Form NPORT-P Guggenheim Strategy Fund For: Mar 31

May 26, 2022 4:06 PM EDT

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    NPORT-P
    false
    
      
      
        
          0001601445
          XXXXXXXX
        
      
      
      
      
        S000045498
        C000141592
      
      
    
  
  
    
      Guggenheim Strategy Funds Trust
      811-22946
      0001601445
      5493007THUTJ3GMETL84
      702 King Farm Blvd., Suite 200
      Rockville
      
      20850
      301-296-5100
      Guggenheim Variable Insurance Strategy Fund III
      S000045498
      549300XSJSZ9XNVJEJ14
      2022-09-30
      2022-03-31
      N
    
    
      146081183.06
      1042094.66
      145039088.40
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      310031.12000000
      
        
          ILS
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust
        92536PAA2
        
          
        
        145698.07130000
        PA
        USD
        145103.96000000
        0.100044726977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novastar Home Equity Loan
        N/A
        NovaStar Mortgage Funding Trust Series
        66989EAA3
        
          
        
        513992.69130000
        PA
        USD
        501410.15000000
        0.345706909448
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Floating
          0.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCB HOLDINGS I CORP
        N/A
        TricorBraun Holdings, Inc.
        N/A
        
          
        
        498743.22000000
        PA
        USD
        485511.56000000
        0.334745319593
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-03
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        U.S. Secured Overnight Financing Rate
        N/A
        
          
        
        -380000.00000000
        OU
        Notional Amount
        USD
        8365.28000000
        0.005767603817
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                U.S. Secured Overnight Financing Rate
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-02-25
            295.76000000
            USD
            0.00000000
            USD
            -380000.00000000
            USD
            8069.52000000
          
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        Boxer Parent Co., Inc.
        N/A
        
          
        
        247277.46830000
        PA
        USD
        245578.67000000
        0.169318955813
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Variable
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd.
        55608JBA5
        
          
        
        650000.00000000
        PA
        USD
        614340.82000000
        0.423569140413
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-10-14
          Variable
          1.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444UBQ8
        
          
        
        650000.00000000
        PA
        USD
        596301.19000000
        0.411131369190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing, Inc.
        527298BH5
        
          
        
        250000.00000000
        PA
        USD
        252375.00000000
        0.174004816759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp.
        15189WAN0
        
          
        
        778000.00000000
        PA
        USD
        775596.39000000
        0.534749906770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          1.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        Residential Mortgage Loan Trust
        76119CAA9
        
          
        
        335633.74670000
        PA
        USD
        326488.47000000
        0.225103779678
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-26
          Variable
          2.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivabl
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBW2
        
          
        
        1171052.63160000
        PA
        USD
        1171086.59000000
        0.807428261525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        U.S. Secured Overnight Financing Rate
        N/A
        
          
        
        -300000.00000000
        OU
        Notional Amount
        USD
        10154.98000000
        0.007001547039
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                U.S. Secured Overnight Financing Rate
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-02-02
            291.62000000
            USD
            0.00000000
            USD
            -300000.00000000
            USD
            9863.36000000
          
        
        
          N
          N
          N
        
      
      
        ILLUMINA INC
        SQ95QG8SR5Q56LSNF682
        Illumina, Inc.
        452327AL3
        
          
        
        1250000.00000000
        PA
        USD
        1226138.11000000
        0.845384594957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-23
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088MAJ1
        
          
        
        400000.00000000
        PA
        USD
        391070.93000000
        0.269631403723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FACTSET RESEARCH SYSTEMS
        549300ZSJE7NBK6K9P30
        FactSet Research Systems, Inc.
        303075AA3
        
          
        
        550000.00000000
        PA
        USD
        534453.11000000
        0.368489016234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKETMTGE C0-ISSUER INC
        N/A
        Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
        77313LAA1
        
          
        
        350000.00000000
        PA
        USD
        321350.75000000
        0.221561479422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO
        N/A
        ABPCI Direct Lending Fund IX LLC
        000806AJ8
        
          
        
        700000.00000000
        PA
        USD
        687779.33000000
        0.474202739128
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-11-18
          Floating
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewStar Clarendon Fund CLO LLC
        549300HC3VVP80NTKX35
        First Eagle Clarendon Fund CLO LLC
        32010AAA6
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Floating
          1.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Series
        12648ELS9
        
          
        
        265286.86960000
        PA
        USD
        262310.40000000
        0.180854970128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-27
          Floating
          0.38700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon CLO LTD
        635400LRBGQZIPTCBI09
        Marathon CLO V Ltd.
        56576QAN8
        
          
        
        195131.06540000
        PA
        USD
        194771.56000000
        0.134289012809
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2027-11-21
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receiv
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust
        62942QDB6
        
          
        
        450000.00000000
        PA
        USD
        448093.08000000
        0.308946426058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO
        N/A
        ABPCI Direct Lending Fund CLO I LLC
        00086AAQ7
        
          
        
        500000.00000000
        PA
        USD
        502063.05000000
        0.346157063960
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-07-20
          Floating
          1.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        U.S. Secured Overnight Financing Rate
        N/A
        
          
        
        -700000.00000000
        OU
        Notional Amount
        USD
        15611.39000000
        0.010763574269
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                U.S. Secured Overnight Financing Rate
                N/A
              
            
            Y
            
              
                
              
            
            
            2025-03-07
            294.06000000
            USD
            0.00000000
            USD
            -700000.00000000
            USD
            15317.33000000
          
        
        
          N
          N
          N
        
      
      
        Woodmont Trust
        N/A
        Woodmont Trust
        97988WAA9
        
          
        
        1100000.00000000
        PA
        USD
        1104578.75000000
        0.761573147063
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-01-15
          Floating
          2.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VT TOPCO INC
        N/A
        VT TopCo, Inc.
        N/A
        
          
        
        234505.24000000
        PA
        USD
        230256.01000000
        0.158754452017
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-01
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON LUXEMBOURG SARL
        N/A
        Icon Luxembourg SARL
        N/A
        
          
        
        54262.30530000
        PA
        USD
        53957.35000000
        0.037201936798
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-03
          Variable
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust
        92539LAC4
        
          
        
        105903.47490000
        PA
        USD
        100143.20000000
        0.069045662865
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.43700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust
        12598JAC5
        
          
        
        324685.40690000
        PA
        USD
        307484.26000000
        0.212000960149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-27
          Variable
          1.92600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        Bunge Limited Finance Corp.
        120568AY6
        
          
        
        200000.00000000
        PA
        USD
        201022.21000000
        0.138598644143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT LLC
        12526PAA2
        
          
        
        372337.43570000
        PA
        USD
        368275.05000000
        0.253914344100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust
        64830TAD0
        
          
        
        421121.52890000
        PA
        USD
        418393.34000000
        0.288469366855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        BENCHMARK Mortgage Trust
        08162YAK8
        
          
        
        9908823.39830000
        PA
        USD
        396876.12000000
        0.273633904058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-12-15
          Variable
          0.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2018-CRE1 Issuer, Ltd
        N/A
        LoanCore Issuer Ltd.
        53946MAA5
        
          
        
        96507.11880000
        PA
        USD
        96466.48000000
        0.066510677269
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-05-15
          Floating
          1.52700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSW Structured Asset Trust
        N/A
        OSAT Trust
        67114HAA2
        
          
        
        575023.88910000
        PA
        USD
        550195.16000000
        0.379342676563
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          2.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        549300U8RSYT04O8Z019
        Cerberus Loan Funding XXVI, LP
        15673YAN9
        
          
        
        500000.00000000
        PA
        USD
        497460.65000000
        0.342983850414
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM LLC
        69358DAA2
        
          
        
        592829.85410000
        PA
        USD
        561858.53000000
        0.387384212213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-25
          Variable
          1.79300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Avenue Secured Funding
        N/A
        Madison Avenue Secured Funding Trust Series
        55662QAA3
        
          
        
        350000.00000000
        PA
        USD
        350000.00000000
        0.241314258012
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2023-01-17
          Floating
          1.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust
        52474XAA3
        
          
        
        582264.30160000
        PA
        USD
        554240.62000000
        0.382131897072
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd.
        86563VAZ2
        
          
        
        700000.00000000
        PA
        USD
        684899.59000000
        0.472217246781
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-03-10
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond CLO 2019-1 LLC
        N/A
        Diamond CLO Ltd.
        25257AAL8
        
          
        
        12674.03520000
        PA
        USD
        12671.54000000
        0.008736637922
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-04-25
          Floating
          1.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge, Inc.
        29250NBM6
        
          
        
        700000.00000000
        PA
        USD
        699826.91000000
        0.482509175781
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-16
          Floating
          0.84017200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940XAF9
        
          
        
        700000.00000000
        PA
        USD
        669227.13000000
        0.461411566621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding Ltd.
        69702DAE7
        
          
        
        750000.00000000
        PA
        USD
        732550.58000000
        0.505071141911
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-05-20
          Floating
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AY0
        
          
        
        650000.00000000
        PA
        USD
        629006.00000000
        0.433680331929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE CORP
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL, Inc.
        N/A
        
          
        
        88452.42900000
        PA
        USD
        86960.24000000
        0.059956416549
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-22
          Variable
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        Structured Asset Investment Loan Trust
        86358ERB4
        
          
        
        110588.43600000
        PA
        USD
        109766.89000000
        0.075680901756
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          1.19200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PBZ8
        
          
        
        1250000.00000000
        PA
        USD
        1226255.09000000
        0.845465249076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Variable
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL (STATE OF)
        N/A
        State of Israel
        N/A
        
          
        
        6090000.00000000
        PA
        
        1914229.30000000
        1.319802351984
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2022-07-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL Credit Lake Shore MM CLO I
        N/A
        Lake Shore MM CLO III LLC
        510760AA9
        
          
        
        2700000.00000000
        PA
        USD
        2678714.82000000
        1.846891654898
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620MBQ8
        
          
        
        1250000.00000000
        PA
        USD
        1196693.90000000
        0.825083715846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust
        92538CAA9
        
          
        
        615439.04330000
        PA
        USD
        599885.11000000
        0.413602372034
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij N.V.
        82620KAX1
        
          
        
        500000.00000000
        PA
        USD
        481701.96000000
        0.332118717315
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-11
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications, Inc.
        775109CA7
        
          
        
        350000.00000000
        PA
        USD
        347473.02000000
        0.239571982858
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OUTCOMES GROUP HOLDINGS INC
        N/A
        Outcomes Group Holdings, Inc.
        N/A
        
          
        
        98976.99100000
        PA
        USD
        96812.36000000
        0.066749150913
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-24
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS INC
        N/A
        Mileage Plus Holdings LLC
        N/A
        
          
        
        300000.00000000
        PA
        USD
        310875.00000000
        0.214338771312
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-21
          Variable
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        N/A
        SkyMiles IP Ltd.
        N/A
        
          
        
        600000.00000000
        PA
        USD
        618654.00000000
        0.426542945646
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Variable
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding Ltd.
        69689LAA4
        
          
        
        258588.66000000
        PA
        USD
        257520.95000000
        0.177552791348
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2027-08-20
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT Ltd.
        05608XAC6
        
          
        
        750000.00000000
        PA
        USD
        743138.25000000
        0.512371015426
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2037-11-15
          Floating
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        Structured Asset Securities Corporation Mortgage Loan Trust
        86365DAA7
        
          
        
        527964.50670000
        PA
        USD
        521854.27000000
        0.359802502730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-25
          Floating
          1.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home N
        N/A
        ZH Trust
        98879EAA9
        
          
        
        250000.00000000
        PA
        USD
        245459.55000000
        0.169236826229
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL GROUP INC
        549300AP2Q7ERHX6RI89
        Berry Global, Inc.
        N/A
        
          
        
        580842.53000000
        PA
        USD
        571856.90000000
        0.394277781464
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Variable
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp.
        126650CC2
        
          
        
        250000.00000000
        PA
        USD
        254710.11000000
        0.175614803436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-05
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        Cerberus Loan Funding XXXII, LP
        15674LAA4
        
          
        
        1000000.00000000
        PA
        USD
        996922.50000000
        0.687347466808
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2033-04-22
          Floating
          1.86100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System, Inc.
        78355HKH1
        
          
        
        300000.00000000
        PA
        USD
        303390.98000000
        0.209178769217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSTAR Securities Investment Lt
        N/A
        LSTAR Securities Investment Ltd.
        54912PAA6
        
          
        
        144152.86630000
        PA
        USD
        143119.65000000
        0.098676606133
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2026-03-02
          Floating
          1.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust
        89169EAA7
        
          
        
        244740.35930000
        PA
        USD
        243826.08000000
        0.168110598797
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-02-25
          Floating
          1.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies, Inc.
        879360AA3
        
          
        
        650000.00000000
        PA
        USD
        638911.44000000
        0.440509828797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        Golub Capital Partners CLO 16 Ltd.
        38178EAA3
        
          
        
        750000.00000000
        PA
        USD
        746592.00000000
        0.514752270050
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-07-25
          Floating
          1.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain, Inc.
        46284VAG6
        
          
        
        125000.00000000
        PA
        USD
        121858.75000000
        0.084017868110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Place Securitization T
        N/A
        Station Place Securitization Trust
        85778WAA8
        
          
        
        300000.00000000
        PA
        USD
        300000.00000000
        0.206840792581
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2022-09-26
          Floating
          1.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Tru
        N/A
        Soundview Home Loan Trust
        83612CAA7
        
          
        
        602735.43480000
        PA
        USD
        589733.71000000
        0.406603293295
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556HAA5
        
          
        
        300000.00000000
        PA
        USD
        311673.13000000
        0.214889057452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust
        48254CAL9
        
          
        
        187500.00000000
        PA
        USD
        183260.57000000
        0.126352538492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        N/A
        Wellfleet CLO Ltd.
        94951MAJ2
        
          
        
        477703.21030000
        PA
        USD
        475841.55000000
        0.328078144484
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-10-20
          Floating
          1.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global, Inc.
        08576PAG6
        
          
        
        450000.00000000
        PA
        USD
        430805.20000000
        0.297026963387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STEEL & ALUM
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co.
        759509AE2
        
          
        
        300000.00000000
        PA
        USD
        305971.35000000
        0.210957855137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2A2
        
          
        
        200000.00000000
        PA
        USD
        185970.93000000
        0.128221248527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust
        12662GAC2
        
          
        
        439919.66500000
        PA
        USD
        418723.15000000
        0.288696760727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-12-27
          Variable
          1.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXUS BUYER LLC
        N/A
        Nexus Buyer LLC
        N/A
        
          
        
        148481.00640000
        PA
        USD
        146884.84000000
        0.101272589079
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-09
          Variable
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST KEY REVOLVING TRUST 2021-1
        N/A
        FKRT
        N/A
        
          
        
        550000.00000000
        PA
        USD
        529649.81000000
        0.365177288304
        Long
        ABS-MBS
        CORP
        US
        Y
        
        3
        
          2058-11-30
          Fixed
          2.21100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65557CAZ6
        
          
        
        250000.00000000
        PA
        USD
        251232.12000000
        0.173216836076
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2023-08-30
          Floating
          1.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust
        52475WAA4
        
          
        
        449632.83480000
        PA
        USD
        424266.03000000
        0.292518406369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp.
        12513GBG3
        
          
        
        550000.00000000
        PA
        USD
        518388.75000000
        0.357413133051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AB Private Credit Investors LL
        N/A
        ABPCI Direct Lending Fund CLO VII, LP
        00085KAS2
        
          
        
        2750000.00000000
        PA
        USD
        2726214.15000000
        1.879640985112
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-20
          Floating
          1.69800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO
        N/A
        ABPCI Direct Lending Fund CLO II LLC
        000823AJ3
        
          
        
        1000000.00000000
        PA
        USD
        1000100.30000000
        0.689538462377
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          1.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        54930000UKAI7FBHXD27
        Cerberus Loan Funding XXXIII, LP
        15674PAA5
        
          
        
        500000.00000000
        PA
        USD
        497170.75000000
        0.342783973261
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-07-23
          Floating
          1.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAG0
        
          
        
        289351.60640000
        PA
        USD
        266193.44000000
        0.183532207032
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACHTREE FUNDING TRUST
        N/A
        Peachtree Corners Funding Trust
        70466WAA7
        
          
        
        100000.00000000
        PA
        USD
        101269.93000000
        0.069822508619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Li
        549300X48KLHDDGPK024
        Textainer Marine Containers VII Ltd.
        88315LAE8
        
          
        
        209275.85660000
        PA
        USD
        202728.89000000
        0.139775347622
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2045-08-21
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON INTERNATIONAL LTD
        549300O4LZFLCX53XZ54
        Triton Container International Ltd.
        89680YAD7
        
          
        
        350000.00000000
        PA
        USD
        339580.26000000
        0.234130167078
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2023-08-01
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust
        10568PAA5
        
          
        
        496856.14670000
        PA
        USD
        469845.90000000
        0.323944327824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2070-01-29
          Variable
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES FIN GROUP INC
        549300HOF34RGOJ5YL07
        Jefferies Financial Group, Inc.
        527288BE3
        
          
        
        150000.00000000
        PA
        USD
        153389.43000000
        0.105757304249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-18
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        U.S. Secured Overnight Financing Rate
        N/A
        
          
        
        -1400000.00000000
        OU
        Notional Amount
        USD
        20919.55000000
        0.014423387674
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                U.S. Secured Overnight Financing Rate
                N/A
              
            
            Y
            
              
                
              
            
            
            2024-03-04
            291.48000000
            USD
            0.00000000
            USD
            -1400000.00000000
            USD
            20628.07000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings, Inc.
        65339KBV1
        
          
        
        1250000.00000000
        PA
        USD
        1248710.06000000
        0.860947261717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Floating
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EQUITY INVESTME
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co.
        025676AM9
        
          
        
        300000.00000000
        PA
        USD
        312997.06000000
        0.215801866553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia
        06418BAD0
        
          
        
        350000.00000000
        PA
        USD
        351456.00000000
        0.242318125325
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-11
          Floating
          1.23585800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BrightSpire Capital, Inc
        N/A
        BRSP Ltd.
        05591XAE1
        
          
        
        500000.00000000
        PA
        USD
        493096.95000000
        0.339975213192
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2038-08-19
          Floating
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor, Inc.
        45674CAB9
        
          
        
        690000.00000000
        PA
        USD
        675995.55000000
        0.466078184479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK INC
        549300OHIIUWSTIZME52
        Block, Inc.
        852234AL7
        
          
        
        100000.00000000
        PA
        USD
        94522.00000000
        0.065170017988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL Credit Lake Shore MM CLO I
        N/A
        THL Credit Lake Shore MM CLO I Ltd.
        510800AC9
        
          
        
        500000.00000000
        PA
        USD
        501154.95000000
        0.345530956881
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          1.94100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp.
        049560AU9
        
          
        
        650000.00000000
        PA
        USD
        640334.50000000
        0.441490984991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust
        126401AA6
        
          
        
        435837.13820000
        PA
        USD
        428746.55000000
        0.295607587395
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MH SUB I LLC
        N/A
        Internet Brands, Inc.
        N/A
        
          
        
        296891.19370000
        PA
        USD
        292892.07000000
        0.201940092999
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-13
          Variable
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VT TopCo, Inc.
        N/A
        VT TopCo, Inc.
        N/A
        
          
        
        -5835.68880000
        PA
        USD
        -113.04000000
        -0.00007793761
        Short
        LON
        CORP
        US
        N
        
        3
        
          2025-08-01
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes, Inc.
        55903VAE3
        
          
        
        850000.00000000
        PA
        USD
        855164.52000000
        0.589609690348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        87020PAM9
        
          
        
        1400000.00000000
        PA
        USD
        1346925.45000000
        0.928663758755
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-03-18
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS LP
        N/A
        Alliant Holdings Intermediate LLC
        N/A
        
          
        
        296946.56240000
        PA
        USD
        293481.20000000
        0.202346280052
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-09
          Variable
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2B7
        
          
        
        1250000.00000000
        PA
        USD
        1178341.35000000
        0.812430195886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc.
        090572AR9
        
          
        
        400000.00000000
        PA
        USD
        393559.39000000
        0.271347120518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parliament CLO Ltd
        5493009BTB3REE8RVW84
        Parliament CLO II Ltd.
        701631AA1
        
          
        
        500000.00000000
        PA
        USD
        492611.15000000
        0.339640269002
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCL AMERICA INC
        549300CBM0L7W7N2EB94
        HCL America, Inc.
        40480HAA5
        
          
        
        1000000.00000000
        PA
        USD
        915548.54000000
        0.631242618869
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-10
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings, Inc.
        827048AX7
        
          
        
        350000.00000000
        PA
        USD
        319200.27000000
        0.220078789463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        3-Month USD LIBOR
        N/A
        
          
        
        -4000000.00000000
        OU
        Notional Amount
        USD
        243986.44000000
        0.168221162096
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                ICE LIBOR USD 3 Month
                N/A
              
            
            Y
            
              
                
              
            
            
            2026-05-04
            259.61000000
            USD
            0.00000000
            USD
            -4000000.00000000
            USD
            243726.83000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -2387823.59000000
        NC
        
        -12795.77000000
        -0.00882229069
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2387823.59000000
            ILS
            740504.56000000
            USD
            2022-08-01
            -12795.77000000
          
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        549300HU3WTU5KNK1B36
        Cascade Funding Mortgage Trust
        147271AA8
        
          
        
        272023.31240000
        PA
        USD
        267275.99000000
        0.184278592032
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2069-06-25
          Variable
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System, Inc.
        78355HKR9
        
          
        
        800000.00000000
        PA
        USD
        800104.82000000
        0.551647717057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOCKEY PARENT HOLDINGS LP
        549300JQT6ATTUNS5E06
        HUB International Ltd.
        N/A
        
          
        
        98721.23650000
        PA
        USD
        97497.09000000
        0.067221251233
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          Variable
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        549300U1MV4J7YQZG974
        New Residential Mortgage Loan Trust
        64828CAG4
        
          
        
        436260.35380000
        PA
        USD
        433701.73000000
        0.299024031924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        NYMT Loan Trust
        62955RAA3
        
          
        
        897181.87840000
        PA
        USD
        853886.93000000
        0.588728831254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-25
          Variable
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        Golub Capital Partners CLO 36M Ltd.
        38175BAA2
        
          
        
        1000000.00000000
        PA
        USD
        985300.60000000
        0.679334523451
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-02-05
          Floating
          1.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLUTTER ENTERTAINMENT PLC
        N/A
        Stars Group (Amaya)
        N/A
        
          
        
        348250.00000000
        PA
        USD
        345129.68000000
        0.237956321849
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2026-07-21
          Variable
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2022-1 LLC
        693582AA6
        
          
        
        1400000.00000000
        PA
        USD
        1375208.94000000
        0.948164357050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-25
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Mortgage Loan Trust
        N/A
        CIT Mortgage Loan Trust
        12559QAD4
        
          
        
        13830.47810000
        PA
        USD
        13847.76000000
        0.009547605512
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-25
          Floating
          1.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2018-CRE1 Issuer, Ltd
        N/A
        LoanCore Issuer Ltd.
        53946MAC1
        
          
        
        500000.00000000
        PA
        USD
        499554.05000000
        0.344427185464
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-05-15
          Floating
          1.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        Cerberus Loan Funding XXXIV, LP
        15674TAA7
        
          
        
        1093466.35800000
        PA
        USD
        1092313.52000000
        0.753116647415
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2033-08-13
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        3-Month USD LIBOR
        N/A
        
          
        
        -1300000.00000000
        OU
        Notional Amount
        USD
        80684.69000000
        0.055629617429
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                ICE LIBOR USD 3 Month
                N/A
              
            
            Y
            
              
                
              
            
            
            2031-03-16
            277.94000000
            USD
            0.00000000
            USD
            -1300000.00000000
            USD
            80406.75000000
          
        
        
          N
          N
          N
        
      
      
        TOWD POINT REVOLVING TRUST TPRT_22-A
        N/A
        Towd Point Revolving Trust
        N/A
        
          
        
        500000.00000000
        PA
        USD
        500414.52000000
        0.345020453120
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2064-09-25
          Fixed
          4.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc
        G5GSEF7VJP5I7OUK5573
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -1604812.50000000
        NC
        
        55.20000000
        0.000038058705
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1604812.50000000
            ILS
            510525.86000000
            USD
            2022-11-30
            55.20000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG NY
        22550UAB7
        
          
        
        800000.00000000
        PA
        USD
        793700.26000000
        0.547231969502
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-02-02
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust
        10569CAC9
        
          
        
        106557.35610000
        PA
        USD
        106135.63000000
        0.073177259434
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2069-11-25
          Floating
          0.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3G SPECIAL SITUATIONS FUND V LP
        N/A
        Hunter Douglas, Inc.
        N/A
        
          
        
        350000.00000000
        PA
        USD
        342562.50000000
        0.236186330029
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-26
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM LLC
        69360MAA8
        
          
        
        294996.84480000
        PA
        USD
        279550.28000000
        0.192741338272
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          1.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust
        05610HAE3
        
          
        
        500000.00000000
        PA
        USD
        489376.00000000
        0.337409732368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          1.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO
        N/A
        ABPCI Direct Lending Fund CLO V Ltd.
        000807AN7
        
          
        
        1250000.00000000
        PA
        USD
        1242271.50000000
        0.856508072206
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust
        36259WAA9
        
          
        
        129615.69010000
        PA
        USD
        126306.64000000
        0.087084551753
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          1.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN Commercial Mortgage Trust
        N/A
        MTN Commercial Mortgage Trust 2022-LPFL
        62475WAG0
        
          
        
        800000.00000000
        PA
        USD
        795029.92000000
        0.548148729263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          2.99300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        Cerberus Loan Funding XXXVI, LP
        15674UAA4
        
          
        
        2164621.15200000
        PA
        USD
        2153143.25000000
        1.484526187907
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2033-11-22
          Floating
          1.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        2549007JA1TZWEDGPD41
        Golub Capital Partners CLO 54M, LP
        381743AA1
        
          
        
        750000.00000000
        PA
        USD
        744076.35000000
        0.513017806584
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-08-05
          Floating
          1.84500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        3-Month USD LIBOR
        N/A
        
          
        
        -9700000.00000000
        OU
        Notional Amount
        USD
        295529.13000000
        0.203758264934
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              
                ICE LIBOR USD 3 Month
                N/A
              
            
            Y
            
              
                
              
            
            
            2023-09-22
            159.46000000
            USD
            0.00000000
            USD
            -9700000.00000000
            USD
            295369.67000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA, Inc.
        46266TAA6
        
          
        
        350000.00000000
        PA
        USD
        353865.75000000
        0.243979573991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receiv
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust
        62942QCW1
        
          
        
        1000000.00000000
        PA
        USD
        972117.80000000
        0.670245387449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          1.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        G HOLDINGS INC
        N/A
        Standard Industries, Inc.
        N/A
        
          
        
        95662.50000000
        PA
        USD
        95375.51000000
        0.065758486937
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Variable
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493001QI7ZD0IPL4A34
        SOUND POINT CLO XIX Ltd.
        83610JAA4
        
          
        
        1500000.00000000
        PA
        USD
        1487455.50000000
        1.025554915167
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        Morgan Stanley ABS Capital I Incorporated Trust
        61744CYB6
        
          
        
        491141.39810000
        PA
        USD
        488894.13000000
        0.337077497792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sapphire Aviation Finance I Li
        N/A
        Sapphire Aviation Finance II Ltd.
        80307AAA7
        
          
        
        800804.87110000
        PA
        USD
        722199.95000000
        0.497934700201
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        853254BV1
        
          
        
        350000.00000000
        PA
        USD
        346702.40000000
        0.239040664020
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-14
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Structured
        N/A
        Castlelake Aircraft Securitization Trust
        14856CAA7
        
          
        
        485546.20060000
        PA
        USD
        447820.72000000
        0.308758642197
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust
        17312BAE2
        
          
        
        82327.12570000
        PA
        USD
        82219.64000000
        0.056687918344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          1.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENALI CAPITAL CLO XI LTD
        254900ENG873HFQYVK56
        Denali Capital CLO XI Ltd.
        24823DAS5
        
          
        
        589258.43610000
        PA
        USD
        588482.68000000
        0.405740746506
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERIPRISE FINANCIAL INC
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076CAK2
        
          
        
        900000.00000000
        PA
        USD
        896548.36000000
        0.618142577901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT Ltd.
        12434LAC8
        
          
        
        1000000.00000000
        PA
        USD
        984385.40000000
        0.678703521139
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2038-02-15
          Floating
          1.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argent Securities Inc.
        N/A
        Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
        040104ND9
        
          
        
        597377.32980000
        PA
        USD
        592602.13000000
        0.408580980849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.19200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        5493002O60L75PP6F022
        Venture XIV CLO Ltd.
        92328GBA3
        
          
        
        730045.28890000
        PA
        USD
        726026.39000000
        0.500572913143
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-08-28
          Floating
          1.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHCP 2021-FL1 Ltd.
        N/A
        CHCP Ltd.
        12546JAA2
        
          
        
        1000000.00000000
        PA
        USD
        994158.40000000
        0.685441704692
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2038-02-15
          Floating
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        U.S. Secured Overnight Financing Rate
        N/A
        
          
        
        -520000.00000000
        OU
        Notional Amount
        USD
        10133.73000000
        0.006986895816
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                U.S. Secured Overnight Financing Rate
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-02-17
            295.06000000
            USD
            0.00000000
            USD
            -520000.00000000
            USD
            9838.67000000
          
        
        
          N
          N
          N
        
      
      
        PANTHER BF AGGREGATOR 1 LP
        N/A
        Power Solutions (Panther)
        N/A
        
          
        
        455848.87040000
        PA
        USD
        449580.95000000
        0.309972266758
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Variable
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust
        52476DAA5
        
          
        
        216094.05890000
        PA
        USD
        206021.72000000
        0.142045652846
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-04-25
          Variable
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        GPMT Ltd.
        36259BAA5
        
          
        
        447543.26390000
        PA
        USD
        446098.77000000
        0.307571410521
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2036-02-22
          Floating
          1.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc
        G5GSEF7VJP5I7OUK5573
        CURRENCY CONTRACT - Rec USD / Deliver CZK
        N/A
        
          
        
        -27627600.00000000
        NC
        
        -1565.52000000
        -0.00107937799
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            27627600.00000000
            CZK
            1250017.53000000
            USD
            2022-04-19
            -1565.52000000
          
        
        
          N
          N
          N
        
      
      
        Anchorage Credit Funding Ltd.
        549300VR9XUOV1E0U888
        Anchorage Credit Funding 4 Ltd.
        03329TAG9
        
          
        
        1250000.00000000
        PA
        USD
        1218253.25000000
        0.839948225984
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-04-27
          Fixed
          2.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust
        12597XAC5
        
          
        
        561115.92880000
        PA
        USD
        549755.52000000
        0.379039558276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-08-25
          Variable
          3.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp.
        863667AF8
        
          
        
        250000.00000000
        PA
        USD
        252893.79000000
        0.174362506542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2022-NQM2
        45276PAB2
        
          
        
        750000.00000000
        PA
        USD
        740514.68000000
        0.510562144432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOCUS FINANCIAL PARTNERS INC
        N/A
        Focus Financial Partners LLC
        N/A
        
          
        
        148076.90940000
        PA
        USD
        145886.85000000
        0.100584505604
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-03
          Variable
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avery Point CLO Ltd
        N/A
        Avery Point VI CLO Ltd.
        05363LBC6
        
          
        
        268243.45870000
        PA
        USD
        266764.77000000
        0.183926121532
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2027-08-05
          Floating
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        Oak Street Investment Grade Net Lease Fund Series
        67181DAA9
        
          
        
        1220934.95890000
        PA
        USD
        1147337.37000000
        0.791053903231
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp.
        87162WAC4
        
          
        
        350000.00000000
        PA
        USD
        332522.00000000
        0.229263713436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities I Trust
        07389MAD9
        
          
        
        444672.59410000
        PA
        USD
        435925.04000000
        0.300556935932
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triton Container Finance LLC
        N/A
        Triton Container Finance VIII LLC
        89680HAE2
        
          
        
        915000.00000000
        PA
        USD
        827868.48000000
        0.570789908522
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-03-20
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        ACRE Commercial Mortgage Ltd.
        00489TAC0
        
          
        
        250000.00000000
        PA
        USD
        242588.30000000
        0.167257187476
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2037-12-18
          Floating
          1.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co.
        025816CR8
        
          
        
        700000.00000000
        PA
        USD
        705932.64000000
        0.486718889223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -3747976.26000000
        NC
        
        -20484.48000000
        -0.01412342026
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3747976.26000000
            ILS
            1161910.98000000
            USD
            2022-08-01
            -20484.48000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABU8
        
          
        
        200000.00000000
        PA
        USD
        191044.00000000
        0.131718974593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust
        05609VAL9
        
          
        
        1250000.00000000
        PA
        USD
        1204923.75000000
        0.830757944835
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp.
        03073EAS4
        
          
        
        1250000.00000000
        PA
        USD
        1231588.94000000
        0.849142774948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON LUXEMBOURG SARL
        N/A
        Icon Luxembourg SARL
        N/A
        
          
        
        217789.14540000
        PA
        USD
        216565.17000000
        0.149315038028
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-03
          Variable
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COGENT COMMUNICATIONS GR
        549300KFWFYF8Q1U0Y26
        Cogent Communications Group, Inc.
        19240CAC7
        
          
        
        300000.00000000
        PA
        USD
        285000.00000000
        0.196498752952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        498750.00000000
        PA
        USD
        451067.01000000
        0.310996859519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          1.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Commercial Mort
        N/A
        LCCM Trust
        50190FAA9
        
          
        
        500000.00000000
        PA
        USD
        494670.25000000
        0.341059955255
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.84700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON INDUSTRIES US HOLDINGS CORP
        549300ZA0D9WN5ECE978
        Filtration Group Corp.
        N/A
        
          
        
        148000.64070000
        PA
        USD
        145672.59000000
        0.100436779910
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-31
          Variable
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZALEA TOPCO INC
        N/A
        Emerald TopCo, Inc. (Press Ganey)
        N/A
        
          
        
        297715.73740000
        PA
        USD
        293389.93000000
        0.202283352189
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-24
          Variable
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        5493004MLF21SFT7F415
        MidOcean Credit CLO VII
        59801WAM8
        
          
        
        941154.00510000
        PA
        USD
        936723.90000000
        0.645842379687
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          1.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust
        46654EAG6
        
          
        
        350000.00000000
        PA
        USD
        340783.66000000
        0.234959874444
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp.
        62954WAB1
        
          
        
        1250000.00000000
        PA
        USD
        1198190.21000000
        0.826115375667
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-01
          Fixed
          0.58300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust
        41162NAC1
        
          
        
        571142.42250000
        PA
        USD
        529068.19000000
        0.364776279164
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-25
          Floating
          0.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands, Inc.
        84762LAU9
        
          
        
        150000.00000000
        PA
        USD
        152812.50000000
        0.105359528721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust
        105692AA5
        
          
        
        418501.76670000
        PA
        USD
        394384.68000000
        0.271916132644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-03-01
          Variable
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FBR Securitization Trust
        N/A
        FBR Securitization Trust
        30246QAH6
        
          
        
        199604.48590000
        PA
        USD
        199284.04000000
        0.137400229275
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          1.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust
        85573AAA3
        
          
        
        119672.53560000
        PA
        USD
        118776.73000000
        0.081892909911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARPENTER TECHNOLOGY
        DX6I6ZD3X5WNNCDJKP85
        Carpenter Technology Corp.
        144285AK9
        
          
        
        250000.00000000
        PA
        USD
        254625.00000000
        0.175556122703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE GMS FINANCE MM CLO LLC
        N/A
        Carlyle GMS Finance MM CLO 2015-1 LLC
        14310QAA6
        
          
        
        500000.00000000
        PA
        USD
        499866.20000000
        0.344642403309
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-15
          Floating
          1.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Mortgage Loan Trust
        N/A
        CIT Mortgage Loan Trust
        12559QAA0
        
          
        
        215733.78610000
        PA
        USD
        215822.02000000
        0.148802658911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-25
          Floating
          1.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential AP Advance Rec
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed Notes
        64831JAA7
        
          
        
        350000.00000000
        PA
        USD
        344997.87000000
        0.237865442899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-16
          Fixed
          1.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co.
        097023DE2
        
          
        
        650000.00000000
        PA
        USD
        628685.79000000
        0.433459556961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CURRENCY CONTRACT - Rec USD / Deliver CZK
        N/A
        
          
        
        -4140.00000000
        NC
        
        -10.55000000
        -0.00000727390
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            4140.00000000
            CZK
            176.82000000
            USD
            2022-04-28
            -10.55000000
          
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        N/A
        CLI Funding VIII LLC
        12565KAA5
        
          
        
        445940.47870000
        PA
        USD
        404831.54000000
        0.279118921985
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-18
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTEGRIS INC
        N/A
        Entegris, Inc.
        N/A
        
          
        
        500000.00000000
        PA
        USD
        498335.00000000
        0.343586687904
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-02
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEN1
        
          
        
        350000.00000000
        PA
        USD
        350095.20000000
        0.241379895490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Floating
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL (STATE OF)
        N/A
        State of Israel
        N/A
        
          
        
        4872000.00000000
        PA
        
        1537749.71000000
        1.060231229362
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2022-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC
        N/A
        MACOM Technology Solutions Holdings, Inc.
        N/A
        
          
        
        54391.82620000
        PA
        USD
        53643.94000000
        0.036985850222
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-17
          Variable
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR INTERMEDIATE III INC
        RI37BMPWE56BCJ747E14
        Dun & Bradstreet
        N/A
        
          
        
        296992.48030000
        PA
        USD
        293862.18000000
        0.202608954070
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-06
          Variable
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        Cerberus Loan Funding XXXV, LP
        15674RAC7
        
          
        
        750000.00000000
        PA
        USD
        741396.53000000
        0.511170152942
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-09-22
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL C
        549300TYRSI1T21B1360
        FS KKR Capital Corp.
        30313RAA7
        
          
        
        350000.00000000
        PA
        USD
        344317.96000000
        0.237396665821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI INC
        N/A
        USI, Inc.
        N/A
        
          
        
        147680.40840000
        PA
        USD
        146569.85000000
        0.101055413141
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-16
          Variable
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust
        89175VAA1
        
          
        
        327356.12850000
        PA
        USD
        327470.67000000
        0.225780976433
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIR GROUP PLC (THE)
        549300KDR56WHY9I3D10
        Weir Group plc
        94876QAA4
        
          
        
        200000.00000000
        PA
        USD
        186784.97000000
        0.128782504123
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-13
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        17327CAP8
        
          
        
        350000.00000000
        PA
        USD
        344326.50000000
        0.237402553889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.83824600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust
        12660KAC5
        
          
        
        976920.98120000
        PA
        USD
        938756.00000000
        0.647243450269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        Motel Trust
        61977KAE6
        
          
        
        210250.44650000
        PA
        USD
        206668.16000000
        0.142491353386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          1.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co.
        097023CZ6
        
          
        
        1200000.00000000
        PA
        USD
        1173236.54000000
        0.808910586065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CERBERUS 2112 LEVERED LLC
        N/A
        Cerberus 2112 Levered LLC
        N/A
        
          
        
        750000.00000000
        PA
        USD
        736288.11000000
        0.507648054136
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp.
        448579AN2
        
          
        
        450000.00000000
        PA
        USD
        432963.29000000
        0.298514900208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        Cerberus Loan Funding XXX, LP
        15674JAA9
        
          
        
        1000000.00000000
        PA
        USD
        1004481.30000000
        0.692559027418
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          2.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust
        10569QAB0
        
          
        
        189767.31430000
        PA
        USD
        188945.13000000
        0.130271868145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2070-01-25
          Floating
          0.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913YBA7
        
          
        
        650000.00000000
        PA
        USD
        627243.73000000
        0.432465300850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newfleet CLO, Ltd.
        5493003RFBB86V8THH68
        Newfleet CLO Ltd.
        65130PAN0
        
          
        
        140816.39160000
        PA
        USD
        140432.55000000
        0.096823933154
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-04-20
          Floating
          1.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Tru
        N/A
        Soundview Home Loan Trust
        83611MKY3
        
          
        
        79289.47070000
        PA
        USD
        79221.38000000
        0.054620710095
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology, Inc.
        595017AZ7
        
          
        
        720000.00000000
        PA
        USD
        717588.52000000
        0.494755260748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp.
        286181AF9
        
          
        
        650000.00000000
        PA
        USD
        626860.94000000
        0.432201378893
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc
        G5GSEF7VJP5I7OUK5573
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -1604812.50000000
        NC
        
        -3348.79000000
        -0.00230888792
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1604812.50000000
            ILS
            507121.87000000
            USD
            2022-11-30
            -3348.79000000
          
        
        
          N
          N
          N
        
      
      
        JABIL INC
        5493000CGCQY2OQU7669
        Jabil, Inc.
        466313AL7
        
          
        
        100000.00000000
        PA
        USD
        92572.61000000
        0.063825973412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3J8
        
          
        
        1400000.00000000
        PA
        USD
        1378246.30000000
        0.950258523549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          2.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Li
        549300X48KLHDDGPK024
        Textainer Marine Containers VII Ltd.
        88315LAL2
        
          
        
        274000.00000000
        PA
        USD
        247926.30000000
        0.170937574646
        Long
        ABS-O
        CORP
        BM
        
        N
        
        2
        
          2046-02-20
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RS IVY HOLDCO INC
        N/A
        ITT Holdings LLC
        N/A
        
          
        
        65670.00000000
        PA
        USD
        64684.95000000
        0.044598287753
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-10
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        2549008107XSHXNMJI27
        Wind River CLO Ltd.
        88432GAL1
        
          
        
        0.00500000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2027-10-15
          Floating
          0.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -801900.00000000
        NC
        
        -607.89000000
        -0.00041912149
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            801900.00000000
            ILS
            254466.41000000
            USD
            2022-11-30
            -607.89000000
          
        
        
          N
          N
          N
        
      
      
        Dreyfus Treasury Obligations C
        549300MKKM9KT7BF6329
        Dreyfus Treasury Obligations Cash Management Fund Institutional Shares
        N/A
        
          
        
        1592614.48000000
        NS
        USD
        1592614.48000000
        1.098058804401
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applebees/IHOP Funding LLC
        N/A
        Applebee's Funding LLC / IHOP Funding LLC
        03789XAD0
        
          
        
        792000.00000000
        PA
        USD
        785972.09000000
        0.541903633475
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-06-05
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCC Middle Market CLO
        N/A
        BCC Middle Market CLO LLC
        05550GAL1
        
          
        
        2750000.00000000
        PA
        USD
        2715734.73000000
        1.872415746650
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-10-15
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        2549008107XSHXNMJI27
        Wind River CLO Ltd.
        88432GAN7
        
          
        
        0.00750000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2027-10-15
          Floating
          0.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Equity Loan Trust
        N/A
        Home Equity Loan Trust
        43710XAA6
        
          
        
        768176.33640000
        PA
        USD
        734551.57000000
        0.506450763103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mor
        N/A
        Banc of America Commercial Mortgage Trust
        06427DAT0
        
          
        
        21297625.63420000
        PA
        USD
        883101.79000000
        0.608871580580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-15
          Variable
          1.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CURRENCY CONTRACT - Rec USD / Deliver ILS
        N/A
        
          
        
        -921375.00000000
        NC
        
        -1835.22000000
        -0.00126532786
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            921375.00000000
            ILS
            291242.57000000
            USD
            2022-11-30
            -1835.22000000
          
        
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        eBay, Inc.
        278642AX1
        
          
        
        650000.00000000
        PA
        USD
        605114.72000000
        0.417208027625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-10
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP Trust
        N/A
        BXHPP Trust
        05609JAL6
        
          
        
        250000.00000000
        PA
        USD
        239984.25000000
        0.165461774923
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Place Securitization T
        N/A
        Station Place Securitization Trust
        857723AA8
        
          
        
        2400000.00000000
        PA
        USD
        2400000.00000000
        1.654726340654
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2022-06-20
          Floating
          1.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABR5
        
          
        
        100000.00000000
        PA
        USD
        94230.00000000
        0.064968692949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding Ltd.
        69701CAC4
        
          
        
        1500000.00000000
        PA
        USD
        1500000.00000000
        1.034203962909
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LUV1
        
          
        
        350000.00000000
        PA
        USD
        335164.32000000
        0.231085511979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-12
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSTAR Securities Investment Lt
        N/A
        LSTAR Securities Investment Ltd.
        54912MAA3
        
          
        
        255221.48040000
        PA
        USD
        253124.33000000
        0.174521456796
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2026-02-01
          Floating
          2.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        Countrywide Asset-Backed Certificates
        126670ZH4
        
          
        
        332478.84670000
        PA
        USD
        331215.73000000
        0.228363080362
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Floating
          0.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAN4
        
          
        
        900000.00000000
        PA
        USD
        855280.50000000
        0.589689654999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH Trust
        N/A
        ZH Trust
        98879FAA6
        
          
        
        250000.00000000
        PA
        USD
        245534.53000000
        0.169288522638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAK0
        
          
        
        630000.00000000
        PA
        USD
        623489.74000000
        0.429877039960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-02
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc
        G5GSEF7VJP5I7OUK5573
        CURRENCY CONTRACT - Rec CZK / Deliver USD
        N/A
        
          
        
        27627600.00000000
        NC
        
        -42249.75000000
        -0.02912990592
        N/A
        DFE
        
        US
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1293832.80000000
            USD
            27627600.00000000
            CZK
            2022-04-19
            -42249.75000000
          
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust
        92537KAA2
        
          
        
        145020.44750000
        PA
        USD
        144866.60000000
        0.099881074542
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.64200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        Triton Container International Ltd.
        89680YAA3
        
          
        
        300000.00000000
        PA
        USD
        279756.08000000
        0.192883231055
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2026-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERA Commercial Mortgage Ltd
        N/A
        HERA Commercial Mortgage Ltd.
        42704RAE1
        
          
        
        500000.00000000
        PA
        USD
        491464.95000000
        0.338849999280
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2038-02-18
          Floating
          2.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit Opportunities
        254900FRBH7KBHJT7O18
        Fortress Credit Opportunities XI CLO Ltd.
        34961WAC9
        
          
        
        850000.00000000
        PA
        USD
        836689.00000000
        0.576871386348
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities
        N/A
        Ameriquest Mortgage Securities Incorporated Asset-Backed Pass-Through Certificates Series
        03072SS71
        
          
        
        116699.22460000
        PA
        USD
        116603.20000000
        0.080394327685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          1.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        254900T5KLBL86KP4W68
        Golub Capital Partners CLO 33M Ltd.
        38174TAE6
        
          
        
        500000.00000000
        PA
        USD
        499758.50000000
        0.344568147464
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-08-25
          Floating
          2.35800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2B3
        
          
        
        150000.00000000
        PA
        USD
        150328.65000000
        0.103646990379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Floating
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        254900NUVOJAHAT10W61
        Golub Capital Partners CLO 49M Ltd.
        38178GAA8
        
          
        
        750000.00000000
        PA
        USD
        744083.78000000
        0.513022929341
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-08-26
          Floating
          1.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd.
        86563VAU3
        
          
        
        1250000.00000000
        PA
        USD
        1197723.10000000
        0.825793317658
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-25
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock CLO Ltd
        N/A
        Owl Rock CLO IV Ltd.
        691200AC3
        
          
        
        750000.00000000
        PA
        USD
        750665.33000000
        0.517560706069
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2033-08-20
          Floating
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Financial Services Trust
        N/A
        Life Mortgage Trust
        53218CAE0
        
          
        
        344039.55220000
        PA
        USD
        332413.08000000
        0.229188616439
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        ONE Gas, Inc.
        68235PAL2
        
          
        
        650000.00000000
        PA
        USD
        626987.26000000
        0.432288472657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc.
        38141GZJ6
        
          
        
        400000.00000000
        PA
        USD
        397316.00000000
        0.273937187818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp.
        928881AB7
        
          
        
        300000.00000000
        PA
        USD
        271263.00000000
        0.187027513060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KVK CLO Ltd
        5493007VGL59COTLZY21
        KVK CLO 2013-1 Ltd.
        482739AG4
        
          
        
        1750000.00000000
        PA
        USD
        1746144.58000000
        1.203913096298
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-01-14
          Floating
          1.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST-CITIZENS BANK/TRST
        L9VVX1KT5TFTKS0MLF66
        First-Citizens Bank & Trust Co.
        125581HA9
        
          
        
        600000.00000000
        PA
        USD
        606062.59000000
        0.417861554899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Variable
          3.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Treasury Securities Ca
        549300U78VESCW509025
        Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
        N/A
        
          
        
        7622925.96000000
        NS
        USD
        7622925.96000000
        5.255773491196
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OGE ENERGY CORP
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp.
        670837AC7
        
          
        
        250000.00000000
        PA
        USD
        244920.32000000
        0.168865043693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        650000.00000000
        PA
        USD
        630032.42000000
        0.434388017016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities I Trust
        07389MAE7
        
          
        
        696346.17460000
        PA
        USD
        680752.62000000
        0.469358038243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        Triton Container International Ltd.
        89680YAB1
        
          
        
        300000.00000000
        PA
        USD
        284616.83000000
        0.196234568997
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2024-06-07
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2022-1
        03464BAC2
        
          
        
        239970.31730000
        PA
        USD
        233315.08000000
        0.160863586894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-25
          Variable
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-02
      Guggenheim Strategy Funds Trust
      John Sullivan
      John Sullivan
      CFO
    
  





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