0001752724-23-274276.txt : 20231129 0001752724-23-274276.hdr.sgml : 20231129 20231129163144 ACCESSION NUMBER: 0001752724-23-274276 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: 231452692 BUSINESS ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 BUSINESS PHONE: 301-296-5100 MAIL ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 FORMER COMPANY: FORMER CONFORMED NAME: SECURITY EQUITY FUND DATE OF NAME CHANGE: 19920703 0000088525 S000043988 Guggenheim Core Bond Fund C000136517 A-Class SIUSX C000136519 C-Class SDICX C000136520 Institutional Class GIUSX C000155968 P SIUPX NPORT-P 1 primary_doc.xml NPORT-P false 0000088525 XXXXXXXX S000043988 C000136520 C000136519 C000136517 C000155968 Guggenheim Funds Trust 811-01136 0000088525 54930033G24U3UGWK691 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Guggenheim Core Bond Fund S000043988 549300FTUEDHPYOSV405 2023-09-30 2023-09-30 N 1622655895.13 82642703.08 1540013192.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 59394748.40000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9398268.29000000 EUR GBP USD N Portfolio (ExDerivative) N/A Cerberus N/A 15674LAE6 1250000.00000000 PA USD 1204505.13000000 0.078213948829 Long ABS-O CORP KY N 2 2033-04-22 Floating 8.42000000 N N N N N N IP Lending LLC N/A 44988YAA7 1050000.00000000 PA USD 976500.00000000 0.063408547734 Long DBT CORP BM N 2 2026-04-02 Fixed 5.12500000 N N N N N N BRAVO Residential Funding Trus N/A 10569QAD6 1000000.00000000 PA USD 978605.30000000 0.063545254355 Long ABS-MBS CORP US N 2 2070-01-25 Floating 6.81500000 N N N N N N THL Credit Lake Shore MM CLO I N/A 510800AC9 4250000.00000000 PA USD 4191980.70000000 0.272204207187 Long ABS-O CORP KY N 2 2033-04-15 Floating 7.27000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 17150000.00000000 NC USD 34338.76000000 0.002229770509 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 17150000.00000000 0.10000000 USD 2024-06-20 XXXX -46266.24000000 N N N STRIP PRINC 254900HROIFWPRGM1V77 912803GE7 29980000.00000000 PA USD 8166154.47000000 0.530265228386 Long DBT UST US N 2 2052-02-15 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 5300000.00000000 PA USD 4697539.04000000 0.305032389608 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 05602CAG9 1000000.00000000 PA USD 955307.70000000 0.062032436146 Long ABS-O CORP KY N 2 2038-12-15 Floating 7.74700000 N N N N N N MF1 Multifamily Housing Mortga N/A 55283TAG3 3400000.00000000 PA USD 3211756.62000000 0.208553838147 Long ABS-O CORP KY N 2 2036-07-16 Floating 7.29500000 N N N N N N Acres PLC N/A 00103CAC3 2000000.00000000 PA USD 1926802.00000000 0.125115941210 Long ABS-O CORP KY N 2 2036-06-15 Floating 7.04700000 N N N N N N SAPPHIRE AVIATION FINANCE I LI N/A 80306AAA8 769353.33340000 PA USD 641325.25000000 0.041644140018 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25000000 N N N N N N WILTON RE LTD 5493004VQ9VSL29MT373 97263CAA9 6237000.00000000 PA USD 5479017.39000000 0.355777302316 Long DBT CORP CA N 2 N/A Variable 6.00000000 N N N N N N DBGS Mortgage Trust N/A 23307DBD4 7000000.00000000 PA USD 5930435.00000000 0.385089883035 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.79800000 N N N N N N Sonic Capital LLC N/A 83546DAJ7 969166.66720000 PA USD 837087.66000000 0.054355875931 Long ABS-O CORP US N 2 2050-01-20 Fixed 4.33600000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590RAL3 4000000.00000000 PA USD 2908676.80000000 0.188873498942 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 5340000.00000000 PA USD 5068410.91000000 0.329114772273 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N Aligned Data Centers Issuer LL N/A 01627AAA6 1150000.00000000 PA USD 1005948.59000000 0.065320777457 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 1750000.00000000 PA USD 1483416.90000000 0.096324947582 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 2250000.00000000 PA USD 2024178.35000000 0.131439026655 Long DBT CORP US N 2 2031-04-01 Variable 4.64400000 N N N N N N Octagon Investment Partners 49 N/A 67578FAE7 7450000.00000000 PA USD 7244403.84000000 0.470411804093 Long ABS-O CORP KY N 2 2033-01-15 Floating 7.62000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCJ7 1050000.00000000 PA USD 796596.40000000 0.051726595857 Long DBT CORP JP N 2 2031-09-17 Fixed 2.22200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J26Z4 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.24000000 N N N N N N Cerberus N/A 15674JAB7 2000000.00000000 PA USD 1967420.80000000 0.127753503032 Long ABS-O CORP KY N 2 2033-01-15 Floating 8.07000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 1653000.00000000 PA USD 1405433.50000000 0.091261133817 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LPA97 998909.64000000 PA USD 828433.11000000 0.053793896979 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.24000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 1582000.00000000 PA USD 1127579.77000000 0.073218838372 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPPD3 1709076.33350000 PA USD 1526580.55000000 0.099127757988 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 450000.00000000 PA USD 450589.42000000 0.029258802608 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703DAE6 1250000.00000000 PA USD 1256621.38000000 0.081598091918 Long ABS-O CORP KY N 2 2031-07-20 Floating 8.05500000 N N N N N N New Residential Mortgage Loan N/A 64828GAD2 445515.61470000 PA USD 398539.78000000 0.025878984807 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N HV EIGHT LLC N/A N/A 4400000.00000000 PA 4653622.10000000 0.302180664686 Long ABS-O CORP US N 3 2027-12-31 Variable 7.09800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 61817000.00000000 PA USD 58994184.80000000 3.830758405482 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 962500.00000000 PA USD 878813.51000000 0.057065323500 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AE3 950000.00000000 PA USD 567448.11000000 0.036846964229 Long DBT CORP US N 2 2061-04-29 Fixed 3.80000000 N N N N N N Citigroup Commercial Mortgage N/A 17291CBW4 2192742.93960000 PA USD 75491.75000000 0.004902019696 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.80700000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 34200000.00000000 NC USD 68477.29000000 0.004446539182 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 34200000.00000000 0.10000000 USD 2024-06-20 XXXX -82857.71000000 N N N Cerberus N/A 15674RAC7 1000000.00000000 PA USD 991011.20000000 0.064350825377 Long ABS-O CORP KY N 2 2033-09-22 Floating 7.07000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 14500000.00000000 PA USD 14356132.74000000 0.932208426142 Long DBT UST US N 2 2028-08-31 Fixed 4.37500000 N N N N N N FLNG LIQUEFACTION 3 LLC N/A N/A 4109104.99000000 PA USD 3086441.91000000 0.200416589022 Long DBT CORP US N 3 2039-06-30 Fixed 3.08000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946CAE9 1000000.00000000 PA USD 971776.50000000 0.063101829582 Long ABS-O CORP US N 2 2035-07-15 Floating 7.12800000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 400000.00000000 PA USD 382100.90000000 0.024811534211 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Capmark Military Housing Trust N/A 14069BAA2 265462.26810000 PA USD 222232.04000000 0.014430528332 Long ABS-MBS CORP US N 3 2052-02-10 Fixed 5.74600000 N N N N N N Woodmont Trust N/A 97988WAG6 3750000.00000000 PA USD 3668722.50000000 0.238226693052 Long ABS-O CORP US N 2 2032-01-15 Floating 8.17000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1711333.34000000 PA USD 1553553.35000000 0.100879223504 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMDN1 3906390.98150000 PA USD 3118301.95000000 0.202485405066 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175BAA2 3722023.29810000 PA USD 3699691.16000000 0.240237627774 Long ABS-O CORP KY N 2 2031-02-05 Floating 6.93200000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 1200000.00000000 PA USD 920782.76000000 0.059790576129 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1300000.00000000 PA USD 983608.65000000 0.063870144429 Long DBT CORP FR N 2 2032-06-09 Variable 2.88900000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDR2 400000.00000000 PA USD 379804.32000000 0.024662406917 Long DBT CORP NL N 2 2028-08-22 Variable 4.65500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 2450000.00000000 PA USD 1953892.15000000 0.126875026791 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JDX3 2720000.00000000 PA USD 2030216.54000000 0.131831113556 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N CHILDREN'S HOSPITAL CORP 549300NXFO6BISJLOS32 16876BAB8 1000000.00000000 PA USD 573532.32000000 0.037242039416 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAK1 70000.00000000 PA USD 53973.49000000 0.003504742055 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N DEPOSITORY TRUST & CLEAR MLDY5N6PZ58ZE60QU102 249670AB6 1000000.00000000 NS USD 740437.50000000 0.048079945277 Long EP CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HXZN3 933247.95000000 PA USD 671971.28000000 0.043634124919 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.68000000 N N N N N N PMH NEWCO LP N/A N/A 5700000.00000000 PA USD 5700248.35000000 0.370142826011 Long ABS-O CORP KY N 3 2027-01-26 Variable 7.66800000 N N N N N N Mach I N/A 55446MAA5 1920800.98580000 PA USD 1617737.01000000 0.105046957931 Long ABS-O CORP KY N 2 2039-10-15 Fixed 3.47400000 N N N N N N AESF VI VERDI N/A N/A 103022.68500000 PA 110597.97000000 0.007181624843 Long ABS-O CORP US N 3 2024-11-25 Variable 5.99800000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 3520000.00000000 NS USD 3256306.94000000 0.211446691288 Long EP CORP US N 2 N N N JBS USA/FOOD/FINANCE N/A 46590XAQ9 600000.00000000 PA USD 398746.62000000 0.025892415861 Long DBT CORP US N 2 2052-02-02 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HVC93 932236.67000000 PA USD 739023.59000000 0.047988133726 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.46000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AB5 1000000.00000000 PA USD 947106.16000000 0.061499873175 Long DBT CORP US N 2 2033-08-01 Fixed 5.35000000 N N N N N N Cerberus N/A 15674JAA9 13500000.00000000 PA USD 13453211.70000000 0.873577692025 Long ABS-O CORP KY N 2 2033-01-15 Floating 7.42000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAJ4 500000.00000000 PA USD 479180.23000000 0.031115332808 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N BSPDF 2021-FL1 Issuer Ltd N/A 055731AG8 4000000.00000000 PA USD 3709868.80000000 0.240898507827 Long ABS-O CORP KY N 2 2036-10-15 Floating 7.69700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384EJQ9 1150000.00000000 PA USD 1150806.61000000 0.074727061816 Long ABS-MBS USGA US N 3 2047-06-20 Fixed 6.00000000 N N N N N N WISCONSIN ALUM RESEARCH UMSL8J1I3AHWSX5XNO15 97658WAA8 1000000.00000000 PA USD 685725.77000000 0.044527265970 Long DBT CORP US N 2 2049-10-01 Fixed 3.56400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HXFF2 1000000.00000000 PA USD 700387.52000000 0.045479319502 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 2.99000000 N N N N N N Palmer Square CLO Ltd N/A 696924AC3 1000000.00000000 PA USD 1000000.00000000 0.064934508688 Long ABS-O CORP KY N 2 2033-10-20 None 0.00000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 150000.00000000 PA USD 176675.37000000 0.011472328348 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N GS Mortgage-Backed Securities N/A 36259WAB7 191371.75520000 PA USD 168671.14000000 0.010952577605 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.79100000 N N N N N N Freddie Mac - SCRT N/A 35563PSB6 3227905.13480000 PA USD 2452422.88000000 0.159246874809 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.00000000 N N N N N N HARBOURVEST STRUCTURED SOLUTIONS IV LP N/A N/A 1736197.95700000 PA USD 1736495.25000000 0.112758465899 Long ABS-O CORP US N 3 2026-09-15 Variable 7.60900000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CX0 1100000.00000000 PA USD 1049108.18000000 0.068123324229 Long DBT CORP JP N 2 2034-02-22 Variable 5.44100000 N N N N N N Sprite Limited N/A 85208UAA2 1749440.39780000 PA USD 1568167.23000000 0.101828168621 Long ABS-O CORP US N 2 2046-11-15 Fixed 3.75000000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAG7 3180000.00000000 PA USD 2693110.71000000 0.174875820798 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N GCAT N/A 36169GAA3 2000000.00000000 PA USD 1992234.62000000 0.129364776242 Long ABS-MBS CORP US N 3 2068-08-25 Variable 6.88900000 N N N N N N Capmark Military Housing Trust N/A 140694AA8 451218.45980000 PA USD 387389.62000000 0.025154954645 Long ABS-MBS CORP US N 3 2052-10-10 Fixed 6.05900000 N N N N N N CHESTERFIELD FINANCIAL HOLDING CHEST_23-1 N/A N/A 1000000.00000000 PA USD 972690.68000000 0.063161191411 Long ABS-O CORP US N 3 2043-03-15 Variable 7.12500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 600000.00000000 PA USD 599899.62000000 0.038954187087 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N UCFC Manufactured Housing Cont N/A 90263AAV2 21627.80790000 PA USD 21370.52000000 0.001387684216 Long ABS-MBS CORP US N 2 2028-10-15 Fixed 7.38000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 3515625.00000000 PA USD 3388260.94000000 0.220015059448 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 N/A 1586283.89000000 NS USD 1586283.89000000 0.103004565038 Long STIV RF US N 1 N N N TENN VALLEY AUTH 549300HE1ISW43LNKM54 88059FBA8 4000000.00000000 PA USD 1840236.00000000 0.119494820531 Long DBT USGA US N 2 2038-01-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER77 4161924.24920000 PA USD 3928630.71000000 0.255103704973 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1283000.00000000 PA USD 1120886.92000000 0.072784241445 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AB6 5000000.00000000 PA USD 3550527.00000000 0.230551726331 Long DBT CORP DE N 2 N/A Variable 3.20000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 16800000.00000000 NC USD 10527.05000000 0.000683568819 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 16800000.00000000 0.20000000 USD 2023-12-19 XXXX -58562.95000000 N N N DATIX BIDCO LIMITED N/A N/A 1252544.24000000 PA USD 1229121.66000000 0.079812411110 Long LON CORP US N 3 2025-04-28 Variable 9.53000000 N N N N N N American Home Mortgage Investm N/A 026932AF0 6017563.99340000 PA USD 841772.96000000 0.054660113585 Long ABS-MBS CORP US N 2 2047-05-25 Fixed 2.07800000 N N N N N N HORACE MANN EDUCATORS CO 254900G5YAV3A2YK8T32 440327AL8 950000.00000000 PA USD 949198.70000000 0.061635751232 Long DBT CORP US N 2 2028-09-15 Fixed 7.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1620000.00000000 PA USD 1328119.04000000 0.086240757342 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000807AN7 3207309.53620000 PA USD 3167867.97000000 0.205703950222 Long ABS-O CORP KY N 2 2031-04-20 Floating 7.08800000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 29426.73270000 PA USD 29009.76000000 0.001883734512 Long LON CORP US N 2 2027-10-29 Variable 10.42000000 N N N N N N OHIOHEALTH CORP JGYGIL4QGKKPZU7C1D18 67777JAK4 1000000.00000000 PA USD 650069.18000000 0.042211922817 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N SMRT N/A 78457JAL6 2000000.00000000 PA USD 1915950.80000000 0.124411323869 Long ABS-MBS CORP US N 2 2039-01-15 Floating 7.28300000 N N N N N N MAPLE GROVE FUNDING TR I N/A 565130AA9 4750000.00000000 PA USD 2954129.93000000 0.191824975607 Long DBT CORP US N 2 2051-08-15 Fixed 4.16100000 N N N N N N GCAT N/A 36169GAC9 2000000.00000000 PA USD 1992174.50000000 0.129360872379 Long ABS-MBS CORP US N 3 2068-08-25 Variable 7.34300000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 3014000.00000000 PA USD 3046720.32000000 0.197837287091 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PQN2 1237215.65480000 PA USD 938334.91000000 0.060930316366 Long ABS-MBS USGSE US N 2 2059-11-25 Fixed 2.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 2000000.00000000 PA USD 1532337.14000000 0.099501559331 Long DBT CORP AU N 2 2032-06-23 Variable 2.69100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LA5K7 4451643.81000000 PA USD 2822257.02000000 0.183261872987 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.36000000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 1025139.88320000 PA USD 927783.27000000 0.060245150807 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.59700000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAE8 3061293.52580000 PA USD 2780626.48000000 0.180558614325 Long ABS-O CORP US N 2 2045-08-21 Fixed 2.73000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 1000000.00000000 PA USD 957989.91000000 0.062206604134 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAH3 1600000.00000000 PA USD 1314812.53000000 0.085376705653 Long DBT CORP US N 2 2028-08-09 Fixed 2.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 217000.00000000 PA USD 155803.41000000 0.010117017880 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803ER0 22605000.00000000 PA USD 7574923.52000000 0.491873937126 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAF1 1300000.00000000 PA USD 975752.83000000 0.063360030617 Long DBT CORP CA N 2 2031-09-14 Fixed 2.30000000 N N N N N N Capital Automotive Reit N/A 12510HAJ9 1500000.00000000 PA USD 1203423.75000000 0.078143729950 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.95000000 N N N N N N MANASSAS VA 549300UXZ7FA0DPLIC25 561824F73 1700000.00000000 PA USD 1100594.79000000 0.071466581954 Long DBT MUN US N 2 2040-01-01 Fixed 2.00000000 N N N N N N APRES STATIC CLO 1, LTD N/A 03835JBC6 2000000.00000000 PA USD 1991620.80000000 0.129324918142 Long ABS-O CORP KY N 2 2028-10-15 Floating 7.27000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AW0 1320000.00000000 PA USD 1028831.79000000 0.066806686807 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBK8 390000.00000000 PA USD 276260.10000000 0.017938813863 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAG6 2000000.00000000 PA USD 1965066.40000000 0.127600621224 Long ABS-O CORP KY N 2 2029-07-20 Floating 8.08800000 N N N N N N HS WILDCAT LLC N/A N/A 1992847.69000000 PA USD 1413757.40000000 0.091801642174 Long DBT CORP US N 3 2050-12-31 Fixed 3.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER85 28900152.30000000 PA USD 27939675.10000000 1.814249075542 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 700000.00000000 PA USD 633862.07000000 0.041159522091 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AW4 1360000.00000000 NS USD 1312837.65000000 0.085248467790 Long EP CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSAM3 8071798.15350000 PA USD 7618303.71000000 0.494690808450 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BY7 8337495.18000000 PA USD 7970849.83000000 0.517583217543 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 2490000.00000000 PA USD 1686598.94000000 0.109518473523 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N DALLAS-FORT WORTH TX INTERNATI N/A 2350367A2 1000000.00000000 PA USD 673356.30000000 0.043724060512 Long DBT MUN US N 2 2050-11-01 Fixed 2.91900000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X306 38000.00000000 NS USD 741000.00000000 0.048116470938 Long EP CORP US N 2 N N N HAH GROUP HOLDING CO LLC N/A N/A 231960.81830000 PA USD 228673.93000000 0.014848829294 Long LON CORP US N 2 2027-10-29 Variable 10.42000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 600000.00000000 PA USD 594157.80000000 0.038581344826 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 2100000.00000000 PA USD 1583098.02000000 0.102797692134 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AR4 450000.00000000 PA USD 398900.29000000 0.025902394346 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 798905.64000000 PA USD 661432.91000000 0.042949821041 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AT5 1541000.00000000 PA USD 958389.54000000 0.062232553912 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N Woodmont Trust N/A 97988WAA9 12000000.00000000 PA USD 11966847.60000000 0.777061369459 Long ABS-O CORP US N 2 2032-01-15 Floating 7.47000000 N N N N N N Madison Park Funding Ltd N/A 55821UAE4 4000000.00000000 PA USD 3955188.00000000 0.256828189551 Long ABS-O CORP KY N 2 2033-04-19 Floating 7.58200000 N N N N N N Castlelake Aircraft Securitiza N/A 14856GAA8 2771087.52420000 PA USD 2556272.82000000 0.165990319641 Long ABS-O CORP US N 2 2046-01-15 Fixed 3.47400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 2350000.00000000 NS USD 2051168.92000000 0.133191646057 Long EP CORP US N 2 N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 600000.00000000 PA USD 538735.21000000 0.034982506174 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N Owl Rock CLO Ltd N/A 691200AC3 3750000.00000000 PA USD 3693707.63000000 0.239849090194 Long ABS-O CORP KY N 2 2033-08-20 Floating 7.24100000 N N N N N N Starwood Mortgage Residential N/A 85573AAC9 714234.16830000 PA USD 658650.18000000 0.042769125836 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.56200000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 674589.00170000 PA USD 592305.94000000 0.038461095207 Long ABS-O CORP US N 2 2060-07-15 Fixed 2.28000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BL2 1580000.00000000 PA USD 1082452.87000000 0.070288545292 Long DBT CORP US N 2 2050-06-15 Fixed 4.37500000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAP3 5989000.00000000 PA USD 5630924.04000000 0.365641286001 Long DBT CORP US N 2 2025-05-07 Fixed 2.75000000 N N N N N N Onslow Bay Financial LLC N/A 67118LAA9 595038.44060000 PA USD 591481.54000000 0.038407563198 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N WESTERN & SOUTHERN LIFE IN763J7JWIZ46OJ1T526 95765PAE9 850000.00000000 PA USD 513866.79000000 0.033367687540 Long DBT CORP US N 2 2061-04-28 Fixed 3.75000000 N N N N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAA6 4398031.16920000 PA USD 3391829.37000000 0.220246773697 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 4.65600000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BR9 644000.00000000 NS USD 663314.85000000 0.043072023890 Long EP CORP US N 2 N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAB4 10020256.58130000 PA USD 640764.35000000 0.041607718252 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.70000000 N N N N N N BELROSE FUNDING TRUST N/A 080807AA8 2780000.00000000 PA USD 2071661.64000000 0.134522330762 Long DBT CORP US N 2 2030-08-15 Fixed 2.33000000 N N N N N N Sapphire Aviation Finance I Li N/A 80307AAA7 1605912.47440000 PA USD 1358907.08000000 0.088239963593 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.22800000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAB8 650000.00000000 PA USD 506261.85000000 0.032873864497 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAN7 14831119.02010000 PA USD 502626.62000000 0.032637812623 Long ABS-MBS CORP US N 2 2052-09-10 Variable 0.92800000 N N N N N N Cerberus 635400FRD1HEGKSHCI69 15675AAA7 3500000.00000000 PA USD 3499799.10000000 0.227257735067 Long ABS-O CORP US N 2 2035-03-22 Floating 7.70800000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -9504000.00000000 NC 165205.21000000 0.010727519144 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9504000.00000000 EUR 10220487.55000000 USD 2023-10-16 165205.21000000 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 42307TAH1 650000.00000000 PA USD 689649.93000000 0.044782079371 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N COMM Mortgage Trust N/A 12593QBF6 8188771.08520000 PA USD 106621.89000000 0.006923440042 Long ABS-MBS CORP US N 2 2048-10-10 Variable 1.04400000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAA7 2000000.00000000 PA USD 1756420.40000000 0.114052295724 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.31100000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B9J32 17538255.30600000 PA USD 1730550.51000000 0.112372447127 Long ABS-MBS USGSE US N 2 2035-03-25 Variable 1.59200000 N N N N N N Mill City Mortgage Trust N/A 59982HAL4 1800000.00000000 PA USD 1310880.78000000 0.085121399398 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N MC Ltd N/A 55283YAA5 3300822.05000000 PA USD 2867078.52000000 0.186172335068 Long ABS-O CORP US N 2 2035-11-05 Fixed 2.62700000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 1800000.00000000 PA USD 1549892.18000000 0.100641487228 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Cerberus N/A 15674EAA0 3025262.05850000 PA USD 3012407.42000000 0.195609195788 Long ABS-O CORP KY N 2 2032-04-15 Floating 7.07000000 N N N N N N Ladder Capital Commercial Mort N/A 50190FAA9 6000000.00000000 PA USD 5863290.60000000 0.380729894410 Long ABS-O CORP US N 2 2038-11-15 Floating 6.89700000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 2066030.73850000 PA USD 1771104.85000000 0.115005823271 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N GS Mortgage Securities Trust N/A 36264KBA7 8000000.00000000 PA USD 5652048.80000000 0.367013011912 Long ABS-MBS CORP US N 2 2053-12-12 Fixed 2.34000000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 5122846.59000000 PA USD 4429134.99000000 0.287603704491 Long ABS-O CORP US N 3 2031-08-12 Fixed 4.00000000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JBC7 3250000.00000000 PA USD 3164924.75000000 0.205512833678 Long ABS-O CORP KY N 2 2033-10-15 Floating 7.37000000 N N N N N N Cerberus 54930000UKAI7FBHXD27 15674PAA5 1250000.00000000 PA USD 1231138.50000000 0.079943373625 Long ABS-O CORP KY N 2 2033-07-23 Floating 7.13000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YCP2 2100000.00000000 PA USD 2064834.56000000 0.134079017677 Long DBT CORP JP N 2 2029-05-27 Variable 5.66700000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAY6 2812756.74550000 PA USD 85250.16000000 0.005535677255 Long ABS-MBS CORP US N 2 2049-04-10 Variable 1.81500000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A -14500000.00000000 OU Notional Amount -202134.48000000 -0.01312550314 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 112978.21000000 EUR -14500000.00000000 EUR -90194.88000000 N N N OCP CLO Ltd 254900OVGEI8FTD7PT85 67105HBA2 1500000.00000000 PA USD 1490550.00000000 0.096788131926 Long ABS-O CORP KY N 2 2029-04-24 Floating 7.05700000 N N N N N N ASSURED GUARANTY US HLDG 5493007YCE0652G9TZ64 04621WAE0 800000.00000000 PA USD 490210.42000000 0.031831572776 Long DBT CORP US N 2 2051-09-15 Fixed 3.60000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 1300000.00000000 PA USD 1063499.71000000 0.069057831159 Long DBT CORP US N 2 2031-11-01 Fixed 3.62500000 N N N N N N KKR GROUP FINANCE CO III N/A 48250AAA1 100000.00000000 PA USD 82781.14000000 0.005375352654 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 3450000.00000000 PA USD 2660906.00000000 0.172784623777 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N Home Partners of America Trust N/A 43730XAC8 920614.39530000 PA USD 773149.55000000 0.050204086172 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.79900000 N N N N N N Golub Capital Partners CLO Ltd N/A 38178EAC9 2000000.00000000 PA USD 1940101.40000000 0.125979531215 Long ABS-O CORP KY N 2 2033-07-25 Floating 7.41300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSTU5 5875943.69480000 PA USD 5545814.02000000 0.360114708668 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -3214297.29000000 PA USD -3214297.29000000 -0.20871881530 Short RA CORP US N 2 Reverse repurchase N -0.50000000 N/A 4000000.00000000 USD 3117600.00000000 USD CDS N N N ABPCI Direct Lending Fund CLO N/A 00086AAQ7 3750000.00000000 PA USD 3717810.75000000 0.241414214449 Long ABS-O CORP KY N 2 2033-07-20 Floating 7.28800000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175JAA5 604218.03250000 PA USD 601643.04000000 0.039067395208 Long ABS-O CORP KY N 2 2030-10-25 Floating 7.26300000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 2175000.00000000 PA USD 1355097.43000000 0.087992585842 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBW9 2550000.00000000 PA USD 1968931.25000000 0.127851583360 Long DBT CORP GB N 2 2081-06-04 Variable 4.12500000 N N N N N N STADCO LA LLC N/A N/A 2000000.00000000 PA USD 1267000.98000000 0.082272086144 Long DBT CORP US N 3 2056-05-15 Fixed 3.75000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702YAE1 1000000.00000000 PA USD 1006817.20000000 0.065377180221 Long ABS-O CORP KY N 2 2031-07-24 Floating 8.09600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSFR7 1964081.17000000 PA USD 1854594.68000000 0.120427194362 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAU8 4750000.00000000 PA USD 3864623.28000000 0.250947413954 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.94700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZC5 5660084.00160000 PA USD 5345789.56000000 0.347126218632 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQM52 9262014.93000000 PA USD 8954198.07000000 0.581436452377 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134JAE3 2000000.00000000 PA USD 1956779.40000000 0.127062508951 Long ABS-O CORP KY N 2 2033-04-16 Floating 7.32000000 N N N N N N AMAZON.COM INC N/A N/A 3526003.79000000 PA USD 2572239.16000000 0.167027086084 Long LON CORP US N 3 2042-10-10 Fixed 2.65400000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 1760000.00000000 PA USD 1516979.20000000 0.098504299043 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Cerberus N/A 15675CAC9 1250000.00000000 PA USD 1249892.63000000 0.081161163842 Long ABS-O CORP US N 2 2035-09-13 Floating 8.77700000 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 6903538C4 800000.00000000 PA USD 806135.95000000 0.052346041849 Long DBT USGSE US N 2 2026-01-17 None 0.00000000 N N N N N N FORT MOORE FAMILY LLC 254900O8GC3CHW0PH218 346845AK6 874639.87250000 PA USD 764544.93000000 0.049645349400 Long DBT CORP US N 2 2051-01-15 Fixed 6.09000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAF8 500000.00000000 PA USD 438259.50000000 0.028458165310 Long DBT CORP GB N 2 2081-11-23 Variable 4.25000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 730481AJ7 200000.00000000 PA USD 194564.84000000 0.012633972293 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N Wingstop Funding LLC N/A 974153AD0 347375.00000000 PA USD 303782.56000000 0.019725971281 Long ABS-O CORP US N 2 2052-03-05 Fixed 3.73400000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 1750000.00000000 PA USD 1345798.90000000 0.087388790365 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 534000.00000000 PA USD 505836.84000000 0.032846266682 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N DYAL CAPITAL PARTNERS III LP N/A N/A 1111369.45000000 PA USD 893276.18000000 0.058004449871 Long DBT CORP US N 3 2040-06-15 Fixed 4.40000000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473MAD4 162950.25500000 PA USD 1636.02000000 0.000106234154 Long ABS-O CORP KY N 2 2028-10-20 None 0.00000000 N N N N N N DELTA AIR LINES INC N/A N/A 1445000.00000000 PA USD 1495040.35000000 0.097079710597 Long LON CORP KY N 2 2027-10-20 Variable 9.08000000 N N N N N N American Money Management Corp 549300LU2QIHE9T9V444 00175LAS1 5332385.00800000 PA USD 5330252.05000000 0.346117298054 Long ABS-O CORP KY N 2 2029-07-25 Floating 7.01300000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAE8 1732500.00000000 PA USD 1610528.54000000 0.104578879474 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.72300000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAM7 2687108.75150000 PA USD 2592811.66000000 0.168362951264 Long ABS-O CORP US N 2 2062-08-15 Fixed 6.11000000 N N N N N N Starwood Mortgage Residential N/A 85573AAB1 714234.16810000 PA USD 658962.51000000 0.042789406831 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.40800000 N N N N N N Securitized Asset Backed Recei N/A 81377AAD4 1406042.88150000 PA USD 550323.64000000 0.035734995183 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.73400000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 N/A 445887.11000000 PA USD 445793.47000000 0.028947379951 Long LON CORP CA N 2 2028-08-11 Variable 9.13000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 3010000.00000000 PA USD 2918041.58000000 0.189481596330 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAD4 1000000.00000000 PA USD 907739.60000000 0.058943624943 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89300000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701YAE2 2000000.00000000 PA USD 1979243.20000000 0.128521184767 Long ABS-O CORP KY N 2 2029-04-20 Floating 7.38800000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 1800000.00000000 PA USD 1738394.21000000 0.112881773933 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRH4 2100000.00000000 PA USD 1477389.27000000 0.095933546389 Long DBT MUN US N 2 2040-09-01 Fixed 3.29200000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 2350000.00000000 PA USD 1941333.83000000 0.126059558451 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBM2 1583000.00000000 PA USD 855994.59000000 0.055583588141 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAK8 19662950.55410000 PA USD 545788.45000000 0.035440504848 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.89900000 N N N N N N Firstkey Homes Trust N/A 33767JBA9 900000.00000000 PA USD 822586.86000000 0.053414273607 Long ABS-O CORP US N 2 2037-10-19 Fixed 3.36600000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AU5 1500000.00000000 PA USD 1134152.61000000 0.073645642508 Long DBT CORP AU N 2 2030-08-21 Fixed 2.33200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J1R26 1795565.79700000 PA USD 1182425.42000000 0.076780213708 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.11000000 N N N N N N Capital Automotive Reit N/A 12510HAE0 1235677.08350000 PA USD 1084081.87000000 0.070394323606 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.48000000 N N N N N N Angel Oak Mortgage Trust N/A 03465WAC5 1526090.78230000 PA USD 1420743.67000000 0.092255292184 Long ABS-MBS CORP US N 2 2067-09-26 Variable 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL6R4 4680273.94250000 PA USD 3576950.75000000 0.232267539555 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803GS6 164480000.00000000 PA USD 43551994.70000000 2.828027378260 Long DBT UST US N 2 2053-05-15 None 0.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 4650000.00000000 PA USD 3871202.66000000 0.251374642761 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Canyon Capital CLO Ltd 549300W778MFSPI8C872 13875LAQ1 1900000.00000000 PA USD 1868149.92000000 0.121307397212 Long ABS-O CORP KY N 2 2031-01-30 Floating 7.12700000 N N N N N N VENTURE GLOBAL LNG INC N/A N/A 444419.08210000 PA USD 440343.76000000 0.028593505709 Long LON CORP US N 2 2026-08-19 Variable 8.04000000 N N N N N N CALIFORNIA STWD CMNTYS DEV AUT 549300KTNI2GCJNX2U48 13080SL93 1200000.00000000 PA USD 1257683.88000000 0.081667084833 Long DBT MUN US N 2 2047-08-15 Fixed 7.14000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000806AL3 2000000.00000000 PA USD 1943224.60000000 0.126182334672 Long ABS-O CORP KY N 2 2031-11-18 Floating 7.41900000 N N N N N N ACCIDENT FUND INS CO AM 2549009NUX96RJZ6DQ30 00452AAA8 2450000.00000000 PA USD 2387714.58000000 0.155045073141 Long DBT CORP US N 2 2032-08-01 Fixed 8.50000000 N N N N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 4000000.00000000 PA USD 3024656.00000000 0.196404551312 Long DBT CORP GG N 2 2030-11-15 Fixed 3.25000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702DAG2 1000000.00000000 PA USD 986153.80000000 0.064035412494 Long ABS-O CORP KY N 2 2029-05-20 Floating 8.04100000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBW0 1600000.00000000 PA USD 546899.20000000 0.035512630854 Long DBT USGA US N 2 2042-12-15 None 0.00000000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 559080AP1 2000000.00000000 PA USD 1338646.74000000 0.086924368369 Long DBT CORP US N 2 2050-03-01 Fixed 3.95000000 N N N N N N BRAVO Residential Funding Trus N/A 105933AC9 1873701.87520000 PA USD 1694714.07000000 0.110045425503 Long ABS-MBS CORP US N 2 2062-05-25 Variable 4.50000000 N N N N N N SVC ABS LLC N/A 78487JAA4 3240520.83690000 PA USD 3018882.82000000 0.196029672705 Long ABS-O CORP US N 2 2053-02-20 Fixed 5.15000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A -24400000.00000000 NC USD -487166.01000000 -0.03163388550 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 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 -24400000.00000000 3.93100000 USD 2023-10-16 XXXX -318806.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A -16997605.11000000 PA USD -16997605.11000000 -1.10373113670 Short RA CORP US N 2 Reverse repurchase N 5.37000000 N/A 17000000.00000000 USD 16632800.00000000 USD UST N N N Nassau 2019 CFO LLC N/A 63172DAA9 654696.26480000 PA USD 618914.89000000 0.040188934302 Long ABS-O CORP US N 2 2034-08-15 Fixed 3.98000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621E301 48000.00000000 NS USD 745440.00000000 0.048404780156 Long EP CORP US N 2 N N N Magnetite CLO Ltd 549300XSCWZTP19VRZ67 55955KAE4 2000000.00000000 PA USD 1946531.80000000 0.126397086080 Long ABS-O CORP KY N 2 2034-01-15 Floating 7.22000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 8000000.00000000 PA USD 4459062.48000000 0.289547031351 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Towd Point Mortgage Trust N/A 89181XAM3 958421.04180000 PA USD 954169.49000000 0.061958527038 Long ABS-MBS CORP US N 2 2063-07-25 Variable 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 19778467.31860000 PA USD 18667250.13000000 1.212148715762 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 3801839.58430000 PA USD 3210345.58000000 0.208462212958 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N DYAL CAPITAL PARTNERS III LP N/A N/A 638630.55000000 PA USD 513306.76000000 0.033331322267 Long DBT CORP US N 3 2040-06-15 Fixed 4.40000000 N N N N N N Babson CLO Ltd 549300SCEOLR3BTPYX35 05618HAE5 633343.64880000 PA USD 14756.91000000 0.000958232700 Long ABS-O CORP KY N 2 2025-07-20 None 0.00000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 751104.16650000 PA USD 679648.62000000 0.044132649220 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N STRATEGIC PARTNERS FUND VIII LP N/A N/A 3385364.01000000 PA USD 3369474.13000000 0.218795147171 Long ABS-O CORP KY N 3 2026-03-10 Variable 7.92900000 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAF9 1000000.00000000 PA USD 951978.90000000 0.061816282153 Long ABS-O CORP US N 2 2048-03-25 Fixed 5.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 2210000.00000000 PA USD 1791379.59000000 0.116322353551 Long DBT CORP US N 2 2031-04-22 Variable 2.52200000 N N N N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAS7 2766394.56430000 PA USD 2249206.31000000 0.146051106679 Long ABS-MBS USGSE US N 2 2052-11-25 Variable 4.44200000 N N N N N N Ladder Capital Commercial Mort N/A 50190FAC5 3950000.00000000 PA USD 3745892.05000000 0.243237659867 Long ABS-O CORP US N 2 2038-11-15 Floating 7.24700000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 1200000.00000000 PA USD 1096045.80000000 0.071171195523 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AX4 6145000.00000000 PA USD 4789525.51000000 0.311005485844 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N SUMITOMO LIFE INSUR 549300I5OQCDADQSPI57 86564CAC4 2500000.00000000 PA USD 2077711.75000000 0.134915191683 Long DBT CORP JP N 2 2081-04-15 Variable 3.37500000 N N N N N N PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 743674BE2 740000.00000000 PA USD 623961.90000000 0.040516659417 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLCD8 5017848.96830000 PA USD 4735937.58000000 0.307525779938 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 1800000.00000000 PA USD 1446464.11000000 0.093925436318 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFC3 3684429.52500000 PA USD 3569415.23000000 0.231778224266 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 1000000.00000000 PA USD 863302.00000000 0.056058091220 Long DBT CORP US N 2 2032-07-15 Fixed 5.62500000 N N N N N N MF1 Multifamily Housing Mortga N/A 55283TAJ7 4000000.00000000 PA USD 3807214.00000000 0.247219570563 Long ABS-O CORP KY N 2 2036-07-16 Floating 7.99500000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EH2 19265000.00000000 PA USD 7016364.24000000 0.455604164705 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N Falcon Aerospace Ltd N/A 30605YAB7 157722.40730000 PA USD 147432.63000000 0.009573465393 Long ABS-O CORP US N 2 2042-02-15 Fixed 4.58100000 N N N N N N Owl Rock CLO Ltd N/A 69122DAA7 986801.86000000 PA USD 983163.62000000 0.063841246625 Long ABS-O CORP KY N 2 2031-05-20 Floating 7.44100000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAK7 200000.00000000 PA USD 186816.27000000 0.012130822707 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N BXMT Ltd N/A 12434LAA2 2896985.86230000 PA USD 2753048.83000000 0.178767873172 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.34700000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 3350000.00000000 PA USD 2002894.21000000 0.130056951481 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Onslow Bay Financial LLC N/A 67117YAB0 879845.14000000 PA USD 865220.00000000 0.056182635607 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.10000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 1510000.00000000 PA USD 1323006.84000000 0.085908799147 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 2950000.00000000 PA USD 2182853.00000000 0.141742487094 Long DBT CORP CH N 2 2032-02-11 Variable 2.09500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 2600000.00000000 PA USD 2141464.00000000 0.139054912714 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAG3 1321260.00000000 PA USD 1223951.84000000 0.079476711389 Long ABS-O CORP US N 2 2049-06-15 Fixed 3.78300000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 3800000.00000000 PA USD 3733236.70000000 0.242415890933 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Preston Ridge Partners Mortgag N/A 69357QAD8 2472000.00000000 PA USD 1866655.90000000 0.121210383757 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.93000000 N N N N N N Bank of Montreal, Chicago Branch NQQ6HPCNCCU6TUTQYE16 N/A -39182846.00000000 PA USD -39182846.00000000 -2.54431885403 Short RA CORP US N 2 Reverse repurchase N 5.37000000 N/A 40000000.00000000 USD 38778964.06 USD UST N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 78646UAA7 1931000.00000000 PA USD 1443137.14000000 0.093709401156 Long DBT CORP US N 2 2031-06-15 Fixed 2.80000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1663777.77200000 PA USD 0.02000000 0.000000001298 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 3950000.00000000 PA USD 3906037.88000000 0.253636650657 Long DBT CORP US N 2 2025-04-23 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWZ5 4418071.52880000 PA USD 4171902.86000000 0.270900462511 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 1176400.01230000 PA USD 1016041.04000000 0.065976125740 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N Palmer Square CLO Ltd N/A 696924AE9 1250000.00000000 PA USD 1250000.00000000 0.081168135860 Long ABS-O CORP KY N 2 2033-10-20 None 0.00000000 N N N N N N ALEXANDER FUNDING TRUST N/A 014621AA4 950000.00000000 PA USD 943719.61000000 0.061279969215 Long DBT CORP US N 2 2023-11-15 Fixed 1.84100000 N N N N N N KEMPER CORP 549300FNI1JKTRY2PV09 488401AC4 675000.00000000 PA USD 498810.16000000 0.032389992668 Long DBT CORP US N 2 2030-09-30 Fixed 2.40000000 N N N N N N KUVARE US HOLDINGS INC 254900MGBERNLZXF7O58 50149XAA2 1000000.00000000 NS USD 1052805.00000000 0.068363375420 Long EP CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J05S5 2031298.02700000 PA USD 1314198.23000000 0.085336816384 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N MFRA Trust N/A 552747AD9 700000.00000000 PA USD 495476.83000000 0.032173544522 Long ABS-MBS CORP US N 2 2056-01-25 Variable 2.28800000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29444GAJ6 2050000.00000000 PA USD 2131133.06000000 0.138384078201 Long DBT CORP US N 2 2028-04-01 Fixed 7.00000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 350000.00000000 PA USD 341530.02000000 0.022177084051 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAG6 2900000.00000000 PA USD 2326448.44000000 0.151066786441 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEBA7 637.13000000 PA USD 634.83000000 0.000041222374 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 4.00000000 N N N N N N AASET 2021-2 Trust N/A 00258BAA2 2476849.18480000 PA USD 2117177.25000000 0.137477864535 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.79800000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 1000000.00000000 PA USD 968943.89000000 0.062917895444 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 200000.00000000 PA USD 179042.79000000 0.011626055602 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N FLUTTER ENTERTAINMENT PLC N/A N/A 4000000.00000000 PA 4227936.98000000 0.274539010563 Long LON CORP NL N 2 2026-07-21 Variable 6.36000000 N N N N N N CMFT Net Lease Master Issuer L N/A 12575AAF4 3570000.00000000 PA USD 2626387.95000000 0.170543211159 Long ABS-O CORP US N 2 2051-07-20 Fixed 3.44000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 33900000.00000000 NC USD 67876.61000000 0.004407534321 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 33900000.00000000 0.10000000 USD 2024-06-20 XXXX -84292.39000000 N N N BROOKFIELD CAPITAL FIN N/A 11259NAA2 1100000.00000000 PA USD 1068900.73000000 0.069408543739 Long DBT CORP US N 2 2033-06-14 Fixed 6.08700000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059EN59 9700000.00000000 PA USD 2489534.10000000 0.161656673647 Long DBT USGA US N 2 2048-01-15 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 4130000.00000000 PA USD 3745393.75000000 0.243205303002 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 900000.00000000 PA USD 834318.09000000 0.054176035264 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AH4 8150000.00000000 PA USD 6411014.13000000 0.416296052728 Long DBT CORP JP N 2 2051-01-21 Variable 2.75000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 1400000.00000000 PA USD 1063879.74000000 0.069082508220 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N Dryden Senior Loan Fund 254900I0IPNA482LDS44 26249YAG6 1000000.00000000 PA USD 732245.40000000 0.047547995288 Long ABS-O CORP KY N 2 2031-01-15 None 0.00000000 N N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAK2 1800000.00000000 PA USD 1625407.83000000 0.105545058859 Long DBT CORP CA N 2 2027-05-19 Fixed 2.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRL3 2803041.27000000 PA USD 2503729.36000000 0.162578435881 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 1200000.00000000 PA USD 887841.98000000 0.057651582764 Long DBT CORP AU N 2 2036-11-18 Variable 3.02000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A -12700000.00000000 OU Notional Amount USD -199057.90000000 -0.01292572693 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 53103.82000000 USD 0.00000000 USD -12700000.00000000 USD -252161.72000000 N N N CSAIL Commercial Mortgage Trus N/A 22945DAL7 12053453.72440000 PA USD 453127.90000000 0.029423637559 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.19400000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 700000.00000000 PA USD 659289.76000000 0.042810656649 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N TRITON CONTAINER/TAL INT N/A 89681LAA0 200000.00000000 PA USD 149563.46000000 0.009711829792 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 8370000.00000000 PA USD 7740942.19000000 0.502654277895 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 2360000.00000000 PA USD 2292264.08000000 0.148847041819 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258BAL2 1000000.00000000 PA USD 977243.50000000 0.063456826541 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.80500000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 2150000.00000000 PA USD 1841138.57000000 0.119553428470 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 95300000.00000000 PA USD 90043609.38000000 5.846937535654 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Tricon Residential N/A 89616WAC2 2722000.00000000 PA USD 2538943.05000000 0.164865019540 Long ABS-O CORP US N 2 2040-07-17 Fixed 5.10000000 N N N N N N Credit Suisse Mortgage Trust N/A 12654PAA6 773361.81440000 PA USD 735323.94000000 0.047747898770 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -2962000.00000000 NC 85538.59000000 0.005554406315 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2962000.00000000 GBP 3699629.82000000 USD 2023-10-16 85538.59000000 N N N Dominos Pizza Master Issuer LL N/A 25755TAP5 1124125.00000000 PA USD 905642.31000000 0.058807438447 Long ABS-O CORP US N 2 2051-04-25 Fixed 3.15100000 N N N N N N KREF FUNDING V LLC N/A N/A 21818182.00000000 PA USD 15054.55000000 0.000977559807 Long ABS-O CORP US N 3 2026-06-25 Fixed 0.15000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 3687000.00000000 PA USD 2634223.35000000 0.171051999008 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 16000000.00000000 PA USD 11658750.08000000 0.757055208370 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CK5 2000000.00000000 PA USD 1458841.24000000 0.094729139174 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAJ7 1100000.00000000 PA USD 1051143.35000000 0.068255476993 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N PFP III N/A 69290LAJ6 3749812.87430000 PA USD 3501276.78000000 0.227353687492 Long ABS-O CORP KY N 2 2038-04-14 Floating 7.84700000 N N N N N N Firstkey Homes Trust N/A 33767JAJ1 2250000.00000000 PA USD 2047942.58000000 0.132982145255 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.66800000 N N N N N N JEFFERIES GROUP LLC N/A N/A 575000.00000000 PA USD 575000.00000000 0.037337342496 Long ABS-O CORP KY N 2 2024-10-15 None 0.00000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAC4 2986000.00000000 PA USD 2172632.32000000 0.141078812260 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAD0 2448388.48590000 PA USD 1860690.54000000 0.120823026036 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 4.65600000 N N N N N N Farmer Mac Agricultural Real E N/A 30768WAA6 853697.91540000 PA USD 675093.90000000 0.043836890715 Long ABS-MBS CORP US N 2 2051-01-25 Variable 2.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J0UE8 1000000.00000000 PA USD 605410.06000000 0.039312004801 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 1.76000000 N N N N N N Owl Rock CLO Ltd N/A 69120GAC8 1000000.00000000 PA USD 999821.20000000 0.064922898398 Long ABS-O CORP US N 2 2035-09-20 Floating 8.76600000 N N N N N N JP Morgan Chase Commercial Mor N/A 46654EAJ0 4000000.00000000 PA USD 3448058.00000000 0.223897952160 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.28800000 N N N N N N BROOKFLD FIN LLC/FIN INC 549300E643C5WZF8BL44 11271RAB5 470000.00000000 PA USD 285498.14000000 0.018538681452 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 11232613.60320000 PA USD 10602977.42000000 0.688499129405 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 800000.00000000 PA USD 618137.63000000 0.040138463306 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N Capital Automotive Reit N/A 12510HAN0 996458.33950000 PA USD 716880.53000000 0.046550285004 Long ABS-O CORP US N 2 2051-08-15 Fixed 2.76000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 805000.00000000 PA USD 489585.68000000 0.031791005591 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96300000 N N N N N N BOISE ID ST UNIV REVENUES N/A 097464M40 1150000.00000000 PA USD 835037.54000000 0.054222752396 Long DBT MUN US N 2 2040-04-01 Fixed 3.06200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQB95 2162178.36730000 PA USD 2042284.17000000 0.132614719181 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAA1 3052083.30000000 PA USD 2648445.28000000 0.171975493045 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 3385000.00000000 PA USD 2806568.46000000 0.182243144051 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Imperial Fund LLC N/A 45276PAB2 888473.72580000 PA USD 779728.01000000 0.050631255240 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.02100000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AX2 800000.00000000 PA USD 784726.27000000 0.050955814797 Long DBT CORP US N 2 2033-09-15 Fixed 6.38800000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAD7 2479789.16950000 PA USD 1943240.16000000 0.126183345053 Long ABS-O CORP US N 2 2060-07-15 Fixed 2.60000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 32100000.00000000 OU Notional Amount USD -1318963.64000000 -0.08564625594 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 U.S. Secured Overnight Financing Rate N/A Y 2028-04-04 322.43000000 USD 0.00000000 USD 32100000.00000000 USD -1319286.07000000 N N N MidOcean Credit CLO 5493004MLF21SFT7F415 59801WAR7 2000000.00000000 PA USD 1964200.00000000 0.127544361966 Long ABS-O CORP KY N 2 2029-07-15 Floating 7.17000000 N N N N N N Arbys Funding LLC N/A 038779AB0 6547500.00000000 PA USD 5798950.52000000 0.376552002926 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 2306000.00000000 PA USD 1987603.29000000 0.129064043104 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Sonic Capital LLC N/A 83546DAN8 1734600.00060000 PA USD 1393176.95000000 0.090465260764 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N CLIFFWATER CORPORATE LENDING FUND N/A N/A 1550000.00000000 PA USD 1507776.85000000 0.097906748967 Long DBT CORP US N 3 2028-08-04 Fixed 6.77000000 N N N N N N Northwoods Capital Ltd 549300R06FSYRU75ZW78 66858CAE7 1000000.00000000 PA USD 971600.00000000 0.063090368642 Long ABS-O CORP KY N 2 2031-06-15 Floating 7.52100000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAA6 2778864.59650000 PA USD 2486858.45000000 0.161482931629 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N VB-S1 Issuer LLC N/A 91823AAY7 2500000.00000000 PA USD 2177496.00000000 0.141394632931 Long ABS-O CORP US N 2 2052-02-15 Fixed 4.28800000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 200000.00000000 PA USD 194043.51000000 0.012600119986 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Dreyfus Treasury Securities Ca 549300U78VESCW509025 N/A 2271129.91000000 NS USD 2271129.91000000 0.147474704874 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LDZM4 1000000.00000000 PA USD 611941.66000000 0.039736131038 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.26500000 N N N N N N LIBERTY GLOBAL PLC N/A N/A 200000.00000000 PA USD 180000.00000000 0.011688211563 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LCML2 2400024.45000000 PA USD 1672863.29000000 0.108626555839 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.59000000 N N N N N N GoldenTree Loan Management US N/A 38138JAG8 3000000.00000000 PA USD 2933833.50000000 0.190507036897 Long ABS-O CORP KY N 2 2033-01-20 Floating 7.38800000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AY6 970000.00000000 PA USD 659290.44000000 0.042810700804 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 33830JAA3 3102750.00000000 PA USD 3046475.42000000 0.197821384630 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 6510.00000000 NS USD 1464.75000000 0.000095112821 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 6510.00000000 11.50000000 USD 2026-09-16 XXXX -13610.28000000 N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 3085000.00000000 PA USD 2621544.43000000 0.170228699567 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Firstkey Homes Trust N/A 33767JBC5 1400000.00000000 PA USD 1290230.06000000 0.083780455041 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.00000000 N N N N N N Castlelake Aircraft Structured N/A 14856CAA7 526868.83000000 PA USD 479020.50000000 0.031104960819 Long ABS-O CORP US N 2 2043-06-15 Fixed 4.12500000 N N N N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 697000.00000000 PA USD 626916.86000000 0.040708538292 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N CITADEL ENTERPRISE AMERICAS LLC N/A N/A 1987290.10000000 PA USD 1894689.38000000 0.123030724008 Long ABS-O CORP US N 3 2037-11-15 Fixed 6.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTYD5 700000.00000000 PA USD 560132.15000000 0.036371905961 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHGP9 713373.33600000 PA USD 515019.17000000 0.033442516769 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 295000.00000000 PA USD 221008.11000000 0.014351053039 Long DBT CORP AU N 2 2035-11-15 Variable 2.66800000 N N N N N N Owl Rock CLO Ltd N/A 98955RAF6 1000000.00000000 PA USD 983345.70000000 0.063853069900 Long ABS-O CORP KY N 2 2033-04-20 Floating 7.13800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHH7 260000.00000000 PA USD 255185.94000000 0.016570373638 Long DBT UST US N 2 2026-06-15 Fixed 4.12500000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AJ3 5500000.00000000 PA USD 5439949.90000000 0.353240474048 Long ABS-O CORP KY N 2 2032-04-20 Floating 7.18800000 N N N N N N ALT-2 STRUCTURED TRUST N/A N/A 3199619.65000000 PA USD 2794194.63000000 0.181439655479 Long DBT CORP US N 3 2031-05-14 Floating 2.95000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 2900000.00000000 PA 3471975.50000000 0.225451023271 Long LON CORP GB N 3 2025-04-28 Variable 8.68000000 N N N N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 26249KBD2 8000000.00000000 PA USD 7931896.00000000 0.515053769730 Long ABS-O CORP KY N 2 2029-04-15 Floating 7.62000000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAF3 2050000.00000000 PA USD 1747575.80000000 0.113477975969 Long DBT CORP US N 2 2032-03-25 Fixed 4.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 1000000.00000000 PA USD 965115.38000000 0.062669293028 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N CONSTAR INTERNATIONAL HOLDINGS LLC N/A N/A 67.59900000 NS USD 0.01000000 0.000000000649 Long EC CORP US N 3 N N N Golub Capital Partners CLO Ltd 254900T5KLBL86KP4W68 38174TAE6 6500000.00000000 PA USD 6242286.05000000 0.405339777751 Long ABS-O CORP KY N 2 2033-08-25 Floating 7.51300000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 4154375.00000000 PA USD 3429274.54000000 0.222678257413 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.39400000 N N N N N N FRANKLIN CNTY OH HOSP FACS REV 549300VCBUC1RZE7KL42 353187EV5 1000000.00000000 PA USD 604168.90000000 0.039231410686 Long DBT MUN US N 2 2050-11-01 Fixed 2.87700000 N N N N N N TRUSTAGE FINANCIAL GROUP 549300X7YNHNZXTI6F10 89787EAA9 1750000.00000000 PA USD 1444138.03000000 0.093774393456 Long DBT CORP US N 2 2032-04-15 Fixed 4.62500000 N N N N N N CALIFORNIA STWD CMNTYS DEV AUT 549300KTNI2GCJNX2U48 13080SZY3 1200000.00000000 PA USD 816453.60000000 0.053016013383 Long DBT MUN US N 2 2039-02-01 Fixed 2.68200000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAJ1 7500000.00000000 PA USD 7010106.00000000 0.455197788966 Long ABS-O CORP KY N 2 2036-07-15 Floating 7.79700000 N N N N N N MAPS LTD N/A 56564RAA8 985631.72510000 PA USD 883490.71000000 0.057369035184 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.21200000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 1450000.00000000 PA USD 1409530.65000000 0.091527180239 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Credit Suisse Mortgage Trust N/A 126401AC2 222909.26930000 PA USD 197242.49000000 0.012807844180 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.72200000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433FG6 221291.42220000 PA USD 189892.82000000 0.012330596970 Long ABS-MBS CORP US N 2 2033-11-25 Variable 2.49100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 2690000.00000000 PA USD 1644126.28000000 0.106760532214 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 34200000.00000000 NC USD 21430.06000000 0.001391550417 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 34200000.00000000 0.10000000 USD 2023-12-19 XXXX -111094.94000000 N N N Imperial Fund LLC N/A 45276PAC0 888473.72510000 PA USD 769456.89000000 0.049964305109 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.20000000 N N N N N N Golub Capital Partners CLO Ltd 2549007JA1TZWEDGPD41 381743AC7 1500000.00000000 PA USD 1423599.45000000 0.092440730855 Long ABS-O CORP KY N 2 2033-08-05 Floating 7.48200000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 62582PAA8 1350000.00000000 PA USD 1300071.60000000 0.084419510606 Long DBT CORP DE N 2 2042-05-23 Variable 5.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 1917000.00000000 PA USD 1576662.40000000 0.102379798312 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAC6 1050000.00000000 PA USD 959678.58000000 0.062316257091 Long DBT CORP US N 2 2029-04-01 Fixed 4.62500000 N N N N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 6200000.00000000 PA USD 4494052.64000000 0.291819100199 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N LoanCore 2021-CRE6 Issuer, Ltd N/A 53948HAG1 4000000.00000000 PA USD 3811546.00000000 0.247500866854 Long ABS-O CORP KY N 2 2038-11-15 Floating 7.74700000 N N N N N N COLT Funding LLC N/A 19685WAD3 4000000.00000000 PA USD 2188944.00000000 0.142138003187 Long ABS-MBS CORP US N 2 2066-08-25 Variable 2.37700000 N N N N N N COMM Mortgage Trust N/A 12593JBG0 36945247.38650000 PA USD 357253.15000000 0.023198057772 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.83400000 N N N N N N AUBURN UNIV AL GEN FEE REVENUE N/A 050589RK8 1000000.00000000 PA USD 593426.40000000 0.038533851726 Long DBT MUN US N 2 2050-06-01 Fixed 2.68100000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AL4 3900000.00000000 NS USD 3163264.26000000 0.205405010575 Long EP CORP US N 2 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAF2 1810000.00000000 PA USD 1509048.80000000 0.097989342415 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 2300000.00000000 PA USD 1681641.69000000 0.109196576930 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N TIF Funding II LLC N/A 872480AE8 750503.26800000 PA USD 621214.37000000 0.040338249906 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N Mill City Mortgage Trust N/A 59982HAH3 3000000.00000000 PA USD 2335503.30000000 0.151654759326 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 970000.00000000 PA USD 741476.81000000 0.048147432361 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Residential Mortgage Loan Trus N/A 76119CAC5 129469.02920000 PA USD 121330.32000000 0.007878524718 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.68400000 N N N N N N Preston Ridge Partners Mortgag N/A 69381AAA9 947890.42200000 PA USD 892549.17000000 0.057957241834 Long ABS-MBS CORP US N 2 2053-06-25 Variable 4.00000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AM8 1800000.00000000 PA USD 1332568.94000000 0.086529709412 Long DBT CORP AU N 2 2035-11-25 Variable 2.57000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 250000.00000000 PA USD 177756.50000000 0.011542530993 Long DBT CORP FR N 2 2029-01-15 Fixed 5.12500000 N N N N N N Cerberus N/A 15674UAA4 161421.26990000 PA USD 160942.14000000 0.010450698788 Long ABS-O CORP KY N 2 2033-11-22 Floating 6.97000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 73650000.00000000 PA USD 72061921.88000000 4.679305492446 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3K1 3181679.98200000 PA USD 2638947.42000000 0.171358754173 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 1965000.00000000 PA USD 1514914.79000000 0.098370247594 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.79100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LA5G6 1392878.20220000 PA USD 943171.62000000 0.061244385753 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.39000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 3800000.00000000 PA USD 3216545.76000000 0.208864818600 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRMZ3 699952.04250000 PA USD 616080.39000000 0.040004877437 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.37000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 2158000.00000000 PA USD 2160067.69000000 0.140262934184 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTNB1 749994.38400000 PA USD 637026.19000000 0.041364982669 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.07000000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBR1 9400000.00000000 PA USD 4215646.20000000 0.273740914802 Long DBT USGA US N 2 2038-06-15 None 0.00000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 5450000.00000000 PA USD 4864654.47000000 0.315883947950 Long DBT CORP US N 2 2026-01-15 Fixed 1.62500000 N N N N N N GRAND PARKWAY TRANSPRTN CORP T N/A 38611TCQ8 1500000.00000000 PA USD 1011587.85000000 0.065686960035 Long DBT MUN US N 2 2049-10-01 Fixed 3.30600000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 1702000.00000000 PA USD 1507516.75000000 0.097889859501 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPFZ5 3870429.57000000 PA USD 3473619.93000000 0.225557803526 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 77800000.00000000 OU Notional Amount USD -4613039.75000000 -0.29954546972 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 U.S. Secured Overnight Financing Rate N/A Y 2027-07-18 409.09000000 USD 0.00000000 USD 77800000.00000000 USD -4613448.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LCBT7 8250000.00000000 PA USD 5434977.82000000 0.352917614476 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.81000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAX6 850000.00000000 PA USD 768976.33000000 0.049933100181 Long DBT CORP NL N 2 2032-06-15 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17325DAJ2 1559958.62800000 PA USD 47965.92000000 0.003114643449 Long ABS-MBS CORP US N 2 2049-10-10 Variable 1.52000000 N N N N N N Capital Automotive Reit N/A 12510HAF7 2224218.75020000 PA USD 1777620.54000000 0.115428916399 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.81000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 3974412.00000000 PA USD 3779844.34000000 0.245442335137 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 1093000.00000000 PA USD 898035.76000000 0.058313510860 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N STORE Master Funding LLC N/A 86212VAA2 2501232.25200000 PA USD 2303465.07000000 0.149574372602 Long ABS-O CORP US N 2 2046-10-20 Fixed 3.96000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBE8 700000.00000000 PA USD 698849.80000000 0.045379468410 Long DBT CORP CA N 2 2026-03-09 Fixed 6.20300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAB9 1650000.00000000 NS USD 1580902.62000000 0.102655134914 Long EP CORP US N 2 N N N BLUE OWL GP STAKES V ISSUER N/A N/A 2505000.00000000 PA USD 2465053.62000000 0.160067045706 Long DBT CORP US N 3 2043-08-22 Fixed 7.21000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1650000.00000000 PA USD 1294377.73000000 0.084049781955 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LCET4 2653229.15000000 PA USD 1859970.92000000 0.120776297865 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.78000000 N N N N N N Wells Fargo Commercial Mortgag 549300TRQQDPEF728F16 95000PAH7 2642311.05760000 PA USD 47077.00000000 0.003056921865 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.95200000 N N N N N N CENTRAL STORAGE TRUST N/A 155431AA7 852800.00000000 PA USD 711206.72000000 0.046181858939 Long DBT CORP US Y 2 2038-02-01 Fixed 4.82300000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 859400.00000000 PA USD 731022.83000000 0.047468608306 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1736222.22800000 PA USD 1576302.01000000 0.102356396564 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N Home Partners of America Trust N/A 43732VAC0 481325.07800000 PA USD 420917.87000000 0.027332095086 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.40200000 N N N N N N Madison Park Funding Ltd N/A 55821UAC8 4000000.00000000 PA USD 3964800.00000000 0.257452340049 Long ABS-O CORP KY N 2 2033-04-19 Floating 7.03200000 N N N N N N SMITHSONIAN INSTITUTION 549300ZJ87IUCDSX4306 832432AC2 4000000.00000000 PA USD 2479598.80000000 0.161011529823 Long DBT CORP US N 2 2044-09-01 Fixed 2.69500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 1450000.00000000 PA USD 984992.57000000 0.063960008595 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 600000.00000000 PA USD 389803.18000000 0.025311677978 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N JBS USA LUX SA/FOOD/LUX N/A 47214BAA6 2200000.00000000 PA USD 2140578.00000000 0.138997380740 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 700000.00000000 PA USD 682920.00000000 0.044345074673 Long DBT CORP US N 2 2033-08-04 Fixed 5.95000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAH3 5103000.00000000 PA USD 4721020.04000000 0.306557116807 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AP4 3070000.00000000 PA USD 2541589.64000000 0.165036874561 Long DBT CORP US N 2 2030-06-15 Fixed 3.15000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 296000.00000000 PA USD 273089.60000000 0.017732939004 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRD3 475000.00000000 PA USD 366200.78000000 0.023779067730 Long DBT MUN US N 2 2032-09-01 Fixed 2.57100000 N N N N N N GCAT N/A 36168MAC7 3183443.82420000 PA USD 2847418.59000000 0.184895727172 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.34800000 N N N N N N Cerberus N/A 15674LAA4 4250000.00000000 PA USD 4197749.23000000 0.272578783848 Long ABS-O CORP KY N 2 2033-04-22 Floating 7.19000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EK5 4520000.00000000 PA USD 1604391.58000000 0.104180378991 Long DBT UST US N 2 2044-11-15 None 0.00000000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74728GAE0 1750000.00000000 PA USD 1663455.50000000 0.108015665618 Long DBT CORP AU N 2 N/A Variable 5.87500000 N N N N N N KKR GROUP FINAN CO VIII N/A 48252MAA3 2360000.00000000 PA USD 1472167.46000000 0.095594470722 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N SG Commercial Mortgage Securit 549300SZQW4U3UN4A157 78419CAG9 7794545.57680000 PA USD 269111.36000000 0.017474613944 Long ABS-MBS CORP US N 2 2048-10-10 Variable 2.02200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 1600000.00000000 PA USD 1464994.06000000 0.095128669518 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 2500000.00000000 PA USD 2032097.33000000 0.131953241731 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKXB1 8151396.96600000 PA USD 7693433.14000000 0.499569301075 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 2088214.39940000 PA USD 56870.01000000 0.003692826158 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.49800000 N N N N N N Voya CLO Ltd N/A 92915UAJ3 2550000.00000000 PA USD 2532915.00000000 0.164473591075 Long ABS-O CORP KY N 2 2030-06-07 Floating 7.22000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAF8 7949822.34160000 PA USD 253003.89000000 0.016428683293 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.21900000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 2450000.00000000 PA USD 2062915.19000000 0.133954384329 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 600000.00000000 PA USD 424628.46000000 0.027573040425 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 7310000.00000000 PA USD 6530925.05000000 0.424082409404 Long DBT CORP US N 2 N/A Variable 4.87500000 N N N N N N CITADEL SECURITIES LP N/A N/A 947625.00000000 PA USD 944668.41000000 0.061341579077 Long LON CORP US N 2 2030-07-29 Variable 7.93000000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAF8 930000.00000000 PA USD 748179.09000000 0.048582641620 Long DBT CORP US N 2 2030-06-05 Fixed 2.65000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 2400000.00000000 PA USD 1720820.35000000 0.111740623968 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Woodward Capital Management N/A 748956AA7 4000000.00000000 PA USD 3994391.20000000 0.259373830082 Long ABS-MBS CORP US N 2 2043-09-25 Variable 6.80800000 N N N N N N Washington Mutual Mortgage Pas N/A 939346AB8 234802.03820000 PA USD 186854.71000000 0.012133318790 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.46600000 N N N N N N Cerberus 6354009FMFQEKUGULT95 15674XAA8 1000000.00000000 PA USD 999101.60000000 0.064876171526 Long ABS-O CORP US N 2 2034-10-15 Floating 8.05800000 N N N N N N Fortress Credit Opportunities 254900FRBH7KBHJT7O18 34961WAC9 1819877.64460000 PA USD 1809448.11000000 0.117495624020 Long ABS-O CORP KY N 2 2031-04-15 Floating 6.87000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 4130000.00000000 PA USD 3327719.66000000 0.216083841176 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N Apollo Aviation Securitization N/A 00255UAA3 901859.05800000 PA USD 784617.38000000 0.050948744078 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRK5 1388285.44500000 PA USD 1240042.65000000 0.080521560230 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Newstar Fairfield Fund CLO LTD N/A 65252BAA1 922121.81320000 PA USD 913811.37000000 0.059337892345 Long ABS-O CORP KY N 2 2030-04-20 Floating 6.85800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBNF6 0.00250000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLF52 16430699.60750000 PA USD 15884636.31000000 1.031461054489 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Acres PLC N/A 00500JAC7 2000000.00000000 PA USD 1951723.80000000 0.126734226049 Long ABS-O CORP KY N 2 2037-01-15 Floating 7.19700000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 5800000.00000000 PA USD 4768383.00000000 0.309632607344 Long DBT CORP US N 2 2051-12-15 Variable 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLLJ5 5469255.38100000 PA USD 5161831.49000000 0.335180991737 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N BRITISH AIR 20-1 A PPT N/A 11044MAA4 1980277.78280000 PA USD 1774830.89000000 0.115247771847 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 081437AT2 1230000.00000000 PA USD 992971.45000000 0.064478113247 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 3250000.00000000 NS USD 2838381.98000000 0.184308939342 Long EP CORP US N 2 N N N CHILDREN'S HEATH SYS TX 254900FK4IY1J5YO2L69 16876HAB5 1000000.00000000 PA USD 556558.70000000 0.036139865740 Long DBT CORP US N 2 2050-08-15 Fixed 2.51100000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 1650000.00000000 PA USD 1226016.76000000 0.079610795954 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N GS Mortgage Securities Trust N/A 36258PAJ6 1000000.00000000 PA USD 879121.60000000 0.057085329173 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.35400000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 3555584.31780000 PA USD 3128985.31000000 0.203179123799 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N BIB MERCHANT VOUCHER RECEIVABLES LTD N/A N/A 756774.87000000 PA USD 716739.69000000 0.046541139627 Long ABS-O CORP US N 3 2028-04-07 Fixed 4.18000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531WBC5 5288889.52360000 PA USD 93660.94000000 0.006081827122 Long ABS-MBS CORP US N 2 2048-01-10 Variable 1.14000000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRE1 500000.00000000 PA USD 379082.10000000 0.024615509916 Long DBT MUN US N 2 2033-09-01 Fixed 2.69100000 N N N N N N GMAC Commercial Mortgage Asset N/A 36186YAF2 1418618.19010000 PA USD 1311444.85000000 0.085158027007 Long ABS-MBS CORP US N 3 2052-08-10 Fixed 6.10700000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 13950000.00000000 NC USD 27931.53000000 0.001813720177 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 13950000.00000000 0.10000000 USD 2024-06-20 XXXX -35715.35000000 N N N SOUTHERN VETERINARY COMPANY LLC N/A N/A 1056510.53900000 PA USD 1048914.23000000 0.068110730181 Long LON CORP US N 2 2027-10-05 Variable 9.43000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 1204000.00000000 PA USD 1020507.19000000 0.066266132996 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25000000 N N N N N N Vacasa Inc 5493000NL6DCWTVXZD49 91854V107 31926.00000000 NS USD 14721.08000000 0.000955906097 Long EC CORP US N 1 N N N RADIATE HOLDINGS GP LLC N/A N/A 161506.11200000 PA USD 131721.15000000 0.008553248159 Long LON CORP US N 2 2026-09-25 Variable 8.68000000 N N N N N N STRATEGIC PARTNERS FUND VIII LP N/A N/A 1197734.59000000 PA USD 1191466.53000000 0.077367293744 Long ABS-O CORP US N 3 2026-03-10 Variable 7.92900000 N N N N N N KREF FUNDING V LLC N/A N/A 2840938.37200000 PA USD 2817778.10000000 0.182971036517 Long ABS-O CORP US N 3 2026-06-25 Variable 7.19200000 N N N N N N Starwood Commercial Mortgage T N/A 78485WAJ8 1459000.00000000 PA USD 1329330.50000000 0.086319422902 Long ABS-O CORP KY N 2 2038-07-15 Floating 7.79700000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 400000.00000000 PA USD 392173.02000000 0.025465562374 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRC5 450000.00000000 PA USD 352711.67000000 0.022903159000 Long DBT MUN US N 2 2031-09-01 Fixed 2.41100000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 1912500.00000000 PA USD 1894907.87000000 0.123044911548 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SPS Servicer Advance Receivabl 549300W6RZ3B25O0SH56 78472JAE3 1250000.00000000 PA USD 1126072.63000000 0.073120972976 Long ABS-MBS CORP US N 2 2055-11-15 Fixed 1.83000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHB0 22000000.00000000 PA USD 21325390.68000000 1.384753766401 Long DBT UST US N 2 2026-05-15 Fixed 3.62500000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 2150000.00000000 PA USD 1624965.14000000 0.105516313002 Long DBT CORP AU N 2 2033-01-14 Variable 2.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQAZ9 7935224.70540000 PA USD 7489397.28000000 0.486320332751 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 7340000.00000000 PA USD 6112634.56000000 0.396920921947 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N AASET 2018-2 Trust N/A 04546KAA6 2035210.15030000 PA USD 1769571.88000000 0.114906280617 Long ABS-O CORP US N 2 2038-11-18 Fixed 4.45400000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BS2 2600000.00000000 PA USD 1677626.83000000 0.108935873969 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38178EAA3 4000000.00000000 PA USD 3975144.40000000 0.258124048580 Long ABS-O CORP KY N 2 2033-07-25 Floating 7.22300000 N N N N N N Cerberus 54930000UKAI7FBHXD27 15674PAC1 2000000.00000000 PA USD 1930635.20000000 0.125364848169 Long ABS-O CORP KY N 2 2033-07-23 Floating 7.42000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAF9 1250000.00000000 PA USD 777474.73000000 0.050484939610 Long DBT CORP CA N 2 2051-03-30 Fixed 3.50000000 N N N N N N BLUE OWL GP STAKES V ISSUER N/A N/A 2495000.00000000 PA USD 2454990.33000000 0.159413590914 Long DBT CORP US N 3 2043-08-22 Fixed 7.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HX4D9 2000000.00000000 PA USD 1280619.20000000 0.083156378569 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 2.40000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 1400000.00000000 PA USD 1156105.48000000 0.075071141336 Long DBT CORP NL N 2 2029-12-13 Variable 2.47000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAK6 2142000.00000000 PA USD 1592652.83000000 0.103418129027 Long DBT CORP US N 2 2031-08-09 Fixed 2.65000000 N N N N N N Cerberus N/A 15675CAA3 3750000.00000000 PA USD 3749737.13000000 0.243487338248 Long ABS-O CORP US N 2 2035-09-13 Floating 7.90700000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 1000000.00000000 PA USD 934010.27000000 0.060649497992 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N HARBOURVEST STRUCTURED SOLUTIONS IV LP N/A N/A 1000000.00000000 PA 1057740.11000000 0.068683834363 Long ABS-O CORP US N 3 2026-09-15 Variable 6.05000000 N N N N N N Wave USA N/A 94354KAA8 719909.83340000 PA USD 593112.11000000 0.038513443460 Long ABS-O CORP US N 2 2044-09-15 Fixed 3.59700000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 1464000.00000000 PA USD 1194097.14000000 0.077538111112 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2128000.00000000 PA USD 1458840.02000000 0.094729059954 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Firstkey Homes Trust N/A 33767JBE1 1350000.00000000 PA USD 1250921.48000000 0.081227971712 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.50000000 N N N N N N FIDELITY & GUARANTY LIFE 549300WCR5QBFH98VZ75 315786AC7 400000.00000000 PA USD 390502.77000000 0.025357105511 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAV4 6238286.84480000 PA USD 175594.67000000 0.011402153624 Long ABS-MBS CORP US N 2 2049-06-15 Variable 1.63300000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 2250000.00000000 PA USD 1653416.84000000 0.107363810163 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N HANOVER INSURANCE GROUP JJYR6MFKFF6CF8DBZ078 410867AG0 480000.00000000 PA USD 367908.53000000 0.023889959637 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Verus Securitization Trust N/A 92537KAB0 520817.25590000 PA USD 496460.51000000 0.032237419300 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.84600000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 250000.00000000 PA USD 199709.88000000 0.012968062938 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676AM9 5036000.00000000 PA USD 4730307.09000000 0.307160166836 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 250000.00000000 PA USD 205048.75000000 0.013314739838 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTYC7 300000.00000000 PA USD 240056.63000000 0.015587959326 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.83000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHN7 1600000.00000000 PA USD 1587096.18000000 0.103057310690 Long ABS-O CORP US N 3 2030-02-20 Fixed 6.66000000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 4040000.00000000 PA USD 3426473.00000000 0.222496340790 Long DBT CORP US N 2 2050-10-01 Variable 4.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 2800000.00000000 PA USD 1757286.05000000 0.114108506282 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A 00489TAJ5 773000.00000000 PA USD 711124.98000000 0.046176551192 Long ABS-O CORP KY N 2 2037-12-18 Floating 8.04500000 N N N N N N Residential Accredit Loans, In N/A 761118VY1 1487217.88060000 PA USD 286954.67000000 0.018633260512 Long ABS-MBS CORP US N 2 2046-02-25 Floating 5.87400000 N N N N N N CELLNEX FINANCE 549300OUROMFTRFA7T23 15118JAA3 1372000.00000000 PA USD 950576.48000000 0.061725216699 Long DBT CORP ES N 2 2041-07-07 Fixed 3.87500000 N N N N N N MED CENTER MS EDUCTNL BLDG COR N/A 584556GW8 1000000.00000000 PA USD 682956.20000000 0.044347425302 Long DBT MUN US N 2 2041-06-01 Fixed 2.91700000 N N N N N N MID-ATLANTIC MILITARY CO N/A 59524EAC6 2164745.74060000 PA USD 1773099.51000000 0.115135345538 Long DBT CORP US N 2 2050-08-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNG88 615371.50320000 PA USD 530620.35000000 0.034455571727 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.25000000 N N N N N N AMFAM HOLDINGS INC N/A 03115AAA1 1750000.00000000 PA USD 1266932.08000000 0.082267612156 Long DBT CORP US N 2 2031-03-11 Fixed 2.80500000 N N N N N N FS Rialto Issuer Ltd N/A 30323CAG5 2000000.00000000 PA USD 1882224.40000000 0.122221316656 Long ABS-O CORP KY N 2 2036-11-16 Floating 7.49500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LDC72 1164404.82000000 PA USD 798777.68000000 0.051868236202 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LA4W2 2008908.53100000 PA USD 1344613.14000000 0.087311793622 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.32000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 13950000.00000000 NC USD 8741.21000000 0.000567606176 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 13950000.00000000 0.20000000 USD 2023-12-19 XXXX -47930.67000000 N N N PERSHING SQUARE TONTINE HOLDINGS LTD N/A N/A 622890.00000000 NS USD 62.29000000 0.000004044770 Long EC CORP US N 3 N N N ENTEGRIS ESCROW CORP N/A 29365BAA1 3700000.00000000 PA USD 3326330.71000000 0.215993650390 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Life Financial Services Trust N/A 53218CAG5 1965940.29850000 PA USD 1901725.41000000 0.123487605159 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.84700000 N N N N N N BX Trust N/A 05609VAN5 3450000.00000000 PA USD 3289551.54000000 0.213605413056 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.44700000 N N N N N N Madison Avenue Secured Funding N/A 55663DAA1 3050000.00000000 PA USD 3050000.00000000 0.198050251500 Long ABS-O CORP US N 3 2024-03-04 Floating 7.32000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701YAC6 2000000.00000000 PA USD 1984311.00000000 0.128850259870 Long ABS-O CORP KY N 2 2029-04-20 Floating 6.83800000 N N N N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 03060NAD2 2060000.00000000 PA USD 1486379.77000000 0.096517340089 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N Vantage Data Centers LLC N/A 92212KAA4 1127020.78800000 PA USD 1094560.22000000 0.071074730115 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.18800000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAC7 315185.99550000 PA USD 289446.09000000 0.018795039646 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.77400000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAG2 1000000.00000000 PA USD 937028.50000000 0.060845485274 Long ABS-O CORP KY N 2 2039-02-15 Floating 7.44700000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBZ8 750000.00000000 PA USD 680930.45000000 0.044215884221 Long DBT CORP US N 2 2052-07-15 Fixed 5.62500000 N N N N N N Capmark Military Housing Trust N/A 14066AAA7 2238363.89400000 PA USD 1925076.60000000 0.125003903209 Long ABS-MBS CORP US N 3 2051-07-10 Fixed 6.14700000 N N N N N N Wells Fargo Commercial Mortgag 549300SGFUCMB43V8P22 95000CBE2 3251045.46320000 PA USD 84219.63000000 0.005468760296 Long ABS-MBS CORP US N 2 2059-01-15 Variable 1.56900000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 78646UAB5 2428000.00000000 PA USD 1783520.86000000 0.115812050780 Long DBT CORP US N 2 2032-01-15 Fixed 2.85000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1688666.66000000 PA USD 0.02000000 0.000000001298 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 10000000.00000000 PA USD 7090234.40000000 0.460400887252 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 1045536.36700000 PA USD 1028471.96000000 0.066783321422 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.69700000 N N N N N N UNITED AIRLINES HOLDINGS INC N/A N/A 6337500.00000000 PA USD 6575853.38000000 0.426999808439 Long LON CORP US N 2 2027-06-21 Variable 10.80000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAP1 1750000.00000000 PA USD 1320168.15000000 0.085724470206 Long DBT CORP US N 2 2032-05-15 Fixed 3.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 1160000.00000000 PA USD 943411.41000000 0.061259956399 Long DBT CORP US N 2 2050-10-01 Variable 3.70000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 1942487.10000000 PA USD 1796003.84000000 0.116622626953 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N AASET 2017-1 Trust 549300UGVCXV1Y1NM635 000366AA2 42487.98620000 PA USD 37388.95000000 0.002427833098 Long ABS-O CORP US N 2 2042-05-16 Fixed 3.96700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN4E0 2004273.41400000 PA USD 1798924.74000000 0.116812294159 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Marathon CLO LTD 635400LRBGQZIPTCBI09 56576QAQ1 117521.97890000 PA USD 117383.33000000 0.007622228861 Long ABS-O CORP KY N 2 2027-11-21 Floating 7.09100000 N N N N N N PMH SPV - C LLC N/A N/A 1900000.00000000 PA USD 1899931.37000000 0.123371110053 Long ABS-O CORP KY N 3 2027-01-26 Variable 7.66800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 3150000.00000000 PA USD 2511715.50000000 0.163097011958 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EJKT5 3300000.00000000 PA USD 2603099.40000000 0.169030980607 Long DBT USGSE US N 2 2040-06-11 Fixed 3.51000000 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAD6 2000000.00000000 PA USD 1224424.14000000 0.079507379957 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Ladder Capital Commercial Mort N/A 50202KAG1 3100000.00000000 PA USD 2829631.33000000 0.183740720183 Long ABS-O CORP US N 2 2038-12-13 Floating 7.59700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 8200000.00000000 PA USD 6134366.37000000 0.398332066352 Long DBT CORP FR N 2 2032-01-20 Variable 2.27700000 N N N N N N RASPRO TRUST N/A N/A 984942.93130000 PA USD 978597.93000000 0.063544775788 Long ABS-O CORP US N 2 2024-03-23 Floating 6.17500000 N N N N N N WESTCHESTER CNTY NY LOCAL DEV 549300KOSU8OC75V9238 95737TEK8 2700000.00000000 PA USD 1787557.14000000 0.116074144639 Long DBT MUN US N 2 2050-11-01 Fixed 3.84600000 N N N N N N Oak Street Investment Grade Ne N/A 67181DAC5 2500000.00000000 PA USD 2213759.25000000 0.143749369253 Long ABS-O CORP US N 2 2050-11-20 Fixed 2.26000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 1600000.00000000 PA USD 1346393.55000000 0.087427403670 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQVG8 5028241.60480000 PA USD 4746520.19000000 0.308212956519 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 N/A 69210.00000000 NS USD 6.92000000 0.000000449346 N/A DE US N 3 Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 Call Purchased N/A Pershing Square Tontine Holdings, Ltd. 69210.00000000 1.00000000 USD 2025-07-24 XXXX 6.92000000 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 8500000.00000000 NS USD 5997353.50000000 0.389435202955 Long EP CORP US N 2 N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 98459HAA0 2250000.00000000 PA USD 1206893.52000000 0.078369037760 Long DBT CORP US N 2 2050-07-01 Fixed 2.49600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WWAU6 1337085.80630000 PA USD 850358.79000000 0.055217630237 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 1.98000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 1150000.00000000 PA USD 879916.50000000 0.057136945614 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162CAJ9 28930607.77810000 PA USD 365546.91000000 0.023736609003 Long ABS-MBS CORP US N 2 2051-10-10 Variable 0.56000000 N N N N N N BrightSpire Capital, Inc N/A 05591XAG6 2000000.00000000 PA USD 1835699.80000000 0.119200264613 Long ABS-O CORP KY N 2 2038-08-19 Floating 7.59200000 N N N N N N CONSTAR INTERNATIONAL HOLDINGS LLC N/A N/A 6.81800000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 1500000.00000000 PA USD 1223464.28000000 0.079445051920 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 3570000.00000000 PA USD 2903872.49000000 0.188561533433 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd N/A 53946CAG4 4426000.00000000 PA USD 4125496.29000000 0.267887074688 Long ABS-O CORP US N 2 2035-07-15 Floating 7.92800000 N N N N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 3660000.00000000 PA USD 2962990.30000000 0.192400319380 Long DBT CORP US N 2 2030-06-15 Fixed 3.25000000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRF8 700000.00000000 PA USD 521610.60000000 0.033870528037 Long DBT MUN US N 2 2034-09-01 Fixed 2.78100000 N N N N N N GS Mortgage Securities Trust N/A 36258YBJ6 18757813.44500000 PA USD 542477.84000000 0.035225532014 Long ABS-MBS CORP US N 2 2053-02-13 Variable 0.77800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LA3W3 1672983.41000000 PA USD 1112791.52000000 0.072258570624 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.27000000 N N N N N N JEFFERIES GROUP LLC N/A N/A 1175000.00000000 PA USD 1175000.00000000 0.076298047709 Long ABS-O CORP KY N 2 2024-10-15 None 0.00000000 N N N N N N STEELCASE INC GIE4CCPBJDI8SMV1OX95 858155AE4 637000.00000000 PA USD 565309.12000000 0.036708069964 Long DBT CORP US N 2 2029-01-18 Fixed 5.12500000 N N N N N N Citigroup Commercial Mortgage N/A 17328HBF7 19821485.50520000 PA USD 558022.39000000 0.036234909731 Long ABS-MBS CORP US N 2 2052-11-10 Variable 0.74100000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 2510000.00000000 PA USD 2145713.48000000 0.139330850610 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Octagon Investment Partners 49 N/A 67578FAC1 8500000.00000000 PA USD 8395450.00000000 0.545154420971 Long ABS-O CORP KY N 2 2033-01-15 Floating 7.12000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAK9 1300000.00000000 PA USD 1027197.63000000 0.066700573430 Long DBT CORP AU N 2 2031-03-16 Fixed 2.45000000 N N N N N N Copper River CLO Ltd 5493005HHHXVM8NBWY47 217563AC9 700000.00000000 PA USD 70.00000000 0.000004545415 Long ABS-O CORP KY Y 2 2021-01-20 None 0.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AK7 2380000.00000000 PA USD 2102382.31000000 0.136517162375 Long DBT CORP US N 2 2030-06-01 Fixed 3.87500000 N N N N N N AFN ABSPROP001 Llc N/A 00110XAA2 1629657.70720000 PA USD 1318952.87000000 0.085645556597 Long ABS-O CORP US N 2 2051-05-20 Fixed 2.21000000 N N N N N N ACROPOLIS INFRASTRUCTURE - A N/A 005029111 8300.00000000 NS USD 498.00000000 0.000032337385 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 8300.00000000 11.50000000 USD 2026-03-31 XXXX -6354.08000000 N N N GreenPoint Mortgage Funding Tr N/A 39539KAA1 0.00030000 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 Taco Bell Funding, LLC N/A 87342RAH7 1404975.00000000 PA USD 1147636.97000000 0.074521242800 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.29400000 N N N N N N Morgan Stanley Capital I Trust N/A 61767FBB6 5766880.04130000 PA USD 184771.99000000 0.011998078390 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.57500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 34250000.00000000 NC USD 21461.39000000 0.001393584815 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 34250000.00000000 0.20000000 USD 2023-12-19 XXXX -118968.61000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMJ1 7920145.69500000 PA USD 7114359.81000000 0.461967458897 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N ONEAMERICA FINL PARTNERS 5493009S1SVD6UNUDB08 682441AB6 3620000.00000000 PA USD 2295383.25000000 0.149049583591 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Anchorage Credit Funding Ltd. 549300VR9XUOV1E0U888 03329TAG9 7250000.00000000 PA USD 6261988.13000000 0.406619122636 Long ABS-O CORP KY N 2 2039-04-27 Fixed 2.72300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPH91 3242746.81460000 PA USD 2896472.17000000 0.188080997289 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 2350000.00000000 PA USD 1461172.07000000 0.094880490475 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYZ5 3121027.32400000 PA USD 2787602.86000000 0.181011622133 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152ZB0 444444.42520000 PA USD 426966.11000000 0.027724834579 Long DBT MUN US N 2 2038-12-01 Fixed 5.65000000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAY0 1000000.00000000 PA USD 981242.60000000 0.063716506135 Long ABS-O CORP KY N 2 2033-10-15 Floating 7.12000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C746 77975.00000000 NS USD 7.80000000 0.000000506489 Long EP CORP US N 2 N N N 2023-10-30 Guggenheim Funds Trust James Howley James Howley CFO