NPORT-P false 0000217087 XXXXXXXX S000010066 C000027865 Guggenheim Variable Funds Trust 811-02753 0000217087 549300QDJHZ1HF5UC735 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Series E (Total Return Bond Series) S000010066 549300KRQSBPNKM3ER41 2022-12-31 2022-12-31 N 144352963.26 8409327.90 135943635.36 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 0.00000000 GBP USD N Portfolio (ExDerivative) N/A DELTA AIR LINES/SKYMILES N/A 830867AA5 300000.00000000 PA USD 292674.54000000 0.215291094154 Long DBT CORP US N 2 2025-10-20 Fixed 4.50000000 N N N N N N MARKEL CORP 549300SCNO12JLWIK605 570535AW4 660000.00000000 NS USD 638550.00000000 0.469716730988 Long EP CORP US N 2 N N N ZEPHYR BIDCO LTD N/A N/A 200000.00000000 PA 197050.29000000 0.144949993045 Long LON CORP GB N 2 2025-07-23 Variable 8.21000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 100000.00000000 PA USD 93505.75000000 0.068782734662 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 200000.00000000 PA USD 149948.64000000 0.110302067178 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 140000.00000000 PA USD 110399.57000000 0.081209811483 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 3900000.00000000 NC USD 16528.40000000 0.012158274240 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 3900000.00000000 0.10000000 USD 2024-06-20 XXXX -729.10000000 N N N CMFT Net Lease Master Issuer L N/A 12575AAF4 400000.00000000 PA USD 312637.08000000 0.229975518288 Long ABS-O CORP US N 2 2051-07-20 Fixed 3.44000000 N N N N N N Blue Whale Acquisition Corp. N/A SBP818Y98 550.00000000 NS USD 39.22000000 0.000028850192 N/A DE US N 1 Blue Whale Acquisition Corp. N/A Call Purchased N/A Blue Whale Acquisition Corp. 550.00000000 1.00000000 USD 2023-07-09 XXXX -2384.63000000 N N N Palmer Square Loan Funding Ltd N/A 69701CAC4 1000000.00000000 PA USD 962138.90000000 0.707748396938 Long ABS-O CORP KY N 2 2030-04-15 Floating 5.46400000 N N N N N N Arbys Funding LLC N/A 038779AB0 977500.00000000 PA USD 826149.77000000 0.607714931127 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 200000.00000000 PA USD 182012.53000000 0.133888232073 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 250000.00000000 PA USD 178801.73000000 0.131526370856 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AN7 950000.00000000 PA USD 709571.02000000 0.521959721115 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N ELANCO ANIMAL HEALTH INC N/A N/A 64908.27410000 PA USD 62220.42000000 0.045769277712 Long LON CORP US N 2 2027-08-02 Variable 5.87000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 190000.00000000 PA USD 182132.31000000 0.133976342119 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAY6 2858644.31600000 PA USD 116292.22000000 0.085544438834 Long ABS-MBS CORP US N 2 2049-04-10 Variable 1.65400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 100000.00000000 PA USD 80487.73000000 0.059206692381 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 79625GDG5 500000.00000000 PA USD 351916.90000000 0.258869713957 Long DBT MUN US N 2 2048-02-01 Fixed 2.90500000 N N N N N N PRIMERICA INC 254900621R686KJR7022 74164MAB4 200000.00000000 PA USD 162790.55000000 0.119748563122 Long DBT CORP US N 2 2031-11-19 Fixed 2.80000000 N N N N N N EVEREST REINSURANCE HLDG N/A 299808AH8 280000.00000000 PA USD 189517.00000000 0.139408512578 Long DBT CORP US N 2 2050-10-15 Fixed 3.50000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 92770QAA5 200000.00000000 PA USD 174821.46000000 0.128598488290 Long DBT CORP US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Nassau 2019 CFO LLC N/A 63172DAA9 150592.65230000 PA USD 143247.42000000 0.105372656557 Long ABS-O CORP US N 2 2034-08-15 Fixed 3.98000000 N N N N N N Wingstop Funding LLC N/A 974153AD0 498750.00000000 PA USD 428634.23000000 0.315302903931 Long ABS-O CORP US N 2 2052-03-05 Fixed 3.73400000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 750000.00000000 PA USD 789681.00000000 0.580888540981 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 467000.00000000 PA USD 383977.19000000 0.282453230696 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 400000.00000000 PA USD 388300.00000000 0.285633085338 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 129573.54000000 PA USD 126554.48000000 0.093093346860 Long LON CORP US N 3 2025-04-27 Variable 8.95000000 N N N N N N TWIN PALMS PACIFIC TRUST 549300U9K7TD84Q24R17 N/A 66410.00000000 PA USD 64355.27000000 0.047339671202 Long LON CORP US N 2 2029-05-16 Variable 8.67000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 100000.00000000 PA USD 71937.02000000 0.052916798796 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 890000.00000000 PA USD 724847.97000000 0.533197430008 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AP4 529000.00000000 PA USD 449301.35000000 0.330505616397 Long DBT CORP US N 2 2030-06-15 Fixed 3.15000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 411359.75650000 PA USD 371825.66000000 0.273514577578 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAB9 100000.00000000 NS USD 98125.00000000 0.072180650267 Long EP CORP US N 2 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 100000.00000000 PA USD 90061.99000000 0.066249508306 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N CELTIC INTERMEDIATE CORP N/A N/A 93900.66570000 PA USD 65365.19000000 0.048082567327 Long LON CORP US N 2 2028-03-02 Variable 8.33000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 117000.00000000 PA USD 96197.40000000 0.070762709666 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Oxford Finance Funding Trust N/A 69144AAA7 224550.03650000 PA USD 222068.24000000 0.163353171637 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.10100000 N N N N N N Wells Fargo Commercial Mortgag 5493002S7XBI8CVRR075 94989HAF7 5822.53360000 PA USD 5810.19000000 0.004273969858 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.63200000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 100000.00000000 PA USD 76283.95000000 0.056114396086 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 N/A 8510.00000000 NS USD 0.85000000 0.000000625259 N/A DE US N 3 Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 Call Purchased N/A Pershing Square Tontine Holdings, Ltd. 8510.00000000 1.00000000 USD 2025-07-24 XXXX 0.85000000 N N N DP HOLDCO LP N/A N/A 32923.97650000 PA USD 30691.40000000 0.022576562645 Long LON CORP US N 2 2027-04-09 Variable 8.07000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358XDP4 275000.00000000 PA USD 194565.53000000 0.143122206114 Long DBT MUN US N 2 2051-02-15 Fixed 3.13900000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 435000.00000000 PA USD 358991.55000000 0.264073819307 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 127000.00000000 PA USD 101120.58000000 0.074384195870 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N Cerberus N/A 15674JAA9 1000000.00000000 PA USD 978178.90000000 0.719547404635 Long ABS-O CORP KY N 2 2033-01-15 Floating 5.92900000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452E408 12000.00000000 NS USD 212280.00000000 0.156152952242 Long EP CORP US N 2 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 90000.00000000 PA USD 68475.03000000 0.050370162471 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 250000.00000000 PA USD 192331.84000000 0.141479106021 Long DBT CORP FR N 2 2032-06-09 Variable 2.88900000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 150000.00000000 PA USD 112008.44000000 0.082393294620 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 700000.00000000 PA USD 427000.00000000 0.314100766004 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 100000.00000000 PA USD 76290.79000000 0.056119427583 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAC6 110000.00000000 PA USD 99373.49000000 0.073099038242 Long DBT CORP US N 2 2029-04-01 Fixed 4.62500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 880000.00000000 PA USD 770000.00000000 0.566411217384 Long DBT CORP US N 2 N/A Variable 4.87500000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EH2 2145000.00000000 PA USD 880396.20000000 0.647618549900 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N Falcon Aerospace Ltd N/A 30605YAB7 128071.33710000 PA USD 116163.98000000 0.085450105620 Long ABS-O CORP US N 2 2042-02-15 Fixed 4.58100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 100000.00000000 NS USD 84693.08000000 0.062300143567 Long EP CORP US N 2 N N N STRIP PRINC 254900HROIFWPRGM1V77 912803ER0 2455000.00000000 PA USD 941886.72000000 0.692850913914 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N PERATON HOLDING CORP N/A N/A 108735.04130000 PA USD 105993.83000000 0.077968953617 Long LON CORP US N 2 2028-02-01 Variable 8.13000000 N N N N N N Washington Mutual Mortgage Pas N/A 939346AB8 205737.50050000 PA USD 162427.27000000 0.119481334723 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.88800000 N N N N N N MAPLE GROVE FUNDING TR I N/A 565130AA9 500000.00000000 PA USD 335062.96000000 0.246471972823 Long DBT CORP US N 2 2051-08-15 Fixed 4.16100000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 249908.50000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N Fortress Credit Opportunities 254900FRBH7KBHJT7O18 34961WAC9 750000.00000000 PA USD 732562.28000000 0.538872068604 Long ABS-O CORP KY N 2 2031-04-15 Floating 5.37900000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAF9 280000.00000000 PA USD 177728.46000000 0.130736874535 Long DBT CORP CA N 2 2051-03-30 Fixed 3.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBK8 50000.00000000 PA USD 35404.71000000 0.026043668691 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N CONYERS PARK III ACQUISITI-A N/A 21289P110 1266.00000000 NS USD 188.63000000 0.000138756036 N/A DE US N 1 Conyers Park III Acquisition Corp. N/A Call Purchased N/A Conyers Park III Acquisition Corp. 1266.00000000 11.50000000 USD 2028-08-12 XXXX -1081.13000000 N N N UNIFORM MBS N/A N/A 8680000.00000000 PA USD 8136423.68000000 5.985144989284 Long ABS-MBS CORP US N 2 2023-02-01 Fixed 4.00000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 112000.00000000 PA USD 88765.24000000 0.065295620324 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N Copper River CLO Ltd 5493005HHHXVM8NBWY47 217563AC9 600000.00000000 PA USD 234.74000000 0.000172674505 Long ABS-O CORP KY Y 3 2021-01-20 None 0.00000000 N N N N N N PERSHING SQUARE HOLDINGS U7LC4KOKCTZ0YWGI2G56 71531QAD3 1000000.00000000 PA USD 778570.00000000 0.572715300674 Long DBT CORP GG N 2 2030-11-15 Fixed 3.25000000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 250000.00000000 PA USD 191581.80000000 0.140927377359 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Navigator Aircraft ABS LLC N/A 63943BAA1 231398.80000000 PA USD 194363.82000000 0.142973828443 Long ABS-O CORP US N 2 2046-11-15 Variable 2.77100000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 400000.00000000 NS USD 371500.00000000 0.273275022413 Long EP CORP US N 2 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 200000.00000000 PA USD 130427.06000000 0.095942012772 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAP3 800000.00000000 PA USD 750911.47000000 0.552369714118 Long DBT CORP US N 2 2025-05-07 Fixed 2.75000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803GM9 3400000.00000000 PA USD 1106433.17000000 0.813891115292 Long DBT UST US N 2 2052-11-15 None 0.00000000 N N N N N N PACIFIC BELLS LLC N/A N/A 139872.06750000 PA USD 131013.97000000 0.096373743171 Long LON CORP US N 2 2028-11-10 Variable 9.34000000 N N N N N N Golub Capital Partners CLO Ltd 254900T5KLBL86KP4W68 38174TAE6 750000.00000000 PA USD 698640.08000000 0.513918932762 Long ABS-O CORP KY N 2 2033-08-25 Floating 6.61700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 5975000.00000000 PA USD 6097300.78000000 4.485168256574 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N Fidelity National Information Services N/A N/A 1690000.00000000 PA USD 1690000.00000000 1.243162282312 Long STIV CORP US N 2 N N N HIGGINBOTHAM INSURANCE AGENCY INC N/A N/A 39838.40220000 PA USD 38679.10000000 0.028452306647 Long LON CORP US N 3 2026-11-25 Variable 9.63000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 393000.00000000 PA USD 339945.00000000 0.250063196485 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N TRANSUNION X8NPN6PWJOM1QCTYFV34 N/A 42104.47040000 PA USD 41636.69000000 0.030627906845 Long LON CORP US N 2 2028-12-01 Variable 6.63000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 4500000.00000000 PA USD 2946445.29000000 2.167402160606 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N AFTERNEXT HEALTHTECH ACQUI-A N/A N/A 1366.00000000 NS USD 102.45000000 0.000075362115 N/A DE US N 1 AfterNext HealthTech Acquisition Corp. N/A Call Purchased N/A AfterNext HealthTech Acquisition Corp. 1366.00000000 11.50000000 USD 2023-07-09 XXXX -1138.97000000 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598S8 200000.00000000 PA USD 207927.37000000 0.152951162038 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AJ6 470000.00000000 PA USD 400675.00000000 0.294736122760 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAB8 50000.00000000 PA USD 40184.18000000 0.029559441965 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N New York Mortgage Trust N/A 62956BAA7 337478.84130000 PA USD 324912.04000000 0.239004966388 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.25000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAN9 100000.00000000 PA USD 92403.47000000 0.067971898614 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 72000.00000000 PA USD 60506.64000000 0.044508622886 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N MASTR Asset Backed Securities N/A 57645MAE2 1129304.65240000 PA USD 362104.76000000 0.266363893418 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.53900000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 220000.00000000 PA USD 194040.00000000 0.142735626781 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N Capital Automotive Reit N/A 12510HAF7 248072.91670000 PA USD 203245.32000000 0.149507050816 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.81000000 N N N N N N Preston Ridge Partners Mortgag N/A 693582AA6 429826.19580000 PA USD 401888.87000000 0.295629044298 Long ABS-MBS CORP US N 2 2027-02-25 Variable 3.72000000 N N N N N N ACUITY BRANDS LIGHTING 549300OTPVPFLUC38K21 00510RAD5 350000.00000000 PA USD 268782.12000000 0.197715854286 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N AMFAM HOLDINGS INC N/A 03115AAA1 200000.00000000 PA USD 155394.14000000 0.114307771444 Long DBT CORP US N 2 2031-03-11 Fixed 2.80500000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 253254.90200000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 310000.00000000 PA USD 198106.58000000 0.145726998895 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAG2 500000.00000000 PA USD 477809.60000000 0.351476256122 Long ABS-O CORP KY N 2 2039-02-15 Floating 6.32600000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 3900000.00000000 NC USD 14533.12000000 0.010690548300 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 3900000.00000000 0.20000000 USD 2023-12-19 XXXX -1456.88000000 N N N Morgan Stanley ReRemic Trust N/A 61759HBA4 37910.70540000 PA USD 33054.51000000 0.024314863959 Long ABS-MBS CORP US N 2 2036-06-26 Variable 2.17700000 N N N N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 410000.00000000 PA USD 338229.18000000 0.248801041037 Long DBT CORP US N 2 2030-06-15 Fixed 3.25000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBW9 250000.00000000 PA USD 185552.83000000 0.136492473155 Long DBT CORP GB N 2 2081-06-04 Variable 4.12500000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAU9 150000.00000000 PA USD 148302.64000000 0.109091271251 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C696 1925.00000000 NS USD 33225.50000000 0.024440644030 Long EP CORP US N 2 N N N JP Morgan Mortgage Acquisition N/A 46630BAD8 1239580.99130000 PA USD 664601.60000000 0.488880261470 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.50900000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 250000.00000000 PA USD 191513.87000000 0.140877408120 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Golub Capital Partners CLO Ltd N/A 38178EAA3 500000.00000000 PA USD 479015.90000000 0.352363609176 Long ABS-O CORP KY N 2 2033-07-25 Floating 5.96800000 N N N N N N Wave USA N/A 94354KAA8 405248.70200000 PA USD 306592.81000000 0.225529359420 Long ABS-O CORP US N 2 2044-09-15 Fixed 3.59700000 N N N N N N PERSHING SQUARE TONTINE HOLDINGS LTD N/A N/A 76590.00000000 NS USD 7.66000000 0.000005634688 Long EC CORP US N 3 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 230000.00000000 PA USD 189509.82000000 0.139403230977 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N Vacasa Inc N/A 91854V107 3356.00000000 NS USD 4228.56000000 0.003110524438 Long EC CORP US N 1 N N N Dryden Senior Loan Fund 254900I0IPNA482LDS44 26249YAG6 1000000.00000000 PA USD 777266.40000000 0.571756373839 Long ABS-O CORP KY N 2 2031-01-15 None 0.00000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 1950000.00000000 NC USD 8264.20000000 0.006079137120 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 1950000.00000000 0.10000000 USD 2024-06-20 XXXX -900.80000000 N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 N/A 4537270.70000000 NS USD 4537270.70000000 3.337611715314 Long STIV RF US N 1 N N N Chicago Mercantile Exchange N/A N/A 35.00000000 NC USD -22376.81000000 -0.01646035869 N/A DIR US N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long N/A 3-Month SOFR Futures Contracts 2024-03-19 8373814.31000000 USD -22376.81000000 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 296000.00000000 PA USD 238564.16000000 0.175487553623 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 340000.00000000 PA USD 317258.73000000 0.233375199331 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 492500.00000000 PA USD 385236.46000000 0.283379548428 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.39400000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 55000.00000000 PA USD 55086.16000000 0.040521323307 Long ABS-O CORP US N 2 2028-01-15 Fixed 6.55900000 N N N N N N SP PF PARENT CORP N/A N/A 146946.56350000 PA USD 96020.76000000 0.070632773462 Long LON CORP US N 2 2025-12-22 Variable 8.88000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 190000.00000000 PA USD 169214.00000000 0.124473646413 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CJ5 50000.00000000 PA USD 34578.54000000 0.025435938878 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N CP ATLAS BUYER INC N/A N/A 171874.33330000 PA USD 150080.67000000 0.110399188312 Long LON CORP US N 2 2027-11-23 Variable 7.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTYC7 300000.00000000 PA USD 253932.20000000 0.186792268227 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.83000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 N/A 1510000.00000000 PA USD 1509020.60000000 1.110034019616 Long STIV CORP US N 2 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 204000.00000000 PA USD 169700.15000000 0.124831257859 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 1700000.00000000 OU Notional Amount USD -15160.14000000 -0.01115178357 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 U.S. Secured Overnight Financing Rate N/A Y 2032-09-26 305.02000000 USD 0.00000000 USD 1700000.00000000 USD -15465.16000000 N N N WEIR GROUP PLC (THE) 549300KDR56WHY9I3D10 94876QAA4 200000.00000000 PA USD 177369.16000000 0.130472573820 Long DBT CORP GB N 2 2026-05-13 Fixed 2.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 590000.00000000 PA USD 477186.18000000 0.351017669004 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 244048.05510000 PA USD 233640.72000000 0.171865876163 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.56800000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 50000.00000000 PA USD 31391.32000000 0.023091423086 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Sapphire Aviation Finance I Li N/A 80307AAA7 373315.32900000 PA USD 282270.44000000 0.207637848769 Long ABS-O CORP US N 2 2040-03-15 Fixed 3.22800000 N N N N N N STAR INTERMEDIATE III INC RI37BMPWE56BCJ747E14 N/A 95092.40810000 PA USD 94056.85000000 0.069188123262 Long LON CORP US N 2 2026-02-06 Variable 7.64000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 115000.00000000 PA USD 96277.07000000 0.070821314837 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Figs Inc N/A 30260D103 1346.00000000 NS USD 9058.58000000 0.006663482241 Long EC CORP US N 1 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 190000.00000000 PA USD 185862.78000000 0.136720472060 Long DBT CORP US N 2 2030-04-23 Fixed 6.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 350000.00000000 PA USD 314522.94000000 0.231362754988 Long DBT CORP US N 2 2031-04-01 Variable 4.64400000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAE8 495000.00000000 PA USD 451101.92000000 0.331830113859 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.72300000 N N N N N N LSTAR Securities Investment Lt N/A 54912MAA3 230243.18220000 PA USD 205305.08000000 0.151022208179 Long ABS-MBS CORP US Y 2 2026-02-01 Floating 5.92000000 N N N N N N HERA Commercial Mortgage Ltd N/A 42704RAE1 500000.00000000 PA USD 465514.50000000 0.342431993058 Long ABS-O CORP KY N 2 2038-02-18 Floating 5.93900000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAG6 350000.00000000 PA USD 275342.62000000 0.202541751418 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N MSD ACQUISITION CORP-A N/A N/A 974.00000000 NS USD 73.05000000 0.000053735505 N/A DE US N 1 MSD Acquisition Corp. N/A Call Purchased N/A MSD Acquisition Corp. 974.00000000 11.50000000 USD 2023-05-13 XXXX -869.31000000 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 220000.00000000 PA USD 218302.55000000 0.160583133900 Long DBT CORP US N 2 2025-04-23 Fixed 5.62500000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 632525AY7 400000.00000000 PA USD 313109.78000000 0.230323235928 Long DBT CORP AU N 2 2031-05-21 Fixed 2.99000000 N N N N N N QUIRCH FOODS HOLDINGS LLC N/A N/A 197481.10510000 PA USD 179707.81000000 0.132192882384 Long LON CORP US N 3 2027-10-27 Variable 8.99000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 400000.00000000 PA USD 329505.90000000 0.242384205135 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Golub Capital Partners CLO Ltd N/A 38175BAA2 850000.00000000 PA USD 832411.72000000 0.612321215182 Long ABS-O CORP KY N 2 2031-02-05 Floating 5.83200000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAP9 250000.00000000 PA USD 173384.50000000 0.127541461974 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N LSTAR Securities Investment Lt N/A 54912PAA6 174796.56240000 PA USD 171819.10000000 0.126389955325 Long ABS-MBS CORP US Y 2 2026-03-02 Floating 5.82000000 N N N N N N BRAVO Residential Funding Trus N/A 10568PAA5 482708.81350000 PA USD 427528.68000000 0.314489662475 Long ABS-MBS CORP US N 2 2070-01-29 Variable 3.12500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 75000.00000000 PA USD 67105.58000000 0.049362796443 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23166MAA1 35000.00000000 PA USD 33402.60000000 0.024570918610 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 113000.00000000 PA USD 90900.22000000 0.066866109442 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 279000.00000000 PA USD 235497.74000000 0.173231898188 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1600000.00000000 NC USD 6780.88000000 0.004988008436 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 1600000.00000000 0.10000000 USD 2024-06-20 XXXX -519.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1600000.00000000 NC USD 5962.30000000 0.004385861820 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A 10Y-2Y SOFR CMS CAP 1600000.00000000 0.20000000 USD 2023-12-19 XXXX -537.70000000 N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 248000.00000000 PA USD 208850.72000000 0.153630377359 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 684.00000000 NS USD 136.80000000 0.000100629940 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 684.00000000 11.50000000 USD 2026-08-01 XXXX -1447.02000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055H400 4775.00000000 NS USD 83801.25000000 0.061644114325 Long EP CORP US N 2 N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAC9 200000.00000000 PA USD 155692.13000000 0.114526972585 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 227075.47160000 PA USD 198186.16000000 0.145785537862 Long ABS-O CORP US N 2 2060-07-15 Fixed 2.28000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAR5 50000.00000000 PA USD 39954.50000000 0.029390489590 Long DBT CORP US N 2 2031-02-15 Fixed 3.00000000 N N N N N N WESTERN & SOUTHERN LIFE IN763J7JWIZ46OJ1T526 95765PAE9 100000.00000000 PA USD 66718.82000000 0.049078296180 Long DBT CORP US N 2 2061-04-28 Fixed 3.75000000 N N N N N N Woodmont Trust N/A 97988WAA9 1000000.00000000 PA USD 990964.90000000 0.728952773240 Long ABS-O CORP US N 2 2032-01-15 Floating 5.97900000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 100000.00000000 PA USD 97251.15000000 0.071537847095 Long DBT CORP US N 2 2025-10-02 Fixed 7.12500000 N N N N N N Imperial Fund LLC N/A 45276PAC0 187301.10160000 PA USD 166075.43000000 0.122164917511 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.20000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAF2 270000.00000000 PA USD 225061.11000000 0.165554723767 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 9000000.00000000 OU Notional Amount USD -377476.65000000 -0.27767144007 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 U.S. Secured Overnight Financing Rate N/A Y 2027-07-18 209.20000000 USD 0.00000000 USD 9000000.00000000 USD -377685.85000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 600000.00000000 NS USD 511500.00000000 0.376258880120 Long EP CORP US N 2 N N N ONEAMERICA FINL PARTNERS 5493009S1SVD6UNUDB08 682441AB6 410000.00000000 PA USD 291728.42000000 0.214595129244 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 300000.00000000 PA USD 242588.26000000 0.178447677493 Long DBT CORP NL N 2 2029-12-13 Variable 2.47000000 N N N N N N NEW TROJAN PARENT INC N/A N/A 98500.00000000 PA USD 67718.75000000 0.049813843671 Long LON CORP US N 2 2028-01-06 Variable 7.55000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 250000.00000000 PA USD 203932.50000000 0.150012539726 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N ACROPOLIS INFRASTRUCTURE - A N/A 005029111 900.00000000 NS USD 108.00000000 0.000079444690 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 900.00000000 11.50000000 USD 2026-03-31 XXXX -635.00000000 N N N Preston Ridge Partners Mortgag N/A 69358DAA2 410181.01200000 PA USD 371410.13000000 0.273208914133 Long ABS-MBS CORP US N 2 2026-06-25 Variable 1.79300000 N N N N N N Legacy Mortgage Asset Trust N/A 52475XAA2 415119.51530000 PA USD 371593.03000000 0.273343455187 Long ABS-MBS CORP US N 2 2067-07-25 Variable 2.25000000 N N N N N N UNITED AIRLINES HOLDINGS INC N/A N/A 225000.00000000 PA USD 231131.25000000 0.170019912582 Long LON CORP US N 2 2027-06-21 Variable 10.00000000 N N N N N N TRANSDIGM GROUP INC 88Q84GB3X55CF5OC7582 N/A 126733.67080000 PA USD 125032.90000000 0.091974074158 Long LON CORP US N 2 2025-12-09 Variable 6.98000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BK7 100000.00000000 PA USD 93861.28000000 0.069044262168 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AJ3 1000000.00000000 PA USD 963444.30000000 0.708708647851 Long ABS-O CORP KY N 2 2032-04-20 Floating 5.84300000 N N N N N N ABPCI Direct Lending Fund CLO N/A 00086AAQ7 500000.00000000 PA USD 480722.65000000 0.353619092741 Long ABS-O CORP KY N 2 2033-07-20 Floating 5.94300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 1710000.00000000 PA USD 1611875.39000000 1.185693898601 Long DBT UST US N 2 2027-05-31 Fixed 2.62500000 N N N N N N American Home Mortgage Investm N/A 026932AF0 1775814.77300000 PA USD 209264.50000000 0.153934753507 Long ABS-MBS CORP US N 2 2047-05-25 Fixed 2.07800000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAE6 100000.00000000 PA USD 70692.43000000 0.052001279657 Long DBT CORP US N 2 2052-02-02 Fixed 4.37500000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 94500.00000000 PA USD 90641.00000000 0.066675427474 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N Acropolis Infrastructure Acqui N/A 005029103 2700.00000000 NS USD 26757.00000000 0.019682422004 Long EC CORP US N 1 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C746 23425.00000000 NS USD 384872.75000000 0.283112003721 Long EP CORP US N 2 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 330000.00000000 PA USD 241639.54000000 0.177749800025 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AG7 100000.00000000 PA USD 78746.40000000 0.057925771803 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AV2 150000.00000000 PA USD 119380.96000000 0.087816512839 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N TRUSTAGE FINANCIAL GROUP 549300X7YNHNZXTI6F10 89787EAA9 200000.00000000 PA USD 172419.65000000 0.126831719295 Long DBT CORP US N 2 2032-04-15 Fixed 4.62500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBJ1 170000.00000000 PA USD 145307.87000000 0.106888321483 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Sprite Limited N/A 85208UAA2 225380.00000000 PA USD 195108.40000000 0.143521540735 Long ABS-O CORP US N 2 2046-11-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTYD5 700000.00000000 PA USD 592508.46000000 0.435848620960 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.83000000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 98402.12530000 PA USD 80101.98000000 0.058922935073 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 150000.00000000 NS USD 122205.26000000 0.089894065048 Long EP CORP US N 2 N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 250000.00000000 PA USD 206009.05000000 0.151540047795 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N MSD Acquisition Corp N/A N/A 4876.00000000 NS USD 49247.60000000 0.036226484505 Long EC CORP US N 1 N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 200000.00000000 PA USD 168232.81000000 0.123751884047 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAK1 230000.00000000 PA USD 175457.42000000 0.129066299820 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N Anchorage Credit Funding Ltd. 5493003NNQWXMTSTMF21 03330EAJ3 450000.00000000 PA USD 393407.33000000 0.289390032095 Long ABS-O CORP KY N 2 2039-01-28 Fixed 2.87100000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059EN59 500000.00000000 PA USD 134170.50000000 0.098695683431 Long DBT USGA US N 2 2048-01-15 None 0.00000000 N N N N N N GRAFTECH INTERNATIONAL LTD. N/A N/A 47904.99850000 PA USD 47306.19000000 0.034798385282 Long LON CORP US N 2 2025-02-12 Variable 7.38000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAH3 150000.00000000 PA USD 121009.28000000 0.089014303376 Long DBT CORP US N 2 2028-08-09 Fixed 2.37500000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 110000.00000000 PA USD 95182.91000000 0.070016451853 Long DBT CORP US N 2 2050-10-01 Variable 4.50000000 N N N N N N WILTON RE LTD 5493004VQ9VSL29MT373 97263CAA9 700000.00000000 PA USD 606109.00000000 0.445853164361 Long DBT CORP CA N 2 N/A Variable 6.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAG0 200000.00000000 PA USD 153470.90000000 0.112893038054 Long DBT CORP AU N 2 2032-06-23 Variable 2.69100000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAA9 550000.00000000 NS USD 518485.00000000 0.381397039020 Long EP CORP US N 2 N N N Firstkey Homes Trust N/A 33767JBE1 150000.00000000 PA USD 133120.59000000 0.097923370702 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.50000000 N N N N N N SAFEHOLD OPERATING PARTN 54930012UY5Z4Q8NL108 78646UAA7 180000.00000000 PA USD 138142.10000000 0.101617188354 Long DBT CORP US N 2 2031-06-15 Fixed 2.80000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 130000.00000000 PA USD 109705.70000000 0.080699401416 Long DBT CORP US N 2 2050-10-01 Variable 3.70000000 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29280HAB8 200000.00000000 PA USD 119975.48000000 0.088253841146 Long DBT CORP US N 2 2041-07-12 Fixed 2.87500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAJ8 150000.00000000 PA USD 123052.37000000 0.090517198303 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N LoanCore 2021-CRE6 Issuer, Ltd N/A 53948HAG1 500000.00000000 PA USD 471653.50000000 0.346947835219 Long ABS-O CORP KY N 2 2038-11-15 Floating 6.61800000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 350000.00000000 PA USD 267146.40000000 0.196512620316 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 970000.00000000 PA USD 946370.09000000 0.696148876329 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EK5 490000.00000000 PA USD 195942.48000000 0.144135089135 Long DBT UST US N 2 2044-11-15 None 0.00000000 N N N N N N BROOKFLD FIN LLC/FIN INC 549300E643C5WZF8BL44 11271RAB5 50000.00000000 PA USD 31579.94000000 0.023230171766 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 38000.00000000 PA USD 30871.20000000 0.022708823343 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N AMERICAN FINANCIAL GROUP 549300AFOM7IVKIU1G39 025932864 8968.00000000 NS USD 166715.12000000 0.122635472825 Long EP CORP US N 2 N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 03060NAD2 200000.00000000 PA USD 152092.93000000 0.111879404723 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 280000.00000000 PA USD 183381.38000000 0.134895156742 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162NAC1 343081.20880000 PA USD 292459.75000000 0.215133094848 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.63900000 N N N N N N RASPRO TRUST N/A N/A 196988.58630000 PA USD 194495.70000000 0.143070839237 Long ABS-O CORP US N 2 2024-03-23 Floating 5.16800000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 170000.00000000 PA USD 137663.05000000 0.101264799661 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 437113.59030000 PA USD 350372.90000000 0.257733949126 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 290000.00000000 PA USD 234407.93000000 0.172430235059 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N Amphenol Corp. N/A N/A 320000.00000000 PA USD 320000.00000000 0.235391674757 Long STIV CORP US N 2 N N N GLOBAL ATLANTIC N/A 37959GAC1 250000.00000000 PA USD 190416.95000000 0.140070514883 Long DBT CORP US N 2 2051-10-15 Variable 4.70000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 70000.00000000 PA USD 69267.32000000 0.050952970189 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 300000.00000000 PA USD 250627.50000000 0.184361334266 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423888 1845.00000000 NS USD 34169.40000000 0.025134975910 Long EP CORP US N 2 N N N SELECTIVE INSURANCE GROU 549300R3WGJWLE40R258 816300503 4000.00000000 NS USD 67000.00000000 0.049285131902 Long EP CORP US N 2 N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 110000.00000000 PA USD 83753.23000000 0.061608790862 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B9J32 2664244.96800000 PA USD 277964.41000000 0.204470337477 Long ABS-MBS USGSE US N 2 2035-03-25 Variable 1.46700000 N N N N N N Firstkey Homes Trust N/A 33767JBC5 150000.00000000 PA USD 131663.70000000 0.096851683899 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.00000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C761 5325.00000000 NS USD 85200.00000000 0.062673033404 Long EP CORP US N 2 N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 460000.00000000 PA USD 383891.00000000 0.282389829419 Long DBT CORP AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 143000.00000000 PA USD 115802.83000000 0.085184444047 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 150000.00000000 PA USD 139038.90000000 0.102276873523 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAC4 328000.00000000 PA USD 253605.67000000 0.186552073091 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N UCFC Manufactured Housing Cont N/A 90263AAV2 37287.63870000 PA USD 36801.91000000 0.027071447591 Long ABS-MBS CORP US N 2 2028-10-15 Fixed 7.38000000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939A404 9510.00000000 NS USD 164237.70000000 0.120813085191 Long EP CORP BM N 2 N N N BXMT Ltd N/A 12434LAC8 1000000.00000000 PA USD 980853.70000000 0.721514984796 Long ABS-O CORP KY N 2 2038-02-15 Floating 5.59000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803GE7 3180000.00000000 PA USD 1022082.11000000 0.751842561288 Long DBT UST US N 2 2052-02-15 None 0.00000000 N N N N N N WAVERLY CAPITAL ACQUISITION CORP 1 N/A N/A 3000.00000000 NS USD 30060.00000000 0.022112105447 Long EC CORP US N 2 N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 625000.00000000 PA USD 486567.34000000 0.357918440765 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAK6 250000.00000000 PA USD 189359.07000000 0.139292339430 Long DBT CORP US N 2 2031-08-09 Fixed 2.65000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 300000.00000000 PA USD 225867.89000000 0.166148190315 Long DBT CORP CH N 2 2032-02-11 Variable 2.09500000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AE1 200000.00000000 PA USD 192732.15000000 0.141773573650 Long DBT CORP NL N 2 2027-12-15 Fixed 5.50000000 N N N N N N Octagon Investment Partners 49 N/A 67578FAC1 1750000.00000000 PA USD 1685494.30000000 1.239847893972 Long ABS-O CORP KY N 2 2033-01-15 Floating 5.62900000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 250000.00000000 PA USD 178109.81000000 0.131017395208 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N LUMMUS TECHNOLOGY HOLDINGS V LLC N/A N/A 63448.31940000 PA USD 60649.61000000 0.044613791472 Long LON CORP US N 2 2027-06-30 Variable 7.88000000 N N N N N N Ladder Capital Commercial Mort N/A 50190FAA9 600000.00000000 PA USD 575304.12000000 0.423193125942 Long ABS-O CORP US N 2 2038-11-15 Floating 5.76800000 N N N N N N MIDWEST VETERINARY PARTNERS LLC N/A N/A 148500.00000000 PA USD 132165.00000000 0.097220439669 Long LON CORP US N 3 2028-04-27 Variable 7.87000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 210000.00000000 PA USD 172067.15000000 0.126572420653 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEN60 1000000.00000000 PA USD 681612.37000000 0.501393366592 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.41000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 277000.00000000 PA USD 241645.18000000 0.177753948803 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N TOWD POINT REVOLVING TRUST TPRT_22-A N/A N/A 500000.00000000 PA USD 481299.50000000 0.354043423015 Long ABS-MBS CORP US Y 2 2064-09-25 Fixed 4.82900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 200000.00000000 PA USD 181712.53000000 0.133667552378 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 450000.00000000 PA USD 368699.43000000 0.271214925968 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 116317.13240000 PA USD 114230.58000000 0.084027898545 Long LON CORP US N 3 2027-01-29 Variable 10.42000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597XAC5 486194.19750000 PA USD 464559.82000000 0.341729731421 Long ABS-MBS CORP US N 2 2060-08-25 Variable 3.02300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 200000.00000000 PA USD 145393.28000000 0.106951148992 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Conyers Park III Acquisition C N/A 21289P102 3800.00000000 NS USD 37468.00000000 0.027561422718 Long EC CORP US N 1 N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 300000.00000000 PA USD 235414.73000000 0.173170836116 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 3850000.00000000 NC USD 16316.49000000 0.012002393460 N/A DIR GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased N/A 10Y-2Y SOFR CMS CAP 3850000.00000000 0.10000000 USD 2024-06-20 XXXX -963.01000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 141166.00000000 0.103841566121 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 50000.00000000 PA USD 44540.79000000 0.032764159853 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Cerberus 549300U8RSYT04O8Z019 15673YAN9 500000.00000000 PA USD 492636.30000000 0.362382761572 Long ABS-O CORP KY N 2 2031-04-15 Floating 5.57900000 N N N N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 1000000.00000000 PA USD 752240.00000000 0.553346979435 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAD0 916364.29620000 PA USD 824103.27000000 0.606209527807 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 4.49200000 N N N N N N APOLLO MANAGEMENT HOLDIN 5493006XQW0V5K38YM64 03765HAF8 90000.00000000 PA USD 73112.89000000 0.053781767573 Long DBT CORP US N 2 2030-06-05 Fixed 2.65000000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAE8 186133.70100000 PA USD 168527.20000000 0.123968437031 Long ABS-O CORP US N 2 2045-08-21 Fixed 2.73000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAA2 150000.00000000 PA USD 137812.50000000 0.101374734929 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 367000.00000000 PA USD 375052.25000000 0.275888053903 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 300000.00000000 PA USD 238644.06000000 0.175546327982 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAE4 220000.00000000 PA USD 155402.50000000 0.114313921051 Long DBT CORP AU N 2 2050-05-13 Fixed 4.20000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 100000.00000000 PA USD 80343.90000000 0.059100891179 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N LoanCore 2019-CRE2 Issuer, Ltd N/A 53946JAC8 480573.76620000 PA USD 475365.69000000 0.349678518410 Long ABS-O CORP KY N 2 2036-05-15 Floating 5.81800000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 200000.00000000 PA USD 146740.66000000 0.107942280351 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U128 16000.00000000 NS USD 294240.00000000 0.216442644939 Long EP CORP US N 2 N N N Golub Capital Partners CLO Ltd N/A 38175JAA5 250000.00000000 PA USD 245947.98000000 0.180919084110 Long ABS-O CORP KY N 2 2030-10-25 Floating 6.00800000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AP1 84000.00000000 PA USD 69537.30000000 0.051151567203 Long DBT CORP US N 2 2031-04-30 Fixed 4.12500000 N N N N N N ABG INTERMEDIATE HOLDINGS 2 LLC N/A N/A 143508.42610000 PA USD 138665.02000000 0.102001847775 Long LON CORP US N 2 2028-12-21 Variable 7.92000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAD8 200000.00000000 PA USD 153370.13000000 0.112818911745 Long DBT CORP US N 2 2032-05-15 Fixed 3.00000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 150091.50000000 PA USD 146339.21000000 0.107646974139 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 26000.00000000 PA USD 18675.48000000 0.013737664106 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N RENAISSANCERE HOLDINGS L EK6GB9U3U58PDI411C94 EP0599001 7675.00000000 NS USD 124565.25000000 0.091630071293 Long EP CORP BM N 2 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 1000000.00000000 PA USD 861187.00000000 0.633488281904 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 50000.00000000 PA USD 47635.22000000 0.035040419416 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AT5 98000.00000000 PA USD 72093.20000000 0.053031684645 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 250000.00000000 PA USD 208708.79000000 0.153525973795 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAM7 246686.15810000 PA USD 231662.21000000 0.170410486218 Long ABS-O CORP US N 2 2062-08-15 Fixed 6.11000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 300000.00000000 PA USD 236285.64000000 0.173811476627 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N Wells Fargo Commercial Mortgag 549300SGFUCMB43V8P22 95000CBE2 3591814.59990000 PA USD 115369.80000000 0.084865907620 Long ABS-MBS CORP US N 2 2059-01-15 Variable 1.41700000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X306 4000.00000000 NS USD 80760.00000000 0.059406973916 Long EP CORP US N 2 N N N SBKSCP N/A SBKSCP682 6675.00000000 NS USD 65581.88000000 0.048241964271 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 180000.00000000 PA USD 148537.80000000 0.109264254708 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N SYNDIGO LLC N/A N/A 180852.81470000 PA USD 162767.53000000 0.119731629633 Long LON CORP US N 2 2027-12-15 Variable 8.84000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000807AN7 500000.00000000 PA USD 486850.40000000 0.358126659413 Long ABS-O CORP KY N 2 2031-04-20 Floating 5.74300000 N N N N N N SOUTHERN VETERINARY COMPANY LLC N/A N/A 123695.21490000 PA USD 118231.60000000 0.086971044791 Long LON CORP US N 2 2027-10-05 Variable 8.38000000 N N N N N N CHCP 2021-FL1 Ltd. N/A 12546JAG9 500000.00000000 PA USD 463435.85000000 0.340902940231 Long ABS-O CORP KY N 2 2038-02-15 Floating 6.54000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 100000.00000000 PA USD 119752.90000000 0.088090111525 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 360000.00000000 PA USD 305155.40000000 0.224472002085 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 144979.50000000 PA USD 116403.68000000 0.085626428697 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N HIGGINBOTHAM INSURANCE AGENCY INC N/A N/A 197138.75250000 PA USD 191402.01000000 0.140795124018 Long LON CORP US N 3 2026-11-25 Variable 9.63000000 N N N N N N Novastar Home Equity Loan N/A 66989EAA3 393009.56250000 PA USD 378236.61000000 0.278230465882 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.58900000 N N N N N N Mondelez International, Inc. N/A N/A 250000.00000000 PA USD 250000.00000000 0.183899745904 Long STIV CORP US N 2 N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 167000.00000000 PA USD 137654.59000000 0.101258576494 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N Golub Capital Partners CLO Ltd 2549007JA1TZWEDGPD41 381743AE3 500000.00000000 PA USD 457083.90000000 0.336230452267 Long ABS-O CORP KY N 2 2033-08-05 Floating 7.18200000 N N N N N N DATIX BIDCO LIMITED N/A N/A 300000.00000000 PA 354219.05000000 0.260563173157 Long LON CORP GB N 3 2025-04-28 Variable 6.69000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AL4 400000.00000000 NS USD 322182.74000000 0.236997296082 Long EP CORP US N 2 N N N CELLNEX FINANCE 549300OUROMFTRFA7T23 15118JAA3 450000.00000000 PA USD 307800.00000000 0.226417367157 Long DBT CORP ES N 2 2041-07-07 Fixed 3.87500000 N N N N N N HIGGINBOTHAM INSURANCE AGENCY INC N/A N/A -53904.35970000 PA USD -1568.62000000 -0.00115387527 Short LON CORP US N 3 2026-11-25 Variable 1.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 200000.00000000 PA USD 165710.97000000 0.121896821106 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Blue Whale Acquisition Corp. I N/A SBP818W74 2200.00000000 NS USD 21538.00000000 0.015843330909 Long EC CORP US N 1 N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 350000.00000000 PA USD 252898.80000000 0.186032100237 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N ServiceMaster Brands N/A 81761TAC9 245625.00000000 PA USD 184047.55000000 0.135385190717 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 100000.00000000 PA USD 66026.50000000 0.048569026291 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96300000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BA0 50000.00000000 PA USD 45366.52000000 0.033371566002 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 9231.85360000 PA USD 8781.80000000 0.006459883154 Long LON CORP US N 2 2027-10-29 Variable 9.43000000 N N N N N N HAMILTON PROJECTS ACQUIROR LLC N/A N/A 123222.80500000 PA USD 121118.16000000 0.089094395393 Long LON CORP US N 2 2027-06-17 Variable 9.23000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A 1900000.00000000 NC USD 8052.30000000 0.005923263695 N/A DIR US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 Call Purchased N/A 10Y-2Y SOFR CMS CAP 1900000.00000000 0.20000000 USD 2023-12-19 XXXX 238.55000000 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 320000.00000000 PA USD 232773.78000000 0.171228155980 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 146745.09800000 PA USD 143076.47000000 0.105246905911 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N Starwood Commercial Mortgage T N/A 78485WAE9 750000.00000000 PA USD 733269.38000000 0.539392210645 Long ABS-O CORP KY N 2 2038-07-15 Floating 6.04000000 N N N N N N Madison Avenue Secured Funding N/A 55662QAA3 450000.00000000 PA USD 450000.00000000 0.331019542627 Long ABS-O CORP US N 3 2023-01-17 Floating 5.07200000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAH4 170000.00000000 PA USD 150320.80000000 0.110575827696 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N BX Trust N/A 05609VAN5 350000.00000000 PA USD 325488.94000000 0.239429333442 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.31800000 N N N N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 371406.64480000 PA USD 303406.58000000 0.223185571870 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N MAVIS TIRE EXPRESS SERVICES CORP N/A N/A 113384.21840000 PA USD 107957.65000000 0.079413537613 Long LON CORP US N 2 2028-05-04 Variable 8.50000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 N/A 94716.62000000 PA USD 93414.27000000 0.068715442067 Long LON CORP CA N 2 2028-08-11 Variable 8.13000000 N N N N N N BECLE SA DE CV 529900JY55CZKMJLCE09 07586PAA9 250000.00000000 PA USD 194250.00000000 0.142890102567 Long DBT CORP MX N 2 2031-10-14 Fixed 2.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAC1 60000.00000000 PA USD 47933.33000000 0.035259708829 Long DBT CORP US N 2 2031-11-15 Fixed 2.35000000 N N N N N N Credit Suisse Mortgage Trust N/A 12658XAC1 440616.93710000 PA USD 403976.11000000 0.297164415921 Long ABS-MBS CORP US N 2 2061-02-25 Variable 2.43600000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JDX3 300000.00000000 PA USD 225603.84000000 0.165953955404 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N BXMT Ltd N/A 05608XAG7 250000.00000000 PA USD 238639.33000000 0.175542848599 Long ABS-O CORP KY N 2 2037-11-15 Floating 6.47300000 N N N N N N GMAC Commercial Mortgage Asset N/A 36186YAF2 923526.54910000 PA USD 914226.64000000 0.672504187179 Long ABS-MBS CORP US N 3 2052-08-10 Fixed 6.10700000 N N N N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676AM9 69000.00000000 PA USD 65335.75000000 0.048060911293 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 200000.00000000 NS USD 174224.00000000 0.128158997321 Long EP CORP US N 2 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 550000.00000000 PA USD 344476.35000000 0.253396452940 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N HUNT COS INC 549300ODPWDNCH5TKM49 445587AE8 200000.00000000 PA USD 168102.48000000 0.123656013431 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 150000.00000000 PA USD 111520.09000000 0.082034064856 Long DBT CORP AU N 2 2036-11-18 Variable 3.02000000 N N N N N N WESTCHESTER CNTY NY LOCAL DEV 549300KOSU8OC75V9238 95737TEK8 300000.00000000 PA USD 207008.55000000 0.152275278980 Long DBT MUN US N 2 2050-11-01 Fixed 3.84600000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12531WBC5 5363885.85200000 PA USD 130670.16000000 0.096120836885 Long ABS-MBS CORP US N 2 2048-01-10 Variable 0.98300000 N N N N N N AASET 2021-1 Trust N/A 00038PAA8 410913.81800000 PA USD 328209.52000000 0.241430589325 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N Starwood Mortgage Residential N/A 85573AAB1 862886.75650000 PA USD 824291.13000000 0.606347717432 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.40800000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BF9 140000.00000000 PA USD 124059.00000000 0.091257674308 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N KKR GROUP FINAN CO VIII N/A 48252MAA3 190000.00000000 PA USD 127018.51000000 0.093434686856 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAK9 150000.00000000 PA USD 117986.63000000 0.086790845108 Long DBT CORP AU N 2 2031-03-16 Fixed 2.45000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AK7 200000.00000000 PA USD 159966.02000000 0.117670841725 Long DBT CORP JP N 2 2051-09-16 Variable 2.90000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BL2 150000.00000000 PA USD 111644.15000000 0.082125323266 Long DBT CORP US N 2 2050-06-15 Fixed 4.37500000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBA3 50000.00000000 PA USD 38248.21000000 0.028135344401 Long DBT CORP US N 2 2031-12-15 Fixed 2.90000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AK7 320000.00000000 PA USD 284332.50000000 0.209154698009 Long DBT CORP US N 2 2030-06-01 Fixed 3.87500000 N N N N N N TRITON CONTAINER/TAL INT N/A 89681LAA0 100000.00000000 PA USD 77205.00000000 0.056791919530 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 125000.00000000 PA USD 108327.02000000 0.079685245810 Long DBT CORP US N 2 2032-07-15 Fixed 5.62500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 300000.00000000 PA USD 283902.00000000 0.208838022646 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 200000.00000000 PA USD 159882.00000000 0.117609036698 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 450000.00000000 PA USD 325487.69000000 0.239428413943 Long DBT CORP AU N 2 2036-03-03 Variable 3.05200000 N N N N N N OCULUS INTERMEDIATE INC N/A N/A 114946.51520000 PA USD 111067.07000000 0.081700823805 Long LON CORP US N 2 2027-11-08 Variable 7.24000000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAG7 360000.00000000 PA USD 301486.30000000 0.221773015854 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N BX Trust N/A 05610HAG8 464194.99120000 PA USD 432248.44000000 0.317961513133 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.29600000 N N N N N N THL Credit Lake Shore MM CLO I N/A 510800AC9 500000.00000000 PA USD 487844.60000000 0.358857991922 Long ABS-O CORP KY N 2 2033-04-15 Floating 5.77900000 N N N N N N Life Financial Services Trust N/A 53218CAL4 245742.53730000 PA USD 231867.74000000 0.170561673877 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.66800000 N N N N N N ASSURED GUARANTY US HLDG 5493007YCE0652G9TZ64 04621WAE0 100000.00000000 PA USD 65065.77000000 0.047862314280 Long DBT CORP US N 2 2051-09-15 Fixed 3.60000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 200000.00000000 PA USD 162536.99000000 0.119562044644 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 290000.00000000 PA USD 248762.00000000 0.182989074362 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Ladder Capital Commercial Mort N/A 50190FAC5 400000.00000000 PA USD 376987.72000000 0.277311783668 Long ABS-O CORP US N 2 2038-11-15 Floating 6.11800000 N N N N N N JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 500000.00000000 PA USD 312192.54000000 0.229648515116 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 55000.00000000 PA USD 49200.00000000 0.036191469993 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N RS IVY HOLDCO INC N/A N/A 96775.00000000 PA USD 95323.38000000 0.070119781442 Long LON CORP US N 2 2028-07-10 Variable 7.13000000 N N N N N N Firstkey Homes Trust N/A 33767JBA9 100000.00000000 PA USD 86648.61000000 0.063738629447 Long ABS-O CORP US N 2 2037-10-19 Fixed 3.36600000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 208000.00000000 0.153004588592 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 4800000.00000000 PA USD 4773750.00000000 3.511565648041 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N APTTUS CORP N/A N/A 35572.00000000 PA USD 33170.89000000 0.024400472969 Long LON CORP US N 2 2028-05-08 Variable 8.66000000 N N N N N N SERVICE LOGIC ACQUISITION INC N/A N/A 35840.55370000 PA USD 33869.32000000 0.024914237367 Long LON CORP US N 2 2027-10-29 Variable 8.41000000 N N N N N N First Franklin Mtg Loan Asset N/A 320275AE0 894723.45980000 PA USD 384153.19000000 0.282582696117 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.80900000 N N N N N N OSW Structured Asset Trust N/A 67114HAA2 431643.86030000 PA USD 398416.91000000 0.293075074051 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.11600000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 53000.00000000 PA USD 36648.98000000 0.026958952438 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 206000.00000000 PA USD 184607.34000000 0.135796971672 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N AfterNext HealthTech Acquisiti N/A N/A 4100.00000000 NS USD 41082.00000000 0.030219877444 Long EC CORP US N 1 N N N KUVARE US HOLDINGS INC 254900MGBERNLZXF7O58 50149XAA2 100000.00000000 NS USD 101000.00000000 0.074295497345 Long EP CORP US N 2 N N N FIRST KEY REVOLVING TRUST 2021-1 N/A N/A 750000.00000000 PA USD 719910.00000000 0.529565064295 Long ABS-MBS CORP US Y 3 2058-11-30 Fixed 2.21100000 N N N N N N Argent Securities Inc. N/A 03076MAD6 2068908.21900000 PA USD 673962.99000000 0.495766490439 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.54900000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 100000.00000000 PA USD 74904.51000000 0.055099681424 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N BIFM CA BUYER INC N/A N/A 110144.05760000 PA USD 104912.21000000 0.077173315045 Long LON CORP CA N 2 2026-06-01 Variable 7.88000000 N N N N N N Castlelake Aircraft Securitiza N/A 14856GAA8 309520.19870000 PA USD 260009.35000000 0.191262613590 Long ABS-O CORP US N 2 2046-01-15 Fixed 3.47400000 N N N N N N Guggenheim Partners Investment Management LLC N/A N/A 252423.80500000 NS USD 5858756.51000000 4.309695334014 Long EC RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 1050000.00000000 PA USD 665027.35000000 0.489193442737 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N PENN MUTUAL LIFE INS CO BIYXEJSLUQ3IWFUXX074 707567AE3 100000.00000000 PA USD 65950.63000000 0.048513216396 Long DBT CORP US N 2 2061-04-29 Fixed 3.80000000 N N N N N N KEMPER CORP 549300FNI1JKTRY2PV09 488401AC4 146000.00000000 PA USD 113511.10000000 0.083498649789 Long DBT CORP US N 2 2030-09-30 Fixed 2.40000000 N N N N N N VB-S1 Issuer LLC N/A 91823AAY7 250000.00000000 PA USD 219378.20000000 0.161374380947 Long ABS-O CORP US N 2 2052-02-15 Fixed 4.28800000 N N N N N N BELROSE FUNDING TRUST N/A 080807AA8 320000.00000000 PA USD 242331.76000000 0.178258996354 Long DBT CORP US N 2 2030-08-15 Fixed 2.33000000 N N N N N N Home Equity Loan Trust N/A 43710XAA6 544821.33810000 PA USD 508296.57000000 0.373902440267 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.57900000 N N N N N N PLANVIEW PARENT INC N/A N/A 227549.51330000 PA USD 210685.82000000 0.154980275054 Long LON CORP US N 2 2027-12-17 Variable 8.73000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAC4 114000.00000000 PA USD 83755.80000000 0.061610681352 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055H608 4050.00000000 NS USD 67635.00000000 0.049752237256 Long EP CORP US N 2 N N N Onslow Bay Financial LLC N/A 67118LAA9 99519.75430000 PA USD 99033.39000000 0.072848861028 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.45000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 297000.00000000 PA USD 221665.95000000 0.163057247522 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 73099.75990000 PA USD 69536.15000000 0.051150721264 Long LON CORP US N 2 2027-10-29 Variable 9.43000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBJ6 9942807.13260000 PA USD 323486.25000000 0.237956156714 Long ABS-MBS CORP US N 2 2053-02-13 Variable 0.66900000 N N N N N N COMM Mortgage Trust N/A 12593QBF6 5724211.96750000 PA USD 110273.51000000 0.081117081875 Long ABS-MBS CORP US N 2 2048-10-10 Variable 0.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 490000.00000000 PA USD 454316.17000000 0.334194512892 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 60000.00000000 PA USD 48774.41000000 0.035878406422 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N STORE Master Funding LLC N/A 86212VAA2 1099131.27130000 PA USD 1016812.82000000 0.747966476920 Long ABS-O CORP US N 2 2046-10-20 Fixed 3.96000000 N N N N N N Securitized Asset Backed Recei N/A 81378PAA6 639558.25720000 PA USD 533812.35000000 0.392671822102 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.56900000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 121607.32910000 PA USD 119425.87000000 0.087849548589 Long LON CORP US N 3 2027-01-29 Variable 10.42000000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 540449.35000000 PA USD 458890.14000000 0.337559120575 Long ABS-O CORP US N 3 2031-08-12 Fixed 4.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 261000.00000000 PA USD 214526.34000000 0.157805357663 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 250000.00000000 NS USD 214062.50000000 0.157464157430 Long EP CORP US N 2 N N N Cerberus N/A 15674UAA4 187625.25170000 PA USD 186792.46000000 0.137404343723 Long ABS-O CORP KY N 2 2033-11-22 Floating 5.47900000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 326125.17450000 PA USD 320274.97000000 0.235593942409 Long LON CORP US N 3 2027-01-29 Variable 10.42000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 300000.00000000 PA USD 292816.04000000 0.215395181410 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621E301 6000.00000000 NS USD 101460.00000000 0.074633872877 Long EP CORP US N 2 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460W552 8522.00000000 NS USD 162855.42000000 0.119796281428 Long EP CORP US N 2 N N N ASSURED GUARANTY US HLDG 5493007YCE0652G9TZ64 04621WAD2 90000.00000000 PA USD 75747.79000000 0.055719997335 Long DBT CORP US N 2 2031-06-15 Fixed 3.15000000 N N N N N N JANE STREET GROUP LLC N/A N/A 168037.66500000 PA USD 162838.58000000 0.119783893941 Long LON CORP US N 2 2028-01-26 Variable 7.13000000 N N N N N N LAMAR MEDIA CORP N/A 513075BZ3 70000.00000000 PA USD 57870.93000000 0.042569797288 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAN8 250000.00000000 PA USD 184901.92000000 0.136013664420 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473MAD4 162950.25750000 PA USD 9749.31000000 0.007171582526 Long ABS-O CORP KY N 2 2028-10-20 None 0.00000000 N N N N N N Waverley Capital Acquisition Corp. N/A N/A 1000.00000000 NS USD 40.10000000 0.000029497519 N/A DE US N 2 Waverley Capital Acquisition Corp. N/A Call Purchased N/A Waverley Capital Acquisition Corp. 1000.00000000 11.50000000 USD 2027-04-30 XXXX -577.52000000 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -466000.00000000 NC 13934.79000000 0.010250417360 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 466000.00000000 GBP 577495.16000000 USD 2023-01-17 13934.79000000 N N N COSTAR GROUP INC N/A 22160NAA7 740000.00000000 PA USD 604350.36000000 0.444559510564 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 200000.00000000 PA USD 198547.20000000 0.146051118519 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423870 11288.00000000 NS USD 200136.24000000 0.147220014728 Long EP CORP US N 2 N N N Anchorage Credit Funding Ltd. 549300VR9XUOV1E0U888 03329TAG9 750000.00000000 PA USD 639337.20000000 0.470295794508 Long ABS-O CORP KY N 2 2039-04-27 Fixed 2.72300000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 250000.00000000 PA USD 191795.68000000 0.141084707270 Long DBT CORP AU N 2 2033-01-14 Variable 2.87100000 N N N N N N Capital Automotive Reit N/A 12510HAN0 499270.83460000 PA USD 369737.06000000 0.271978205541 Long ABS-O CORP US N 2 2051-08-15 Fixed 2.76000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 490000.00000000 PA USD 467245.61000000 0.343705395815 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 500000.00000000 NS USD 398725.00000000 0.293301704742 Long EP CORP US N 2 N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAD6 225000.00000000 PA USD 143311.32000000 0.105419661332 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 50000.00000000 PA USD 48506.05000000 0.035681001079 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBU8 300000.00000000 PA USD 196306.95000000 0.144403192896 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 N/A 430000.00000000 PA USD 429893.69000000 0.316229361427 Long STIV CORP US N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 3900000.00000000 NC USD 14533.12000000 0.010690548300 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased N/A 10Y-2Y SOFR CMS CAP 3900000.00000000 0.10000000 USD 2023-12-19 XXXX -579.38000000 N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AH4 350000.00000000 PA USD 280874.20000000 0.206610776044 Long DBT CORP JP N 2 2051-01-21 Variable 2.75000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAL2 100000.00000000 PA USD 82750.00000000 0.060870815894 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 315020.30070000 PA USD 313193.77000000 0.230385018887 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N RXR ACQUISITION CORP- CL A N/A 74981W115 1547.00000000 NS USD 2.32000000 0.000001706589 N/A DE US N 1 RXR Acquisition Corp. N/A Call Purchased N/A RXR Acquisition Corp. 1547.00000000 11.50000000 USD 2026-03-08 XXXX -1221.94000000 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 174000.00000000 PA USD 151397.40000000 0.111367773562 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 450000.00000000 NS USD 393869.25000000 0.289729819977 Long EP CORP US N 2 N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CD1 200000.00000000 PA USD 155057.21000000 0.114059926078 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N HIGHTOWER HOLDING LLC N/A N/A 148500.00000000 PA USD 135629.51000000 0.099768929704 Long LON CORP US N 2 2028-04-21 Variable 8.28000000 N N N N N N SAFEHOLD OPERATING PARTN 54930012UY5Z4Q8NL108 78646UAB5 271000.00000000 PA USD 205673.99000000 0.151293578000 Long DBT CORP US N 2 2032-01-15 Fixed 2.85000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 250000.00000000 PA USD 207872.50000000 0.152910799721 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N CHILDREN'S HOSPITAL CORP 549300NXFO6BISJLOS32 16876BAB8 500000.00000000 PA USD 304341.78000000 0.223873504040 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152ZB0 355555.54010000 PA USD 348225.83000000 0.256154566617 Long DBT MUN US N 2 2038-12-01 Fixed 5.65000000 N N N N N N Cerberus 54930000UKAI7FBHXD27 15674PAC1 500000.00000000 PA USD 458029.30000000 0.336925887546 Long ABS-O CORP KY N 2 2033-07-23 Floating 5.92900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 200000.00000000 PA USD 186791.29000000 0.137403483072 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N STADCO LA LLC N/A N/A 500000.00000000 PA USD 344600.00000000 0.253487409754 Long DBT CORP US N 3 2056-05-15 Fixed 3.75000000 N N N N N N 2023-01-30 Guggenheim Variable Funds Trust Jim Howley Jim Howley CFO