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