenue Bonds
097464M40
250000.00000000
PA
USD
181529.90000000
0.000863757322
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
3.06200000
N
N
N
N
N
N
RADIATE HOLDINGS GP LLC
N/A
Radiate Holdco LLC
N/A
2422591.69800000
PA
USD
1975817.34000000
0.009401353140
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.68000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
4312872.34960000
PA
USD
3379701.33000000
0.016081327493
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
11900000.00000000
PA
USD
9028092.56000000
0.042957557169
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VAT7
1100000.00000000
PA
USD
931007.20000000
0.004429927446
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000AAX5
22002395.72840000
PA
USD
356220.99000000
0.001694974153
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
1.07900000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AF7
978000.00000000
PA
USD
979961.58000000
0.004662862649
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.45000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
6200000.00000000
PA
USD
5886967.02000000
0.028011423303
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89614YAD8
7000000.00000000
PA
USD
6229068.30000000
0.029639212916
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.59400000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
12010000.00000000
PA
USD
9615326.10000000
0.045751737468
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
1050000.00000000
PA
USD
825330.35000000
0.003927094838
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
15338356.43970000
PA
USD
12881444.70000000
0.061292614520
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630BBB3
16972598.43190000
PA
USD
5076.50000000
0.000024155051
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.70600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQM52
129472506.54430000
PA
USD
125169574.54000000
0.595583077876
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Intermediate
N/A
9.06000000
NS
USD
4109.51000000
0.000019553910
Long
EP
CORP
US
N
3
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
32364000.00000000
PA
USD
23352036.42000000
0.111113885117
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
12808058.45780000
PA
USD
12701082.99000000
0.060434415690
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.49500000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA, LLC
N/A
31000000.00000000
PA
USD
19638515.19000000
0.093444172553
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275TAD0
5807888.89190000
PA
USD
1607448.83000000
0.007648578540
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.59400000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
800000.00000000
PA
USD
652166.91000000
0.003103146886
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
10900000.00000000
PA
USD
10882089.77000000
0.051779264591
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
276775.00000000
NS
USD
83.03000000
0.000000395074
Long
EP
CORP
US
N
2
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
5157800.00000000
PA
USD
4639184.76000000
0.022074213708
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTN54
315000.00000000
PA
USD
261975.42000000
0.001246533972
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.22000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
59134981.28510000
PA
USD
52039966.23000000
0.247617069673
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
29042333.34000000
PA
USD
26364714.14000000
0.125448837327
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81378PAA6
10048942.00970000
PA
USD
8162229.03000000
0.038837596963
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.79400000
N
N
N
N
N
N
NTHRN AZ UNIV
N/A
Northern Arizona University Revenue Bonds
6647546W3
2350000.00000000
PA
USD
1707016.74000000
0.008122343530
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.08700000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
93432.13010000
PA
USD
92320.66000000
0.000439281055
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
10637383.65850000
PA
USD
10568857.63000000
0.050288840399
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
6.17500000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
12766305.78000000
PA
13379984.82000000
0.063664772931
Long
LON
CORP
DE
N
2
2026-08-21
Variable
7.31000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
18350000.00000000
PA
USD
18349337.20000000
0.087309993396
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDZM4
10475000.00000000
PA
USD
6410088.89000000
0.030500546834
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.26500000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
4750000.00000000
NS
USD
3517078.13000000
0.016734995109
Long
EP
CORP
US
N
2
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAE2
1000000.00000000
PA
USD
944541.30000000
0.004494325531
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
7.24500000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
16600000.00000000
PA
USD
15554673.10000000
0.074012395698
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
7.44700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1D70
2386152.76370000
PA
USD
1579438.63000000
0.007515300136
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.17000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
559080AG1
1100000.00000000
PA
USD
890255.32000000
0.004236021457
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
5.15000000
N
N
N
N
N
N
AUBURN UNIV AL GEN FEE REVENUE
N/A
Auburn University Revenue Bonds
050589RK8
6500000.00000000
PA
USD
3857271.60000000
0.018353706962
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.68100000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
6576625.04080000
PA
USD
4731411.49000000
0.022513047825
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
3550000.00000000
PA
USD
2984580.57000000
0.014201260079
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAF7
23179375.78750000
PA
USD
8105948.25000000
0.038569801212
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.91400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
19705000.00000000
PA
USD
17453359.31000000
0.083046742751
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LAQ99
68323.03270000
PA
USD
46042.37000000
0.000219079249
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.28000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAB5
40038000.00000000
PA
USD
29410464.62000000
0.139941156663
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
3800000.00000000
PA
USD
3616853.30000000
0.017209746286
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
7.99500000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAE1
7000000.00000000
PA
USD
6933405.50000000
0.032990596980
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.82000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7L2
1612000.00000000
PA
USD
246808.48000000
0.001174366492
Long
DBT
USGA
US
N
2
2057-03-15
None
0.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
4700000.00000000
PA
USD
4347141.34000000
0.020684609888
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAE4
4875000.00000000
PA
USD
4725160.54000000
0.022483304494
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
7.49700000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AWMM9
650000.00000000
PA
USD
647377.90000000
0.003080359773
Long
DBT
USGSE
US
N
2
2033-07-12
Fixed
6.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
69211888.76050000
PA
USD
2345590.91000000
0.011160813310
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.92800000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
13500000.00000000
PA
USD
13207401.00000000
0.062843582933
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
8.17000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AE9
2875000.00000000
PA
USD
2779960.46000000
0.013227634696
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
19050000.00000000
PA
USD
13791460.67000000
0.065622661293
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAD9
13001151.90600000
PA
USD
6518000.10000000
0.031014010996
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.71400000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
9550000.00000000
PA
USD
9152342.30000000
0.043548763482
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
2023-10-30
Guggenheim Funds Trust
James Howley
James Howley
CFO