0001752724-23-274308.txt : 20231129
0001752724-23-274308.hdr.sgml : 20231129
20231129163205
ACCESSION NUMBER: 0001752724-23-274308
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: 231452726
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043985
Guggenheim Limited Duration Fund
C000136507
A-Class
GILDX
C000136508
C-Class
GILFX
C000136509
Institutional Class
GILHX
C000152100
R6
GIKRX
C000155965
P
GILPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043985
C000136507
C000152100
C000136508
C000155965
C000136509
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Limited Duration Fund
S000043985
549300HOV4IT1OMUDR80
2023-09-30
2023-09-30
N
4092912332.85
45636830.86
4047275501.99
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Portfolio (ExDerivative)
N/A
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
889585.75130000
PA
USD
726933.89000000
0.017961067627
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
UPLAND SOFTWARE INC
N/A
Upland Software, Inc.
N/A
500224.61140000
PA
USD
477714.50000000
0.011803360057
Long
LON
CORP
US
N
2
2026-08-06
Variable
9.17000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
12250000.00000000
PA
USD
12144848.45000000
0.300074666131
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
7.28800000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
4220000.00000000
PA
USD
4040435.20000000
0.099830989958
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55662KAA6
16550000.00000000
PA
USD
16550000.00000000
0.408917060176
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
7.18000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
3800000.00000000
PA
USD
3413644.27000000
0.084344252530
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
15000000.00000000
PA
USD
14083903.05000000
0.347984787373
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676503
8000.00000000
NS
USD
180240.00000000
0.004453366219
Long
EP
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132D6EB2
33369229.20470000
PA
USD
32527389.62000000
0.803686074842
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
50000.00000000
PA
USD
48969.08000000
0.001209927023
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
CAL Funding IV Ltd
N/A
CAL Funding IV Ltd.
12807CAA1
2793750.00000000
PA
USD
2431765.77000000
0.060084018713
Long
ABS-O
CORP
BM
N
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384ML0
188722000.00000000
PA
USD
188694740.16000000
4.662265765382
Long
DBT
USGSE
US
N
2
2023-10-02
None
0.00000000
N
N
N
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding Ltd.
12550TBA2
5000000.00000000
PA
USD
4964160.00000000
0.122654363350
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
6.83800000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
4500000.00000000
PA
USD
4209538.05000000
0.104009179704
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.19700000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAJ0
7000000.00000000
PA
USD
6626696.30000000
0.163732276113
Long
ABS-O
CORP
KY
N
2
2036-01-18
Floating
7.34500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAC8
4000000.00000000
PA
USD
3963200.00000000
0.097922664223
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
6.97000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-29447000.00000000
NC
511868.46000000
0.012647235399
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
29447000.00000000
EUR
31666950.44000000
USD
2023-10-16
511868.46000000
N
N
N
GULFSTREAM NATURAL GAS
N/A
Gulfstream Natural Gas System LLC
402740AD6
400000.00000000
PA
USD
385538.84000000
0.009525885742
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.60000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
25600000.00000000
PA
USD
18556088.32000000
0.458483449196
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
4139653.24550000
PA
USD
3710660.98000000
0.091682935302
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
368749.26600000
PA
USD
340134.36000000
0.008404032782
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.72600000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
28527060.83230000
PA
USD
335646.55000000
0.008293148065
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.01000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.38.V1
N/A
-24500000.00000000
OU
Notional Amount
-341537.57000000
-0.00843870326
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
191246.83000000
EUR
-24500000.00000000
EUR
-152048.23000000
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
13075000.00000000
PA
USD
12281327.50000000
0.303446787696
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ES92
30378415.12120000
PA
USD
29612027.86000000
0.731653376337
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
6500000.00000000
PA
USD
5421469.95000000
0.133953568204
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828NAA3
501554.74310000
PA
USD
498289.32000000
0.012311722287
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.93400000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
1940000.00000000
PA
USD
1845284.72000000
0.045593256972
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust
94989TBC7
18414889.29340000
PA
USD
210447.20000000
0.005199725096
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
0.89700000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
5203449.90000000
PA
USD
4811056.91000000
0.118871495346
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
40986370.34280000
PA
USD
37568496.43000000
0.928241638394
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AV5
9800000.00000000
PA
USD
8767965.72000000
0.216638716976
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
140000.00000000
PA
USD
128408.00000000
0.003172702227
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust
63860LAA8
741487.22520000
PA
USD
733412.95000000
0.018121152109
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.65400000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828GAD2
1336546.84410000
PA
USD
1195619.34000000
0.029541338102
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
25700000.00000000
PA
USD
25700000.00000000
0.634995072298
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
4450000.00000000
PA
USD
3879787.24000000
0.095861703461
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AC7
3267101.14900000
PA
USD
1568331.07000000
0.038750291874
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.58400000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
93844677.06730000
PA
USD
1323266.25000000
0.032695235334
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.59800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
7705934.91960000
PA
USD
7174292.45000000
0.177262270544
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
70924.18250000
PA
USD
70764.60000000
0.001748450283
Long
LON
CORP
US
N
2
2025-08-21
Variable
8.18000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176EAA8
429371.19180000
PA
USD
408853.43000000
0.010101942153
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
100000.00000000
PA
USD
94251.34000000
0.002328760173
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5000000.00000000
PA
USD
4633362.00000000
0.114481013158
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
7.49700000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1115000.00000000
PA
USD
999093.52000000
0.024685582177
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAC6
994000.00000000
PA
USD
832120.54000000
0.020560017216
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EE1
5000000.00000000
PA
USD
4934614.65000000
0.121924357449
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
3110015.92220000
NS
USD
30322655.24000000
0.749211543051
Long
EC
RF
US
N
1
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
2000000.00000000
PA
USD
1908871.60000000
0.047164360297
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
6.94500000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
380720.91500000
PA
USD
378272.88000000
0.009346358551
Long
LON
CORP
US
N
2
2025-10-24
Variable
9.13000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
20772529.19420000
PA
USD
19159407.28000000
0.473390241671
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448AZ6
2900000.00000000
PA
USD
2689959.24000000
0.066463457668
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
16250000.00000000
PA
USD
16205106.13000000
0.400395429518
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.47000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
6238286.84480000
PA
USD
175594.67000000
0.004338589500
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.63300000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
500000.00000000
PA
USD
50.00000000
0.000001235398
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
4500000.00000000
PA
USD
4341962.70000000
0.107281125237
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
6.54500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BE3
5475000.00000000
PA
USD
5244658.92000000
0.129584924906
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.45000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
5287981.42930000
PA
USD
4384265.40000000
0.108326339480
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBM9
75000.00000000
PA
USD
56809.58000000
0.001403649936
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
6170000.00000000
PA
USD
6054312.50000000
0.149589828936
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83611MGU6
1148488.64300000
PA
USD
1116013.17000000
0.027574430489
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.13900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
2197064.94910000
PA
USD
2183931.77000000
0.053960541330
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
30750000.00000000
PA
USD
30394127.18000000
0.750977470277
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.01900000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
48500000.00000000
PA
USD
47837897.40000000
1.181977786698
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.27000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
1145000.00000000
PA
USD
1104312.32000000
0.027285326127
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
N/A
686041.98900000
PA
USD
677041.12000000
0.016728318091
Long
LON
CORP
US
N
2
2026-08-12
Variable
7.18000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
741848.07840000
PA
USD
698733.72000000
0.017264298406
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AL9
6250000.00000000
PA
USD
6127636.25000000
0.151401510645
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.42000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
4128675.47170000
PA
USD
3760183.34000000
0.092906532756
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
103022.70190000
PA
110597.99000000
0.002732652865
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
5.99800000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAZ9
4306000.00000000
PA
USD
4097600.80000000
0.101243436429
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
38384EJU0
20900000.00000000
PA
USD
20795627.91000000
0.513817947401
Long
ABS-MBS
USGA
US
N
3
2045-09-20
Fixed
6.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
1050000.00000000
PA
USD
861204.75000000
0.021278629279
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
19663.00000000
NS
USD
4424.18000000
0.000109312548
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
19663
11.50000000
USD
2026-09-16
XXXX
-41106.39000000
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
23000000.00000000
PA
USD
22088089.10000000
0.545752051945
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
7.51300000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2350000.00000000
PA
USD
2132761.54000000
0.052696228338
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
1428250.00000000
PA
USD
1402345.83000000
0.034649131973
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
14457062.95200000
PA
USD
11966550.50000000
0.295669284043
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
10249708.33330000
PA
USD
9670846.83000000
0.238947084903
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GV3
20784000.00000000
PA
USD
20780962.42000000
0.513455592775
Long
DBT
UST
US
N
2
2023-10-03
None
0.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
963000.00000000
PA
USD
846897.73000000
0.020925131723
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAE7
1734755.79680000
PA
USD
1676737.93000000
0.041428806345
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.71400000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
75000.00000000
PA
USD
67238.63000000
0.001661330689
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
375000.00000000
PA
USD
312975.26000000
0.007732986297
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
486250.00000000
PA
USD
339402.50000000
0.008385950001
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.18000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
1940767.62650000
PA
USD
1933489.75000000
0.047772625042
Long
LON
CORP
US
N
2
2028-01-26
Variable
8.18000000
N
N
N
N
N
N
Park Place Securities Inc
N/A
Park Place Securities Incorporated Asset-Backed Pass-Through Certificates Series
70069FJS7
410534.90950000
PA
USD
406641.65000000
0.010047293538
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
6.37900000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
9075786.17560000
PA
USD
9037222.25000000
0.223291501790
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.07000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830GAB2
1702102.39480000
PA
USD
1580642.92000000
0.039054492811
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
3694783.36560000
PA
USD
3408363.76000000
0.084213781797
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
408789.27130000
PA
USD
407927.21000000
0.010079057128
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.78400000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
2680000.00000000
PA
USD
2475516.00000000
0.061164998497
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAT9
350000.00000000
PA
USD
345603.24000000
0.008539157757
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
4093448.09820000
PA
USD
4064466.49000000
0.100424754578
Long
LON
CORP
CA
N
2
2027-05-24
Variable
7.42000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
4100000.00000000
PA
USD
3269217.00000000
0.080775746508
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
8142298.40960000
PA
USD
7639153.22000000
0.188748040904
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.71400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHL8
100000000.00000000
PA
USD
99144531.00000000
2.449661036202
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.62500000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
6086003.96700000
PA
USD
6031155.07000000
0.149017655631
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
6.85800000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Madison Avenue Secured Funding Trust
N/A
15025000.00000000
PA
USD
15025000.00000000
0.371237391489
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAZ5
10500000.00000000
PA
USD
9374044.37000000
0.231613695815
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
1.48000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
2567973.19280000
PA
USD
2424535.97000000
0.059905384963
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.03400000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
7400000.00000000
PA
USD
6336942.05000000
0.156573034054
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334BS2
2256456.25300000
PA
USD
1185830.04000000
0.029299464279
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.03400000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
3070880.08980000
PA
USD
65653.27000000
0.001622159647
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.03500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAJ7
350000.00000000
PA
USD
334454.70000000
0.008263699860
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
15280000.00000000
PA
USD
12311757.01000000
0.304198639404
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet
N/A
8471000.00000000
PA
USD
8445587.00000000
0.208673390181
Long
LON
CORP
US
N
2
2029-01-18
Variable
8.32000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
17918264.46090000
PA
USD
16219754.54000000
0.400757362132
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864AM9
125000.00000000
PA
USD
109941.25000000
0.002716426147
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
27434837.39870000
PA
USD
25252942.04000000
0.623949173402
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
11994395.29860000
PA
USD
10526328.09000000
0.260084298309
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
7672557.81800000
PA
USD
7246514.26000000
0.179046725542
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
4300000.00000000
PA
USD
3620626.66000000
0.089458369172
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
797724.49000000
PA
USD
0.01000000
0.000000000247
Long
DBT
CORP
US
N
3
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
CPM HOLDINGS INC
N/A
CPM Holdings, Inc.
N/A
1490600.21760000
PA
USD
1485010.47000000
0.036691608200
Long
LON
CORP
US
N
2
2025-11-17
Variable
8.94416000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
9458212.13210000
PA
USD
8672746.39000000
0.214286039725
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
3450000.00000000
PA
USD
3330602.95000000
0.082292469300
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
2101333.97080000
PA
USD
1872039.35000000
0.046254309821
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
2084148.44740000
PA
USD
1865143.84000000
0.046083935701
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132D6EF3
41705764.28940000
PA
USD
40653610.43000000
1.004468571759
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
59950000.00000000
NC
USD
120035.49000000
0.002965834422
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
59950000
0.10000000
USD
2024-06-20
XXXX
-161729.51000000
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
14310000.00000000
PA
USD
13039330.67000000
0.322175514456
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.59700000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2D6
16600000.00000000
PA
USD
13663237.89000000
0.337591001237
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.95000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
7600000.00000000
PA
USD
7276957.59000000
0.179798918715
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAC8
2000000.00000000
PA
USD
1847761.80000000
0.045654460614
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
10526000.00000000
PA
USD
9221801.23000000
0.227852075438
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
45569KAA1
10280000.00000000
PA
USD
9275327.79000000
0.229174608583
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
4746158.97690000
PA
USD
2459057.58000000
0.060758344194
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.03400000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
24964790.41390000
PA
USD
24815001.67000000
0.613128551733
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
6.93200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
18000000.00000000
PA
USD
17937615.60000000
0.443202237929
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.42000000
N
N
N
N
N
N
VODAFONEZIGGO GROUP HOLDING BV
N/A
Ziggo Financing Partnership
N/A
400000.00000000
PA
USD
390332.00000000
0.009644315041
Long
LON
CORP
NL
N
2
2028-04-28
Variable
7.95000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.40.V1
N/A
-40800000.00000000
OU
Notional Amount
USD
-639493.08000000
-0.01580058188
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
169403.01000000
USD
0.00000000
USD
-40800000.00000000
USD
-808896.09000000
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAF4
12000000.00000000
PA
USD
10042371.12000000
0.248126699431
Long
DBT
CORP
US
N
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
26321483.22580000
PA
USD
468959.34000000
0.011587037743
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.95200000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
19050000.00000000
PA
USD
18924061.59000000
0.467575325195
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAH4
11750000.00000000
PA
USD
10621225.79000000
0.262429028732
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
2150000.00000000
PA
USD
1201747.02000000
0.029692740694
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
379000.00000000
PA
USD
321090.81000000
0.007933505140
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
4000000.00000000
PA
USD
3956800.40000000
0.097764543037
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
6.98200000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
1969885.86270000
PA
USD
1957195.86000000
0.048358355121
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
6.17500000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
4700049.45500000
PA
USD
3917914.23000000
0.096803744347
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
9998811.39500000
PA
USD
8731858.20000000
0.215746573113
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
2014060.10830000
PA
USD
2005476.79000000
0.049551279348
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
7.26300000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Virgin Media Bristol LLC
N/A
200000.00000000
PA
USD
194026.00000000
0.004793990424
Long
LON
CORP
GB
N
2
2028-01-31
Variable
7.95000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp.
N/A
10361500.00000000
PA
USD
10342124.00000000
0.255532987435
Long
LON
CORP
US
N
2
2028-03-13
Variable
8.18000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
5-Year Interest Rate Swap
N/A
-64550000.00000000
NC
USD
-1288793.68000000
-0.03184348778
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2028-10-18
0.00000000
USD
0.00000000
USD
0.00000000
USD
-64550000
3.93100000
USD
2023-10-16
XXXX
-843398.68000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
58950000.00000000
NC
USD
36938.66000000
0.000912679652
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
58950000
0.20000000
USD
2023-12-19
XXXX
-205493.22000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
14304297.74590000
PA
USD
415624.24000000
0.010269235187
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.00600000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
12238677.15990000
PA
USD
12168538.52000000
0.300659999894
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.87000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
21994508.47850000
PA
USD
699977.43000000
0.017295027967
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.21900000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
8791754.03870000
PA
USD
7423924.15000000
0.183430165461
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
5050000.00000000
PA
USD
4654044.15000000
0.114992027296
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
33144590.82910000
PA
USD
583000.09000000
0.014404754252
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.86000000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
7773268.29320000
PA
USD
7519718.27000000
0.185797044611
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
6.59600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
1883012.68880000
PA
USD
1890553.21000000
0.046711749893
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
6.03400000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust
41162DAF6
1566027.43510000
PA
USD
1356191.03000000
0.033508740122
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
5.82200000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
3900000.00000000
PA
USD
3627000.00000000
0.089615841526
Long
DBT
CORP
BM
N
2
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
19690398.73390000
PA
USD
452908.71000000
0.011190459107
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.86800000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAE7
10700000.00000000
PA
USD
9968741.67000000
0.246307464493
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
7.09700000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4530975.12500000
PA
USD
4515116.71000000
0.111559410961
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
6.57000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
325900.51000000
PA
USD
3272.04000000
0.000080845497
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
2250000.00000000
PA
USD
2171964.60000000
0.053664856739
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.42000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAN7
275000.00000000
PA
USD
249698.29000000
0.006169540222
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
6000907.66260000
PA
USD
209858.94000000
0.005185190380
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.02200000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AN4
2250000.00000000
PA
USD
2177132.63000000
0.053792548318
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.73800000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
13798856.91000000
PA
USD
13540818.29000000
0.334566260274
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.53000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
2187000.00000000
PA
USD
1988387.60000000
0.049129039993
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
7.24500000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
850000.00000000
PA
USD
801191.05000000
0.019795812012
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
3492745.34840000
PA
USD
3336473.63000000
0.082437521941
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06054MAF0
10113741.10160000
PA
USD
322988.39000000
0.007980390508
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
1.88800000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
1353472.67300000
PA
USD
1253082.63000000
0.030961139892
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.81400000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026929AA7
5388873.44770000
PA
USD
4281081.66000000
0.105776877751
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.79400000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BB7
3100000.00000000
PA
USD
2937626.90000000
0.072582825126
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
1500000.00000000
PA
USD
1098368.10000000
0.027138456461
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4500000.00000000
PA
USD
4473236.25000000
0.110524629415
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
7.72000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1278880.61200000
NS
USD
31038432.45000000
0.766896951658
Long
EC
RF
US
N
1
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
15000000.00000000
PA
USD
13776255.60000000
0.340383440495
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
2950000.00000000
PA
USD
2580476.81000000
0.063758368036
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
3274314.30500000
PA
USD
3209265.47000000
0.079294465336
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
5.69400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
938896.39680000
PA
USD
835417.81000000
0.020641486095
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
10786278.31400000
PA
USD
294344.59000000
0.007272660085
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.21500000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
6500000.00000000
PA
USD
5790388.18000000
0.143068792256
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
1708566.47200000
PA
USD
1546305.45000000
0.038206083308
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
120000000.00000000
NC
USD
75193.20000000
0.001857872041
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
120000000
0.20000000
USD
2023-12-19
XXXX
-416796.80000000
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
881000.00000000
PA
USD
845866.95000000
0.020899663232
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
22066046.74380000
PA
USD
572485.93000000
0.014144970603
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.09100000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3H2
30000000.00000000
PA
USD
29491386.90000000
0.728672581975
Long
DBT
CORP
US
N
2
2025-01-07
Floating
5.99500000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
9250000.00000000
PA
USD
9135546.98000000
0.225720907200
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
7.04900000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
20941823.03440000
PA
USD
19503096.76000000
0.481882114286
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
14700000.00000000
PA
USD
12811653.73000000
0.316550077297
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AT7
750000.00000000
PA
USD
700248.77000000
0.017301732230
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46640UAF9
11107144.63760000
PA
USD
706.41000000
0.000017453963
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
0.77700000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11250000.00000000
PA
USD
11092125.38000000
0.274064006133
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
7.05000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
2850000.00000000
PA
USD
2511017.30000000
0.062042163889
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
24250000.00000000
PA
USD
23885975.98000000
0.590174204060
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.24100000
N
N
N
N
N
N
FLUTTER ENTERTAINMENT PLC
N/A
Amaya Holdings BV
N/A
4500000.00000000
PA
4756429.10000000
0.117521752538
Long
LON
CORP
NL
N
2
2026-07-21
Variable
6.36000000
N
N
N
N
N
N
RAVAGO HOLDINGS AMERICA INC
N/A
Ravago Holdings America, Inc.
N/A
1950000.00000000
PA
USD
1911000.00000000
0.047216948761
Long
LON
CORP
US
N
2
2028-03-04
Variable
8.15000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
3750000.00000000
PA
USD
3586137.38000000
0.088606208750
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
7.04500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
7091625.00000000
PA
USD
7358341.02000000
0.181809738832
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
13738839.55430000
PA
USD
11732714.81000000
0.289891676616
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
600000.00000000
PA
USD
591951.94000000
0.014625936378
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
2114584.29270000
PA
USD
1834693.48000000
0.045331568831
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
6.01400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AZ3
14000000.00000000
PA
USD
11948352.78000000
0.295219655151
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAP4
750000.00000000
PA
USD
747621.30000000
0.018472211729
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
3200000.00000000
PA
USD
2924753.28000000
0.072264743987
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
5375000.00000000
PA
USD
5117306.54000000
0.126438304916
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
21279934.37560000
PA
USD
18706241.22000000
0.462193423966
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
14400000.00000000
PA
USD
13756813.49000000
0.339903065240
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4000000.00000000
PA
USD
3926864.80000000
0.097024894847
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.04100000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAJ6
4104795.15970000
PA
USD
3832730.98000000
0.094699038355
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
7.84700000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CF6
14400000.00000000
PA
USD
13733571.46000000
0.339328801640
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
38384EJQ9
3100000.00000000
PA
USD
3102174.34000000
0.076648459895
Long
ABS-MBS
USGA
US
N
3
2047-06-20
Fixed
6.00000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
2500000.00000000
PA
USD
2031309.75000000
0.050189559593
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
10000000.00000000
PA
USD
8758538.30000000
0.216405784476
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
1.98000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
48900000.00000000
NC
USD
30641.23000000
0.000757082881
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
48900000
0.20000000
USD
2023-12-19
XXXX
-168015.02000000
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
5166625.50000000
PA
USD
5107956.40000000
0.126207281848
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
6.99100000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599AX2
500000.00000000
PA
USD
465497.52000000
0.011501503166
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
10496524.00000000
PA
USD
9982665.83000000
0.246651502352
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
15250000.00000000
PA
USD
15083497.45000000
0.372682745283
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.18800000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
900028.54830000
PA
USD
872862.99000000
0.021566680834
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
2662421.33800000
PA
USD
2514006.31000000
0.062116016287
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
361000.00000000
PA
USD
329179.38000000
0.008133357361
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
3550000.00000000
PA
USD
3397849.49000000
0.083953995430
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465JAC4
2618678.91350000
PA
USD
2026948.87000000
0.050081811060
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.71400000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
16500000.00000000
PA
USD
16499052.90000000
0.407658260276
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.70800000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55663DAA1
18250000.00000000
PA
USD
18250000.00000000
0.450920625270
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
7.32000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAC3
3250000.00000000
PA
USD
3253625.05000000
0.080390500928
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
8.90800000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
119000000.00000000
NC
USD
238268.94000000
0.005887144077
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
119000000
0.10000000
USD
2024-06-20
XXXX
-295887.06000000
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
537689.92130000
PA
USD
502611.14000000
0.012418505726
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
12400000.00000000
PA
13114753.20000000
0.324039052778
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
7.09800000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
1200000.00000000
PA
USD
950479.32000000
0.023484423522
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ESC5
13629255.73120000
PA
USD
13285416.60000000
0.328255800561
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
31000000.00000000
PA
USD
25414623.67000000
0.627943999796
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
LUX NEWCO
N/A
Froneri US, Inc.
N/A
435375.00000000
PA
USD
431761.39000000
0.010667951558
Long
LON
CORP
US
N
2
2027-01-29
Variable
7.67000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAU2
7250000.00000000
PA
USD
7162457.34000000
0.176969848889
Long
DBT
CORP
US
N
2
2026-07-02
Fixed
5.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
527000.00000000
PA
USD
482148.17000000
0.011912907084
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
5964260.79560000
PA
USD
205337.57000000
0.005073476463
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.80700000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
6000000.00000000
PA
USD
6000261.42000000
0.148254335961
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.30900000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2N3
21350000.00000000
PA
USD
19119265.75000000
0.472398425572
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
5070000.00000000
PA
USD
2839200.00000000
0.070150895302
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
50799552.75290000
PA
USD
1213387.96000000
0.029980364801
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.04900000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
1855823.48220000
PA
USD
1407502.37000000
0.034776539657
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
27650000.00000000
PA
USD
27478185.67000000
0.678930447321
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.22300000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248AZ1
350000.00000000
PA
USD
323551.70000000
0.007994308760
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
2000000.00000000
PA
USD
1743010.60000000
0.043066270115
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.84700000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
7350000.00000000
PA
USD
6120962.40000000
0.151236613296
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAG7
7900000.00000000
PA
USD
7489829.63000000
0.185058556708
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
7.44700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2023-CES1
89181XAM3
1437631.56270000
PA
USD
1431254.23000000
0.035363400126
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
6.75000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EED2
3145000.00000000
PA
USD
2747367.90000000
0.067881909661
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
1.55000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
9643000.00000000
PA
USD
8420171.17000000
0.208045416376
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
3268183.00900000
PA
USD
2967156.72000000
0.073312447312
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ERB4
25720.08070000
PA
USD
25585.94000000
0.000632176880
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.16900000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAG6
10000000.00000000
PA
USD
9178499.00000000
0.226782164828
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
7.59200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
1937055.23900000
PA
USD
1931305.67000000
0.047718660838
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.97000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
2395236.29460000
PA
USD
2313844.73000000
0.057170428078
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
6.16900000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Station Place Securitization Trust
N/A
7525000.00000000
PA
USD
7525000.00000000
0.185927545488
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
1552000.00000000
PA
USD
1462593.47000000
0.036137729425
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
2512500.00000000
PA
USD
2489388.77000000
0.061507766614
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
11348941.43570000
PA
USD
11209378.96000000
0.276961105180
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
7.08800000
N
N
N
N
N
N
ALTICE USA INC
3HG2WD2W22M120IUNG49
Altice US Finance I Corp.
N/A
453758.59000000
PA
USD
437650.16000000
0.010813451166
Long
LON
CORP
US
N
2
2026-01-15
Variable
7.70000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
2115372.93000000
PA
USD
2106784.52000000
0.052054388661
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
11400049.18120000
PA
USD
11192014.24000000
0.276532058035
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
17124253.84330000
PA
USD
16273433.58000000
0.402083662750
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.34700000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4420000.00000000
PA
USD
4201690.63000000
0.103815285812
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
55367.18820000
PA
USD
54708.54000000
0.001351737482
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAB0
6950000.00000000
PA
USD
6578545.44000000
0.162542565653
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
1.37400000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAM9
75000.00000000
PA
USD
73225.19000000
0.001809246490
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
SAMSONITE INTERNATIONAL SA
N/A
Samsonite IP Holdings SARL
N/A
175527.16780000
PA
USD
175637.75000000
0.004339653920
Long
LON
CORP
LU
N
2
2030-06-21
Variable
8.07000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
1373925.35550000
PA
USD
1308042.75000000
0.032319093408
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
4551463.64850000
PA
USD
117907.49000000
0.002913255841
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.56900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
10200000.00000000
PA
USD
8970550.14000000
0.221644168665
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.98800000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
1000000.00000000
PA
USD
977944.50000000
0.024163032625
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
7.38800000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
13550000.00000000
PA
USD
12848364.33000000
0.317457122048
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
723515.11890000
PA
USD
710253.09000000
0.017548918764
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.67000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAP3
20850000.00000000
PA
USD
19603400.60000000
0.484360419505
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAK9
1200000.00000000
PA
USD
1175948.80000000
0.029055318804
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
1548000.00000000
PA
USD
1476765.22000000
0.036487884733
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
4871672.13970000
PA
USD
4495334.49000000
0.111070632275
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
22250000.00000000
PA
USD
21743035.98000000
0.537226486541
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.89700000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AK0
700000.00000000
PA
USD
661013.29000000
0.016332302796
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
6824429.66980000
PA
USD
6698013.93000000
0.165494390651
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
8.24400000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAB7
15000000.00000000
PA
USD
13180194.90000000
0.325655984958
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
1800000.00000000
PA
USD
1603608.10000000
0.039621916007
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
7742100.00000000
PA
USD
6698341.05000000
0.165502473125
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
5000000.00000000
PA
USD
4921314.50000000
0.121595737616
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
7.33800000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
444419.08210000
PA
USD
440343.76000000
0.010880004580
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.04000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
3250000.00000000
PA
USD
3249882.61000000
0.080298032797
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
HARVEST PARTNERS LP
N/A
Packers Holdings LLC
N/A
1694215.09540000
PA
USD
999586.91000000
0.024697772847
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.67000000
N
N
N
N
N
N
Morgan Stanley Home Equity Loa
N/A
Morgan Stanley Home Equity Loan Trust
61744CYP5
1184771.74990000
PA
USD
1162837.12000000
0.028731355684
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.99400000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAD9
1322114.17850000
PA
USD
1279835.61000000
0.031622151972
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.71400000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
4085000.00000000
NS
USD
3943339.55000000
0.097431952632
Long
EP
CORP
US
N
2
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
11500000.00000000
PA
USD
11198964.50000000
0.276703784916
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.37000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
3085000.00000000
PA
USD
2805964.53000000
0.069329713992
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
19017696.54450000
PA
USD
18203474.79000000
0.449771081337
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
300000.00000000
PA
USD
291035.09000000
0.007190889027
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
305288.38690000
PA
USD
299325.52000000
0.007395728802
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.00400000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAC0
2500000.00000000
PA
USD
1907470.50000000
0.047129741947
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.48500000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
3353399.20790000
PA
USD
3326061.19000000
0.082180251588
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
7.19200000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
1281152.18600000
NS
USD
31119186.60000000
0.768892223538
Long
EC
RF
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
7942638.99510000
PA
USD
241938.34000000
0.005977807536
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.35300000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
1180000.00000000
PA
USD
1027668.58000000
0.025391614173
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
11037109.62500000
PA
USD
324345.33000000
0.008013917753
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.15600000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
120100000.00000000
NC
USD
240471.43000000
0.005941563154
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
120100000
0.10000000
USD
2024-06-20
XXXX
-290971.07000000
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
11450000.00000000
PA
USD
11178141.85000000
0.276189299307
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61767EAF1
23038961.93970000
PA
USD
523760.85000000
0.012941072327
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.91000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
275000.00000000
PA
USD
232375.00000000
0.005741516728
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
7434000.00000000
PA
USD
5759513.95000000
0.142305952415
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
8964666.88600000
PA
USD
7559547.69000000
0.186781149103
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
5918962.97850000
PA
USD
5691042.65000000
0.140614164941
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.63400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
51459451.71700000
PA
USD
497602.61000000
0.012294755070
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83400000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
22350000.00000000
PA
USD
20157579.88000000
0.498053069777
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
100000.00000000
PA
USD
94744.08000000
0.002340934783
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
6750000.00000000
PA
USD
6663527.10000000
0.164642290763
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.07000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAC8
1791283.47650000
PA
USD
1772754.08000000
0.043801171408
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.26500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1050000.00000000
PA
USD
957262.74000000
0.023652028124
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
13459464.40270000
PA
USD
443041.15000000
0.010946651637
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.37900000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
120100000.00000000
NC
USD
75255.86000000
0.001859420243
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
120100000
0.10000000
USD
2023-12-19
XXXX
-390131.64000000
N
N
N
ORANGEWOOD PARTNERS LLC
N/A
Pacific Bells LLC
N/A
1560617.06630000
PA
USD
1538674.79000000
0.038017545117
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
17807990.54000000
PA
USD
15396516.87000000
0.380416822685
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
5000000.00000000
PA
USD
4916728.50000000
0.121482426822
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
7.13800000
N
N
N
N
N
N
ENTAIN PLC
N/A
Entain Holdings (Gibraltar) Ltd.
N/A
1466250.00000000
PA
USD
1462320.45000000
0.036130983652
Long
LON
CORP
GI
N
2
2027-03-29
Variable
7.99000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
8250000.00000000
PA
USD
7441895.18000000
0.183874193302
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.54700000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
7050000.00000000
PA
USD
6314551.05000000
0.156019797686
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
3227905.13480000
PA
USD
2452422.88000000
0.060594414163
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
2786074.24000000
PA
2934378.12000000
0.072502554337
Long
LON
CORP
NL
N
2
2025-07-02
Variable
7.41000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
6400000.00000000
PA
USD
6077035.52000000
0.150151268847
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
7.34200000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
5943789.49710000
PA
USD
4674100.96000000
0.115487590545
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
4000000.00000000
PA
USD
3875431.60000000
0.095754084398
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.47000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
250000.00000000
PA
USD
176928.53000000
0.004371546486
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
6015625.00000000
PA
USD
5492584.45000000
0.135710663810
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
7360000.00000000
PA
USD
6788531.33000000
0.167730892711
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VI Ltd.
69120WAB5
3500000.00000000
PA
USD
3383935.10000000
0.083610198968
Long
ABS-O
CORP
KY
N
2
2032-06-21
Floating
7.41000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AD5
4560442.75330000
PA
USD
2189132.92000000
0.054089051237
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.68400000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust
78433QAC9
1847359.97800000
PA
USD
1576430.41000000
0.038950410201
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
11701047.95450000
PA
USD
11597489.00000000
0.286550520079
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAE8
6000000.00000000
PA
USD
5754902.40000000
0.142192010333
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
7.09500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
13204132.17180000
PA
USD
12723357.84000000
0.314368464260
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.89400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AQ0
15500000.00000000
PA
USD
15032619.20000000
0.371425646527
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
7.48800000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
2671000.00000000
PA
USD
2409212.62000000
0.059526775946
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
1850000.00000000
PA
USD
1596402.37000000
0.039443876978
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAC3
7500000.00000000
PA
USD
7284843.75000000
0.179993769794
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
6.67800000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
4300000.00000000
PA
USD
4346681.27000000
0.107397711568
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQKJ4
18467747.80500000
PA
USD
17454208.63000000
0.431258228440
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAC6
9600000.00000000
PA
USD
9464473.92000000
0.233848027280
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.47000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAK5
700000.00000000
PA
USD
694631.49000000
0.017162940591
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
1846000.00000000
PA
USD
1818723.13000000
0.044936973751
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
5637777.83580000
PA
USD
4770631.23000000
0.117872658474
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
2812756.74550000
PA
USD
85250.16000000
0.002106359202
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.81500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
8050000.00000000
PA
USD
8048653.24000000
0.198865958990
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
7500000.00000000
PA
USD
7166410.50000000
0.177067523485
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.24500000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
10000000.00000000
PA
USD
10000000.00000000
0.247079794668
Long
DBT
CORP
US
N
3
2024-01-09
Variable
8.31300000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
45149.80180000
PA
USD
40927.20000000
0.001011228417
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.46600000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAG3
3552440.93870000
PA
USD
3114115.91000000
0.076943511961
Long
ABS-O
CORP
BM
N
2
2045-09-20
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
7965169.04760000
PA
USD
7517659.88000000
0.185746185954
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAC0
1579833.75420000
PA
USD
663871.58000000
0.016402925367
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.61400000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552747AC1
842347.27580000
PA
USD
736601.34000000
0.018199930784
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
1.26200000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
1000000.00000000
PA
USD
999963.88000000
0.024707087014
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.30900000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05492QAE6
1400000.00000000
PA
USD
1359243.76000000
0.033584166912
Long
ABS-O
CORP
KY
N
2
2037-02-16
Floating
7.24500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAE5
2043782.38110000
PA
USD
2014447.16000000
0.049772919066
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
6.36500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362PAD7
0.00600000
PA
USD
0.01000000
0.000000000247
Long
ABS-O
CORP
US
N
2
2037-02-25
Floating
5.54300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHN4
200000000.00000000
PA
USD
198671876.00000000
4.908780632855
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.75000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
3868987.44000000
PA
USD
3850827.57000000
0.095146168530
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
7.92900000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
3900000.00000000
PA
USD
3246633.00000000
0.080217741500
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
25000000.00000000
PA
USD
23846652.50000000
0.589202600323
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.09700000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
10829041.42560000
PA
USD
10253830.90000000
0.253351443334
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
6.06400000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
15000000.00000000
PA
USD
13802514.30000000
0.341032239915
Long
DBT
CORP
US
N
2
2026-06-24
Variable
1.33900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12654PAA6
4640170.88670000
PA
USD
4411943.62000000
0.109010212372
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAG5
6880791.04490000
PA
USD
6656038.95000000
0.164457273707
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.84700000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
4536928.25180000
PA
USD
4015181.50000000
0.099207022057
Long
LON
CORP
US
N
2
2028-01-17
Variable
10.05000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
9442428.48790000
PA
USD
8209990.45000000
0.202852275461
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
3801950.42510000
PA
USD
3745114.69000000
0.092534216861
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.14700000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
3925000.00000000
PA
USD
3874343.56000000
0.095727201128
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
1892692.42910000
PA
USD
1668098.92000000
0.041215353864
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.74200000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
9750000.00000000
PA
USD
9750424.81000000
0.240913295998
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
9626849.91600000
PA
USD
9287131.86000000
0.229466263303
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
10796779.30350000
PA
USD
10789400.78000000
0.266584292932
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.81000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377JAC7
12956597.58930000
PA
USD
2859053.35000000
0.070641431466
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.65400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
4320000.00000000
PA
USD
4188019.81000000
0.103477507472
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10850250.00000000
PA
USD
9080899.73000000
0.224370684069
Long
LON
CORP
LU
N
2
2028-05-03
Variable
7.93000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
14250000.00000000
PA
USD
12580768.68000000
0.310845374223
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
4250000.00000000
PA
USD
4025499.28000000
0.099461953554
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
28866.00000000
NS
USD
1731.96000000
0.000042793232
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
28866
11.50000000
USD
2026-03-31
XXXX
-22098.70000000
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
42100000.00000000
PA
USD
39755008.53000000
0.982265934465
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
7300000.00000000
PA
USD
6515959.20000000
0.160996186120
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
5050000.00000000
PA
USD
5026164.00000000
0.124186356909
Long
DBT
CORP
US
N
2
2024-04-12
Floating
6.05300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
6306890.15990000
PA
USD
4752666.19000000
0.117428778635
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
3799537.47700000
PA
USD
1303852.70000000
0.032215565739
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.58400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
14250000.00000000
PA
USD
14074806.23000000
0.347760023331
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.19000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
5748930.09230000
PA
USD
4921006.55000000
0.121588128793
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3C3
15850000.00000000
PA
USD
12924881.39000000
0.319347703996
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.98500000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
Newmark Group, Inc.
65158NAB8
775000.00000000
PA
USD
773450.00000000
0.019110386718
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAS6
12635000.00000000
PA
USD
10967147.15000000
0.270976046592
Long
ABS-O
CORP
US
N
2
2045-10-18
Fixed
2.07000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
3675000.00000000
PA
USD
3490860.08000000
0.086252099178
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HA8
3915000.00000000
PA
USD
3910423.80000000
0.096618670957
Long
DBT
UST
US
N
2
2023-10-10
None
0.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
3221333.33000000
PA
USD
2924335.71000000
0.072254426676
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
3131816.99100000
PA
USD
0.03000000
0.000000000741
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
800000.00000000
PA
USD
760967.90000000
0.018801979248
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
24650000.00000000
PA
USD
21290759.63000000
0.526051651772
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31572LAC0
2057823.11030000
PA
USD
1589022.20000000
0.039261527890
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
5422393.25500000
PA
USD
4906197.14000000
0.121222218195
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
19285525.95910000
PA
USD
725004.63000000
0.017913399511
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.19400000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AC7
500000.00000000
PA
USD
476675.25000000
0.011777682289
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
8.19100000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
1500000.00000000
PA
USD
820854.00000000
0.020281643777
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
36500000.00000000
PA
USD
35833776.45000000
0.885380212747
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
7.11800000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc. / SkyMiles IP Ltd.
830867AA5
7502000.00000000
PA
USD
7286680.15000000
0.180039143527
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AB9
22250000.00000000
PA
USD
21540162.70000000
0.532213897704
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
7.34100000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
2000000.00000000
PA
USD
1786177.40000000
0.044132834523
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.59700000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
1500000.00000000
PA
USD
1221465.00000000
0.030179932139
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.43000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778GAA3
16550000.00000000
PA
USD
16550000.00000000
0.408917060176
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
7.18000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
38736519.26540000
PA
USD
34337255.38000000
0.848404200878
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
3250000.00000000
PA
USD
2534535.06000000
0.062623240220
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
4395048.62680000
PA
USD
4332784.85000000
0.107054359108
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
1400000.00000000
PA
USD
1289473.98000000
0.031860296620
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
2223074.90760000
PA
USD
2129476.12000000
0.052615052248
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.21400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
9251069.60190000
PA
USD
9231563.72000000
0.228093286841
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.48800000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
12647525.93350000
PA
USD
291898.57000000
0.007212223873
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.01500000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Harsco Corporation
N/A
3910000.00000000
PA
USD
3855025.40000000
0.095249888427
Long
LON
CORP
US
N
2
2028-03-10
Variable
7.68000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAZ3
16450000.00000000
PA
USD
14320030.64000000
0.353819023018
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
197000000.00000000
OU
Notional Amount
USD
-1418445.31000000
-0.03504691759
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-06-29
689.65000000
USD
0.00000000
USD
197000000.00000000
USD
-1419134.96000000
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
7650649.18250000
PA
USD
7066542.77000000
0.174599993663
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
5000000.00000000
PA
USD
4769309.00000000
0.117839988843
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
7.34500000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
27272727.00000000
PA
USD
18818.18000000
0.000464959205
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
30564816.38370000
PA
USD
596276.78000000
0.014732794436
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.77200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAH5
9500000.00000000
PA
USD
8621540.32000000
0.213020841199
Long
DBT
CORP
FR
N
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
3178666.67000000
PA
USD
0.03000000
0.000000000741
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421MG5
885559.85910000
PA
USD
841260.26000000
0.020785841230
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
6.45400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
10800000.00000000
PA
USD
9511452.00000000
0.235008760716
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
106500000.00000000
OU
Notional Amount
USD
-2632082.54000000
-0.06503344135
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2027-10-03
0.00000000
USD
33310.04000000
USD
106500000.00000000
USD
-2598772.50000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
18421875.00000000
PA
USD
15928805.81000000
0.393568606885
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
10250000.00000000
PA
USD
10004046.84000000
0.247179783908
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
32027NMJ7
341991.11140000
PA
USD
328788.68000000
0.008123703954
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
6.70900000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
1439746.41530000
PA
USD
1368516.11000000
0.033813267945
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.73400000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAD2
3954166.66630000
PA
USD
3712677.40000000
0.091732756966
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
19627560.55870000
PA
USD
19047187.33000000
0.470617513451
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.49500000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670ZH4
0.56000000
PA
USD
0.56000000
0.000000013836
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
4.84600000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAH0
17950000.00000000
PA
USD
16032520.69000000
0.396131192010
Long
DBT
CORP
FR
N
2
2027-01-26
Variable
1.24700000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
415438.08700000
PA
USD
365580.86000000
0.009032764382
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
CARLYLE GMS FINANCE MM CLO LLC
N/A
Carlyle GMS Finance MM CLO LLC
14310QAC2
250000.00000000
PA
USD
247939.48000000
0.006126083580
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
7.35000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
2300000.00000000
PA
USD
2196500.00000000
0.054271076899
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
3250000.00000000
PA
USD
3055114.08000000
0.075485695957
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
7.49500000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
11500000.00000000
PA
USD
11326474.20000000
0.279854291965
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.13000000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
2610000.00000000
PA
USD
2345363.49000000
0.057949192953
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
29028886.88380000
PA
USD
774153.97000000
0.019127780394
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.15800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
35097572.16150000
PA
USD
575368.54000000
0.014216194072
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.57300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590MAT7
30418558.09110000
PA
USD
1119396.85000000
0.027658034385
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
2930954.66260000
PA
USD
2768431.32000000
0.068402344210
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BA0
200000.00000000
PA
USD
179571.13000000
0.004436839792
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
16750000.00000000
PA
USD
14632764.66000000
0.361546048763
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
4777544.32000000
PA
USD
4777544.32000000
0.118043466960
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.98000000
N
N
Y
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
3650000.00000000
PA
USD
3464381.44000000
0.085597865484
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.54100000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
350000.00000000
PA
USD
296358.81000000
0.007322427392
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
3818387.62360000
PA
USD
3468308.30000000
0.085694890261
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
4126675.12000000
PA
USD
3828626.88000000
0.094597634337
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
388690.77040000
PA
USD
386140.96000000
0.009540762911
Long
LON
CORP
US
N
2
2025-02-14
Variable
8.17000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
7854665.83540000
PA
USD
6211876.61000000
0.153482919730
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAJ2
5150000.00000000
PA
USD
4394150.72000000
0.108570585764
Long
DBT
CORP
US
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corporation of America Holdings
50540RAX0
13700000.00000000
PA
USD
12272131.34000000
0.303219569163
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4500000.00000000
PA
USD
4073901.44000000
0.100657873129
Long
DBT
CORP
US
N
3
2027-05-07
Fixed
3.46000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
2225679.00950000
PA
USD
2189412.24000000
0.054095952670
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
6.16500000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
7860000.00000000
PA
USD
6656556.66000000
0.164470065275
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
29000000.00000000
PA
USD
28548963.00000000
0.705387191604
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.16200000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
3468553.13090000
PA
USD
3153551.62000000
0.077917888674
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAC8
6871812.34380000
PA
USD
5603178.21000000
0.138443212161
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.86000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank North America/Providence RI
75524KNH3
20000000.00000000
PA
USD
18518068.80000000
0.457544063676
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
8100000.00000000
PA
8425901.45000000
0.208187000016
Long
LON
CORP
GB
N
2
2026-01-29
Variable
6.61000000
N
N
N
N
N
N
American Money Management Corp
549300LU2QIHE9T9V444
AMMC CLO XIV Ltd.
00175LAS1
2166281.40950000
PA
USD
2165414.90000000
0.053503026886
Long
ABS-O
CORP
KY
N
2
2029-07-25
Floating
7.01300000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
191704.13370000
PA
USD
184083.89000000
0.004548340974
Long
LON
CORP
US
N
2
2026-07-24
Variable
9.18000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
2688125.00000000
PA
USD
1402314.17000000
0.034648349718
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.69000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
31893750.00000000
PA
USD
26630123.51000000
0.657976544885
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAE3
7000000.00000000
PA
USD
6931401.40000000
0.171260923467
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
7.08800000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
7050000.00000000
PA
USD
6036562.50000000
0.149151262300
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
4900000.00000000
PA
USD
4540381.65000000
0.112183656580
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
225000.00000000
PA
USD
138058.94000000
0.003411157454
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
3250000.00000000
PA
USD
2552563.65000000
0.063068690252
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
7100000.00000000
PA
USD
5290934.41000000
0.130728298762
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
10400000.00000000
PA
USD
10398088.48000000
0.256915756658
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.99200000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
4130000.00000000
PA
USD
3702124.61000000
0.091472018847
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio, LP
29717PAY3
5000000.00000000
PA
USD
4179866.65000000
0.103276059362
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.70000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137TAP0
80000.00000000
PA
USD
76127.68000000
0.001880961154
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
5702431.62910000
PA
USD
155298.88000000
0.003837121538
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.49800000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
7500000.00000000
PA
USD
6700675.50000000
0.165560152668
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAU4
14000000.00000000
PA
USD
12335245.44000000
0.304778991050
Long
DBT
CORP
NL
N
2
2027-06-16
Variable
1.54200000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
125000.00000000
PA
USD
122751.75000000
0.003032947718
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
13937.76390000
PA
USD
13826.15000000
0.000341616230
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
3.56400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
5000000.00000000
PA
USD
4930987.00000000
0.121834725547
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
6.90800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCP9
15000000.00000000
PA
USD
13141294.65000000
0.324694838380
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.47000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
11827750.00000000
PA
USD
9763346.34000000
0.241232560896
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAE9
11200000.00000000
PA
USD
10665664.80000000
0.263527026879
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.24700000
N
N
N
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
2041071.42550000
PA
USD
1779569.35000000
0.043969562959
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.58000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
400000.00000000
PA
USD
373284.96000000
0.009223117126
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
2.21900000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
5165000.00000000
PA
USD
4943783.57000000
0.122150902936
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
3000000.00000000
PA
USD
2406535.80000000
0.059460637132
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
2500000.00000000
PA
USD
2155743.50000000
0.053264066133
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAG4
4800000.00000000
PA
USD
4532643.36000000
0.111992459069
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.44700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
1344982.46660000
PA
USD
1333391.68000000
0.032945414250
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.16500000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
15000000.00000000
PA
USD
13144014.90000000
0.324762050261
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1384000.01440000
PA
USD
1195342.41000000
0.029534495722
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
13494093.95190000
PA
USD
293711.10000000
0.007257007827
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.90600000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAB7
7115000.00000000
PA
USD
6775327.05000000
0.167404641632
Long
DBT
CORP
US
N
2
2026-05-27
Fixed
4.40000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
2200000.00000000
PA
USD
2092908.84000000
0.051711548644
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
7.09700000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Company LLC
04015CAA6
14617000.00000000
PA
USD
14132828.83000000
0.349193644540
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
13800000.00000000
PA
USD
12688411.38000000
0.313505007844
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
13286657.18750000
PA
USD
11692524.06000000
0.288898644390
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
29298311.73350000
PA
USD
876936.56000000
0.021667330518
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.91900000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.00040000
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
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
24265413.48350000
PA
USD
24192617.24000000
0.597750690016
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.56800000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
5786000.00000000
PA
USD
5018739.72000000
0.124002917951
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
2817611.57550000
PA
USD
2236650.22000000
0.055263107710
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
9250000.00000000
PA
USD
8056735.20000000
0.199065647891
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
1011000.00000000
PA
USD
903599.35000000
0.022326114186
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
21651356.05000000
PA
USD
21538048.87000000
0.532161669236
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
7.92900000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
10600000.00000000
PA
USD
9959422.92000000
0.246077217009
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
773571.42970000
PA
USD
731390.05000000
0.018071170337
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
4175817.89780000
PA
USD
4163420.73000000
0.102869713908
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAJ3
12800000.00000000
PA
USD
11429715.07000000
0.282405165261
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.37500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
2277000.00000000
PA
USD
1418646.82000000
0.035051896499
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
671088.55180000
PA
USD
636926.45000000
0.015737165648
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.01400000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAE7
4599770.45870000
PA
USD
4404394.75000000
0.108823695047
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
6.84700000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
400000.00000000
PA
USD
399240.00000000
0.009864413722
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
52000000.00000000
OU
Notional Amount
USD
-2136638.92000000
-0.05279203056
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2028-04-04
480.34000000
USD
0.00000000
USD
52000000.00000000
USD
-2137119.26000000
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
6024591.53000000
PA
USD
594463.92000000
0.014688002329
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.59200000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
7032500.00000000
PA
USD
6228502.41000000
0.153893709655
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAB7
4523932.89830000
PA
USD
4150524.31000000
0.102551069428
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57800000
N
N
N
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
7300000.00000000
PA
USD
7273658.32000000
0.179717400419
Long
DBT
CORP
US
N
3
2023-11-17
Fixed
4.35000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
15895715.40750000
PA
USD
15762951.21000000
0.389470674834
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.49500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
4000000.00000000
PA
USD
3486438.80000000
0.086142858282
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
10253397.91780000
PA
USD
9485992.60000000
0.234379710383
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.62400000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
18500000.00000000
PA
USD
17986625.00000000
0.444413161178
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
6698550.64170000
PA
USD
6354557.29000000
0.157008271042
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
3519369.26990000
PA
USD
1720640.75000000
0.042513556320
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.96200000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
34420304.21390000
PA
USD
31185415.18000000
0.770528597933
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
3200000.00000000
PA
USD
2959468.80000000
0.073122494343
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
FBR Securitization Trust
N/A
FBR Securitization Trust
30246QAH6
0.06750000
PA
USD
0.07000000
0.000000001729
Long
ABS-O
CORP
US
N
2
2035-09-25
Floating
5.92900000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
17598452.00140000
PA
USD
15768638.88000000
0.389611205667
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
3615613.75140000
PA
USD
2981272.04000000
0.073661208349
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
13228824.74220000
PA
USD
13207953.63000000
0.326341847089
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
6.50800000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
6000000.00000000
PA
USD
5936400.00000000
0.146676449307
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.97000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AL8
300000.00000000
PA
USD
297679.71000000
0.007355064162
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.48800000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
1568907.05120000
PA
USD
1403722.63000000
0.034683149919
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
1977083.33360000
PA
USD
1734530.99000000
0.042856756085
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
81400024.97000000
NS
USD
81400024.97000000
2.011230145562
Long
STIV
RF
US
N
1
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
290915.08110000
PA
USD
264811.55000000
0.006542958339
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AB3
4308601.58300000
PA
USD
3602004.71000000
0.088998258414
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.71400000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HB6
14835000.00000000
PA
USD
14802409.29000000
0.365737624797
Long
DBT
UST
US
N
2
2023-10-17
None
0.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
22000000.00000000
PA
USD
21806400.00000000
0.538792083446
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.03200000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
12600000.00000000
PA
USD
11176272.07000000
0.276143100821
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522DAM3
1240640.49230000
PA
USD
1047478.10000000
0.025881067386
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.81400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
3590000.00000000
PA
USD
3491731.76000000
0.086273636629
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
6000000.00000000
PA
USD
5673966.00000000
0.140192235423
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.34700000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
3200000.00000000
PA
USD
2947238.08000000
0.072820297964
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
7.39700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPSA7
39105064.98000000
PA
USD
37888087.59000000
0.936138090213
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
400000.00000000
PA
USD
371848.20000000
0.009187617690
Long
DBT
CORP
FR
N
2
2026-06-16
Variable
1.90700000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
2552860.75770000
PA
USD
2272997.53000000
0.056161176299
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
4620000.00000000
NS
USD
4273902.86000000
0.105599504108
Long
EP
CORP
US
N
2
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
7600000.00000000
PA
USD
6835425.56000000
0.168889554383
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
2891000.00000000
PA
USD
2883165.39000000
0.071237191255
Long
LON
CORP
US
N
2
2028-07-10
Variable
8.18000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
700000.00000000
PA
USD
583371.90000000
0.014413940926
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
48900000.00000000
NC
USD
97910.51000000
0.002419170870
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
48900000
0.10000000
USD
2024-06-20
XXXX
-125195.74000000
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
1688750.00000000
PA
USD
1461168.98000000
0.036102533155
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
12100000.00000000
NS
USD
10567514.43000000
0.261101929552
Long
EP
CORP
US
N
2
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
3750000.00000000
PA
USD
3378217.88000000
0.083468938013
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLII LLC
15675CAA3
5750000.00000000
PA
USD
5749596.93000000
0.142060922889
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
7.90700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
8000000.00000000
PA
USD
7928089.60000000
0.195887075048
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
7.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBC5
28000000.00000000
PA
USD
24680859.28000000
0.609814164315
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
494911.14960000
PA
USD
471125.18000000
0.011640551273
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.77400000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
4657548.38340000
PA
USD
4557120.00000000
0.112597227388
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.94700000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
2338134.35540000
PA
USD
634476.37000000
0.015676629122
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.75400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
10450000.00000000
PA
USD
9595018.10000000
0.237073510199
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBF5
810000.00000000
PA
USD
690678.90000000
0.017065280079
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
26000000.00000000
PA
USD
25020573.24000000
0.618207809863
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQLU8
20423263.44500000
PA
USD
19305208.43000000
0.476992693492
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V107
81407.00000000
NS
USD
37536.77000000
0.000927457742
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AB4
2131720.13350000
PA
USD
1896075.10000000
0.046848184638
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.41400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
12437270.36130000
PA
USD
11382378.40000000
0.281235571791
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
2023-10-30
Guggenheim Funds Trust
James Howley
James Howley
CFO