0001752724-24-142951.txt : 20240625
0001752724-24-142951.hdr.sgml : 20240625
20240625100412
ACCESSION NUMBER: 0001752724-24-142951
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: 241066655
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
S000045226
Payden Strategic Income Fund
C000140807
Payden Strategic Income Fund (Investor Class)
PYSGX
C000140808
Payden Strategic Income Fund (SI Class)
PYSIX
C000248246
Payden Strategic Income Fund (Adviser Class)
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000885709
XXXXXXXX
S000045226
C000248246
C000140807
C000140808
PAYDEN & RYGEL INVESTMENT GROUP
811-06625
0000885709
549300QJNYRKYZS3P282
333 South Grand Avenue
32nd Floor
Los Angeles
90071
213-625-1900
Payden Strategic Income Fund
S000045226
5493002EUNEMBLRCKL57
2024-10-31
2024-04-30
N
183304527.32
3564451.86
179740075.46
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1670768.58000000
0.00000000
0.00000000
218746.90000000
EUR
USD
N
N/A
N/A
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAG3
1050000.00000000
PA
USD
995416.80000000
0.553809047566
Long
ABS-CBDO
CORP
US
N
2
2038-05-16
Floating
7.48377000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBL4
300000.00000000
PA
USD
302294.35000000
0.168184167735
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
550000.00000000
PA
592441.03000000
0.329609870522
Long
DBT
NUSS
CL
N
2
2034-07-05
Fixed
4.12500000
N
N
N
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
Blue Owl Capital Corp
69121KAC8
345000.00000000
PA
USD
334844.98000000
0.186294002126
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPSJ7
1176399.76000000
PA
USD
1054888.99000000
0.586896932862
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
400000.00000000
PA
USD
353500.00000000
0.196672889501
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BC1
725000.00000000
PA
USD
506692.23000000
0.281902758026
Long
DBT
CORP
US
N
2
2051-04-27
Fixed
3.87500000
N
N
N
N
N
N
Rockford Tower CLO Ltd
5493001SZ764RMCNU069
Rockford Tower CLO 2018-2 Ltd
77342KAA8
669000.00000000
PA
USD
670279.80000000
0.372916167017
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.74617000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHM6
1890000.00000000
PA
USD
1870435.55000000
1.040633562222
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
250000.00000000
PA
USD
249739.10000000
0.138944583928
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
415000.00000000
PA
USD
405104.68000000
0.225383615180
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
500000.00000000
PA
USD
472816.05000000
0.263055442026
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
250000.00000000
PA
USD
217678.46000000
0.121107359860
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
2160000.00000000
PA
USD
2151200.57000000
1.196839694483
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
TEXAS NATURAL GAS SECURITIZTN
N/A
Texas Natural Gas Securitization Finance Corp
88258MAB1
425000.00000000
PA
USD
415208.00000000
0.231004687706
Long
ABS-O
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
DC Commercial Mortgage Trust
N/A
DC Commercial Mortgage Trust 2023-DC
24023AAA8
400000.00000000
PA
USD
404123.68000000
0.224837827048
Long
ABS-MBS
CORP
US
N
2
2040-09-12
Fixed
6.31430000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CA0
625000.00000000
PA
USD
550841.90000000
0.306465822154
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDB7
493591.65000000
PA
USD
562883.28000000
0.313165151711
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
15.69450000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
192620.41000000
PA
USD
179062.11000000
0.099622807847
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
200000.00000000
PA
USD
151433.46000000
0.084251361090
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
30313RAA7
400000.00000000
PA
USD
393983.92000000
0.219196480802
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BK8
300000.00000000
PA
USD
301246.57000000
0.167601225953
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
5.80000000
N
N
N
N
N
N
PALOMINO FUNDING TRUST I
N/A
Palomino Funding Trust I
69754AAA8
650000.00000000
PA
USD
671002.54000000
0.373318269886
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
7.23300000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AV2
475000.00000000
PA
USD
447611.28000000
0.249032542606
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
641850.00000000
PA
USD
557412.96000000
0.310121690209
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
500000.00000000
PA
USD
472033.30000000
0.262619952056
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAG5
230000.00000000
PA
USD
222703.18000000
0.123902907812
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
192000.00000000
PA
USD
149069.76000000
0.082936295435
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KJZ3
1000000.00000000
PA
USD
923346.18000000
0.513711912959
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
2.42000000
N
N
N
N
N
N
CALIFORNIA ST POLL CONTROL FIN
N/A
California Pollution Control Financing Authority
130536RK3
245111.25850000
PA
USD
6311.61000000
0.003511520724
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
7.50000000
Y
Y
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AM2
450000.00000000
PA
USD
436275.00000000
0.242725501746
Long
DBT
NUSS
PY
N
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
RR Ltd
2549005CH9FMTJFP8I04
RR 24 Ltd
75000HAL8
600000.00000000
PA
USD
602518.80000000
0.335216728076
Long
ABS-CBDO
CORP
BM
N
2
2036-01-15
Floating
7.05856000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDC6
275000.00000000
PA
USD
296024.78000000
0.164696036341
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62400000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDU0
850000.00000000
PA
USD
829365.36000000
0.461424842443
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-2
68268VAA3
500000.00000000
PA
USD
495933.05000000
0.275916791917
Long
ABS-O
CORP
US
N
2
2034-10-14
Fixed
4.89000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
42250PAE3
450000.00000000
PA
USD
432950.15000000
0.240875691685
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
5.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
550000.00000000
PA
USD
482069.34000000
0.268203592752
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-292171.57000000
-0.16255226846
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-02-27
0.00000000
USD
0.00000000
USD
13500000.00000000
USD
-292171.57000000
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CQ5
850000.00000000
PA
USD
846904.33000000
0.471182805410
Long
DBT
CORP
JP
N
2
2025-09-12
Fixed
5.06300000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAC2
500000.00000000
PA
USD
508385.00000000
0.282844545769
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
8.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
160000.00000000
PA
USD
93162.50000000
0.051831790857
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
211750.00000000
PA
USD
194156.69000000
0.108020812555
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNEG4
398640.43000000
PA
USD
357502.31000000
0.198899610498
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
525000.00000000
PA
USD
484865.30000000
0.269759150127
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAA6
525000.00000000
PA
USD
415730.66000000
0.231295474276
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL
42329HAB4
300000.00000000
PA
USD
300841.31000000
0.167375755924
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
8.75000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
550000.00000000
PA
USD
571161.13000000
0.317770607661
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Payden Emerging Markets Local Bond Fund
549300ZRY78UEWJB7K76
Payden Emerging Markets Local Bond Fund
70432T867
394190.87100000
NS
USD
1809336.10000000
1.006640336257
Long
EC
RF
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAL5
925000.00000000
PA
USD
935283.29000000
0.520353230967
Long
DBT
CORP
ES
N
2
2028-09-14
Fixed
6.13800000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
750000.00000000
PA
USD
621324.53000000
0.345679464309
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
385000.00000000
PA
USD
361293.97000000
0.201009134482
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
BUFFALO ENERGY MX HLDGS
N/A
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy
11952AAA0
400000.00000000
PA
USD
419162.40000000
0.233204753546
Long
DBT
CORP
MX
N
2
2039-02-15
Fixed
7.87500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAJ9
360000.00000000
PA
USD
298527.80000000
0.166088613925
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
CALIFORNIA ST EARTHQUAKE AUTH
254900P2MGLOUH3QS859
California Earthquake Authority
13017HAP1
440000.00000000
PA
USD
439227.74000000
0.244368285078
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.60300000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
675000.00000000
PA
USD
623813.08000000
0.347063991379
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
40000.00000000
NS
USD
1011600.00000000
0.562812715756
Long
EP
CORP
US
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
250000.00000000
PA
USD
233182.80000000
0.129733338212
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
310000.00000000
PA
USD
215158.60000000
0.119705413191
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB50
505000.00000000
PA
USD
413303.42000000
0.229945057573
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
YINSON PRODUCTION FINANC
254900TYMSC94RS33U73
Yinson Production Financial Services Pte Ltd
000000000
250000.00000000
PA
USD
249062.02000000
0.138567884408
Long
DBT
CORP
SG
N
2
2029-05-03
Fixed
9.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
640000.00000000
PA
USD
506375.00000000
0.281726264275
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
400000.00000000
PA
USD
403434.58000000
0.224454440094
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AL9
775000.00000000
PA
USD
612909.76000000
0.340997831691
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Ozlme
6354008AGMENPDXTDJ03
Sculptor European CLO V DAC
000000000
600000.00000000
PA
638105.77000000
0.355015857407
Long
ABS-CBDO
CORP
IE
N
2
2032-01-14
Floating
5.65600000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
550000.00000000
PA
USD
526045.42000000
0.292670078530
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAL5
800000.00000000
PA
USD
801565.60000000
0.445958197106
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.37500000
N
N
N
N
N
N
TierPoint Issuer LLC
N/A
TierPoint Issuer LLC
88651CAA8
850000.00000000
PA
USD
816596.02000000
0.454320505824
Long
ABS-O
CORP
US
N
2
2053-06-25
Fixed
6.00000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-S1
80286QAC3
2327.00000000
PA
USD
460554.48000000
0.256233607792
Long
ABS-O
CORP
US
N
2
2028-04-18
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
700000.00000000
PA
USD
705320.00000000
0.392411095964
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
Numericable U.S. LLC
5493001ZMCICV4N02J21
Altice France SA/France
000000000
649335.90000000
PA
USD
489641.48000000
0.272416420626
Long
LON
CORP
FR
N
2
2028-08-15
Floating
10.82856000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPM96
838470.52000000
PA
USD
834055.88000000
0.464034455235
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493009ZFZYH4FRCW638
Freddie Mac STACR Trust 2019-FTR3
35565EAE2
300000.00000000
PA
USD
315112.32000000
0.175315560090
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
10.23613000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
140000.00000000
PA
USD
133185.30000000
0.074098833918
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
825000.00000000
PA
USD
511140.15000000
0.284377398135
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797KE6
3780000.00000000
PA
USD
3757355.68000000
2.090438468095
Long
DBT
UST
US
N
2
2024-06-11
None
0.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
950000.00000000
PA
USD
955496.21000000
0.531598869954
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QT4F3
717002.54000000
PA
USD
725106.31000000
0.403419386658
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2015-HQA1
3137G0GM5
492616.92000000
PA
USD
514490.05000000
0.286241144988
Long
ABS-MBS
CORP
US
N
2
2028-03-25
Floating
14.24450000
N
N
N
N
N
N
TIERRA MOJADA LUX II SRL
254900H2U8PBIY32VI94
Tierra Mojada Luxembourg II Sarl
30260LAA3
452334.68750000
PA
USD
405424.50000000
0.225561549900
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
549300K0XW5MBR2WNZ55
Freddie Mac STACR Trust 2019-FTR4
35565GAE7
300000.00000000
PA
USD
318361.86000000
0.177123470759
Long
ABS-MBS
CORP
US
N
2
2047-11-25
Floating
10.44450000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
300000.00000000
PA
USD
275125.65000000
0.153068618278
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
GRUPO AXO SA DE CV
4469000001BNKIG58H20
Grupo Axo SAPI de CV
40054MAA0
350000.00000000
PA
USD
337020.50000000
0.187504372153
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797GB7
2440000.00000000
PA
USD
2414711.77000000
1.343446509533
Long
DBT
UST
US
N
2
2024-07-11
None
0.00000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty 2021-FL1 Ltd
00103CAA7
377821.45000000
PA
USD
370689.31000000
0.206236315997
Long
ABS-CBDO
CORP
KY
N
2
2036-06-15
Floating
6.63072000
N
N
N
N
N
N
MIC Glen LLC
549300XD843A2SP50882
MIC Glen LLC
55304PAB7
437062.50000000
PA
USD
438452.36000000
0.243936895474
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.68021000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAH7
300000.00000000
PA
USD
302345.61000000
0.168212686695
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.95000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings Inc
03115AAA1
725000.00000000
PA
USD
545174.74000000
0.303312846956
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
350000.00000000
PA
USD
268943.97000000
0.149629385272
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
Wind River CLO Ltd
549300QKM4OHZM4I5C40
THL Credit Wind River 2019-3 Clo Ltd
97314JAA3
875000.00000000
PA
USD
875696.50000000
0.487201586935
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.67017000
N
N
N
N
N
N
Voya Euro CLO
635400K38PBPFZARQW28
Voya Euro CLO III DAC
000000000
300000.00000000
PA
318666.13000000
0.177292754097
Long
ABS-CBDO
CORP
IE
N
2
2033-04-15
Floating
4.82600000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
450000.00000000
PA
USD
424757.70000000
0.236317748789
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank NA - SBCLN
80290CAE4
57399.74000000
PA
USD
56720.76000000
0.031557102585
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AB8
735000.00000000
PA
USD
719962.03000000
0.400557320429
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
405000.00000000
PA
USD
398586.14000000
0.221756967098
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCH5
495236.99000000
PA
USD
576766.67000000
0.320889300020
Long
ABS-MBS
CORP
US
N
2
2028-09-25
Floating
17.69450000
N
N
N
N
N
N
BRIT COL MUNI FIN AUTH
549300XJ89QPG8565B79
Municipal Finance Authority of British Columbia
62620DAH4
500000.00000000
PA
332985.87000000
0.185259669635
Long
DBT
NUSS
CA
N
2
2029-10-09
Fixed
2.55000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FD68
750000.00000000
PA
USD
679039.31000000
0.377789598820
Long
DBT
MUN
US
N
2
2027-03-15
Fixed
1.53800000
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UVE5
910000.00000000
PA
USD
842274.18000000
0.468606780009
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.48400000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
180000.00000000
PA
USD
178439.20000000
0.099276246292
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-336.00000000
NC
USD
657743.52000000
0.365941495415
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
-35851119.36000000
USD
657743.52000000
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAS3
182362.04000000
PA
USD
181599.31000000
0.101034401780
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
5.28100000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BY4
300000.00000000
PA
USD
298462.09000000
0.166052055578
Long
DBT
CORP
KY
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
600000.00000000
PA
USD
625539.00000000
0.348024222421
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
785484.99000000
PA
798210.35000000
0.444091473733
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
6.61500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL4
05611VAG6
800000.00000000
PA
USD
802410.56000000
0.446428298166
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
8.46059000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABH3
300000.00000000
PA
USD
296359.53000000
0.164882277500
Long
DBT
CORP
DK
N
2
2030-03-01
Fixed
5.70500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
2861012.00000000
PA
USD
2657491.22000000
1.478519029881
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6C57
649958.89000000
PA
USD
639145.43000000
0.355594281555
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116AQ9
1000000.00000000
PA
USD
1001538.62000000
0.557214976925
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGE5
1770000.00000000
PA
USD
1734600.00000000
0.965060237991
Long
DBT
UST
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBU3
450000.00000000
PA
USD
454868.23000000
0.253070011702
Long
DBT
CORP
US
N
2
2030-01-03
Fixed
6.84800000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KV1
600000.00000000
PA
USD
560886.02000000
0.312053958230
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
4.13200000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
200000.00000000
PA
USD
192700.00000000
0.107210370033
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
228200.35000000
0.126961307552
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2035-02-27
0.00000000
USD
0.00000000
USD
-3200000.00000000
USD
228200.35000000
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAT4
325000.00000000
PA
USD
320832.40000000
0.178497977804
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.70000000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
250000.00000000
PA
USD
213045.62000000
0.118529837853
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2024-R03
207941AB1
550000.00000000
PA
USD
552087.36000000
0.307158744974
Long
ABS-MBS
CORP
US
N
2
2044-03-25
Floating
7.28002000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CJH5
5065800.00000000
PA
USD
5096207.21000000
2.835320502095
Long
DBT
UST
US
N
2
2028-10-15
Fixed
2.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAU4
560000.00000000
PA
USD
519401.08000000
0.288973440492
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1766.36000000
-0.00098273019
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1908796.46000000
USD
1782683.23000000
EUR
2024-06-26
-1766.36000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
585000.00000000
PA
USD
483073.88000000
0.268762477574
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
300000.00000000
PA
USD
371052.54000000
0.206438402259
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
15.94450000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-451434.35000000
-0.25115954182
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-06-28
0.00000000
USD
0.00000000
USD
11766000.00000000
USD
-451434.35000000
N
N
N
REDONDO BEACH CA CMNTY FING AU
N/A
Redondo Beach Community Financing Authority
757696AV1
500000.00000000
PA
USD
427571.80000000
0.237883398516
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
1.98100000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AD3
750000.00000000
PA
USD
612058.43000000
0.340524186625
Long
DBT
CORP
AU
N
2
2036-03-03
Fixed
3.05200000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAC7
350000.00000000
PA
USD
358933.75000000
0.199696004956
Long
DBT
CORP
CL
N
2
N/A
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
550000.00000000
PA
USD
442765.26000000
0.246336415997
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
50000.00000000
PA
USD
49845.51000000
0.027731995701
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
1225.06000000
0.000681573097
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-352503.36000000
USD
283000.00000000
GBP
2024-06-26
1225.06000000
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HBE9
470691.88000000
PA
USD
508150.11000000
0.282713862614
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
31.35500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TX6
478000.00000000
PA
USD
437743.44000000
0.243542481485
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
450000.00000000
PA
USD
461851.64000000
0.256955294370
Long
DBT
CORP
LU
N
2
2033-09-13
Fixed
8.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
400000.00000000
PA
USD
362148.38000000
0.201484493134
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
600000.00000000
PA
USD
573362.17000000
0.318995175968
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
314224.45000000
0.174821585667
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2034-08-30
0.00000000
USD
0.00000000
USD
-2600000.00000000
USD
314224.45000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
2340000.00000000
PA
USD
2216053.13000000
1.232920996794
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAJ2
1200000.00000000
PA
USD
1200446.40000000
0.667879100933
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
6.66927000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAU7
280000.00000000
PA
USD
273341.43000000
0.152075951509
Long
DBT
CORP
US
N
2
2033-02-02
Fixed
7.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAQ8
625000.00000000
PA
USD
619709.50000000
0.344780927911
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.83546000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
700000.00000000
PA
USD
739771.15000000
0.411578301670
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AU8
600000.00000000
PA
USD
565078.19000000
0.314386309538
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Juniper Receivables 2021-2 DAC Holding Class R-1 Notes
N/A
Juniper Receivables 2021-2 DAC Holding Class R-1 Notes
48204VAA2
1.00000000
NS
USD
294000.65000000
0.163569893496
Long
EC
CORP
IE
N
2
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
600000.00000000
PA
USD
571801.01000000
0.318126610627
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D83
550000.00000000
PA
USD
546471.21000000
0.304034149647
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.80000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBE5
775000.00000000
PA
USD
770197.64000000
0.428506351757
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2017-DNA2
3137G0PS2
245123.97000000
PA
USD
292230.57000000
0.162585093642
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
16.69450000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DW4
550000.00000000
PA
USD
568851.85000000
0.316485819060
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
375000.00000000
PA
USD
371766.19000000
0.206835447825
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
210000.00000000
PA
USD
205771.61000000
0.114482877273
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Epic Y Grade Services LP
549300TTOB7LU4ZHIL80
EPIC Y-GRADE SERVICES LP
29427BAM1
600000.00000000
PA
USD
593892.00000000
0.330417130670
Long
LON
CORP
US
N
2
2029-06-29
Floating
11.05211000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AG1
300000.00000000
PA
USD
297535.32000000
0.165536438792
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
392575.00000000
PA
USD
349580.62000000
0.194492307352
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKE0
1830000.00000000
PA
USD
1799333.21000000
1.001075138860
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP 2021-FL1 Ltd
05591XAJ0
600000.00000000
PA
USD
545697.00000000
0.303603410983
Long
ABS-CBDO
CORP
KY
N
2
2038-08-19
Floating
8.13330000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
42000.00000000
PA
USD
40867.36000000
0.022736921577
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
Cologix Data Centers Issuer LL
N/A
Cologix Canadian Issuer LP
19521DAD3
675000.00000000
PA
452129.63000000
0.251546367076
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
4.94000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACR6
650000.00000000
PA
USD
669857.25000000
0.372681077542
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
590000.00000000
PA
USD
568612.50000000
0.316352654545
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-B
80290CCE2
600000.00000000
PA
USD
600603.84000000
0.334151322938
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
8.40800000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
350000.00000000
PA
USD
355328.16000000
0.197690002683
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
330000.00000000
PA
USD
327788.99000000
0.182368338925
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Pegasus Bidco Bv
254900U303DPAFR7MA71
PEGASUS BIDCO BV
000000000
349125.00000000
PA
USD
350654.17000000
0.195089586505
Long
LON
CORP
NL
N
2
2029-07-12
Floating
9.05699000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
550000.00000000
PA
USD
584095.60000000
0.324966815834
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
525000.00000000
PA
USD
402363.57000000
0.223858574093
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300UP5H2PFBIITY41
Palmer Square CLO 2014-1 Ltd
69688XAS0
552412.16000000
PA
USD
553393.24000000
0.307885283003
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
6.70868000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAG0
300000.00000000
PA
USD
291850.65000000
0.162373721749
Long
DBT
CORP
MA
N
2
2054-05-02
Fixed
7.50000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AP7
500000.00000000
PA
USD
501298.13000000
0.278901702203
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.70000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAG8
300000.00000000
PA
USD
273638.31000000
0.152241123355
Long
ABS-CBDO
CORP
KY
N
2
2038-03-15
Floating
7.83072000
N
N
N
N
N
N
Verde Purchaser, LLC
2549004HFEKMUGBG3Z35
VERDE PURCHASER LLC
92338TAB2
550000.00000000
PA
USD
550756.25000000
0.306418170010
Long
LON
CORP
US
N
2
2030-11-30
Floating
10.30942000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
400000.00000000
PA
USD
345375.16000000
0.192152562034
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
350000.00000000
PA
USD
349476.69000000
0.194434484967
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85200000
N
N
N
N
N
N
Man GLG Euro CLO
635400D8TYQFYNLHNR61
Man GLG Euro CLO VI DAC
000000000
368819.93000000
PA
390800.20000000
0.217425189680
Long
ABS-CBDO
CORP
IE
N
2
2032-10-15
Floating
4.71600000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAC0
450000.00000000
PA
USD
450450.00000000
0.250611889889
Long
DBT
CORP
GB
N
2
2034-05-02
Fixed
6.25000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BN8
575000.00000000
PA
USD
567038.23000000
0.315476795338
Long
DBT
CORP
US
N
2
2029-03-21
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2015-DNA3
3137G0GZ6
490402.55000000
PA
USD
537798.04000000
0.299208753876
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Floating
14.79450000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCG3
94512.77000000
PA
USD
92324.49000000
0.051365556492
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
2.10200000
N
N
N
N
N
N
Montmartre Euro CLO
213800HCQ9D9IBM16U83
Montmartre Euro CLO 2020-2 DAC
000000000
250000.00000000
PA
263690.71000000
0.146706687045
Long
ABS-CBDO
CORP
IE
N
2
2034-07-15
Floating
4.86600000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-451653.00000000
-0.25128118970
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-08-30
0.00000000
USD
0.00000000
USD
11900000.00000000
USD
-451653.00000000
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2Q1
55094.12000000
PA
USD
54402.28000000
0.030267195482
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.28000000
N
N
N
N
N
N
ACWA POWER MGMT INVST
635400M3OWQGQBZOYO38
Acwa Power Management And Investments One Ltd
005117AA4
644085.00000000
PA
USD
619792.05000000
0.344826855343
Long
DBT
CORP
AE
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
BlackRock European CLO DAC
635400IDVZFM7YPKHY80
Blackrock European CLO VII DAC
000000000
700000.00000000
PA
734871.47000000
0.408852320841
Long
ABS-CBDO
CORP
IE
N
2
2031-10-15
Floating
5.20600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BD1
300000.00000000
PA
USD
292730.72000000
0.162863356572
Long
DBT
CORP
GB
N
2
2033-05-02
Fixed
5.50000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
550000.00000000
PA
USD
557016.90000000
0.309901338682
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.12500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
700000.00000000
PA
USD
705466.30000000
0.392492491279
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPSR9
1160952.49000000
PA
USD
1070709.06000000
0.595698570427
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAN0
350000.00000000
PA
USD
348242.62000000
0.193747899075
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
575000.00000000
PA
USD
459709.63000000
0.255763567931
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
794167.04000000
PA
984710.32000000
0.547852401574
Long
ABS-MBS
CORP
IE
N
2
2031-05-17
Floating
7.82480000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
1164625.00000000
PA
USD
1075262.62000000
0.598231984296
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.78600000
N
N
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
82556FAA0
800000.00000000
PA
USD
794982.10000000
0.442295407946
Long
DBT
CORP
IN
N
2
2027-04-22
Fixed
6.62500000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
255000.00000000
PA
USD
229341.59000000
0.127596246642
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHH7
3170000.00000000
PA
USD
3113905.87000000
1.732449406194
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
300000.00000000
PA
USD
354651.45000000
0.197313509017
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAY1
400000.00000000
PA
USD
374762.40000000
0.208502416081
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
11.13017000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
500000.00000000
PA
USD
384270.00000000
0.213792054452
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQEW2
911466.78000000
PA
USD
888319.48000000
0.494224494858
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
625000.00000000
PA
USD
574217.22000000
0.319470890690
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
Symphony CLO Ltd
5493007X3UVVYJ005O73
Symphony CLO XXIV Ltd
87167QAG3
450000.00000000
PA
USD
450336.15000000
0.250548548423
Long
ABS-CBDO
CORP
KY
N
2
2032-01-23
Floating
7.83801000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
475000.00000000
PA
USD
463540.63000000
0.257894979076
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
3190000.00000000
PA
USD
2995360.17000000
1.666495444788
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Payden Cash Reserves Money Market Fund
549300SI0EB26HO5RT16
Payden Cash Reserves Money Market Fund
704329598
2123174.20000000
NS
USD
2123174.20000000
1.181246972644
Long
STIV
RF
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
50650.73000000
0.028179987056
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3079000.00000000
CAD
2289355.67000000
USD
2024-06-26
50650.73000000
N
N
N
ELECTRICIDAD FIRME DE ME
549300B9KK10OSYRIY06
Electricidad Firme de Mexico Holdings SA de CV
28504MAA1
300000.00000000
PA
USD
286506.60000000
0.159400511692
Long
DBT
CORP
MX
N
2
2026-11-20
Fixed
4.90000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAB3
150000.00000000
PA
USD
152848.44000000
0.085038597880
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAG8
550000.00000000
PA
USD
544736.30000000
0.303068916937
Long
DBT
CORP
FR
N
2
2033-07-05
Fixed
5.51400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFW6
7000000.00000000
PA
USD
6932324.21000000
3.856860631808
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCR3
766829.68000000
PA
USD
890277.99000000
0.495314129429
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
17.19450000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital Inc
12593CAJ0
830000.00000000
PA
536532.16000000
0.298504470206
Long
DBT
NUSS
CA
N
2
2029-09-30
Fixed
1.95000000
N
N
N
N
N
N
NORTHWELL HEALTHCARE INC
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
500000.00000000
PA
USD
391311.91000000
0.217709884119
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAH2
900000.00000000
PA
USD
785555.33000000
0.437050740069
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAN4
264823.18000000
PA
USD
262802.90000000
0.146212746004
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
7.23548000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET75
460326.00000000
PA
USD
456513.35000000
0.253985288941
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers
549300PWQEWJ6XJV7687
Neuberger Berman Loan Advisers Euro CLO 2 DAC
000000000
500000.00000000
PA
528793.86000000
0.294199197728
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
4.93600000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AF2
550000.00000000
PA
USD
544386.21000000
0.302874141232
Long
DBT
CORP
CA
N
2
2026-06-15
Variable
5.36500000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
460000.00000000
PA
USD
447349.55000000
0.248886926777
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECF0
450000.00000000
PA
USD
448518.81000000
0.249537455045
Long
DBT
CORP
GB
N
2
2027-05-09
Fixed
5.82900000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HAW8
933152.11000000
PA
USD
933152.11000000
0.519167529896
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
6.67801000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
200000.00000000
PA
USD
130600.00000000
0.072660479120
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
CIFC Funding Ltd
635400OB7ZCBUWDQNV87
CIFC Funding 2018-III Ltd
12551YAA1
739165.08000000
PA
USD
740116.39000000
0.411770379035
Long
ABS-CBDO
CORP
KY
N
2
2031-07-18
Floating
6.68854000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDW5
350000.00000000
PA
USD
353983.28000000
0.196941766656
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
1940000.00000000
PA
USD
1114325.39000000
0.619964906072
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
600000.00000000
PA
USD
603192.89000000
0.335591764082
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
EL SEGUNDO CA PENSN OBLIG
N/A
City of El Segundo CA
284035AH5
1000000.00000000
PA
USD
855562.97000000
0.476000117286
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
1.97700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
123.00000000
NC
USD
-462186.90000000
-0.25714181927
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
2024-06-18
14019093.15000000
USD
-462186.90000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
1523975.18000000
PA
USD
1445918.04000000
0.804449445288
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
650000.00000000
PA
USD
619529.27000000
0.344680655337
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
100000.00000000
PA
USD
102183.03000000
0.056850443474
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQK47
1344412.95000000
PA
USD
1310055.04000000
0.728860849005
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DV9
700000.00000000
PA
USD
646153.05000000
0.359493033674
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.62500000
N
N
N
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BM7
900000.00000000
PA
USD
825402.14000000
0.459219869518
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
3.94900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
3.00000000
NC
USD
-24502.59000000
-0.01363223529
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
2024-06-18
383190.09000000
USD
-24502.59000000
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AD3
550000.00000000
PA
USD
572867.03000000
0.318719700397
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
7.15000000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
186552.68000000
PA
193436.48000000
0.107620117274
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
5.81500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGH8
960000.00000000
PA
USD
917006.25000000
0.510184636149
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-A
80290CBX1
157201.34000000
PA
USD
159942.15000000
0.088985246940
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
10.06800000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EH7
600000.00000000
PA
USD
587858.41000000
0.327060288861
Long
DBT
CORP
US
N
2
2034-02-22
Fixed
5.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL5
05612GAG8
724949.12000000
PA
USD
725105.56000000
0.403418969389
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
8.01078000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
400000.00000000
PA
USD
315856.88000000
0.175729802711
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
450000.00000000
PA
USD
431167.31000000
0.239883792691
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DK2
700000.00000000
PA
USD
685308.39000000
0.381277457598
Long
DBT
CORP
US
N
2
2034-07-28
Fixed
5.62500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
550000.00000000
PA
USD
540682.52000000
0.300813560145
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
200000.00000000
PA
USD
212971.30000000
0.118488489255
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBB5
643467.32000000
PA
USD
626666.39000000
0.348651455940
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.41573000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
260000.00000000
PA
USD
229316.34000000
0.127582198579
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688MAN5
700000.00000000
PA
USD
699931.40000000
0.389413100116
Long
ABS-CBDO
CORP
KY
N
2
2037-04-16
Floating
6.85668000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
500000.00000000
PA
USD
505769.37000000
0.281389316603
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
TEMPE AZ COPS
N/A
City of Tempe AZ
87971LAK1
740000.00000000
PA
USD
638729.38000000
0.355362808413
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
1.57600000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-BIO
05612AAA4
700000.00000000
PA
USD
701600.34000000
0.390341629825
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Floating
6.96298000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
450000.00000000
PA
USD
421874.41000000
0.234713604587
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
750000.00000000
PA
USD
824990.25000000
0.458990710829
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
CIFC European Funding
549300NYQTL91Z5R9B69
CIFC European Funding CLO II DAC
000000000
600000.00000000
PA
636508.82000000
0.354127379979
Long
ABS-CBDO
CORP
IE
N
2
2033-04-15
Floating
4.80600000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MZGBBYK103F794
Neuberger Berman Loan Advisers CLO 36 Ltd
64133KAY7
450000.00000000
PA
USD
449986.05000000
0.250353767154
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
7.12456000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CK4
650000.00000000
PA
USD
644206.71000000
0.358410169992
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CD3
350000.00000000
PA
USD
343545.08000000
0.191134380644
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-B
80290CAZ7
58467.25000000
PA
USD
58472.03000000
0.032531437327
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
6.79300000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
430000.00000000
PA
USD
383189.21000000
0.213190747260
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
145000.00000000
PA
USD
140934.34000000
0.078410081691
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6DK3
990489.25000000
PA
USD
974010.77000000
0.541899611150
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
650000.00000000
PA
USD
675438.14000000
0.375786055653
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AJ4
975000.00000000
PA
USD
774122.86000000
0.430690183042
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
270000.00000000
PA
USD
216675.05000000
0.120549103724
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQKG9
948035.19000000
PA
USD
874525.81000000
0.486550263073
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
250000.00000000
PA
USD
222307.31000000
0.123682661994
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C
80281HAD6
50.00000000
NS
USD
592031.40000000
0.329381969204
Long
EC
CORP
US
N
2
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCB1
650000.00000000
PA
USD
666519.11000000
0.370823873470
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.77800000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAC7
500000.00000000
PA
USD
553331.50000000
0.307850933401
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.87500000
N
N
N
N
N
N
Ineos US Petrochem LLC
N/A
INEOS US PETROCHEM LLC
000000000
550000.00000000
PA
USD
549656.25000000
0.305806175163
Long
LON
CORP
US
N
2
2029-03-31
Floating
9.66573000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL7 Ltd
05493FAG4
1000000.00000000
PA
USD
963612.00000000
0.536114162372
Long
ABS-CBDO
CORP
KY
N
2
2036-06-16
Floating
7.78337000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
184708.19000000
0.102764054998
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-6509000.00000000
EUR
7147728.17000000
USD
2024-06-26
184708.19000000
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
443467.01000000
PA
USD
443972.65000000
0.247008158232
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.38002000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
182.00000000
NC
USD
-373153.87000000
-0.20760749601
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
37256591.37000000
USD
-373153.87000000
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BZ1
350000.00000000
PA
USD
348636.42000000
0.193966993230
Long
DBT
CORP
KY
N
2
2031-05-15
Fixed
8.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
463312.50000000
PA
USD
465049.92000000
0.258734686079
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.67992000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
200000.00000000
PA
USD
155500.00000000
0.086513817022
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
32765.72000000
0.018229501637
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1071000.00000000
GBP
1371434.03000000
USD
2024-06-26
32765.72000000
N
N
N
AREIT CRE TRUST
N/A
AREIT 2024-CRE9 LTD
00193AAA2
700000.00000000
PA
USD
700700.00000000
0.389840717606
Long
ABS-CBDO
CORP
KY
N
2
2041-05-17
Floating
6.98645000
N
N
N
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
500000.00000000
PA
USD
502913.09000000
0.279800199656
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
800000.00000000
PA
USD
720897.72000000
0.401077899936
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
400000.00000000
PA
USD
440472.00000000
0.245060540267
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-3683.04000000
-0.00204909227
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-896837.16000000
USD
1228398.39000000
CAD
2024-06-26
-3683.04000000
N
N
N
BX Trust
N/A
BX Trust 2024-CNYN
05612HAG6
400000.00000000
PA
USD
400592.48000000
0.222873212317
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Floating
8.01107000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
565000.00000000
PA
USD
470236.86000000
0.261620486581
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
400000.00000000
PA
USD
397084.80000000
0.220921683149
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
300000.00000000
PA
USD
308756.88000000
0.171779654153
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII XIV XIX XX XXIV XXII
86212XAM2
500000.00000000
PA
USD
498261.00000000
0.277211967739
Long
ABS-O
CORP
US
N
2
2054-05-20
Fixed
5.70000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AP6
600000.00000000
PA
USD
586729.39000000
0.326432148477
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
550000.00000000
PA
USD
534595.02000000
0.297426725026
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZX5
750000.00000000
PA
USD
723532.91000000
0.402544011483
Long
DBT
CORP
CA
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
BLUE CROSS BLUE SHIELD M
XHK82HP57BJNZ0CZTH48
Blue Cross and Blue Shield of Minnesota
05490LAA7
500000.00000000
PA
USD
488106.70000000
0.271562532034
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.79000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
500000.00000000
PA
USD
517313.50000000
0.287811996671
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
315112.83000000
PA
USD
306757.92000000
0.170667514862
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAY3
1129291.12000000
PA
USD
1012713.31000000
0.563432115741
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
500000.00000000
PA
USD
499602.10000000
0.277958100730
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
250000.00000000
PA
USD
240134.71000000
0.133601095573
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP
000000000
1100000.00000000
PA
USD
1102612.50000000
0.613448334868
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.06573000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
283840.97000000
0.157917464579
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2034-06-28
0.00000000
USD
0.00000000
USD
-2630000.00000000
USD
283840.97000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPY93
599541.48000000
PA
USD
569432.42000000
0.316808824377
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Debt Notes 2015-HQA2
3137G0HM4
330564.13000000
PA
USD
360211.17000000
0.200406709009
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Floating
15.94450000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EM23
351214.14000000
PA
USD
349268.45000000
0.194318628778
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Frontier Communications Corporation
N/A
Frontier Communications Holdings LLC
35906EAQ3
547179.48000000
PA
USD
546739.00000000
0.304183137010
Long
LON
CORP
US
N
2
2027-10-08
Floating
9.18021000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 55 CLO Ltd
26245MAC5
634979.79000000
PA
USD
635924.64000000
0.353802366207
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.61017000
N
N
N
N
N
N
Payden Emerging Market Corporate Bond Fund
549300YZ4XY581C25P40
Payden Emerging Market Corporate Bond Fund
704329234
102040.81600000
NS
USD
871428.57000000
0.484827085873
Long
EC
RF
US
N
1
N
N
N
Nationstar Mortgage Loan Trust
N/A
Nationstar Mortgage Loan Trust 2013-A
63861HAA6
28792.51000000
PA
USD
26123.05000000
0.014533792718
Long
ABS-MBS
CORP
US
N
2
2052-12-25
Variable
3.75000000
N
N
N
N
N
N
2024-06-24
PAYDEN & RYGEL INVESTMENT GROUP
Sandi Brents
Sandi Brents
Compliance Officer