0001752724-24-128998.txt : 20240530
0001752724-24-128998.hdr.sgml : 20240530
20240530160937
ACCESSION NUMBER: 0001752724-24-128998
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: 241005411
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043989
Guggenheim Macro Opportunities Fund
C000136521
A-Class
GIOAX
C000136522
C-Class
GIOCX
C000136523
Institutional Class
GIOIX
C000152104
R6
GIOSX
C000155969
P
GIOPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043989
C000136521
C000136522
C000136523
C000155969
C000152104
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Macro Opportunities Fund
S000043989
5493008Z4PZUFJR0MW94
2024-09-30
2024-03-31
N
6733201508.14
185119509.71
6548081998.43
0.00000000
534385.23000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12219165.00000000
0.00000000
0.00000000
0.00000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Lehman XS Trust
N/A
Lehman XS Trust Series
52522GAC8
3478831.72910000
PA
USD
3265924.79000000
0.049876052113
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.80400000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
14788000.00000000
PA
USD
13596076.55000000
0.207634488286
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
417562.50000000
PA
USD
385201.41000000
0.005882660145
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.68000000
N
N
N
N
N
N
BOLUDA CORPORACION MARITIMA SL
N/A
Boluda Towage S.L.
N/A
7215385.00000000
PA
7768216.78000000
0.118633468271
Long
LON
CORP
ES
N
2
2030-01-22
Variable
3.74000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
31350000.00000000
PA
USD
27889679.48000000
0.425921353561
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
6460000.00000000
PA
USD
5887586.51000000
0.089913145733
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global, LP
18060TAA3
2476000.00000000
PA
USD
2478203.64000000
0.037846252392
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
5650.00000000
NS
USD
146278.50000000
0.002233913687
Long
EP
CORP
US
N
2
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
-262052.80000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
2
2027-06-16
Variable
1.00000000
N
N
N
N
N
N
Project Silver
N/A
Project Silver
827304AA4
5248184.36880000
PA
USD
4618559.69000000
0.070533015486
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.96700000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
12179999.98900000
PA
USD
0.12000000
0.000000001832
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAB6
967442.68390000
PA
USD
897303.09000000
0.013703296480
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Thermasys Corp.
N/A
283400.80000000
PA
USD
283400.80000000
0.004327997115
Long
LON
CORP
US
N
3
2027-11-10
Variable
10.58000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAG5
3400000.00000000
PA
USD
3347354.74000000
0.051119621605
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
7.91700000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
23417500.09670000
PA
USD
5488211.97000000
0.083814038543
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.60400000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334BS2
9871467.99940000
PA
USD
4803990.37000000
0.073364847464
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.04400000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
Caesars Entertainment, Inc.
N/A
9350000.00000000
PA
USD
9350000.00000000
0.142789904009
Long
LON
CORP
US
N
2
2031-01-24
Variable
8.04000000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
30519431.27550000
PA
USD
27219670.37000000
0.415689210619
Long
LON
CORP
US
N
2
2028-01-17
Variable
9.91000000
N
N
N
N
N
N
WELLS FARGO BANK OT NATIONAL A
549300HWFOZXPKGOX654
District of Columbia Revenue Bonds
94985XAF6
9950000.00000000
PA
USD
10429097.38000000
0.159269498801
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
6.73400000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
13550000.00000000
PA
USD
12873375.33000000
0.196597650015
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DK8
2850000.00000000
PA
USD
2231710.74000000
0.034081899715
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
CHAMPIONS FINANCING INC
N/A
Crash Champions Inc.
N/A
11850000.00000000
PA
USD
11879625.00000000
0.181421445285
Long
LON
CORP
US
N
2
2029-02-06
Variable
10.07000000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
7221590.68360000
PA
USD
6377949.29000000
0.097401793250
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251MAD6
9722053.59830000
PA
USD
2876481.50000000
0.043928611472
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.76400000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
164200000.00000000
NC
USD
9825.73000000
0.000150055084
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
164200000
0.10000000
USD
2024-06-20
XXXX
-716759.27000000
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
3650000.00000000
PA
USD
3348805.29000000
0.051141773893
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AF2
12300000.00000000
PA
USD
12233411.86000000
0.186824353496
Long
DBT
CORP
CA
N
2
2026-06-15
Variable
5.36500000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBG8
35000000.00000000
PA
USD
34736558.50000000
0.530484476344
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
8.37600000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
3000000.00000000
PA
USD
2954853.03000000
0.045125473851
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
13850000.00000000
NS
USD
12983578.63000000
0.198280635965
Long
EP
CORP
US
N
2
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAQ1
11500000.00000000
PA
USD
11395310.90000000
0.174025171076
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
8.27100000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
14028588.83000000
PA
USD
13032271.44000000
0.199024255394
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670843AC5
6130603.41230000
PA
USD
6146972.12000000
0.093874391332
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.80000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAJ2
8350000.00000000
PA
USD
7726886.26000000
0.118002283139
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.54000000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
6171539.20410000
PA
USD
5752635.49000000
0.087852221328
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.63400000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
787500.00000000
PA
574965.07000000
0.008780663866
Long
LON
CORP
DE
N
2
2027-09-28
Variable
9.36000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
13250000.00000000
PA
USD
12619865.78000000
0.192726141533
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
PEER HOLDING III BV
N/A
Peer Holding III BV
N/A
3500000.00000000
PA
USD
3504375.00000000
0.053517579664
Long
LON
CORP
NL
N
2
2030-10-18
Variable
8.56000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30327MAG9
6950000.00000000
PA
USD
6823800.51000000
0.104210675914
Long
ABS-O
CORP
US
N
2
2037-06-19
Floating
9.24800000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
294648.70000000
NS
USD
290612.90000000
0.004438137764
Long
EP
CORP
US
N
3
N
N
N
FIRSTDIGITAL COMMUNICATIONS LLC
N/A
FirstDigital Communications LLC
N/A
10497250.00000000
PA
USD
10219756.25000000
0.156072514859
Long
LON
CORP
US
N
3
2026-12-17
Variable
9.69000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAE6
23409171.74120000
PA
USD
8745514.40000000
0.133558413014
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.80400000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
8880500.00000000
PA
USD
8876770.19000000
0.135562905170
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.57000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAQ9
6500000.00000000
PA
USD
4720307.80000000
0.072086876754
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
7833000.00000000
PA
USD
7341896.75000000
0.112122859056
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
11595060.64720000
PA
USD
343561.65000000
0.005246752409
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
6014450.79940000
PA
USD
5961270.06000000
0.091038414934
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.93000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
542514RL0
3631937.73560000
PA
USD
2978392.33000000
0.045484957743
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.82400000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAG6
3875000.00000000
PA
USD
3966670.88000000
0.060577599378
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750SAF9
18597576.55180000
PA
USD
7918187.88000000
0.120923774044
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.66400000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641598S8
4650000.00000000
PA
USD
4841584.65000000
0.073938974056
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
-2860000.00000000
PA
USD
-2.86000000
-0.00000004367
Short
LON
CORP
US
N
3
2024-05-16
Variable
9.00000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
514782.38850000
PA
USD
480436.11000000
0.007337050912
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.85000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
12900000.00000000
PA
13920351.45000000
0.212586700248
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
6.05000000
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
4500000.00000000
PA
USD
4434820.20000000
0.067727010765
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
446108.22800000
PA
USD
387186.49000000
0.005912975587
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
4.11500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
82100000.00000000
NC
USD
4912.86000000
0.000075027466
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
82100000
0.10000000
USD
2024-06-20
XXXX
-380957.14000000
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
338554.56000000
PA
USD
312884.54000000
0.004778262399
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.98400000
N
N
N
N
N
N
IRIS DEBTCO LTD
N/A
IRIS Software Group
N/A
5700000.00000000
PA
7173938.23000000
0.109557855746
Long
LON
CORP
GB
N
2
2025-09-08
Variable
9.22000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
809915.16500000
NS
USD
19923913.06000000
0.304270976826
Long
EC
RF
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
10536000.00000000
PA
USD
10674237.80000000
0.163013196880
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
4120605.41770000
PA
USD
4085914.45000000
0.062398645144
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055HAB9
5800000.00000000
NS
USD
5815839.80000000
0.088817455270
Long
EP
CORP
US
N
2
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AP2
4575000.00000000
PA
USD
4056646.10000000
0.061951669221
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
2505000.00000000
PA
USD
2565609.25000000
0.039181080056
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
17160000.00000000
PA
USD
15267118.15000000
0.233154046538
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAB5
7443208.74670000
PA
USD
5639942.56000000
0.086131214626
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.33500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
6200000.00000000
PA
USD
5570980.24000000
0.085078046385
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
1402899.74400000
NS
USD
34609536.68000000
0.528544643886
Long
EC
RF
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAD4
6600000.00000000
PA
USD
6600000.00000000
0.100792873418
Long
ABS-O
CORP
KY
N
2
2037-04-25
None
0.00000000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
10681320.46000000
PA
USD
10393790.64000000
0.158730306714
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
ACI WORLDWIDE INC
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498AB7
1900000.00000000
PA
USD
1868114.77000000
0.028529190233
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Limited Duration Fund - R6-Class
N/A
5314783.65000000
NS
USD
128033138.13000000
1.955276952254
Long
EC
RF
US
N
1
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262430AA9
7895000.00000000
PA
USD
2148940.05000000
0.032817854915
Long
ABS-O
CORP
KY
N
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
3000000.00000000
PA
USD
2898269.10000000
0.044261344019
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AC1
4376118.40190000
PA
USD
4335132.11000000
0.066204609396
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
7592111.78830000
PA
USD
7595907.84000000
0.116002026880
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
8166680.75210000
PA
USD
7980233.96000000
0.121871319905
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
63358623.22150000
PA
USD
4009612.46000000
0.061233388051
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
8550000.00000000
PA
USD
8073013.46000000
0.123288215723
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
1885418.00000000
PA
USD
9427.09000000
0.000143967195
Long
DBT
CORP
AU
Y
3
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
61141.64280000
PA
USD
34647.13000000
0.000529118755
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.82000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBS0
5000000.00000000
PA
USD
4786432.00000000
0.073096702227
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Security Investors LLC
N/A
Guggenheim Alpha Opportunity Fund - Institutional Class
N/A
1022807.64100000
NS
USD
32627563.75000000
0.498276651969
Long
EC
RF
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
313597.89630000
PA
USD
311637.91000000
0.004759224305
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.44000000
N
N
N
N
N
N
TARA TOPCO LTD
N/A
Ardonagh Midco 3 plc
N/A
-442771.08000000
PA
USD
-6641.56000000
-0.00010142756
Short
LON
CORP
GB
N
3
2025-02-16
Variable
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGN5
21000000.00000000
PA
USD
20914687.50000000
0.319401734813
Long
DBT
UST
US
N
2
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
TCP Waterman CLO LLC
549300YFKQJL35BDIM44
TCP Waterman CLO LLC
87233GAG5
0.11000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2028-12-15
Floating
7.96600000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AV1
6975000.00000000
PA
USD
5998154.46000000
0.091601700489
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
12577510.97380000
PA
USD
12272998.11000000
0.187428900752
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
BASIC ENERGY SERVICES INC
N/A
Basic Energy Services, Inc.
N/A
1438000.00000000
PA
USD
7190.00000000
0.000109803145
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
10.75000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
22540248.68170000
PA
USD
22013279.08000000
0.336179038156
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X306
27050.00000000
NS
USD
616740.00000000
0.009418635871
Long
EP
CORP
US
N
2
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
11950000.00000000
PA
USD
11185194.98000000
0.170816354814
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
1000000.00000000
PA
USD
1000630.00000000
0.015281268625
Long
LON
CORP
CA
N
2
2031-03-14
Variable
7.83000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
5484000.00000000
PA
USD
5083515.54000000
0.077633657324
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
28970307.00000000
PA
USD
1111880.38000000
0.016980245211
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending X Ltd.
44989MAA2
9275000.00000000
PA
USD
9414125.00000000
0.143769198404
Long
DBT
CORP
BM
N
3
2029-07-02
Fixed
7.75000000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69290LAL1
1789910.67860000
PA
USD
1711982.26000000
0.026144789579
Long
ABS-O
CORP
KY
N
2
2038-04-14
Floating
8.44000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
1887897.40090000
PA
USD
1577181.21000000
0.024086155463
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.92400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
30674403.89430000
PA
USD
7063667.99000000
0.107873847512
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.62400000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AL8
3600000.00000000
PA
USD
3845125.66000000
0.058721403625
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
22620000.00000000
PA
USD
20860856.40000000
0.318579645230
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
N/A
-1600000.08000000
PA
USD
-17496.35000000
-0.00026719808
Short
LON
CORP
US
N
3
2028-10-19
Variable
0.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AH2
4117000.00000000
PA
USD
3734158.52000000
0.057026752580
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
3550000.00000000
PA
2498911.39000000
0.038162493850
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
HSI Asset Securitization Corpo
N/A
HSI Asset Securitization Corporation Trust
40430FAD4
5608369.20460000
PA
USD
3905694.67000000
0.059646392194
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.63400000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
22634000.00000000
PA
USD
21274119.86000000
0.324890859111
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
27495978.73230000
PA
USD
23650352.65000000
0.361179848628
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
7250000.00000000
PA
USD
7217945.58000000
0.110229920482
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
8579178.06950000
PA
USD
8467852.94000000
0.129318065076
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
8315000.00000000
PA
USD
8300985.07000000
0.126769717788
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
N/A
KKR Core Holding Company LLC
N/A
23487081.84000000
PA
USD
20877074.23000000
0.318827318213
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
18700000.00000000
NS
USD
15778212.89000000
0.240959305240
Long
EP
CORP
US
N
2
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
SPDR S&P 500 ETF Trust
N/A
-125000.00000000
NC
USD
12500.00000000
0.000190895593
N/A
DE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
SPDR S&P 500 ETF Trust
N/A
Y
SPDR S&P 500 ETF Trust-Tenor Quarterly
2024-07-01
0.00000000
USD
0.00000000
USD
-65383750.00000000
USD
12500.00000000
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
2981160.00000000
PA
USD
2532495.42000000
0.038675377318
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
9000000.00000000
PA
USD
9001106.10000000
0.137461719357
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.07600000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
22620000.01100000
PA
USD
20860856.41000000
0.318579645383
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300H67V5FL4RU1Z53
Goldentree Loan Management US CLO 4 Ltd.
38137YAW1
2000000.00000000
PA
USD
1991117.60000000
0.030407646093
Long
ABS-O
CORP
KY
N
2
2031-04-24
Floating
8.73000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co, Inc.
N/A
8550000.00000000
PA
9214959.00000000
0.140727605460
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
DHANANI GROUP INC
N/A
Dhanani Group, Inc.
N/A
14299090.90820000
PA
USD
14156100.00000000
0.216186968999
Long
LON
CORP
US
N
3
2027-06-10
Variable
11.43000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
3400533.42000000
PA
USD
3400533.42000000
0.051931747660
Long
LON
CORP
US
N
3
2025-04-28
Variable
9.94000000
N
N
N
N
N
N
SUNRISE FINCO I BV
213800MNFBDEQRS6HZ22
Sunrise FinCo I BV
90320BAA7
20200000.00000000
PA
USD
18028051.76000000
0.275318051367
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
31500000.00000000
PA
USD
25556769.00000000
0.390293967090
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
Cengage Learning Holdings II I
5493003VGPEJMW28UG24
Cengage Learning Holdings II, Inc.
15136X102
21660.00000000
NS
USD
259920.00000000
0.003969406614
Long
EC
CORP
US
N
2
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
2531010.06200000
PA
USD
2362141.07000000
0.036073785737
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.85000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
7750000.00000000
PA
USD
8194079.03000000
0.125137086431
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
16875000.00000000
PA
USD
12736249.31000000
0.194503509776
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
375437.28070000
PA
USD
195777.89000000
0.002989850921
Long
LON
CORP
US
N
3
2026-06-30
Variable
6.33000000
N
N
Y
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AD4
7124807.32420000
PA
USD
5825849.50000000
0.088970319879
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.65400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
73636363.00000000
PA
USD
61854.54000000
0.000944620730
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
9250000.00000000
PA
USD
8546286.83000000
0.130515879795
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
6518010.29240000
PA
USD
22682.68000000
0.000346401893
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
16359074.04600000
PA
USD
14831136.53000000
0.226495888926
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
700000.00000000
PA
USD
663250.00000000
0.010128920196
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
9094710.33970000
PA
USD
8323297.01000000
0.127110457871
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
3825291.88070000
PA
USD
3782257.35000000
0.057761300956
Long
LON
CORP
US
N
2
2026-07-24
Variable
10.19000000
N
N
N
N
N
N
PACIFIC DENTAL SERVICES LLC
N/A
Pacific Dental Services LLC
N/A
1400000.00000000
PA
USD
1397088.00000000
0.021335835445
Long
LON
CORP
US
N
2
2031-03-07
Variable
3.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
162650000.00000000
NC
USD
9732.98000000
0.000148638639
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
162650000
0.10000000
USD
2024-06-20
XXXX
-720348.52000000
N
N
N
RAINBOW FINCO SARL
N/A
Rainbow Finco SARL
N/A
7000000.00000000
PA
8625096.24000000
0.131719429324
Long
LON
CORP
LU
N
2
2029-02-01
Variable
14.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPSA7
55298978.41380000
PA
USD
55351045.72000000
0.845301658306
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Saluda Grade Alternative Mortg
N/A
Saluda Grade Alternative Mortgage Trust
79581UAB0
4906599.37080000
PA
USD
4971530.36000000
0.075923459131
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Variable
7.11500000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-631093.60960000
PA
USD
-15228.12000000
-0.00023255848
Short
LON
CORP
US
N
3
2027-03-19
Variable
1.00000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
9912500.00000000
PA
USD
10195204.50000000
0.155697569188
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.73000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
2450000.00000000
PA
USD
0.02000000
0.000000000305
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
TEAMSYSTEM SPA
N/A
TeamSystem SpA
N/A
11750000.00000000
PA
12678031.94000000
0.193614434624
Long
DBT
CORP
IT
N
2
2028-02-15
Variable
7.69200000
N
N
N
N
N
N
ARDIAN FRANCE SA
N/A
Florida Food Products LLC
N/A
8711998.33340000
PA
USD
7666558.53000000
0.117080979313
Long
LON
CORP
US
N
2
2028-10-18
Variable
10.44000000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
2759654.42300000
PA
USD
2594075.16000000
0.039615801399
Long
LON
CORP
US
N
2
2029-05-03
Variable
11.21000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
4225000.00000000
PA
5332508.74000000
0.081436193701
Long
LON
CORP
GB
N
3
2026-04-27
Variable
12.94000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-112105000.00000000
NC
1587868.05000000
0.024249361116
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
112105000.00000000
EUR
122610841.60000000
USD
2024-04-15
1587868.05000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-1900000.00000000
NC
4254.98000000
0.000064980554
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
1900000.00000000
CAD
1407755.70000000
USD
2024-04-15
4254.98000000
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Holdings IV Ltd.
N/A
6400000.00000000
PA
6837116.96000000
0.104414040044
Long
LON
CORP
GB
N
2
2028-12-15
Variable
8.33000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
3100000.00000000
PA
USD
2735767.36000000
0.041779674730
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
238300.00000000
NS
USD
7149.00000000
0.000109177007
Long
EP
CORP
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
7250000.00000000
PA
USD
6204884.23000000
0.094758804662
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBE8
3300000.00000000
PA
USD
3300616.87000000
0.050405857330
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20300000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
6335000.00000000
PA
USD
2501812.06000000
0.038206791860
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485KAL9
11900000.00000000
PA
USD
10891954.57000000
0.166338090644
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
8.06900000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
7150000.00000000
PA
USD
6762462.14000000
0.103273937950
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
TARA TOPCO LTD
N/A
Ardonagh Midco 3 plc
N/A
4807228.92000000
PA
USD
4735120.49000000
0.072313090934
Long
LON
CORP
GB
N
3
2031-02-16
Variable
10.04000000
N
N
N
N
N
N
MB2 Dental Solutions, LLC
N/A
MB2 Dental Solutions, LLC
N/A
-1010000.00000000
PA
USD
-126250.00000000
-0.00192804549
Short
LON
CORP
US
N
3
2031-01-29
Variable
0.50000000
N
N
N
N
N
N
West CLO Ltd
254900Y23DE747A9HN36
West CLO Ltd.
95168RAC2
5300000.00000000
PA
USD
530.00000000
0.000008093973
Long
ABS-O
CORP
KY
N
2
2025-11-07
None
0.00000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AT8
2000000.00000000
PA
USD
1954111.46000000
0.029842501368
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
3206929.80660000
PA
USD
3176528.11000000
0.048510817530
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
4.67800000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
6300000.00000000
PA
USD
6243206.76000000
0.095344052830
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
16200000.00000000
PA
USD
16240500.00000000
0.248019191022
Long
LON
CORP
US
N
2
2031-02-22
Variable
9.33000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
6146447.37000000
PA
USD
5379309.27000000
0.082150914898
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.44000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813AA0
7025000.00000000
PA
USD
6229940.01000000
0.095141447701
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.87500000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAJ0
8204525.12150000
PA
USD
8137863.35000000
0.124278580383
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
7.93600000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAF5
15975000.00000000
PA
USD
16175115.63000000
0.247020663972
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.50000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
20000000.00000000
PA
USD
20.00000000
0.000000305432
Long
LON
CORP
US
N
3
2024-05-16
Variable
9.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
01883LAF0
3475000.00000000
PA
USD
3509816.03000000
0.053600673156
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAA6
9650000.00000000
PA
USD
8928123.07000000
0.136347148251
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
OPTIMA BIDCO JERSEY LTD
N/A
EG Finco Ltd.
N/A
565657.49000000
PA
692516.53000000
0.010575868325
Long
LON
CORP
GB
N
2
2028-02-07
Variable
11.72000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
376.68000000
0.000005752524
Long
EC
CORP
US
N
3
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAD3
7349791.01680000
PA
USD
7355368.77000000
0.112328598996
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
N/A
Worldpay
N/A
3000000.00000000
PA
USD
3008130.00000000
0.045939100956
Long
LON
CORP
US
N
2
2031-01-31
Variable
8.31000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
1.28000000
0.000000019547
Long
EC
CORP
US
N
3
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAJ3
1600000.00000000
PA
USD
1509770.08000000
0.023056676449
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
8.19000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAE4
31001433.34870000
PA
USD
9011459.44000000
0.137619831916
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.68400000
N
N
N
N
N
N
ATLAS MARA LTD
N/A
Atlas Mara Ltd.
N/A
1299836.36160000
PA
USD
118578.87000000
0.001810894702
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd.
Atlas Mara Ltd.
USD
XXXX
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAB4
8650000.00000000
PA
USD
7727759.49000000
0.118015618800
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
Federated Hermes US Treasury C
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
126805399.65000000
NS
USD
126805399.65000000
1.936527362980
Long
STIV
RF
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
20000000.00000000
NS
USD
17083076.80000000
0.260886726893
Long
EP
CORP
US
N
2
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
6950000.00000000
PA
USD
6833823.80000000
0.104363748066
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAJ3
5500000.00000000
PA
USD
5284129.40000000
0.080697361475
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
8.44100000
N
N
N
N
N
N
TRINITY INDUSTRIES INC
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AH2
2577000.00000000
PA
USD
2551583.56000000
0.038966884663
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.55000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
12852328.18000000
PA
USD
4387993.05000000
0.067011883037
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.59400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
9760000.00000000
PA
USD
8876624.35000000
0.135560677953
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class B
N/A
43738.21000000
NS
USD
4.37000000
0.000000066737
Long
EC
CORP
US
N
3
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
13100000.00000000
NS
USD
12559576.53000000
0.191805425359
Long
EP
CORP
US
N
2
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
11525000.00000000
PA
USD
10272977.02000000
0.156885283697
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
681499.60860000
PA
USD
677983.22000000
0.010353920738
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.18000000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAE9
12750000.00000000
PA
USD
12792681.90000000
0.195365328397
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
9.71400000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
13000000.00000000
PA
USD
13032500.00000000
0.199027745882
Long
LON
CORP
US
N
2
2028-10-30
Variable
9.57000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
9333000.00000000
PA
USD
8315718.96000000
0.126994728563
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAT5
151513796.91650000
PA
USD
8554120.49000000
0.130635512689
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
0.70000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
15099674.87370000
PA
USD
15118549.47000000
0.230885158029
Long
LON
CORP
US
N
2
2027-10-27
Variable
10.32000000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
Team.Blue Finco SARL
N/A
4026144.00000000
PA
4185573.74000000
0.063920606690
Long
LON
CORP
LU
N
2
2028-03-30
Variable
7.04000000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
1260422.84250000
PA
USD
1260422.84000000
0.019248733297
Long
LON
CORP
US
N
3
2028-06-16
Variable
7.36000000
N
N
Y
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite XXIX Ltd.
55955KAG9
8800000.00000000
PA
USD
8744912.88000000
0.133549226813
Long
ABS-O
CORP
KY
N
2
2034-01-15
Floating
8.17600000
N
N
N
N
N
N
MULTIPLAN CORP
N/A
Polaris Newco LLC
N/A
-3875159.09320000
PA
USD
-211690.64000000
-0.00323286483
Short
LON
CORP
US
N
3
2026-06-04
Variable
0.96962000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AN1
4150000.00000000
PA
USD
3573157.47000000
0.054568001299
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAE6
20416458.31860000
PA
USD
10722719.83000000
0.163753597352
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.59400000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
-5508364.36610000
PA
-0.08000000
-0.00000000122
Short
LON
CORP
US
N
3
2024-10-28
Variable
1.57500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
6596000.00000000
PA
USD
6003722.07000000
0.091686727066
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAJ9
36500000.00000000
PA
USD
34446458.90000000
0.526054177517
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.94100000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
10200000.00000000
PA
USD
7228813.44000000
0.110395890609
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AK9
1797000.00000000
PA
USD
1284705.96000000
0.019619576546
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAE1
1589829.51300000
PA
USD
454528.12000000
0.006941393221
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.28400000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
3433000.00000000
PA
3722664.01000000
0.056851212475
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CD3
19794000.00000000
PA
USD
12272280.00000000
0.187417934029
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.50000000
N
N
N
N
N
N
Whitehorse Ltd
549300UT33WDDDZEYN84
WhiteHorse X Ltd.
96525XAA9
3561466.29750000
PA
USD
3561147.90000000
0.054384595380
Long
ABS-O
CORP
KY
N
2
2027-04-17
Floating
10.87800000
N
N
N
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
8372338.04500000
PA
USD
8213051.13000000
0.125426821655
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.19000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
9742590.00000000
PA
USD
9371546.38000000
0.143118952729
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
39360000.00000000
PA
USD
37550246.88000000
0.573454133424
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
SYNDIGO LLC
N/A
Syndigo LLC
N/A
22155546.53410000
PA
USD
22044768.80000000
0.336659938059
Long
LON
CORP
US
N
2
2027-12-15
Variable
9.94000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings, Inc.
04683P100
42478.00000000
NS
USD
1260194.83000000
0.019245251209
Long
EC
CORP
US
N
2
N
N
N
ASTON FINCO SARL
N/A
Aston FinCo SARL
N/A
12643962.50030000
PA
14841268.10000000
0.226650614692
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.96000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
74166NAA2
5150000.00000000
PA
USD
4661525.59000000
0.071189175564
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
1025000.00000000
NC
-1683.61000000
-0.00002571149
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1295464.70000000
USD
1025000.00000000
GBP
2024-04-15
-1683.61000000
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
3132911.27000000
PA
USD
3142717.28000000
0.047994470453
Long
LON
CORP
US
N
2
2028-05-17
Variable
9.58000000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
37538.87590000
NS
USD
185.48000000
0.000002832585
Long
EC
CORP
KY
N
3
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
13600000.00000000
PA
13490971.08000000
0.206029354599
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAB7
4895711.96340000
PA
USD
4206395.72000000
0.064238592629
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
3.43200000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus Limited Partnership / Superior General Partner, Inc.
86828LAC6
4800000.00000000
PA
USD
4437830.40000000
0.067772981478
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
AG ARTEMIS HOLDINGS LP
N/A
Osaic Holdings, Inc.
N/A
5460000.00000000
PA
USD
5478072.60000000
0.083659193658
Long
LON
CORP
US
N
2
2028-08-17
Variable
4.00000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
5250000.00000000
PA
USD
4946275.95000000
0.075537782684
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
BIP PIPECO HOLDINGS LLC
N/A
Bip PipeCo Holdings LLC
N/A
3075000.00000000
PA
USD
3076937.25000000
0.046989901023
Long
LON
CORP
US
N
2
2030-12-06
Variable
8.58000000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
1500000.00000000
PA
USD
584437.95000000
0.008925330350
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
8236701.50620000
PA
USD
8079995.13000000
0.123394837326
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.16000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
10137249.25600000
PA
USD
9389627.12000000
0.143395075416
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.70000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
800000.00000000
PA
USD
811828.80000000
0.012397963253
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
8700000.00000000
PA
USD
9377408.10000000
0.143208470850
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1770000.00000000
PA
USD
1663850.45000000
0.025409737544
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAG5
18100000.00000000
PA
USD
18000531.45000000
0.274897770894
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
9.42900000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Finance Co.
37959GAC1
11350000.00000000
PA
USD
10228890.58000000
0.156212011127
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
313148850
355705.00000000
NS
USD
8544069.67000000
0.130482020109
Long
EP
CORP
US
N
2
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
1000000.00000000
PA
1262132.25000000
0.019274838804
Long
LON
CORP
GB
N
3
2025-04-28
Variable
9.69000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAB0
7981061.60680000
PA
USD
1880639.00000000
0.028720455859
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.67400000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
1000000.00000000
PA
USD
903171.60000000
0.013792918296
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman Ltd.
55446MAA5
3273784.09920000
PA
USD
2959566.30000000
0.045197453249
Long
ABS-O
CORP
KY
N
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
ILPEA PARENT INC
N/A
ILPEA Parent, Inc.
N/A
2559794.94480000
PA
USD
2543796.23000000
0.038847959304
Long
LON
CORP
US
N
3
2028-06-22
Variable
9.94000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAC0
9000000.00000000
PA
USD
8989249.50000000
0.137280649542
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
7.32600000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384VZ9
37000000.00000000
PA
USD
36875895.84000000
0.563155682058
Long
DBT
USGSE
US
N
2
2024-04-24
None
0.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
9409000.00000000
PA
USD
8075650.61000000
0.123328489349
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CH4
7600000.00000000
PA
USD
4598000.00000000
0.070219035148
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258PAL1
8256000.00000000
PA
USD
7618722.66000000
0.116350446769
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.24600000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
66950000.00000000
NC
USD
4006.29000000
0.000061182648
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
66950000
0.10000000
USD
2024-06-20
XXXX
-301453.09000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
24550000.00000000
NS
USD
23992452.32000000
0.366404274194
Long
EP
CORP
US
N
2
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
5438586.35010000
PA
USD
5254063.11000000
0.080238199693
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAG9
7500000.00000000
PA
USD
7484755.50000000
0.114304547526
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
8.57100000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
2035499.11040000
PA
USD
1986383.05000000
0.030335341714
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.82000000
N
N
N
N
N
N
MULTIPLAN CORP
N/A
Polaris Newco LLC
N/A
14755414.50680000
PA
USD
13949361.63000000
0.213029733490
Long
LON
CORP
US
N
3
2026-06-04
Variable
8.82000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
4150000.00000000
PA
USD
4372049.90000000
0.066768404871
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAK0
2200000.00000000
PA
USD
2281496.80000000
0.034842214873
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
14506000.00000000
PA
USD
14599795.80000000
0.222962934848
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBC9
8000000.00000000
PA
USD
7992576.80000000
0.122059815407
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
7.84900000
N
N
N
N
N
N
ARTERA SERVICES LLC
N/A
Artera Services LLC
N/A
3350000.00000000
PA
USD
3360050.00000000
0.051313499140
Long
LON
CORP
US
N
2
2031-02-06
Variable
9.81000000
N
N
N
N
N
N
FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC
N/A
Foundation Building Materials Holding Company LLC
N/A
8200000.00000000
PA
USD
8228700.00000000
0.125665805681
Long
LON
CORP
US
N
2
2031-01-25
Variable
9.31000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
18797628.97070000
PA
USD
5983277.78000000
0.091374509076
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.59400000
N
N
N
N
N
N
ALBION JVCO LTD
N/A
Albion Financing 3 SARL
N/A
2300000.00000000
PA
2486372.46000000
0.037971003732
Long
LON
CORP
LU
N
2
2026-08-17
Variable
9.21000000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAW3
7950000.00000000
PA
USD
7789088.82000000
0.118952218708
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
8.13100000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
26499999.42000000
PA
USD
26499999.42000000
0.404698649564
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.96800000
N
N
Y
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
71953LAA9
1738000.00000000
PA
USD
1729919.64000000
0.026418722923
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
5500000.00000000
PA
USD
5005779.46000000
0.076446499313
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAG8
6500000.00000000
PA
USD
6106742.20000000
0.093260014176
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.09000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
CapStone Acquisition Holdings, Inc.
N/A
11682435.91580000
PA
USD
11622157.12000000
0.177489486582
Long
LON
CORP
US
N
3
2027-11-12
Variable
10.18000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
10375000.00000000
PA
USD
10069254.98000000
0.153774112517
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
5300000.00000000
PA
USD
5029495.95000000
0.076808689188
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
4550000.00000000
PA
USD
4423842.61000000
0.067559364880
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660WAB2
5974818.88450000
PA
USD
5106712.35000000
0.077987910829
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
5.63400000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAE5
21550000.00000000
PA
USD
21435752.68000000
0.327359258560
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
9.46400000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.
030981AJ3
1695000.00000000
PA
USD
1692192.57000000
0.025842568410
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
N/A
MB2 Dental Solutions, LLC
N/A
14536524.06000000
PA
USD
14506927.51000000
0.221544683061
Long
LON
CORP
US
N
3
2031-01-29
Variable
11.32000000
N
N
N
N
N
N
MITER BRAND / MIWD BORR
N/A
Miter Brands Acquisition Holdco Incorporated / MIWD Borrower LLC
60672JAA7
2950000.00000000
PA
USD
2960082.98000000
0.045205343804
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.75000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAE4
10427090.96190000
PA
USD
4255374.02000000
0.064986571961
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
6.20400000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-2650000.00000000
NC
44656.25000000
0.000681974508
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2650000.00000000
EUR
2905464.24000000
USD
2024-04-15
44656.25000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AH4
525000.00000000
PA
USD
524219.59000000
0.008005696784
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
-143169.83250000
PA
-12358.21000000
-0.00018873022
Short
LON
CORP
DE
N
3
2026-09-30
Fixed
9.50000000
N
N
N
N
N
N
TACALA INVESTMENT CORP
N/A
Tacala Investment Corp.
N/A
3000000.00000000
PA
USD
2999070.00000000
0.045800739830
Long
LON
CORP
US
N
2
2031-01-31
Variable
9.33000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
146102.44330000
PA
145030.48000000
0.002214854365
Long
LON
CORP
DE
N
2
2026-09-30
Fixed
13.48000000
N
N
Y
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
22000000.00000000
PA
USD
22180418.92000000
0.338731538873
Long
DBT
CORP
US
N
3
2025-01-09
Variable
8.32100000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAD8
17250000.00000000
PA
USD
17342867.10000000
0.264854152775
Long
ABS-O
CORP
US
N
2
2036-02-20
Floating
9.59300000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
24723266.26120000
PA
USD
23149388.08000000
0.353529294311
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
2762332.00000000
NS
USD
2724488.05000000
0.041607421083
Long
EP
CORP
US
N
3
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
20550000.00000000
NS
USD
18836132.06000000
0.287658768850
Long
EP
CORP
US
N
2
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
1450000.00000000
PA
USD
1407681.17000000
0.021497610603
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
7950000.00000000
PA
USD
6855673.76000000
0.104697432952
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
624000.00000000
PA
USD
604908.35000000
0.009237947083
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
22640000.00000000
PA
USD
20202041.03000000
0.308518449140
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BZ5
2600000.00000000
PA
USD
2665000.00000000
0.040698940554
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
10.75000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
12575000.00000000
PA
USD
9813867.01000000
0.149873917467
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-NQM5 Trust
67448NAD0
12495000.00000000
PA
USD
12494862.43000000
0.190817134437
Long
ABS-MBS
CORP
US
N
2
2028-03-25
Fixed
6.51300000
N
N
N
N
N
N
HARVEST PARTNERS LP
N/A
Packers Holdings LLC
N/A
9150059.55380000
PA
USD
5798850.24000000
0.088557996698
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.68000000
N
N
N
N
N
N
TEGRA118 WEALTH SOLUTIONS INC
N/A
Tegra118 Wealth Solutions, Inc.
N/A
5638263.80000000
PA
USD
5372194.13000000
0.082042254988
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.32000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32115BAD2
6358832.76150000
PA
USD
3159097.37000000
0.048244621413
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.72400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAC7
2449371.90820000
PA
USD
930789.00000000
0.014214681493
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.64400000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
11760000.00000000
PA
USD
10690774.57000000
0.163265740602
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
10464718.72000000
PA
USD
10118503.34000000
0.154526216110
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
N/A
BANGL LLC
N/A
10024875.00000000
PA
USD
10071891.66000000
0.153814378964
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.83000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
2750000.00000000
PA
USD
2577695.18000000
0.039365652119
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
16191992.40970000
PA
USD
4379391.52000000
0.066880523503
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.76400000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAE7
5900000.00000000
PA
USD
5832396.62000000
0.089070305188
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
8.37800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAQ4
10310000.00000000
NS
USD
10668501.69000000
0.162925597030
Long
EP
CORP
US
N
2
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
2495000.00000000
PA
USD
2555367.30000000
0.039024668606
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
9475703.32000000
PA
USD
9475703.32000000
0.144709600800
Long
LON
CORP
US
N
2
2028-06-23
Variable
10.32000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAG8
5150000.00000000
PA
USD
5085101.76000000
0.077657881517
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
8.17600000
N
N
N
N
N
N
American Money Management Corp
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd.
001747AE4
5650000.00000000
PA
USD
1128220.82000000
0.017229790651
Long
ABS-O
CORP
KY
N
2
2031-04-30
None
0.00000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
7653125.00000000
PA
USD
5001852.91000000
0.076386534426
Long
LON
CORP
LU
N
2
2028-03-27
Variable
14.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
550000.00000000
PA
USD
537970.24000000
0.008215691864
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
7200000.00000000
PA
USD
7200122.90000000
0.109957738796
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
883000.00000000
PA
USD
787536.40000000
0.012026978284
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDING INC
N/A
Qlik Technologies, Inc. - Class A
N/A
176.81000000
NS
USD
289163.91000000
0.004416009299
Long
EC
CORP
US
N
3
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
324000.00000000
NS
USD
7066440.00000000
0.107916180672
Long
EP
CORP
US
N
2
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
743.00000000
NS
USD
1135915.88000000
0.017347306894
Long
EC
CORP
US
N
3
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
939598.07810000
PA
USD
839439.08000000
0.012819617717
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
Diamond CLO 2019-1 LLC
N/A
Diamond CLO Ltd.
25257AAU8
885008.04010000
PA
USD
880775.05000000
0.013450886079
Long
ABS-O
CORP
KY
N
2
2029-04-25
Floating
8.98600000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
13250000.00000000
PA
USD
11722668.53000000
0.179024461404
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362382AG8
7172878.53680000
PA
USD
1942678.75000000
0.029667905051
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.92400000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
1685000.00000000
PA
USD
1512684.82000000
0.023101189330
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75115FAD2
3215522.75050000
PA
USD
2983704.78000000
0.045566087607
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.84400000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
6830000.00000000
PA
USD
5864261.22000000
0.089556930127
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118WA2
3182638.28820000
PA
USD
592387.01000000
0.009046725592
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
6.12400000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
16700000.00000000
PA
USD
16913142.10000000
0.258291544059
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
5252580.30510000
PA
USD
4788679.77000000
0.073131029378
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
5350000.00000000
PA
6388466.26000000
0.097562404709
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
68788.05000000
NS
USD
137885.65000000
0.002105741040
Long
EC
CORP
US
N
3
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
3000000.00000000
PA
USD
3233232.00000000
0.049376779349
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169DAC6
2907444.33240000
PA
USD
2917917.82000000
0.044561412344
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.59800000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAB4
4250000.00000000
PA
USD
3797328.68000000
0.057991464995
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
2.48200000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding Ltd.
12550YAU8
8100000.00000000
PA
USD
8039545.65000000
0.122777107127
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
8.67900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQLU8
28632831.49100000
PA
USD
28093908.06000000
0.429040260441
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
12635797.82110000
PA
USD
12524070.08000000
0.191263183371
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.93000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CS1
18050000.00000000
PA
USD
18239059.85000000
0.278540492534
Long
DBT
CORP
JP
N
2
2029-02-22
Variable
5.42200000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AJ0
2350000.00000000
PA
USD
2328857.52000000
0.035565491094
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
3888036.94200000
PA
USD
3538113.62000000
0.054032823975
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd.
67590TAC5
19435737.00000000
PA
USD
3106643.19000000
0.047443559667
Long
ABS-O
CORP
KY
N
2
2031-11-18
None
0.00000000
N
N
N
N
N
N
TENSOR LTD
N/A
Tensor Ltd.
N/A
1173803.49000000
NS
USD
117.38000000
0.000001792585
Long
EC
CORP
US
N
3
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp.
403949AK6
2689000.00000000
PA
USD
2704128.42000000
0.041296495991
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
16250000.00000000
PA
USD
13608946.00000000
0.207831025989
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
10325000.00000000
PA
USD
9341734.76000000
0.142663680177
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
CAB SELAS
N/A
CAB SELAS
N/A
4100000.00000000
PA
3998809.45000000
0.061068408290
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-111996.88730000
PA
USD
-9179.52000000
-0.00014018639
Short
LON
CORP
US
N
3
2027-03-19
Variable
0.64163000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
92926SAC0
17837581.70530000
PA
USD
6659425.67000000
0.101700401302
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.63400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
213333.14260000
PA
USD
37858.50000000
0.000578161666
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.88400000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
250000.00000000
PA
USD
199420.15000000
0.003045474232
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AE0
2225000.00000000
PA
USD
2295245.48000000
0.035052179868
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.87500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BL2
2000000.00000000
PA
1403598.17000000
0.021435256466
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAC0
3000000.00000000
PA
USD
2991248.70000000
0.045681295694
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
624000.00000000
PA
USD
429862.26000000
0.006564704902
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
21693802.78380000
PA
USD
21196464.33000000
0.323704931231
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
6916797.34720000
PA
USD
6882213.36000000
0.105102736368
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.33000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660UAE0
4707785.30370000
PA
USD
3103153.63000000
0.047390268337
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
6.02900000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.
315289AA6
5468000.00000000
PA
USD
5349578.98000000
0.081696884389
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAG6
8300000.00000000
PA
USD
8180997.92000000
0.124937316331
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
8.07900000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
36940000.00000000
PA
USD
23509277.23000000
0.359025394545
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAJ5
5750000.00000000
PA
USD
5381470.43000000
0.082183919371
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
8.34000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCL5
14265000.00000000
PA
USD
11142693.92000000
0.170167293608
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
700000.00000000
PA
USD
576200.10000000
0.008799524809
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
20672000.00000000
PA
USD
14781515.67000000
0.225738096644
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
20000000.00000000
PA
USD
19795398.00000000
0.302308340132
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
3832500.00000000
PA
USD
3174528.70000000
0.048480283245
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Marathon CLO LTD
635400LRBGQZIPTCBI09
Marathon CLO V Ltd.
56576UAC3
5500000.00000000
PA
USD
195563.50000000
0.002986576833
Long
ABS-O
CORP
KY
N
2
2027-11-21
None
0.00000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AE9
6350000.00000000
PA
USD
5617979.62000000
0.085795804349
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GesmbH
N/A
1661.00000000
NS
350552.01000000
0.005353506722
Long
EC
CORP
DE
N
2
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
11000000.00000000
PA
USD
10580520.50000000
0.161581979311
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.74000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAD2
304000.00000000
PA
USD
303993.92000000
0.004642487984
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
MATTERHORN BUYER LLC
N/A
Hearthside Group Holdings LLC
N/A
4923437.17380000
PA
USD
3560285.12000000
0.054371419308
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.60000000
N
N
N
N
N
N
LoanCore 2022-CRE7 Issuer Ltd.
N/A
LoanCore Issuer Ltd.
53946PAJ9
6400000.00000000
PA
USD
6072013.44000000
0.092729648795
Long
ABS-O
CORP
KY
N
2
2037-01-17
Floating
8.41900000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
2775000.00000000
PA
USD
2749182.34000000
0.041984543575
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
2540000.00000000
PA
USD
2.54000000
0.000000038789
Long
LON
CORP
US
N
3
2024-05-16
Variable
9.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
8900000.00000000
PA
USD
7780096.98000000
0.118814898497
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
15095771.21480000
PA
USD
6833251.80000000
0.104355012683
Long
LON
CORP
CA
N
2
2028-10-02
Variable
9.57000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
975000.00000000
PA
USD
928386.32000000
0.014177988611
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69379TAA2
5792179.65080000
PA
USD
5822734.56000000
0.088922749614
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
DENALI CAPITAL CLO XI LTD
254900ENG873HFQYVK56
Denali Capital CLO XI Ltd.
24823DAW6
2500000.00000000
PA
USD
2499817.00000000
0.038176324007
Long
ABS-O
CORP
KY
N
2
2028-10-20
Floating
7.72900000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
6165957.44000000
PA
USD
6051077.08000000
0.092409916086
Long
LON
CORP
US
N
3
2029-10-30
Variable
11.16000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
28200000.00000000
PA
USD
25056131.46000000
0.382648407060
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
74424.27000000
NS
USD
149183.45000000
0.002278277059
Long
EC
CORP
US
N
3
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAE0
26200000.00000000
PA
USD
25938272.48000000
0.396120153752
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
7.31700000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
5350000.00000000
PA
USD
5473451.25000000
0.083588618030
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
20500000.00000000
NS
USD
19027669.50000000
0.290583861114
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAD2
4248378.42010000
PA
USD
1470230.37000000
0.022452839936
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.64400000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AQ5
4450000.00000000
PA
USD
4558476.09000000
0.069615439927
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.25000000
N
N
N
N
N
N
PICARD HOLDCO INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
N/A
992186.27000000
PA
USD
987364.24000000
0.015078678615
Long
LON
CORP
US
N
2
2028-09-29
Variable
9.91000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-3375000.00000000
NC
8455.61000000
0.000129131095
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
3375000.00000000
CAD
2501516.10000000
USD
2024-04-15
8455.61000000
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
4900000.00000000
PA
USD
4498656.24000000
0.068701892265
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
15579487.18220000
PA
USD
13546364.10000000
0.206875297274
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.44000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
5933885.40520000
PA
USD
5553754.18000000
0.084814976069
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
12180000.00000000
PA
USD
0.12000000
0.000000001832
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
3400000.00000000
PA
USD
3288702.02000000
0.050223897941
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
4525000.00000000
PA
USD
4639224.58000000
0.070848602401
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAT7
11229375.00100000
PA
USD
11170128.82000000
0.170586269730
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023761AA7
981825.00000000
PA
USD
926405.89000000
0.014147744182
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
8134000.00000000
PA
USD
7651084.42000000
0.116844664160
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.58000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
29050000.00000000
NS
USD
28812039.83000000
0.440007315682
Long
EP
CORP
US
N
2
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
9081000.00000000
PA
USD
8699519.90000000
0.132856001224
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-54265000.00000000
NC
923565.87000000
0.014104372398
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
54265000.00000000
GBP
69418229.93000000
USD
2024-04-15
923565.87000000
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines Class AA Pass Through Trust
90931CAA6
914983.29160000
PA
USD
855870.98000000
0.013070559901
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376UAA3
2094740.12350000
PA
USD
1961290.10000000
0.029952131028
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39539KAA1
3968.42340000
PA
USD
3968.42000000
0.000060604311
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.60400000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS Ltd.
56564RAA8
1366124.71600000
PA
USD
1260266.44000000
0.019246344812
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
4550000.00000000
PA
USD
4239861.90000000
0.064749676332
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
6250000.00000000
PA
USD
6192454.56000000
0.094568983123
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
20850000.00000000
PA
26224142.70000000
0.400485862979
Long
LON
CORP
GB
N
2
2028-07-31
Variable
11.19000000
N
N
N
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore, Inc.
047649AA6
6875000.00000000
PA
USD
6096850.38000000
0.093108949788
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.25000000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864AM9
4125000.00000000
PA
USD
3884014.61000000
0.059315301960
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
GRAHAM HOLDINGS CO
529900BOSCEEEMAFQJ29
Graham Holdings Co.
384637AA2
420000.00000000
PA
USD
415960.60000000
0.006352403651
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
5855317.31640000
PA
USD
5325452.09000000
0.081328427030
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.80400000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
8150000.00000000
PA
USD
815.00000000
0.000012446392
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
9810000.00000000
PA
USD
9600109.16000000
0.146609482934
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
7700000.00000000
PA
USD
7266590.87000000
0.110972814203
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
1825000.00000000
PA
USD
1196386.63000000
0.018270794872
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
573522.00000000
NS
USD
24286.36000000
0.000370892728
Long
EC
CORP
US
N
3
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
13250000.00000000
PA
USD
8957445.20000000
0.136794945484
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
8914000.00000000
PA
USD
8278953.27000000
0.126433255905
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
9225000.00000000
PA
USD
7933627.31000000
0.121159559576
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAE8
17150000.00000000
PA
USD
17151126.76000000
0.261925961894
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
8.46900000
N
N
N
N
N
N
ADEVINTA ASA
N/A
Adevinta ASA
N/A
1545555.56020000
PA
1665541.24000000
0.025435558693
Long
LON
CORP
NO
N
2
2028-06-26
Variable
6.33000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941WAC7
9600000.00000000
PA
USD
178665.60000000
0.002728518061
Long
ABS-O
CORP
KY
N
2
2028-04-20
None
0.00000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings, LP
49461MAA8
6100000.00000000
PA
USD
5966569.82000000
0.091119351001
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
MB2 Dental Solutions, LLC
N/A
MB2 Dental Solutions, LLC
N/A
-3020053.47000000
PA
USD
-60401.01000000
-0.00092242293
Short
LON
CORP
US
N
3
2031-01-29
Variable
0.50000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
N/A
3383021.25000000
PA
USD
3390633.05000000
0.051780552699
Long
LON
CORP
US
N
2
2030-08-19
Variable
9.08000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO, Inc.
98379KAA0
14085000.00000000
PA
USD
14201440.70000000
0.216879396186
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086ABC7
5550000.00000000
PA
USD
5500098.84000000
0.083995570631
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
8.57900000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
4600000.00000000
PA
USD
4333004.04000000
0.066172110261
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
9400000.00000000
PA
USD
8662411.14000000
0.132289289322
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
11750000.00000000
PA
USD
10562250.08000000
0.161302959897
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
11550000.00000000
PA
USD
8105610.05000000
0.123786019355
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
660000.00000000
PA
USD
652499.50000000
0.009964742349
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
912001.29000000
PA
USD
912001.29000000
0.013927762209
Long
LON
CORP
US
N
3
2026-04-27
Variable
13.19000000
N
N
N
N
N
N
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares
N/A
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares
N/A
585303.94000000
NS
USD
585303.94000000
0.008938555444
Long
STIV
RF
US
N
1
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
6645000.00000000
PA
USD
6236040.78000000
0.095234616510
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AN9
11550000.00000000
PA
USD
11328711.24000000
0.173008084546
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
8.08100000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAB7
3906833.25260000
PA
USD
1116989.41000000
0.017058268516
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.68400000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
Acushnet Co.
005095AA2
1500000.00000000
PA
USD
1554409.50000000
0.023738393935
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.37500000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp.
86614RAP2
3150000.00000000
PA
USD
3274069.05000000
0.050000428381
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.25000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
20767238.44670000
PA
USD
20763850.48000000
0.317098205016
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
8.10600000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GZ4
30000000.00000000
PA
USD
29987021.70000000
0.457951224605
Long
DBT
UST
US
N
2
2024-04-04
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQWZ5
19377716.59050000
PA
USD
18926549.28000000
0.289039588761
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs Swaption Forward Volatility Index
N/A
37000000.00000000
NC
USD
-1234801.00000000
-0.01885744558
N/A
DIR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs Swaption Forward Volatility Index
N/A
Y
Goldman Sachs Swaption Forward Volatility Index-Tenor At Maturity
2025-04-11
0.00000000
USD
0.00000000
USD
52995100.00000000
USD
-1234801.00000000
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
6864930.00000000
NS
USD
686.49000000
0.000010483833
Long
EC
CORP
US
N
3
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Incorporated/Pactiv Evergreen Group Issuer LLC
76174LAA1
7943000.00000000
PA
USD
7409516.35000000
0.113155521750
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DH5
12735000.00000000
PA
USD
14978628.36000000
0.228748332161
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
20000000.00000000
PA
USD
18437964.00000000
0.281578086597
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
7897239.10000000
PA
8452551.00000000
0.129084379243
Long
LON
CORP
DE
N
2
2026-08-21
Variable
7.45000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SPDR S&P Regional Banking ETF
N/A
10673.00000000
NC
USD
1889121.00000000
0.028849989973
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
SPDR S&P Regional Banking ETF
KRE
1067300
42.00000000
USD
2024-12-20
XXXX
-1289075.87000000
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
39650000.00000000
PA
USD
34220745.33000000
0.522607159443
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
284000.00000000
NS
USD
7545880.00000000
0.115238019343
Long
EP
CORP
US
N
2
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
2648437.50000000
PA
USD
2608610.30000000
0.039837776934
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
7000000.00000000
PA
7061933.53000000
0.107847359451
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
4.75000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
9807770.44910000
PA
USD
9374851.54000000
0.143169427967
Long
ABS-O
CORP
US
N
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384VU0
51600000.00000000
PA
USD
51464550.00000000
0.785948465708
Long
DBT
USGSE
US
N
2
2024-04-19
None
0.00000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384VA4
82030000.00000000
PA
USD
82030000.00000000
1.252733243408
Long
DBT
USGSE
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
525000.00000000
PA
USD
518501.76000000
0.007918376100
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAJ1
1200000.00000000
PA
USD
1132525.56000000
0.017295531123
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
7.89100000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
6950000.00000000
PA
USD
7416039.20000000
0.113255136416
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
MI WINDOWS AND DOORS LLC
N/A
MI Windows And Doors LLC
N/A
3125000.00000000
PA
USD
3136718.75000000
0.047902863017
Long
LON
CORP
US
N
2
2031-03-20
Variable
3.50000000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
421556.43240000
PA
418463.44000000
0.006390626142
Long
LON
CORP
DE
N
3
2026-09-30
Fixed
13.40000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AF6
1450000.00000000
PA
USD
1408873.51000000
0.021515819599
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAC5
6788113.40400000
PA
USD
1940824.12000000
0.029639581796
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.86400000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
5153221.30000000
PA
USD
5152455.33000000
0.078686481495
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
8.47700000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAA4
6520000.00000000
PA
USD
4839779.70000000
0.073911409496
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.87500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
6552000.00000000
PA
USD
5493613.44000000
0.083896527888
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAD5
4231234.34290000
PA
USD
1612588.99000000
0.024626890597
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.74400000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629VAD7
4866454.24600000
PA
USD
4208022.99000000
0.064263443723
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.60680000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAM3
35498719.60360000
PA
USD
34665282.79000000
0.529395978827
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR S&P Regional Banking ETF
N/A
3495.00000000
NC
USD
618615.00000000
0.009447270210
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
SPDR S&P Regional Banking ETF
KRE
349500
42.00000000
USD
2024-12-20
XXXX
-430584.00000000
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
21951000.00000000
PA
USD
19604438.10000000
0.299392067855
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
BX Trust
N/A
BX Trust
05610DAC6
10650000.00000000
PA
USD
10769812.50000000
0.164472780007
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.66400000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
4813000.00000000
PA
USD
4684031.67000000
0.071532880485
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CAPSTONE BORROWER INC
N/A
Capstone Borrower, Inc.
N/A
374278.85000000
PA
USD
374436.05000000
0.005718255362
Long
LON
CORP
US
N
2
2030-06-17
Variable
9.05000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd.
38138JAW3
13500000.00000000
PA
USD
13500000.00000000
0.206167241082
Long
ABS-O
CORP
KY
N
2
2037-04-20
None
0.00000000
N
N
N
N
N
N
VALCOUR PACKAGING LLC
N/A
Valcour Packaging LLC
N/A
6189750.00000000
PA
USD
4673261.25000000
0.071368398427
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.19000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
18763000.00000000
PA
USD
18113519.69000000
0.276623287465
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAT3
21000000.00000000
PA
USD
21013446.30000000
0.320909944393
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
7.77600000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
850000.00000000
PA
USD
796215.83000000
0.012159527479
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
128004.00000000
NS
USD
11520.36000000
0.000175934876
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
128004
11.50000000
USD
2026-09-16
XXXX
-284882.42000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
5129427.51410000
NS
USD
50832626.66000000
0.776297955220
Long
EC
RF
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
11350000.00000000
PA
USD
10347606.59000000
0.158025000182
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
EMERSON CLIMATE TECHNOLOGIES INC
N/A
EMRLD Borrower LP
N/A
1268026.57440000
PA
USD
1266758.55000000
0.019345490027
Long
LON
CORP
US
N
2
2030-05-31
Variable
7.79000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAL8
4250000.00000000
PA
USD
3516901.35000000
0.053708877665
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
3.52300000
N
N
N
N
N
N
INSPIRED EDUCATION HOLDINGS LTD
N/A
Inspired Finco Holdings Ltd.
N/A
2643531.99000000
PA
2844848.88000000
0.043445529250
Long
LON
CORP
GB
N
2
2031-02-17
Variable
7.83000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
11760000.00000000
PA
USD
7981900.08000000
0.121896764303
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AL5
15900000.00000000
PA
USD
14210885.76000000
0.217023637813
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
AVALARA INC
N/A
Avalara, Inc.
N/A
15999999.94000000
PA
USD
15825036.42000000
0.241674377684
Long
LON
CORP
US
N
3
2028-10-19
Variable
12.56000000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V206
25190.85000000
NS
USD
171801.60000000
0.002623693473
Long
EC
CORP
US
N
1
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
7000000.00000000
PA
USD
5795002.85000000
0.088499240714
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Trust
04012XAA3
8578452.01240000
PA
USD
5452584.20000000
0.083269943798
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
5.74400000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
4547513.12400000
PA
USD
4545906.49000000
0.069423481426
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
15125000.00000000
PA
USD
14975944.18000000
0.228707340311
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
4892000.00000000
PA
USD
4095885.70000000
0.062550922559
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
OMERS ADMINISTRATION CORP
N/A
Alexander Mann
N/A
16025787.12000000
PA
USD
15565045.74000000
0.237703891669
Long
LON
CORP
GB
N
2
2027-06-29
Variable
11.41000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
10270000.00000000
PA
USD
9117981.85000000
0.139246604611
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404LAA0
7736000.00000000
PA
USD
7092815.81000000
0.108318982744
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
VERTICAL TOPCO I SA
N/A
TK Elevator Midco GmbH
N/A
4334274.80370000
PA
4450195.14000000
0.067961811429
Long
LON
CORP
DE
N
3
2027-01-29
Variable
6.58000000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
37539.00000000
NS
USD
45502.52000000
0.000694898445
Long
EC
CORP
US
N
3
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAA3
1700000.00000000
PA
USD
1793891.00000000
0.027395670983
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust
04544PAD1
7862.85440000
PA
USD
7862.85000000
0.000120078673
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.23980000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
7847808.98660000
PA
USD
7798760.18000000
0.119099916309
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.44000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAJ5
11300000.00000000
PA
USD
10090885.31000000
0.154104443292
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
8.29000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PC9
1400000.00000000
NS
USD
1455666.80000000
0.022230430229
Long
EP
CORP
US
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
20000000.00000000
PA
USD
18891690.00000000
0.288507230125
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
1670000.00000000
PA
USD
1327862.29000000
0.020278644804
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Save-A-Lot
N/A
1053727.95000000
NS
USD
7744.90000000
0.000118277382
Long
EC
CORP
US
N
3
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells LLC
N/A
12004737.63360000
PA
USD
11911700.92000000
0.181911297428
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.06000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
14669000.00000000
PA
USD
11414735.16000000
0.174321811527
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA, LP
68306MAA7
4375000.00000000
PA
USD
4506128.94000000
0.068816012705
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
13938425.69520000
PA
USD
13938425.70000000
0.212862723822
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.44000000
N
N
N
N
N
N
HERITAGE GROCERS GROUP LLC
N/A
Heritage Grocers Group LLC
N/A
1682914.57920000
PA
USD
1689225.51000000
0.025797256515
Long
LON
CORP
US
N
2
2029-08-01
Variable
12.16000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
19477000.00000000
PA
USD
17774698.51000000
0.271448929843
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92915UAQ7
16500000.00000000
PA
USD
16507951.35000000
0.252103613759
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
9.17600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKE0
360000000.00000000
PA
USD
358340623.20000000
5.472451678001
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp.
89055FAB9
5550000.00000000
PA
USD
5041644.42000000
0.076994216340
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAA2
11700000.00000000
PA
USD
832832.91000000
0.012718730617
Long
ABS-O
CORP
KY
N
2
2031-04-15
None
0.00000000
N
N
N
N
N
N
MOUNTAIN CREEK POWER LLC
N/A
Mountain Creek Power LLC
N/A
180169.00000000
NS
USD
180169.00000000
0.002751477456
Long
EC
CORP
US
N
2
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAF4
2091000.00000000
PA
USD
2144975.05000000
0.032757302833
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
N/A
Integrated Power Services Holdings, Inc.
N/A
3432953.27180000
PA
USD
3410129.56000000
0.052078296527
Long
LON
CORP
US
N
3
2028-11-22
Variable
9.95000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
5300000.00000000
PA
USD
4671527.59000000
0.071341922583
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
7027524.80550000
PA
USD
3687294.48000000
0.056311061481
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.56400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
20650000.00000000
PA
USD
20353156.25000000
0.310826227510
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.44000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
16590969.63080000
PA
USD
3888233.10000000
0.059379725252
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.67400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
25750000.00000000
NS
USD
24499227.23000000
0.374143561975
Long
EP
CORP
US
N
2
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAG8
4050000.00000000
PA
USD
4022146.94000000
0.061424810211
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
8.32600000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
2765000.00000000
PA
USD
2318225.58000000
0.035403123854
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBN1
12632000.00000000
PA
USD
12997502.12000000
0.198493270596
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAM8
3400000.00000000
PA
USD
2939720.24000000
0.044894371217
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
7550000.00000000
PA
USD
7473530.35000000
0.114133120993
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
10670808.85170000
PA
USD
9951009.44000000
0.151968308313
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
7164701.00020000
PA
USD
6681282.86000000
0.102034196602
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-3A
N/A
Carlyle Global Market Strategies CLO Ltd.
N/A
4938326.00000000
PA
USD
231113.66000000
0.003529486345
Long
ABS-O
CORP
US
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
1258704.00000000
PA
USD
1247024.64000000
0.019044120710
Long
LON
CORP
DK
N
3
2029-03-12
Variable
13.38000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
5250000.00000000
PA
USD
4826493.00000000
0.073708499697
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
AZ BATTERY PROPERTY LLC
N/A
AZ Battery Property LLC
N/A
11600000.00000000
PA
USD
11764907.46000000
0.179669519453
Long
DBT
CORP
US
N
3
2046-02-20
Fixed
6.73000000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AD6
21376594.67760000
PA
USD
6804035.41000000
0.103908830274
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.66400000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
10750000.00000000
PA
USD
10762884.20000000
0.164366973452
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
7900000.00000000
PA
USD
7903318.00000000
0.120696686478
Long
LON
CORP
US
N
2
2031-03-18
Variable
2.50000000
N
N
N
N
N
N
Maps LTD
N/A
MAPS Trust
55292RAA9
1195982.96920000
PA
USD
1064795.60000000
0.016261183049
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
GC TWO HOLDINGS INC
N/A
Aretec Group, Inc.
N/A
12343984.96240000
PA
USD
12405704.89000000
0.189455551915
Long
LON
CORP
US
N
2
2030-08-09
Variable
9.93000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX 2024-NQM4 Trust
67118TAD6
5250000.00000000
PA
USD
5251568.18000000
0.080200098002
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.62200000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd.
03328QBG5
17350000.00000000
PA
USD
17306765.54000000
0.264302822477
Long
ABS-O
CORP
KY
N
2
2030-07-15
Floating
9.02600000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global Limited Partnership / Clarios US Finance Co.
69867DAA6
6799000.00000000
PA
USD
6795550.19000000
0.103779246986
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
1938168.64760000
PA
USD
1137992.62000000
0.017379022136
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.69400000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
700000.00000000
PA
USD
650735.54000000
0.009937803774
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
317380AD5
3850000.00000000
PA
USD
3685750.15000000
0.056287477018
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
10010000.00000000
PA
USD
9869885.83000000
0.150729417138
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
14101502.35380000
PA
USD
13960487.33000000
0.213199641259
Long
LON
CORP
US
N
2
2028-04-13
Variable
10.17000000
N
N
N
N
N
N
MEDICAL SOLUTIONS PARENT HOLDINGS INC
N/A
Medical Solutions Parent Holdings, Inc.
N/A
2234704.85820000
PA
USD
1988887.32000000
0.030373586043
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.68000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
6400000.00000000
PA
USD
1966080.00000000
0.030025280692
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
7593120.98180000
PA
USD
6970636.92000000
0.106453109806
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
INTOUCHCX INC
N/A
24-7 Intouch, Inc.
N/A
2186558.57600000
PA
USD
2123017.18000000
0.032421969983
Long
LON
CORP
CA
N
2
2025-08-25
Variable
10.18000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAD8
9363595.36870000
PA
USD
7696077.61000000
0.117531784297
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.69400000
N
N
N
N
N
N
IMAGEFIRST HOLDINGS LLC
N/A
ImageFIRST Holdings LLC
N/A
3872955.00910000
PA
USD
3863272.62000000
0.058998537601
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.57000000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
7086000.00000000
PA
USD
7617903.50000000
0.116337936846
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
Security Investors LLC
N/A
Guggenheim Risk Managed Real Estate Fund - Institutional Class
N/A
1069627.10100000
NS
USD
34046230.62000000
0.519942032310
Long
EC
RF
US
N
1
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5947913.35210000
PA
USD
1077710.75000000
0.016458418667
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.98400000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAF9
3061000.00000000
PA
USD
3040676.80000000
0.046436144213
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAG0
9300000.00000000
PA
USD
9202536.00000000
0.140537885784
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
8.48600000
N
N
N
N
N
N
VERTICAL TOPCO I SA
N/A
TK Elevator Midco GmbH
N/A
-8915725.17010000
PA
-465725.43000000
-0.00711239459
Short
LON
CORP
DE
N
3
2027-01-29
Variable
0.82500000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAG6
9500000.00000000
PA
USD
6728977.30000000
0.102762569277
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
450000.00000000
PA
USD
445374.09000000
0.006801596102
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc.
N/A
5250000.00000000
PA
USD
5249160.00000000
0.080163321126
Long
LON
CORP
US
N
2
2031-02-15
Variable
8.08000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
15640000.00000000
PA
USD
13768267.36000000
0.210264125637
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.09000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
2478272.70710000
PA
USD
2462783.50000000
0.037610761450
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.44000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
5275000.00000000
PA
USD
5521938.58000000
0.084329099442
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
3667000.00000000
PA
USD
2686167.74000000
0.041022206817
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAC0
2971483.59320000
PA
USD
1555979.35000000
0.023762368131
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.52400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAJ3
8000000.00000000
PA
USD
6472980.00000000
0.098853068754
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
7.39000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
465965AC5
5100000.00000000
PA
USD
5271518.10000000
0.080504766147
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAW1
108245989.37000000
PA
USD
107837058.75000000
1.646849547330
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
RESONETICS LLC
N/A
Resonetics LLC
N/A
1761913.63540000
PA
USD
1763481.74000000
0.026931271484
Long
LON
CORP
US
N
2
2028-04-28
Variable
9.60000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada Class A Pass Through Trust
00909DAA1
2326495.27050000
PA
USD
2285906.07000000
0.034909551690
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-72000.00000000
NC
1135.59000000
0.000017342330
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
72000.00000000
EUR
78863.20000000
USD
2024-04-15
1135.59000000
N
N
N
NA RAIL HOLD CO LLC
N/A
NA Rail Hold Co. LLC
N/A
1939895.17590000
PA
USD
1937470.31000000
0.029588363592
Long
LON
CORP
US
N
2
2026-10-19
Variable
9.57000000
N
N
N
N
N
N
DEERFIELD TOPCO LLC
N/A
Duff & Phelps
N/A
4268604.79360000
PA
USD
4245468.96000000
0.064835305376
Long
LON
CORP
US
N
2
2027-04-09
Variable
9.06000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
967600.36790000
PA
USD
933734.36000000
0.014259661992
Long
LON
CORP
US
N
2
2025-11-24
Variable
7.72000000
N
N
Y
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAE3
3500000.00000000
PA
USD
3411599.45000000
0.052100744169
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
7.69000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
9410188.99510000
PA
USD
9410189.00000000
0.143709089199
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.59000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAN1
15000000.00000000
PA
USD
11363367.00000000
0.173537335096
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.07300000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
177900.09300000
PA
USD
177900.09000000
0.002716827462
Long
LON
CORP
US
N
3
2027-06-16
Variable
6.36000000
N
N
Y
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
9860374.82650000
PA
USD
3423627.65000000
0.052284434599
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.76400000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
199202.24000000
PA
USD
103877.26000000
0.001586376896
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.66000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
4000000.00000000
PA
USD
3491959.20000000
0.053327969943
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series Trust
93363XAD5
2714521.91270000
PA
USD
1593845.39000000
0.024340644945
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.61400000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
20913749.99820000
PA
USD
20874850.42000000
0.318793356970
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.44000000
N
N
N
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
762770.00000000
NS
USD
76.28000000
0.000001164921
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
762770
1.00000000
USD
2025-07-24
XXXX
76.28000000
N
N
N
CARE BIDCO SAS
N/A
Care BidCo
N/A
-9200000.00000000
PA
-541791.45000000
-0.00827404803
Short
LON
CORP
FR
N
3
2028-05-04
Variable
0.82500000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
N/A
Higginbotham Insurance Agency, Inc.
N/A
2246253.75000000
PA
USD
2226392.01000000
0.034000673945
Long
LON
CORP
US
N
3
2028-11-24
Variable
10.93000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
2825000.00000000
PA
USD
2699510.68000000
0.041225975494
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BR7
7000000.00000000
PA
USD
7092386.00000000
0.108312418838
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
30600000.00000000
NS
USD
28879453.80000000
0.441036838068
Long
EP
CORP
US
N
2
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
13588306.89290000
PA
USD
5193168.26000000
0.079308235010
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.94400000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796CX5
8720000.00000000
PA
USD
8698325.04000000
0.132837753743
Long
DBT
UST
US
N
2
2024-04-18
None
0.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
6300000.00000000
PA
USD
6607773.90000000
0.100911593678
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
6861000.00000000
PA
USD
6301991.11000000
0.096241786701
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAJ5
7350000.00000000
PA
USD
6964607.16000000
0.106361025437
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
8.04100000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54916LAA1
29549455.26110000
PA
USD
29592241.39000000
0.451922278876
Long
ABS-MBS
CORP
US
N
3
2029-01-01
Floating
8.42000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
7962500.00000000
PA
USD
4132537.50000000
0.063110655929
Long
LON
CORP
US
N
2
2028-11-15
Variable
9.32000000
N
N
N
N
N
N
RED FIBER PARENT LLC
N/A
Cincinnati Bell, Inc.
N/A
980000.00000000
PA
USD
980303.80000000
0.014970854064
Long
LON
CORP
US
N
2
2028-11-22
Variable
8.68000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAD9
3675000.00000000
PA
USD
3776227.88000000
0.057669221016
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.87500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
12575000.00000000
PA
USD
12598641.00000000
0.192402004174
Long
LON
CORP
US
N
2
2029-01-29
Variable
9.08000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
2950000.00000000
PA
USD
2980360.81000000
0.045515019676
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.37600000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
4954453.89910000
PA
USD
4426333.39000000
0.067597403194
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Alterra Mountain Co.
N/A
1440000.00000000
PA
USD
1444204.80000000
0.022055386605
Long
LON
CORP
US
N
2
2028-08-17
Variable
3.25000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15-37A
N/A
Dryden Senior Loan Fund
N/A
1897598.00000000
PA
USD
141589.84000000
0.002162310124
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
3190000.00000000
PA
USD
3190574.20000000
0.048725324465
Long
LON
CORP
US
N
2
2030-06-20
Variable
8.57000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
3526599.65050000
PA
USD
2811095.96000000
0.042930066554
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.92900000
N
N
N
N
N
N
IVI AMERICA LLC
N/A
IVI America LLC
N/A
4000000.00000000
PA
USD
3995000.00000000
0.061010231713
Long
LON
CORP
US
N
2
2031-03-15
Variable
4.50000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
1800000.00000000
PA
USD
1795054.97000000
0.027413446722
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAG7
1600000.00000000
PA
USD
1507583.52000000
0.023023284075
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
7.59100000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAE0
3950000.00000000
PA
USD
3958942.80000000
0.060459578865
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQKJ4
25081234.80240000
PA
USD
24626516.53000000
0.376087479294
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAL7
1950000.00000000
PA
USD
2026740.30000000
0.030951663410
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
7.37500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
6100000.00000000
PA
USD
6267414.50000000
0.095713744902
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
12100000.00000000
PA
USD
12295696.20000000
0.187775537981
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
DPL INC
N/A
DPL, Inc.
233293AR0
280000.00000000
PA
USD
273709.69000000
0.004179997899
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco Limited Partnership / BIP-V Chinook Holdco LLC
12657NAB6
6550000.00000000
PA
USD
6741371.35000000
0.102951846840
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
7.50000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
1417916.24000000
PA
USD
1383702.29000000
0.021131413600
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.81000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
U.S. Secured Overnight Financing Rate
N/A
-3060000.00000000
OU
Notional Amount
USD
34984.98000000
0.000534278281
N/A
DIR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2054-03-14
303.02000000
USD
0.00000000
USD
-3060000.00000000
USD
34681.96000000
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
1123724.26670000
PA
USD
1027991.61000000
0.015699125488
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
2089473.68420000
PA
USD
2013207.89000000
0.030745001215
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.68000000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
6156835.33190000
PA
USD
5479768.15000000
0.083685087500
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645JAB5
9282009.02870000
PA
USD
2829648.30000000
0.043213391351
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.64400000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
40410KAA3
5250000.00000000
PA
USD
4864793.33000000
0.074293408835
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
4387725.60340000
PA
USD
1183826.80000000
0.018078985575
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.62400000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
6100000.00000000
PA
USD
6341415.43000000
0.096843861019
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
LIBERTY GLOBAL LTD
N/A
Telenet Finance Luxembourg Notes SARL
N/A
7000000.00000000
PA
USD
6576774.40000000
0.100438180242
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
476024.67290000
PA
USD
433196.73000000
0.006615627753
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
2450000.00000000
PA
USD
2630457.20000000
0.040171415089
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAD3
1999654.59000000
PA
USD
1774707.65000000
0.027102709624
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
6.30000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32115BAA8
4822106.47830000
PA
USD
2395726.66000000
0.036586693028
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.51400000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
13790000.00000000
PA
USD
414003.38000000
0.006322513678
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAJ7
8850000.00000000
PA
USD
8372331.87000000
0.127859300967
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
8.24100000
N
N
N
N
N
N
VERISURE CAYMAN 2
N/A
Verisure Holding AB
N/A
370000.00000000
PA
397151.17000000
0.006065152667
Long
LON
CORP
SE
N
2
2028-03-27
Variable
6.90000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
21000000.00000000
PA
USD
19120352.79000000
0.291999287647
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
25000.00000000
PA
USD
20580.64000000
0.000314300279
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
3800000.00000000
PA
USD
3989563.00000000
0.060927199765
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
N/A
5375000.00000000
PA
USD
5363228.75000000
0.081905338865
Long
LON
CORP
US
N
2
2031-03-15
Variable
9.58000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
4472000.00000000
PA
USD
4126874.74000000
0.063024176254
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Telos CLO Ltd
549300S94NIRW4K03T89
Telos CLO Ltd.
87970UBA3
0.00750000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
KY
N
2
2027-01-17
Floating
8.17000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAJ3
18425000.00000000
PA
USD
16594461.51000000
0.253424766427
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
8.44000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
3592106.75370000
PA
USD
2035539.13000000
0.031086036040
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.82000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAC8
5035370.09340000
PA
USD
1202757.56000000
0.018368089469
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.70400000
N
N
N
N
N
N
BACH FINANCE LTD
N/A
Fugue Finance LLC
N/A
8050000.00000000
PA
USD
8062558.00000000
0.123128543624
Long
LON
CORP
US
N
2
2031-02-13
Variable
9.07000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
7750000.00000000
PA
USD
7687533.45000000
0.117401300897
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
MERCURY BORROWER INC
N/A
AqGen Island Holdings, Inc.
N/A
9126058.02000000
PA
USD
9080427.73000000
0.138673091329
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.94000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
7117500.00000000
PA
USD
5895553.29000000
0.090034811589
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO Ltd.
38175BAE4
20000000.00000000
PA
USD
19479162.00000000
0.297478895418
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
7.63400000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
10000000.00000000
PA
USD
6430707.40000000
0.098207496508
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
100695162.85000000
NS
USD
100695162.85000000
1.537781030752
Long
STIV
RF
US
N
1
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2005000.00000000
PA
USD
1997194.33000000
0.030500447772
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
8085000.00000000
PA
USD
7703967.69000000
0.117652278817
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
6550000.00000000
PA
USD
6217616.32000000
0.094953244652
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
7546422.71950000
PA
USD
7366222.75000000
0.112494357153
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
2449999.99000000
PA
USD
0.02000000
0.000000000305
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
5303000.00000000
PA
USD
5236623.94000000
0.079971874836
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
8329020.10000000
PA
USD
8329020.10000000
0.127197858884
Long
LON
CORP
US
N
3
2028-12-14
Variable
10.08000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
7669000.00000000
PA
USD
7606202.55000000
0.116159244062
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.46000000
N
N
N
N
N
N
HINDALCO INDUSTRIES LTD
N/A
Novelis Sheet Ingot GmbH
N/A
4500000.00000000
PA
4564577.04000000
0.069708611484
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
8678000.00000000
PA
USD
7769273.68000000
0.118649608875
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
650000.00000000
PA
USD
609918.27000000
0.009314456815
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAA2
18768103.11530000
PA
USD
10197744.55000000
0.155736359936
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.61900000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK plc
02007VAA8
3450000.00000000
PA
USD
3535525.50000000
0.053993299119
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
21650000.00000000
PA
USD
18861463.55000000
0.288045622436
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
BHN HOLDINGS INC
549300LFU3K8UIR03132
Blackhawk Network Holdings, Inc.
N/A
3940000.00000000
PA
USD
3942442.80000000
0.060207596681
Long
LON
CORP
US
N
2
2029-02-23
Variable
10.33000000
N
N
N
N
N
N
ATLANTICA SUSTAIN INFRA
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure plc
04916WAA2
1550000.00000000
PA
USD
1424206.96000000
0.021749986642
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
4.12500000
N
N
N
N
N
N
MORAN FOODS LLC
N/A
Moran Foods LLC
N/A
425337.31230000
PA
USD
367955.06000000
0.005619279967
Long
LON
CORP
US
N
3
2026-06-30
Variable
12.66000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
1031821.00000000
NS
USD
1017688.15000000
0.015541774679
Long
EP
CORP
US
N
3
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAB8
4716821.03720000
PA
USD
4174386.62000000
0.063749760937
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
5.19300000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Thermasys Corp.
N/A
489648.50000000
PA
USD
489648.50000000
0.007477739284
Long
LON
CORP
US
N
3
2027-11-10
Variable
13.58000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1726000.00000000
PA
USD
1576305.23000000
0.024072777805
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753VAD4
3719318.69400000
PA
USD
1201502.84000000
0.018348927827
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.67400000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BV4
5431914.00000000
PA
USD
5649190.56000000
0.086272446822
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
5365177.28800000
PA
USD
4829244.36000000
0.073750517497
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
3500000.00000000
PA
USD
2225881.04000000
0.033992870592
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
925000.00000000
PA
USD
834569.87000000
0.012745256858
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
2253655.78520000
PA
USD
2020727.61000000
0.030859839728
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
5.86400000
N
N
N
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
7150000.00000000
PA
USD
6244103.58000000
0.095357748749
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.80400000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900E0WT1R93N8OQ24
Wellfleet CLO Ltd.
94951JAE0
3400000.00000000
PA
USD
3377357.36000000
0.051577811041
Long
ABS-O
CORP
KY
N
2
2035-01-15
Floating
7.82600000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
12785656.51900000
PA
USD
12856182.20000000
0.196335082594
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
PlayCore
N/A
14325000.00000000
PA
USD
14369837.25000000
0.219451088936
Long
LON
CORP
US
N
2
2030-02-14
Variable
9.84000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
461709.17000000
PA
USD
461709.17000000
0.007051059686
Long
LON
CORP
GB
N
3
2026-04-27
Variable
13.19000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund IX Ltd.
04941VAG0
8463101.48540000
PA
USD
8461987.74000000
0.129228493809
Long
ABS-O
CORP
KY
N
2
2028-04-20
Floating
7.37900000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings, Inc.
76774LAB3
2950000.00000000
PA
USD
3009135.70000000
0.045954459652
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AD0
2000000.00000000
PA
USD
1997019.20000000
0.030497773248
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JN8
238265000.00000000
PA
USD
237741858.22000000
3.630709851785
Long
DBT
UST
US
N
2
2024-04-16
None
0.00000000
N
N
N
N
N
N
HEALTHCHANNELS INTERMEDIATE HOLDCO LLC
N/A
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
N/A
4649777.06910000
PA
USD
3352489.27000000
0.051198034337
Long
LON
CORP
US
N
2
2025-04-03
Variable
9.94000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645JAC3
7803952.91340000
PA
USD
2379058.46000000
0.036332142153
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.74400000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
803675.00000000
NS
USD
160.74000000
0.000002454764
Long
EP
CORP
US
N
2
N
N
N
COMPAGNIE BENELUX PARTICIPATIONS SA
N/A
Holding SOCOTEC
N/A
7007000.00000000
PA
USD
6919412.50000000
0.105670828521
Long
LON
CORP
FR
N
2
2028-06-30
Variable
9.31000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
12400000.00000000
PA
USD
43152.00000000
0.000659002132
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
5935125.00000000
PA
USD
5931445.22000000
0.090582940491
Long
LON
CORP
US
N
2
2030-10-05
Variable
10.29000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2715000.00000000
PA
USD
1378715.55000000
0.021055257865
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AG0
9900000.00000000
PA
USD
9741859.38000000
0.148774242325
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
8.57600000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAJ1
7350000.00000000
PA
USD
6121229.21000000
0.093481254685
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
8.24000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAE9
8037126.43050000
PA
USD
5741008.62000000
0.087674659867
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.74400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BS5
4050000.00000000
PA
USD
4128549.75000000
0.063049756417
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AQ1
3350000.00000000
PA
USD
3194887.70000000
0.048791198716
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
2200000.00000000
PA
USD
2201243.00000000
0.033616607130
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
INSPIRED EDUCATION HOLDINGS LTD
N/A
Inspired Finco Holdings Ltd.
N/A
-2556468.01000000
PA
-0.03000000
-0.00000000045
Short
LON
CORP
GB
N
3
2031-02-17
Variable
0.50000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
23000000.00000000
PA
USD
21150510.20000000
0.323003135957
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
CASPER TOPCO SAS
N/A
Casper Bidco SAS ( B&B Hotels )
N/A
10496375.96000000
PA
11264690.74000000
0.172030386038
Long
LON
CORP
FR
N
2
2031-02-21
Variable
4.25000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
RLDatix
N/A
2991634.74670000
PA
3758348.88000000
0.057396179230
Long
LON
CORP
US
N
3
2024-10-28
Variable
9.69000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
6555000.00000000
PA
USD
6047888.81000000
0.092361225950
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Orion Group
N/A
Orion Group
N/A
-1422182.79000000
PA
USD
-34316.90000000
-0.00052407559
Short
LON
CORP
US
N
3
2027-03-19
Variable
1.00000000
N
N
N
N
N
N
BNPP IP CLO LTD
54930038CI4SMKCMEM78
BNPP IP CLO Ltd.
05580HAE9
6381574.28000000
PA
USD
2230360.21000000
0.034061274897
Long
ABS-O
CORP
KY
N
2
2025-10-30
Floating
10.82900000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
8250000.00000000
PA
USD
7762181.63000000
0.118541301588
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
8.44000000
N
N
N
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
211664.87120000
PA
USD
199904.77000000
0.003052875178
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.68000000
N
N
N
N
N
N
UK TOPCO
N/A
Chrome Bidco
N/A
4800000.00000000
PA
4461804.06000000
0.068139098763
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
3.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
1488000.00000000
PA
USD
1106525.62000000
0.016898469204
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
-761457.84350000
PA
USD
-85573.93000000
-0.00130685489
Short
LON
CORP
US
N
3
2029-09-13
Variable
0.50000000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.
154915AA0
3050000.00000000
PA
USD
3161739.80000000
0.048284975673
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
19000000.00000000
PA
USD
17872359.12000000
0.272940368252
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
HAMPTON ROADS PPV LLC
N/A
Hampton Roads PPV LLC
409322AD6
16560000.00000000
PA
USD
13767312.33000000
0.210249540755
Long
DBT
CORP
US
N
3
2053-06-15
Fixed
6.62100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
2750000.00000000
PA
USD
2675403.50000000
0.040857819139
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.49500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
11280000.00000000
PA
USD
10785372.00000000
0.164710399206
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
12200000.00000000
NS
USD
11726682.70000000
0.179085764393
Long
EP
CORP
US
N
2
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
6883077.03140000
PA
USD
6503332.85000000
0.099316606779
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
2757000.00000000
PA
USD
2760978.35000000
0.042164688082
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
MB2 Dental Solutions, LLC
N/A
MB2 Dental Solutions, LLC
N/A
-5033422.47000000
PA
USD
-50334.17000000
-0.00076868570
Short
LON
CORP
US
N
3
2031-01-29
Variable
0.50000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
9400000.00000000
PA
USD
7900817.50000000
0.120658499723
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
12887867.73040000
PA
USD
3746380.71000000
0.057213405557
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.54400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAD9
2289000.00000000
PA
USD
2540159.31000000
0.038792417544
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
13320000.00000000
PA
USD
11201986.80000000
0.171072793570
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
2800000.00000000
PA
USD
2621487.40000000
0.040034431466
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHECKERS HOLDINGS INC
N/A
Checkers Holdings, Inc.
N/A
158620.00000000
NS
USD
631307.60000000
0.009641107123
Long
EC
CORP
US
N
3
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
12147069.86150000
PA
USD
12034358.66000000
0.183784483195
Long
LON
CORP
DK
N
3
2029-03-12
Variable
13.38000000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
15967095.07500000
PA
USD
15964109.23000000
0.243798248614
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
8.47700000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
19150000.00000000
NS
USD
19341500.00000000
0.295376569881
Long
EP
CORP
US
N
2
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAB1
3751346.77310000
PA
USD
2101409.93000000
0.032091991677
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
5850000.00000000
PA
USD
5064421.64000000
0.077342062014
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
-734042.56000000
PA
USD
-0.01000000
-0.00000000015
Short
LON
CORP
US
N
3
2029-10-30
Variable
1.00000000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
10000000.00000000
PA
USD
9824246.00000000
0.150032421743
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.27600000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ITRAXX.EUR.41.V1
N/A
-92730000.00000000
OU
Notional Amount
-2206741.88000000
-0.03370058408
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
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
2242051.47000000
EUR
-92730000.00000000
EUR
20982.70000000
N
N
N
Wind River CLO Ltd
549300AMLFWC1VCUN251
Wind River CLO Ltd.
88432CBB1
3225576.26830000
PA
USD
3231948.07000000
0.049357171623
Long
ABS-O
CORP
KY
N
2
2031-07-18
Floating
6.61000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
154662.38270000
PA
USD
141985.90000000
0.002168358613
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.46000000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO Ltd.
48274GAB8
11900000.00000000
PA
USD
607019.00000000
0.009270180186
Long
ABS-O
CORP
KY
N
2
2028-01-14
None
0.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
60000.00000000
NC
-179.94000000
-0.00000274798
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
64952.95000000
USD
60000.00000000
EUR
2024-04-15
-179.94000000
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
9810108.94090000
PA
USD
9793726.06000000
0.149566331978
Long
LON
CORP
US
N
2
2028-02-17
Variable
9.12000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
290.46000000
0.000004435802
Long
EC
CORP
US
N
3
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
5700000.00000000
PA
USD
5771985.02000000
0.088147720529
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SPDR S&P Regional Banking ETF
N/A
8625.00000000
NC
USD
1932000.00000000
0.029504822946
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
SPDR S&P Regional Banking ETF
KRE
862500
43.00000000
USD
2025-01-17
XXXX
-800366.87000000
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
4913621.42630000
PA
USD
1404869.23000000
0.021454667646
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.96400000
N
N
N
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
4973055.46800000
PA
USD
4678499.01000000
0.071448387651
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
20876954.33660000
PA
USD
20407222.86000000
0.311651913719
Long
LON
CORP
US
N
2
2028-11-08
Variable
10.19000000
N
N
N
N
N
N
VanEck Gold Miners ETF/USA
54930031TORTKAM9TJ98
VanEck Gold Miners ETF
92189F106
1313402.00000000
NS
USD
41529771.24000000
0.634228026618
Long
EC
RF
US
N
1
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA Holdings LLC
N/A
3500000.00000000
PA
4115256.80000000
0.062846751170
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBJ2
7750000.00000000
PA
USD
7708463.88000000
0.117720943046
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
9.52600000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
125000.00000000
NS
USD
65383750.00000000
0.998517581418
Long
EC
RF
US
N
1
N
N
N
SITECORE HOLDING III A/S
N/A
Sitecore Holding III A/S
N/A
9463928.81340000
PA
10116653.16000000
0.154497960813
Long
LON
CORP
DK
N
3
2029-03-12
Variable
11.83000000
N
N
Y
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust
61748JAB3
8010065.83860000
PA
USD
1942354.46000000
0.029662952609
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.74400000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AE0
7200124.74360000
PA
USD
2955998.25000000
0.045142963247
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.86400000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
3800000.00000000
PA
USD
3415421.38000000
0.052159111337
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
15600000.00000000
PA
USD
8512979.28000000
0.130007218633
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
3500000.00000000
PA
USD
3383608.90000000
0.051673282356
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
3-Month SOFR Futures Contracts
N/A
2440.00000000
NC
USD
-940615.57000000
-0.01436474940
N/A
DIR
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Long
N/A
3-Month SOFR Futures Contracts
2025-06-17
584619115.57000000
USD
-940615.57000000
N
N
N
LASERAWAY INTERMEDIATE HOLDINGS II LLC
N/A
LaserAway Intermediate Holdings II LLC
N/A
12283843.32500000
PA
USD
12201910.09000000
0.186343269570
Long
LON
CORP
US
N
2
2027-10-14
Variable
11.33000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
9112505.10000000
PA
USD
9112505.10000000
0.139162965616
Long
LON
CORP
GB
N
3
2025-04-28
Variable
9.94000000
N
N
N
N
N
N
BILLIKEN BUYER INC
N/A
EyeCare Partners LLC
N/A
2117705.47480000
PA
USD
1111795.37000000
0.016978946968
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.32000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
3850000.00000000
PA
USD
3570693.67000000
0.054530375014
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
AT&T MOBILITY II LLC
N/A
AT&T Mobility II LLC
04651L305
27000.00000000
NS
USD
27088560.00000000
0.413686939267
Long
EP
CORP
US
N
3
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAB9
5343638.66500000
PA
USD
4617438.17000000
0.070515888028
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
3.57100000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384VX4
100000000.00000000
PA
USD
99693750.00000000
1.522487806718
Long
DBT
USGSE
US
N
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
24000000.00000000
PA
USD
21341443.92000000
0.325919008422
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAE5
5750000.00000000
PA
USD
5008250.00000000
0.076484228529
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
WW INTERNATIONAL INC
N/A
WW International, Inc.
N/A
750000.00000000
PA
USD
327502.50000000
0.005001502731
Long
LON
CORP
US
N
2
2028-04-13
Variable
8.94000000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XLIV LLC
15674DAE4
22800000.00000000
PA
USD
22788821.16000000
0.348022843413
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
9.29600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO XVI
69120YAE5
10150000.00000000
PA
USD
10204261.90000000
0.155835890608
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
8.62200000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
5125000.00000000
PA
USD
4775373.01000000
0.072927813230
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
4400000.00000000
PA
USD
2860000.00000000
0.043676911814
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
7.12500000
Y
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
7150000.00000000
PA
USD
7586950.80000000
0.115865238123
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
374975.57910000
PA
USD
353835.51000000
0.005403651177
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
17673619.85590000
PA
USD
9105162.64000000
0.139050834155
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.57400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
5184386.58500000
PA
USD
5151337.16000000
0.078669405197
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
7.17800000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAJ1
2700000.00000000
PA
USD
2519322.48000000
0.038474204822
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
8.04100000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
12773.00000000
NS
USD
502.23000000
0.000007669879
Long
EC
CORP
US
N
3
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
204542.09000000
PA
USD
181555.30000000
0.002772648541
Long
LON
CORP
US
N
2
2029-09-13
Variable
12.57000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
4550000.01000000
PA
USD
4239861.91000000
0.064749676485
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp.
N/A
5895150.56170000
PA
USD
4568741.69000000
0.069772212551
Long
LON
CORP
US
N
2
2026-05-18
Variable
6.10000000
N
N
Y
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series Trust
933631AE3
7047555.30560000
PA
USD
3245190.61000000
0.049559407026
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.67400000
N
N
N
N
N
N
OWS Structured Asset Trust
N/A
OSAT Trust
67114HAA2
6948674.10690000
PA
USD
6765418.11000000
0.103319080482
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
11800000.00000000
PA
USD
11053561.50000000
0.168806094710
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
27799000.00000000
PA
USD
23202293.58000000
0.354337248457
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
Labrador Aviation Finance Limi
N/A
Labrador Aviation Finance Ltd.
50543LAA0
8336570.04230000
PA
USD
7424549.28000000
0.113385099358
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
6530000.00000000
PA
USD
6695835.62000000
0.102256441223
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
CENTURY DE BUYER LLC
N/A
Simon & Schuster
N/A
9900000.00000000
PA
USD
9929700.00000000
0.151642878057
Long
LON
CORP
US
N
2
2030-10-30
Variable
9.32000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
5500000.00000000
PA
5927751.40000000
0.090526529774
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
1700000.00000000
PA
USD
1581000.17000000
0.024144477274
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
ADAPA GMBH
N/A
Schur Flexibles GmbH
N/A
286149.19360000
PA
284049.70000000
0.004337906887
Long
LON
CORP
DE
N
3
2026-09-30
Fixed
9.36000000
N
N
Y
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
7450000.00000000
PA
USD
7461130.45000000
0.113943754091
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
MATTERHORN BUYER LLC
549300B7GQ818BSKC852
Hearthside Group Holdings LLC
N/A
3516630.57220000
PA
USD
2542981.07000000
0.038835510468
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.29000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAG6
28865000.00000000
PA
USD
27560986.10000000
0.420901664130
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
8.04000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
246000.00000000
NS
USD
4639560.00000000
0.070853724817
Long
EP
CORP
US
N
2
N
N
N
VENTURE GLOBAL LNG INC
N/A
Venture Global Calcasieu Pass LLC
N/A
2786923.75360000
PA
USD
2776472.79000000
0.042401313707
Long
LON
CORP
US
N
2
2026-08-19
Variable
8.05000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00103CAJ8
7250000.00000000
PA
USD
6388830.50000000
0.097567967254
Long
ABS-O
CORP
KY
N
2
2036-06-15
Floating
8.09000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
13700000.00000000
PA
USD
12509489.18000000
0.191040509007
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAB0
3198085.46120000
PA
USD
2691026.13000000
0.041096402437
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
3.53800000
N
N
N
N
N
N
GEO PARENT CORP
N/A
Geo Parent Corp.
N/A
4900000.00000000
PA
USD
4863250.00000000
0.074269839644
Long
LON
CORP
US
N
2
2028-12-19
Variable
10.50000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 1 Ltd.
38138JAJ2
9950000.00000000
PA
USD
9922657.40000000
0.151535325953
Long
ABS-O
CORP
KY
N
2
2033-01-20
Floating
8.47900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAS7
7340000.00000000
PA
USD
7047211.07000000
0.107622523231
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.09500000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
1231804.52240000
PA
USD
1157670.95000000
0.017679542655
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
3.04000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
6338825.84370000
PA
USD
4495892.73000000
0.068659688914
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.61400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAJ3
3750000.00000000
PA
USD
3273033.00000000
0.049984606191
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
8.24100000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAG8
2125000.00000000
PA
USD
2140427.50000000
0.032687854252
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
10.25000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
19975000.00000000
PA
USD
18314236.55000000
0.279688564596
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
8.19000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
11400000.00000000
PA
USD
9646200.06000000
0.147313366911
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX.NA.HY.41.V2
N/A
-41085000.00000000
OU
Notional Amount
USD
-3024699.06000000
-0.04619213780
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX HY41 V2 5% 12/20/2028
N/A
Y
CDX HY41 V2 5% 12/20/2028 - Tenor Quarterly
2028-12-20
143777.46000000
USD
0.00000000
USD
-41085000.00000000
USD
-3168476.52000000
N
N
N
2024-04-30
Guggenheim Funds Trust
James Howley
James Howley
CFO