ABPCI Direct Lending Fund IX LLC

NPORT-P/A false 0001752724-24-048527 0001601445 XXXXXXXX S000045496 C000141590 Guggenheim Strategy Funds Trust 811-22946 0001601445 5493007THUTJ3GMETL84 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Guggenheim Strategy Fund II S000045496 549300MHRGBLZPUQ5G89 2024-09-30 2023-12-31 N 329466025.88 1714068.50 327751957.38 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 106553.89000000 USD N Portfolio (ExDerivative) N/A ABPCI Direct Lending Fund CLO N/A ABPCI Direct Lending Fund IX LLC 000806AJ8 1900000.00000000 PA USD 1877428.19000000 0.572819825397 Long ABS-O CORP KY N 2 2031-11-18 Floating 7.04900000 N N N N N N ABPCI Direct Lending Fund CLO N/A ABPCI Direct Lending Fund CLO V Ltd. 000807AN7 3205790.02930000 PA USD 3174020.01000000 0.968421374313 Long ABS-O CORP KY N 2 2031-04-20 Floating 7.17700000 N N N N N N ABPCI Direct Lending Fund CLO N/A ABPCI Direct Lending Fund CLO II LLC 000823AJ3 1250000.00000000 PA USD 1240001.00000000 0.378335192842 Long ABS-O CORP KY N 2 2032-04-20 Floating 7.27700000 N N N N N N AB Private Credit Investors LL N/A ABPCI Direct Lending Fund CLO VII, LP 00085KAS2 7500000.00000000 PA USD 7422369.00000000 2.264629953496 Long ABS-O CORP US N 2 2031-10-20 Floating 7.07900000 N N N N N N ABPCI Direct Lending Fund CLO N/A ABPCI Direct Lending Fund CLO I LLC 00086AAQ7 750000.00000000 PA USD 742836.45000000 0.226645923319 Long ABS-O CORP KY N 2 2033-07-20 Floating 7.37700000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 Corebridge Global Funding 00138CAU2 550000.00000000 PA USD 556985.73000000 0.169941236797 Long DBT CORP US N 2 2026-07-02 Fixed 5.75000000 N N N N N N ACRE COMMERCIAL MORTGAGE TRUST N/A ACRE Commercial Mortgage Ltd. 00489TAC0 350000.00000000 PA USD 344149.02000000 0.105002887778 Long ABS-O CORP KY N 2 2037-12-18 Floating 6.57300000 N N N N N N Aligned Data Centers Issuer LL N/A Aligned Data Centers Issuer LLC 01627AAA6 1233000.00000000 PA USD 1105052.82000000 0.337161318221 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 American Equity Investment Life Holding Co. 025676AM9 850000.00000000 PA USD 816268.25000000 0.249050610261 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust 03464BAC2 567314.70110000 PA USD 487065.77000000 0.148608043074 Long ABS-MBS CORP US N 2 2066-12-25 Variable 3.29000000 N N N N N N AASET 2018-2 Trust N/A AASET US Ltd. 04546KAA6 745521.13070000 PA USD 652801.94000000 0.199175603776 Long ABS-O CORP US N 2 2038-11-18 Fixed 4.45400000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621XAP3 1450000.00000000 PA USD 1473059.93000000 0.449443518743 Long DBT CORP US N 2 2026-02-27 Fixed 6.10000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A3J8 3700000.00000000 PA USD 3675357.11000000 1.121383725479 Long DBT CORP US N 2 2024-03-08 Fixed 2.51400000 N N N N N N BCC Middle Market CLO N/A BCC Middle Market CLO LLC 05550GAL1 7750000.00000000 PA USD 7662388.58000000 2.337862034830 Long ABS-O CORP KY N 2 2033-10-15 Floating 7.15600000 N N N N N N BrightSpire Capital, Inc N/A BRSP Ltd. 05591XAE1 1500000.00000000 PA USD 1430538.60000000 0.436469887605 Long ABS-O CORP KY N 2 2038-08-19 Floating 7.37000000 N N N N N N BXMT Ltd N/A BXMT Ltd. 05608XAC6 1750000.00000000 PA USD 1634189.38000000 0.498605528724 Long ABS-O CORP KY N 2 2037-11-15 Floating 7.22600000 N N N N N N BXHPP Trust N/A BXHPP Trust 05609JAL6 500000.00000000 PA USD 448145.75000000 0.136733203237 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.57700000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 05609VAL9 3750000.00000000 PA USD 3604047.00000000 1.099626384785 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.12600000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 05610HAE3 891076.40420000 PA USD 865361.28000000 0.264029324772 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.92400000 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding Trust 05990TAG2 484607.53400000 PA USD 477553.73000000 0.145705836150 Long ABS-MBS CORP US N 2 2037-04-29 Floating 5.73000000 N N N N N N Bear Stearns Asset Backed Secu N/A Bear Stearns Asset-Backed Securities I Trust 07389MAD9 454579.00540000 PA USD 443145.84000000 0.135207686795 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.75000000 N N N N N N BENCHMARK Mortgage Trust N/A BENCHMARK Mortgage Trust 08162YAK8 24543109.69510000 PA USD 652628.28000000 0.199122618585 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.77100000 N N N N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 Bio-Rad Laboratories, Inc. 090572AR9 1050000.00000000 PA USD 997634.60000000 0.304387076121 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N BRAVO Residential Funding Trus N/A BRAVO Residential Funding Trust 10568PAA5 1183193.11750000 PA USD 1105124.85000000 0.337183295207 Long ABS-MBS CORP US N 2 2070-01-29 Variable 3.12500000 N N N N N N BRAVO Residential Funding Trus N/A BRAVO Residential Funding Trust 105692AA5 1555503.24650000 PA USD 1448173.99000000 0.441850599940 Long ABS-MBS CORP US N 2 2061-03-01 Variable 1.62000000 N N N N N N BRAVO Residential Funding Trus N/A BRAVO Residential Funding Trust 10569CAC9 143291.30190000 PA USD 141513.66000000 0.043177060216 Long ABS-MBS CORP US N 2 2069-11-25 Floating 6.18700000 N N N N N N BRAVO Residential Funding Trus N/A BRAVO Residential Funding Trust 10569QAB0 286885.95400000 PA USD 285262.55000000 0.087036108733 Long ABS-MBS CORP US N 2 2070-01-25 Floating 6.18700000 N N N N N N BXMT Ltd N/A BXMT Ltd. 12434LAC8 2500000.00000000 PA USD 2294277.25000000 0.700004133717 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.62600000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp. 12513GBG3 1450000.00000000 PA USD 1356794.00000000 0.413969762635 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N Cascade Funding Mortgage Trust N/A CFMT LLC 12530GAA6 904806.60620000 PA USD 832987.94000000 0.254151934486 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta Issuer LLC 12530MAG0 942447.55610000 PA USD 799314.56000000 0.243877890582 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N CHCP 2021-FL1 Ltd. N/A CHCP Ltd. 12546JAA2 490360.71380000 PA USD 482608.60000000 0.147248121371 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.52300000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 CLI Funding VIII LLC 12565KAA5 1059035.73810000 PA USD 933989.35000000 0.284968351513 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 12597XAC5 978329.59620000 PA USD 990133.34000000 0.302098375831 Long ABS-MBS CORP US N 2 2060-08-25 Variable 3.02300000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 12598JAC5 713715.77590000 PA USD 682600.27000000 0.208267335901 Long ABS-MBS CORP US N 2 2061-07-27 Variable 1.92600000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 126401AA6 650978.16770000 PA USD 590670.25000000 0.180218679614 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.20800000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Series 12648ELS9 43799.11350000 PA USD 43615.58000000 0.013307496421 Long ABS-MBS CORP US N 2 2046-02-27 Floating 2.13870000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 12660KAC5 2088240.72430000 PA USD 2027096.83000000 0.618485041616 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.66800000 N N N N N N Credit Suisse Mortgage Trust N/A CSMC Trust 12662GAC2 535883.51250000 PA USD 520845.76000000 0.158914614626 Long ABS-MBS CORP US N 2 2060-12-27 Variable 1.79600000 N N N N N N Countrywide Asset-Backed Certi N/A Countrywide Asset-Backed Certificates 126670ZH4 0.28000000 PA USD 0.28000000 0.000000085430 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.84600000 N N N N N N Countrywide Alternative Loan T 549300QTQ6MX6ER06N64 Alternative Loan Trust 126680AB3 646665.88240000 PA USD 545612.57000000 0.166471185820 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.75000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCU7 650000.00000000 PA USD 642490.36000000 0.196029450178 Long DBT CORP US N 2 2026-07-24 Variable 4.98500000 N N N N N N CARLYLE GMS FINANCE MM CLO LLC N/A Carlyle GMS Finance MM CLO LLC 14310QAA6 1400000.00000000 PA USD 1394108.52000000 0.425354750325 Long ABS-O CORP US N 2 2031-10-15 Floating 7.20600000 N N N N N N Cascade Funding Mortgage Trust 549300HU3WTU5KNK1B36 Cascade Funding Mortgage Trust 147271AA8 80682.27790000 PA USD 78631.08000000 0.023991032922 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 2.80000000 N N N N N N Cascade Funding Mortgage Trust N/A Cascade Funding Mortgage Trust 14727QAA3 503592.93510000 PA USD 503614.89000000 0.153657324894 Long ABS-MBS CORP US Y 2 2068-10-25 Variable 4.00000000 N N N N N N Castlelake Aircraft Structured N/A Castlelake Aircraft Securitization Trust 14856CAA7 877213.89980000 PA USD 799717.49000000 0.244000828063 Long ABS-O CORP US N 2 2043-06-15 Fixed 4.12500000 N N N N N N Cerberus N/A Cerberus Loan Funding XXXI, LP 15674EAA0 590877.24330000 PA USD 589553.03000000 0.179877805982 Long ABS-O CORP KY N 2 2032-04-15 Floating 7.15600000 N N N N N N Cerberus N/A Cerberus Loan Funding XXX, LP 15674JAA9 1500000.00000000 PA USD 1493977.65000000 0.455825698782 Long ABS-O CORP KY N 2 2033-01-15 Floating 7.50600000 N N N N N N Cerberus N/A Cerberus Loan Funding XXXII, LP 15674LAA4 1000000.00000000 PA USD 990426.00000000 0.302187668966 Long ABS-O CORP KY N 2 2033-04-22 Floating 7.27600000 N N N N N N Cerberus 54930000UKAI7FBHXD27 Cerberus Loan Funding XXXIII, LP 15674PAA5 1000000.00000000 PA USD 989978.90000000 0.302051254831 Long ABS-O CORP KY N 2 2033-07-23 Floating 7.21600000 N N N N N N Cerberus N/A Cerberus Loan Funding XXXV, LP 15674RAC7 1750000.00000000 PA USD 1745066.23000000 0.532435029206 Long ABS-O CORP KY N 2 2033-09-22 Floating 7.15600000 N N N N N N Cerberus N/A Cerberus Loan Funding XXXVI, LP 15674UAA4 825107.07960000 PA USD 824722.00000000 0.251629923614 Long ABS-O CORP KY N 2 2033-11-22 Floating 7.05600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAP8 950000.00000000 PA USD 944347.86000000 0.288128823866 Long DBT CORP US N 2 2026-01-25 Floating 6.04700000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 17327GAU8 46452468.54710000 PA USD 1394800.40000000 0.425565848988 Long ABS-MBS CORP US N 2 2051-11-10 Variable 0.75400000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust 17330VAA4 3029898.45370000 PA USD 3040997.27000000 0.927834968342 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.17000000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 Cogent Communications Group, Inc. 19240CAC7 184000.00000000 PA USD 176155.16000000 0.053746486034 Long DBT CORP US N 2 2026-05-01 Fixed 3.50000000 N N N N N N COLT Funding LLC 213800MIPEZY1A8W1N28 COLT 2023-3 Mortgage Loan Trust 19688RAA7 541436.44260000 PA USD 554582.14000000 0.169207880384 Long ABS-MBS CORP US N 2 2068-09-25 Variable 7.18000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG NY 22550UAF8 1550000.00000000 PA USD 1552717.55000000 0.473747758033 Long DBT CORP CH N 2 2025-02-21 Floating 6.61000000 N N N N N N CROWN CASTLE TOWERS LLC N/A Crown Castle Towers LLC 22822RBD1 1050000.00000000 PA USD 1018727.33000000 0.310822653247 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AK7 1627750.00000000 PA USD 1566950.28000000 0.478090288926 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.02100000 N N N N N N Dominos Pizza Master Issuer LL N/A Domino's Pizza Master Issuer LLC 25755TAE0 372000.00000000 PA USD 363844.64000000 0.111012194376 Long ABS-O CORP US N 2 2045-10-25 Fixed 4.47400000 N N N N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares N/A 10921.32000000 NS USD 10921.32000000 0.003332190625 Long STIV RF US N 1 N N N Dreyfus Treasury Securities Ca 549300U78VESCW509025 Dreyfus Treasury Securities Cash Management Fund - Institutional Shares N/A 5215731.73000000 NS USD 5215731.73000000 1.591365547194 Long STIV RF US N 1 N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp. 286181AF9 1800000.00000000 PA USD 1777055.99000000 0.542195385866 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBW4 1400000.00000000 PA USD 1437395.43000000 0.438561966644 Long DBT CORP CA N 2 2026-11-15 Fixed 5.90000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UBQ8 1850000.00000000 PA USD 1709136.69000000 0.521472611075 Long DBT CORP US N 2 2026-05-15 Fixed 1.45000000 N N N N N N FBR Securitization Trust N/A FBR Securitization Trust 30246QAH6 0.01000000 PA USD 0.01000000 0.000000003051 Long ABS-O CORP US N 2 2035-09-25 Floating 5.92900000 N N N N N N FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 FactSet Research Systems, Inc. 303075AA3 1500000.00000000 PA USD 1404496.19000000 0.428524119650 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 FS KKR Capital Corp. 30313RAA7 900000.00000000 PA USD 876197.16000000 0.267335446904 Long DBT CORP US N 2 2025-02-14 Fixed 4.25000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 F&G Global Funding 30321L2B7 3450000.00000000 PA USD 3320843.39000000 1.013218476724 Long DBT CORP US N 2 2024-09-20 Fixed 0.90000000 N N N N N N FS Rialto Issuer Ltd N/A FS Rialto 30323CAE0 2000000.00000000 PA USD 1918350.60000000 0.585305612004 Long ABS-O CORP KY N 2 2036-11-16 Floating 7.27300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3136BQRA9 1454460.16500000 PA USD 1506050.74000000 0.459509304548 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 6.50000000 N N N N N N Firstkey Homes Trust N/A FirstKey Homes Trust 33767JAJ1 1150000.00000000 PA USD 1071098.39000000 0.326801523494 Long ABS-O CORP US N 2 2037-10-19 Fixed 2.66800000 N N N N N N Fortress Credit Opportunities 254900FRBH7KBHJT7O18 Fortress Credit Opportunities XI CLO Ltd. 34961WAC9 2169494.20520000 PA USD 2160962.45000000 0.659328617676 Long ABS-O CORP KY N 2 2031-04-15 Floating 6.95600000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2A2 600000.00000000 PA USD 552179.60000000 0.168474844334 Long DBT CORP US N 2 2026-01-15 Fixed 1.62500000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2K0 3300000.00000000 PA USD 3294382.54000000 1.005145039051 Long DBT CORP US N 2 2025-04-11 Floating 6.71300000 N N N N N N GCAT N/A GCAT Trust 36169GAA3 490607.90450000 PA USD 497984.00000000 0.151939290914 Long ABS-MBS CORP US N 2 2068-08-25 Variable 6.88900000 N N N N N N GCAT N/A GCAT 2022-NQM4 Trust 36170HAB6 1145277.77260000 PA USD 1131117.67000000 0.345113932817 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.73000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAP7 1600000.00000000 PA USD 1602545.55000000 0.488950718345 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N Golub Capital Partners CLO Ltd 2549007JA1TZWEDGPD41 Golub Capital Partners CLO 54M, LP 381743AA1 1750000.00000000 PA USD 1734191.20000000 0.529116962065 Long ABS-O CORP KY N 2 2033-08-05 Floating 7.18400000 N N N N N N Golub Capital Partners CLO Ltd 254900T5KLBL86KP4W68 Golub Capital Partners CLO 33M Ltd. 38174TAE6 1500000.00000000 PA USD 1444329.60000000 0.440677642796 Long ABS-O CORP KY N 2 2033-08-25 Floating 7.50100000 N N N N N N Golub Capital Partners CLO Ltd N/A Golub Capital Partners CLO 36M Ltd. 38175BAA2 2524930.74110000 PA USD 2514135.65000000 0.767084862008 Long ABS-O CORP KY N 2 2031-02-05 Floating 6.95400000 N N N N N N Golub Capital Partners CLO Ltd N/A Golub Capital Partners CLO 17 Ltd. 38175JAA5 222207.22770000 PA USD 222231.31000000 0.067804723967 Long ABS-O CORP KY N 2 2030-10-25 Floating 7.29000000 N N N N N N Golub Capital Partners CLO Ltd N/A Golub Capital Partners CLO 16 Ltd. 38178EAA3 1750000.00000000 PA USD 1744144.50000000 0.532153801289 Long ABS-O CORP KY N 2 2033-07-25 Floating 7.25000000 N N N N N N Golub Capital Partners CLO Ltd 254900NUVOJAHAT10W61 Golub Capital Partners CLO 49M Ltd. 38178GAA8 2250000.00000000 PA USD 2229620.63000000 0.680276831242 Long ABS-O CORP KY N 2 2033-08-26 Floating 7.20700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae 38384EJU0 1484383.77920000 PA USD 1530394.33000000 0.466936747604 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 6.00000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869PAN4 2550000.00000000 PA USD 2515644.23000000 0.767545143012 Long DBT CORP US N 2 2024-04-15 Fixed 0.82100000 N N N N N N HarborView Mortgage Loan Trust N/A HarborView Mortgage Loan Trust 41162NAC1 573930.65960000 PA USD 509312.78000000 0.155395801163 Long ABS-MBS CORP US N 2 2047-01-25 Floating 5.77000000 N N N N N N HERA Commercial Mortgage Ltd N/A HERA Commercial Mortgage Ltd. 42704RAA9 1299105.63760000 PA USD 1253551.20000000 0.382469477839 Long ABS-O CORP KY N 2 2038-02-18 Floating 6.52300000 N N N N N N Home Equity Loan Trust N/A Home Equity Loan Trust 43710XAA6 1681038.30240000 PA USD 1569511.16000000 0.478871635900 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.66000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 Hyatt Hotels Corp. 448579AN2 1200000.00000000 PA USD 1164289.54000000 0.355234961617 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Imperial Fund LLC N/A Imperial Fund Mortgage Trust 45276PAB2 1531119.18780000 PA USD 1390452.05000000 0.424239129222 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.02100000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506AN1 350000.00000000 PA USD 323973.83000000 0.098847260162 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA, Inc. 46266TAA6 1000000.00000000 PA USD 981445.10000000 0.299447517520 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. 46590XAZ9 430000.00000000 PA USD 427614.02000000 0.130468792137 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N JPMDB Commercial Mortgage Secu N/A JPMDB Commercial Mortgage Securities Trust 46591ABC8 35558519.87600000 PA USD 665246.57000000 0.202972569658 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.60500000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 Jabil, Inc. 466313AL7 250000.00000000 PA USD 231534.84000000 0.070643312659 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 Jabil, Inc. 466313AM5 250000.00000000 PA USD 243502.62000000 0.074294787419 Long DBT CORP US N 2 2027-05-15 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 46654EAG6 3900000.00000000 PA USD 3341588.64000000 1.019548034651 Long ABS-MBS CORP US N 2 2038-06-15 Floating 7.01700000 N N N N N N Ladder Capital Commercial Mort N/A LCCM Trust 50190FAA9 1400000.00000000 PA USD 1380065.82000000 0.421070199254 Long ABS-O CORP US N 2 2038-11-15 Floating 6.92600000 N N N N N N Ladder Capital Commercial Mort N/A LCCM Trust 50202KAE6 1000000.00000000 PA USD 950179.40000000 0.289908077924 Long ABS-O CORP US N 2 2038-12-13 Floating 7.37600000 N N N N N N THL Credit Lake Shore MM CLO I N/A Lake Shore MM CLO III LLC 510760AA9 7650000.00000000 PA USD 7630877.30000000 2.328247666619 Long ABS-O CORP KY N 2 2031-10-17 Floating 7.14400000 N N N N N N THL Credit Lake Shore MM CLO I N/A THL Credit Lake Shore MM CLO I Ltd. 510800AC9 1000000.00000000 PA USD 991910.20000000 0.302640511418 Long ABS-O CORP KY N 2 2033-04-15 Floating 7.35600000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 52474XAA3 1326713.20730000 PA USD 1275910.71000000 0.389291560666 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.75000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 52475WAA4 1081560.49640000 PA USD 1028627.84000000 0.313843385779 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.65000000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust 52476DAA5 518841.92630000 PA USD 500893.47000000 0.152826995757 Long ABS-MBS CORP US N 2 2061-04-25 Variable 1.75000000 N N N N N N Life Financial Services Trust N/A Life Mortgage Trust 53218CAE0 933821.64180000 PA USD 904475.74000000 0.275963489960 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.57700000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. 538034AV1 100000.00000000 PA USD 101752.20000000 0.031045489648 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N LSTAR Securities Investment Lt N/A LSTAR Securities Investment Ltd. 54912MAA3 429883.93210000 PA USD 421485.72000000 0.128598993998 Long ABS-MBS CORP US Y 2 2026-02-01 Floating 8.25700000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JBF4 1600000.00000000 PA USD 1593073.39000000 0.486060679159 Long DBT CORP AU N 2 2026-08-09 Variable 5.10800000 N N N N N N Madison Avenue Secured Funding N/A Madison Avenue Secured Funding Trust Series 2023-2 55661YAA7 2250000.00000000 PA USD 2250000.00000000 0.686494755969 Long ABS-O CORP US N 3 2024-10-15 Floating 7.20500000 N N N N N N Madison Avenue Secured Funding N/A Madison Avenue Secured Funding Trust 55663DAA1 2300000.00000000 PA USD 2300000.00000000 0.701750194990 Long ABS-O CORP US N 3 2024-03-04 Floating 7.35600000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VAZ6 2150000.00000000 PA USD 2103343.73000000 0.641748640286 Long DBT CORP US N 2 2025-03-15 Fixed 3.63800000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBG7 800000.00000000 PA USD 800543.69000000 0.244252908937 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N MidOcean Credit CLO 5493004MLF21SFT7F415 MidOcean Credit CLO VII 59801WAM8 1372962.88370000 PA USD 1371047.19000000 0.418318536053 Long ABS-O CORP KY N 2 2029-07-15 Floating 6.69600000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822CQ5 1600000.00000000 PA USD 1594006.67000000 0.486345431082 Long DBT CORP JP N 2 2025-09-12 Variable 5.06300000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YCL1 800000.00000000 PA USD 810844.62000000 0.247395813127 Long DBT CORP JP N 2 2028-09-13 Variable 5.41400000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank North America 61690U7W4 1350000.00000000 PA USD 1388105.29000000 0.423523112141 Long DBT CORP US N 2 2026-10-30 Fixed 5.88200000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Incorporated Trust 61744CYB6 504057.37460000 PA USD 496694.51000000 0.151545856192 Long ABS-MBS CORP US N 2 2035-12-25 Floating 6.04000000 N N N N N N Morgan Stanley Home Equity Loa N/A Morgan Stanley Home Equity Loan Trust 61744CYP5 149388.68990000 PA USD 147394.57000000 0.044971377494 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.03000000 N N N N N N New York Mortgage Trust N/A NYMT Loan Trust 62955RAA3 2158351.39890000 PA USD 2042652.32000000 0.623231158199 Long ABS-MBS CORP US N 2 2061-08-25 Variable 1.67000000 N N N N N N New York Mortgage Trust N/A NYMT Loan Trust 62956BAA7 750921.14250000 PA USD 728792.92000000 0.222361119007 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.25000000 N N N N N N Nationstar Home Equity Loan Tr N/A Nationstar Home Equity Loan Trust 63860LAA8 94223.86430000 PA USD 93236.19000000 0.028447180222 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.69000000 N N N N N N New Residential Mortgage Loan 549300U1MV4J7YQZG974 New Residential Mortgage Loan Trust 64828CAG4 871881.10950000 PA USD 812094.04000000 0.247777022139 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.50000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 64830TAD0 889153.51290000 PA USD 830288.79000000 0.253328400122 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229AW6 116000.00000000 PA USD 114400.46000000 0.034904584831 Long DBT CORP US N 2 2026-04-01 Fixed 5.20000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229BC9 84000.00000000 PA USD 83398.70000000 0.025445675646 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KBP4 2550000.00000000 PA USD 2572710.66000000 0.784956611873 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Novastar Home Equity Loan N/A NovaStar Mortgage Funding Trust Series 66989EAA3 1127998.16610000 PA USD 1086989.34000000 0.331649991868 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.67000000 N N N N N N Onslow Bay Financial LLC N/A OBX Trust 670843AA9 1352730.78890000 PA USD 1363755.82000000 0.416093875045 Long ABS-MBS CORP US N 2 2062-01-25 Variable 6.31900000 N N N N N N OWS Structured Asset Trust N/A OSAT Trust 67114HAA2 1596240.79880000 PA USD 1552757.76000000 0.473760026457 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.11600000 N N N N N N Oak Street Investment Grade Ne N/A Oak Street Investment Grade Net Lease Fund Series 67181DAA9 3315431.91670000 PA USD 3008451.43000000 0.917904946792 Long ABS-O CORP US N 2 2050-11-20 Fixed 1.85000000 N N N N N N Owl Rock CLO Ltd N/A Owl Rock CLO IV Ltd. 691200AC3 2150000.00000000 PA USD 2118616.02000000 0.646408350063 Long ABS-O CORP KY N 2 2033-08-20 Floating 7.22900000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM LLC 693582AA6 1178085.65790000 PA USD 1135976.40000000 0.346596374002 Long ABS-MBS CORP US N 2 2027-02-25 Variable 3.72000000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM LLC 69358DAA2 1255269.19340000 PA USD 1222693.95000000 0.373054659924 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Preston Ridge Partners Mortgag N/A PRPM LLC 69360MAA8 546950.81810000 PA USD 526755.86000000 0.160717838029 Long ABS-MBS CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding Ltd. 69701CAC4 3750000.00000000 PA USD 3703374.00000000 1.129931924618 Long ABS-O CORP KY N 2 2030-04-15 Floating 6.99400000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding Ltd. 69702DAE7 1750000.00000000 PA USD 1749121.15000000 0.533672220902 Long ABS-O CORP KY N 2 2029-05-20 Floating 7.02900000 N N N N N N Parliament CLO Ltd 5493009BTB3REE8RVW84 Parliament CLO II Ltd. 701631AA1 1533982.70000000 PA USD 1518301.10000000 0.463246996947 Long ABS-O CORP KY N 2 2032-08-20 Floating 6.97900000 N N N N N N PEACHTREE FUNDING TRUST N/A Peachtree Corners Funding Trust 70466WAA7 250000.00000000 PA USD 245840.76000000 0.075008174463 Long DBT CORP US N 2 2025-02-15 Fixed 3.97600000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RDR2 850000.00000000 PA USD 837051.99000000 0.255391911826 Long DBT CORP NL N 2 2028-08-22 Variable 4.65500000 N N N N N N RASPRO TRUST N/A Raspro Trust N/A 1575908.69010000 PA USD 1568943.17000000 0.478698337163 Long ABS-O CORP US N 2 2024-03-23 Floating 6.17500000 N N N N N N Residential Mortgage Loan Trus N/A Residential Mortgage Loan Trust 76119CAA9 265108.77060000 PA USD 252581.74000000 0.077064906650 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. 77313LAA1 900000.00000000 PA USD 830250.00000000 0.253316564952 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 78355HKR9 2500000.00000000 PA USD 2426597.18000000 0.740376106186 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAN0 1150000.00000000 PA USD 1110519.24000000 0.338829170961 Long ABS-O CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Sapphire Aviation Finance I Li N/A Sapphire Aviation Finance II Ltd. 80307AAA7 665383.73200000 PA USD 567645.52000000 0.173193632324 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.22800000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 Silgan Holdings, Inc. 827048AX7 950000.00000000 PA USD 867378.79000000 0.264644884788 Long DBT CORP US N 2 2026-04-01 Fixed 1.40000000 N N N N N N Sound Point CLO LTD 5493001QI7ZD0IPL4A34 Sound Point CLO XIX Ltd. 83610JAA4 3782478.93840000 PA USD 3777070.37000000 1.152417334191 Long ABS-O CORP KY N 2 2031-04-15 Floating 6.65600000 N N N N N N Soundview Home Equity Loan Tru N/A Soundview Home Loan Trust 83612CAA7 1306239.45110000 PA USD 1233014.93000000 0.376203681545 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.75000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block, Inc. 852234AN3 150000.00000000 PA USD 141454.46000000 0.043158997777 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N Starwood Mortgage Residential N/A Starwood Mortgage Residential Trust 85573AAA3 40603.84420000 PA USD 37631.40000000 0.011481670559 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Station Place Securitization T N/A Station Place Securitization Trust 2023-SP1 85778HAA1 1100000.00000000 PA USD 1100000.00000000 0.335619658473 Long ABS-O CORP US N 3 2024-10-15 Floating 7.20500000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 Stericycle, Inc. 858912AF5 775000.00000000 PA USD 771125.00000000 0.235277008309 Long DBT CORP US N 2 2024-07-15 Fixed 5.37500000 N N N N N N Structured Asset Investment Lo N/A Structured Asset Investment Loan Trust 86358ERB4 17967.78060000 PA USD 17918.43000000 0.005467070324 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.20500000 N N N N N N Structured Asset Securities Co N/A Structured Asset Securities Corporation Mortgage Loan Trust 86365DAA7 1181938.66220000 PA USD 1124064.68000000 0.342962003640 Long ABS-MBS CORP US N 2 2037-11-25 Floating 6.10000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 Sumitomo Mitsui Trust Bank Ltd. 86563VBC2 1200000.00000000 PA USD 1191577.16000000 0.363560654076 Long DBT CORP JP N 2 2025-09-15 Fixed 4.80000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 TD SYNNEX Corp. 87162WAD2 900000.00000000 PA USD 877085.79000000 0.267606575720 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABR5 250000.00000000 PA USD 236895.13000000 0.072278784204 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABU8 650000.00000000 PA USD 618238.40000000 0.188629964239 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAG9 1228125.00000000 PA USD 1100651.77000000 0.335818519223 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.94600000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 Textainer Marine Containers VII Ltd. 88315LAE8 314159.28310000 PA USD 293156.92000000 0.089444750336 Long ABS-O CORP US N 2 2045-08-21 Fixed 2.73000000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 Textainer Marine Containers VII Ltd. 88315LAL2 657333.33330000 PA USD 576138.53000000 0.175784924247 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 89169EAA7 265696.08660000 PA USD 268338.59000000 0.081872459937 Long ABS-MBS CORP US N 2 2057-02-25 Floating 6.07000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 89175VAA1 525725.49630000 PA USD 509272.13000000 0.155383398491 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N TOWD POINT REVOLVING TRUST TPRT_22-A N/A Towd Point Revolving Trust N/A 1250000.00000000 PA USD 1234375.00000000 0.376618650844 Long ABS-MBS CORP US Y 2 2064-09-25 Fixed 4.82900000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAE2 2298750.00900000 PA USD 2002182.29000000 0.610883396701 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89680YAA3 900000.00000000 PA USD 823080.81000000 0.251129182135 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89680YAB1 800000.00000000 PA USD 780585.61000000 0.238163523488 Long DBT CORP BM N 2 2024-06-07 Fixed 1.15000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797HX8 96240000.00000000 PA USD 96240000.00000000 29.36366902865 Long DBT UST US N 2 2024-01-02 None 0.00000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp. 91913YBA7 1650000.00000000 PA USD 1633673.68000000 0.498448184126 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N Venture CDO Ltd 5493002O60L75PP6F022 Venture XIV CLO Ltd. 92328GBA3 256483.57640000 PA USD 256381.44000000 0.078224228483 Long ABS-O CORP KY N 2 2029-08-28 Floating 6.67800000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92536PAA2 246485.99860000 PA USD 235298.54000000 0.071791650576 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92537KAA2 171036.81860000 PA USD 165670.21000000 0.050547435726 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.64200000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92537KAB0 284040.57140000 PA USD 275444.88000000 0.084040651412 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.84600000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92538CAA9 932390.85200000 PA USD 861168.41000000 0.262750043320 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21800000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92538MAC3 653165.38290000 PA USD 533409.34000000 0.162747873197 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.88700000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust 92539LAC4 224616.55800000 PA USD 186277.99000000 0.056835050349 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.43700000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 Vontier Corp. 928881AB7 850000.00000000 PA USD 781746.79000000 0.238517809702 Long DBT CORP US N 2 2026-04-01 Fixed 1.80000000 N N N N N N WMRK Commercial Mortgage Trust N/A WMRK Commercial Mortgage Trust 929342AB9 2850000.00000000 PA USD 2846402.73000000 0.868462465565 Long ABS-MBS CORP US N 2 2027-11-15 Floating 8.79800000 N N N N N N WEIR GROUP PLC (THE) 549300KDR56WHY9I3D10 Weir Group plc 94876QAA4 200000.00000000 PA USD 185935.51000000 0.056730556694 Long DBT CORP GB N 2 2026-05-13 Fixed 2.20000000 N N N N N N Wellfleet CLO Ltd N/A Wellfleet CLO Ltd. 94951MAJ2 431746.58910000 PA USD 431833.72000000 0.131756259658 Long ABS-O CORP KY N 2 2029-10-20 Floating 6.73700000 N N N N N N Woodmont Trust N/A Woodmont Trust 97988WAA9 3050000.00000000 PA USD 3037323.59000000 0.926714096318 Long ABS-O CORP US N 2 2032-01-15 Floating 7.55600000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 U.S. Secured Overnight Financing Rate N/A -15000000.00000000 OU Notional Amount USD 515111.10000000 0.157164919507 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 U.S. Secured Overnight Financing Rate N/A Y 2024-10-26 0.00000000 USD 1227.61000000 USD -15000000.00000000 USD 516338.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 CURRENCY CONTRACT - Rec USD / Deliver CZK N/A -11783.00000000 NC -8.64000000 -0.00000263613 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 11783.00000000 CZK 518.54000000 USD 2024-02-02 -8.64000000 N N N UNITED AIRLINES HOLDINGS INC N/A Mileage Plus Holdings LLC N/A 595000.00000000 PA USD 614551.70000000 0.187505119698 Long LON CORP US N 2 2027-06-21 Variable 10.77000000 N N N N N N PMH SPV - C LLC N/A Project Onyx II N/A 329725.35400000 PA USD 329596.76000000 0.100562865477 Long ABS-O CORP KY N 3 2027-01-26 Variable 7.66800000 N N N N N N PMH NEWCO LP N/A Project Onyx I N/A 1019479.29300000 PA USD 1019173.45000000 0.310958768376 Long ABS-O CORP KY N 3 2027-01-26 Variable 7.66800000 N N N N N N WORLD WIDE TECHNOLOGY HOLDING CO LLC N/A World Wide Technology Holding Co. LLC N/A 248125.00000000 PA USD 248901.63000000 0.075942072776 Long LON CORP US N 2 2030-03-01 Variable 8.71000000 N N N N N N RS IVY HOLDCO INC N/A ITT Holdings LLC N/A 698250.00000000 PA USD 700288.89000000 0.213664289177 Long LON CORP US N 2 2030-10-05 Variable 8.71000000 N N N N N N 2024-07-15 Guggenheim Strategy Funds Trust James Howley James Howley CFO XXXX