0001752724-24-128916.txt : 20240530
0001752724-24-128916.hdr.sgml : 20240530
20240530160850
ACCESSION NUMBER: 0001752724-24-128916
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240530
DATE AS OF CHANGE: 20240530
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 241005306
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043988
Guggenheim Core Bond Fund
C000136517
A-Class
SIUSX
C000136519
C-Class
SDICX
C000136520
Institutional Class
GIUSX
C000155968
P
SIUPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043988
C000136520
C000136519
C000136517
C000155968
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Core Bond Fund
S000043988
549300FTUEDHPYOSV405
2024-09-30
2024-03-31
N
2031853834.77
50046136.53
1981807698.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4398126.11000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJR3
89000000.00000000
PA
USD
87094843.75000000
4.394717198209
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
1250000.00000000
PA
USD
1231452.63000000
0.062137846729
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
8.42600000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
1050000.00000000
PA
USD
1015140.00000000
0.051222931513
Long
DBT
CORP
BM
N
3
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
1000000.00000000
PA
USD
995426.10000000
0.050228188178
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.82000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
4250000.00000000
PA
USD
4248865.68000000
0.214393439069
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.27600000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
17150000.00000000
NC
USD
1026.26000000
0.000051784035
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
17150000
0.10000000
USD
2024-06-20
XXXX
-79578.74000000
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GE7
29980000.00000000
PA
USD
9086723.34000000
0.458506814161
Long
DBT
UST
US
N
2
2052-02-15
None
0.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
1000000.00000000
PA
USD
962205.70000000
0.048551920595
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
7.74000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAG3
3400000.00000000
PA
USD
3263026.24000000
0.164648984000
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
7.29100000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAC3
2000000.00000000
PA
USD
1966793.20000000
0.099242383695
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
7.04000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
610557.97370000
PA
USD
560504.43000000
0.028282483234
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
6237000.00000000
PA
USD
5548578.34000000
0.279975617459
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7000000.00000000
PA
USD
6356800.80000000
0.320757700439
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.64800000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAJ7
964166.66720000
PA
USD
897294.19000000
0.045276551846
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
4.33600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
4000000.00000000
PA
USD
3316355.20000000
0.167339909061
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.42400000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
2500000.00000000
PA
USD
2272323.75000000
0.114659144377
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
1750000.00000000
PA
USD
1573009.38000000
0.079372452806
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
2250000.00000000
PA
USD
2161690.49000000
0.109076702644
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
1050000.00000000
PA
USD
858942.48000000
0.043341363582
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BM4
400000.00000000
PA
USD
405275.90000000
0.020449809553
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAD5
1000000.00000000
PA
USD
1002748.75000000
0.050597681646
Long
DBT
CORP
US
N
2
2031-01-11
Fixed
5.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd.
69690CAS2
1500000.00000000
PA
USD
1498483.50000000
0.075611952730
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
7.32100000
N
N
N
N
N
N
HPS LOAN MANAGEMENT 8-2016, LT
54930040W4QDWLO30S73
HPS Loan Management 8-2016 Ltd.
40437HAE1
2000000.00000000
PA
USD
1999478.00000000
0.100891625447
Long
ABS-O
CORP
KY
N
2
2030-07-20
Floating
7.17900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
991724.96000000
PA
USD
887322.26000000
0.044773378405
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPPD3
1638340.74240000
PA
USD
1526935.23000000
0.077047598077
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
450000.00000000
PA
USD
475785.23000000
0.024007638603
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69703DAE6
1250000.00000000
PA
USD
1250874.88000000
0.063117873702
Long
ABS-O
CORP
KY
N
2
2031-07-20
Floating
8.11800000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828GAD2
415649.34440000
PA
USD
384944.66000000
0.019423915869
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
HV EIGHT LLC
N/A
HV Eight LLC
N/A
4041039.34000000
PA
4359801.95000000
0.219991170378
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
7.48000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
61817000.00000000
PA
USD
60008369.96000000
3.027961290759
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
1532000.00000000
PA
USD
1452985.72000000
0.073316181044
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
950000.00000000
PA
USD
631170.24000000
0.031848208106
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
2171596.12820000
PA
USD
60484.60000000
0.003051991374
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.65800000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
34200000.00000000
NC
USD
2046.53000000
0.000103265821
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
34200000
0.10000000
USD
2024-06-20
XXXX
-149288.47000000
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
1000000.00000000
PA
USD
1002652.00000000
0.050592799739
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
7.07600000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAK8
3000000.00000000
PA
USD
3010345.50000000
0.151898970958
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
5.90000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAA8
1774425.92900000
PA
USD
1722927.12000000
0.086937149428
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company Lp / PTL Finance Corp.
709599BZ6
2100000.00000000
PA
USD
2101436.59000000
0.106036352157
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
14500000.00000000
PA
USD
14565136.76000000
0.734941981148
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.37500000
N
N
N
N
N
N
FLNG LIQUEFACTION 3 LLC
N/A
FLNG Liquefaction 3 LLC
N/A
4015829.99000000
PA
USD
3100185.85000000
0.156432223608
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
1700000.00000000
PA
USD
1702562.80000000
0.085909586561
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
263631.28020000
PA
USD
232193.69000000
0.011716257344
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAG6
3750000.00000000
PA
USD
3785066.25000000
0.190990591739
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
8.17600000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
2210000.00000000
PA
USD
2038129.65000000
0.102841948379
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
3222081.76370000
PA
USD
3218676.67000000
0.162411149823
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
6.83400000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
1200000.00000000
PA
USD
1000134.28000000
0.050465758150
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
721000.00000000
PA
USD
592579.41000000
0.029900954089
Long
DBT
CORP
FR
N
2
2032-06-09
Variable
2.88900000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
400000.00000000
PA
USD
391590.36000000
0.019759251129
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
2450000.00000000
PA
USD
2149387.45000000
0.108455903764
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JDX3
2720000.00000000
PA
USD
2209447.65000000
0.111486480346
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp.
16876BAB8
1000000.00000000
PA
USD
638541.73000000
0.032220165991
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
70000.00000000
PA
USD
57609.73000000
0.002906928358
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
1000000.00000000
NS
USD
887500.10000000
0.044782352030
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXZN3
922728.66000000
PA
USD
706775.84000000
0.035663189754
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.68000000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
1662536.69170000
PA
USD
1502966.42000000
0.075838156312
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BQRA9
3635613.08000000
PA
USD
3636002.09000000
0.183468965895
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
6.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
3520000.00000000
NS
USD
3383436.32000000
0.170724754122
Long
EP
CORP
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
3000000.00000000
PA
USD
3202500.00000000
0.161594891514
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
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
600000.00000000
PA
USD
435720.72000000
0.021986024193
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
924672.51000000
PA
USD
778103.86000000
0.039262329069
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAB9
1000000.00000000
PA
USD
1000549.90000000
0.050486729912
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.33200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BP6
1900000.00000000
PA
USD
1926267.50000000
0.097197498107
Long
DBT
CORP
US
N
2
2054-03-15
Variable
6.75000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
2310000.00000000
PA
USD
2102427.37000000
0.106086345908
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
500000.00000000
PA
USD
512578.71000000
0.025864200167
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
4000000.00000000
PA
USD
3668859.20000000
0.185126902234
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
7.69000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
38384EJQ9
1114717.60500000
PA
USD
1115989.50000000
0.056311694671
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
6.00000000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
1000000.00000000
PA
USD
773254.91000000
0.039017655985
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd.
696924AC3
1000000.00000000
PA
USD
1004841.50000000
0.050703279682
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
7.56300000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
150000.00000000
PA
USD
183994.58000000
0.009284179295
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
150000.00000000
PA
USD
103332.27000000
0.005214041205
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAB7
168112.09060000
PA
USD
153239.30000000
0.007732299159
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.79100000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
3151979.65500000
PA
USD
2481342.08000000
0.125205996636
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1637251.16700000
PA
USD
1636984.07000000
0.082600550570
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
8.10600000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
1578216.24340000
PA
USD
1466130.54000000
0.073979455287
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384VC0
10000000.00000000
PA
USD
9997111.11000000
0.504444054732
Long
DBT
USGSE
US
N
2
2024-04-03
None
0.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
N/A
3000000.00000000
PA
USD
2994390.00000000
0.151093872662
Long
LON
CORP
US
N
2
2031-03-26
Variable
2.00000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
3180000.00000000
PA
USD
2890872.71000000
0.145870495536
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169GAA3
1859079.91310000
PA
USD
1886167.45000000
0.095174090386
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
6.88900000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
448427.46210000
PA
USD
404249.61000000
0.020398024003
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
950000.00000000
PA
USD
961997.50000000
0.048541415035
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
600000.00000000
PA
USD
600010.24000000
0.030275906210
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AT5
710000.00000000
PA
USD
742674.16000000
0.037474582456
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
UCFC Manufactured Housing Cont
N/A
UCFC Manufactured Housing Contract
90263AAV2
13163.60960000
PA
USD
13075.13000000
0.000659757756
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
80000000.00000000
OU
Notional Amount
USD
4076045.60000000
0.205673113673
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2033-11-02
868.95000000
USD
0.00000000
USD
80000000.00000000
USD
4075176.65000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
3515625.00000000
PA
USD
3462757.03000000
0.174727196441
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
10342189.72000000
NS
USD
10342189.72000000
0.521856370281
Long
STIV
RF
US
N
1
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
4000000.00000000
PA
USD
2013832.00000000
0.101615913682
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO XVI
69120YAA3
5000000.00000000
PA
USD
5027883.00000000
0.253701860400
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
7.32200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER77
4064145.53300000
PA
USD
3966541.46000000
0.200147646188
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (B)
N/A
Dyal Capital Partners III (B) LP
N/A
770000.00000000
PA
USD
765057.99000000
0.038604047742
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
1283000.00000000
PA
USD
1213689.39000000
0.061241531712
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
5000000.00000000
PA
USD
4093079.50000000
0.206532626936
Long
DBT
CORP
DE
N
2
N/A
Variable
3.20000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBZ7
3000000.00000000
PA
USD
3037636.05000000
0.153276024343
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
1252544.24000000
PA
USD
1252544.24000000
0.063202107909
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.94000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
5924149.30930000
PA
USD
849845.28000000
0.042882328126
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJA0
172282200.00000000
PA
USD
174765485.97000000
8.818488601351
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.62500000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AL8
950000.00000000
PA
USD
1014685.94000000
0.051200020107
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2024-3
03466HAA1
2000000.00000000
PA
USD
1932864.80000000
0.097530391153
Long
ABS-MBS
CORP
US
N
2
2068-11-26
Variable
4.80000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
1620000.00000000
PA
USD
1406818.81000000
0.070986645740
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
29201.52450000
PA
USD
29019.01000000
0.001464269718
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.44000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAK4
1000000.00000000
PA
USD
712219.27000000
0.035937859694
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04200000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
2000000.00000000
PA
USD
1964849.20000000
0.099144291433
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.27600000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
4750000.00000000
PA
USD
3296136.53000000
0.166319695544
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169GAC9
1859079.91290000
PA
USD
1875590.59000000
0.094640392792
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
7.34300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
3014000.00000000
PA
USD
3053545.25000000
0.154078786388
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
1197516.68490000
PA
USD
941271.11000000
0.047495582484
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
2000000.00000000
PA
USD
1665937.00000000
0.084061485959
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5K7
4409522.67000000
PA
USD
3053017.99000000
0.154052181385
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.36000000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAC2
1000000.00000000
PA
USD
999996.90000000
0.050458826095
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
7.71900000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
949846.15850000
PA
USD
864360.00000000
0.043614726129
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
2796641.90110000
PA
USD
2614348.95000000
0.131917387964
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
1000000.00000000
PA
USD
1001198.53000000
0.050519459122
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
1600000.00000000
PA
USD
1413211.97000000
0.071309238088
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
217000.00000000
PA
USD
172699.83000000
0.008714257702
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
1300000.00000000
PA
USD
1046543.41000000
0.052807515629
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
1500000.00000000
PA
USD
1251967.35000000
0.063172998627
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLIV LLC
15674DAC8
3000000.00000000
PA
USD
3001653.00000000
0.151460356252
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
8.29600000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778HAA1
575000.00000000
PA
USD
575000.00000000
0.029013914947
Long
ABS-O
CORP
US
N
3
2024-10-15
Floating
7.16900000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
1320000.00000000
PA
USD
1119289.66000000
0.056478217386
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AJ6
1400000.00000000
PA
USD
1415260.42000000
0.071412600791
Long
ABS-O
CORP
US
N
2
2054-01-25
Fixed
6.17400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
1365000.00000000
PA
USD
1085348.52000000
0.054765581996
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89614YAC0
2850000.00000000
PA
USD
2629633.73000000
0.132688642411
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.34400000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900NLG610771ZLP05
Angel Oak Mortgage Trust 2024-2
034942AC6
4953951.20090000
PA
USD
4915199.41000000
0.248015961102
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.25000000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co.
628312AE0
850000.00000000
PA
USD
862228.92000000
0.043507194000
Long
DBT
CORP
US
N
2
2064-01-16
Variable
6.14400000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAG6
2000000.00000000
PA
USD
1971324.80000000
0.099471043620
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
8.07900000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
1988210.85000000
PA
USD
1414792.83000000
0.071389006675
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834NP9
20000000.00000000
PA
USD
7880707.20000000
0.397652466836
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAA4
2000000.00000000
PA
USD
2020490.40000000
0.101951889771
Long
ABS-O
CORP
US
N
2
2036-02-20
Floating
7.74300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER85
12265806.76450000
PA
USD
12206896.18000000
0.615947560948
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
1360000.00000000
NS
USD
1348859.70000000
0.068062088021
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAM3
7857909.22650000
PA
USD
7673421.71000000
0.387193051919
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
3975.00000000
NS
USD
90630.00000000
0.004573097585
Long
EP
CORP
US
N
2
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
230771.27700000
PA
USD
229328.96000000
0.011571705983
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.44000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
600000.00000000
PA
USD
642829.80000000
0.032436537640
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
2100000.00000000
PA
USD
1693062.92000000
0.085430232282
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
236000.00000000
PA
USD
215862.41000000
0.010892197572
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
773213.76510000
PA
USD
667696.68000000
0.033691295103
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
12000000.00000000
PA
USD
12043047.60000000
0.607679928314
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.47600000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
4000000.00000000
PA
USD
4001877.60000000
0.201930671858
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.57100000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAZ6
1500000.00000000
PA
USD
1500330.66000000
0.075705158544
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
5.46200000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
2031538.97760000
PA
USD
1910365.80000000
0.096395114505
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
2350000.00000000
NS
USD
2231882.42000000
0.112618516013
Long
EP
CORP
US
N
2
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GU1
35000000.00000000
PA
USD
10236282.00000000
0.516512374489
Long
DBT
UST
US
N
2
2053-08-15
None
0.00000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
600000.00000000
PA
USD
572287.67000000
0.028877053535
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
3750000.00000000
PA
USD
3748824.38000000
0.189161863854
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.18100000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
689632.83150000
PA
USD
643267.99000000
0.032458648261
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
674589.00170000
PA
USD
620554.29000000
0.031312538070
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX 2024-NQM4 Trust
67118TAB0
3000000.00000000
PA
USD
2998516.80000000
0.151302106791
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.22000000
N
N
N
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
Polaris, Inc.
731068AA0
1050000.00000000
PA
USD
1116876.61000000
0.056356457339
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.95000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
568733.15120000
PA
USD
570207.99000000
0.028772114999
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
850000.00000000
PA
USD
574240.30000000
0.028975581258
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
4361632.04890000
PA
USD
3836885.84000000
0.193605355525
Long
ABS-MBS
USGSE
US
N
3
2055-11-25
Variable
4.99700000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
9937326.61720000
PA
USD
628877.75000000
0.031732531393
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
2780000.00000000
PA
USD
2233554.97000000
0.112702911184
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
1491543.97490000
PA
USD
1357349.76000000
0.068490487810
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
650000.00000000
PA
USD
562492.81000000
0.028382814866
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
13914025.09010000
PA
USD
473590.28000000
0.023896883659
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.81500000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
3500000.00000000
PA
USD
3535645.40000000
0.178405069429
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.71400000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
42307TAH1
650000.00000000
PA
USD
745873.05000000
0.037635995190
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
8090720.47990000
PA
USD
70939.44000000
0.003579531962
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.89100000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAA7
2000000.00000000
PA
USD
1808119.60000000
0.091235875287
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31100000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
17489535.58400000
PA
USD
1674647.52000000
0.084501009935
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.48500000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAJ1
620000.00000000
PA
USD
450266.82000000
0.022720005598
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.62500000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAL4
1800000.00000000
PA
USD
1442597.04000000
0.072791978822
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
3099178.25000000
PA
USD
2789903.81000000
0.140775707576
Long
ABS-O
CORP
US
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
LVNV FDG LLC
N/A
LVNV Funding LLC
N/A
2900000.00000000
PA
USD
2975313.17000000
0.150131275231
Long
ABS-O
CORP
US
N
3
2028-11-05
Fixed
7.80000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAB8
1000000.00000000
PA
USD
1000000.00000000
0.050458982518
Long
ABS-O
CORP
KY
N
2
2037-04-25
None
0.00000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
1800000.00000000
PA
USD
1638887.38000000
0.082696589656
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
2763832.93430000
PA
USD
2766764.53000000
0.139608123051
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.07600000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
5934820.24640000
PA
USD
5851572.52000000
0.295264395490
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.89000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
1984968.19700000
PA
USD
1760468.29000000
0.088831438669
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36264KBA7
8000000.00000000
PA
USD
5975596.80000000
0.301522534467
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.34000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
5053572.93000000
PA
USD
4491993.43000000
0.226661417956
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
3250000.00000000
PA
USD
3283448.35000000
0.165679462892
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.37600000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
1250000.00000000
PA
USD
1252698.25000000
0.063209879097
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.13800000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
850000.00000000
PA
USD
883639.86000000
0.044587568248
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
2776922.01950000
PA
USD
64736.44000000
0.003266534894
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.64800000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
800000.00000000
PA
USD
579111.02000000
0.029221352834
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
1300000.00000000
PA
USD
1128236.85000000
0.056929683490
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
100000.00000000
PA
USD
92331.77000000
0.004658967168
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
3450000.00000000
PA
USD
2883840.17000000
0.145515640723
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-NQM5 Trust
67448NAB4
1750000.00000000
PA
USD
1749981.50000000
0.088302285915
Long
ABS-MBS
CORP
US
N
2
2028-03-25
Variable
6.29200000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
915364.96510000
PA
USD
800549.18000000
0.040394897078
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
16638020.00000000
PA
USD
16148028.48000000
0.814813086776
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
2000000.00000000
PA
USD
2006109.60000000
0.101226249236
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.38600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
5753790.35960000
PA
USD
5619272.21000000
0.283542758209
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
3750000.00000000
PA
USD
3750405.38000000
0.189241639505
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
7.27900000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
482035.26990000
PA
USD
486445.51000000
0.024545545485
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
7.23600000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
2550000.00000000
PA
USD
2196375.95000000
0.110826895664
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA, LLC
N/A
2000000.00000000
PA
USD
1373176.32000000
0.069289079925
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust 2024-1
92540EAC7
4764655.69770000
PA
USD
4743193.31000000
0.239336708309
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.11800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418EZK9
1563986.89440000
PA
USD
1525861.13000000
0.076993400083
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702YAE1
1000000.00000000
PA
USD
1000920.50000000
0.050505430011
Long
ABS-O
CORP
KY
N
2
2031-07-24
Floating
8.06900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
1926355.79090000
PA
USD
1880356.61000000
0.094880881312
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2023-2
92539DAC2
1637314.57920000
PA
USD
1645407.66000000
0.083025596351
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
6.85200000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AM6
2850000.00000000
PA
USD
2862448.71000000
0.144436249417
Long
DBT
CORP
US
N
2
2034-03-28
Fixed
5.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515DAU8
4750000.00000000
PA
USD
4253949.43000000
0.214649959921
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.94700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
5537721.47190000
PA
USD
5410767.16000000
0.273021805536
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQM52
9005828.34000000
PA
USD
8974454.47000000
0.452841841212
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2000000.00000000
PA
USD
1979997.80000000
0.099908674376
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
7.32600000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2024-HE1
31684HAA8
3000000.00000000
PA
USD
3001260.00000000
0.151440525872
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
6.16500000
N
N
N
N
N
N
AMAZON.COM INC
N/A
CTL Logistics
N/A
3478043.83080000
PA
USD
2738499.44000000
0.138181895369
Long
LON
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
1760000.00000000
PA
USD
1600702.75000000
0.080769832079
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
1702803.56010000
PA
USD
1702550.46000000
0.085908963897
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
8.47700000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAC9
1250000.00000000
PA
USD
1250007.63000000
0.063074113149
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
8.66400000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
U.S. International Development Finance Corp.
6903538C4
800000.00000000
PA
USD
838349.26000000
0.042302250654
Long
DBT
USGSE
US
N
2
2026-01-17
None
0.00000000
N
N
N
N
N
N
FORT MOORE FAMILY LLC
254900O8GC3CHW0PH218
Fort Moore Family Communities LLC
346845AK6
868305.91850000
PA
USD
798907.87000000
0.040312078246
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
500000.00000000
PA
USD
471073.90000000
0.023769909684
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO, Inc.
N/A
2475000.00000000
PA
USD
2471906.25000000
0.124729874255
Long
LON
CORP
US
N
2
2031-02-03
Variable
7.32000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
248125.00000000
PA
USD
226890.44000000
0.011448660745
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
1750000.00000000
PA
USD
1446490.38000000
0.072988432797
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines, LP
096630AK4
2000000.00000000
PA
USD
2000889.08000000
0.100962827108
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
5.62500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
534000.00000000
PA
USD
537452.84000000
0.027119323457
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
1111369.45000000
PA
USD
976112.99000000
0.049253668298
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
162950.25730000
PA
USD
567.07000000
0.000028613775
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAQ1
1510333.33670000
PA
USD
1353021.70000000
0.068272098307
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
DELTA AIR LINES INC
N/A
SkyMiles IP Ltd.
N/A
1275000.00000000
PA
USD
1313785.50000000
0.066292279577
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.07000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
1732500.00000000
PA
USD
1666518.26000000
0.084090815747
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
2687108.75150000
PA
USD
2607929.33000000
0.131593460471
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
98748000.00000000
OU
Notional Amount
USD
330168.87000000
0.016659985239
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2025-10-11
416.31000000
USD
0.00000000
USD
98748000.00000000
USD
329752.56000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
17700000.00000000
PA
USD
17517468.75000000
0.883913649420
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
689632.83140000
PA
USD
643752.46000000
0.032483094125
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BT5
750000.00000000
PA
USD
740371.66000000
0.037358400648
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377AAD4
1376181.62920000
PA
USD
546083.05000000
0.027554795073
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.74400000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAB0
1972499.98810000
PA
USD
1496524.69000000
0.075513113170
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.96000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
3010000.00000000
PA
USD
3086441.84000000
0.155738714848
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
1000000.00000000
PA
USD
942327.30000000
0.047548876757
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55661YAA7
1175000.00000000
PA
USD
1175000.00000000
0.059289304458
Long
ABS-O
CORP
US
N
3
2024-10-15
Floating
7.16900000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
2000000.00000000
PA
USD
2001559.80000000
0.100996670957
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
7.37900000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
895978AB0
1350000.00000000
PA
USD
1319787.95000000
0.066595157096
Long
ABS-O
CORP
US
N
2
2040-12-17
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
1800000.00000000
PA
USD
1823998.07000000
0.092037086727
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRH4
2100000.00000000
PA
USD
1657691.70000000
0.083645436510
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
3.29200000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
2350000.00000000
PA
USD
2026519.92000000
0.102256133216
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBM2
1583000.00000000
PA
USD
917593.87000000
0.046300853045
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
19605737.57730000
PA
USD
491335.47000000
0.024792287891
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.77000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
900000.00000000
PA
USD
849790.89000000
0.042879583662
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
502000.00000000
PA
USD
413420.17000000
0.020860761130
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J1R26
1776403.51500000
PA
USD
1249766.97000000
0.063061969691
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.11000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
1232552.08370000
PA
USD
1128097.61000000
0.056922657581
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465WAC5
1468228.57610000
PA
USD
1399009.82000000
0.070592612050
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
COLT Funding LLC
213800EHDFO4A3F7P416
COLT Mortgage Loan Trust
12598WAC6
3886252.21980000
PA
USD
3940575.42000000
0.198837426229
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.61700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XL6R4
53583.27250000
PA
USD
42777.61000000
0.002158514675
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GS6
164480000.00000000
PA
USD
48217269.24000000
2.432994345658
Long
DBT
UST
US
N
2
2053-05-15
None
0.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
4650000.00000000
PA
USD
4149270.80000000
0.209367982760
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO Ltd.
13875LAQ1
1900000.00000000
PA
USD
1887154.48000000
0.095223894915
Long
ABS-O
CORP
KY
N
2
2031-01-30
Floating
7.07900000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
428757.50210000
PA
USD
427149.66000000
0.021553537226
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.05000000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
1200000.00000000
PA
USD
1291328.76000000
0.065159135326
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AL3
2000000.00000000
PA
USD
1996060.00000000
0.100719156645
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.38100000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
2450000.00000000
PA
USD
2413129.97000000
0.121764082970
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
4000000.00000000
PA
USD
3363960.00000000
0.169741998832
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd.
69120DAC5
1250000.00000000
PA
USD
1250000.00000000
0.063073728147
Long
ABS-O
CORP
KY
N
2
2036-04-20
None
0.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAG2
1000000.00000000
PA
USD
990848.60000000
0.049997212185
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.98100000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
1600000.00000000
PA
USD
620416.00000000
0.031305560098
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AR1
500000.00000000
PA
USD
506467.67000000
0.025555843306
Long
DBT
CORP
US
N
2
2034-03-11
Fixed
5.61100000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105933AC9
1815956.68300000
PA
USD
1741649.91000000
0.087881882361
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAA4
3232395.83690000
PA
USD
3084314.61000000
0.155631376986
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.15000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLIV LLC
15674DAA2
8900000.00000000
PA
USD
8992602.72000000
0.453757583441
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
7.44600000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAH9
4972000.00000000
PA
USD
4964138.42000000
0.250485373752
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.90000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AA1
500000.00000000
PA
USD
496270.50000000
0.025041304483
Long
ABS-O
CORP
US
N
2
2054-03-25
Fixed
6.28000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
590829.54510000
PA
USD
564750.09000000
0.028496714918
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10567MAC9
1447075.24360000
PA
USD
1457409.68000000
0.073539409565
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.10300000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAD2
350000.00000000
PA
USD
352284.64000000
0.017775924491
Long
DBT
CORP
CA
N
2
2034-02-16
Fixed
5.46100000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
48000.00000000
NS
USD
1046880.00000000
0.052824499618
Long
EP
CORP
US
N
2
N
N
N
Onslow Bay Financial LLC
2549007JKD4UEFDCFB08
OBX Trust
673921AC6
3744275.65460000
PA
USD
3810117.62000000
0.192254658380
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.66400000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAE4
2000000.00000000
PA
USD
2002724.60000000
0.101055445580
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
7.22600000
N
N
N
N
N
N
BELVOIR LAND LLC
N/A
Belvoir Land LLC
081331AH3
1000000.00000000
PA
USD
949989.00000000
0.047935478343
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
5.60000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181XAM3
871673.87180000
PA
USD
878255.53000000
0.044315880434
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ES43
19276733.27120000
PA
USD
18806835.91000000
0.948973804406
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
3781839.58430000
PA
USD
3376718.34000000
0.170385771687
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III LP
N/A
Dyal Capital Partners III
N/A
638630.55000000
PA
USD
560907.60000000
0.028302826782
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
633343.64880000
PA
USD
18765.97000000
0.000946911752
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd.
69120DAA9
5500000.00000000
PA
USD
5500000.00000000
0.277524403850
Long
ABS-O
CORP
KY
N
2
2036-04-20
None
0.00000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
2193479.16610000
PA
USD
2076616.08000000
0.104783934477
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
TIF Funding III LLC
N/A
TIF Funding III LLC
88655AAA8
2750000.00000000
PA
USD
2751312.85000000
0.138828447000
Long
ABS-O
CORP
US
N
2
2034-05-22
Fixed
5.48000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
3021759.44000000
PA
USD
3004892.34000000
0.151623810053
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
7.92600000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAF9
1000000.00000000
PA
USD
996653.70000000
0.050290131625
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
2729716.99770000
PA
USD
2474118.04000000
0.124841478928
Long
ABS-MBS
USGSE
US
N
3
2052-11-25
Variable
4.44400000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
3950000.00000000
PA
USD
3799339.10000000
0.191710785227
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
7.24000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BB3
1200000.00000000
PA
USD
1154331.16000000
0.058246375822
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
4840000.00000000
PA
USD
3967503.41000000
0.200196185206
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
2500000.00000000
PA
USD
2163257.43000000
0.109155768842
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp.
743674BE2
740000.00000000
PA
USD
653197.28000000
0.032959670132
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLCD8
4950024.04280000
PA
USD
4834205.71000000
0.243929101410
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
1800000.00000000
PA
USD
1551865.12000000
0.078305534960
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KRFC3
3581228.70750000
PA
USD
3580448.72000000
0.180665799369
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
1000000.00000000
PA
USD
944584.50000000
0.047662772772
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900OHTVKDKZL33I54
OBX 2024-NQM2 Trust
67118HAD2
490194.20550000
PA
USD
488045.49000000
0.024626278848
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.18300000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
4000000.00000000
PA
USD
3835893.20000000
0.193555267920
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
7.99100000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
139706.39730000
PA
USD
131998.70000000
0.006660520095
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
2153305.30100000
PA
USD
2067173.09000000
0.104307450810
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.34000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
3350000.00000000
PA
USD
2130486.13000000
0.107502162389
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAB0
840939.87800000
PA
USD
830218.90000000
0.041892000961
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO XVI
69120YAC9
1000000.00000000
PA
USD
1010067.10000000
0.050966958141
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
7.82200000
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.
46590XAL0
2200000.00000000
PA
USD
2168134.32000000
0.109401851750
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd.
38138JAS2
3000000.00000000
PA
USD
3000000.00000000
0.151376947554
Long
ABS-O
CORP
KY
N
2
2037-04-20
None
0.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
1313892.51660000
PA
USD
1260283.07000000
0.063592601397
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834PZ5
23500000.00000000
PA
USD
8566335.86000000
0.432248591405
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BL6
3800000.00000000
PA
USD
3963224.86000000
0.199980293926
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBJ0
579000.00000000
PA
USD
485514.97000000
0.024498591383
Long
DBT
CORP
FR
N
2
2033-01-21
Variable
3.33700000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69357QAD8
2472000.00000000
PA
USD
2077788.92000000
0.104843114790
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.93000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAA7
1931000.00000000
PA
USD
1592252.82000000
0.080343457208
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
1190000.00150000
PA
USD
0.01000000
0.000000000504
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AH5
3950000.00000000
PA
USD
3939003.12000000
0.198758089571
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding 13 Ltd.
03290AAJ9
1000000.00000000
PA
USD
892800.10000000
0.045049784638
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQWZ5
4289403.31620000
PA
USD
4189534.04000000
0.211399624883
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1093359.74580000
PA
USD
983857.69000000
0.049644457980
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd.
696924AE9
1250000.00000000
PA
USD
1253028.38000000
0.063226537121
Long
ABS-O
CORP
KY
N
2
2033-10-20
Floating
8.01300000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BV4
359563.00000000
PA
USD
373945.52000000
0.018868910456
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
675000.00000000
PA
USD
541936.99000000
0.027345589104
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
TPG OPERATING GROUP II
2549001H9RJQNZT7MU11
TPG Operating Group II, LP
872652AA0
2300000.00000000
PA
USD
2332498.24000000
0.117695487915
Long
DBT
CORP
US
N
2
2034-03-05
Fixed
5.87500000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
1000000.00000000
NS
USD
1010000.00000000
0.050963572343
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J05S5
2013898.93700000
PA
USD
1393230.49000000
0.070300992938
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFRA Trust
552747AD9
700000.00000000
PA
USD
614036.09000000
0.030983636330
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
2.28800000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAA1
350000.00000000
PA
USD
355885.76000000
0.017957633342
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
2900000.00000000
PA
USD
2576694.37000000
0.130017376170
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
3185903.67560000
PA
USD
2789163.09000000
0.140738331598
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BH0
1000000.00000000
PA
USD
1021583.31000000
0.051548054380
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
200000.00000000
PA
USD
189509.49000000
0.009562456042
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
FLUTTER ENTERTAINMENT PLC
N/A
Amaya Holdings BV
N/A
4000000.00000000
PA
4311739.32000000
0.217565978971
Long
LON
CORP
NL
N
2
2026-07-21
Variable
6.33000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3570000.00000000
PA
USD
2781650.11000000
0.140359234272
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
33900000.00000000
NC
USD
2028.58000000
0.000102360082
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
33900000
0.10000000
USD
2024-06-20
XXXX
-150140.42000000
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAA6
4595664.98380000
PA
USD
4545913.69000000
0.229382179413
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
6.66100000
N
N
N
N
N
N
BROOKFIELD CAPITAL FIN
N/A
Brookfield Capital Finance LLC
11259NAA2
1100000.00000000
PA
USD
1152189.39000000
0.058138304287
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
6.08700000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
9700000.00000000
PA
USD
2900794.70000000
0.146371149056
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
900000.00000000
PA
USD
884955.60000000
0.044653959149
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
8150000.00000000
PA
USD
6783615.83000000
0.342294352576
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAA1
1005000.00000000
PA
USD
983609.38000000
0.049631928510
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
5.68700000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AC4
2500000.00000000
PA
USD
2149250.00000000
0.108448968177
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.80000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JGT9
1400000.00000000
PA
USD
1153553.59000000
0.058207140431
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
1000000.00000000
PA
USD
708313.40000000
0.035740773468
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAK2
1800000.00000000
PA
USD
1670445.04000000
0.084288957071
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48400000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities LP
N/A
2042864.52000000
PA
USD
2040188.37000000
0.102945829295
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.58000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
281000.00000000
PA
USD
205839.42000000
0.010386447695
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPRL3
2727719.46000000
PA
USD
2535482.99000000
0.127937891867
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
1200000.00000000
PA
USD
985720.20000000
0.049738438339
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
11024298.99680000
PA
USD
421498.64000000
0.021268392507
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
0.99400000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.41.V2
N/A
-9108000.00000000
OU
Notional Amount
USD
-670535.70000000
-0.03383454916
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY41 V2 5% 12/20/2028
N/A
Y
CDX HY41 V2 5% 12/20/2028 - Tenor Quarterly
2028-12-20
32146.44000000
USD
0.00000000
USD
-9108000.00000000
USD
-702682.14000000
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
700000.00000000
PA
USD
681947.77000000
0.034410390604
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
200000.00000000
PA
USD
162302.45000000
0.008189616487
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
8370000.00000000
PA
USD
7901149.26000000
0.398683952384
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHZ0
1300000.00000000
PA
USD
1300654.55000000
0.065629705200
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.85000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AA5
1835750.00000000
PA
USD
1817080.28000000
0.091688022082
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
1000000.00000000
PA
USD
987011.70000000
0.049803606115
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.94500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
2150000.00000000
PA
USD
1950372.05000000
0.098413789175
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616WAC2
2722000.00000000
PA
USD
2646497.44000000
0.133539568059
Long
ABS-O
CORP
US
N
2
2040-07-17
Fixed
5.10000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12654PAA6
703160.16890000
PA
USD
678771.27000000
0.034250107646
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-3015000.00000000
NC
51313.95000000
0.002589249705
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
3015000.00000000
GBP
3856923.68000000
USD
2024-04-15
51313.95000000
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAA6
6500000.00000000
PA
USD
6501070.55000000
0.328037405232
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
7.29000000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
21818182.00000000
PA
USD
18327.27000000
0.000924775396
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
3687000.00000000
PA
USD
2920246.94000000
0.147352689294
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
2000000.00000000
PA
USD
1682858.98000000
0.084915351852
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT Mortgage Loan Trust
19688RAC3
968494.56870000
PA
USD
980897.11000000
0.049495070125
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.58400000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-8845000.00000000
NC
125281.59000000
0.006321581559
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
8845000.00000000
EUR
9673902.98000000
USD
2024-04-15
125281.59000000
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477CH4
4870000.00000000
NS
USD
4941696.14000000
0.249352959138
Long
EP
CORP
US
N
2
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAQ0
8500000.00000000
PA
USD
8508689.55000000
0.429339817256
Long
ABS-O
CORP
KY
N
2
2037-04-15
Floating
7.24100000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAJ6
3321779.78540000
PA
USD
3186128.93000000
0.160768823979
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
7.84000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JAJ1
2250000.00000000
PA
USD
2123886.38000000
0.107169145719
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
2986000.00000000
PA
USD
2272269.50000000
0.114656406977
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
2428125.05870000
PA
USD
1927913.33000000
0.097280545015
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
4.99700000
N
N
N
N
N
N
Farmer Mac Agricultural Real E
N/A
FARM Mortgage Trust
30768WAA6
833978.50620000
PA
USD
651786.06000000
0.032888461407
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAK3
500000.00000000
PA
USD
498574.81000000
0.025157577621
Long
DBT
CORP
FR
N
2
2030-01-10
Variable
5.33500000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GW7
46000000.00000000
PA
USD
13521585.46000000
0.682285444344
Long
DBT
UST
US
N
2
2053-11-15
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO XIII LLC
69120GAC8
1000000.00000000
PA
USD
1015365.30000000
0.051234299922
Long
ABS-O
CORP
US
N
2
2035-09-20
Floating
8.68300000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
75000000.00000000
OU
Notional Amount
USD
992230.50000000
0.050066941453
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2028-10-03
557.15000000
USD
0.00000000
USD
75000000.00000000
USD
991673.35000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
4000000.00000000
PA
USD
3438654.00000000
0.173510982072
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
7.27300000
N
N
N
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC / Brookfield Finance, Inc.
11271RAB5
470000.00000000
PA
USD
329342.15000000
0.016618269789
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWHE6
10969759.56500000
PA
USD
10702079.66000000
0.540016050472
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
800000.00000000
PA
USD
663005.95000000
0.033454605640
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAN0
993958.34390000
PA
USD
734291.10000000
0.037051581778
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EQ2
805000.00000000
PA
USD
568147.45000000
0.028668142247
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAF4
639000.00000000
PA
USD
655494.53000000
0.033075587030
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
AZ BATTERY PROPERTY LLC
N/A
AZ Battery Property LLC
N/A
1420000.00000000
PA
USD
1440186.95000000
0.072670368133
Long
DBT
CORP
US
N
3
2046-02-20
Fixed
6.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
2084686.41770000
PA
USD
2037092.65000000
0.102789622414
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
2927083.25000000
PA
USD
2611919.81000000
0.131794816031
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
3385000.00000000
PA
USD
3010032.82000000
0.151883193443
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
851966.40810000
PA
USD
781058.61000000
0.039411422747
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1231250.00000000
PA
USD
1117407.02000000
0.056383221287
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AX2
800000.00000000
PA
USD
826420.30000000
0.041700327470
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2024-1 Mortgage Loan Trust
19688TAC9
1457631.99580000
PA
USD
1446977.87000000
0.073013031046
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
6.13900000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
2479789.17030000
PA
USD
2037750.14000000
0.102822798690
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
2000000.00000000
PA
USD
1993876.20000000
0.100608964319
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
7.17600000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
666000.00000000
PA
USD
558386.34000000
0.028175606568
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CD3
2175000.00000000
PA
USD
1348500.00000000
0.068043937925
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.50000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
6513750.00000000
PA
USD
6022589.15000000
0.303893720634
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
2306000.00000000
PA
USD
2188546.68000000
0.110431838666
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAN8
2237625.00090000
PA
USD
1937085.11000000
0.097743343701
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.19000000
N
N
N
N
N
N
CLIFFWATER CORPORATE LENDING FUND
N/A
Cliffwater Corporate Lending Fund
N/A
1550000.00000000
PA
USD
1544216.73000000
0.077919604983
Long
DBT
CORP
US
N
3
2028-08-04
Fixed
6.77000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd.
66858CAE7
1000000.00000000
PA
USD
1001666.60000000
0.050543077458
Long
ABS-O
CORP
KY
N
2
2031-06-15
Floating
7.44100000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
2624345.76860000
PA
USD
2510200.11000000
0.126662143467
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
2500000.00000000
PA
USD
2222676.00000000
0.112153969427
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAF2
200000.00000000
PA
USD
199107.24000000
0.010046748742
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
22344604.58000000
NS
USD
22344604.58000000
1.127486011879
Long
STIV
RF
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
3000000.00000000
PA
USD
2688297.90000000
0.135648776739
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
LIBERTY GLOBAL LTD
N/A
Telenet Finance Luxembourg Notes SARL
N/A
200000.00000000
PA
USD
187907.84000000
0.009481638413
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd.
88315LAS7
1586666.66630000
PA
USD
1366065.74000000
0.068930287293
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAG8
3000000.00000000
PA
USD
2972287.80000000
0.149978618139
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
7.37900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
970000.00000000
PA
USD
729297.83000000
0.036799626454
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
6510.00000000
NS
USD
585.90000000
0.000029563917
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
6510
11.50000000
USD
2026-09-16
XXXX
-14489.13000000
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAJ4
3085000.00000000
PA
USD
2739104.77000000
0.138212439705
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-NQM5 Trust
67448NAC2
1000000.00000000
PA
USD
999983.03000000
0.050458126229
Long
ABS-MBS
CORP
US
N
2
2028-03-25
Variable
6.39300000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
1400000.00000000
PA
USD
1330090.44000000
0.067115010259
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
300000.00000000
PA
USD
312372.06000000
0.015761976314
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
304007.86330000
PA
USD
277158.31000000
0.013985126319
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
5276083.59000000
PA
USD
5275096.96000000
0.266176025286
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
8.47700000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
674500.00000000
PA
USD
619377.16000000
0.031253141288
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
1933270.68000000
PA
USD
1881229.08000000
0.094924905260
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
674916.63600000
PA
USD
506886.56000000
0.025576980069
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
295000.00000000
PA
USD
243321.72000000
0.012277766415
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
3000000.00000000
PA
USD
3002910.60000000
0.151523813469
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
7.12900000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAN5
1650000.00000000
PA
USD
1747652.00000000
0.088184741715
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHH7
260000.00000000
PA
USD
257440.63000000
0.012990192248
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
5500000.00000000
PA
USD
5506381.65000000
0.277846415416
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.17900000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
3014454.13600000
PA
USD
2695128.07000000
0.135993420168
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2900000.00000000
PA
3660183.51000000
0.184689135744
Long
LON
CORP
GB
N
3
2025-04-28
Variable
9.69000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249KBD2
8000000.00000000
PA
USD
8009707.20000000
0.404161675580
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
7.62600000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAF3
2050000.00000000
PA
USD
1873061.22000000
0.094512763355
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
38000000.00000000
OU
Notional Amount
USD
761456.54000000
0.038422322240
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2030-11-08
497.86000000
USD
0.00000000
USD
38000000.00000000
USD
760958.68000000
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
67.59900000
NS
USD
0.01000000
0.000000000504
Long
EC
CORP
US
N
3
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
6500000.00000000
PA
USD
6461374.40000000
0.326034377893
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
7.44500000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
4230375.00000000
PA
USD
3713814.48000000
0.187395299922
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
1400000.00000000
PA
USD
1390997.02000000
0.070188294315
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
FRANKLIN CNTY OH HOSP FACS REV
549300VCBUC1RZE7KL42
County of Franklin Ohio Revenue Bonds
353187EV5
1000000.00000000
PA
USD
672413.20000000
0.033929285903
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
1750000.00000000
PA
USD
1522892.98000000
0.076843630254
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SZY3
1200000.00000000
PA
USD
904627.20000000
0.045646568070
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.68200000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAJ1
7500000.00000000
PA
USD
7099615.50000000
0.358239374400
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
7.79000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
429544.93650000
PA
USD
396260.36000000
0.019994894577
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
1450000.00000000
PA
USD
1474360.15000000
0.074394713034
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AC2
190689.83810000
PA
USD
171935.53000000
0.008675691902
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.72200000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust
576433FG6
217462.73660000
PA
USD
187714.18000000
0.009471866527
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.65300000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
2690000.00000000
PA
USD
1853265.44000000
0.093513888438
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
41851000.00000000
OU
Notional Amount
USD
833735.95000000
0.042069467725
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2028-10-11
441.61000000
USD
0.00000000
USD
41851000.00000000
USD
833294.34000000
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
851966.40720000
PA
USD
784180.38000000
0.039568944085
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2W3
1400000.00000000
PA
USD
1403060.15000000
0.070796987580
Long
DBT
CORP
FR
N
2
2030-05-20
Variable
5.49700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M L.P
381743AC7
1500000.00000000
PA
USD
1497059.10000000
0.075540078955
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.38400000
N
N
N
N
N
N
Verus Securitization Trust
213800W65K5FH3AI2J91
Verus Securitization Trust
92539YAC6
1421709.89620000
PA
USD
1440118.05000000
0.072666891509
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.42300000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
1350000.00000000
PA
USD
1367882.10000000
0.069021938970
Long
DBT
CORP
DE
N
2
2042-05-23
Variable
5.87500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
1917000.00000000
PA
USD
1729589.67000000
0.087273334922
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AK9
1035000.00000000
PA
USD
739939.16000000
0.037336577138
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
1050000.00000000
PA
USD
1013654.30000000
0.051147964603
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
255000.00000000
NC
-1335.46000000
-0.00006738595
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
276620.76000000
USD
255000.00000000
EUR
2024-04-15
-1335.46000000
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
6200000.00000000
PA
USD
5030221.20000000
0.253819843593
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
895978AC8
1200000.00000000
PA
USD
1163565.24000000
0.058712318103
Long
ABS-O
CORP
US
N
2
2040-12-17
Fixed
5.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-NQM5 Trust
67448NAA6
1500000.00000000
PA
USD
1499990.43000000
0.075687990884
Long
ABS-MBS
CORP
US
N
2
2028-03-25
Variable
5.98800000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
4000000.00000000
PA
USD
3847107.60000000
0.194121135134
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
7.74000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
ITRAXX.EUR.41.V1
N/A
-7030000.00000000
OU
Notional Amount
-167296.41000000
-0.00844160662
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
Markit iTraxx Europe Index
N/A
Y
ITRAXX.EUR.41.V1 1% 06/20/2029 - Tenor Quarterly
2029-06-20
0.00000000
EUR
169603.64000000
EUR
-7030000.00000000
EUR
1223.44000000
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
4000000.00000000
PA
USD
2622991.60000000
0.132353487289
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
36390389.14720000
PA
USD
234215.82000000
0.011818291966
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.68700000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2024-1
349941AB0
2220000.00000000
PA
USD
2220923.14000000
0.112065521895
Long
ABS-O
CORP
US
N
2
2049-12-15
Fixed
5.95000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
3900000.00000000
NS
USD
3574740.39000000
0.180377762846
Long
EP
CORP
US
N
2
N
N
N
LIBERTY UTILITIES CO
549300UN1FEYPC5BKW09
Liberty Utilities Co.
531542AB4
550000.00000000
PA
USD
555609.09000000
0.028035469359
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
5.86900000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
1810000.00000000
PA
USD
1606966.62000000
0.081085900585
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
Saluda Grade Alternative Mortg
N/A
Saluda Grade Alternative Mortgage Trust
79581UAA2
1764823.83850000
PA
USD
1799274.44000000
0.090789557513
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Variable
6.71800000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
2300000.00000000
PA
USD
1889124.16000000
0.095323282964
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
711312.50100000
PA
USD
617534.34000000
0.031160154466
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59982HAH3
3000000.00000000
PA
USD
2517080.40000000
0.127009315900
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
970000.00000000
PA
USD
803021.82000000
0.040519663977
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
112443.70760000
PA
USD
106367.86000000
0.005367213988
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAL6
1300000.00000000
PA
USD
1344725.07000000
0.067853458798
Long
DBT
CORP
CA
N
2
2054-03-04
Fixed
5.96800000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69381AAA9
883282.89460000
PA
USD
848845.99000000
0.042831904970
Long
ABS-MBS
CORP
US
N
2
2053-06-25
Variable
4.00000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
1800000.00000000
PA
USD
1474694.68000000
0.074411593077
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
250000.00000000
PA
USD
171201.20000000
0.008638638357
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
58607.94510000
PA
USD
58672.89000000
0.002960574330
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.97600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
73650000.00000000
PA
USD
73215579.89000000
3.694383665732
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDF9
2000000.00000000
PA
USD
2036214.40000000
0.102745306812
Long
DBT
CORP
US
N
2
2035-02-01
Variable
6.05100000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAC7
1000000.00000000
PA
USD
1000543.20000000
0.050486391837
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.43300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA5G6
1379588.29910000
PA
USD
998890.76000000
0.050403011396
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.39000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
3800000.00000000
PA
USD
3431492.72000000
0.173149631169
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HRMZ3
693947.42500000
PA
USD
646648.43000000
0.032629221824
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.37000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBN1
2158000.00000000
PA
USD
2220440.91000000
0.112041189060
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTNB1
744619.35200000
PA
USD
670586.97000000
0.033837136196
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.07000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBR1
9400000.00000000
PA
USD
4628954.80000000
0.233572349330
Long
DBT
USGA
US
N
2
2038-06-15
None
0.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
5450000.00000000
PA
USD
5052683.45000000
0.254953265873
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
GRAND PARKWAY TRANSPRTN CORP T
N/A
Grand Parkway Transportation Corp. Revenue Bonds
38611TCQ8
1500000.00000000
PA
USD
1120157.70000000
0.056522017801
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.30600000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
2900000.00000000
PA
USD
2770992.05000000
0.139821439409
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
3759977.63800000
PA
USD
3519189.91000000
0.177574742147
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAA1
1000000.00000000
PA
USD
1000546.50000000
0.050486558352
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.12900000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties Limited Partnership / VICI Note Company, Inc.
92564RAE5
1000000.00000000
PA
USD
909306.20000000
0.045882665649
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V206
1596.00000000
NS
USD
10884.72000000
0.000549231896
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
3490000.00000000
PA
USD
3437650.00000000
0.173460321253
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.54000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAX6
850000.00000000
PA
USD
823799.23000000
0.041568070945
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
73800000.00000000
PA
USD
75437437.50000000
3.806496340033
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
1544588.27350000
PA
USD
38940.61000000
0.001964903559
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.37500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
2218593.75040000
PA
USD
1900081.12000000
0.095876160017
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
4009395.00000000
PA
USD
3894731.07000000
0.196524166974
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
1093000.00000000
PA
USD
955454.42000000
0.048211257875
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
2467910.03400000
PA
USD
2322836.90000000
0.117207986529
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
70000000.00000000
OU
Notional Amount
USD
-589150.10000000
-0.02972791459
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-02-06
450.75000000
USD
0.00000000
USD
70000000.00000000
USD
-589600.85000000
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
700000.00000000
PA
USD
700130.85000000
0.035327890320
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
1650000.00000000
NS
USD
1654506.15000000
0.083484696899
Long
EP
CORP
US
N
2
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
1500000.00000000
PA
USD
1442798.25000000
0.072802131674
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.74000000
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
2584629.39000000
0.130417769206
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
1650000.00000000
PA
USD
1384678.37000000
0.069869461665
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LCET4
2630753.97000000
PA
USD
1971922.70000000
0.099501213046
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.78000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
2392397.92780000
PA
USD
37266.14000000
0.001880411506
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.77800000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
823360.00000000
PA
USD
710833.92000000
0.035867956342
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69703FAC5
1500000.00000000
PA
USD
1500056.85000000
0.075691342370
Long
ABS-O
CORP
KY
N
2
2032-01-25
Floating
7.65000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAA0
828100.00000000
PA
USD
723250.37000000
0.036494477776
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
2209999.99800000
PA
USD
2038129.65000000
0.102841948379
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43732VAC0
480719.73400000
PA
USD
437369.34000000
0.022069211881
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.40200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3993687.60000000
0.201517412791
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.02100000
N
N
N
N
N
N
SMITHSONIAN INSTITUTION
549300ZJ87IUCDSX4306
Smithsonian Institution
832432AC2
4000000.00000000
PA
USD
2891129.80000000
0.145883468036
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
2.69500000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
95000000.00000000
OU
Notional Amount
USD
288428.55000000
0.014553811162
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-10-16
412.28000000
USD
0.00000000
USD
95000000.00000000
USD
288016.27000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
1450000.00000000
PA
USD
976952.45000000
0.049296026595
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
600000.00000000
PA
USD
437552.94000000
0.022078476150
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAC7
700000.00000000
PA
USD
724154.90000000
0.036540119439
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
5076000.00000000
PA
USD
4858642.13000000
0.245162138300
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680CA9
2000000.00000000
PA
USD
1474906.08000000
0.074422260106
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AP4
1697000.00000000
PA
USD
1513272.51000000
0.076358191127
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
296000.00000000
PA
USD
292295.06000000
0.014748911322
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAD9
701000.00000000
PA
USD
777916.85000000
0.039252892734
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
UNITED RENTALS INC
NGIZXNT70J2LYT3FBI09
United Rentals, Inc.
N/A
1500000.00000000
PA
USD
1502820.00000000
0.075830768108
Long
LON
CORP
US
N
2
2031-02-14
Variable
7.08000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRD3
475000.00000000
PA
USD
393314.01000000
0.019846224754
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.57100000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BK3
1850000.00000000
PA
USD
1871568.61000000
0.094437447773
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.35000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168MAC7
3115804.22660000
PA
USD
2876819.24000000
0.145161371739
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
4250000.00000000
PA
USD
4235133.93000000
0.213700548936
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.19600000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
1750000.00000000
PA
USD
1732275.25000000
0.087408846556
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
1950000.00000000
PA
USD
1938237.76000000
0.097801505248
Long
DBT
CORP
US
N
2
2039-02-07
Variable
5.94200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAQ4
1400000.00000000
NS
USD
1448681.12000000
0.073098975308
Long
EP
CORP
US
N
2
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
2360000.00000000
PA
USD
1657721.65000000
0.083646947757
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
7615494.54400000
PA
USD
214949.62000000
0.010846139117
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.85500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
2500000.00000000
PA
USD
2173606.73000000
0.109677983990
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point Clo XXXI Ltd.
83615PAC1
2000000.00000000
PA
USD
1988037.80000000
0.100314364595
Long
ABS-O
CORP
KY
N
2
2034-10-25
Floating
7.23600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFJ9
4000000.00000000
PA
USD
4376425.36000000
0.220829970732
Long
DBT
CORP
US
N
2
2034-11-01
Variable
6.62700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XKXB1
7922407.02360000
PA
USD
7737110.95000000
0.390406746167
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
2068554.40280000
PA
USD
44393.87000000
0.002240069510
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36500000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAJ3
2550000.00000000
PA
USD
2553285.68000000
0.128836197491
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
7.22600000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
3-Month SOFR Futures Contracts
N/A
726.00000000
NC
USD
-279768.49000000
-0.01411683334
N/A
DIR
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
N/A
3-Month SOFR Futures Contracts
2025-06-17
173948043.49000000
USD
-279768.49000000
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
7837113.89670000
PA
USD
218637.45000000
0.011032223267
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.06600000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
2450000.00000000
PA
USD
2252989.13000000
0.113683539124
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
600000.00000000
PA
USD
429030.06000000
0.021648420297
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
6348000.00000000
PA
USD
6056122.13000000
0.305585760685
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAF8
930000.00000000
PA
USD
797587.50000000
0.040245453719
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
2400000.00000000
PA
USD
1879486.70000000
0.094836986538
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
748956AA7
3691282.96400000
PA
USD
3735037.59000000
0.188466196458
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
6.80800000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
224624.18610000
PA
USD
179050.70000000
0.009034716141
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.92900000
N
N
N
N
N
N
Cerberus
6354009FMFQEKUGULT95
Cerberus Loan Funding XXXVIII, LP
15674XAA8
1000000.00000000
PA
USD
1010390.40000000
0.050983271530
Long
ABS-O
CORP
US
N
2
2034-10-15
Floating
8.06400000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
1424480.35620000
PA
USD
1420509.90000000
0.071677484211
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.87600000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group, Inc.
22160NAA7
4130000.00000000
PA
USD
3520679.13000000
0.177649886672
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
825467.16080000
PA
USD
737476.41000000
0.037212309279
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69703FAE1
1000000.00000000
PA
USD
999402.90000000
0.050428853459
Long
ABS-O
CORP
KY
N
2
2032-01-25
Floating
8.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPRK5
1347477.05000000
PA
USD
1255849.26000000
0.063368875855
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
629645.79360000
PA
USD
630698.62000000
0.031824410640
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
6.84900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLF52
16134724.59500000
PA
USD
16081426.28000000
0.811452407530
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAC7
2000000.00000000
PA
USD
1976079.60000000
0.099710965991
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
7.19000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
5800000.00000000
PA
USD
5235960.44000000
0.264201236308
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLLJ5
5349996.26450000
PA
USD
5224257.71000000
0.263610728459
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
1908393.94150000
PA
USD
1779630.40000000
0.089798339242
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
1500000.00000000
PA
USD
1549264.61000000
0.078174315872
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.31900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418EYL8
5100984.28050000
PA
USD
4976638.71000000
0.251116125667
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
5.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
1230000.00000000
PA
USD
1059169.73000000
0.053444626889
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
5550000.00000000
NS
USD
5280415.97000000
0.266444417119
Long
EP
CORP
US
N
2
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AY6
4950000.00000000
PA
USD
4816058.49000000
0.243013411153
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAJ6
1000000.00000000
PA
USD
930649.00000000
0.046959601621
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.24600000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
3342176.41800000
PA
USD
3030017.14000000
0.152891581897
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
683968.54000000
PA
USD
661340.08000000
0.033370547535
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
5236936.76550000
PA
USD
69235.45000000
0.003493550361
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.98000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRE1
500000.00000000
PA
USD
408961.20000000
0.020635766041
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.69100000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
700000.00000000
PA
USD
699256.01000000
0.035283746784
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.15800000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
1409714.30340000
PA
USD
1368386.78000000
0.069047404610
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAL9
3230000.00000000
PA
USD
3260681.41000000
0.164530666264
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
13950000.00000000
NC
USD
834.77000000
0.000042121644
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
13950000
0.10000000
USD
2024-06-20
XXXX
-62812.11000000
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
1051778.30100000
PA
USD
1051778.30000000
0.053071662852
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.44000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22534PAK9
1950000.00000000
PA
USD
1955693.22000000
0.098682289999
Long
DBT
CORP
FR
N
2
2034-03-11
Fixed
5.36500000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
1850000.00000000
PA
USD
1850704.63000000
0.093384672571
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
1204000.00000000
PA
USD
1077052.36000000
0.054346966204
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DJ5
750000.00000000
PA
USD
743351.00000000
0.037508735113
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII LP
N/A
1122367.79200000
PA
USD
1116102.87000000
0.056317415205
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
7.92600000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
1536114.58200000
PA
USD
1526322.16000000
0.077016663188
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
7.17800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DVMN2
15657869.15900000
PA
USD
15765041.48000000
0.795487952438
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAJ8
1459000.00000000
PA
USD
1373334.23000000
0.069297047903
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
7.79000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
400000.00000000
PA
USD
415694.29000000
0.020975510912
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRC5
450000.00000000
PA
USD
377326.62000000
0.019039517322
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.41100000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
1654996.14840000
PA
USD
1664125.11000000
0.083970059833
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
1250000.00000000
PA
USD
1171159.38000000
0.059095510681
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHB0
22000000.00000000
PA
USD
21563437.50000000
1.088069115845
Long
DBT
UST
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
2150000.00000000
PA
USD
1788194.09000000
0.090230454326
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQAZ9
7776486.11400000
PA
USD
7593870.74000000
0.383178990915
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
7340000.00000000
PA
USD
6431308.15000000
0.324517265510
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
1380126.21950000
PA
USD
1218896.98000000
0.061504301405
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
2600000.00000000
PA
USD
1662895.96000000
0.083908038175
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLP28
5331046.82500000
PA
USD
5249323.58000000
0.264875526755
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4000000.00000000
PA
USD
4021114.80000000
0.202901361397
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.19600000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
2000000.00000000
PA
USD
1999450.20000000
0.100890222687
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.42800000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
630000.00000000
PA
USD
454081.53000000
0.022912491984
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
494550AT3
725000.00000000
PA
USD
735629.35000000
0.037119108511
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
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
2574311.51000000
0.129897139479
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAL3
1000000.00000000
PA
USD
1007140.77000000
0.050819298506
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAW0
1400000.00000000
PA
USD
1226278.17000000
0.061876748742
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
2.47000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWKF9
1620737.81450000
PA
USD
1581160.73000000
0.079783761633
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
2142000.00000000
PA
USD
1726030.90000000
0.087093763009
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAA3
3750000.00000000
PA
USD
3786337.50000000
0.191054737720
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
7.79400000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd.
38138JAU7
2000000.00000000
PA
USD
2000000.00000000
0.100917965036
Long
ABS-O
CORP
KY
N
2
2037-04-20
None
0.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BL5
1000000.00000000
PA
USD
998990.36000000
0.050408037111
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
1000000.00000000
PA
1079097.01000000
0.054450137163
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
6.05000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
688684.04160000
PA
USD
612949.46000000
0.030928806086
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834PB8
4600000.00000000
PA
USD
1769112.76000000
0.089267629829
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
2128000.00000000
PA
USD
1621399.77000000
0.081814182649
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
1350000.00000000
PA
USD
1285797.65000000
0.064880041143
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
396626.66000000
0.020013377703
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBV3
5500000.00000000
PA
USD
5462168.80000000
0.275615479990
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
5.51900000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
6174545.36990000
PA
USD
138340.07000000
0.006980499173
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.47700000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
2250000.00000000
PA
USD
1835826.77000000
0.092633950893
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc.
410867AG0
480000.00000000
PA
USD
402254.56000000
0.020297355810
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PG0
4900000.00000000
PA
USD
4850932.23000000
0.244773104590
Long
DBT
CORP
US
N
2
2035-02-13
Variable
5.82700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
445508.60920000
PA
USD
431371.86000000
0.021766585142
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.84600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
250000.00000000
PA
USD
212820.01000000
0.010738681164
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
5036000.00000000
PA
USD
4901056.20000000
0.247302309116
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
250000.00000000
PA
USD
238894.75000000
0.012054386013
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHN7
1600000.00000000
PA
USD
1660809.76000000
0.083802770645
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
6.66000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
4040000.00000000
PA
USD
3682020.04000000
0.185790984830
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBU8
2800000.00000000
PA
USD
1969234.54000000
0.099365571228
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAJ5
773000.00000000
PA
USD
732468.21000000
0.036959600603
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
8.04100000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
1487217.88060000
PA
USD
263924.51000000
0.013317362236
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.88400000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
1372000.00000000
PA
USD
1076875.12000000
0.054338022854
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
MED CENTER MS EDUCTNL BLDG COR
N/A
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
1000000.00000000
PA
USD
766780.50000000
0.038690963844
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
2145463.85460000
PA
USD
1871259.20000000
0.094421835259
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNG88
609294.71640000
PA
USD
555621.57000000
0.028036099087
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2024-NQM3
10569LAB1
1700000.00000000
PA
USD
1698447.90000000
0.085701952894
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.39400000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
1750000.00000000
PA
USD
1335882.89000000
0.067407291392
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
2000000.00000000
PA
USD
1902263.80000000
0.095986295829
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.49100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDC72
1154494.86200000
PA
USD
848243.23000000
0.042801490313
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA4W2
1990003.61200000
PA
USD
1425104.71000000
0.071909333648
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.32000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
23900000.00000000
OU
Notional Amount
USD
811493.67000000
0.040947144908
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2030-11-02
417.05000000
USD
0.00000000
USD
23900000.00000000
USD
811076.62000000
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
622890.00000000
NS
USD
62.29000000
0.000003143090
Long
EC
CORP
US
N
3
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAC6
1000000.00000000
PA
USD
1000000.00000000
0.050458982518
Long
ABS-O
CORP
KY
N
2
2037-04-25
None
0.00000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29365BAA1
3700000.00000000
PA
USD
3545916.83000000
0.178923355336
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAG5
1965940.29850000
PA
USD
1938908.62000000
0.097835356161
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.84000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
3450000.00000000
PA
USD
3400406.25000000
0.171581039523
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.44000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAC6
2000000.00000000
PA
USD
2001202.80000000
0.100978657100
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.82900000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
2060000.00000000
PA
USD
1611742.60000000
0.081326891677
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
1071289.38350000
PA
USD
1061219.91000000
0.053548076886
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464RAC7
284611.46060000
PA
USD
266461.73000000
0.013445387775
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.77400000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF
48275RAG2
1000000.00000000
PA
USD
930544.60000000
0.046954333703
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
7.44000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
26000000.00000000
OU
Notional Amount
USD
555444.24000000
0.028027151196
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
Y
2030-11-08
429.97000000
USD
0.00000000
USD
26000000.00000000
USD
555014.27000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89182FAA7
1988176.60530000
PA
USD
2024808.96000000
0.102169799915
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.29400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
358000.00000000
PA
USD
266220.55000000
0.013433218078
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
2223377.99840000
PA
USD
2008556.11000000
0.101349697641
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
3205834.32560000
PA
USD
64056.42000000
0.003232221776
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.40000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAB5
2428000.00000000
PA
USD
1972206.37000000
0.099515526746
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
1190000.00000000
PA
USD
0.01000000
0.000000000504
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DH9
4900000.00000000
PA
USD
4867878.25000000
0.245628183517
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
5.12500000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2024-SFR1 Trust
89616UAB8
1000000.00000000
PA
USD
961668.30000000
0.048524803938
Long
ABS-O
CORP
US
N
2
2029-04-17
Fixed
4.75000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
1005681.31700000
PA
USD
1004424.22000000
0.050682224157
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.69000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
2156000.00000000
PA
USD
2112898.97000000
0.106614732190
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
5492500.00000000
PA
USD
5649146.10000000
0.285050164302
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.73000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAP1
1750000.00000000
PA
USD
1427231.58000000
0.072016653344
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT Mortgage Loan Trust
19688RAA7
3002333.14050000
PA
USD
3058689.04000000
0.154338336798
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.18000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
1160000.00000000
PA
USD
1013948.69000000
0.051162819223
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
1959586.90000000
PA
USD
1880574.20000000
0.094891860682
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KN4E0
1943059.34000000
PA
USD
1818556.34000000
0.091762502568
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
3150000.00000000
PA
USD
2744277.61000000
0.138473455948
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAQ4
750000.00000000
PA
USD
766779.75000000
0.038690926000
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EJKT5
3300000.00000000
PA
USD
2817903.00000000
0.142188518215
Long
DBT
USGSE
US
N
2
2040-06-11
Fixed
3.51000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
3100000.00000000
PA
USD
2874514.06000000
0.145045054701
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.59000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAJ1
8200000.00000000
PA
USD
6647107.04000000
0.335406257928
Long
DBT
CORP
FR
N
2
2032-01-20
Variable
2.27700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
2950000.00000000
PA
USD
2509177.40000000
0.126610538561
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.09100000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
2495833.35000000
PA
USD
2261335.83000000
0.114104705113
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQVG8
4965581.32070000
PA
USD
4846125.32000000
0.244530552803
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
69210.00000000
NS
USD
6.92000000
0.000000349176
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
69210
1.00000000
USD
2025-07-24
XXXX
6.92000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
8500000.00000000
NS
USD
7171914.95000000
0.361887531084
Long
EP
CORP
US
N
2
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
2250000.00000000
PA
USD
1366554.33000000
0.068954941047
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAU6
1324829.64320000
PA
USD
902944.96000000
0.045561683951
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.98000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
1150000.00000000
PA
USD
945344.45000000
0.047701119076
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
28473051.70940000
PA
USD
330771.44000000
0.016690390308
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.40100000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAG6
2000000.00000000
PA
USD
1862372.80000000
0.093973436557
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
7.59100000
N
N
N
N
N
N
CONSTAR INTERNATIONAL HOLDINGS LLC
N/A
Constar International Holdings LLC
N/A
6.81800000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
GoldenTree Loan Management US
549300KUSTD1I13BZ897
Goldentree Loan Management US Clo 12 Ltd.
38138FAG6
1000000.00000000
PA
USD
998471.60000000
0.050381861009
Long
ABS-O
CORP
JE
N
2
2034-04-20
Floating
7.26800000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
16152249.30000000
PA
USD
15752036.46000000
0.794831732361
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
3570000.00000000
PA
USD
3170202.73000000
0.159965204132
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
3660000.00000000
PA
USD
3224573.68000000
0.162708706947
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRF8
700000.00000000
PA
USD
564566.10000000
0.028487430970
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
2.78100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
18693351.60420000
PA
USD
519908.84000000
0.026234071068
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.65900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LA3W3
1657020.91000000
PA
USD
1179292.14000000
0.059505881476
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.27000000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America, Inc.
03740MAD2
1900000.00000000
PA
USD
1921931.32000000
0.096978698877
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
19783132.90020000
PA
USD
525477.60000000
0.026515065032
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.61800000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GY3
14000000.00000000
PA
USD
4035862.32000000
0.203645506250
Long
DBT
UST
US
N
2
2054-02-15
None
0.00000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS III ISSUER (A)
N/A
Dyal Capital Partners III (A) LP
N/A
980000.00000000
PA
USD
973710.17000000
0.049132424445
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAM4
1250000.00000000
PA
USD
1252935.00000000
0.063221825261
Long
ABS-O
CORP
US
N
2
2049-03-25
Fixed
5.90000000
N
N
N
N
N
N
LIBERTY UTILITIES CO
549300UN1FEYPC5BKW09
Liberty Utilities Co.
531542AA6
1400000.00000000
PA
USD
1407553.21000000
0.071023702816
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.57700000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAB2
1366000.00000000
PA
USD
1279719.07000000
0.064573322181
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
1300000.00000000
PA
USD
1089017.83000000
0.054950731646
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
700000.00000000
PA
USD
70.00000000
0.000003532128
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
AFN ABSPROP001 Llc
N/A
AFN ABSPROP001 LLC
00110XAA2
1575469.04910000
PA
USD
1329653.02000000
0.067092938491
Long
ABS-O
CORP
US
N
2
2051-05-20
Fixed
2.21000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951ACY2
5989000.00000000
PA
USD
5926845.32000000
0.299062584390
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.24300000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
2.85160000
PA
USD
2.85000000
0.000000143808
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.60400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767FBB6
5673426.79520000
PA
USD
149367.71000000
0.007536942667
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.43600000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
1637000.00000000
PA
USD
1375371.60000000
0.069399851520
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DVMJ1
7642155.51250000
PA
USD
7152535.29000000
0.360909653159
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.00000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
3620000.00000000
PA
USD
2540459.60000000
0.128189006544
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
975000.00000000
PA
USD
821372.49000000
0.041445620113
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3Q2
850000.00000000
PA
USD
855520.23000000
0.043168680329
Long
DBT
CORP
US
N
2
2029-01-09
Fixed
5.58300000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
7250000.00000000
PA
USD
6551924.33000000
0.330603435228
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPH91
3156813.33680000
PA
USD
2941557.56000000
0.148428001496
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
1280000.00000000
PA
USD
894482.56000000
0.045134679857
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPYZ5
3031288.72540000
PA
USD
2823994.14000000
0.142495870941
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
416666.64710000
PA
USD
422891.73000000
0.021338686411
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
1500000.00000000
PA
USD
1502798.10000000
0.075829663056
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.06400000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JAY0
1000000.00000000
PA
USD
1002595.40000000
0.050589943761
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.12600000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
77975.00000000
NS
USD
15.60000000
0.000000787160
Long
EP
CORP
US
N
2
N
N
N
2024-04-30
Guggenheim Funds Trust
James Howley
James Howley
CFO