0001752724-23-274352.txt : 20231129
0001752724-23-274352.hdr.sgml : 20231129
20231129163227
ACCESSION NUMBER: 0001752724-23-274352
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: 231452774
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
S000043989
Guggenheim Macro Opportunities Fund
C000136521
A-Class
GIOAX
C000136522
C-Class
GIOCX
C000136523
Institutional Class
GIOIX
C000152104
R6
GIOSX
C000155969
P
GIOPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043989
C000136521
C000136522
C000136523
C000155969
C000152104
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Macro Opportunities Fund
S000043989
5493008Z4PZUFJR0MW94
2023-09-30
2023-09-30
N
5921116510.19
86023092.76
5835093417.43
0.00000000
517235.41000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Lehman XS Trust
N/A
Lehman XS Trust Series
52522GAC8
3687507.75000000
PA
USD
3488685.44000000
0.059787996359
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.79400000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
14788000.00000000
PA
USD
12893099.69000000
0.220957896774
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
418625.00000000
PA
USD
377549.52000000
0.006470325202
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.67000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
31350000.00000000
PA
USD
27540034.50000000
0.471972469502
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
6460000.00000000
PA
USD
5478964.24000000
0.093896769906
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
300400.00000000
NS
USD
7852456.00000000
0.134572926913
Long
EP
CORP
US
N
2
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
-262052.80000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
2
2027-06-16
Variable
0.50000000
N
N
N
N
N
N
Project Silver
N/A
Project Silver
827304AA4
5796713.48670000
PA
USD
4914337.76000000
0.084220378465
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.96700000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
17029254.87900000
PA
USD
0.17000000
0.000000002913
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAB6
2538516.03360000
PA
USD
2088980.89000000
0.035800298993
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAG5
3400000.00000000
PA
USD
3221156.60000000
0.055203171047
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
7.90800000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
23723441.39790000
PA
USD
5608496.74000000
0.096116657245
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.59400000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334BS2
10077377.44040000
PA
USD
5295939.98000000
0.090760157569
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.03400000
N
N
N
N
N
N
FLAMINGO LUX I SARL
N/A
Flamingo
N/A
4045312.00000000
PA
3991542.76000000
0.068405807318
Long
LON
CORP
FR
N
2
2028-03-27
Variable
7.46000000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
30597887.39550000
PA
USD
27079130.35000000
0.464073638806
Long
LON
CORP
US
N
2
2028-01-17
Variable
10.05000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ITRAXX.EUR.38.V1
N/A
-253900000.00000000
OU
Notional Amount
-3539444.40000000
-0.06065788748
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
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
1356909.11000000
EUR
-253900000.00000000
EUR
-2185565.65000000
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
13550000.00000000
PA
USD
12487583.80000000
0.214008292698
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DK8
2850000.00000000
PA
USD
2007340.50000000
0.034401171607
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
10649355.43750000
PA
USD
9259387.72000000
0.158684481251
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251MAD6
9796801.03750000
PA
USD
2746644.85000000
0.047071137572
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.75400000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
164200000.00000000
NC
USD
328771.09000000
0.005634375775
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
164200000.00000000
0.10000000
USD
2024-06-20
XXXX
-397813.91000000
N
N
N
IMAGEFIRST HOLDINGS LLC
N/A
ImageFIRST Holdings LLC
N/A
2084951.00910000
PA
USD
2066707.69000000
0.035418587881
Long
LON
CORP
US
N
2
2028-04-27
Variable
10.47000000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
15020379.70290000
PA
USD
14923618.42000000
0.255756289615
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
6.17500000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
3650000.00000000
PA
USD
3149658.73000000
0.053977862986
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBG8
35000000.00000000
PA
USD
33262834.50000000
0.570048020150
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
8.37000000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
3000000.00000000
PA
USD
2923732.14000000
0.050106003980
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
13850000.00000000
NS
USD
11606977.27000000
0.198916734311
Long
EP
CORP
US
N
2
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAQ1
11500000.00000000
PA
USD
11119719.15000000
0.190566257547
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
8.28200000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
15550581.31400000
PA
USD
13939264.29000000
0.238886737414
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670843AC5
6456462.89430000
PA
USD
6399684.76000000
0.109675789266
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.80000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAJ2
8350000.00000000
PA
USD
7601740.64000000
0.130276245746
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.54700000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
6383947.60470000
PA
USD
5906147.43000000
0.101217701371
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.62400000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
5467495.40610000
PA
USD
5184989.92000000
0.088858730256
Long
LON
CORP
US
N
2
2028-11-30
Variable
9.43000000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GmbH
N/A
787500.00000000
PA
599555.88000000
0.010275000537
Long
LON
CORP
DE
N
2
2027-09-28
Variable
9.59000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
13250000.00000000
PA
USD
12277562.63000000
0.210409015789
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
SAVERGLASS SAS
N/A
Saverglass
N/A
3700000.00000000
PA
3902742.94000000
0.066883983868
Long
LON
CORP
FR
N
2
2029-02-19
Variable
7.72000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
66950000.00000000
NC
USD
41951.54000000
0.000718952328
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
66950000.00000000
0.20000000
USD
2023-12-19
XXXX
-230032.84000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
296404.00000000
NS
USD
4478664.44000000
0.076753945817
Long
EP
CORP
US
N
2
N
N
N
DHANANI GROUP INC
N/A
Dhanani Group, Inc.
N/A
14432727.27000000
PA
USD
14288400.00000000
0.244870115657
Long
LON
CORP
US
N
3
2027-06-10
Variable
11.42000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30327MAG9
6950000.00000000
PA
USD
6796638.52000000
0.116478658245
Long
ABS-O
CORP
US
N
2
2037-06-19
Floating
9.24900000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
294648.70000000
NS
USD
42442.97000000
0.000727374301
Long
EP
CORP
US
N
3
N
N
N
FIRSTDIGITAL COMMUNICATIONS LLC
N/A
FirstDigital Communications LLC
N/A
10550000.00000000
PA
USD
10239603.18000000
0.175483106224
Long
LON
CORP
US
N
3
2026-12-17
Variable
9.68000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAE6
23588544.34010000
PA
USD
8760445.69000000
0.150133769304
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.79400000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
6897875.00000000
PA
USD
6798752.54000000
0.116514887657
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAQ9
6500000.00000000
PA
USD
4319755.05000000
0.074030606555
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
7833000.00000000
PA
USD
6888629.24000000
0.118055166339
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
11595060.64720000
PA
USD
270164.91000000
0.004630001452
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
6044862.99940000
PA
USD
5985732.57000000
0.102581606527
Long
LON
CORP
US
N
3
2026-11-25
Variable
10.92000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
542514RL0
3686909.40270000
PA
USD
2922025.76000000
0.050076760575
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.81400000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAG6
3875000.00000000
PA
USD
3866862.50000000
0.066269076146
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750SAF9
18823537.66800000
PA
USD
8014923.04000000
0.137357236065
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.65400000
N
N
N
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
122848.00000000
NS
USD
2246889.92000000
0.038506494399
Long
EP
CORP
BM
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641598S8
4650000.00000000
PA
USD
4637542.19000000
0.079476742842
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
516102.34340000
PA
USD
479975.18000000
0.008225664023
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.93000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
12900000.00000000
PA
13644847.39000000
0.233841112967
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
6.05000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
9050637.03000000
PA
9532406.16000000
0.163363385606
Long
LON
CORP
NL
N
2
2025-07-02
Variable
7.41000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
491003.73800000
PA
USD
445082.96000000
0.007627692106
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.46600000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
82100000.00000000
NC
USD
164385.55000000
0.002817187973
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
82100000.00000000
0.10000000
USD
2024-06-20
XXXX
-221484.45000000
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
396828.77710000
PA
USD
361900.74000000
0.006202141321
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.97400000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
787662.08800000
NS
USD
19116558.88000000
0.327613587520
Long
EC
RF
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
10536000.00000000
PA
USD
10650379.97000000
0.182522869954
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
4311241.20540000
PA
USD
4215401.02000000
0.072242219934
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
5800000.00000000
NS
USD
5557112.24000000
0.095236045808
Long
EP
CORP
US
N
2
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AP2
4575000.00000000
PA
USD
3913378.60000000
0.067066254471
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
2505000.00000000
PA
USD
2492543.56000000
0.042716429398
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
15785000.00000000
PA
USD
12946819.12000000
0.221878523509
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAB5
8811254.90410000
PA
USD
6300223.48000000
0.107971253059
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.33500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
6200000.00000000
PA
USD
5134833.80000000
0.087999170410
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
1365595.32200000
NS
USD
33170310.37000000
0.568462370643
Long
EC
RF
US
N
1
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
10979777.80000000
PA
USD
10468158.80000000
0.179400020721
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
ACI WORLDWIDE INC
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498AB7
400000.00000000
PA
USD
387787.80000000
0.006645785632
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Limited Duration Fund - R6-Class
N/A
5185994.15800000
NS
USD
122337602.19000000
2.096583438142
Long
EC
RF
US
N
1
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262430AA9
7895000.00000000
PA
USD
2766092.20000000
0.047404420154
Long
ABS-O
CORP
KY
N
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
3000000.00000000
PA
USD
2749585.05000000
0.047121525797
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AC1
4593101.93950000
PA
USD
4502876.42000000
0.077168883133
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
7336628.78520000
PA
USD
7226579.35000000
0.123846849279
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
8470252.56510000
PA
USD
8000571.55000000
0.137111284732
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
63794122.21680000
PA
USD
4079436.35000000
0.069912100084
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
8550000.00000000
PA
USD
7814575.17000000
0.133923737136
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
1885418.00000000
PA
USD
89557.36000000
0.001534805933
Long
DBT
CORP
AU
Y
3
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBS0
5000000.00000000
PA
USD
4478248.40000000
0.076746815854
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Security Investors LLC
N/A
Guggenheim Alpha Opportunity Fund - Institutional Class
N/A
1017007.86200000
NS
USD
29045744.54000000
0.497776855692
Long
EC
RF
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
316016.38050000
PA
USD
311538.43000000
0.005339047856
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.42000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGN5
21000000.00000000
PA
USD
20809687.50000000
0.356629894524
Long
DBT
UST
US
N
2
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
-734042.56000000
PA
USD
-0.01000000
-0.00000000017
Short
LON
CORP
US
N
2
2023-11-22
Variable
9.00000000
N
N
N
N
N
N
TCP Waterman CLO LLC
549300YFKQJL35BDIM44
TCP Waterman CLO LLC
87233GAG5
0.11000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2028-12-15
Floating
7.86600000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AV1
6975000.00000000
PA
USD
5699865.38000000
0.097682504327
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
7609178.41370000
PA
USD
7521826.57000000
0.128906703490
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XL6R4
18463223.51430000
PA
USD
14110721.30000000
0.241825113850
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
241000.00000000
PA
USD
241199.92000000
0.004133608543
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
13168804.13040000
PA
USD
12704095.47000000
0.217718801759
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965KAA5
1570000.00000000
PA
USD
1527633.71000000
0.026180107167
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
BASIC ENERGY SERVICES INC
N/A
Basic Energy Services, Inc.
N/A
1438000.00000000
PA
USD
7190.00000000
0.000123219963
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
10.75000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
23018779.62310000
PA
USD
21725509.54000000
0.372324965271
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
258000.00000000
NS
USD
5031000.00000000
0.086219699327
Long
EP
CORP
US
N
2
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
11950000.00000000
PA
USD
10711958.61000000
0.183578185363
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
5484000.00000000
PA
USD
4796609.12000000
0.082202781975
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
28970307.00000000
PA
USD
1681726.32000000
0.028820897965
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending X Ltd.
44989MAA2
8400000.00000000
PA
USD
8271243.88000000
0.141749982190
Long
DBT
CORP
BM
N
3
2029-07-02
Fixed
7.75000000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAL1
1789910.67860000
PA
USD
1684759.87000000
0.028872885993
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
8.44700000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
1932110.97470000
PA
USD
1599125.56000000
0.027405312059
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.91400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
30674403.89430000
PA
USD
7046619.15000000
0.120762747841
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.79400000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AL8
3600000.00000000
PA
USD
3596963.51000000
0.061643631946
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
10923673.38140000
PA
USD
10896364.20000000
0.186738470500
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.68000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
17516000.00000000
PA
USD
15901075.42000000
0.272507640965
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
N/A
-1600000.08000000
PA
USD
-19478.10000000
-0.00033380956
Short
LON
CORP
US
N
3
2028-10-19
Variable
0.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AH2
4117000.00000000
PA
USD
3520035.00000000
0.060325255281
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
3550000.00000000
PA
2299091.94000000
0.039401116238
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
HSI Asset Securitization Corpo
N/A
HSI Asset Securitization Corporation Trust
40430FAD4
5661444.67210000
PA
USD
3900600.64000000
0.066847269802
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.62400000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
22634000.00000000
PA
USD
19634995.00000000
0.336498383065
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
208931.94320000
PA
USD
203708.64000000
0.003491094750
Long
LON
CORP
US
N
3
2024-01-31
Variable
12.14000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
27962845.79830000
PA
USD
23183995.45000000
0.397320039140
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
3750000.00000000
PA
USD
3581250.00000000
0.061374338743
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
5750000.00000000
PA
USD
5749792.31000000
0.098538136387
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
8863140.89660000
PA
USD
8580860.49000000
0.147056094498
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
8315000.00000000
PA
USD
8019525.73000000
0.137436115522
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
23809039.39000000
PA
USD
20584932.13000000
0.352778107519
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
WellSky Corp.
N/A
12400000.00000000
PA
USD
0.12000000
0.000000002056
Long
LON
CORP
US
N
2
2023-11-24
Variable
9.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
18700000.00000000
NS
USD
13194177.70000000
0.226117677235
Long
EP
CORP
US
N
2
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
3093840.00000000
PA
USD
2583418.28000000
0.044273811834
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
60373.18000000
PA
USD
40047.34000000
0.000686318746
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.86000000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
9000000.00000000
PA
USD
8884702.80000000
0.152263248664
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.07000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
17770745.12100000
PA
USD
16133914.66000000
0.276497966798
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
14385000.00000000
PA
USD
13270162.50000000
0.227419880894
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
GoldenTree Loan Management US
549300H67V5FL4RU1Z53
Goldentree Loan Management US CLO 4 Ltd.
38137YAW1
2000000.00000000
PA
USD
1966762.40000000
0.033705756862
Long
ABS-O
CORP
KY
N
2
2031-04-24
Floating
8.75700000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
3400533.42000000
PA
USD
3336943.45000000
0.057187489750
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.53000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
20200000.00000000
PA
USD
16391896.00000000
0.280919170051
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
33500000.00000000
PA
USD
24282381.20000000
0.416143829462
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
Cengage Learning Holdings II I
5493003VGPEJMW28UG24
Cengage Learning Holdings II, Inc.
15136X102
21660.00000000
NS
USD
208477.50000000
0.003572821977
Long
EC
CORP
US
N
2
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
2537499.83140000
PA
USD
2359874.84000000
0.040442794505
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XH3K1
12612158.86130000
PA
USD
10460770.50000000
0.179273402354
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
7750000.00000000
PA
USD
7760151.18000000
0.132991035873
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
16875000.00000000
PA
USD
11449481.63000000
0.196217623453
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AD4
7340182.76900000
PA
USD
5958328.77000000
0.102111968802
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.64400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
73636363.00000000
PA
USD
50809.09000000
0.000870750241
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
8750000.00000000
PA
USD
7706037.50000000
0.132063652605
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
6518010.20000000
PA
USD
65440.82000000
0.001121504238
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
17403649.55540000
PA
USD
15315559.68000000
0.262473255942
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
700000.00000000
PA
USD
597625.00000000
0.010241909721
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
9602364.33970000
PA
USD
8654707.00000000
0.148321652814
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
3845319.58380000
PA
USD
3752378.21000000
0.064307080308
Long
LON
CORP
US
N
2
2026-07-24
Variable
10.18000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
162650000.00000000
NC
USD
325667.59000000
0.005581188966
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
162650000.00000000
0.10000000
USD
2024-06-20
XXXX
-404413.91000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPSA7
57318989.57680000
PA
USD
55535181.92000000
0.951744521417
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
11437500.00000000
PA
USD
11867664.38000000
0.203384308202
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
3476666.67000000
PA
USD
0.03000000
0.000000000514
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem SpA
N/A
11750000.00000000
PA
12300412.39000000
0.210800607806
Long
DBT
CORP
IT
N
2
2028-02-15
Variable
7.41300000
N
N
N
N
N
N
ARDIAN FRANCE SA
N/A
Florida Food Products LLC
N/A
8756447.30900000
PA
USD
7464871.33000000
0.127930622459
Long
LON
CORP
US
N
2
2028-10-18
Variable
10.43000000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
2766658.62200000
PA
USD
2718242.10000000
0.046584380155
Long
LON
CORP
US
N
2
2029-05-03
Variable
11.27000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
4225000.00000000
PA
5049030.67000000
0.086528703292
Long
LON
CORP
GB
N
3
2026-04-27
Variable
11.93000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-116360000.00000000
NC
2022651.34000000
0.034663563979
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
116360000.00000000
EUR
125132147.70000000
USD
2023-10-16
2022651.34000000
N
N
N
Worldpay
N/A
Worldpay
N/A
3000000.00000000
PA
USD
2998140.00000000
0.051381182536
Long
LON
CORP
US
N
2
2030-09-21
Variable
3.50000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
6400000.00000000
PA
6342205.77000000
0.108690732372
Long
LON
CORP
GB
N
2
2028-12-15
Variable
8.40000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
3100000.00000000
PA
USD
2585624.13000000
0.044311614999
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
238300.00000000
NS
USD
71.49000000
0.000001225173
Long
EP
CORP
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
7250000.00000000
PA
USD
5440073.75000000
0.093230276892
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
3300000.00000000
PA
USD
3294577.64000000
0.056461437792
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
6985000.00000000
PA
USD
4906962.50000000
0.084093983574
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485KAL9
11900000.00000000
PA
USD
10739082.41000000
0.184043024537
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
8.06300000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
7150000.00000000
PA
USD
6041750.00000000
0.103541615665
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
7600000.00000000
PA
USD
4248035.96000000
0.072801507295
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
West CLO Ltd
254900Y23DE747A9HN36
West CLO Ltd.
95168RAC2
5300000.00000000
PA
USD
530.00000000
0.000009082973
Long
ABS-O
CORP
KY
N
2
2025-11-07
None
0.00000000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending I LLC
N/A
15347531.16220000
PA
USD
14151958.48000000
0.242531823701
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
3385381.69360000
PA
USD
3323603.22000000
0.056958869074
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
6300000.00000000
PA
USD
5992419.45000000
0.102696204179
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
6146447.37000000
PA
USD
5005113.56000000
0.085776065641
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.43000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813AA0
7025000.00000000
PA
USD
5798716.00000000
0.099376575234
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.87500000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAJ0
8744926.82870000
PA
USD
8218401.78000000
0.140844390861
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
7.94300000
N
N
N
N
N
N
AESF VI VERDI
N/A
Aesf Vi Verdi, LP
N/A
432695.34650000
PA
464511.55000000
0.007960653185
Long
ABS-O
CORP
US
N
3
2024-11-25
Variable
5.99800000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners Limited Partnership / Holly Energy Finance Corp.
435765AJ1
2689000.00000000
PA
USD
2640006.42000000
0.045243601621
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
20850000.00000000
PA
25067111.17000000
0.429592285448
Long
LON
CORP
GB
N
2
2025-07-23
Variable
9.97000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAA6
9650000.00000000
PA
USD
8291855.14000000
0.142103211496
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
EG GROUP LTD
N/A
EG Finco Limited
N/A
568499.99000000
PA
641577.39000000
0.010995151989
Long
LON
CORP
GB
N
2
2028-02-07
Variable
10.00000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
376.68000000
0.000006455423
Long
EC
CORP
US
N
3
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAD3
7689727.28680000
PA
USD
7559890.86000000
0.129559037348
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
1.28000000
0.000000021936
Long
EC
CORP
US
N
3
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAJ3
1600000.00000000
PA
USD
1500971.68000000
0.025723181663
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
8.19700000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAE4
31546675.68250000
PA
USD
9294505.57000000
0.159286319945
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.67400000
N
N
N
N
N
N
Hull Street CDO Ltd
549300W5TZ4WI4ZLP434
Hull Street CLO Ltd.
444838AG1
1417813.88410000
PA
USD
1416571.17000000
0.024276752207
Long
ABS-O
CORP
KY
N
2
2026-10-18
Floating
9.17200000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
4642498.96000000
PA
USD
2154119.52000000
0.036916624394
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAB4
8650000.00000000
PA
USD
7140480.72000000
0.122371317975
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
Federated Hermes US Treasury C
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
2422158.07000000
NS
USD
2422158.07000000
0.041510184957
Long
STIV
RF
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
20000000.00000000
NS
USD
15900000.00000000
0.272489210755
Long
EP
CORP
US
N
2
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
6950000.00000000
PA
USD
6442789.70000000
0.110414508202
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAJ3
5500000.00000000
PA
USD
5234404.45000000
0.089705580965
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
8.44500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
12871923.89080000
PA
USD
4528843.54000000
0.077613899487
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.58400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
9760000.00000000
PA
USD
8412339.20000000
0.144168029510
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class B
N/A
43738.21000000
NS
USD
4.37000000
0.000000074891
Long
EC
CORP
US
N
3
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
13100000.00000000
NS
USD
11459240.72000000
0.196384871676
Long
EP
CORP
US
N
2
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
11525000.00000000
PA
USD
9236480.75000000
0.158291908787
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
681499.60290000
PA
USD
665756.18000000
0.011409520505
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.17000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAE9
12750000.00000000
PA
USD
12529419.90000000
0.214725266652
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
9.70800000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
9333000.00000000
PA
USD
7755477.54000000
0.132910940497
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAT5
153215698.94840000
PA
USD
8805168.32000000
0.150900211703
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.70000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
15177709.37150000
PA
USD
15092410.64000000
0.258648997716
Long
LON
CORP
US
N
2
2027-10-27
Variable
10.45000000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
4026144.00000000
PA
4146626.05000000
0.071063576079
Long
LON
CORP
LU
N
2
2028-03-30
Variable
7.06000000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
1229036.90000000
PA
USD
1229036.90000000
0.021062848733
Long
LON
CORP
US
N
3
2028-05-31
Variable
7.35000000
N
N
Y
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
19839260.20000000
PA
USD
19843823.23000000
0.340077215743
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.18000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAG9
8800000.00000000
PA
USD
8621073.12000000
0.147745245932
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
8.17000000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
-5477388.62740000
PA
USD
-367084.01000000
-0.00629097057
Short
LON
CORP
US
N
3
2026-06-04
Variable
0.82828000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
4150000.00000000
PA
USD
3345713.40000000
0.057337786401
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAE6
20892135.19580000
PA
USD
10747910.90000000
0.184194324428
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.58400000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
-6186783.89190000
PA
-141150.82000000
-0.00241899846
Short
LON
CORP
US
N
3
2024-10-28
Variable
1.57500000
N
N
N
N
N
N
Diamond CLO 2018-1, LLC
N/A
Diamond CLO Ltd.
25256LAG6
4181292.20500000
PA
USD
4154521.06000000
0.071198878283
Long
ABS-O
CORP
KY
N
2
2030-07-22
Floating
9.30700000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
6596000.00000000
PA
USD
5576407.47000000
0.095566721405
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAJ9
36500000.00000000
PA
USD
34037428.95000000
0.583322776775
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.94500000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
10200000.00000000
PA
USD
6258672.16000000
0.107259159575
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAE1
1613261.38880000
PA
USD
474426.94000000
0.008130580027
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.27400000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
3433000.00000000
PA
3540386.07000000
0.060674025533
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
-774439.64810000
PA
USD
-18392.81000000
-0.00031521020
Short
LON
CORP
US
N
3
2027-11-30
Variable
1.00000000
N
N
N
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd.
96525XAA9
5022784.50970000
PA
USD
4903329.13000000
0.084031716019
Long
ABS-O
CORP
KY
N
2
2027-04-17
Floating
10.87000000
N
Y
N
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
7657953.99310000
PA
USD
7476078.89000000
0.128122694105
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.27000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
9742590.00000000
PA
USD
9056692.18000000
0.155210748690
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
39360000.00000000
PA
USD
35165145.02000000
0.602649220918
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
SYNDIGO LLC
N/A
Syndigo LLC
N/A
22269750.37820000
PA
USD
20766542.23000000
0.355890484425
Long
LON
CORP
US
N
2
2027-12-15
Variable
9.93000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings, Inc.
04683P100
42478.00000000
NS
USD
1529208.00000000
0.026207086855
Long
EC
CORP
US
N
2
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
12708637.50030000
PA
13140610.85000000
0.225199665368
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.96000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
74166NAA2
5150000.00000000
PA
USD
4300250.00000000
0.073696335129
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
37538.87590000
NS
USD
2306.05000000
0.000039520361
Long
EC
CORP
KY
N
3
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
13600000.00000000
PA
12510964.58000000
0.214408985169
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAB7
5084558.71330000
PA
USD
4169694.06000000
0.071458908396
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
3.43200000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
164200000.00000000
NC
USD
102889.36000000
0.001763285566
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
164200000.00000000
0.20000000
USD
2023-12-19
XXXX
-570330.64000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-58230000.00000000
NC
1681604.34000000
0.028818807510
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
58230000.00000000
GBP
72731075.13000000
USD
2023-10-16
1681604.34000000
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus Limited Partnership / Superior General Partner, Inc.
86828LAC6
4800000.00000000
PA
USD
4171248.00000000
0.071485539332
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
5250000.00000000
PA
USD
4601724.75000000
0.078862914795
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
1500000.00000000
PA
USD
577081.80000000
0.009889846806
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
8278832.96900000
PA
USD
8082212.09000000
0.138510414689
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.22000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
10189235.14960000
PA
USD
9374096.34000000
0.160650321586
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.79000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
800000.00000000
PA
USD
753046.56000000
0.012905475647
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1770000.00000000
PA
USD
1586004.96000000
0.027180455333
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAG5
18100000.00000000
PA
USD
16271364.24000000
0.278853534570
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
9.43800000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
22350000.00000000
PA
USD
16166207.36000000
0.277051388958
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
313148850
378000.00000000
NS
USD
8421840.00000000
0.144330851239
Long
EP
CORP
US
N
2
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
1000000.00000000
PA
1197232.93000000
0.020517802275
Long
LON
CORP
GB
N
3
2025-04-28
Variable
8.68000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAB0
7981061.60680000
PA
USD
1876927.01000000
0.032166186138
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.89400000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
1000000.00000000
PA
USD
824520.00000000
0.014130365034
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
3782345.22960000
PA
USD
3185566.80000000
0.054593244222
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
ILPEA PARENT INC
N/A
ILPEA Parent, Inc.
N/A
3320575.90480000
PA
USD
3295671.59000000
0.056480185564
Long
LON
CORP
US
N
3
2028-06-22
Variable
9.93000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAC0
9000000.00000000
PA
USD
8918728.20000000
0.152846365293
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
7.32000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
9409000.00000000
PA
USD
7421806.22000000
0.127192586117
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
7277928.93360000
PA
USD
7194379.77000000
0.123295022981
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAL1
8256000.00000000
PA
USD
7196604.94000000
0.123333157246
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.35400000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
-761457.91000000
PA
USD
-93301.34000000
-0.00159896908
Short
LON
CORP
US
N
3
2029-09-13
Variable
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132E0BY7
9925589.50000000
PA
USD
9489106.94000000
0.162621337160
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
66950000.00000000
NC
USD
134051.31000000
0.002297329286
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
66950000.00000000
0.10000000
USD
2024-06-20
XXXX
-171408.07000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
24550000.00000000
NS
USD
23105507.46000000
0.395974936596
Long
EP
CORP
US
N
2
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
5472410.94450000
PA
USD
4986289.29000000
0.085453461209
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAG9
7500000.00000000
PA
USD
7372703.25000000
0.126351074825
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
8.58200000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
13153184.97260000
PA
USD
12271683.90000000
0.210308267959
Long
LON
CORP
US
N
3
2026-06-04
Variable
8.70000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
4150000.00000000
PA
USD
3985358.30000000
0.068299819983
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
204542.09000000
PA
USD
179479.57000000
0.003075864551
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.58000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
14506000.00000000
PA
USD
13740953.56000000
0.235488150351
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
8000000.00000000
PA
USD
7993600.00000000
0.136991808496
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
7.90000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
18991264.54580000
PA
USD
6517059.43000000
0.111687319530
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.58400000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAW3
7950000.00000000
PA
USD
7651960.86000000
0.131136904117
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
8.16900000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
21100820.19000000
PA
USD
21100820.19000000
0.361619235211
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.98000000
N
N
Y
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
5500000.00000000
PA
USD
4704987.65000000
0.080632601972
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAG8
6500000.00000000
PA
USD
6023475.25000000
0.103228428734
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.09700000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
11712545.28580000
PA
USD
11441972.02000000
0.196088926114
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.17000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
10375000.00000000
PA
USD
9479832.34000000
0.162462391976
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
200000.00000000
PA
USD
176866.14000000
0.003031076408
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAS3
448217.11190000
PA
USD
446751.62000000
0.007656289077
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
8.01300000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
4550000.00000000
PA
USD
4118205.00000000
0.070576505042
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660WAB2
6209396.90460000
PA
USD
5125745.38000000
0.087843415920
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
5.62400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLII LLC
15675CAE5
21550000.00000000
PA
USD
21547868.71000000
0.369280612468
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
9.57700000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAE4
10488113.51190000
PA
USD
4361043.60000000
0.074738196769
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
6.19400000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AH4
525000.00000000
PA
USD
507529.68000000
0.008697884398
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GmbH
N/A
-214754.75250000
PA
-10598.08000000
-0.00018162656
Short
LON
CORP
DE
N
3
2026-09-30
Variable
9.50000000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GmbH
N/A
73032.52330000
PA
73621.76000000
0.001261706621
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
13.27000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HA8
113683000.00000000
PA
USD
113550117.08000000
1.945986275743
Long
DBT
UST
US
N
2
2023-10-10
None
0.00000000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
22000000.00000000
PA
USD
22000000.00000000
0.377029096642
Long
DBT
CORP
US
N
3
2024-01-09
Variable
8.31300000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
6999941.13760000
PA
USD
6849004.91000000
0.117376097005
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.94700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
24929581.62160000
PA
USD
22337508.43000000
0.382813210209
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
2762332.00000000
NS
USD
397902.88000000
0.006819134699
Long
EP
CORP
US
N
3
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
20550000.00000000
NS
USD
16667969.37000000
0.285650428838
Long
EP
CORP
US
N
2
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
1450000.00000000
PA
USD
1286875.00000000
0.022054059942
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
7950000.00000000
PA
USD
6567491.03000000
0.112551600465
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
22640000.00000000
PA
USD
18848178.09000000
0.323014161756
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
10340000.00000000
PA
USD
7003788.35000000
0.120028727030
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
12575000.00000000
PA
USD
9579635.00000000
0.164172778646
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
HARVEST PARTNERS LP
N/A
Packers Holdings LLC
N/A
9219632.03420000
PA
USD
5439582.90000000
0.093221864859
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.67000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
1088875.45810000
PA
USD
1086153.27000000
0.018614153918
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.68000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32115BAD2
6440216.30920000
PA
USD
3176941.32000000
0.054445423453
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.71400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAC7
2471515.96240000
PA
USD
942605.05000000
0.016154069567
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.63400000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
11760000.00000000
PA
USD
9959428.28000000
0.170681556703
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
11578655.52000000
PA
USD
10966117.32000000
0.187933877583
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
N/A
BANGL LLC
N/A
10050000.00000000
PA
USD
9955831.50000000
0.170619916216
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.83000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
2750000.00000000
PA
USD
2368146.83000000
0.040584557274
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
16366940.48760000
PA
USD
4441334.61000000
0.076114198904
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.75400000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAE7
5900000.00000000
PA
USD
5661134.96000000
0.097018754542
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
8.37000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
2495000.00000000
PA
USD
2482593.29000000
0.042545904793
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAG8
5150000.00000000
PA
USD
4893696.86000000
0.083866641198
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
8.17000000
N
N
N
N
N
N
American Money Management Corp
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd.
001747AE4
5650000.00000000
PA
USD
1521364.20000000
0.026072662272
Long
ABS-O
CORP
KY
N
2
2031-04-30
None
0.00000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
7653125.00000000
PA
USD
5457673.03000000
0.093531887830
Long
LON
CORP
LU
N
2
2028-03-27
Variable
14.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
550000.00000000
PA
USD
511849.14000000
0.008771909948
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
3448710.96100000
PA
USD
3362493.19000000
0.057625353176
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.27000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
7200000.00000000
PA
USD
7198795.44000000
0.123370697348
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
883000.00000000
PA
USD
748082.28000000
0.012820399374
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class A
N/A
176.81000000
NS
USD
286884.48000000
0.004916536197
Long
EC
CORP
US
N
3
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
324000.00000000
NS
USD
5031720.00000000
0.086232038461
Long
EP
CORP
US
N
2
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384ML0
170612000.00000000
PA
USD
170587356.04000000
2.923472579383
Long
DBT
USGSE
US
N
2
2023-10-02
None
0.00000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
972170.37510000
PA
USD
832478.05000000
0.014266747598
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAU8
5500000.00000000
PA
USD
5387819.25000000
0.092334755668
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
9.01300000
N
N
N
N
N
N
CAMIN CARGO CONTROL INC
N/A
Camin Cargo Control, Inc.
N/A
6528101.69000000
PA
USD
6266977.62000000
0.107401495943
Long
LON
CORP
US
N
3
2026-06-04
Variable
11.93000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
13250000.00000000
PA
USD
10495705.28000000
0.179872103652
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
7457942.70000000
PA
USD
6895538.05000000
0.118173567357
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362382AG8
7295418.09410000
PA
USD
2162394.75000000
0.037058442689
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.91400000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
1685000.00000000
PA
USD
1372692.16000000
0.023524767502
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75115FAD2
3386739.52380000
PA
USD
3114122.23000000
0.053368849600
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.83400000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
6830000.00000000
PA
USD
5365336.55000000
0.091949454210
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118WA2
3182638.28820000
PA
USD
652407.43000000
0.011180753817
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
6.11400000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
28700000.00000000
PA
USD
24586664.63000000
0.421358543404
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
9800000.00000000
PA
USD
7148322.08000000
0.122505700742
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
9103122.56310000
PA
USD
8276409.74000000
0.141838513078
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
5350000.00000000
PA
5723424.31000000
0.098086249877
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
68788.05000000
NS
USD
687.88000000
0.000011788671
Long
EC
CORP
US
N
3
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
2600000.00000000
PA
USD
2395384.16000000
0.041051342088
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
139.83000000
0.000002396362
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
164200000.00000000
NC
USD
102889.36000000
0.001763285566
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
164200000.00000000
0.10000000
USD
2023-12-19
XXXX
-533385.64000000
N
N
N
GCAT
N/A
GCAT Trust
36169DAC6
3066394.98770000
PA
USD
3027246.02000000
0.051879992374
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.59800000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
3300306.34790000
PA
USD
3276095.07000000
0.056144689307
Long
LON
CORP
DK
N
3
2026-03-12
Variable
11.81000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding Ltd.
12550YAU8
8100000.00000000
PA
USD
7974205.38000000
0.136659429584
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
8.68800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQLU8
29626035.16600000
PA
USD
28004181.87000000
0.479926881484
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
12700266.17850000
PA
USD
12576033.06000000
0.215524108361
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.92000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CS1
18050000.00000000
PA
USD
17666132.82000000
0.302756640831
Long
DBT
CORP
JP
N
2
2029-02-22
Variable
5.42200000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
4196239.25520000
PA
USD
3797726.19000000
0.065084239759
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd.
67590TAC5
19435737.00000000
PA
USD
4773475.31000000
0.081806321998
Long
ABS-O
CORP
KY
N
2
2031-11-18
None
0.00000000
N
N
N
N
N
N
TENSOR LTD
N/A
Tensor Ltd.
N/A
1173803.49000000
NS
USD
117.38000000
0.000002011621
Long
EC
CORP
US
N
3
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
16250000.00000000
PA
USD
13071409.16000000
0.224013708520
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
10325000.00000000
PA
USD
8897911.54000000
0.152489615906
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
CAB SELAS
N/A
CAB SELAS
N/A
4100000.00000000
PA
3616141.91000000
0.061972305348
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-170661.92670000
PA
USD
-16319.14000000
-0.00027967230
Short
LON
CORP
US
N
3
2027-03-19
Variable
0.50000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAC0
17974262.03760000
PA
USD
6675382.09000000
0.114400603597
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.62400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
213333.14260000
PA
USD
41162.05000000
0.000705422296
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.87400000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
250000.00000000
PA
USD
186528.75000000
0.003196671186
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
22173153.12530000
PA
USD
20941917.18000000
0.358896005288
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
367730.67380000
PA
USD
360148.07000000
0.006172104613
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.32000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660UAE0
4943739.01370000
PA
USD
3328490.94000000
0.057042633285
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.56600000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAG6
8300000.00000000
PA
USD
8155025.56000000
0.139758269090
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
8.08800000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
36940000.00000000
PA
USD
21809121.11000000
0.373757874121
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAJ5
5750000.00000000
PA
USD
5309849.58000000
0.090998535929
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
8.34700000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCL5
14265000.00000000
PA
USD
10914712.11000000
0.187052911224
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
700000.00000000
PA
USD
519319.85000000
0.008899940632
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
20672000.00000000
PA
USD
14629865.88000000
0.250722050760
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
20000000.00000000
PA
USD
18765912.00000000
0.321604311319
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
3832500.00000000
PA
USD
2872876.26000000
0.049234451867
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576UAC3
5500000.00000000
PA
USD
196240.00000000
0.003363099542
Long
ABS-O
CORP
KY
N
2
2027-11-21
None
0.00000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAC5
14500000.00000000
PA
USD
14112138.05000000
0.241849393667
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
9.22000000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GesmbH
N/A
1661.00000000
NS
592190.32000000
0.010148771881
Long
EC
CORP
DE
N
2
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAD2
304000.00000000
PA
USD
303620.00000000
0.005203344287
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
U.S. Secured Overnight Financing Rate
N/A
332150000.00000000
OU
Notional Amount
USD
-19694359.27000000
-0.33751574929
N/A
DIR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
1227.39000000
USD
0.00000000
USD
332150000.00000000
USD
-19695586.66000000
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
4936393.58740000
PA
USD
4303942.84000000
0.073759621862
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.58000000
N
N
N
N
N
N
LoanCore 2022-CRE7 Issuer Ltd.
N/A
LoanCore Issuer Ltd.
53946PAJ9
6400000.00000000
PA
USD
6014887.68000000
0.103081257654
Long
ABS-O
CORP
KY
N
2
2037-01-17
Floating
8.41300000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
2775000.00000000
PA
USD
2719500.00000000
0.046605937650
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
6165957.44000000
PA
USD
0.06000000
0.000000001028
Long
LON
CORP
US
N
2
2023-11-22
Variable
9.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
8900000.00000000
PA
USD
7125429.00000000
0.122113366321
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
15173185.43050000
PA
USD
11850257.82000000
0.203086000039
Long
LON
CORP
CA
N
2
2028-10-02
Variable
9.65000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
975000.00000000
PA
USD
877648.01000000
0.015040856199
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
6052589.98670000
PA
USD
6034621.06000000
0.103419442128
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
4013552.55060000
PA
4212867.56000000
0.072198802291
Long
LON
CORP
DK
N
3
2026-03-12
Variable
10.94000000
N
N
Y
N
N
N
DENALI CAPITAL CLO XI LTD
254900ENG873HFQYVK56
Denali Capital CLO XI Ltd.
24823DAW6
2500000.00000000
PA
USD
2493118.00000000
0.042726273971
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
7.73800000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
28200000.00000000
PA
USD
22622705.52000000
0.387700828446
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
74424.27000000
NS
USD
744.24000000
0.000012754551
Long
EC
CORP
US
N
3
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAE0
26200000.00000000
PA
USD
25492770.30000000
0.436887098051
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
7.30800000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
5350000.00000000
PA
USD
5283125.00000000
0.090540538463
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
20500000.00000000
NS
USD
16767519.90000000
0.287356494583
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAD2
4299856.91310000
PA
USD
1503816.05000000
0.025771927584
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.63400000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-3173000.00000000
NC
4338.39000000
0.000074349966
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
3173000.00000000
CAD
2341584.92000000
USD
2023-10-16
4338.39000000
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
4900000.00000000
PA
USD
4335588.60000000
0.074301956966
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
16024615.38220000
PA
USD
13460676.92000000
0.230684857243
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.44000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
5941322.90520000
PA
USD
5404091.85000000
0.092613630380
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
17284000.00000000
PA
USD
0.17000000
0.000000002913
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
3400000.00000000
PA
USD
3162388.96000000
0.054196029673
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAT7
11300000.00000000
PA
USD
10866625.79000000
0.186228822961
Long
ABS-O
CORP
US
N
3
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023761AA7
1017022.50000000
PA
USD
920921.91000000
0.015782470718
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
8154750.00000000
PA
USD
6768442.50000000
0.115995443702
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.57000000
N
N
N
N
N
N
JBS USA LUX SA/FOOD/LUX
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS Luxembourg SARL
47214BAA6
4500000.00000000
PA
USD
4378455.00000000
0.075036587879
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
29050000.00000000
NS
USD
28042598.29000000
0.480585250036
Long
EP
CORP
US
N
2
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
9081000.00000000
PA
USD
8148110.87000000
0.139639767302
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines Class AA Pass Through Trust
90931CAA6
945045.41440000
PA
USD
856378.32000000
0.014676342926
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376UAA3
2172066.63310000
PA
USD
1992090.06000000
0.034139814352
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
0.00680000
PA
USD
0.01000000
0.000000000171
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.59400000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
3134703.13850000
PA
USD
2809853.85000000
0.048154393580
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
3523333.33000000
PA
USD
3157151.32000000
0.054106268642
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
950000.00000000
PA
USD
915420.00000000
0.015688180711
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore, Inc.
047649AA6
6875000.00000000
PA
USD
5779846.88000000
0.099053202177
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.25000000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864AM9
4075000.00000000
PA
USD
3584084.75000000
0.061422919799
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
6020994.52410000
PA
USD
5044754.08000000
0.086455412434
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.79400000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
8150000.00000000
PA
USD
815.00000000
0.000013967214
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
9810000.00000000
PA
USD
9163484.11000000
0.157040915276
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
7700000.00000000
PA
USD
6903165.50000000
0.118304284201
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
1825000.00000000
PA
USD
1295750.00000000
0.022206156907
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
8.50000000
Y
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
573522.00000000
NS
USD
22810.69000000
0.000390922447
Long
EC
CORP
US
N
3
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
13250000.00000000
PA
USD
9419501.85000000
0.161428466969
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
7714000.00000000
PA
USD
6691074.69000000
0.114669538451
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
9225000.00000000
PA
USD
7306809.77000000
0.125221813041
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
4575000.00000000
PA
USD
3711468.75000000
0.063605986819
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FC6
19000000.00000000
PA
USD
18933077.82000000
0.324469146688
Long
DBT
UST
US
N
2
2023-10-26
None
0.00000000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
1834444.44020000
PA
1937582.24000000
0.033205676437
Long
LON
CORP
NO
N
2
2028-06-26
Variable
6.47000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
9600000.00000000
PA
USD
237033.60000000
0.004062207458
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings, LP
49461MAA8
6100000.00000000
PA
USD
5718750.00000000
0.098006143019
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
1556370.32320000
PA
USD
1427561.60000000
0.024465102747
Long
LON
CORP
US
N
3
2024-01-01
Variable
8.33000000
N
N
Y
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO, Inc.
98379KAA0
14085000.00000000
PA
USD
13627940.34000000
0.233551365249
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086ABC7
5550000.00000000
PA
USD
5273481.80000000
0.090375276328
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
8.58800000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
4600000.00000000
PA
USD
3968650.18000000
0.068013481466
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
9400000.00000000
PA
USD
8203403.50000000
0.140587355045
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
11750000.00000000
PA
USD
9774627.60000000
0.167514500638
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
11550000.00000000
PA
USD
7323667.54000000
0.125510716214
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
660000.00000000
PA
USD
630300.00000000
0.010801883618
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
912001.29000000
PA
USD
893305.26000000
0.015309185236
Long
LON
CORP
US
N
3
2026-04-27
Variable
12.78000000
N
N
N
N
N
N
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares
N/A
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares
N/A
668622.62000000
NS
USD
668622.62000000
0.011458644655
Long
STIV
RF
US
N
1
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
6645000.00000000
PA
USD
5979549.10000000
0.102475636159
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AN9
11550000.00000000
PA
USD
11099731.34000000
0.190223712731
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
8.11900000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAB7
3964414.54470000
PA
USD
1165889.92000000
0.019980655605
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.67400000
N
N
N
N
N
N
EQT VII NO1 LP
N/A
Sitecore USA, Inc.
N/A
4219205.90470000
PA
USD
4188253.51000000
0.071776974426
Long
LON
CORP
US
N
3
2026-03-12
Variable
11.81000000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
Acushnet Co.
005095AA2
1500000.00000000
PA
USD
1511250.00000000
0.025899328286
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.37500000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
22022300.39180000
PA
USD
22026071.27000000
0.377475897887
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
7.60900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQWZ5
19958985.35710000
PA
USD
18846899.03000000
0.322992241627
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCP2
9850000.00000000
PA
USD
9685057.32000000
0.165979473286
Long
DBT
CORP
JP
N
2
2029-05-27
Variable
5.66700000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAJ2
1890000.00000000
PA
USD
1615458.60000000
0.027685222573
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
6864930.00000000
NS
USD
686.49000000
0.000011764850
Long
EC
CORP
US
N
3
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Incorporated/Pactiv Evergreen Group Issuer LLC
76174LAA1
7943000.00000000
PA
USD
7049412.50000000
0.120810619397
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DH5
12735000.00000000
PA
USD
13805202.79000000
0.236589233494
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
20000000.00000000
PA
USD
17049588.40000000
0.292190496026
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
7897239.10000000
PA
8276861.07000000
0.141846247830
Long
LON
CORP
DE
N
2
2026-08-21
Variable
7.31000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
39650000.00000000
PA
USD
32920023.11000000
0.564173026119
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
284000.00000000
NS
USD
7114200.00000000
0.121920927242
Long
EP
CORP
US
N
2
N
N
N
TSG ENTERTAINMENT FINANCE LLC TSGE_17-1
N/A
TSGE
N/A
38374658.57000000
PA
USD
31596349.22000000
0.541488318346
Long
ABS-O
CORP
US
N
3
2031-09-25
Fixed
6.25000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
2648437.50000000
PA
USD
2552489.91000000
0.043743771134
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
7000000.00000000
PA
6189711.32000000
0.106077330339
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
4.75000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
10867957.99640000
PA
USD
10273987.14000000
0.176072367741
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
525000.00000000
PA
USD
499385.18000000
0.008558306513
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAJ1
1200000.00000000
PA
USD
1119859.68000000
0.019191803796
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
7.89500000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
-2250000.00000000
PA
USD
-22043.70000000
-0.00037777801
Short
LON
CORP
US
N
3
2028-11-25
Variable
0.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
6950000.00000000
PA
USD
6714913.47000000
0.115078079983
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GmbH
N/A
413155.60240000
PA
416488.98000000
0.007137657449
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
13.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QMDN1
15537779.85900000
PA
USD
12403133.61000000
0.212561011841
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAC5
6888160.75800000
PA
USD
2025819.10000000
0.034717852056
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.85400000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAA4
6520000.00000000
PA
USD
6177700.00000000
0.105871484105
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.87500000
N
N
N
N
N
N
GREENWAY HEALTH LLC (DELAWARE)
N/A
Greenway Health LLC
N/A
3409571.78920000
PA
USD
3153853.91000000
0.054049758665
Long
LON
CORP
US
N
3
2024-02-16
Variable
9.18000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
6552000.00000000
PA
USD
5064571.51000000
0.086795037331
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAD5
4269487.69650000
PA
USD
1628554.67000000
0.027909658911
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.73400000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629VAD7
5025238.21580000
PA
USD
4315946.45000000
0.073965335963
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.75400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAM3
36464979.59850000
PA
USD
34416282.97000000
0.589815458090
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
25000.00000000
PA
USD
25638.15000000
0.000439378569
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
21951000.00000000
PA
USD
18329085.00000000
0.314118107265
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
BX Trust
N/A
BX Trust
05610DAC6
10650000.00000000
PA
USD
10643320.32000000
0.182401883887
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.67100000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
4813000.00000000
PA
USD
4520843.54000000
0.077476797997
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
979275.90080000
PA
USD
977806.99000000
0.016757349369
Long
LON
CORP
US
N
2
2025-07-11
Variable
10.67000000
N
N
N
N
N
N
VALCOUR PACKAGING LLC
N/A
Valcour Packaging LLC
N/A
6221250.00000000
PA
USD
4990313.48000000
0.085522426514
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.40000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
18763000.00000000
PA
USD
17148999.23000000
0.293894167637
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAT3
21000000.00000000
PA
USD
20723022.60000000
0.355144658663
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
7.77000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
128004.00000000
NS
USD
28800.90000000
0.000493580786
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
128004.00000000
11.50000000
USD
2026-09-16
XXXX
-267601.88000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
4987005.22410000
NS
USD
48623300.93000000
0.833290873883
Long
EC
RF
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
11350000.00000000
PA
USD
9474185.50000000
0.162365618204
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-2666592.72000000
PA
USD
-19189.60000000
-0.00032886534
Short
LON
CORP
US
N
3
2027-03-19
Variable
7.25000000
N
N
N
N
N
N
EMERSON CLIMATE TECHNOLOGIES INC
N/A
EMRLD Borrower LP
N/A
1903486.24000000
PA
USD
1899926.72000000
0.032560347951
Long
LON
CORP
US
N
2
2030-05-31
Variable
8.32000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAL8
4250000.00000000
PA
USD
3491348.65000000
0.059833637617
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.52300000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Intermediate
N/A
218.34000000
NS
USD
99036.40000000
0.001697254746
Long
EP
CORP
US
N
3
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
11760000.00000000
PA
USD
8456793.58000000
0.144929874725
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
15900000.00000000
PA
USD
13366754.76000000
0.229075248736
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
AVALARA INC
N/A
Avalara, Inc.
N/A
15999999.94000000
PA
USD
15805218.98000000
0.270864883375
Long
LON
CORP
US
N
2
2028-10-19
Variable
12.64000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
7000000.00000000
PA
USD
5350863.56000000
0.091701420649
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Trust
04012XAA3
8759683.79460000
PA
USD
5556292.83000000
0.095222003017
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.73400000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
4686300.02890000
PA
USD
4644824.40000000
0.079601543072
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
1000000.00000000
PA
USD
965000.00000000
0.016537867193
Long
LON
CORP
US
N
2
2026-07-23
Variable
12.93000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
15125000.00000000
PA
USD
14367145.24000000
0.246219626871
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
4892000.00000000
PA
USD
3716742.50000000
0.063696366692
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
10270000.00000000
PA
USD
8562392.93000000
0.146739603249
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404LAA0
7736000.00000000
PA
USD
6681970.00000000
0.114513505131
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
TK Elevator Midco GmbH
N/A
2786319.51510000
PA
2778768.88000000
0.047621669118
Long
LON
CORP
DE
N
2
2027-01-29
Variable
6.86000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
12010000.00000000
PA
USD
10875262.05000000
0.186376828475
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
37539.00000000
NS
USD
48218.09000000
0.000826346496
Long
EC
CORP
US
N
3
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAA3
1700000.00000000
PA
USD
1729638.12000000
0.029641995359
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust
04544PAD1
58558.43940000
PA
USD
57892.93000000
0.000992150868
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.71400000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
7907808.98000000
PA
USD
7789191.85000000
0.133488725762
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.42000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAJ5
11300000.00000000
PA
USD
9886462.66000000
0.169431094804
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
8.29700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PC9
1400000.00000000
NS
USD
1358455.00000000
0.023280775521
Long
EP
CORP
US
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
25025000.00000000
PA
USD
21604132.55000000
0.370244844503
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
1670000.00000000
PA
USD
1182959.91000000
0.020273195737
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Save-A-Lot
N/A
22703.20000000
NS
USD
4359.01000000
0.000074703345
Long
EC
CORP
US
N
2
N
N
N
ORANGEWOOD PARTNERS LLC
N/A
Pacific Bells LLC
N/A
12004737.63360000
PA
USD
11835951.02000000
0.202840814589
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
14669000.00000000
PA
USD
10700805.34000000
0.183387044122
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA, LP
68306MAA7
4175000.00000000
PA
USD
4175000.00000000
0.071549839931
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
11245885.02970000
PA
USD
11165027.12000000
0.191342731320
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.43000000
N
N
N
N
N
N
HERITAGE GROCERS GROUP LLC
N/A
Heritage Grocers Group LLC
N/A
1695728.64920000
PA
USD
1694321.19000000
0.029036744894
Long
LON
CORP
US
N
2
2029-08-01
Variable
12.24000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38952000.00000000
PA
USD
33016638.75000000
0.565828794640
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92915UAQ7
16500000.00000000
PA
USD
15844530.90000000
0.271538598725
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
9.17000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp.
89055FAB9
5550000.00000000
PA
USD
4726963.69000000
0.081009220450
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAA2
11700000.00000000
PA
USD
1826697.60000000
0.031305370271
Long
ABS-O
CORP
KY
N
2
2031-04-15
None
0.00000000
N
N
N
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
N/A
Integrated Power Services Holdings, Inc.
N/A
3450468.33580000
PA
USD
3352311.03000000
0.057450854513
Long
LON
CORP
US
N
3
2028-11-22
Variable
9.93000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
5300000.00000000
PA
USD
4321052.37000000
0.074052839618
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
7191256.97580000
PA
USD
3699222.86000000
0.063396120599
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.55400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
19750000.00000000
PA
USD
18831490.70000000
0.322728178502
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.44700000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
3518000.00000000
PA
USD
2672501.82000000
0.045800497589
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
19794000.00000000
PA
USD
12332321.14000000
0.211347449951
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
16807724.74400000
PA
USD
3973410.00000000
0.068095053767
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.66400000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HB6
88115000.00000000
PA
USD
87921421.92000000
1.506769740093
Long
DBT
UST
US
N
2
2023-10-17
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
25750000.00000000
NS
USD
22488718.73000000
0.385404604882
Long
EP
CORP
US
N
2
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAG8
4050000.00000000
PA
USD
3924318.38000000
0.067253736988
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
8.32000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946CAG4
20500000.00000000
PA
USD
19108150.45000000
0.327469486485
Long
ABS-O
CORP
US
N
2
2035-07-15
Floating
7.92800000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBN1
12632000.00000000
PA
USD
12644103.35000000
0.216690675632
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
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.
46590XAM8
3400000.00000000
PA
USD
2723535.66000000
0.046675099525
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
7550000.00000000
PA
USD
7176622.30000000
0.122990701032
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
11201009.95960000
PA
USD
10070212.00000000
0.172580133334
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
7434575.16980000
PA
USD
6663264.02000000
0.114192927916
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-3A
N/A
Carlyle Global Market Strategies CLO Ltd.
N/A
4938326.00000000
PA
USD
346374.19000000
0.005936052179
Long
ABS-O
CORP
US
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
5250000.00000000
PA
USD
4541468.14000000
0.077830255920
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AD6
21596796.33900000
PA
USD
7411009.77000000
0.127007559945
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.65400000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
10750000.00000000
PA
USD
10298391.53000000
0.176490602519
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBG5
17350000.00000000
PA
USD
17332037.55000000
0.297031020929
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
9.02000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
1968187.22010000
PA
USD
1138295.96000000
0.019507758977
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.68400000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
700000.00000000
PA
USD
628727.82000000
0.010774940091
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
317380AD5
3850000.00000000
PA
USD
3460690.31000000
0.059308224606
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
8285000.00000000
PA
USD
8129656.25000000
0.139323497816
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
CD&R FIREFLY 4 LTD
N/A
CD&R Firefly Bidco Ltd.
N/A
441030.61000000
PA
524357.44000000
0.008986273269
Long
LON
CORP
GB
N
2
2025-06-23
Variable
9.29000000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
14174003.65250000
PA
USD
13890523.58000000
0.238051434421
Long
LON
CORP
US
N
3
2028-04-13
Variable
9.84000000
N
N
N
N
N
N
MEDICAL SOLUTIONS PARENT HOLDINGS INC
N/A
Medical Solutions Parent Holdings, Inc.
N/A
2234704.85820000
PA
USD
2158479.08000000
0.036991337166
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.77000000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
103727.15590000
PA
USD
101133.98000000
0.001733202414
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.27000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
6400000.00000000
PA
USD
1696000.00000000
0.029065515813
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
9567957.81920000
PA
USD
7975753.96000000
0.136685968662
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
INTOUCHCX INC
N/A
24-7 Intouch, Inc.
N/A
2198127.67250000
PA
USD
2175223.18000000
0.037278292297
Long
LON
CORP
CA
N
2
2025-08-25
Variable
10.17000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAD8
9673268.89560000
PA
USD
7863044.31000000
0.134754386048
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.68400000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
7874000.00000000
PA
USD
8107070.40000000
0.138936428605
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
Security Investors LLC
N/A
Guggenheim Risk Managed Real Estate Fund - Institutional Class
N/A
1051664.85400000
NS
USD
29446615.91000000
0.504646863442
Long
EC
RF
US
N
1
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5947913.35210000
PA
USD
1178925.79000000
0.020204060255
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.97400000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAF9
3061000.00000000
PA
USD
2640112.50000000
0.045245419586
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAG0
9300000.00000000
PA
USD
8965318.11000000
0.153644808551
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
8.51300000
N
N
N
N
N
N
VERTICAL MANCO PP & GMBH CO KG
N/A
TK Elevator Midco GmbH
N/A
-10463680.45870000
PA
-629156.87000000
-0.01078229301
Short
LON
CORP
DE
N
3
2027-01-29
Variable
0.90000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
26422497.87370000
PA
USD
26404440.74000000
0.452511019980
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.81000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
9500000.00000000
PA
USD
6956331.30000000
0.119215422999
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
450000.00000000
PA
USD
428728.50000000
0.007347414502
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
15640000.00000000
PA
USD
13300509.37000000
0.227939956030
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.09700000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
2491047.30790000
PA
USD
2455749.17000000
0.042085858688
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.42000000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
254900HJTH4LRJB6QF88
GTCR W-2 Merger Sub LLC
36268NAA8
3875000.00000000
PA
USD
3880425.00000000
0.066501506015
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAC0
3040715.28770000
PA
USD
1563900.99000000
0.026801644431
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.51400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAJ3
8000000.00000000
PA
USD
6404439.20000000
0.109757269367
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.39700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAW1
110754191.01500000
PA
USD
107134417.33000000
1.836036026603
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
RESONETICS LLC
N/A
Resonetics LLC
N/A
1766431.36540000
PA
USD
1731102.74000000
0.029667095557
Long
LON
CORP
US
N
2
2028-04-28
Variable
9.63000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada Class A Pass Through Trust
00909DAA1
2561245.99280000
PA
USD
2471383.40000000
0.042353793216
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
4290779.38890000
PA
USD
4179047.49000000
0.071619204544
Long
LON
CORP
US
N
2
2027-04-09
Variable
9.14000000
N
N
N
N
N
N
NM Z PARENT INC
NU75S1Y8UH3706J5CS61
Zep, Inc.
N/A
3672375.64300000
PA
USD
3433671.23000000
0.058845180091
Long
LON
CORP
US
N
2
2024-08-12
Variable
9.53786000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
1155234.41050000
PA
USD
1149458.24000000
0.019699054629
Long
LON
CORP
US
N
3
2025-11-24
Variable
6.72000000
N
N
Y
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
3500000.00000000
PA
USD
3391567.90000000
0.058123626433
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
7.69700000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
6952052.51220000
PA
USD
6934672.38000000
0.118844239224
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.61000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAN1
15000000.00000000
PA
USD
12661117.50000000
0.216982258796
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.08800000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET Trust
000366AA2
3122866.98370000
PA
USD
2748087.97000000
0.047095869310
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.96700000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
176526.61000000
PA
USD
176526.61000000
0.003025257650
Long
LON
CORP
US
N
3
2027-06-16
Variable
6.35000000
N
N
Y
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
9973076.39540000
PA
USD
3566181.63000000
0.061116101746
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.75400000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
199202.24000000
PA
USD
175708.96000000
0.003011245020
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.74000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
4000000.00000000
PA
USD
3252331.20000000
0.055737431559
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series Trust
93363XAD5
2756564.73330000
PA
USD
1594276.58000000
0.027322211761
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.60400000
N
N
N
N
N
N
MINERVA PARENT LIMITED
N/A
Minerva Bidco Ltd.
N/A
11000000.00000000
PA
13331011.18000000
0.228462686478
Long
LON
CORP
GB
N
2
2025-07-30
Variable
9.55000000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
21020999.99970000
PA
USD
20784513.75000000
0.356198474696
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.43000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GV3
13720000.00000000
PA
USD
13717994.82000000
0.235094690669
Long
DBT
UST
US
N
2
2023-10-03
None
0.00000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
762770.00000000
NS
USD
76.28000000
0.000001307262
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
762770.00000000
1.00000000
USD
2025-07-24
XXXX
76.28000000
N
N
N
CARE BIDCO SAS
N/A
Care BidCo
N/A
-9200000.00000000
PA
-595119.47000000
-0.01019897073
Short
LON
CORP
FR
N
3
2028-05-04
Variable
0.90000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
2825000.00000000
PA
USD
2317050.88000000
0.039708890916
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BR7
7000000.00000000
PA
USD
6891420.06000000
0.118102994536
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
30600000.00000000
NS
USD
26112283.56000000
0.447504121904
Long
EP
CORP
US
N
2
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
14000000.00000000
PA
USD
11530960.00000000
0.197613974192
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
13711154.80840000
PA
USD
5230007.57000000
0.089630228616
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.93400000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
6300000.00000000
PA
USD
6267579.57000000
0.107411811973
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
6861000.00000000
PA
USD
6010904.26000000
0.103012991052
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAJ5
7350000.00000000
PA
USD
6761667.05000000
0.115879328166
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
8.04500000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
7982812.50000000
PA
USD
5481557.86000000
0.093941218552
Long
LON
CORP
US
N
2
2028-11-15
Variable
9.18000000
N
N
N
N
N
N
RED FIBER PARENT LLC
N/A
Cincinnati Bell, Inc.
N/A
982500.00000000
PA
USD
963007.20000000
0.016503715212
Long
LON
CORP
US
N
2
2028-11-22
Variable
8.67000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
2950000.00000000
PA
USD
2872777.85000000
0.049232765347
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.37000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
192759.00000000
NS
USD
11565.54000000
0.000198206595
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
192759.00000000
11.50000000
USD
2026-03-31
XXXX
-147567.25000000
N
N
N
GALLS
N/A
Galls LLC
N/A
359556.48730000
PA
USD
350567.58000000
0.006007917181
Long
LON
CORP
US
N
3
2025-01-31
Variable
12.27000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15-37A
N/A
Dryden Senior Loan Fund
N/A
1897598.00000000
PA
USD
274404.06000000
0.004702650675
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
3686391.99900000
PA
USD
2933618.96000000
0.050275441199
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.46600000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
1800000.00000000
PA
USD
1796580.00000000
0.030789224293
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAG7
1600000.00000000
PA
USD
1490226.72000000
0.025539037910
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
7.59500000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAE0
3950000.00000000
PA
USD
3477402.25000000
0.059594628590
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQKJ4
26455106.50160000
PA
USD
25003208.46000000
0.428497140856
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAL7
1950000.00000000
PA
USD
1939361.39000000
0.033236166951
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
7.37500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
6100000.00000000
PA
USD
5814188.16000000
0.099641732258
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
12100000.00000000
PA
USD
11831311.15000000
0.202761297953
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
26650000.00000000
PA
USD
22292916.88000000
0.382049014218
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
1422182.79000000
PA
USD
1394836.39000000
0.023904268367
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.88000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
1167022.06060000
PA
USD
1039084.58000000
0.017807505478
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
2094736.84210000
PA
USD
2031894.74000000
0.034821974467
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.67000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
1540416.65000000
PA
1750174.48000000
0.029993941052
Long
LON
CORP
GB
N
2
2026-07-23
Variable
12.72000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
7200000.00000000
PA
USD
6222932.64000000
0.106646666896
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
6435993.91060000
PA
USD
5302422.30000000
0.090871249535
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645JAB5
9392819.14780000
PA
USD
2808594.76000000
0.048132815690
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.63400000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
40410KAA3
5250000.00000000
PA
USD
4632600.00000000
0.079392045141
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
4435133.24470000
PA
USD
1202978.00000000
0.020616259482
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.61400000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Finance Luxembourg Notes SARL
N/A
7000000.00000000
PA
USD
6300000.00000000
0.107967423129
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
512525.25780000
PA
USD
433693.75000000
0.007432507399
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
1450000.00000000
PA
USD
1433687.50000000
0.024570086499
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAD3
3313089.97000000
PA
USD
2880722.12000000
0.049368911753
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32115BAA8
4883822.22730000
PA
USD
2409289.62000000
0.041289649499
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.50400000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
13790000.00000000
PA
USD
415658.18000000
0.007123419459
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAJ7
8850000.00000000
PA
USD
8277682.89000000
0.141860331923
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
8.24500000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
370000.00000000
PA
386459.66000000
0.006623024386
Long
LON
CORP
SE
N
2
2028-03-27
Variable
6.97000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
21000000.00000000
PA
USD
18082075.41000000
0.309884934420
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
25000.00000000
PA
USD
19187.75000000
0.000328833638
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
3800000.00000000
PA
USD
3781076.00000000
0.064798894028
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions LLC
N/A
16617438.27350000
PA
USD
16426673.41000000
0.281515174391
Long
LON
CORP
US
N
3
2027-01-29
Variable
11.42000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
4472000.00000000
PA
USD
3840912.25000000
0.065824348904
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
11875000.00000000
PA
USD
11552287.38000000
0.197979476138
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Telos CLO Ltd
549300S94NIRW4K03T89
Telos CLO Ltd.
87970UBA3
0.00750000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-01-17
Floating
8.17000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAJ3
18425000.00000000
PA
USD
16417540.98000000
0.281358665672
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
8.44700000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
3566083.90370000
PA
USD
2365490.44000000
0.040539032895
Long
LON
CORP
US
N
2
2024-04-26
Variable
10.88000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAC8
5035370.09340000
PA
USD
1200519.34000000
0.020574123739
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.95400000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
7750000.00000000
PA
USD
7212692.50000000
0.123608860801
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
7117500.00000000
PA
USD
5335341.63000000
0.091435410683
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO Ltd.
38175BAE4
20000000.00000000
PA
USD
18782642.00000000
0.321891024810
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
7.73200000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
10000000.00000000
PA
USD
7732950.00000000
0.132524870585
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
119127495.03000000
NS
USD
119127495.03000000
2.041569628930
Long
STIV
RF
US
N
1
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2750000.00000000
PA
USD
2709272.50000000
0.046430661965
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
8085000.00000000
PA
USD
7335762.56000000
0.125717996871
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
6550000.00000000
PA
USD
5854179.75000000
0.100327095578
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
7694210.43660000
PA
USD
7265301.45000000
0.124510456478
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
3425424.85000000
PA
USD
0.03000000
0.000000000514
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
5303000.00000000
PA
USD
4892547.80000000
0.083846948968
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
7669000.00000000
PA
USD
7600531.93000000
0.130255531253
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.71000000
N
N
N
N
N
N
HINDALCO INDUSTRIES LTD
N/A
Novelis Sheet Ingot GmbH
N/A
4500000.00000000
PA
4103017.87000000
0.070316232774
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
8678000.00000000
PA
USD
7125690.64000000
0.122117850225
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
650000.00000000
PA
USD
567573.50000000
0.009726896544
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAA2
19153214.36470000
PA
USD
10409978.86000000
0.178402951166
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.60900000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK plc
02007VAA8
3450000.00000000
PA
USD
3484500.00000000
0.059716267602
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
21650000.00000000
PA
USD
17263060.50000000
0.295848913891
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
ATLANTICA SUSTAIN INFRA
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure plc
04916WAA2
1550000.00000000
PA
USD
1337366.35000000
0.022919364855
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
4.12500000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
425337.31230000
PA
USD
392841.52000000
0.006732394700
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.74000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
1031821.00000000
NS
USD
582530.02000000
0.009983216691
Long
EP
CORP
US
N
3
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAB8
5043991.37760000
PA
USD
4136299.91000000
0.070886609932
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
5.19300000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1726000.00000000
PA
USD
1418655.50000000
0.024312472800
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753VAD4
3740313.01160000
PA
USD
1142860.87000000
0.019585990972
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.66400000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
5494768.93410000
PA
USD
4886577.69000000
0.083744635097
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
3500000.00000000
PA
USD
2092576.05000000
0.035861911717
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
925000.00000000
PA
USD
760778.67000000
0.013037986122
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
2331107.84110000
PA
USD
2077791.95000000
0.035608546450
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.85400000
N
N
N
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
7150000.00000000
PA
USD
6212701.50000000
0.106471328829
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.80400000
N
N
N
N
N
N
EG GROUP LTD
N/A
EG Finco Limited
N/A
147674.77080000
PA
172963.47000000
0.002964193674
Long
LON
CORP
GB
N
3
2025-02-07
Variable
10.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
14775000.00000000
PA
USD
14639092.16000000
0.250880167852
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
461709.17000000
PA
USD
452244.13000000
0.007750417990
Long
LON
CORP
GB
N
3
2026-04-27
Variable
12.78000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941VAG0
10250000.00000000
PA
USD
10184583.48000000
0.174540195870
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
7.38800000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
15795740.00000000
PA
USD
15022458.28000000
0.257450176121
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings, Inc.
76774LAB3
2950000.00000000
PA
USD
2943215.00000000
0.050439895121
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
HEALTHCHANNELS INTERMEDIATE HOLDCO LLC
N/A
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
N/A
4663807.99910000
PA
USD
3423235.07000000
0.058666328456
Long
LON
CORP
US
N
2
2025-04-03
Variable
9.82000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645JAC3
7897117.76140000
PA
USD
2361357.46000000
0.040468203181
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.73400000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
803675.00000000
NS
USD
80.37000000
0.000001377355
Long
EP
CORP
US
N
2
N
N
N
COMPAGNIE BENELUX PARTICIPATIONS SA
N/A
Holding SOCOTEC
N/A
7007000.00000000
PA
USD
6936930.00000000
0.118882929607
Long
LON
CORP
FR
N
2
2028-06-02
Variable
9.56000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
12400000.00000000
PA
USD
124496.00000000
0.002133573382
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2715000.00000000
PA
USD
1443438.44000000
0.024737195049
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AG0
9900000.00000000
PA
USD
9408315.51000000
0.161236758984
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
8.57000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAJ1
7350000.00000000
PA
USD
6408611.27000000
0.109828768993
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
8.24700000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAE9
8265365.41420000
PA
USD
5688900.58000000
0.097494593025
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.73400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BS5
4050000.00000000
PA
USD
3971203.97000000
0.068057247517
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
2200000.00000000
PA
USD
2143882.47000000
0.036741185044
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FB8
5675000.00000000
PA
USD
5660823.51000000
0.097013417010
Long
DBT
UST
US
N
2
2023-10-19
None
0.00000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
23000000.00000000
PA
USD
19366142.60000000
0.331890874996
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
2313216.11280000
PA
2769458.51000000
0.047462110918
Long
LON
CORP
US
N
3
2024-10-28
Variable
8.68000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
6555000.00000000
PA
USD
5646314.44000000
0.096764765121
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
21150000.00000000
PA
USD
15110882.51000000
0.258965562828
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
BNPP IP CLO LTD
54930038CI4SMKCMEM78
BNPP IP CLO Ltd.
05580HAE9
6226381.75000000
PA
USD
1874639.02000000
0.032126975283
Long
ABS-O
CORP
KY
N
2
2025-10-30
Floating
10.88100000
N
Y
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
8250000.00000000
PA
USD
7535832.98000000
0.129146740950
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
8.44700000
N
N
N
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
211730.39560000
PA
USD
192886.39000000
0.003305626426
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.67000000
N
N
N
N
N
N
UK TOPCO
N/A
Chrome Bidco
N/A
4800000.00000000
PA
4199921.33000000
0.071976933864
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
3.50000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX.NA.HY.40.V1
N/A
-57400000.00000000
OU
Notional Amount
USD
-899678.99000000
-0.01541841622
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
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
237705.30000000
USD
0.00000000
USD
-57400000.00000000
USD
-1137384.29000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
16800000.00000000
PA
USD
16149519.29000000
0.276765394051
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.
154915AA0
3050000.00000000
PA
USD
3038714.51000000
0.052076535757
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
19000000.00000000
PA
USD
16572777.36000000
0.284019058041
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
Hampton Roads PPV LLC
409322AD6
16560000.00000000
PA
USD
13410398.95000000
0.229823209169
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
6.62100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER77
46952383.83300000
PA
USD
44320503.17000000
0.759550876042
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
2750000.00000000
PA
USD
2633559.23000000
0.045133111701
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.35500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
11280000.00000000
PA
USD
10346016.00000000
0.177306775742
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
12200000.00000000
NS
USD
11286063.84000000
0.193417020647
Long
EP
CORP
US
N
2
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
7770693.87140000
PA
USD
7263735.36000000
0.124483617319
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
2757000.00000000
PA
USD
2750014.07000000
0.047128878207
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
9400000.00000000
PA
USD
7543500.00000000
0.129278135932
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AS6
9200000.00000000
PA
USD
8843923.20000000
0.151564380676
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
8.48800000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
13114535.02570000
PA
USD
3864100.70000000
0.066221745284
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.53400000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
15100000.00000000
PA
USD
11418076.40000000
0.195679410476
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
2800000.00000000
PA
USD
2451227.24000000
0.042008363271
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
158620.00000000
NS
USD
631307.60000000
0.010819151551
Long
EC
CORP
US
N
3
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
4142483.15890000
PA
USD
4112093.61000000
0.070471769958
Long
LON
CORP
DK
N
3
2026-03-12
Variable
11.81000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
19150000.00000000
NS
USD
20161215.75000000
0.345516589156
Long
EP
CORP
US
N
2
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAB1
3751346.77310000
PA
USD
1932392.25000000
0.033116732017
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
GALLS
N/A
Galls LLC
N/A
-305108.47720000
PA
USD
-7627.71000000
-0.00013072130
Short
LON
CORP
US
N
3
2024-01-31
Variable
0.57745000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
5850000.00000000
PA
USD
4884750.00000000
0.083713312719
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
33850000.00000000
PA
USD
33850000.00000000
0.580110678243
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
10000000.00000000
PA
USD
9579754.00000000
0.164174818030
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.28300000
N
N
N
N
N
N
Wind River CLO Ltd
549300AMLFWC1VCUN251
Wind River CLO Ltd.
88432CBB1
3983606.41580000
PA
USD
3959013.22000000
0.067848326269
Long
ABS-O
CORP
KY
N
2
2031-07-18
Floating
6.62200000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
95997.34330000
PA
USD
86817.82000000
0.001487856556
Long
LON
CORP
US
N
2
2027-03-19
Variable
11.24000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
48274GAB8
11900000.00000000
PA
USD
2111369.40000000
0.036183986252
Long
ABS-O
CORP
KY
N
2
2028-01-14
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
470000.00000000
NC
-5538.86000000
-0.00009492324
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
502801.35000000
USD
470000.00000000
EUR
2023-10-16
-5538.86000000
N
N
N
SITECORE HOLDING II A/S
N/A
Sitecore Holding III A/S
N/A
1459661.40000000
PA
USD
1448953.22000000
0.024831705618
Long
LON
CORP
DK
N
3
2026-03-09
Variable
11.81000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
9863024.87650000
PA
USD
9822981.00000000
0.168343166034
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.88000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
306.55000000
0.000005253557
Long
EC
CORP
US
N
3
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
6000000.00000000
PA
USD
5836144.08000000
0.100018005925
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
4986041.37440000
PA
USD
1466393.27000000
0.025130587723
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.95400000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
5502233.48000000
PA
USD
5104835.82000000
0.087485074442
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
20876954.33660000
PA
USD
20302838.09000000
0.347943668379
Long
LON
CORP
US
N
3
2028-11-08
Variable
10.18000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
1763707.00000000
NS
USD
176.37000000
0.000003022573
Long
EC
CORP
US
N
3
N
N
N
VanEck Gold Miners ETF/USA
54930031TORTKAM9TJ98
VanEck Gold Miners ETF
92189F106
1430590.00000000
NS
USD
38497176.90000000
0.659752537722
Long
EC
RF
US
N
1
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA Holdings LLC
N/A
3500000.00000000
PA
3769008.14000000
0.064592078830
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBJ2
7750000.00000000
PA
USD
6897182.25000000
0.118201745140
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
9.52000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
5016940.68280000
PA
5266084.43000000
0.090248502522
Long
LON
CORP
DK
N
3
2026-03-12
Variable
10.94000000
N
N
Y
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust
61748JAB3
8124451.40860000
PA
USD
2103637.39000000
0.036051477491
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.73400000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AE0
7396342.19930000
PA
USD
3036858.97000000
0.052044736095
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.85400000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
3800000.00000000
PA
USD
3039556.08000000
0.052090958319
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
15600000.00000000
PA
USD
8871504.72000000
0.152037064111
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
3500000.00000000
PA
USD
3018750.00000000
0.051734390249
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
LASERAWAY INTERMEDIATE HOLDINGS II LLC
N/A
LaserAway Intermediate Holdings II LLC
N/A
12315179.66000000
PA
USD
12084270.04000000
0.207096428034
Long
LON
CORP
US
N
2
2027-10-14
Variable
11.32000000
N
N
N
N
N
N
RADIATE HOLDINGS GP LLC
N/A
Radiate Holdco LLC
N/A
7587935.76160000
PA
USD
6188568.65000000
0.106057747619
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.68000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
9112505.10000000
PA
USD
8942101.25000000
0.153246925289
Long
LON
CORP
GB
N
3
2025-04-28
Variable
9.53000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
2128649.68200000
PA
USD
1485797.48000000
0.025463130985
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.18000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
3850000.00000000
PA
USD
3392076.00000000
0.058132334091
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
AT&T Mobility II LLC
N/A
AT&T Mobility II LLC
04651L305
27000.00000000
NS
USD
27000000.00000000
0.462717527697
Long
EP
CORP
US
N
3
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAB9
5570423.83500000
PA
USD
4556996.63000000
0.078096378309
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
3.57100000
N
N
N
N
N
N
AUXEY HOLDCO LTD
N/A
Alexander Mann
N/A
16065952.00000000
PA
USD
15664303.20000000
0.268449912956
Long
LON
CORP
GB
N
2
2027-06-29
Variable
11.37000000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
17250000.00000000
PA
USD
17250751.58000000
0.295637967482
Long
ABS-O
CORP
KY
N
3
2027-01-26
Variable
7.66800000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
24000000.00000000
PA
USD
19898860.56000000
0.341020428234
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAE5
5750000.00000000
PA
USD
4703500.00000000
0.080607107093
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
WW INTERNATIONAL INC
N/A
WW International, Inc.
N/A
100000.00000000
PA
USD
75167.00000000
0.001288188459
Long
LON
CORP
US
N
2
2028-04-13
Variable
8.93000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
4400000.00000000
PA
USD
3113000.00000000
0.053349617174
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
7.12500000
Y
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
2200000.00000000
PA
USD
2192894.00000000
0.037581129266
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
377000.00000000
PA
USD
337540.54000000
0.005784663858
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
17972958.55800000
PA
USD
9371972.28000000
0.160613920113
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.56400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
9588166.74500000
PA
USD
9510000.85000000
0.162979410433
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
7.19200000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAJ1
2700000.00000000
PA
USD
2485483.92000000
0.042595443503
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
8.04500000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576QAQ1
930801.45540000
PA
USD
929703.30000000
0.015932963424
Long
ABS-O
CORP
KY
N
2
2027-11-21
Floating
7.09100000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
376.68000000
0.000006455423
Long
EC
CORP
US
N
3
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
3574575.15000000
PA
USD
3203067.55000000
0.054893166584
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp.
N/A
5891708.42490000
PA
USD
5140515.60000000
0.088096543315
Long
LON
CORP
US
N
2
2026-07-07
Variable
6.09000000
N
N
Y
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series Trust
933631AE3
7168999.96370000
PA
USD
3259380.82000000
0.055858245735
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.66400000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
7318994.70410000
PA
USD
6708660.08000000
0.114970911347
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
11800000.00000000
PA
USD
10571620.00000000
0.181173106302
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
80550000.00000000
NC
USD
50473.44000000
0.000864997976
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
80550000.00000000
0.20000000
USD
2023-12-19
XXXX
-280788.44000000
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
27799000.00000000
PA
USD
22302651.22000000
0.382215838282
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AK5
1989000.00010000
PA
USD
1956269.41000000
0.033525931292
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.74700000
N
N
N
N
N
N
Labrador Aviation Finance Limi
N/A
Labrador Aviation Finance Ltd.
50543LAA0
8623239.99880000
PA
USD
7265545.35000000
0.124514636360
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
1200000.00000000
PA
USD
1219128.00000000
0.020893033115
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V107
503817.00000000
NS
USD
232310.02000000
0.003981256226
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
6530000.00000000
PA
USD
6330502.17000000
0.108490159747
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
CENTURY DE BUYER LLC
N/A
Simon & Schuster
N/A
13400000.00000000
PA
USD
13299500.00000000
0.227922657763
Long
LON
CORP
US
N
2
2030-09-26
Variable
4.00000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
5500000.00000000
PA
5762001.69000000
0.098747376910
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
1700000.00000000
PA
USD
1461201.95000000
0.025041620510
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
SCHUR FLEXIBLES GMBH
N/A
Schur Flexibles GmbH
N/A
280416.23580000
PA
282678.66000000
0.004844458173
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
9.59000000
N
N
Y
N
N
N
TEXGEN POWER LLC
N/A
Texgen Power LLC
N/A
180169.00000000
NS
USD
4774478.50000000
0.081823514354
Long
EC
CORP
US
N
2
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
7450000.00000000
PA
USD
7173470.16000000
0.122936680646
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
MATTERHORN BUYER LLC
549300B7GQ818BSKC852
Hearthside Group Holdings LLC
N/A
3525933.82770000
PA
USD
3063648.64000000
0.052503849053
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.27000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAG6
28865000.00000000
PA
USD
27243029.47000000
0.466882490494
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
8.04700000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
246000.00000000
NS
USD
4014720.00000000
0.068803011585
Long
EP
CORP
US
N
2
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
2888724.03360000
PA
USD
2862234.43000000
0.049052075523
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.04000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
7250000.00000000
PA
USD
6641300.15000000
0.113816518004
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
8.09700000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
3236807.14000000
PA
USD
3236127.41000000
0.055459736091
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.13000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
13700000.00000000
PA
USD
10760037.54000000
0.184402146979
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAB0
3314647.79790000
PA
USD
2651950.26000000
0.045448291403
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
3.53800000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
N/A
3400000.00000000
PA
USD
3390072.00000000
0.058097990168
Long
LON
CORP
US
N
2
2030-08-19
Variable
9.88000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAJ2
9950000.00000000
PA
USD
9587318.52000000
0.164304456401
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
8.48800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAS7
7340000.00000000
PA
USD
6952763.62000000
0.119154281219
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.95500000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
1424042.51550000
PA
USD
1313536.96000000
0.022510984247
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.72600000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
6566368.21970000
PA
USD
4536429.33000000
0.077743902376
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.60400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAJ3
3750000.00000000
PA
USD
3317325.38000000
0.056851281422
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
8.24500000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
277673.06210000
PA
USD
277673.06000000
0.004758673771
Long
LON
CORP
US
N
3
2023-10-31
Variable
8.22000000
N
N
Y
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
19975000.00000000
PA
USD
18073252.16000000
0.309733724331
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
8.19700000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
21400000.00000000
PA
USD
16821018.46000000
0.288273336117
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
352008.77160000
PA
USD
231292.63000000
0.003963820515
Long
LON
CORP
US
N
3
2026-12-31
Variable
16.99000000
N
N
Y
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
3523283.13000000
PA
USD
0.04000000
0.000000000685
Long
DBT
CORP
US
N
3
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
2023-10-30
Guggenheim Funds Trust
James Howley
James Howley
CFO