0001752724-24-182177.txt : 20240820
0001752724-24-182177.hdr.sgml : 20240820
20240820082022
ACCESSION NUMBER: 0001752724-24-182177
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20230930
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 241222818
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
S000063493
Guggenheim Ultra Short Duration Fund
C000205703
Class A
GIYAX
C000205704
Institutional
GIYIX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-274305
0000088525
XXXXXXXX
S000063493
C000205703
C000205704
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Ultra Short Duration Fund
S000063493
549300CH4K7JJYWG0618
2023-09-30
2023-09-30
N
520843183.83
7063359.50
513779824.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Portfolio (ExDerivative)
N/A
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAA0
1680701.14360000
PA
USD
1673559.68000000
0.325734799372
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.07000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
1600000.00000000
PA
USD
1479734.40000000
0.288009440995
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
2500000.00000000
PA
USD
2469264.25000000
0.480607476796
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.19000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding Trust
05990TAG2
382290.08240000
PA
USD
374695.35000000
0.072929167759
Long
ABS-MBS
CORP
US
N
2
2037-04-29
Floating
5.69400000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAA9
6416478.65130000
PA
USD
5687766.23000000
1.107043515657
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAB0
804629.23420000
PA
USD
797695.10000000
0.155260106026
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
6.16500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
5250000.00000000
PA
USD
4978148.54000000
0.968926435850
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending V Ltd.
44988YAA7
4700000.00000000
PA
USD
4371000.00000000
0.850753531573
Long
DBT
CORP
BM
N
2
2026-04-02
Fixed
5.12500000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
550000.00000000
PA
USD
542901.65000000
0.105668152833
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
1100000.00000000
PA
USD
945470.70000000
0.184022543359
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
962500.00000000
PA
USD
878813.51000000
0.171048660999
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
200000.00000000
PA
USD
200052.50000000
0.038937398964
Long
DBT
CORP
US
N
2
2023-10-17
Floating
6.58000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
30313RAA7
2450000.00000000
PA
USD
2345861.33000000
0.456588838041
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEN1
2400000.00000000
PA
USD
2402389.56000000
0.467591261126
Long
DBT
CORP
US
N
2
2026-02-18
Floating
6.26000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
5000000.00000000
PA
USD
4787988.00000000
0.931914367451
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.74500000
N
N
N
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding Ltd.
12550MAJ9
5395903.75250000
PA
USD
5386638.99000000
1.048433343412
Long
ABS-O
CORP
KY
N
2
2029-04-19
Floating
6.45200000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Madison Avenue Secured Funding Trust
N/A
1800000.00000000
PA
USD
1800000.00000000
0.350344625219
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton CLO Ltd.
81882EAL6
2174601.32750000
PA
USD
2171170.46000000
0.422587722830
Long
ABS-O
CORP
KY
N
2
2027-10-20
Floating
6.50800000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AB7
2150000.00000000
PA
USD
1925714.15000000
0.374813112311
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538HAC4
990611.01990000
PA
USD
746492.07000000
0.145294158051
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.35000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464BAC2
1450360.38290000
PA
USD
1197226.95000000
0.233023348388
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
3.29000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
1284322.48660000
PA
USD
1195715.41000000
0.232729148436
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AM5
600000.00000000
PA
USD
567413.00000000
0.110438941571
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55663DAA1
2450000.00000000
PA
USD
2450000.00000000
0.476857962103
Long
ABS-O
CORP
US
N
3
2024-03-04
Floating
7.32000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54912MAA3
1320857.35540000
PA
USD
1296389.79000000
0.252323997286
Long
ABS-MBS
CORP
US
Y
2
2026-02-01
Floating
8.24400000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
900000.00000000
PA
USD
895752.00000000
0.174345499294
Long
DBT
CORP
US
N
2
2024-04-12
Floating
6.05300000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
2250000.00000000
PA
USD
2230686.45000000
0.434171671281
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
7.28800000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
440000.00000000
PA
USD
395386.95000000
0.076956496007
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
FIRST KEY REVOLVING TRUST 2021-1
N/A
FKRT
N/A
4550000.00000000
PA
USD
4550000.00000000
0.885593358192
Long
ABS-MBS
CORP
US
Y
3
2058-11-30
Fixed
2.21100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
10250000.00000000
PA
USD
9777127.53000000
1.902980044564
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.09700000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104ND9
512085.00090000
PA
USD
494684.05000000
0.096283276721
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
6.16900000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust
12559QAA0
86810.30590000
PA
USD
86627.24000000
0.016860771073
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.78400000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
1423376.59210000
PA
USD
1314705.63000000
0.255888917342
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538MAC3
1791698.36400000
PA
USD
1422269.33000000
0.276824675210
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.88700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569CAC9
367880.82800000
PA
USD
361886.32000000
0.070436070640
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Floating
6.16500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AV2
450000.00000000
PA
USD
443963.96000000
0.086411326209
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
600000.00000000
PA
USD
552338.82000000
0.107504964937
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AA6
1136804.21610000
PA
USD
1013628.64000000
0.197288525551
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
1650000.00000000
PA
USD
1712056.50000000
0.333227662692
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
5057819.18520000
PA
USD
4655570.32000000
0.906141132745
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
RASPRO TRUST
N/A
Raspro Trust
N/A
4727726.07040000
PA
USD
4697270.06000000
0.914257399290
Long
ABS-O
CORP
US
N
2
2024-03-23
Floating
6.17500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAC7
2049582.58520000
PA
USD
1611758.95000000
0.313706158489
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.37300000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings, LP
03765HAA9
350000.00000000
PA
USD
344828.33000000
0.067115973354
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
325283.89640000
PA
USD
289789.37000000
0.056403415680
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CF6
2400000.00000000
PA
USD
2288928.58000000
0.445507680840
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
5709375.00000000
PA
USD
4767120.87000000
0.927852874763
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAG6
2700000.00000000
PA
USD
2374557.39000000
0.462174121589
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.98800000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1329750.00000000
PA
USD
1150478.42000000
0.223924406043
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAC0
850000.00000000
PA
USD
820148.51000000
0.159630345755
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
6.54500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175VAA1
392443.31480000
PA
USD
374884.69000000
0.072966020121
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.25000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP Ltd.
12546JAA2
2973299.28490000
PA
USD
2948465.69000000
0.573877281741
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.49500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZJ6
2600000.00000000
PA
USD
2591108.00000000
0.504322645090
Long
DBT
CORP
US
N
2
2025-01-24
Floating
6.01700000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
4900000.00000000
PA
USD
4782422.39000000
0.930831099924
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
AB Private Credit Investors LL
N/A
ABPCI Direct Lending Fund CLO VII, LP
00085KAS2
5500000.00000000
PA
USD
5431946.85000000
1.057251879651
Long
ABS-O
CORP
US
N
2
2031-10-20
Floating
7.04900000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
2381398.85610000
PA
USD
2033670.57000000
0.395825307592
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
34410163.46970000
PA
USD
955129.79000000
0.185902549062
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.89900000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AJ3
3000000.00000000
PA
USD
2967245.40000000
0.577532487553
Long
ABS-O
CORP
KY
N
2
2032-04-20
Floating
7.18800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
825735.09430000
PA
USD
752036.67000000
0.146373336278
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.43600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
338173.71850000
PA
USD
320807.35000000
0.062440628224
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAD2
2400000.00000000
PA
USD
2292802.25000000
0.446261636098
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust
78433QAC9
450575.60440000
PA
USD
384495.22000000
0.074836574305
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.67700000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company LP / PTL Finance Corp.
709599BG8
900000.00000000
PA
USD
866372.03000000
0.168627102305
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
3408218.66160000
PA
USD
3238880.98000000
0.630402523926
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.34700000
N
N
N
N
N
N
Madison Avenue Secured Funding
N/A
Madison Avenue Secured Funding Trust
55662KAA6
4075000.00000000
PA
USD
4075000.00000000
0.793141304315
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
7.18000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
4220250.19760000
PA
USD
3703708.03000000
0.720874556495
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAM8
2206644.60980000
PA
USD
2196792.60000000
0.427574711183
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
6.61000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC
12659FAC9
1570619.66190000
PA
USD
1242127.39000000
0.241762586068
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament CLO II Ltd.
701631AA1
4428536.14000000
PA
USD
4378248.34000000
0.852164318774
Long
ABS-O
CORP
KY
N
2
2032-08-20
Floating
6.99100000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
5700000.00000000
PA
USD
5634033.33000000
1.096585164150
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.01900000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
1816386.77660000
PA
USD
1752289.03000000
0.341058357494
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAA3
48485.84680000
PA
USD
44135.26000000
0.008590306179
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
112503.56850000
PA
USD
109107.87000000
0.021236308790
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568PAA5
2849095.04960000
PA
USD
2552858.11000000
0.496877843214
Long
ABS-MBS
CORP
US
N
2
2070-01-29
Variable
3.12500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
3750000.00000000
PA
USD
3601318.88000000
0.700945951837
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
7.51300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 17 Ltd.
38175JAA5
281968.41520000
PA
USD
280766.75000000
0.054647289890
Long
ABS-O
CORP
KY
N
2
2030-10-25
Floating
7.26300000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550UAB7
5250000.00000000
PA
USD
5239387.60000000
1.019772936166
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.73100000
N
N
N
N
N
N
Woodmont Trust
N/A
Woodmont Trust
97988WAA9
2750000.00000000
PA
USD
2742402.58000000
0.533770002272
Long
ABS-O
CORP
US
N
2
2032-01-15
Floating
7.47000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAU9
250000.00000000
PA
USD
246926.88000000
0.048060836238
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
7.14300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
4250000.00000000
PA
USD
4223590.93000000
0.822062434138
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
7.22300000
N
N
N
N
N
N
Venture CDO Ltd
5493002O60L75PP6F022
Venture XIV CLO Ltd.
92328GBA3
664313.64720000
PA
USD
662895.87000000
0.129023336185
Long
ABS-O
CORP
KY
N
2
2029-08-28
Floating
6.68000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
650000.00000000
PA
USD
583912.84000000
0.113650402827
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust
64828CAG4
626587.66500000
PA
USD
566938.34000000
0.110346555694
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
4820000.00000000
PA
USD
4595755.43000000
0.894499007623
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
1700000.00000000
PA
USD
1635960.56000000
0.318416660703
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
693582AA6
3195919.95870000
PA
USD
3059090.16000000
0.595408775342
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539LAC4
593993.68770000
PA
USD
489780.41000000
0.095328852322
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.43700000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
-61000000.00000000
OU
Notional Amount
USD
3168127.11000000
0.616631280555
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-01-10
121.56000000
USD
0.00000000
USD
-61000000.00000000
USD
3168005.55000000
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
3173025.99830000
PA
USD
2872248.20000000
0.559042621758
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAE6
1000000.00000000
PA
USD
945661.00000000
0.184059582571
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.34700000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
592508.42440000
PA
USD
538185.77000000
0.104750273271
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAG6
2000000.00000000
PA
USD
1921103.80000000
0.373915772676
Long
ABS-O
CORP
KY
N
2
2036-01-18
Floating
6.99500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
2650000.00000000
PA
USD
2333828.50000000
0.454246817310
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62955RAA3
7402215.95740000
PA
USD
6706540.90000000
1.305333643403
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
1.67000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
650000.00000000
PA
USD
627504.90000000
0.122134982785
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXX, LP
15674JAA9
3000000.00000000
PA
USD
2989602.60000000
0.581884001361
Long
ABS-O
CORP
KY
N
2
2033-01-15
Floating
7.42000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT Trust
67114HAA2
6587095.23370000
PA
USD
6037794.07000000
1.175171500335
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.11600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
24552812.15060000
PA
USD
959798.89000000
0.186811323557
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.16800000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
Lake Shore MM CLO III LLC
510760AA9
11350000.00000000
PA
USD
11190722.05000000
2.178116290298
Long
ABS-O
CORP
KY
N
2
2031-10-17
Floating
7.05000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
9700000.00000000
PA
USD
9159705.05000000
1.782807462699
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830TAD0
1064781.04580000
PA
USD
968353.52000000
0.188476361691
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
2250000.00000000
PA
USD
2216049.30000000
0.431322756375
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
7.13000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
5500000.00000000
PA
USD
5255367.70000000
1.022883237358
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
7.24500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69357QAB2
2000000.00000000
PA
USD
1545876.60000000
0.300883087812
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.23700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAA0
1762108.49560000
PA
USD
1758393.09000000
0.342246426724
Long
ABS-O
CORP
KY
N
2
2029-04-20
Floating
6.48800000
N
N
N
N
N
N
JEFFERIES GROUP LLC
N/A
Station Place Securitization Trust
N/A
900000.00000000
PA
USD
900000.00000000
0.175172312609
Long
ABS-O
CORP
KY
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92536PAA2
305466.85580000
PA
USD
287713.89000000
0.055999452756
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXVI, LP
15674UAA4
710253.58760000
PA
USD
708145.41000000
0.137830521259
Long
ABS-O
CORP
KY
N
2
2033-11-22
Floating
6.97000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
2550000.00000000
PA
USD
2323570.46000000
0.452250234432
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.59700000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
2250000.00000000
PA
USD
2219283.90000000
0.431952325666
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
7.27000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74739DAA2
2050000.00000000
PA
USD
1926114.81000000
0.374891095132
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46591ABC8
21284691.07500000
PA
USD
415234.52000000
0.080819545715
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.77200000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
1875957.46020000
PA
USD
1841723.86000000
0.358465586382
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
1000000.00000000
PA
USD
986197.40000000
0.191949421386
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
6.90800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12648ELS9
201235.73290000
PA
USD
199624.24000000
0.038854044193
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
3.56400000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
4276725.00000000
PA
USD
3970216.40000000
0.772746653720
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
540000.00000000
PA
USD
484055.03000000
0.094214487817
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO Ltd.
94951MAJ2
900916.69890000
PA
USD
899565.32000000
0.175087708275
Long
ABS-O
CORP
KY
N
2
2029-10-20
Floating
6.64800000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92917RAA7
93750.00000000
PA
USD
93730.80000000
0.018243378887
Long
ABS-O
CORP
KY
N
2
2032-07-20
Floating
6.23800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAB0
401773.31170000
PA
USD
382983.82000000
0.074542401601
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.84600000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAE3
2146684.06470000
PA
USD
2068521.37000000
0.402608524516
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.89400000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO V Ltd.
000807AN7
8141631.89950000
PA
USD
8041511.00000000
1.565166754161
Long
ABS-O
CORP
KY
N
2
2031-04-20
Floating
7.08800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169EAA7
107127.71270000
PA
USD
107556.71000000
0.020934397363
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
6.03400000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBG3
4300000.00000000
PA
USD
3878192.10000000
0.754835421001
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_22-A
N/A
Towd Point Revolving Trust
N/A
3250000.00000000
PA
USD
3159812.50000000
0.615012958930
Long
ABS-MBS
CORP
US
Y
2
2064-09-25
Fixed
4.82900000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
300000.00000000
PA
USD
284152.89000000
0.055306354306
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
1250000.00000000
PA
USD
1233986.50000000
0.240178076593
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
7.07000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69358DAA2
3338442.19190000
PA
USD
3079190.46000000
0.599321015381
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
500000.00000000
PA
USD
500000.00000000
0.097317951449
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
6.53300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAB7
362205.36490000
PA
USD
318348.24000000
0.061961997128
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.48600000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
4500000.00000000
PA
USD
4432449.15000000
0.862713742366
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
7.24100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
2220941.13590000
PA
USD
2032567.57000000
0.395610624191
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
1.92600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573WAC5
208643.64370000
PA
USD
185648.40000000
0.036133843955
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAL2
1665999.99990000
PA
USD
1404871.66000000
0.273438464001
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAE5
1000000.00000000
PA
USD
951322.20000000
0.185161455345
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
7.09700000
N
N
N
N
N
N
RS IVY HOLDCO INC
N/A
ITT Holdings LLC
N/A
482160.00000000
PA
USD
480853.35000000
0.093591325939
Long
LON
CORP
US
N
2
2028-07-10
Variable
8.18000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Trust
61767YBA7
38830031.71460000
PA
USD
1124731.28000000
0.218913088202
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.96300000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
10066400.77000000
NS
USD
10066400.77000000
1.959283002816
Long
STIV
RF
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418BAD0
2400000.00000000
PA
USD
2405232.00000000
0.468144502002
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
6.29500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69360MAA8
1670950.81000000
PA
USD
1532185.20000000
0.298218249811
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
4000000.00000000
PA
USD
3964800.00000000
0.771692427815
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
7.03200000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAE4
4464836.08100000
PA
USD
4451441.57000000
0.866410349181
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.56800000
N
N
N
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
293579.19420000
PA
USD
291691.48000000
0.056773634577
Long
LON
CORP
US
N
2
2025-10-24
Variable
9.13000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAE1
4250000.00000000
PA
USD
4035531.40000000
0.785459297718
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
7.34200000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
1495510.96050000
PA
USD
1372894.17000000
0.267214496363
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
936860.02690000
PA
USD
864487.40000000
0.168260285644
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
1188656.70210000
PA
USD
1115204.85000000
0.217058902897
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.71400000
N
N
N
N
N
N
Merit
N/A
MHP
55293DAE1
1457487.80500000
PA
USD
1409947.18000000
0.274426342419
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Floating
6.59600000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702DAE7
4500000.00000000
PA
USD
4417722.90000000
0.859847485401
Long
ABS-O
CORP
KY
N
2
2029-05-20
Floating
7.04100000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
1881970.16230000
PA
USD
1782004.80000000
0.346842113219
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
6.06400000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
3078562.00690000
PA
USD
2867061.41000000
0.558033086203
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
2550000.00000000
PA
USD
2427745.43000000
0.472526423778
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
1500000.00000000
PA
USD
1353071.85000000
0.263356361212
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.54700000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61744CYB6
518990.25770000
PA
USD
508853.39000000
0.099041139006
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.00400000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
2200000.00000000
PA
USD
1959965.46000000
0.381479646958
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Company LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
337500.00000000
PA
USD
333920.10000000
0.064992840159
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAE0
2408276.86570000
PA
USD
2338688.02000000
0.455192654372
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.54700000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
982000.00000000
PA
USD
955119.94000000
0.185900631899
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust
929342AB9
2100000.00000000
PA
USD
2097350.64000000
0.408219735513
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.76800000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAF9
5700000.00000000
PA
USD
5414273.82000000
1.053812073500
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3B5
11000000.00000000
PA
USD
10892196.26000000
2.120012453623
Long
DBT
CORP
US
N
2
2024-08-19
Floating
5.87000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12526PAA2
1069481.51530000
PA
USD
1044059.40000000
0.203211443999
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
0.80100000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
1750000.00000000
PA
USD
1708700.00000000
0.332574367284
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
7.08400000
N
N
N
N
N
N
Fortress Credit Opportunities
254900D3ZKYJFB38KE25
Fortress Credit Opportunities VI CLO Ltd.
34960JAS4
167679.65310000
PA
USD
165556.86000000
0.032223308927
Long
ABS-O
CORP
KY
N
2
2030-07-10
Floating
6.90300000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
2120507.00130000
PA
USD
1815125.37000000
0.353288565265
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384ML0
74835000.00000000
PA
USD
74824190.50000000
14.56347387668
Long
DBT
USGSE
US
N
2
2023-10-02
None
0.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
434000.00000000
PA
USD
400885.80000000
0.078026769642
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
2600000.00000000
PA
USD
2441209.86000000
0.475147085268
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
3193125.00000000
PA
USD
2760993.01000000
0.537388367400
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300TYZXFDHLTKDG17
Carlyle Global Market Strategies CLO Ltd.
14310KAS0
4769447.50000000
PA
USD
4752754.43000000
0.925056649742
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
6.57000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
1150000.00000000
PA
USD
984687.50000000
0.191655540636
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Allegro CLO Ltd
N/A
Allegro CLO IX Ltd.
01750NAA7
1500000.00000000
PA
USD
1496025.60000000
0.291180293416
Long
ABS-O
CORP
KY
N
2
2031-10-16
Floating
6.73500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAA8
6250000.00000000
PA
USD
6135920.63000000
1.194270451939
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
7.11800000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53946JAC8
708165.25130000
PA
USD
692895.44000000
0.134862329579
Long
ABS-O
CORP
KY
N
2
2036-05-15
Floating
6.94700000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
5700000.00000000
PA
USD
5497592.09000000
1.070028800210
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M, LP
381743AA1
4750000.00000000
PA
USD
4676123.25000000
0.910141470832
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
7.16200000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493JAJ0
1000000.00000000
PA
USD
946670.90000000
0.184256145370
Long
ABS-O
CORP
KY
N
2
2036-01-18
Floating
7.34500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105692AA5
7447977.03140000
PA
USD
6547184.43000000
1.274317152982
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62000000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
3666687.13730000
PA
USD
3558265.77000000
0.692566270900
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.49500000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778GAA3
4075000.00000000
PA
USD
4075000.00000000
0.793141304315
Long
ABS-O
CORP
US
N
3
2023-10-12
Floating
7.18000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
3500000.00000000
PA
USD
3357716.08000000
0.653532100910
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAA9
354553.57200000
PA
USD
335220.44000000
0.065245933009
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
5000000.00000000
PA
USD
4955056.00000000
0.964431798477
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
7.07000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
4100000.00000000
PA
USD
4006581.91000000
0.779824687593
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.89700000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AX7
2350000.00000000
PA
USD
2084463.44000000
0.405711423705
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Fortress Credit Opportunities
254900FRBH7KBHJT7O18
Fortress Credit Opportunities XI CLO Ltd.
34961WAC9
1637889.88010000
PA
USD
1628503.30000000
0.316965210170
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.87000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings, Inc.
315786AC7
400000.00000000
PA
USD
390502.77000000
0.076005859223
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
4300000.00000000
PA
USD
4271572.96000000
0.831401459870
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
2150000.00000000
PA
USD
2019491.71000000
0.393065592373
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAP8
2550000.00000000
PA
USD
2539723.50000000
0.494321376537
Long
DBT
CORP
US
N
2
2026-01-25
Floating
6.01400000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
2315720.49710000
PA
USD
2072382.04000000
0.403359949508
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
2500000.00000000
PA
USD
2338632.25000000
0.455181799528
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.19700000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAE4
1000000.00000000
PA
USD
909185.00000000
0.176960043377
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
7.24500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
199119.61670000
PA
USD
189571.41000000
0.036897402549
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
1300000.00000000
PA
USD
1160376.30000000
0.225850888853
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
275000.00000000
PA
USD
269285.16000000
0.052412560254
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAF9
500000.00000000
PA
USD
490316.84000000
0.095433260860
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
2024-07-15
Guggenheim Funds Trust
James Howley
James Howley
CFO