Form NPORT-P PAYDEN & RYGEL INVESTMEN For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0000885709
          XXXXXXXX
        
      
      
      
      
        S000011755
        C000032180
      
      
    
  
  
    
      PAYDEN & RYGEL INVESTMENT GROUP
      811-06625
      0000885709
      549300QJNYRKYZS3P282
      333 South Grand Avenue
      32nd Floor
      Los Angeles
      
      90071
      213-625-1900
      Payden Low Duration Fund
      S000011755
      JBE5Q1GFOJSHZAIQ1855
      2021-10-31
      2021-04-30
      N
    
    
      1687208726.26
      13733270.09
      1673475456.17
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3800000.00000000
      0.00000000
      0.00000000
      341000.00000000
      
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Navient Student Loan Trust
        N/A
        
        63935BAA1
        
          
        
        4290899.58000000
        PA
        USD
        4326290.92000000
        0.258521324830
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        5493000EWZKZ6H2PNY04
        
        96042GAL6
        
          
        
        1323000.00000000
        PA
        USD
        1353910.31000000
        0.080904103194
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DE2
        
          
          
        
        7060000.00000000
        PA
        USD
        7083005.36000000
        0.423251224503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA BANK SPA IRELAND
        549300V1VN70Q7PQ7234
        
        000000000
        
          
          
        
        3850000.00000000
        PA
        
        4681632.91000000
        0.279755098453
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-09-18
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        
        35564ACC3
        
          
        
        650000.00000000
        PA
        USD
        739848.59000000
        0.044210304206
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-25
          Floating
          10.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP II
        549300WUTLLKJDQKPE21
        
        30313RAA7
        
          
          
        
        3980000.00000000
        PA
        USD
        4115153.32000000
        0.245904611557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        80414L2G9
        
          
          
        
        2120000.00000000
        PA
        USD
        2147926.51000000
        0.128351240651
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2023-11-24
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        
        863667BB6
        
          
          
        
        1150000.00000000
        PA
        USD
        1150643.10000000
        0.068757692009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433YAG2
        
          
        
        6480000.00000000
        PA
        USD
        6490352.45000000
        0.387836727815
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          1.24463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDG8
        
          
          
        
        3000000.00000000
        PA
        USD
        3007352.94000000
        0.179707024020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAE3
        
          
          
        
        2500000.00000000
        PA
        USD
        2573362.88000000
        0.153773565695
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Fixed
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        
        75951AAM0
        
          
          
        
        1995000.00000000
        PA
        USD
        2049575.74000000
        0.122474203756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AB4
        
          
          
        
        4750000.00000000
        PA
        USD
        4839307.93000000
        0.289177108164
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-01-09
          Fixed
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        
        125581GQ5
        
          
          
        
        3300000.00000000
        PA
        USD
        3479685.00000000
        0.207931642329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        
        05492QAA4
        
          
        
        3220000.00000000
        PA
        USD
        3231270.00000000
        0.193087385183
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-16
          Floating
          1.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26208QAF4
        
          
        
        3620000.00000000
        PA
        USD
        3695776.37000000
        0.220844372492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-16
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        
        844741BH0
        
          
          
        
        2860000.00000000
        PA
        USD
        3094091.00000000
        0.184890133201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-04
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAN1
        
          
          
        
        2255000.00000000
        PA
        USD
        2290352.31000000
        0.136862019789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Floating
          1.46375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DG9
        
          
          
        
        7710000.00000000
        PA
        USD
        7699073.00000000
        0.460064889007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP
        549300TYRSI1T21B1360
        
        302635AC1
        
          
          
        
        4500000.00000000
        PA
        USD
        4655591.10000000
        0.278198947157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        254900B0583OW8RQ8N33
        
        55820RAJ1
        
          
        
        15200000.00000000
        PA
        USD
        15199984.80000000
        0.908288480954
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-25
          Floating
          1.14575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XC36
        
          
          
        
        1654017.68000000
        PA
        USD
        1675317.13000000
        0.100110050841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-25
          Floating
          2.30613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        
        68235PAL2
        
          
          
        
        7985000.00000000
        PA
        USD
        7990409.68000000
        0.477473968951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        
        82967NAY4
        
          
          
        
        1550000.00000000
        PA
        USD
        1559610.00000000
        0.093195869365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        
        12555QAA4
        
          
        
        11040000.00000000
        PA
        USD
        11055478.08000000
        0.660629831124
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Floating
          1.88375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDZ5
        
          
        
        5500000.00000000
        PA
        USD
        5498520.50000000
        0.328568935966
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LL
        N/A
        
        85236KAE2
        
          
        
        2400000.00000000
        PA
        USD
        2403715.20000000
        0.143636119139
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-03-26
          Fixed
          1.87700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VC0
        
          
          
        
        4848626.63000000
        PA
        USD
        4858034.91000000
        0.290296155350
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          1.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regatta II Funding LP
        N/A
        
        75885WBA8
        
          
        
        7861593.46000000
        PA
        USD
        7861585.60000000
        0.469775972573
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-15
          Floating
          1.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162CAJ9
        
          
        
        129424052.81000000
        PA
        USD
        2895811.41000000
        0.173041761641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-10
          Variable
          0.58934200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AB4
        
          
          
        
        2940000.00000000
        PA
        USD
        2960169.05000000
        0.176887509110
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-07-30
          Fixed
          1.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        
        62947QAV0
        
          
          
        
        4140000.00000000
        PA
        USD
        4471558.81000000
        0.267201935559
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        
        928668BJ0
        
          
          
        
        5640000.00000000
        PA
        USD
        5667741.36000000
        0.338680877517
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJR1
        
          
          
        
        6680000.00000000
        PA
        USD
        6700244.21000000
        0.400378994821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAD6
        
          
          
        
        2160000.00000000
        PA
        USD
        2324562.95000000
        0.138906306718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAA8
        
          
        
        1393021.51000000
        PA
        USD
        1455173.67000000
        0.086955184471
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -369.00000000
        NC
        USD
        83106.47000000
        0.004966100320
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                90 DAY EURO DOLLAR TIME DEPOSIT
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2025-09-15
            -90506556.47000000
            USD
            83106.47000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564XAH4
        
          
        
        3031942.24000000
        PA
        USD
        3053889.56000000
        0.182487860741
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-25
          Floating
          1.95613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        firstkey homes 2020-sfr1 trust
        N/A
        
        33767JAA0
        
          
        
        11225170.21000000
        PA
        USD
        11196376.53000000
        0.669049342117
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBU3
        
          
          
        
        3870000.00000000
        PA
        USD
        3883062.41000000
        0.232035814787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Trust
        N/A
        
        46185JAA6
        
          
        
        3666459.45000000
        PA
        USD
        3674421.53000000
        0.219568295217
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-03-17
          Floating
          0.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XYX6
        
          
          
        
        4359426.47000000
        PA
        USD
        4407755.94000000
        0.263389338860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-07-25
          Floating
          2.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE
        549300HG8ZEWVWVSN227
        
        62547NAA7
        
          
        
        1231065.78000000
        PA
        USD
        1231675.16000000
        0.073599834133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          1.80613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        
        87165BAC7
        
          
          
        
        1285000.00000000
        PA
        USD
        1289892.00000000
        0.077078632688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        
        832248BA5
        
          
          
        
        1415000.00000000
        PA
        USD
        1426241.23000000
        0.085226301033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-03
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        
        62954WAB1
        
          
          
        
        3575000.00000000
        PA
        USD
        3571558.67000000
        0.213421634409
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-01
          Fixed
          0.58300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        
        92277GAT4
        
          
          
        
        3075000.00000000
        PA
        USD
        3243908.00000000
        0.193842580005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        
        81720TAA3
        
          
          
        
        646000.00000000
        PA
        USD
        646374.68000000
        0.038624688376
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2021-05-13
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBX3
        
          
          
        
        1845000.00000000
        PA
        USD
        1865148.25000000
        0.111453576634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Floating
          1.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGQ6
        
          
          
        
        4600000.00000000
        PA
        USD
        4731535.21000000
        0.282737054347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-21
          Fixed
          2.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468J1
        
          
          
        
        3435000.00000000
        PA
        USD
        3629221.80000000
        0.216867345536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-22
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L.A. Arena Funding, LLC
        N/A
        
        501673AA5
        
          
        
        102028.57000000
        PA
        USD
        102035.98000000
        0.006097249865
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          7.65600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        
        361886CH5
        
          
        
        6120000.00000000
        PA
        USD
        6152837.47000000
        0.367668222878
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXZ2
        
          
          
        
        8155000.00000000
        PA
        USD
        8168107.53000000
        0.488092460506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          0.67300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        369.00000000
        NC
        USD
        -8256.03000000
        -0.00049334634
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                90 DAY EURO DOLLAR TIME DEPOSIT
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-09-18
            91432618.53000000
            USD
            -8256.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468T9
        
          
          
        
        4300000.00000000
        PA
        USD
        4305896.72000000
        0.257302651444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMJ8
        
          
          
        
        5470000.00000000
        PA
        USD
        5483357.79000000
        0.327662874874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2Q3
        
          
          
        
        3070000.00000000
        PA
        USD
        3101064.29000000
        0.185306828287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-13
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBN0
        
          
          
        
        4450000.00000000
        PA
        USD
        4448348.65000000
        0.265814992003
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS NV
        549300LKT9PW7ZIBDF31
        
        31562QAF4
        
          
          
        
        4000000.00000000
        PA
        USD
        4340920.00000000
        0.259395498392
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VVCUPP 0 05/03/21
        N/A
        
        000000000
        
          
        
        12000000.00000000
        PA
        USD
        11999895.00000000
        0.717064296088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FARE0
        
          
          
        
        16650000.00000000
        PA
        USD
        17741477.43000000
        1.060157611788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Fixed
          2.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AA7
        
          
        
        2821533.67000000
        PA
        USD
        2827557.08000000
        0.168963164029
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        
        628530AV9
        
          
          
        
        7200000.00000000
        PA
        USD
        7491902.62000000
        0.447685240460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST EARTHQUAKE AUTH
        N/A
        
        13017HAJ5
        
          
        
        1415000.00000000
        PA
        USD
        1431391.28000000
        0.085534046807
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          1.32700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBM0
        
          
          
        
        5000000.00000000
        PA
        USD
        5147178.35000000
        0.307574176306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12655HAA3
        
          
        
        5740000.00000000
        PA
        USD
        5748646.74000000
        0.343515449766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-15
          Floating
          1.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBZ8
        
          
          
        
        7930000.00000000
        PA
        USD
        7959029.43000000
        0.475598814470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Fixed
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AS6
        
          
          
        
        1920000.00000000
        PA
        USD
        1921005.96000000
        0.114791403298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A9SE8
        
          
        
        4584894.20000000
        PA
        USD
        4792962.84000000
        0.286407716487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        N/A
        
        67402FAA7
        
          
        
        8440000.00000000
        PA
        USD
        8457664.92000000
        0.505395217409
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          2.18375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        
        69701EAA4
        
          
        
        8340099.26000000
        PA
        USD
        8310566.97000000
        0.496605249832
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-02-20
          Floating
          0.98238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400GF4
        
          
          
        
        614285.69000000
        PA
        USD
        614997.52000000
        0.036749718541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          1.84500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAL7
        
          
          
        
        3930000.00000000
        PA
        USD
        4136591.26000000
        0.247185654545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0TF6
        
          
        
        1450000.00000000
        PA
        USD
        1487029.81000000
        0.088858776178
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Floating
          4.70613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAF8
        
          
          
        
        1980000.00000000
        PA
        USD
        2110228.16000000
        0.126098542540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132CWMW1
        
          
        
        13457930.16000000
        PA
        USD
        14270126.20000000
        0.852723961226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042KAF0
        
          
        
        3700000.00000000
        PA
        USD
        3833611.07000000
        0.229080806405
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        
        162665AL7
        
          
        
        9016503.79000000
        PA
        USD
        8805091.12000000
        0.526155976027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46651MAG1
        
          
        
        5000000.00000000
        PA
        USD
        4999969.00000000
        0.298777551924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          1.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        
        928668BC5
        
          
          
        
        7175000.00000000
        PA
        USD
        7356997.75000000
        0.439623881119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HLDG SA/KY
        5493002W2IVG62O3ZJ94
        
        46556JAA7
        
          
          
        
        3935000.00000000
        PA
        USD
        4022593.10000000
        0.240373594077
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-01-24
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        
        29359UAA7
        
          
          
        
        1470000.00000000
        PA
        USD
        1509343.89000000
        0.090192173684
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2022-03-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBL3
        
          
          
        
        2240000.00000000
        PA
        USD
        2276665.44000000
        0.136044148816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YAV1
        
          
          
        
        2595000.00000000
        PA
        USD
        2668591.73000000
        0.159464049512
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-16
          Fixed
          2.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBH2
        
          
          
        
        1890000.00000000
        PA
        USD
        2051156.43000000
        0.122568659279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-21
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBC9
        
          
          
        
        4420000.00000000
        PA
        USD
        4662225.72000000
        0.278595404719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-18
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        
        05565EBQ7
        
          
          
        
        2795000.00000000
        PA
        USD
        2809485.93000000
        0.167883306542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565AAH3
        
          
        
        2259159.08000000
        PA
        USD
        2272856.81000000
        0.135816560775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-25
          Floating
          2.05613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132CWCV4
        
          
        
        22726236.20000000
        PA
        USD
        24085099.91000000
        1.439226360996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9VA6
        
          
        
        8334655.03000000
        PA
        USD
        8785138.72000000
        0.524963702790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        
        8426EPAA6
        
          
          
        
        8160000.00000000
        PA
        USD
        8502210.08000000
        0.508057052683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AV6
        
          
          
        
        6075000.00000000
        PA
        USD
        6069611.54000000
        0.362694984119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14029.60000000
        0.000838351106
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2347000.00000000
            GBP
            3255840.55000000
            USD
            2021-06-22
            14029.60000000
          
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        91533BAA8
        
          
          
        
        3000000.00000000
        PA
        USD
        3020178.39000000
        0.180473420083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-22
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        
        014621AA4
        
          
          
        
        5835000.00000000
        PA
        USD
        5918415.41000000
        0.353660126187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -270.00000000
        NC
        USD
        88465.10000000
        0.005286309976
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            -33551590.10000000
            USD
            88465.10000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXJ8
        
          
          
        
        1645000.00000000
        PA
        USD
        1790032.79000000
        0.106964986155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDX0
        
          
        
        3050000.00000000
        PA
        USD
        3070658.26000000
        0.183489889181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        
        86563VAU3
        
          
          
        
        8105000.00000000
        PA
        USD
        8128504.34000000
        0.485725937003
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-25
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042PAD4
        
          
        
        3780000.00000000
        PA
        USD
        3818534.83000000
        0.228179912404
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Owner Trust
        N/A
        
        47789JAD8
        
          
        
        4411561.12000000
        PA
        USD
        4470500.46000000
        0.267138692923
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005LAQ76UDHPEE03
        
        35565CAH9
        
          
        
        3522544.47000000
        PA
        USD
        3531200.42000000
        0.211009991630
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAC5
        
          
          
        
        2420000.00000000
        PA
        USD
        2530736.76000000
        0.151226404347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd
        54930079SUKCXYW8DR07
        
        06760EAA4
        
          
        
        1784300.30000000
        PA
        USD
        1785370.88000000
        0.106686409616
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-20
          Floating
          0.98825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF Canada Leasing Trust
        549300KHZQ7YBTEOJU80
        
        36252MBU3
        
          
        
        7700000.00000000
        PA
        
        6293934.83000000
        0.376099619913
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2025-11-20
          Fixed
          1.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AE9
        
          
        
        2840343.89000000
        PA
        USD
        2844718.02000000
        0.169988631115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS BANK GA
        DX0JX77PRMOELF7VG772
        
        87164DQS2
        
          
          
        
        1505000.00000000
        PA
        USD
        1519236.04000000
        0.090783287821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AJ8
        
          
          
        
        1000000.00000000
        PA
        USD
        1038837.33000000
        0.062076639736
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-01-14
          Fixed
          6.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0PS2
        
          
        
        1114191.29000000
        PA
        USD
        1233966.30000000
        0.073736743222
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          11.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MT5
        
          
          
        
        7835000.00000000
        PA
        USD
        7841388.97000000
        0.468569105157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          0.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        
        69346WAC1
        
          
        
        3510000.00000000
        PA
        USD
        3512200.77000000
        0.209874650808
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2037-04-14
          Floating
          1.56563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        
        31620MBQ8
        
          
          
        
        1985000.00000000
        PA
        USD
        1981689.54000000
        0.118417604076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397A60
        
          
          
        
        2665000.00000000
        PA
        USD
        2914577.25000000
        0.174163130941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300O6Q3S8TEDA9I81
        
        69701HAA7
        
          
        
        12600000.00000000
        PA
        USD
        12625502.40000000
        0.754448017355
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          2.18825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        
        654740BQ1
        
          
          
        
        6545000.00000000
        PA
        USD
        6546990.99000000
        0.391221213664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAZ0
        
          
          
        
        3260000.00000000
        PA
        USD
        3348014.95000000
        0.200063582507
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-07-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        
        960386AQ3
        
          
          
        
        1340000.00000000
        PA
        USD
        1430734.54000000
        0.085494802730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        7400000.00000000
        PA
        USD
        7840250.49000000
        0.468501074281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        
        928668AZ5
        
          
          
        
        1560000.00000000
        PA
        USD
        1608677.44000000
        0.096127937465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-26
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        
        34531MAF5
        
          
        
        4340000.00000000
        PA
        USD
        4416553.69000000
        0.263915056161
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RAS8
        
          
          
        
        1435000.00000000
        PA
        USD
        1493411.90000000
        0.089240143588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FIN
        335800TM2YO24B76XL26
        
        825547AC6
        
          
          
        
        1195000.00000000
        PA
        USD
        1207248.75000000
        0.072140212487
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-07-16
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300VQTTD2PAP2Y421
        
        50188WAE8
        
          
        
        3228162.85000000
        PA
        USD
        3229589.70000000
        0.192986977376
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          1.22825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAL5
        
          
          
        
        1100000.00000000
        PA
        USD
        1161875.00000000
        0.069428864087
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F7L37
        
          
        
        12831265.10000000
        PA
        USD
        13024914.55000000
        0.778315242209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2054-04-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        
        12592BAK0
        
          
          
        
        2455000.00000000
        PA
        USD
        2524573.01000000
        0.150858084036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-02
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404121AF2
        
          
          
        
        1000000.00000000
        PA
        USD
        1077712.53000000
        0.064399661556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term
        N/A
        
        36258NAF9
        
          
        
        1290000.00000000
        PA
        USD
        1330379.32000000
        0.079497988159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-16
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        912796F38
        
          
          
        
        54540000.00000000
        PA
        USD
        54520181.80000000
        3.257901488724
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-03-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        
        60700MAC2
        
          
        
        6290000.00000000
        PA
        USD
        6344847.54000000
        0.379141953747
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-09
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        
        23802WAA9
        
          
        
        2900000.00000000
        PA
        USD
        2903709.10000000
        0.173513695064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        9127964W6
        
          
          
        
        5005000.00000000
        PA
        USD
        5004230.98000000
        0.299032230293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-11-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        549300Z5THZ1JXIHVK60
        
        20754PAC4
        
          
        
        6462316.34000000
        PA
        USD
        6434487.67000000
        0.384498478676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-11-25
          Floating
          2.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBE0
        
          
          
        
        121440000.00000000
        PA
        USD
        120937163.11000000
        7.226706711718
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        
        55608JAJ7
        
          
          
        
        5005000.00000000
        PA
        USD
        5054749.70000000
        0.302051020907
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-11-28
          Floating
          1.20975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4357.84000000
        -0.00026040656
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-08-20
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            -4357.84000000
          
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BF7
        
          
          
        
        5420000.00000000
        PA
        USD
        5478048.20000000
        0.327345595646
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-15
          Floating
          1.66375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        
        75951AAJ7
        
          
          
        
        5400000.00000000
        PA
        USD
        5795798.78000000
        0.346333061451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-19
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2M2
        
          
          
        
        3495000.00000000
        PA
        USD
        3643101.43000000
        0.217696735053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754CAB5
        
          
        
        1316478.87000000
        PA
        USD
        1326464.49000000
        0.079264054044
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Owner Trust
        N/A
        
        47787NAC3
        
          
        
        4260000.00000000
        PA
        USD
        4271992.75000000
        0.255276689852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAC0
        
          
        
        2860000.00000000
        PA
        USD
        2871790.06000000
        0.171606344712
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JR9
        
          
          
        
        3835000.00000000
        PA
        USD
        3847962.30000000
        0.229938376796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Floating
          1.57263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        
        74387TAB0
        
          
        
        6896384.60000000
        PA
        USD
        7058166.20000000
        0.421766938617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        
        718546AY0
        
          
          
        
        3925000.00000000
        PA
        USD
        3929998.45000000
        0.234840519202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        
        316773CX6
        
          
          
        
        3794000.00000000
        PA
        USD
        4090026.43000000
        0.244403132111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102BW6
        
          
          
        
        2050000.00000000
        PA
        USD
        2150757.50000000
        0.128520408953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAA7
        
          
          
        
        3400000.00000000
        PA
        USD
        3402764.20000000
        0.203335172168
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          0.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAC5
        
          
          
        
        930000.00000000
        PA
        USD
        930581.25000000
        0.055607702316
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2021-07-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828MAA5
        
          
        
        3226145.44000000
        PA
        USD
        3441593.88000000
        0.205655473900
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAA1
        
          
          
        
        4460000.00000000
        PA
        USD
        4460718.55000000
        0.266554166274
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829JAA1
        
          
        
        1395516.81000000
        PA
        USD
        1492834.01000000
        0.089205611262
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-02-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KAT3
        
          
          
        
        2050000.00000000
        PA
        USD
        2103121.38000000
        0.125673870641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-28
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        
        63859UBG7
        
          
          
        
        7770000.00000000
        PA
        USD
        7749843.53000000
        0.463098726750
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-01-22
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        257.05000000
        0.000015360249
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -12761.64000000
            USD
            16000.00000000
            CAD
            2021-06-22
            257.05000000
          
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCB9
        
          
          
        
        4000000.00000000
        PA
        
        4917640.12000000
        0.293857917178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AB6
        
          
          
        
        5580000.00000000
        PA
        USD
        5574468.94000000
        0.333107301899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAK8
        
          
          
        
        1815000.00000000
        PA
        USD
        1926168.75000000
        0.115099910363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KBK4
        
          
        
        13900000.00000000
        PA
        USD
        13907079.27000000
        0.831029772126
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKELIUS RESIDENTIAL AB
        213800REBFN6T3PU8L97
        
        000000000
        
          
          
        
        4360000.00000000
        PA
        
        5398278.03000000
        0.322578858871
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-03-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABQ9
        
          
          
        
        2750000.00000000
        PA
        USD
        2764814.50000000
        0.165213925893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26208VAE6
        
          
        
        1670000.00000000
        PA
        USD
        1686742.25000000
        0.100792768951
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809LAA2
        
          
        
        7810000.00000000
        PA
        USD
        7837335.00000000
        0.468326856608
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-09-15
          Floating
          1.29463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        
        33616CHQ6
        
          
          
        
        1935000.00000000
        PA
        USD
        1983388.89000000
        0.118519150232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-12
          Fixed
          1.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17327GAU8
        
          
        
        44698392.45000000
        PA
        USD
        2297908.60000000
        0.137313552554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-10
          Variable
          0.94827900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MX6
        
          
          
        
        2470000.00000000
        PA
        USD
        2479155.50000000
        0.148144120719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300AUOVO1I366IH69
        
        92347YAA2
        
          
        
        8707919.92000000
        PA
        USD
        8819165.34000000
        0.526996993441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVAB
        N/A
        
        39154TBJ6
        
          
        
        4750000.00000000
        PA
        USD
        4739882.50000000
        0.283235854014
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        549300HQQ42NFL2R0S17
        
        67110AAQ6
        
          
        
        1246173.17000000
        PA
        USD
        1246487.21000000
        0.074484941228
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-30
          Floating
          1.26550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAS8
        
          
          
        
        2145000.00000000
        PA
        USD
        2146041.20000000
        0.128238582292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-24
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAA8
        
          
          
        
        582500.00000000
        PA
        USD
        587052.24000000
        0.035079823718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-20
          Variable
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        
        50117WAC8
        
          
        
        3930000.00000000
        PA
        USD
        4019078.17000000
        0.240163556339
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLNC 2019-FL1, Ltd
        N/A
        
        12565DAA1
        
          
        
        5970000.00000000
        PA
        USD
        5990918.88000000
        0.357992634903
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2035-08-20
          Floating
          1.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        29135LAC4
        
          
          
        
        1960000.00000000
        PA
        USD
        2021261.76000000
        0.120782276940
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2022-10-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LL
        N/A
        
        85236KAD4
        
          
        
        4410000.00000000
        PA
        USD
        4409642.79000000
        0.263502089244
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-08-25
          Fixed
          1.89300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENNAR CORP
        529900G61XVRLX5TJX09
        
        526057BY9
        
          
          
        
        2320000.00000000
        PA
        USD
        2353002.00000000
        0.140605707202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Canada Auto Trust
        N/A
        
        05570XBT2
        
          
        
        11900000.00000000
        PA
        
        9632014.81000000
        0.575569529537
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-07-20
          Fixed
          0.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        
        45031UCF6
        
          
          
        
        655000.00000000
        PA
        USD
        684154.05000000
        0.040882227909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        
        91913YAX8
        
          
          
        
        4000000.00000000
        PA
        USD
        4159976.00000000
        0.248583030283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        
        87165BAQ6
        
          
          
        
        515000.00000000
        PA
        USD
        527664.52000000
        0.031531058197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233851DL5
        
          
          
        
        8000000.00000000
        PA
        USD
        8475862.32000000
        0.506482619075
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26209AAF8
        
          
        
        1305000.00000000
        PA
        USD
        1328555.51000000
        0.079389004786
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF CANADA
        BSGEFEIOM18Y80CKCV46
        
        63307A2J3
        
          
          
        
        2825000.00000000
        PA
        USD
        2906235.98000000
        0.173664691004
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233851EB6
        
          
          
        
        3990000.00000000
        PA
        USD
        3980704.62000000
        0.237870511056
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        
        78448TAB8
        
          
          
        
        1595000.00000000
        PA
        USD
        1633764.39000000
        0.097627030260
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2022-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAD4
        
          
          
        
        3800000.00000000
        PA
        USD
        3945183.98000000
        0.235747943924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        
        655664AV2
        
          
          
        
        1000000.00000000
        PA
        USD
        1003819.59000000
        0.059984123836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHPY2
        
          
        
        6724550.29000000
        PA
        USD
        7029240.67000000
        0.420038468092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        
        15189WAM2
        
          
          
        
        2000000.00000000
        PA
        USD
        2001377.78000000
        0.119594092200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBM2
        
          
          
        
        335000.00000000
        PA
        USD
        357999.75000000
        0.021392590412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08576PAC5
        
          
          
        
        1425000.00000000
        PA
        USD
        1423161.75000000
        0.085042283993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        
        87342RAD6
        
          
        
        3822025.00000000
        PA
        USD
        3847378.02000000
        0.229903462630
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-25
          Fixed
          4.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Li
        549300X48KLHDDGPK024
        
        88315LAQ1
        
          
        
        5700000.00000000
        PA
        USD
        5749624.20000000
        0.343573858750
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        03217JAA9
        
          
        
        5800000.00000000
        PA
        USD
        5779606.04000000
        0.345365450009
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-17
          Fixed
          1.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        1641.00000000
        NC
        USD
        -211062.98000000
        -0.01261225428
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            362474632.47000000
            USD
            -211062.98000000
          
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829NAA2
        
          
        
        3016793.18000000
        PA
        USD
        3229549.50000000
        0.192984575190
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        
        000000000
        
          
          
        
        4700000.00000000
        PA
        
        5749019.37000000
        0.343537716600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-21
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233851DD3
        
          
          
        
        2147000.00000000
        PA
        USD
        2251100.73000000
        0.134516507051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-22
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF Canada Leasing Trust
        549300KHZQ7YBTEOJU80
        
        36252MBT6
        
          
        
        3720000.00000000
        PA
        
        3035561.16000000
        0.181392631054
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2023-07-20
          Fixed
          0.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        
        05875PAC9
        
          
        
        10540000.00000000
        PA
        USD
        10554250.08000000
        0.630678510466
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.88825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        
        78448TAA0
        
          
          
        
        1050000.00000000
        PA
        USD
        1052457.37000000
        0.062890517223
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2021-07-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVAB
        N/A
        
        39154TAW8
        
          
        
        4392170.25000000
        PA
        USD
        4442462.80000000
        0.265463277852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BRADESCO (CAYMAN)
        549300CTUU1RFXHQJE44
        
        05947KAY6
        
          
          
        
        3000000.00000000
        PA
        USD
        3069195.00000000
        0.183402450790
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-01-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128284S6
        
          
          
        
        1191000.00000000
        PA
        USD
        1254457.97000000
        0.074961241013
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26208QAE7
        
          
        
        4890000.00000000
        PA
        USD
        4937269.67000000
        0.295030898230
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24704GAC7
        
          
        
        5820000.00000000
        PA
        USD
        5841436.81000000
        0.349060202135
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-23
          Fixed
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468W2
        
          
          
        
        6920000.00000000
        PA
        USD
        6917798.19000000
        0.413379124533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.52900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        
        78403DAT7
        
          
        
        3800000.00000000
        PA
        USD
        3808360.00000000
        0.227571906475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXS8
        
          
          
        
        3600000.00000000
        PA
        USD
        3571029.11000000
        0.213389990085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-12
          Fixed
          0.85500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVAB
        N/A
        
        39154TBC1
        
          
        
        3800000.00000000
        PA
        USD
        3859696.48000000
        0.230639563058
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67181DAA9
        
          
        
        8686420.22000000
        PA
        USD
        8791009.93000000
        0.525314542115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        
        07589LAB3
        
          
          
        
        3650000.00000000
        PA
        
        4454435.01000000
        0.266178687806
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-06-04
          Fixed
          0.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS GROUP HOLDINGS LTD
        5493007FKT78NKPM5V55
        
        24023KAE8
        
          
          
        
        2840000.00000000
        PA
        USD
        2906669.00000000
        0.173690566496
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2022-04-16
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cantor Commercial Real Estate
        N/A
        
        12529MAG3
        
          
        
        22459593.08000000
        PA
        USD
        1577552.83000000
        0.094268058977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Variable
          1.30071400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        
        06675FAV9
        
          
          
        
        4920000.00000000
        PA
        USD
        4923523.31000000
        0.294209472379
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-02-27
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QAU2
        
          
        
        1626702.65000000
        PA
        USD
        1629219.32000000
        0.097355435599
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.71500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Payden Cash Reserves Money Market Fund
        549300SI0EB26HO5RT16
        
        704329598
        
          
          
        
        7646018.43000000
        NS
        USD
        7646018.43000000
        0.456894566443
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDV4
        
          
        
        2100000.00000000
        PA
        USD
        2111770.50000000
        0.126190706425
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        
        78403DAP5
        
          
        
        2850000.00000000
        PA
        USD
        2900333.28000000
        0.173311969966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        
        92888DAC9
        
          
        
        4506372.31000000
        PA
        USD
        4557262.32000000
        0.272323224293
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wingstop Funding LLC
        N/A
        
        974153AB4
        
          
        
        4500000.00000000
        PA
        USD
        4594208.40000000
        0.274530969848
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-05
          Fixed
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABM8
        
          
          
        
        3760000.00000000
        PA
        USD
        3793902.04000000
        0.226707958339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-18
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AH1
        
          
          
        
        8300000.00000000
        PA
        USD
        9176427.38000000
        0.548345501343
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CN8
        
          
          
        
        2055000.00000000
        PA
        USD
        2054204.49000000
        0.122750798789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.61300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        
        00973RAG8
        
          
          
        
        3725000.00000000
        PA
        USD
        3872489.89000000
        0.231404044542
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJH3
        
          
          
        
        7845000.00000000
        PA
        USD
        7863521.10000000
        0.469891630080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        
        67079BAA8
        
          
          
        
        1315000.00000000
        PA
        USD
        1318068.43000000
        0.078762340083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        
        10921U2A5
        
          
          
        
        1430000.00000000
        PA
        USD
        1432937.66000000
        0.085626452107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MR9
        
          
          
        
        1475000.00000000
        PA
        USD
        1508851.56000000
        0.090162754071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          1.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A8CQ0
        
          
        
        4872905.82000000
        PA
        USD
        5097911.42000000
        0.304630187506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -222606.14000000
        -0.01330202598
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -21105000.00000000
            EUR
            25179130.31000000
            USD
            2021-06-22
            -222606.14000000
          
        
        
          N
          N
          N
        
      
      
        OWL ROCK TECHNOLOGY FINA
        254900G5EZJSOD3UKL16
        
        691205AE8
        
          
          
        
        1520000.00000000
        PA
        USD
        1591533.30000000
        0.095103474277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        
        38937LAA9
        
          
          
        
        1865000.00000000
        PA
        USD
        1902610.73000000
        0.113692180126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBH2
        
          
          
        
        5865000.00000000
        PA
        USD
        5865291.90000000
        0.350485684052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT 2018-FL4 Issuer, Ltd.
        N/A
        
        05586AAC2
        
          
        
        5020000.00000000
        PA
        USD
        5022831.28000000
        0.300143707604
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-09-15
          Floating
          1.41463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AA7
        
          
        
        20583821.55000000
        PA
        USD
        20707822.61000000
        1.237414180987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          1.01463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        549300Z5THZ1JXIHVK60
        
        20754PAD2
        
          
        
        4100000.00000000
        PA
        USD
        4267530.10000000
        0.255010020270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-11-25
          Floating
          9.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC FUNDING LTD
        549300RWVPXQ5M3BFY62
        
        12550LAS1
        
          
        
        5880000.00000000
        PA
        USD
        5883769.08000000
        0.351589804218
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.19375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        
        88947EAN0
        
          
          
        
        855000.00000000
        PA
        USD
        900780.98000000
        0.053826960932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SDOPP 0 05/05/21
        N/A
        
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        3999775.00000000
        0.239010078412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXL3
        
          
          
        
        5410000.00000000
        PA
        USD
        5418137.94000000
        0.323765605287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol Park CLO, Ltd.
        549300XRS6MFERKEPO61
        
        11014PAJ4
        
          
        
        10840000.00000000
        PA
        USD
        10841452.56000000
        0.647840547647
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.17375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VB-S1 Issuer LLC
        N/A
        
        91823AAN1
        
          
        
        2860000.00000000
        PA
        USD
        3019257.67000000
        0.180418401648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBQ7
        
          
          
        
        3610000.00000000
        PA
        USD
        3617239.17000000
        0.216151312925
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-12-10
          Fixed
          1.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        
        05946KAH4
        
          
          
        
        4600000.00000000
        PA
        USD
        4618619.74000000
        0.275989690973
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-09-18
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        
        709599AN4
        
          
          
        
        7450000.00000000
        PA
        USD
        7908047.53000000
        0.472552346127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JE8
        
          
          
        
        4980000.00000000
        PA
        USD
        4984483.84000000
        0.297852222548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        54930003J8R1CBTM3M23
        
        09626UAU2
        
          
        
        6371777.76000000
        PA
        USD
        6388363.50000000
        0.381742288268
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-20
          Floating
          1.41825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABR5
        
          
          
        
        865000.00000000
        PA
        USD
        871556.70000000
        0.052080638337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433YAA5
        
          
        
        2150000.00000000
        PA
        USD
        2154617.77000000
        0.128751082787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          1.04463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PELABUHAN INDONESIA III
        254900Y6SH3NRN1A8R64
        
        69370TAB9
        
          
          
        
        3155000.00000000
        PA
        USD
        3351446.08000000
        0.200268612703
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2023-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELL CANADA
        549300O5ZKB2MUUSKB97
        
        0778FPAC3
        
          
          
        
        3950000.00000000
        PA
        USD
        3947276.71000000
        0.235872996848
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46590YAM6
        
          
        
        1135588.83000000
        PA
        USD
        1143589.96000000
        0.068336225415
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AQ7
        
          
          
        
        3185000.00000000
        PA
        USD
        3323571.10000000
        0.198602918719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        
        69346WAA5
        
          
        
        3956081.15000000
        PA
        USD
        3959562.50000000
        0.236607145052
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2037-04-14
          Floating
          1.16563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        
        14315XAC2
        
          
        
        3740000.00000000
        PA
        USD
        3827102.36000000
        0.228691872706
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Structured Pass-Th
        N/A
        
        59319WAB7
        
          
        
        1070000.00000000
        PA
        USD
        1089783.23000000
        0.065120956867
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-07-15
          Floating
          2.96463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        
        682413AA7
        
          
        
        8450000.00000000
        PA
        USD
        8447773.43000000
        0.504804142711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          0.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAB4
        
          
          
        
        7700000.00000000
        PA
        USD
        7888047.32000000
        0.471357215961
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-05-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFN9
        
          
          
        
        675000.00000000
        PA
        USD
        736081.71000000
        0.043985210974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753WAF3
        
          
        
        2276195.16000000
        PA
        USD
        2290859.77000000
        0.136892343509
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-10-25
          Floating
          2.20613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        
        28414HAF0
        
          
          
        
        730000.00000000
        PA
        USD
        738135.85000000
        0.044107957919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-27
          Variable
          4.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VA4
        
          
        
        2750000.00000000
        PA
        USD
        2826474.75000000
        0.168898488446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          3.85613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        
        87276VAC9
        
          
          
        
        7960000.00000000
        PA
        USD
        7987860.00000000
        0.477321610576
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.56563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -477.00000000
        NC
        USD
        843823.65000000
        0.050423425505
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            -63822729.90000000
            USD
            843823.65000000
          
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        
        05609GAA6
        
          
        
        7050000.00000000
        PA
        USD
        7064938.95000000
        0.422171650259
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Floating
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        
        78355HKM0
        
          
          
        
        1657000.00000000
        PA
        USD
        1698314.21000000
        0.101484261614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        
        34528QHK3
        
          
        
        8690000.00000000
        PA
        USD
        8735323.56000000
        0.521986954023
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        
        45674CAB9
        
          
          
        
        1660000.00000000
        PA
        USD
        1682953.98000000
        0.100566397540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        912796C31
        
          
          
        
        2500000.00000000
        PA
        USD
        2499402.23000000
        0.149353981905
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBY1
        
          
          
        
        3510000.00000000
        PA
        USD
        3490709.15000000
        0.208590400123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-16
          Fixed
          0.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term
        N/A
        
        36258NAE2
        
          
        
        1660000.00000000
        PA
        USD
        1709973.97000000
        0.102181000844
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-16
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        
        37255JAA0
        
          
          
        
        1785000.00000000
        PA
        USD
        1783552.51000000
        0.106577751315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        912796D30
        
          
          
        
        23410000.00000000
        PA
        USD
        23404302.47000000
        1.398544710274
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-02-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        
        92212KAB2
        
          
        
        6550000.00000000
        PA
        USD
        6534776.49000000
        0.390491325457
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM CORP
        N/A
        
        78442PGC4
        
          
          
        
        1136000.00000000
        PA
        USD
        1165110.00000000
        0.069622174362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT BANK NA
        FVPV0TNOIM6NUIE59530
        
        12556LBJ4
        
          
          
        
        2030000.00000000
        PA
        USD
        2130231.25000000
        0.127293844803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-27
          Fixed
          2.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493003FQV7GR462GO02
        
        35565HAH8
        
          
        
        1858038.66000000
        PA
        USD
        1867345.20000000
        0.111584857316
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-25
          Floating
          1.80613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468R3
        
          
          
        
        2230000.00000000
        PA
        USD
        2228564.33000000
        0.133169824617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          0.86400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust II
        549300P7QN1SDIOQVL28
        
        89621AAT6
        
          
        
        1000000.00000000
        PA
        USD
        1012465.80000000
        0.060500785731
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-12-26
          Fixed
          2.33100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIBC BANK NV
        B64D6Y3LBJS4ANNPCU93
        
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        3199589.60000000
        0.191194294974
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGF5
        
          
          
        
        2015000.00000000
        PA
        USD
        2023505.84000000
        0.120916373917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        321.84000000
        0.000019231832
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -52636.06000000
            USD
            44000.00000000
            EUR
            2021-06-22
            321.84000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753VCZ9
        
          
        
        900000.00000000
        PA
        USD
        931647.51000000
        0.055671417621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-25
          Floating
          3.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -299042.90000000
        -0.01786957190
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -23339000.00000000
            CAD
            18691162.16000000
            USD
            2021-06-22
            -299042.90000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBG5
        
          
          
        
        101395000.00000000
        PA
        USD
        101371235.04000000
        6.057527444830
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61772BAA1
        
          
          
        
        3360000.00000000
        PA
        USD
        3368920.40000000
        0.201312806087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Fixed
          0.73100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBU4
        
          
          
        
        91135000.00000000
        PA
        USD
        91092280.47000000
        5.443299460063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAD4
        
          
          
        
        1100000.00000000
        PA
        USD
        1129121.75000000
        0.067471664782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBR6
        
          
          
        
        2520000.00000000
        PA
        USD
        2541474.00000000
        0.151868017581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-14
          Floating
          1.73575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAA1
        
          
          
        
        2330000.00000000
        PA
        USD
        2403586.18000000
        0.143628409436
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          3.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        
        78355HKG3
        
          
          
        
        5740000.00000000
        PA
        USD
        6036459.86000000
        0.360713976278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        
        12596JAC7
        
          
        
        4147793.17000000
        PA
        USD
        4224024.63000000
        0.252410312587
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300TCRXCIFPAC3B85
        
        35565JAH4
        
          
        
        3484577.70000000
        PA
        USD
        3507322.24000000
        0.209583129950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-25
          Floating
          2.00613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        
        286181AF9
        
          
          
        
        1345000.00000000
        PA
        USD
        1361010.50000000
        0.081328381302
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAD3
        
          
          
        
        3800000.00000000
        PA
        USD
        3767244.00000000
        0.225114983677
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        
        40438PAC6
        
          
        
        3800000.00000000
        PA
        USD
        3813081.50000000
        0.227854043866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-22
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        
        38869PAN4
        
          
          
        
        3290000.00000000
        PA
        USD
        3276437.57000000
        0.195786413115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDR3
        
          
        
        6230000.00000000
        PA
        USD
        6286402.06000000
        0.375649492606
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBY1
        
          
          
        
        2355000.00000000
        PA
        USD
        2419226.01000000
        0.144562981254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300336HZNKBNFER56
        
        03765PAJ2
        
          
        
        6415147.46000000
        PA
        USD
        6419772.78000000
        0.383619177462
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-18
          Floating
          1.11975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300RWLR7W4OBRM426
        
        35564RAK0
        
          
        
        10533278.03000000
        PA
        USD
        10541880.56000000
        0.629939358903
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          1.50613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KAA7
        
          
        
        4900000.00000000
        PA
        USD
        4901915.90000000
        0.292918302561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        
        04010LAR4
        
          
          
        
        2455000.00000000
        PA
        USD
        2501073.99000000
        0.149453879396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-19
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AD3
        
          
          
        
        5400000.00000000
        PA
        USD
        5558814.00000000
        0.332171827169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400S7RJPO6JO1U247
        
        01749PAQ1
        
          
        
        1181550.50000000
        PA
        USD
        1182104.65000000
        0.070637704642
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-25
          Floating
          1.01575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        
        48275PAA9
        
          
          
        
        4189354.84000000
        PA
        USD
        4204017.58000000
        0.251214773691
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          1.21563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FONDO MIVIVIENDA SA
        549300X41PNOK11PZ670
        
        344593AA6
        
          
          
        
        2120000.00000000
        PA
        USD
        2180748.60000000
        0.130312553551
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374DAB4
        
          
        
        2516363.45000000
        PA
        USD
        2557677.11000000
        0.152836248692
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754JAB0
        
          
        
        5014109.62000000
        PA
        USD
        5037935.16000000
        0.301046253258
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-09-25
          Floating
          2.20613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAN1
        
          
          
        
        800000.00000000
        PA
        USD
        873556.00000000
        0.052200108270
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148YAC2
        
          
          
        
        1198000.00000000
        PA
        USD
        1212014.18000000
        0.072424974954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-31
          Fixed
          2.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00912XAX2
        
          
          
        
        765000.00000000
        PA
        USD
        790265.01000000
        0.047222981794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage T
        N/A
        
        78485WAA7
        
          
        
        5880000.00000000
        PA
        USD
        5888820.00000000
        0.351891626392
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-07-15
          Floating
          1.19463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBJ7
        
          
          
        
        5200000.00000000
        PA
        USD
        5216177.77000000
        0.311697297427
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-08
          Fixed
          0.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 32
        N/A
        
        67578BAA4
        
          
        
        15550000.00000000
        PA
        USD
        15549984.45000000
        0.929203018345
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Floating
          1.13375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAM6
        
          
          
        
        1255000.00000000
        PA
        USD
        1262380.03000000
        0.075434630687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        
        35565KAH1
        
          
        
        1020000.00000000
        PA
        USD
        1030902.88000000
        0.061602509687
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          1.95613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWJ9
        
          
          
        
        4095000.00000000
        PA
        USD
        4203007.67000000
        0.251154425629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          2.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565LAH9
        
          
        
        1170000.00000000
        PA
        USD
        1196964.76000000
        0.071525683605
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          3.20613000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-22
      PAYDEN & RYGEL INVESTMENT GROUP
      Sandi Brents
      Sandi Brents
      Compliance Officer