0001752724-24-142949.txt : 20240625 0001752724-24-142949.hdr.sgml : 20240625 20240625100412 ACCESSION NUMBER: 0001752724-24-142949 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240625 DATE AS OF CHANGE: 20240625 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP CENTRAL INDEX KEY: 0000885709 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06625 FILM NUMBER: 241066651 BUSINESS ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 40TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 2136251900 MAIL ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 40TH FL CITY: LOS ANGELES STATE: CA ZIP: 90071 FORMER COMPANY: FORMER CONFORMED NAME: PAYDENFUNDS DATE OF NAME CHANGE: 20010423 FORMER COMPANY: FORMER CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP DATE OF NAME CHANGE: 19940104 FORMER COMPANY: FORMER CONFORMED NAME: P&R INVESTMENT TRUST DATE OF NAME CHANGE: 19920929 0000885709 S000022678 Payden Managed Income Fund C000065580 Payden Managed Income Fund (SI Class) PKBIX C000069457 Payden Managed Income Fund (Adviser Class) PKCBX C000077412 Payden Managed Income Fund (Retirement Class) PKCRX C000172680 Payden Managed Income Fund (Institutional Class) PKCIX NPORT-P 1 primary_doc.xml NPORT-P false 0000885709 XXXXXXXX S000022678 C000065580 C000172680 C000069457 C000077412 PAYDEN & RYGEL INVESTMENT GROUP 811-06625 0000885709 549300QJNYRKYZS3P282 333 South Grand Avenue 32nd Floor Los Angeles 90071 213-625-1900 Payden Managed Income Fund S000022678 549300E8I3EQMB6RVA07 2024-10-31 2024-04-30 N 121754543.64 4720821.27 117033722.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1543985.51000000 0.00000000 0.00000000 1176000.00000000 BRL EUR GBP USD N N/A N/A MPT OPER PARTNERSP/FINL N/A 000000000 225000.00000000 PA 243137.44000000 0.207749898983 Long DBT CORP US N 2 2026-03-24 Fixed 2.50000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 200000.00000000 PA USD 205105.00000000 0.175252906467 Long DBT CORP CL N 2 N/A Fixed 8.75000000 N N N N N N RRE Loan Management N/A 000000000 500000.00000000 PA 535772.29000000 0.457793086599 Long ABS-CBDO CORP IE N 2 2036-10-15 Floating 5.58600000 N N N N N N Sage AR Funding 635400KXGNL1GYF3BH46 000000000 110000.00000000 PA 133422.79000000 0.114003713885 Long ABS-MBS CORP GB N 2 2030-11-17 Floating 8.22482000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 300000.00000000 PA 318394.53000000 0.272053664151 Long DBT CORP CA N 2 2029-12-13 Fixed 3.63100000 N N N N N N CIFC Funding Ltd 635400OB7ZCBUWDQNV87 12551YAA1 646769.44000000 PA USD 647601.83000000 0.553346349142 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.68854000 N N N N N N Capital Automotive Reit N/A 12510HAG5 800000.00000000 PA USD 774619.76000000 0.661877401071 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.17000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754PAC4 372331.18000000 PA USD 374287.93000000 0.319812035728 Long ABS-MBS CORP US N 2 2039-11-25 Floating 7.59450000 N N N N N N Fannie Mae - CAS N/A 207941AB1 300000.00000000 PA USD 301138.56000000 0.257309221566 Long ABS-MBS CORP US N 2 2044-03-25 Floating 7.28002000 N N N N N N Arbor Realty Collateralized Lo N/A 03881EAL1 400000.00000000 PA USD 375802.00000000 0.321105739772 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 8.38546000 N N N N N N BX Trust N/A 05612AAA4 800000.00000000 PA USD 801828.96000000 0.685126426608 Long ABS-MBS CORP US N 2 2041-02-15 Floating 6.96298000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 200000.00000000 PA USD 184539.60000000 0.157680706263 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -19.00000000 NC 24089.45000000 0.020583340862 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2024-06-06 -2421455.31000000 USD 24089.45000000 N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 000000000 250000.00000000 PA 263790.50000000 0.225397000674 Long DBT CORP JE N 2 2029-02-28 Fixed 7.00000000 N N N N N N Fannie Mae - CAS N/A 20753XAA2 668555.66000000 PA USD 678202.52000000 0.579493248839 Long ABS-MBS CORP US N 2 2042-03-25 Floating 7.43002000 N N N N N N Truist Insurance Holdings, LLC N/A 000000000 150000.00000000 PA USD 151524.00000000 0.129470375658 Long LON CORP US N 2 2032-03-08 Floating 10.07410000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAA2 236000.00000000 PA USD 235762.80000000 0.201448604065 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.68800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 400000.00000000 PA USD 387339.65000000 0.330964137648 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N TPGI Trust N/A 87267HAQ0 360000.00000000 PA USD 359541.68000000 0.307212034889 Long ABS-MBS CORP US N 2 2026-06-15 Floating 7.79448000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 90000.00000000 PA USD 88269.91000000 0.075422628805 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 12.00000000 NC USD 10680.00000000 0.009125574905 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4800.00000000 USD 2024-05-17 XXXX -14228.52000000 N N N Fannie Mae - CAS N/A 20754WAB1 130628.23000000 PA USD 133128.34000000 0.113752119734 Long ABS-MBS CORP US N 2 2040-01-25 Floating 7.44450000 N N N N N N BX Trust N/A 12433UAQ8 700000.00000000 PA USD 694463.14000000 0.593387210059 Long ABS-MBS CORP US N 2 2035-05-15 Floating 8.03801000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 200000.00000000 PA USD 174410.28000000 0.149025662405 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Dryden Senior Loan Fund N/A 262487AA9 600000.00000000 PA USD 600609.60000000 0.513193623032 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 6.70070000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 225000.00000000 PA USD 234645.98000000 0.200494332102 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAB3 250000.00000000 PA USD 245452.11000000 0.209727679364 Long DBT CORP US N 2 2024-09-15 Fixed 1.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 180000.00000000 PA USD 166131.68000000 0.141951974726 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 100000.00000000 PA USD 104730.09000000 0.089487104980 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N Capital Automotive Reit N/A 12510HAH3 200000.00000000 PA USD 181360.34000000 0.154964172998 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.52000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 150000.00000000 PA USD 145211.49000000 0.124076622583 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAT7 375000.00000000 PA USD 371250.00000000 0.317216262528 Long DBT NUSS AE N 2 2034-04-30 Fixed 5.00000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 350000.00000000 PA USD 314782.58000000 0.268967416933 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 550000.00000000 PA USD 565443.12000000 0.483145463161 Long ABS-MBS CORP US N 2 2040-01-25 Floating 8.44450000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29430.73000000 0.025147222017 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -89900000.00000000 JPY 601486.66000000 USD 2024-05-23 29430.73000000 N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 100000.00000000 PA USD 99988.47000000 0.085435606058 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N BXMT Ltd N/A 12434LAJ3 400000.00000000 PA USD 329874.40000000 0.281862691641 Long ABS-CBDO CORP KY N 2 2038-02-15 Floating 7.38072000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3G2 199038.04000000 PA USD 200727.83000000 0.171512813516 Long ABS-MBS CORP US N 2 2043-11-25 Floating 7.18002000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 350000.00000000 PA USD 313696.78000000 0.268039650151 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 14314LAC9 203008.42000000 PA USD 203305.02000000 0.173714905313 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 6.61860000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 475000.00000000 PA USD 444350.43000000 0.379677259683 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -41391.21000000 -0.03536690892 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1177867.18000000 USD 178600000.00000000 JPY 2024-05-23 -41391.21000000 N N N Flatiron CLO Ltd 549300ZUHE1G4KLVKW25 33882GAE8 538047.26000000 PA USD 538216.21000000 0.459881305234 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 6.54860000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -12.00000000 NC 6313.94000000 0.005394974945 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2024-06-06 -1373113.96000000 USD 6313.94000000 N N N Santander Bank Auto Credit-Lin N/A 80290CBK9 850000.00000000 PA USD 917626.00000000 0.784069737694 Long ABS-O CORP US N 2 2032-12-15 Fixed 14.59200000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 N/A 30166RAJ6 10.01000000 NS USD 776760.17000000 0.663706284197 Long EC CORP US N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 222.00000000 NC USD -322681.18000000 -0.27571641187 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-28 45312368.68000000 USD -322681.18000000 N N N Life Financial Services Trust N/A 53218CAN0 540633.58000000 PA USD 520079.34000000 0.444384173610 Long ABS-MBS CORP US N 2 2038-03-15 Floating 8.38548000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 200000.00000000 PA USD 206800.00000000 0.176701206978 Long DBT CORP CA N 2 2028-10-01 Fixed 8.37500000 N N N N N N Flagship Credit Auto Trust N/A 33845PAJ3 675000.00000000 PA USD 663480.38000000 0.566913848901 Long ABS-O CORP US N 2 2028-07-17 Fixed 6.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68268VAA3 400000.00000000 PA USD 396746.44000000 0.339001812439 Long ABS-O CORP US N 2 2034-10-14 Fixed 4.89000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 10658.34000000 0.009107067419 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -933000.00000000 GBP 1176629.01000000 USD 2024-05-23 10658.34000000 N N N Planet Fitness Master Issuer L 549300NX9W3U2DO53T22 72703PAC7 263312.50000000 PA USD 234474.80000000 0.200348066567 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N BX Trust N/A 12433YAQ0 280000.00000000 PA USD 274905.99000000 0.234894682005 Long ABS-MBS CORP US N 2 2037-10-15 Floating 8.18548000 N N N N N N Wingstop Funding LLC N/A 974153AB4 591000.00000000 PA USD 530820.72000000 0.453562194938 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRX24 701767.67000000 PA USD 698230.03000000 0.596605846469 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753ACJ1 235600.66000000 PA USD 239640.22000000 0.204761683339 Long ABS-MBS CORP US N 2 2043-04-25 Floating 7.83002000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 300000.00000000 PA USD 278570.81000000 0.238026104236 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 300000.00000000 PA USD 296355.23000000 0.253222083343 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 475000.00000000 PA USD 435303.90000000 0.371947410699 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AA8 200000.00000000 PA USD 207463.40000000 0.177268052146 Long DBT CORP N/A N 2 2028-11-15 Fixed 10.00000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 000000000 225000.00000000 PA USD 220047.32000000 0.188020440214 Long DBT CORP US N 2 2029-08-06 Fixed 6.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 500000.00000000 PA USD 510381.60000000 0.436097895259 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N Diamond Infrastructure Funding N/A 25265LAC4 150000.00000000 PA USD 133007.70000000 0.113649038334 Long ABS-O CORP US N 2 2049-04-15 Fixed 2.35500000 N N N N N N Westlake Automobile Receivable N/A 96041AAN6 325000.00000000 PA USD 332244.25000000 0.283887620825 Long ABS-O CORP US N 2 2029-07-16 Fixed 7.19000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -67052.35000000 -0.05729318750 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1746655.55000000 USD 1540000.00000000 CHF 2024-05-23 -67052.35000000 N N N Fannie Mae - CAS N/A 20754AAF0 300000.00000000 PA USD 306986.49000000 0.262306012133 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.08002000 N N N N N N Ballyrock Ltd N/A 05875MAX0 400000.00000000 PA USD 399886.40000000 0.341684765640 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 6.71909000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 700000.00000000 PA USD 719636.82000000 0.614896976210 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.43002000 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AB7 175000.00000000 PA USD 162395.94000000 0.138759954576 Long DBT CORP US N 2 2028-02-01 Fixed 3.95000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 14708.15000000 0.012567446119 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -178600000.00000000 JPY 1151184.12000000 USD 2024-05-23 14708.15000000 N N N TIERRA MOJADA LUX II SRL 254900H2U8PBIY32VI94 000000000 226167.34400000 PA USD 203674.10000000 0.174030267409 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 275000.00000000 PA USD 270399.74000000 0.231044296057 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 175000.00000000 PA 187693.80000000 0.160375826897 Long DBT CORP AT N 2 2029-03-30 Fixed 10.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 150000.00000000 PA USD 160159.79000000 0.136849265969 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N RR Ltd 549300RJ4N2AJDFNE876 74983AAA1 600000.00000000 PA USD 600603.00000000 0.513187983631 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 6.73017000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BZ1 155000.00000000 PA USD 154396.13000000 0.131924480289 Long DBT CORP KY N 2 2031-05-15 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPD6 387541.89000000 PA USD 377427.86000000 0.322494963295 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20753KAF9 1069223.45000000 PA USD 1144203.81000000 0.977670184993 Long ABS-MBS CORP US N 2 2031-08-25 Floating 9.59450000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAB3 70000.00000000 PA USD 71329.27000000 0.060947621382 Long DBT CORP US N 2 2031-05-01 Fixed 8.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 212871.72000000 0.181889215936 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -7962000.00000000 EUR 8730242.29000000 USD 2024-06-26 212871.72000000 N N N INTERNATIONAL PETROLEUM 54930025D80LU0SMR645 000000000 265000.00000000 PA USD 258606.88000000 0.220967832828 Long DBT CORP CA N 2 2027-02-01 Fixed 7.25000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAS3 97259.75000000 PA USD 96852.96000000 0.082756455181 Long ABS-O CORP US N 2 2032-05-15 Fixed 5.28100000 N N N N N N Allegro CLO Ltd 635400EBXLHIKFL2MP73 01750CAG8 400000.00000000 PA USD 400001.20000000 0.341782857025 Long ABS-CBDO CORP KY N 2 2031-06-13 Floating 7.49017000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 225000.00000000 PA USD 191710.35000000 0.163807786437 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 325000.00000000 PA USD 115680.76000000 0.098843955107 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N GoldenTree Loan Management US N/A 38138JAN3 600000.00000000 PA USD 600000.00000000 0.512672747520 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.82456000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAA3 300000.00000000 PA USD 299418.03000000 0.255839106828 Long DBT CORP US N 2 2026-01-15 Fixed 7.50000000 N N N N N N BX Trust N/A 05609VAN5 400000.00000000 PA USD 393768.32000000 0.336457144168 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.43546000 N N N N N N BDS Ltd N/A 05492QAL0 600000.00000000 PA USD 582591.60000000 0.497798060424 Long ABS-CBDO CORP KY N 2 2037-02-16 Floating 8.18337000 N N N N N N Fannie Mae - CAS N/A 20754GAE0 300000.00000000 PA USD 300995.94000000 0.257187359253 Long ABS-MBS CORP US N 2 2044-02-25 Floating 7.13002000 N N N N N N TCI-Symphony CLO N/A 87232BAF9 782441.81000000 PA USD 783381.52000000 0.669363927025 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.52017000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 475000.00000000 PA USD 382541.92000000 0.326864695280 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80286QAC3 2327.00000000 PA USD 460554.48000000 0.393522884407 Long ABS-O CORP US N 2 2028-04-18 None 0.00000000 N N N N N N Voya CLO Ltd 549300ITL5IR423IJ183 92915PAH8 628089.76000000 PA USD 628781.29000000 0.537265052556 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 6.57854000 N N N N N N Westlake Automobile Receivable N/A 96043RAG2 400000.00000000 PA USD 398470.24000000 0.340474721243 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.02000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 87990.85000000 0.075184184710 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -262000000.00000000 JPY 1755161.65000000 USD 2024-05-23 87990.85000000 N N N McGraw-Hill Education Inc 254900U6YJ9QZ4IQOR26 58063DAC7 226836.74000000 PA USD 227356.20000000 0.194265546199 Long LON CORP US N 2 2028-07-28 Floating 10.18021000 N N N N N N Magnetite CLO Ltd 549300XSCWZTP19VRZ67 55955KAA2 671806.00000000 PA USD 672620.90000000 0.574724008071 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.58017000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 500000.00000000 PA USD 397265.79000000 0.339445573425 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -7793.59000000 -0.00665926866 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -724527.86000000 USD 670000.00000000 EUR 2024-06-26 -7793.59000000 N N N BUFFALO ENERGY MX HLDGS N/A 11952AAA0 200000.00000000 PA USD 209581.20000000 0.179077616054 Long DBT CORP MX N 2 2039-02-15 Fixed 7.87500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 325000.00000000 PA 349553.33000000 0.298677443493 Long DBT CORP NL N 2 2029-03-09 Fixed 3.87500000 N N N N N N Payden Cash Reserves Money Market Fund 549300SI0EB26HO5RT16 704329598 1397775.26000000 NS USD 1397775.26000000 1.194335471601 Long STIV RF US N 1 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 11.00000000 NC 2861.44000000 0.002444970511 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2024-06-26 1313113.80000000 USD 2861.44000000 N N N Dryden Senior Loan Fund 254900MX6QAMC9XBAB53 26252QAJ1 600000.00000000 PA USD 600399.60000000 0.513014187570 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 6.76017000 N N N N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 000000000 234437.50000000 PA USD 219023.23000000 0.187145401824 Long DBT CORP MU N 2 2026-08-10 Fixed 4.70000000 N N N N N N Dryden Leveraged Loan CDO 635400ZKLU6BYCZWMN91 000000000 477963.11000000 PA 506465.75000000 0.432751979296 Long ABS-CBDO CORP IE N 2 2032-05-15 Floating 4.65100000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 200000.00000000 PA USD 194554.31000000 0.166237821082 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 400000.00000000 PA 357197.94000000 0.305209415514 Long DBT CORP IT N 2 2031-02-24 Fixed 1.35000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 48128U2R9 600000.00000000 PA USD 590533.98000000 0.504584463384 Long ABS-O CORP US N 2 2028-12-26 Fixed 4.39300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 175000.00000000 PA USD 172344.99000000 0.147260965907 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTEN5 315111.48000000 PA USD 313177.71000000 0.267596128413 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 275000.00000000 PA USD 265729.75000000 0.227054001717 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 250000.00000000 PA USD 243673.00000000 0.208207510677 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -107127.61000000 -0.09153567692 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1774298.41000000 USD 262000000.00000000 JPY 2024-05-23 -107127.61000000 N N N NEOPHARMED GENTILI SPA 815600C8FD3DCB866E50 000000000 250000.00000000 PA 268003.27000000 0.228996621292 Long DBT CORP IT N 2 2030-04-08 Fixed 7.12500000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CBB9 835000.00000000 PA USD 867106.50000000 0.740903119580 Long ABS-O CORP US N 2 2032-08-16 Fixed 11.91000000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 450000.00000000 PA USD 457279.56000000 0.390724614017 Long DBT CORP US N 2 2028-01-15 Fixed 6.59900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E3D0 1082326.57000000 PA USD 1072928.21000000 0.916768422188 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET67 1032069.49000000 PA USD 1002422.93000000 0.856524862834 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 200000.00000000 PA USD 196893.60000000 0.168236638135 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 350000.00000000 PA USD 351312.50000000 0.300180574355 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 200000.00000000 PA USD 205267.39000000 0.175391661346 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 225000.00000000 PA USD 224944.18000000 0.192204584665 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 750000.00000000 PA USD 747828.83000000 0.638985768252 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5228.20000000 -0.00446725943 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -558198.94000000 USD 853000.00000000 AUD 2024-05-23 -5228.20000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 225000.00000000 PA USD 230106.25000000 0.196615339015 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 200000.00000000 PA USD 191589.35000000 0.163704397433 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 225000.00000000 PA USD 179312.90000000 0.153214728514 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 250000.00000000 PA USD 206842.69000000 0.176737683644 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAD9 175000.00000000 PA USD 152462.32000000 0.130272127479 Long DBT CORP US N 2 2030-02-01 Fixed 3.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AF0 150000.00000000 PA USD 151287.97000000 0.129268698744 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Cold Storage Trust N/A 193051AQ2 196598.10000000 PA USD 196374.57000000 0.167793150575 Long ABS-MBS CORP US N 2 2037-11-15 Floating 8.19908000 N N N N N N Fannie Mae - CAS N/A 207941AA3 275000.00000000 PA USD 275471.19000000 0.235377619733 Long ABS-MBS CORP US N 2 2044-03-25 Floating 6.48002000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775PAA5 375000.00000000 PA USD 349316.85000000 0.298475382074 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Payden Emerging Markets Local Bond Fund 549300ZRY78UEWJB7K76 70432T867 331914.89400000 NS USD 1523489.36000000 1.301752460016 Long EC RF US N 1 N N N JPMorgan Chase Bank, NA - CACL N/A 46591HBV1 550000.00000000 PA USD 544681.12000000 0.465405277188 Long ABS-O CORP US N 2 2028-09-25 Fixed 4.28000000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 505635.06000000 PA USD 541214.88000000 0.462443532547 Long ABS-MBS CORP US N 2 2031-09-25 Floating 9.54450000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 150000.00000000 PA USD 142950.25000000 0.122144495710 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N GoldenTree Loan Management US 549300KYU0TCMXRAI217 38090AAC2 600000.00000000 PA USD 602661.00000000 0.514946451155 Long ABS-CBDO CORP JE N 2 2034-01-20 Floating 6.99456000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 350000.00000000 PA USD 324508.28000000 0.277277585834 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -31444.87000000 -0.02686821316 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -565957.65000000 USD 84000000.00000000 JPY 2024-05-23 -31444.87000000 N N N Greystone Commercial Real Esta N/A 39809PAL9 300000.00000000 PA USD 278781.90000000 0.238206471053 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 8.18546000 N N N N N N BX Trust N/A 05608KAJ9 360475.37000000 PA USD 357074.36000000 0.305103822017 Long ABS-MBS CORP US N 2 2038-05-15 Floating 7.38781000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 000000000 275000.00000000 PA 283828.03000000 0.242518159939 Long DBT CORP GB N 2 2031-09-26 Fixed 4.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 425000.00000000 PA USD 412549.79000000 0.352505057213 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAE2 225000.00000000 PA USD 220293.02000000 0.188230379705 Long DBT CORP US N 2 2030-08-15 Fixed 5.45000000 N N N N N N FRANKLIN BSP CAPITAL CO 549300KJEVMKATLINB36 35250VAA2 175000.00000000 PA USD 172423.24000000 0.147327826978 Long DBT CORP US N 2 2029-06-15 Fixed 7.20000000 N N N N N N CIFC Funding Ltd N/A 12560EAL0 800000.00000000 PA USD 801377.60000000 0.684740759989 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.71617000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 25000000.00000000 PA 4733062.44000000 4.044186875502 Long DBT NUSS BR N 2 2024-07-01 None 0.00000000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 578803.33000000 PA USD 593196.37000000 0.506859354711 Long ABS-MBS CORP US N 2 2043-01-25 Floating 7.63002000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 66000.00000000 PA USD 64393.11000000 0.055020987708 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 125000.00000000 PA USD 135391.13000000 0.115685571011 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N GREENFIRE RESOURCES LTD 254900MTS0G2VGMJW059 39525UAA5 325000.00000000 PA USD 344790.95000000 0.294608206094 Long DBT CORP CA N 2 2028-10-01 Fixed 12.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 6662.41000000 0.005692726733 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -405000.00000000 CAD 301133.18000000 USD 2024-06-26 6662.41000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 300000.00000000 PA USD 282750.00000000 0.241597032269 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 14219.04000000 0.012149523839 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -1038531.54000000 USD 14219.04000000 N N N MIC Glen LLC 549300XD843A2SP50882 000000000 250000.00000000 PA USD 251523.75000000 0.214915619965 Long LON CORP US N 2 2028-07-21 Floating 9.68021000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 209.00000000 NC USD 1672.00000000 0.001428648056 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF 100.00000000 100.00000000 USD 2024-05-17 XXXX -4135.38000000 N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 200000.00000000 PA 216689.62000000 0.185151438074 Long DBT CORP IE N 2 2029-04-29 Fixed 5.00000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AK4 200000.00000000 PA USD 193123.48000000 0.165015241837 Long DBT CORP US N 2 2034-08-01 Fixed 5.62500000 N N N N N N LCM Ltd Partnership N/A 50188YAE4 395004.90000000 PA USD 395765.68000000 0.338163797566 Long ABS-CBDO CORP KY N 2 2030-03-20 Floating 6.56617000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 200000.00000000 PA USD 186739.56000000 0.159560472160 Long DBT CORP MX N 2 N/A Fixed 5.87500000 N N N N N N DOBANK SPA 8156007AF7DB5FE05555 000000000 200000.00000000 PA 189203.89000000 0.161666130213 Long DBT CORP IT N 2 2026-07-31 Fixed 3.37500000 N N N N N N BX Trust N/A 05610DAA0 500000.00000000 PA USD 506056.30000000 0.432402122868 Long ABS-MBS CORP US N 2 2038-05-15 Floating 8.01098000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 145000.00000000 PA USD 144256.68000000 0.123260780806 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 000000000 200000.00000000 PA USD 194000.00000000 0.165764188365 Long LON CORP LU N 2 2030-11-15 Floating 9.81573000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 379000.00000000 PA USD 365949.93000000 0.312687593446 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N CIFC Funding Ltd N/A 12598YAA6 800000.00000000 PA USD 801865.60000000 0.685157733823 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.91644000 N N N N N N SITIOS LATINOAMERICA N/A 000000000 400000.00000000 PA USD 365774.96000000 0.312538089529 Long DBT CORP MX N 2 2032-04-04 Fixed 5.37500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 100000.00000000 PA 102272.34000000 0.087387069238 Long DBT CORP MX N 2 2025-11-24 Fixed 3.62500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 206605.60000000 0.176535101008 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N Buckhorn Park CLO, Ltd. N/A 118382AQ3 500000.00000000 PA USD 500809.00000000 0.427918543355 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 6.70854000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAN2 300000.00000000 PA USD 278220.00000000 0.237726353025 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 9.18546000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 8892.15000000 0.007597938286 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -317000.00000000 GBP 405117.97000000 USD 2024-06-26 8892.15000000 N N N Cologix Data Centers Issuer LL N/A 19521DAJ0 400000.00000000 PA 266002.25000000 0.227286840590 Long ABS-O CORP CA N 2 2052-01-25 Fixed 5.68000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 306434.46000000 PA USD 319297.97000000 0.272825612596 Long ABS-MBS CORP US N 2 2039-09-25 Floating 9.19450000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 250000.00000000 PA USD 232623.87000000 0.198766530952 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 5752.27000000 PA USD 5760.13000000 0.004921769455 Long ABS-MBS CORP US N 2 2031-07-25 Floating 7.89450000 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 758970AA5 500000.00000000 PA USD 500042.00000000 0.427263176692 Long ABS-CBDO CORP JE N 2 2037-04-26 Floating 6.82562000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 219000.00000000 PA USD 213441.69000000 0.182376229412 Long DBT CORP US N 2 2028-07-25 Fixed 4.80800000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 228000.00003900 PA USD 214717.93000000 0.183466718525 Long DBT CORP US N 2 2029-10-15 Fixed 9.50000000 N N N N N N GRUPO AXO SA DE CV 4469000001BNKIG58H20 000000000 500000.00000000 PA USD 481457.86000000 0.411383873169 Long DBT CORP MX N 2 2026-06-08 Fixed 5.75000000 N N N N N N RENTOKIL INITIAL PLC 549300VN4WV7Z6T14K68 000000000 225000.00000000 PA 209414.65000000 0.178935306644 Long DBT CORP GB N 2 2028-10-14 Fixed 0.50000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT58 336585.68000000 PA USD 343387.54000000 0.293409055993 Long ABS-MBS CORP US N 2 2043-04-25 Floating 7.43002000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 375000.00000000 PA USD 382411.50000000 0.326753257314 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 394000.00000000 PA USD 383712.66000000 0.327865039434 Long LON CORP US N 2 2028-08-19 Floating 9.41573000 N N N N N N Rad CLO Ltd N/A 74936GAA6 550000.00000000 PA USD 549978.55000000 0.469931690509 Long ABS-CBDO CORP KY N 2 2036-04-17 Floating 6.66707000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAE4 200000.00000000 PA USD 187593.04000000 0.160289732054 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 350000.00000000 PA 371353.96000000 0.317305091626 Long DBT NUSS HU N 2 2031-06-16 Fixed 4.25000000 N N N N N N Fortress CBO Investments Ltd N/A 34706CAA7 330378.80000000 PA USD 327622.78000000 0.279938784621 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 7.18002000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 325000.00000000 PA 284712.28000000 0.243273711400 Long DBT CORP US N 2 2026-10-15 Fixed 0.99300000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 5775012.00000000 PA USD 5809676.22000000 4.964104449854 Long DBT UST US N 2 2028-10-15 Fixed 2.37500000 N N N N N N Greystone Commercial Real Esta N/A 39809LAG9 600000.00000000 PA USD 587531.40000000 0.502018895154 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 7.83546000 N N N N N N Palisades Center Trust N/A 69640GAG0 900000.00000000 PA USD 45000.00000000 0.038450456064 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 3.35652100 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 250000.00000000 PA USD 248089.80000000 0.211981465663 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Fannie Mae - CAS N/A 20753QAF6 493994.77000000 PA USD 538831.81000000 0.460407307473 Long ABS-MBS CORP US N 2 2031-04-25 Floating 9.79450000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 8.00000000 NC USD 14600.00000000 0.012475036856 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4650.00000000 USD 2024-06-21 XXXX -8175.84000000 N N N BlackRock European CLO DAC 635400RUFMRMBL1HMT43 000000000 250000.00000000 PA 262623.78000000 0.224400091428 Long ABS-CBDO CORP IE N 2 2030-07-15 Floating 5.20600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 300000.00000000 PA 300785.52000000 0.257007564921 Long DBT CORP MX N 2 2026-04-16 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20753UAF7 500000.00000000 PA USD 505226.00000000 0.431692669231 Long ABS-MBS CORP US N 2 2044-01-25 Floating 8.03002000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AK1 360000.00000000 PA USD 308702.92000000 0.263772623606 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -84.00000000 NC USD 271209.23000000 0.231735968495 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -9529584.23000000 USD 271209.23000000 N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAM4 230000.00000000 PA USD 233198.84000000 0.199257816702 Long DBT CORP US N 2 2029-01-15 Fixed 7.25000000 N N N N N N Exeter Automobile Receivables N/A 30167JAG9 1100000.00000000 PA USD 1028492.08000000 0.878799767428 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.02000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 600000.00000000 PA USD 620049.48000000 0.529804117517 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.73002000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598V1 200000.00000000 PA USD 201561.80000000 0.172225403002 Long DBT CORP CA N 2 2084-01-27 Fixed 8.00000000 N N N N N N JDAC 0 08/15/29 N/A 000000000 1.00000000 NS USD 277430.91000000 0.237052111461 Long EC CORP US N 2 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 200000.00000000 PA USD 186718.26000000 0.159542272277 Long DBT CORP MX N 2 N/A Fixed 5.87500000 N N N N N N CUMULUS STATIC CLO 2549005ZFHRHIZ9ONM43 000000000 250000.00000000 PA 266800.00000000 0.227968481730 Long ABS-CBDO CORP IE N 2 2033-11-15 Floating 6.23500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 33493.63000000 0.028618785527 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -1215306.13000000 USD 33493.63000000 N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AD3 225000.00000000 PA USD 234354.69000000 0.200245438027 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N Dewolf Park clo, ltd N/A 25211AAE9 631026.73000000 PA USD 631494.32000000 0.539583213463 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.51017000 N N N N N N Diamond Infrastructure Funding N/A 25265LAE0 500000.00000000 PA USD 444995.60000000 0.380228528144 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 18.00000000 NC USD 2700.00000000 0.002307027363 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4400.00000000 USD 2024-05-17 XXXX -29408.52000000 N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 475000.00000000 PA USD 379760.13000000 0.324487782076 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 400000.00000000 PA USD 388700.00000000 0.332126494935 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 275000.00000000 PA USD 251029.63000000 0.214493416868 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N Fannie Mae - CAS N/A 20753AAA2 800000.00000000 PA USD 855028.32000000 0.730582863370 Long ABS-MBS CORP US N 2 2043-04-25 Floating 9.23002000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 200000.00000000 PA USD 186888.90000000 0.159688076406 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N Capital Automotive Reit N/A 12510HAJ9 300000.00000000 PA USD 248773.17000000 0.212565374288 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.95000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 7.00000000 NC USD 18270.00000000 0.015610885162 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 4550.00000000 USD 2024-07-19 XXXX -4465.93000000 N N N Oak Street Investment Grade Ne N/A 67181DAE1 498958.33000000 PA USD 454075.88000000 0.387987214970 Long ABS-O CORP US N 2 2050-11-20 Fixed 3.39000000 N N N N N N Fannie Mae - CAS N/A 20753XAB0 500000.00000000 PA USD 526041.90000000 0.449478910306 Long ABS-MBS CORP US N 2 2042-03-25 Floating 8.83002000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 196475.60000000 PA USD 196837.78000000 0.168188942480 Long ABS-MBS CORP US N 2 2042-02-25 Floating 6.63002000 N N N N N N BrightSpire Capital, Inc N/A 05591XAL5 300000.00000000 PA USD 260600.10000000 0.222670948785 Long ABS-CBDO CORP KY N 2 2038-08-19 Floating 8.88330000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAU4 300000.00000000 PA USD 290835.00000000 0.248505297541 Long DBT NUSS AE N 2 2054-04-30 Fixed 5.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 300000.00000000 PA USD 309240.90000000 0.264232303081 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CU6 300000.00000000 PA 322381.08000000 0.275459990053 Long DBT CORP US N 2 2029-04-13 Fixed 3.90700000 N N N N N N Santander Drive Auto Receivabl N/A 80286QAB5 506091.10000000 PA USD 507429.05000000 0.433575075392 Long ABS-O CORP US N 2 2028-04-18 Fixed 10.40000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBW1 250000.00000000 PA USD 235012.45000000 0.200807464071 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABG5 725000.00000000 PA USD 718481.14000000 0.613909500142 Long DBT CORP DK N 2 2028-03-01 Fixed 5.42700000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NCA9 400000.00000000 PA USD 400851.48000000 0.342509382665 Long ABS-MBS CORP US N 2 2044-03-25 Floating 7.33002000 N N N N N N CNTL AMR BOTTLING CORP N/A 000000000 516000.00000000 PA USD 482264.85000000 0.412073409470 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N NORTHRIVER MIDSTREAM FIN 549300SOLNLY3BL6GF18 66679NAA8 200000.00000000 PA USD 195972.96000000 0.167449993071 Long DBT CORP CA N 2 2026-02-15 Fixed 5.62500000 N N N N N N Extended Stay America Trust N/A 30227FAN0 754260.99000000 PA USD 754701.93000000 0.644858520020 Long ABS-MBS CORP US N 2 2038-07-15 Floating 9.13547880 N N N N N N Cold Storage Trust N/A 193051AN9 393196.21000000 PA USD 393073.97000000 0.335863853631 Long ABS-MBS CORP US N 2 2037-11-15 Floating 7.53348000 N N N N N N Fannie Mae - CAS N/A 20753UAB6 475000.00000000 PA USD 477454.94000000 0.407963559845 Long ABS-MBS CORP US N 2 2044-01-25 Floating 7.13002000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 86482.23000000 0.073895137443 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1540000.00000000 CHF 1766085.43000000 USD 2024-05-23 86482.23000000 N N N Neuberger Berman CLO Ltd 549300MZGBBYK103F794 64133KAY7 300000.00000000 PA USD 299990.70000000 0.256328427332 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 7.12456000 N N N N N N Venture CDO Ltd 549300SNYYGJ2M6QEK53 92329YAL0 2726.50000000 PA USD 2726.51000000 0.002329678954 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 6.47017000 N N N N N N Fortress CBO Investments Ltd N/A 34706CAC3 300000.00000000 PA USD 292838.10000000 0.250216855509 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 7.58002000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -129.00000000 NC USD 195065.41000000 0.166674532818 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-28 -13706807.92000000 USD 195065.41000000 N N N ACRE COMMERCIAL MORTGAGE TRUST N/A 00489TAG1 100000.00000000 PA USD 95533.45000000 0.081628993819 Long ABS-CBDO CORP KY N 2 2037-12-18 Floating 7.18337000 N N N N N N ARES CLO Ltd N/A 04019FAE7 400000.00000000 PA USD 400220.40000000 0.341970153469 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 7.32355000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 170000.00000000 PA 195261.57000000 0.166842142628 Long DBT NUSS RO N 2 2029-09-27 Fixed 6.62500000 N N N N N N CHAOT 0 06/25/30 N/A 16144JAH4 50.00000000 NS USD 510458.33000000 0.436163457559 Long EC CORP US N 2 N N N Modena Buyer LLC N/A 60753DAC8 375000.00000000 PA USD 367383.75000000 0.313912727511 Long LON CORP US N 2 2031-04-18 Floating 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 6238.15000000 0.005330215833 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -853000.00000000 AUD 559208.89000000 USD 2024-05-23 6238.15000000 N N N ELECTRICIDAD FIRME DE ME 549300B9KK10OSYRIY06 000000000 275000.00000000 PA USD 262690.29000000 0.224456921202 Long DBT CORP MX N 2 2026-11-20 Fixed 4.90000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001QAV3 7892700.80000000 PA USD 170232.14000000 0.145455631550 Long ABS-MBS CORP US N 2 2051-08-15 Variable 1.06487600 N N N N N N Driven Brands Funding, LLC N/A 26209XAD3 243750.00000000 PA USD 208705.84000000 0.178329660694 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.79100000 N N N N N N Fannie Mae - CAS N/A 20753UAA8 188402.55000000 PA USD 188594.53000000 0.161145459770 Long ABS-MBS CORP US N 2 2044-01-25 Floating 6.38002000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 250000.00000000 PA USD 215430.67000000 0.184075722481 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAD8 135000.00000000 PA USD 111882.26000000 0.095598309388 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 450000.00000000 PA USD 433026.88000000 0.370001800533 Long DBT CORP MX N 2 N/A Fixed 5.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 200000.00000000 PA USD 177101.77000000 0.151325418361 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 200000.00000000 PA USD 192922.35000000 0.164843385387 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KBS7 254075.27000000 PA USD 260506.02000000 0.222590561698 Long ABS-MBS CORP US N 2 2033-08-25 Floating 7.58002000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 404720.00000000 0.345814857294 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BU7 200000.00000000 PA 222058.28000000 0.189738714195 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N Greystone Commercial Real Esta N/A 39809LAJ3 600000.00000000 PA USD 579463.20000000 0.495124984718 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 8.18546000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 175000.00000000 PA USD 174144.72000000 0.148798753447 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N N PERMANENT TSB GROUP 635400DTNHVYGZODKQ93 000000000 225000.00000000 PA 253504.53000000 0.216608106506 Long DBT CORP IE N 2 2028-04-25 Fixed 6.62500000 N N N N N N Fannie Mae - CAS N/A 20754GAF7 700000.00000000 PA USD 707402.78000000 0.604443544710 Long ABS-MBS CORP US N 2 2044-02-25 Floating 7.83002000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 300000.00000000 PA USD 278637.00000000 0.238082660584 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BF0 375000.00000000 PA USD 338095.19000000 0.288886983301 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Trinitas Euro CLO 635400DBDKTTFX5N9Q18 000000000 250000.00000000 PA 267439.25000000 0.228514691820 Long ABS-CBDO CORP IE N 2 2037-10-25 Floating 5.63200000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 684306.55000000 PA USD 693837.30000000 0.592852458205 Long ABS-MBS CORP US N 2 2043-11-25 Floating 7.18002000 N N N N N N Dryden Senior Loan Fund 5493000CMI5L15ZSNM78 26244KAN6 613609.36000000 PA USD 614252.42000000 0.524850793054 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.56017000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 193228.20000000 0.165104720320 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -24700000.00000000 BRL 4920808.85000000 USD 2024-07-01 193228.20000000 N N N LKQ DUTCH BOND BV 724500O7KBK1ICWRWC17 000000000 200000.00000000 PA 211831.52000000 0.181000412283 Long DBT CORP NL N 2 2031-03-13 Fixed 4.12500000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCH1 550000.00000000 PA USD 531645.95000000 0.454267316491 Long ABS-O CORP US N 2 2029-02-26 Fixed 3.69400000 N N N N N N OCP CLO Ltd 2549001TBA76KDJQIQ68 67106BAY3 700000.00000000 PA USD 699968.50000000 0.598091290121 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 7.21707000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1699.98000000 -0.00145255569 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -39243.14000000 USD 5900000.00000000 JPY 2024-05-23 -1699.98000000 N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KPU7 198537.40000000 PA USD 198618.44000000 0.169710435571 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.33002000 N N N N N N Freddie Mac - STACR 5493000ITFTMJUMPDE35 35565XBD1 398577.79000000 PA USD 455880.20000000 0.389528924457 Long ABS-MBS CORP US N 2 2050-08-25 Floating 11.44450000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACA3 300000.00000000 PA USD 258349.93000000 0.220748280724 Long DBT CORP US N 2 2028-09-15 Fixed 2.10000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 000000000 225000.00000000 PA USD 230832.02000000 0.197235476515 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N N VERDE PURCHASER LLC 2549004HFEKMUGBG3Z35 92339LAA0 175000.00000000 PA USD 184559.38000000 0.157697607375 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 48275EAA4 400000.00000000 PA USD 397384.80000000 0.339547262064 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 6.76882000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 225000.00000000 PA USD 224259.40000000 0.191619471258 Long DBT CORP GB N 2 2027-05-09 Fixed 5.82900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DJ1 200000.00000000 PA USD 200900.00000000 0.171659924961 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 175000.00000000 PA USD 170419.34000000 0.145615585447 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 340375.00000000 PA USD 295597.78000000 0.252574876722 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 000000000 200000.00000000 PA USD 194693.42000000 0.166356684259 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 900000.00000000 PA USD 900785.02000000 0.769679885214 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DH9 600000.00000000 PA USD 595672.61000000 0.508975189319 Long DBT CORP US N 2 2029-07-27 Fixed 5.28200000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 200000.00000000 PA USD 200135.72000000 0.171006882415 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBF9 200000.00000000 PA USD 196153.29000000 0.167604076865 Long DBT CORP US N 2 2029-03-01 Fixed 5.87500000 N N N N N N Evergreen AcqCo 1 LP 549300F6POVHG3ME8T95 30015FAG1 398904.45000000 PA USD 401148.29000000 0.342762993329 Long LON CORP US N 2 2028-04-26 Floating 9.05191000 N N N N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 000000000 325000.00000000 PA 353666.16000000 0.302191669920 Long DBT CORP GB N 2 2031-02-27 Fixed 4.25000000 N N N N N N Fannie Mae - CAS N/A 20753DAB4 500000.00000000 PA USD 546918.60000000 0.467317102220 Long ABS-MBS CORP US N 2 2042-09-25 Floating 10.08002000 N N N N N N Dryden Euro CLO 635400V5VX7XDQVRNU55 000000000 344758.16000000 PA 365180.08000000 0.312029791589 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 4.76100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 450000.00000000 PA USD 374524.93000000 0.320014541463 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548MBF1 608981.08000000 PA USD 609393.36000000 0.520698946986 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.69617000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -9.00000000 NC 20065.78000000 0.017145297606 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-06-06 -1287070.14000000 USD 20065.78000000 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AU8 300000.00000000 PA USD 282539.10000000 0.241416827798 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N TierPoint Issuer LLC N/A 88651CAA8 400000.00000000 PA USD 384280.48000000 0.328350215833 Long ABS-O CORP US N 2 2053-06-25 Fixed 6.00000000 N N N N N N Epic Y Grade Services LP 549300TTOB7LU4ZHIL80 29427BAM1 340000.00000000 PA USD 336538.80000000 0.287557118738 Long LON CORP US N 2 2029-06-29 Floating 11.05211000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAT1 60787.35000000 PA USD 61038.02000000 0.052154215694 Long ABS-O CORP US N 2 2032-05-15 Fixed 7.37500000 N N N N N N Oak Hill Credit Partners 254900ZA7EPUCGQUTA43 67109SAA5 550000.00000000 PA USD 549704.10000000 0.469697185450 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 6.79342000 N N N N N N SAGAX EURO MTN 549300M3FFATWSV78G84 000000000 250000.00000000 PA 232989.24000000 0.199078723022 Long DBT CORP NL N 2 2028-01-26 Fixed 0.75000000 N N N N N N Aimco N/A 00900PAQ8 250000.00000000 PA USD 249989.25000000 0.213604459413 Long ABS-CBDO CORP KY N 2 2037-04-16 Floating 6.82766000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 975000.00000000 PA USD 964903.76000000 0.824466436220 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKH3 2900000.00000000 PA USD 2871113.27000000 2.453235880956 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N VB-S1 Issuer LLC N/A 91823ABA8 300000.00000000 PA USD 263914.50000000 0.225502953042 Long ABS-O CORP US N 2 2052-02-15 Fixed 5.26800000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 750000.00000000 PA USD 766418.25000000 0.654869583295 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N C&W SENIOR FINANCE LTD N/A 000000000 300000.00000000 PA USD 284415.00000000 0.243019699143 Long DBT CORP KY N 2 2027-09-15 Fixed 6.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 475000.00000000 PA USD 443242.44000000 0.378730532554 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N TTAN N/A 87303TAN7 251869.19000000 PA USD 249493.41000000 0.213180786655 Long ABS-MBS CORP US N 2 2038-03-15 Floating 7.83548000 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 75972BAB7 250000.00000000 PA USD 228011.34000000 0.194825333572 Long DBT CORP JP N 2 2026-11-25 Fixed 2.17000000 N N N N N N JUNIPER RECEIVABLES 2023-1 DAC 635400VPHEPHO9HXX694 481941102 10.00000000 NS USD 370418.78000000 0.316506022793 Long EC CORP IE N 2 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAY5 275000.00000000 PA USD 269812.68000000 0.230542679952 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 7309.03000000 0.006245234153 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -126871.53000000 USD 7309.03000000 N N N Freddie Mac - STACR N/A 3137G0GM5 246308.45000000 PA USD 257245.01000000 0.219804176771 Long ABS-MBS CORP US N 2 2028-03-25 Floating 14.24450000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 350000.00000000 PA USD 352585.45000000 0.301268252312 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 450000.00000000 PA USD 345843.00000000 0.295507135034 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N Avoca CLO 549300EKPKIYEW0BB327 000000000 250000.00000000 PA 268672.75000000 0.229568661544 Long ABS-CBDO CORP IE N 2 2037-04-15 Floating 5.40500000 N N N N N N Cold Storage Trust N/A 193051AS8 294897.16000000 PA USD 294629.57000000 0.251747585254 Long ABS-MBS CORP US N 2 2037-11-15 Floating 8.92596000 N N N N N N YINSON PRODUCTION FINANC 254900TYMSC94RS33U73 000000000 200000.00000000 PA USD 199249.61000000 0.170249741668 Long DBT CORP SG N 2 2029-05-03 Fixed 9.62500000 N N N N N N 2024-06-24 PAYDEN & RYGEL INVESTMENT GROUP Sandi Brents Sandi Brents Compliance Officer