0001145549-23-031109.txt : 20230525
0001145549-23-031109.hdr.sgml : 20230525
20230525062133
ACCESSION NUMBER: 0001145549-23-031109
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230525
DATE AS OF CHANGE: 20230525
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST
CENTRAL INDEX KEY: 0001097519
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09645
FILM NUMBER: 23956065
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONS FUNDS TRUST
DATE OF NAME CHANGE: 19991022
0001097519
S000010777
Columbia Short Term Bond Fund
C000029788
Columbia Short Term Bond Fund Class A
NSTRX
C000029790
Columbia Short Term Bond Fund Class C
NSTIX
C000029791
Columbia Short Term Bond Fund Institutional Class
NSTMX
C000079024
Columbia Short Term Bond Fund Institutional 3 Class
CSBYX
C000094638
Columbia Short Term Bond Fund Class R
CSBRX
C000122568
Columbia Short Term Bond Fund Advisor Class
CMDRX
C000122569
Columbia Short Term Bond Fund Institutional 2 Class
CCBRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001097519
XXXXXXXX
S000010777
C000122568
C000029788
C000029790
C000094638
C000029791
C000122569
C000079024
Columbia Funds Series Trust
811-09645
0001097519
549300712V4UL3XCAB43
290 Congress Street
Boston
02110
800-345-6611
Columbia Short Term Bond Fund
S000010777
W20PRBDXHB83CYNHX881
2023-03-31
2023-03-31
N
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10963256.260000000000
935328900.680000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
6949553.820000000000
0.000000000000
0.000000000000
5.040000000000
USD
N
Port ex. Deriv
Port ex. Deriv
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
VERTICAL US NEWCO INC
92537RAA7
250000.000000000000
PA
USD
235897.600000000000
0.0252208180
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-2
N/A
VERUS_20-2
92537UAA0
323279.720000000000
PA
USD
311478.650000000000
0.0333015103
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
2.226000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-8
N/A
VERUS_21-8
92538GAC6
8720560.310000000000
PA
USD
7347573.490000000000
0.7855604039
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.491000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_23-INV1
N/A
VERUS_23-INV1
92539FAA1
9939072.280000000000
PA
USD
9984274.190000000000
1.0674613158
Long
ABS-CBDO
CORP
US
N
2
2068-02-25
Variable
5.999000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-INV1
N/A
VERUS_22-INV1
92539JAA3
3347313.150000000000
PA
USD
3296238.510000000000
0.3524149107
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.041000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
273000.000000000000
PA
USD
255763.930000000000
0.0273448121
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAC9
377000.000000000000
PA
USD
357179.690000000000
0.0381876033
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP/VICI NOTE CO
92564RAF2
511000.000000000000
PA
USD
506994.110000000000
0.0542049016
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP/VICI NOTE CO
92564RAG0
121000.000000000000
PA
USD
116969.210000000000
0.0125056769
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
VIDEOTRON LTD
N/A
VIDEOTRON LTD / VIDEOTRON LTEE
92660FAK0
512000.000000000000
PA
USD
494136.330000000000
0.0528302215
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.125000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
977948.900000000000
PA
USD
914930.560000000000
0.0978191264
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAA5
4078769.070000000000
PA
USD
3730019.630000000000
0.3987922994
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.312000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAA0
274000.000000000000
PA
USD
266281.150000000000
0.0284692529
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.500000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
511000.000000000000
PA
USD
497833.180000000000
0.0532254675
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1
N/A
VALET_20-1
92868JAE6
700000.000000000000
PA
USD
681053.520000000000
0.0728143351
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
1.260000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4
N/A
VOLT_21-NPL4
92873BAA4
3721790.210000000000
PA
USD
3500615.760000000000
0.3742657537
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.239600000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10
N/A
VOLT_21-NP10
92873EAA8
7434489.620000000000
PA
USD
6771100.450000000000
0.7239272137
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
1.991800000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5
N/A
VOLT_21-NPL5
92873FAA5
2292460.830000000000
PA
USD
2153051.470000000000
0.2301919109
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.115700000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939UAL0
2000000.000000000000
PA
USD
2000351.860000000000
0.2138661447
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC
92943GAD3
195000.000000000000
PA
USD
187897.520000000000
0.0200889249
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.875000000000
N
N
N
N
N
N
WASTE PRO USA INC
N/A
WASTE PRO USA INC
94107JAA1
583000.000000000000
PA
USD
536374.260000000000
0.0573460587
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
94974BFY1
7000000.000000000000
PA
USD
6778810.780000000000
0.7247515580
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.100000000000
N
N
N
N
N
N
WFMBS_06-AR19
N/A
WFMBS_06-AR19
949789AA9
62813.920000000000
PA
USD
58853.090000000000
0.0062922347
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Variable
4.564000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_22-1
N/A
BMIR_22-1
078774AB2
5284000.000000000000
PA
USD
5164743.820000000000
0.5521847787
Long
ABS-CBDO
CORP
BM
N
2
2032-01-26
Variable
6.718200000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
448000.000000000000
PA
USD
436172.840000000000
0.0466330977
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TRUST INC
549300OLDJ20R2Y2UW20
BLACKSTONE MORTGAGE TRUST INC
09257WAD2
281000.000000000000
PA
USD
221577.970000000000
0.0236898453
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CM5
4000000.000000000000
PA
USD
3689529.440000000000
0.3944633206
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.700000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
16055000.000000000000
PA
USD
15112626.090000000000
1.6157552791
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
5.559400000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL
N/A
WFCM_20-SDAL
95002GAG7
1600000.000000000000
PA
USD
1523630.400000000000
0.1628978212
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Variable
6.774400000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AB8
353000.000000000000
PA
USD
355129.660000000000
0.0379684258
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.125000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1
N/A
BRAVO_20-NQM1
105699AA0
552365.700000000000
PA
USD
516495.460000000000
0.0552207314
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
1.449000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAA4
1900000.000000000000
PA
USD
1790477.350000000000
0.1914275661
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
5.884400000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1
N/A
BRAVO_21-NQM1
10569TAA6
3421024.410000000000
PA
USD
3020912.340000000000
0.3229786162
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Variable
0.941000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CN6
1000000.000000000000
PA
USD
967035.530000000000
0.1033898909
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.200000000000
N
N
N
N
N
N
BROADCOM CORP
KFFV4ZWM9DJH1ND3BD89
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
3750000.000000000000
PA
USD
3625916.290000000000
0.3876621675
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
CCO HOLDINGS LLC
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBR3
77000.000000000000
PA
USD
74969.420000000000
0.0080153003
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
794000.000000000000
PA
USD
749970.960000000000
0.0801825924
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
991000.000000000000
PA
USD
850129.030000000000
0.0908909186
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.750000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1
N/A
CFMT_21-GRN1
12529KAA0
1292773.730000000000
PA
USD
1192772.900000000000
0.1275244354
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.100000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-EB01
N/A
CFMT_21-EBO1
12530AAA9
2341238.560000000000
PA
USD
2205984.510000000000
0.2358512079
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
0.984900000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBC3
235000.000000000000
PA
USD
227219.340000000000
0.0242929883
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1
N/A
CSMC_22-JR1
12546WAA3
13775820.220000000000
PA
USD
13148265.490000000000
1.4057371135
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
4.267000000000
N
N
N
N
N
N
CIGNA GROUP
N/A
CIGNA CORP
125523CB4
2085000.000000000000
PA
USD
1995113.630000000000
0.2133061032
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.400000000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAL6
5900000.000000000000
PA
USD
5412993.350000000000
0.5787261942
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
6.966600000000
N
N
N
N
N
N
CIM TRUST CIM_21-NR1
N/A
CIM_21-NR1
12565YAA5
2060069.670000000000
PA
USD
1960361.470000000000
0.2095906016
Long
ABS-CBDO
CORP
US
N
2
2055-07-25
Variable
2.569000000000
N
N
N
N
N
N
CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL
N/A
CRPT_21-RETL
12566BAN6
3263230.910000000000
PA
USD
3196615.640000000000
0.3417638050
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
7.734400000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST CHNGE_22-NQM1
N/A
CHNGE_22-NQM1
12569CAA9
2267684.340000000000
PA
USD
2222534.060000000000
0.2376205908
Long
ABS-CBDO
CORP
US
N
2
2067-06-25
Variable
5.528000000000
N
N
N
N
N
N
CSMC_19-AFC1
N/A
CSMC 19-AFC1
12596XAA0
1271754.250000000000
PA
USD
1167777.910000000000
0.1248521145
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Fixed
2.573000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AH0
496000.000000000000
PA
USD
478683.920000000000
0.0511781385
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AQ0
653000.000000000000
PA
USD
549835.870000000000
0.0587852968
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4
N/A
CSMC_20-RPL4
126405AA7
5856988.990000000000
PA
USD
5099376.340000000000
0.5451960627
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.000000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408HD8
1628000.000000000000
PA
USD
1579131.870000000000
0.1688317199
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.350000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3
N/A
CSMC_20-RPL3
12656PAC0
2384249.580000000000
PA
USD
2351246.320000000000
0.2513817672
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
2.691000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1
N/A
CSMC_21-AFC1
12657LAA2
1746976.940000000000
PA
USD
1346531.920000000000
0.1439634677
Long
ABS-CBDO
CORP
US
N
2
2056-03-25
Variable
0.830000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1
N/A
CSMC_21-RPL1
12660KAC5
4258225.360000000000
PA
USD
4060172.320000000000
0.4340903309
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.667700000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4
N/A
CSMC_21-RPL4
12662GAC2
3167465.670000000000
PA
USD
2901638.330000000000
0.3102265233
Long
ABS-CBDO
CORP
US
N
2
2060-12-27
Variable
1.795600000000
N
N
N
N
N
N
CSMC TRUST CSMC_22-NQM5
N/A
CSMC_22-NQM5
12663DAC8
3921782.230000000000
PA
USD
3937193.660000000000
0.4209421581
Long
ABS-CBDO
CORP
US
N
2
2067-05-25
Variable
5.169000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CU2
2000000.000000000000
PA
USD
1900461.440000000000
0.2031864341
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.875000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
1120000.000000000000
PA
USD
1124868.260000000000
0.1202644609
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
144000.000000000000
PA
USD
140275.940000000000
0.0149974987
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
586000.000000000000
PA
USD
553486.960000000000
0.0591756504
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMER
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607RAE0
3000000.000000000000
PA
USD
2998992.750000000000
0.3206350994
Long
DBT
CORP
CA
N
2
2023-09-13
Variable
5.813700000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LIMITED
136385AV3
2000000.000000000000
PA
USD
1957927.840000000000
0.2093304119
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.900000000000
N
N
N
N
N
N
CANPACK SA
N/A
CANPACK SA/EASTERN PA LAND INVEST
13805AAA5
380000.000000000000
PA
USD
345483.100000000000
0.0369370710
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.125000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_16-4
N/A
CGMS_16-4A
143109AN6
3000000.000000000000
PA
USD
2944224.000000000000
0.3147795388
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
6.257700000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_13-4A
14310KAW1
5000000.000000000000
PA
USD
4759655.000000000000
0.5088750061
Long
ABS-MBS
CORP
KY
N
2
2031-01-15
Variable
6.212400000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A
N/A
CGMS_17-5A
14316AAC1
8000000.000000000000
PA
USD
7701608.000000000000
0.8234117426
Long
ABS-MBS
CORP
KY
N
2
2030-01-20
Variable
6.057700000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
224000.000000000000
PA
USD
204369.890000000000
0.0218500562
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
462000.000000000000
PA
USD
379376.270000000000
0.0405607343
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
2000000.000000000000
PA
USD
1854865.740000000000
0.1983116034
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493000000000
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES
14913R3B1
1000000.000000000000
PA
USD
1016235.220000000000
0.1086500395
Long
DBT
CORP
US
N
2
2026-01-06
Fixed
4.800000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AF3
428000.000000000000
PA
USD
427654.940000000000
0.0457224127
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TBA4
2250000.000000000000
PA
USD
2037215.500000000000
0.2178073936
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.450000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMM OPT/OPT CAP
161175CD4
3500000.000000000000
PA
USD
2918737.610000000000
0.3120546802
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.250000000000
N
N
N
N
N
N
CHASE_05-S2
N/A
CHASE_05-S2
16162WLM9
62711.810000000000
PA
USD
59861.590000000000
0.0064000578
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP CHAS
N/A
CHASE_06-S4
16162YAC9
147411.790000000000
PA
USD
71632.500000000000
0.0076585359
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
CHNGE_22-1
N/A
CHNGE_22-1
17030JAA4
6713705.040000000000
PA
USD
6235767.120000000000
0.6666924453
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
3.007000000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CHURCHILL DOWNS INCORPORATED
171484AG3
128000.000000000000
PA
USD
125300.830000000000
0.0133964459
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.500000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BC0
367000.000000000000
PA
USD
374482.550000000000
0.0400375258
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.750000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BD8
312000.000000000000
PA
USD
293828.080000000000
0.0314144126
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
7000000.000000000000
PA
USD
6868118.950000000000
0.7342998752
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP
18060TAA3
741000.000000000000
PA
USD
748071.770000000000
0.0799795419
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
254900XBEE6V1ENYS150
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
380000.000000000000
PA
USD
340939.150000000000
0.0364512579
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
14433178.468000000000
NS
USD
14430291.830000000000
1.5428040147
Long
STIV
CORP
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE FINANCE LLC
20338QAD5
274000.000000000000
PA
USD
264148.070000000000
0.0282411962
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.000000000000
N
N
N
N
N
N
CONSTELLIUM SE (FRANCE)
N/A
CONSTELLIUM NV
210383AG0
783000.000000000000
PA
USD
783426.660000000000
0.0837594839
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAC3
3200000.000000000000
PA
USD
3000235.260000000000
0.3207679414
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.650000000000
N
N
N
N
N
N
CREDITO REAL USA AUTO RECEIVABLES TRUST CRUSA_21-1A
N/A
CRUSA_21-1A
22551EAA4
479432.630000000000
PA
USD
470388.470000000000
0.0502912366
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.350000000000
N
N
N
N
N
N
CROWNROCK LP
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
568000.000000000000
PA
USD
557381.820000000000
0.0595920664
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.625000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331BG1
1750000.000000000000
PA
USD
1607403.120000000000
0.1718543198
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.050000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_22-1
N/A
DRMT_22-1
24382JAA4
15823923.860000000000
PA
USD
13865828.800000000000
1.4824548659
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
2.205000000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EWP0
1000000.000000000000
PA
USD
1015206.660000000000
0.1085400718
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.800000000000
N
N
N
N
N
N
DEXT ABS DEXT_20-1
N/A
DEXT_20-1
25216AAB0
3500000.000000000000
PA
USD
3384642.800000000000
0.3618665902
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.920000000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBG3
2275000.000000000000
PA
USD
2365609.720000000000
0.2529174196
Long
DBT
CORP
GB
N
2
2027-10-24
Fixed
5.300000000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAQ4
2000000.000000000000
PA
USD
1895263.520000000000
0.2026307023
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.450000000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP
25470MAG4
346000.000000000000
PA
USD
332697.170000000000
0.0355700727
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.750000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBE4
566000.000000000000
PA
USD
452196.880000000000
0.0483462961
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.250000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC
25746UCE7
2000000.000000000000
PA
USD
1954191.640000000000
0.2089309588
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE_20-2
26208VAG1
650000.000000000000
PA
USD
635563.110000000000
0.0679507614
Long
ABS-MBS
CORP
US
N
2
2028-05-15
Fixed
3.050000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_16
N/A
DRSLF_16-42A
26244YAN6
3025000.000000000000
PA
USD
2927304.600000000000
0.3129706136
Long
ABS-MBS
CORP
KY
N
2
2030-07-15
Variable
6.342400000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBS3
2110000.000000000000
PA
USD
2068677.320000000000
0.2211711109
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.300000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAP7
2500000.000000000000
PA
USD
2417305.830000000000
0.2584444711
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.800000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP
26885BAA8
70000.000000000000
PA
USD
67520.790000000000
0.0072189355
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.000000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP
26885BAB6
327000.000000000000
PA
USD
296446.170000000000
0.0316943238
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.125000000000
N
N
N
N
N
N
ACM AUTO TRUST ACMAT_22-1A
N/A
ACMAT_22-1A
00091QAB8
7233029.020000000000
PA
USD
7215773.910000000000
0.7714691490
Long
ABS-MBS
CORP
US
N
2
2029-04-20
Fixed
4.470000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RKG6
2250000.000000000000
PA
USD
1975782.510000000000
0.2112393307
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.650000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAF7
332000.000000000000
PA
USD
328407.880000000000
0.0351114864
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.000000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAM2
140000.000000000000
PA
USD
140512.190000000000
0.0150227572
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
770000.000000000000
PA
USD
758748.830000000000
0.0811210719
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
3200000.000000000000
PA
USD
3089300.640000000000
0.3302903009
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-A
N/A
AFFRM_22-A
00834WAC5
7780000.000000000000
PA
USD
7348696.250000000000
0.7856804430
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
4.890000000000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER LLC
N/A
AG TTMT ESCROW ISSUER LLC
00840KAA7
190000.000000000000
PA
USD
191186.310000000000
0.0204405434
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
8.625000000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
313000.000000000000
PA
USD
284330.750000000000
0.0303990126
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
307000.000000000000
PA
USD
317484.190000000000
0.0339435882
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_21-2
N/A
EMIR_21-2
26982AAB0
5100000.000000000000
PA
USD
5054394.780000000000
0.5403868924
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Variable
6.609800000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
1227000.000000000000
PA
USD
1227384.200000000000
0.1312248771
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AF8
305000.000000000000
PA
USD
287051.400000000000
0.0306898888
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.250000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LL
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAE3
304000.000000000000
PA
USD
303478.520000000000
0.0324461823
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.750000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
N/A
RESTAURANT BRANDS
68245XAK5
526000.000000000000
PA
USD
528116.940000000000
0.0564632334
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.750000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F040446
7000000.000000000000
PA
USD
6888984.410000000000
0.7365306904
Long
ABS-MBS
USGA
US
N
2
2038-04-17
Fixed
4.000000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAA9
734000.000000000000
PA
USD
677422.670000000000
0.0724261454
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAJ5
2000000.000000000000
PA
USD
1907469.300000000000
0.2039356742
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.550000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAL9
2152000.000000000000
PA
USD
2113830.750000000000
0.2259986566
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
95000.000000000000
PA
USD
91602.660000000000
0.0097936309
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR_21-2
025291AE5
1550000.000000000000
PA
USD
1441757.150000000000
0.1541444030
Long
ABS-MBS
CORP
US
N
2
2027-07-13
Fixed
2.540000000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362UAC8
105000.000000000000
PA
USD
95250.580000000000
0.0101836456
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.375000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBE2
2000000.000000000000
PA
USD
1967930.420000000000
0.2103998303
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.750000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2
N/A
ACAR_20-2
02529WAD9
2800000.000000000000
PA
USD
2783117.960000000000
0.2975550053
Long
ABS-MBS
CORP
US
N
2
2026-05-13
Fixed
5.650000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMPANY
025537AV3
2000000.000000000000
PA
USD
2078730.460000000000
0.2222459349
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.750000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAT5
2600000.000000000000
PA
USD
2694211.940000000000
0.2880496837
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.450000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAL4
854168.190000000000
PA
USD
807166.390000000000
0.0862975996
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
7.534400000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAG4
3000000.000000000000
PA
USD
2645211.300000000000
0.2828108164
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
6.884400000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAJ8
1125000.000000000000
PA
USD
958634.660000000000
0.1024917181
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
7.434400000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816DB2
3000000.000000000000
PA
USD
3150523.260000000000
0.3368358721
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.850000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DH7
1221000.000000000000
PA
USD
1188481.910000000000
0.1270656674
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.900000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XBJ8
2500000.000000000000
PA
USD
2128078.230000000000
0.2275219154
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.500000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DB3
3400000.000000000000
PA
USD
2952555.820000000000
0.3156703292
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.650000000000
N
N
N
N
N
N
AMRESCO RESIDENTIAL SECURITIES MTG LOAN TRUST AMRES_98-3
N/A
AMRES_98-3
03215PFG9
1269.000000000000
PA
USD
1274.470000000000
0.0001362590
Long
ABS-CBDO
CORP
US
N
2
2028-07-25
Variable
5.325300000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAC3
380673.050000000000
PA
USD
335308.550000000000
0.0358492665
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.775000000000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2
N/A
OMFIT_22-2A
68268VAA3
11000000.000000000000
PA
USD
10837058.100000000000
1.1586360789
Long
ABS-MBS
CORP
US
N
2
2034-10-14
Fixed
4.890000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_22-3
N/A
OPTN_22-3
68378PAA3
4062792.960000000000
PA
USD
4072470.940000000000
0.4354052288
Long
ABS-MBS
CORP
US
N
2
2030-01-08
Fixed
7.451000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAD1
1225000.000000000000
PA
USD
945510.000000000000
0.1010885047
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.805000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_21-8
N/A
AOMT_21-8
03465MAA1
7709863.840000000000
PA
USD
6549672.740000000000
0.7002534333
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
1.820000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XCM5
2500000.000000000000
PA
USD
2470574.330000000000
0.2641396335
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.500000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
N/A
OUTFRONT MEDIA CAPITAL LLC
69007TAD6
858000.000000000000
PA
USD
856044.500000000000
0.0915233667
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.250000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA (STRASSEN)
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
264000.000000000000
PA
USD
247025.180000000000
0.0264105150
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 1YR CMT ARM
3128JRBR6
94919.030000000000
PA
USD
92877.250000000000
0.0099299027
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Variable
4.344000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AR4
2175000.000000000000
PA
USD
1983013.530000000000
0.2120124299
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.500000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAQ3
341000.000000000000
PA
USD
337212.770000000000
0.0360528548
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
5.250000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBUS4
4.030000000000
PA
USD
4.040000000000
0.0000004319
Long
ABS-MBS
USGA
US
N
2
2023-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBX69
35.070000000000
PA
USD
35.070000000000
0.0000037495
Long
ABS-MBS
USGA
US
N
2
2023-07-01
Fixed
4.500000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC (
693475BK0
2500000.000000000000
PA
USD
2515003.980000000000
0.2688897968
Long
DBT
CORP
US
N
2
2028-12-02
Variable
5.354000000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAL7
2500000.000000000000
PA
USD
2370921.880000000000
0.2534853652
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.100000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE PLC
635400FSFRHBFVPTP424
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAC2
335000.000000000000
PA
USD
331975.930000000000
0.0354929619
Long
DBT
CORP
IE
N
2
2027-06-15
Fixed
6.000000000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
4000000.000000000000
PA
USD
3873200.000000000000
0.4141003231
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
6.242400000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBYV3
12.600000000000
PA
USD
12.480000000000
0.0000013343
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCBK0
1636.880000000000
PA
USD
1649.580000000000
0.0001763636
Long
ABS-MBS
USGA
US
N
2
2024-01-01
Fixed
5.000000000000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS
N/A
AHT1_18-KEYS
04410CAG4
9100000.000000000000
PA
USD
8882917.680000000000
0.9497105963
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
6.134400000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
N/A
ASTRAZENECA FINANCE LLC
04636NAF0
2075000.000000000000
PA
USD
2135047.570000000000
0.2282670372
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.875000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_21-REV1
N/A
AVNT_21-REV1
05353LAC9
950000.000000000000
PA
USD
877351.980000000000
0.0938014403
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Fixed
2.300000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS/HOLDING BV
05454NAA7
255000.000000000000
PA
USD
242488.570000000000
0.0259254867
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
3384931.260000000000
PA
USD
3145166.760000000000
0.3362631859
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRPM_21-4
N/A
PRPM_21-4
693583AA4
6548432.000000000000
PA
USD
6232839.490000000000
0.6663794399
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416RAJ2
618.360000000000
PA
USD
618.160000000000
0.0000660901
Long
ABS-MBS
USGA
US
N
2
2024-06-01
Fixed
4.000000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAG0
3650000.000000000000
PA
USD
3497156.620000000000
0.3738959223
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
5.934400000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAJ4
1975000.000000000000
PA
USD
1870696.300000000000
0.2000041161
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
6.184400000000
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY
N/A
BAMLL_18-DSNY
054967AJ3
11500000.000000000000
PA
USD
11040446.200000000000
1.1803811677
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
6.035000000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
N/A
BAE SYSTEMS HOLDINGS INC
05523UAP5
3500000.000000000000
PA
USD
3422612.450000000000
0.3659260873
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.850000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416WH62
279.580000000000
PA
USD
278.200000000000
0.0000297435
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416XLY4
317.770000000000
PA
USD
316.200000000000
0.0000338063
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
4.000000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-2
69359UAA3
2030396.890000000000
PA
USD
1925572.370000000000
0.2058711506
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Variable
2.115000000000
N
N
N
N
N
N
PRPM LLC PRPM_21-RPL1
N/A
PRPM_21-RPL1
69360GAA1
1700129.230000000000
PA
USD
1493376.850000000000
0.1596632852
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.319000000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAA9
13500000.000000000000
PA
USD
13057285.050000000000
1.3960100068
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
5.935000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-XL
N/A
BX_19-XL
056054AF6
6188000.010000000000
PA
USD
6050893.730000000000
0.6469268431
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
6.191600000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10
N/A
PRPM_21-10
69360HAA9
3600668.950000000000
PA
USD
3319337.520000000000
0.3548845243
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.487000000000
N
N
N
N
N
N
PRPM LLC PRPM_21-9
N/A
PRPM_21-9
69360XAA4
5944079.580000000000
PA
USD
5612219.830000000000
0.6000263464
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.363000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
2180000.000000000000
PA
USD
2087442.870000000000
0.2231774158
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
6.270600000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
1931000.000000000000
PA
USD
1810431.840000000000
0.1935609857
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
6.570600000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAA4
13050387.380000000000
PA
USD
11040435.880000000000
1.1803800644
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
2.071000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6
N/A
PRET_21-NPL6
69362GAA9
8758723.000000000000
PA
USD
8244823.320000000000
0.8814892081
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
2.487100000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31418XE61
1340.240000000000
PA
USD
1333.620000000000
0.0001425830
Long
ABS-MBS
USGA
US
N
2
2025-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1A
N/A
FIAOT_21-1A
32059FAA7
53682.880000000000
PA
USD
53300.140000000000
0.0056985452
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
0.450000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCMQ5
1128.590000000000
PA
USD
1124.360000000000
0.0001202101
Long
ABS-MBS
USGA
US
N
2
2025-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCUW3
993.640000000000
PA
USD
988.700000000000
0.0001057061
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
4.000000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-PAC
N/A
BX_21-PAC
05609PAL2
6350000.000000000000
PA
USD
5846255.140000000000
0.6250480591
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
5.983300000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORAT
N/A
BAFC_05-5
05946XE74
79777.990000000000
PA
USD
77672.760000000000
0.0083043259
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORATION BAFC_07-C
N/A
BAFC_07-C
059522AV4
48059.360000000000
PA
USD
41281.480000000000
0.0044135790
Long
ABS-CBDO
CORP
US
N
2
2036-05-20
Variable
3.944800000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJQ3
11000000.000000000000
PA
USD
9951362.960000000000
1.0639426359
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.658000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCYR0
1945.060000000000
PA
USD
1935.390000000000
0.0002069208
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMKR3
531.780000000000
PA
USD
531.210000000000
0.0000567939
Long
ABS-MBS
USGA
US
N
2
2024-03-01
Fixed
4.500000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368D3S1
2500000.000000000000
PA
USD
2430307.230000000000
0.2598345062
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.700000000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
06406RBG1
3000000.000000000000
PA
USD
2917236.720000000000
0.3118942137
Long
DBT
CORP
US
N
2
2028-06-13
Variable
3.992000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AN7
2750000.000000000000
PA
USD
2513834.920000000000
0.2687648076
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.600000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
2000000.000000000000
PA
USD
1983355.460000000000
0.2120489871
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
06417XAN1
3000000.000000000000
PA
USD
2982626.490000000000
0.3188853127
Long
DBT
CORP
CA
N
2
2026-02-02
Fixed
4.750000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AE9
4100000.000000000000
PA
USD
4036592.640000000000
0.4315693268
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.450000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_18-4A
N/A
BABSN_18-4A
06760XAE4
10800000.000000000000
PA
USD
10551578.400000000000
1.1281142272
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
6.492400000000
N
N
N
N
N
N
BEACON ROOFING
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC
073685AF6
842000.000000000000
PA
USD
797449.570000000000
0.0852587330
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
510 ASSETS BACKED TRUST FTAB_21-NPL2
N/A
FTAB_21-NPL2
33835JAA8
3696763.470000000000
PA
USD
3332188.290000000000
0.3562584549
Long
ABS-CBDO
CORP
US
N
2
2061-06-25
Variable
2.115600000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A78
200000.000000000000
PA
USD
196259.570000000000
0.0209829473
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.370000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B28
309000.000000000000
PA
USD
286651.310000000000
0.0306471135
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397C27
140000.000000000000
PA
USD
133528.510000000000
0.0142761022
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.950000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887CQ0
2000000.000000000000
PA
USD
2008877.860000000000
0.2147776957
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.693000000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAB3
3000000.000000000000
PA
USD
2969752.800000000000
0.3175089317
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
6.759800000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZQ9
978000.000000000000
PA
USD
968496.490000000000
0.1035460884
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584000000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST FFIN_19-1A
N/A
FFIN_19-1A
35041JAA3
542460.060000000000
PA
USD
532657.100000000000
0.0569486412
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Fixed
3.860000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMKX0
852.080000000000
PA
USD
854.650000000000
0.0000913743
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PKY40
22.300000000000
PA
USD
22.150000000000
0.0000023682
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PQCX7
1508.540000000000
PA
USD
1513.240000000000
0.0001617869
Long
ABS-MBS
USGA
US
N
2
2024-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PS5B9
444.500000000000
PA
USD
437.210000000000
0.0000467440
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.500000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1
N/A
STACR_21-HQA1
35564KBK4
15614.080000000000
PA
USD
15608.030000000000
0.0016687210
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
5.259800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KHE2
1292082.690000000000
PA
USD
1264625.930000000000
0.1352065492
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
6.209800000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4
N/A
STACR_21-HQA4
35564KNK1
3231409.790000000000
PA
USD
3112679.390000000000
0.3327898227
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Variable
5.509800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3
N/A
STACR_22-DNA3
35564KUW7
7652018.060000000000
PA
USD
7651975.210000000000
0.8181052894
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Variable
6.559800000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PS6V4
589.650000000000
PA
USD
579.980000000000
0.0000620081
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 7/1 HYBRID ARM
3128QJD78
1552.340000000000
PA
USD
1522.350000000000
0.0001627609
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
3.985000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 12M LIBOR ARM
3128S4EM5
21504.150000000000
PA
USD
21701.040000000000
0.0023201507
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Variable
3.825000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
31294MAX9
1310.120000000000
PA
USD
1305.200000000000
0.0001395445
Long
ABS-MBS
USGA
US
N
2
2025-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA1
N/A
STACR_20-DNA1
35565HAH8
541251.830000000000
PA
USD
538503.460000000000
0.0575737005
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
6.545300000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-1CP
N/A
FREED_21-1CP
35635BAB0
93941.130000000000
PA
USD
93708.840000000000
0.0100188116
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
1.410000000000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC
69370CAB6
237000.000000000000
PA
USD
228519.190000000000
0.0244319608
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PRPM LLC PRPM_23-NQM1
N/A
PRPM_23-NQM1
693965AA3
2560871.340000000000
PA
USD
2571832.890000000000
0.2749656178
Long
ABS-CBDO
CORP
US
N
2
2068-01-25
Variable
6.234000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-2
N/A
FREED_21-2
35635CAC6
10756581.740000000000
PA
USD
10515930.120000000000
1.1243029177
Long
ABS-MBS
CORP
US
N
2
2028-06-19
Fixed
1.940000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM2
N/A
GCAT_21-CM2
36167AAA8
3592417.940000000000
PA
USD
3251636.860000000000
0.3476463582
Long
ABS-CBDO
CORP
US
N
2
2066-08-25
Variable
2.352000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138A2FH7
1792.360000000000
PA
USD
1760.100000000000
0.0001881798
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138ABL31
16854.470000000000
PA
USD
16543.380000000000
0.0017687233
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
3.500000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-2
N/A
PAID_21-2
69546LAA7
3139779.570000000000
PA
USD
2971634.950000000000
0.3177101603
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Fixed
3.000000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-3
N/A
PAID_21-3
69546RAA4
2257757.010000000000
PA
USD
2219619.430000000000
0.2373089753
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.150000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-5
N/A
PAID_21-5
69547EAA2
1871962.890000000000
PA
USD
1825200.130000000000
0.1951399266
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
1.530000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAA1
511058.810000000000
PA
USD
506474.510000000000
0.0541493489
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.180000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1
N/A
PAID_21-HG1
69547PAA7
4531261.150000000000
PA
USD
4298091.510000000000
0.4595272857
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.220000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1
N/A
PAID_21-HG1
69547PAB5
716782.810000000000
PA
USD
686955.400000000000
0.0734453302
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.820000000000
N
N
N
N
N
N
GCAT_20-3
N/A
GCAT_20-3
36168CAA3
2902693.390000000000
PA
USD
2821432.490000000000
0.3016513750
Long
ABS-CBDO
CORP
US
N
2
2025-09-25
Variable
2.981400000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC
36168QAF1
166000.000000000000
PA
USD
162411.590000000000
0.0173641154
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC
36168QAJ3
417000.000000000000
PA
USD
406775.330000000000
0.0434900846
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000
N
N
N
N
N
N
GCAT TRUST GCAT_22-NQM4
N/A
GCAT_22-NQM4
36170HAA8
3813064.260000000000
PA
USD
3807992.880000000000
0.4071287520
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.269000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AJMV1
1430.870000000000
PA
USD
1420.650000000000
0.0001518877
Long
ABS-MBS
USGA
US
N
2
2026-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EGYT5
832.160000000000
PA
USD
815.850000000000
0.0000872260
Long
ABS-MBS
USGA
US
N
2
2026-09-01
Fixed
3.500000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-5
N/A
PAID_22-5
69548HAA4
10385479.980000000000
PA
USD
10451006.130000000000
1.1173616171
Long
ABS-MBS
CORP
US
N
2
2030-06-17
Fixed
8.096000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_20-1A
N/A
PSTAT_20-1A
69701EAA4
2610978.710000000000
PA
USD
2599030.870000000000
0.2778734698
Long
ABS-MBS
CORP
KY
N
2
2028-02-20
Variable
5.715300000000
N
N
N
N
N
N
FANNIE MAE FNMA_03-W11
N/A
FNMA_03-W11
31393C6U2
5316.720000000000
PA
USD
5367.410000000000
0.0005738527
Long
ABS-CBDO
USGA
US
N
2
2033-06-25
Variable
4.720000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412N4V5
370.870000000000
PA
USD
370.730000000000
0.0000396363
Long
ABS-MBS
USGA
US
N
2
2024-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412PGK1
755.560000000000
PA
USD
755.280000000000
0.0000807502
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412PMR9
401.990000000000
PA
USD
401.850000000000
0.0000429635
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
4.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 1YR CMT ARM
36225CNB8
5595.060000000000
PA
USD
5475.300000000000
0.0005853877
Long
ABS-MBS
USGA
US
N
2
2030-03-20
Variable
2.625000000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1
N/A
GSMBS_20-NQM1
36259WAA9
1090206.400000000000
PA
USD
987162.490000000000
0.1055417500
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.382000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-4A
N/A
GCAR_20-4A
36261EAD9
1600000.000000000000
PA
USD
1532187.040000000000
0.1638126480
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
1.640000000000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE HOLDING LLC
36267VAE3
3400000.000000000000
PA
USD
3515436.770000000000
0.3758503311
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.650000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416NSN3
515.160000000000
PA
USD
514.980000000000
0.0000550587
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.000000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC
549300HJUVLG7EAGZV92
PARK INTERMEDIATE HOLDINGS LLC
70052LAA1
599000.000000000000
PA
USD
602594.470000000000
0.0644259436
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.500000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
3547000.000000000000
PA
USD
3445339.500000000000
0.3683559331
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP
N/A
GSMS_22-SHIP
36269CAA1
5150000.000000000000
PA
USD
5087270.680000000000
0.5439017950
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
4.525300000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
N/A
GNMA 30YR
36295FDJ0
11112.810000000000
PA
USD
11142.890000000000
0.0011913339
Long
ABS-MBS
USGA
US
N
2
2037-08-15
Fixed
7.500000000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
962000.000000000000
PA
USD
949498.950000000000
0.1015149804
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORPORATION
369550BC1
2000000.000000000000
PA
USD
1954749.860000000000
0.2089906405
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.750000000000
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A
N/A
GLM_21-10A
38138TAC5
4150000.000000000000
PA
USD
4047565.550000000000
0.4327424874
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
5.907700000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GZU1
7000000.000000000000
PA
USD
6848263.170000000000
0.7321770091
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.482000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
3000000.000000000000
PA
USD
3043772.250000000000
0.3254226666
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DU0
4840000.000000000000
PA
USD
4975373.150000000000
0.5319383531
Long
DBT
CORP
GB
N
2
2029-03-09
Variable
6.161000000000
N
N
N
N
N
N
PHILLIPS 66 CO
N/A
PHILLIPS 66
718547AT9
2000000.000000000000
PA
USD
2008992.000000000000
0.2147898989
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.950000000000
N
N
N
N
N
N
WILLIAMS SCOTS
549300DAKDS8SCO1OT57
PICASSO FINANCE SUB INC
71953LAA9
438000.000000000000
PA
USD
435328.810000000000
0.0465428588
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.125000000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
444673.000000000000
PA
USD
422411.290000000000
0.0451617917
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
HEALTHSOUTH CORPORATION
421924BT7
145000.000000000000
PA
USD
144219.920000000000
0.0154191664
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.750000000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
490000.000000000000
PA
USD
472789.830000000000
0.0505479762
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1A
N/A
HERTZ_21-1A
42806MAC3
3000000.000000000000
PA
USD
2797971.300000000000
0.2991430392
Long
ABS-MBS
CORP
US
N
2
2025-12-26
Fixed
2.050000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AG6
380000.000000000000
PA
USD
379165.700000000000
0.0405382213
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
1120719.840000000000
PA
USD
1046081.360000000000
0.1118410176
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOLLY ENERGY
529900NVV7ODCT0QCG29
HOLLY ENERGY PARTNERS LP / FIN
435765AJ1
241000.000000000000
PA
USD
239057.000000000000
0.0255586029
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.375000000000
N
N
N
N
N
N
HOME RE LTD HMIR_21-1
N/A
HMIR_21-1
437307AB7
1715115.470000000000
PA
USD
1712131.170000000000
0.1830512421
Long
ABS-CBDO
CORP
US
N
2
2033-07-25
Variable
6.395300000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAE8
325000.000000000000
PA
USD
322963.190000000000
0.0345293714
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.875000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP
72650RBL5
3500000.000000000000
PA
USD
3421938.700000000000
0.3658540539
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.500000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1
N/A
HOF_22-1
43789KAA0
6654723.080000000000
PA
USD
6590846.390000000000
0.7046554838
Long
ABS-CBDO
CORP
US
N
2
2067-07-25
Variable
5.054800000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-BPL1
N/A
HOF_20-BPL1
43789YAA0
656432.650000000000
PA
USD
645615.490000000000
0.0690255042
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.228200000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
POLYONE CORPORATION
73179PAM8
95000.000000000000
PA
USD
94398.420000000000
0.0100925375
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
357000.000000000000
PA
USD
350454.300000000000
0.0374685632
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2
N/A
PRET_21-NPL2
741386AA4
1731057.160000000000
PA
USD
1613939.370000000000
0.1725531381
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
1.991700000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1
N/A
PRET_21-NPL1
741389AA8
1719888.960000000000
PA
USD
1632019.830000000000
0.1744861972
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
2.239500000000
N
N
N
N
N
N
Hudbay
549300WI524AL577IX21
HUDBAY MINERALS INC
443628AJ1
905000.000000000000
PA
USD
841839.100000000000
0.0900046069
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
ILIAD HOLDING SAS
449691AA2
1127000.000000000000
PA
USD
1077022.980000000000
0.1151491181
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.500000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
IRB HOLDING CORP
44988MAC9
1300000.000000000000
PA
USD
1303694.150000000000
0.1393834991
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.000000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
QUINTILES IMS INC
449934AD0
435000.000000000000
PA
USD
425909.540000000000
0.0455358045
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
1203000.000000000000
PA
USD
1061647.500000000000
0.1135052599
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM2
N/A
IMPRL_21-NQM2
452761AC3
2596921.970000000000
PA
USD
2052276.280000000000
0.2194176058
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Variable
1.516000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL3
N/A
PRET_21-NPL3
74143EAA0
8498280.070000000000
PA
USD
7909585.510000000000
0.8456475048
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.867700000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER LLC
N/A
PRIME SECURITY SERVICES/PRIME FIN
74166MAB2
377000.000000000000
PA
USD
373952.220000000000
0.0399808260
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.250000000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 PLC
45674GAA2
633000.000000000000
PA
USD
581753.780000000000
0.0621977766
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.375000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
468000.000000000000
PA
USD
472588.540000000000
0.0505264554
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
460599AF0
257000.000000000000
PA
USD
248822.210000000000
0.0266026432
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.125000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC
46266TAA6
180000.000000000000
PA
USD
176322.430000000000
0.0188513826
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAC5
255000.000000000000
PA
USD
240858.020000000000
0.0257511577
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.875000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST JPMMT_0
N/A
JPMMT_05-S3
466247B51
7196.170000000000
PA
USD
5280.150000000000
0.0005645233
Long
ABS-CBDO
CORP
US
N
2
2023-07-25
Fixed
5.500000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT_07-A2
46630PAP0
4639.690000000000
PA
USD
3682.980000000000
0.0003937631
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
3.722200000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PDG8
10000000.000000000000
PA
USD
9983914.100000000000
1.0674228170
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.851000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LES4
2500000.000000000000
PA
USD
2196485.930000000000
0.2348356742
Long
DBT
CORP
US
N
2
2026-11-17
Fixed
1.500000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAC2
1000000.000000000000
PA
USD
932460.900000000000
0.0996933698
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
JAY PARK CLO LTD JPARK_16-1A
N/A
JPARK_16-1A
47206VAL8
5500000.000000000000
PA
USD
5408392.000000000000
0.5782342442
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
6.257700000000
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
1303000.000000000000
PA
USD
1286931.570000000000
0.1375913402
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAD0
2025000.000000000000
PA
USD
1879413.840000000000
0.2009361454
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.383000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAA4
1198519.430000000000
PA
USD
1115661.350000000000
0.1192801109
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
2.078000000000
N
N
N
N
N
N
KKR INDUSTRIAL PORTFOLIO TRUST KIND_21-KDIP
N/A
KIND_21-KDIP
48254CAN5
975000.000000000000
PA
USD
921181.560000000000
0.0984874475
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
6.191600000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAU5
2250000.000000000000
PA
USD
2027202.820000000000
0.2167368953
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.750000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LBC9
2000000.000000000000
PA
USD
1952214.140000000000
0.2087195358
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.875000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AL3
1075000.000000000000
PA
USD
1049189.560000000000
0.1121733285
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.850000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAE6
300000.000000000000
PA
USD
282396.270000000000
0.0301921891
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
3.077000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAG1
350000.000000000000
PA
USD
333374.130000000000
0.0356424494
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
3.874000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAF0
1000000.000000000000
PA
USD
906644.750000000000
0.0969332552
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP
N/A
LADDER CAP FIN HOLDINGS/CAP FIN
505742AG1
75000.000000000000
PA
USD
66262.990000000000
0.0070844587
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AM8
769000.000000000000
PA
USD
607299.420000000000
0.0649289699
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1
N/A
LMAT_21-GS1
52474JAA4
3043987.580000000000
PA
USD
2807343.720000000000
0.3001450846
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
1.892000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT_21-GS2
52476DAA5
5780697.470000000000
PA
USD
5394996.620000000000
0.5768020871
Long
ABS-CBDO
CORP
US
N
2
2061-04-25
Variable
1.750000000000
N
N
N
N
N
N
LENDBUZZ SECURITIZATION TRUST LBZZ_22-1
N/A
LBZZ_22-1A
52607KAA1
3979433.180000000000
PA
USD
3836484.780000000000
0.4101749424
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
4.220000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AK5
855000.000000000000
PA
USD
838139.430000000000
0.0896090594
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.875000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AN9
335000.000000000000
PA
USD
325252.330000000000
0.0347741131
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AV1
265000.000000000000
PA
USD
267570.070000000000
0.0286070568
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.500000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
717195.710000000000
PA
USD
695069.720000000000
0.0743128668
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.070000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DP9
3500000.000000000000
PA
USD
3324032.010000000000
0.3553864323
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.100000000000
N
N
N
N
N
N
MFRA TRUST MFRA_20-NQM1
N/A
MFRA_20-NQM1
552754AA1
1028448.560000000000
PA
USD
936536.730000000000
0.1001291342
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
1.479000000000
N
N
N
N
N
N
MFA TRUST MFRA_23-INV1
N/A
MFRA_23-INV1
55286GAA1
5831385.020000000000
PA
USD
5847189.240000000000
0.6251479277
Long
ABS-CBDO
CORP
US
N
2
2058-02-25
Variable
5.920000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
3000000.000000000000
PA
USD
2871306.900000000000
0.3069836608
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.000000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
215000.000000000000
PA
USD
190013.120000000000
0.0203151127
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
RBSCF TRUST RBSCF_13-GSP
N/A
RBSCF_13-GSP
74932QAA8
8200000.000000000000
PA
USD
7937633.620000000000
0.8486462478
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.833600000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_17-1A
N/A
MVWOT_17-1A
553896AA9
969190.640000000000
PA
USD
954618.960000000000
0.1020623825
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Fixed
2.420000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_19-2A
N/A
MVWOT_19-2A
55400DAA9
1483803.400000000000
PA
USD
1389947.340000000000
0.1486051953
Long
ABS-MBS
CORP
US
N
2
2038-10-20
Fixed
2.220000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAA9
618000.000000000000
PA
USD
569479.070000000000
0.0608854350
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.750000000000
N
N
N
N
N
N
RACE POINT CLO LTD RACEP_13-8A
N/A
RACEP_13-8A
74982LAY6
2683194.510000000000
PA
USD
2647977.580000000000
0.2831065712
Long
ABS-MBS
CORP
KY
N
2
2030-02-20
Variable
5.955300000000
N
N
N
N
N
N
RACEP_15-9A
N/A
RACEP_15-9A
74982WAE6
4975000.000000000000
PA
USD
4732448.850000000000
0.5059662806
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
6.242400000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A
N/A
RRAM_18-3A
74988LAC8
10000000.000000000000
PA
USD
9729730.000000000000
1.0402469113
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
6.192400000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_19-33A
N/A
MDPK_19-33A
55819JAQ6
5550000.000000000000
PA
USD
5355355.950000000000
0.5725639340
Long
ABS-MBS
CORP
KY
N
2
2032-10-15
Variable
6.457600000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_21-48A
N/A
MDPK_21-48A
55821UAA2
1250000.000000000000
PA
USD
1235221.250000000000
0.1320627695
Long
ABS-MBS
CORP
KY
N
2
2033-04-19
Variable
5.947600000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AU5
285000.000000000000
PA
USD
276590.780000000000
0.0295714994
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.500000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AW1
107000.000000000000
PA
USD
101189.700000000000
0.0108186222
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.875000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
MAGALLANES INC
55903VAG8
3900000.000000000000
PA
USD
3674109.780000000000
0.3928147390
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755000000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAG1
104000.000000000000
PA
USD
98417.600000000000
0.0105222452
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.000000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AX9
423000.000000000000
PA
USD
420649.050000000000
0.0449733831
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.625000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAC4
755000.000000000000
PA
USD
590328.960000000000
0.0631145856
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
MET LIFE GLOB FUNDING I
59217GFB0
3500000.000000000000
PA
USD
3433375.300000000000
0.3670767895
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
4.400000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BB9
2750000.000000000000
PA
USD
2639960.020000000000
0.2822493797
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-A
N/A
MMAF_20-A
60700MAC2
2010000.000000000000
PA
USD
1882305.300000000000
0.2012452837
Long
ABS-MBS
CORP
US
N
2
2027-04-09
Fixed
0.970000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207BA2
1500000.000000000000
PA
USD
1401132.780000000000
0.1498010784
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.625000000000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A
N/A
RPM_21-2A
76088LAA6
2132303.370000000000
PA
USD
1894999.970000000000
0.2026025250
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Fixed
2.650000000000
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
RITCHIE BROS HOLDINGS INC
76774LAB3
88000.000000000000
PA
USD
90615.120000000000
0.0096880488
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.750000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEX9
7250000.000000000000
PA
USD
7417073.640000000000
0.7929909612
Long
DBT
CORP
US
N
2
2026-10-16
Variable
6.138000000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST MSM_04-10AR
N/A
MSM_04-10AR
61748HFE6
37212.760000000000
PA
USD
34391.560000000000
0.0036769483
Long
ABS-CBDO
CORP
US
N
2
2034-11-25
Variable
4.830300000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
3675000.000000000000
PA
USD
3220358.400000000000
0.3443022447
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
MOROCCO GOVERNMENT AID BOND
N/A
MOROCCO AID
617726AA2
42500.020000000000
PA
USD
42445.970000000000
0.0045380796
Long
DBT
NUSS
MA
N
3
2023-05-01
Variable
5.250000000000
N
N
N
N
N
N
ROCKET MORTGAGE LLC
N/A
ROCKET MORTGAGE LLC/ROCKET MORT
77313LAA1
1077000.000000000000
PA
USD
960065.750000000000
0.1026447220
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.875000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153AZ5
233000.000000000000
PA
USD
248474.670000000000
0.0265654862
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.500000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAU2
250000.000000000000
PA
USD
245433.840000000000
0.0262403781
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.750000000000
N
N
N
N
N
N
NMEF FUNDING LLC NMEF_21-A
N/A
NMEF_21-A
62919TAB2
328337.660000000000
PA
USD
325611.900000000000
0.0348125563
Long
ABS-MBS
CORP
US
N
2
2027-12-15
Fixed
0.810000000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAX6
3800000.000000000000
PA
USD
3523332.260000000000
0.3766944716
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.150000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAB4
149000.000000000000
PA
USD
145067.560000000000
0.0155097913
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.875000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BH4
400000.000000000000
PA
USD
358978.370000000000
0.0383799078
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.250000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BJ0
275000.000000000000
PA
USD
255609.340000000000
0.0273282842
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.500000000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78016EZQ3
3000000.000000000000
PA
USD
2692425.330000000000
0.2878586696
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.200000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AC4
4000000.000000000000
PA
USD
3878158.400000000000
0.4146304468
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
2.760000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAH1
159000.000000000000
PA
USD
155814.730000000000
0.0166588170
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.750000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAG1
272000.000000000000
PA
USD
274119.600000000000
0.0293072950
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.750000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_20-1
N/A
SCFET_20-1A
784054AD0
4900000.000000000000
PA
USD
4700739.050000000000
0.5025760507
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
2.020000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAD6
230000.000000000000
PA
USD
217128.160000000000
0.0232140972
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
124000.000000000000
PA
USD
120550.840000000000
0.0128886042
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.625000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4
N/A
NRZT_19-NQM4
64828EAB1
1370501.970000000000
PA
USD
1253161.510000000000
0.1339808392
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.644400000000
N
N
N
N
N
N
SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM
N/A
SPGN_22-TFLM
78473HAA4
14125000.000000000000
PA
USD
13489807.230000000000
1.4422527969
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
6.377100000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2
N/A
SDART_19-2
80286GAG6
361181.150000000000
PA
USD
358593.470000000000
0.0383387565
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.220000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID INC
651229AW6
195000.000000000000
PA
USD
187736.210000000000
0.0200716785
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.450000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BB1
145000.000000000000
PA
USD
141988.610000000000
0.0151806076
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
SCHAEFFLER VERWALTUNG ZWEI PIK
80627DAC0
522603.000000000000
PA
USD
466395.090000000000
0.0498642873
Long
DBT
CORP
DE
N
2
2026-09-15
Fixed
4.750000000000
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORPORATION
812127AA6
25000.000000000000
PA
USD
25297.280000000000
0.0027046400
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.125000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BC9
78000.000000000000
PA
USD
78711.130000000000
0.0084153424
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.375000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KCH1
2500000.000000000000
PA
USD
2493958.700000000000
0.2666397562
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.625000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816196AT6
1323000.000000000000
PA
USD
1283399.180000000000
0.1372136774
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_16-3
N/A
SEMT_16-3
81746NAA6
645865.220000000000
PA
USD
578043.170000000000
0.0618010595
Long
ABS-CBDO
CORP
US
N
2
2046-11-25
Variable
3.500000000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC
N/A
SHIFT4 PAYMENTS LLC/SHIFT4 FIN
82453AAA5
870000.000000000000
PA
USD
817312.030000000000
0.0873823133
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.625000000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ
82620KAZ6
1500000.000000000000
PA
USD
1366231.920000000000
0.1460696787
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
1.200000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
618000.000000000000
PA
USD
609838.210000000000
0.0652004027
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAL6
166000.000000000000
PA
USD
155103.760000000000
0.0165828042
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.875000000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-1A
N/A
SRFC_21-1A
82652QAA9
840369.230000000000
PA
USD
783338.500000000000
0.0837500583
Long
ABS-MBS
CORP
US
N
2
2037-11-20
Fixed
0.990000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-2A
N/A
SRFC_18-2A
82653DAA7
608024.350000000000
PA
USD
603905.590000000000
0.0645661210
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Fixed
3.500000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
3175000.000000000000
PA
USD
3230975.470000000000
0.3454373609
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.250000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BK7
2000000.000000000000
PA
USD
1914190.560000000000
0.2046542728
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.200000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A
N/A
SRFC_18-3A
82653GAA0
234340.130000000000
PA
USD
232902.710000000000
0.0249006216
Long
ABS-MBS
CORP
US
N
2
2035-09-20
Fixed
3.690000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBL1
436000.000000000000
PA
USD
393244.900000000000
0.0420434886
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.125000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAP4
105000.000000000000
PA
USD
100217.320000000000
0.0107146609
Long
DBT
NUSS
CA
N
2
2025-05-01
Fixed
5.000000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAQ2
240000.000000000000
PA
USD
236248.160000000000
0.0252582979
Long
DBT
NUSS
CA
N
2
2024-06-01
Fixed
4.875000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAR0
504000.000000000000
PA
USD
459432.520000000000
0.0491198892
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AG1
432000.000000000000
PA
USD
394533.980000000000
0.0421813097
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.250000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
497000.000000000000
PA
USD
485533.180000000000
0.0519104221
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAG0
680000.000000000000
PA
USD
663574.490000000000
0.0709455775
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAB8
400000.000000000000
PA
USD
396680.020000000000
0.0424107520
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAC6
368000.000000000000
PA
USD
355605.810000000000
0.0380193331
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_12
N/A
OAKC_12-7A
67102QAV0
5000000.000000000000
PA
USD
4881700.000000000000
0.5219233573
Long
ABS-MBS
CORP
KY
N
2
2034-02-20
Variable
5.985300000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_19-EXP2
N/A
OBX_19-EXP2
67113KAX6
468426.330000000000
PA
USD
435854.770000000000
0.0465990915
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
4.000000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS THEME PARKS INC
83001WAC8
69000.000000000000
PA
USD
69752.680000000000
0.0074575564
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DH7
3500000.000000000000
PA
USD
3025644.790000000000
0.3234845826
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.750000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC
84762LAU9
222000.000000000000
PA
USD
220285.910000000000
0.0235517057
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
522000.000000000000
PA
USD
508581.410000000000
0.0543746066
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_22-NQM7
N/A
OBX_22-NQM7
67117DAA8
4654737.490000000000
PA
USD
4612080.540000000000
0.4930971914
Long
ABS-CBDO
CORP
US
N
2
2062-08-25
Variable
5.110000000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_21-1A
N/A
OMIR_21-1A
67401FAA8
352719.150000000000
PA
USD
352211.760000000000
0.0376564607
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
6.209800000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAF2
548000.000000000000
PA
USD
552458.890000000000
0.0590657350
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875000000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
207000.000000000000
PA
USD
210647.340000000000
0.0225212051
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A
N/A
OCT39_18-3A
67592CAE6
11200000.000000000000
PA
USD
10879635.200000000000
1.1631881782
Long
ABS-MBS
CORP
US
N
2
2030-10-20
Variable
6.657700000000
N
N
N
N
N
N
OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1
N/A
OVMLT_20-1
676477AA0
884232.110000000000
PA
USD
791947.900000000000
0.0846705260
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
1.732900000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAG1
1575000.000000000000
PA
USD
1434965.330000000000
0.1534182606
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
8.184400000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
996000.000000000000
PA
USD
1012749.180000000000
0.1082773321
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AB3
1649000.000000000000
PA
USD
1576592.260000000000
0.1685601994
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.350000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A
N/A
WLAKE_21-2A
96042RAF5
9625000.000000000000
PA
USD
8912427.560000000000
0.9528656234
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
1.230000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214FK4
2460000.000000000000
PA
USD
2557157.160000000000
0.2733965729
Long
DBT
CORP
AU
N
2
2027-11-18
Fixed
5.457000000000
N
N
N
N
N
N
TRI POINTE HOMES INC (DELAWARE)
N/A
TRI POINTE HOLDINGS INC
962178AN9
154000.000000000000
PA
USD
153482.850000000000
0.0164095058
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC
852234AN3
577000.000000000000
PA
USD
526209.780000000000
0.0562593308
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.750000000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
N/A
STANDARD INDUSTRIES INC
853496AC1
470000.000000000000
PA
USD
447732.930000000000
0.0478690362
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.000000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP
96949LAD7
3500000.000000000000
PA
USD
3360381.500000000000
0.3592727112
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.750000000000
N
N
N
N
N
N
WOODSIDE FIN LTD
N/A
WOODSIDE FINANCE LTD
980236AM5
2200000.000000000000
PA
USD
2141465.460000000000
0.2289532012
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.650000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
1735296.590000000000
PA
USD
1648469.120000000000
0.1762448609
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.916000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1
N/A
STAR_20-INV1
85573EAC1
417616.640000000000
PA
USD
377159.070000000000
0.0403236840
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.593000000000
N
N
N
N
N
N
WYMN LAS WYNN LA
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
219000.000000000000
PA
USD
214522.230000000000
0.0229354861
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL INC
N/A
ZF NORTH AMERICA CAPITAL INC
98877DAC9
191000.000000000000
PA
USD
187747.940000000000
0.0200729326
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.750000000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
FRONT RANGE BIDCO INC
98919VAA3
113000.000000000000
PA
USD
85709.270000000000
0.0091635434
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
655000.000000000000
PA
USD
603238.360000000000
0.0644947846
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 23
000000000
-80.000000000000
NC
USD
15040.000000000000
0.0016079905
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 5YR NOTE JUN 23
US 5YR NOTE JUN 23
2023-06-30
-8775665.040000000000
USD
15040.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 23
000000000
-830.000000000000
NC
USD
-1919150.070000000000
-0.2051845152
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 5YR NOTE JUN 23
US 5YR NOTE JUN 23
2023-06-30
-88972334.720000000000
USD
-1919150.070000000000
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC
871503AU2
402000.000000000000
PA
USD
395042.370000000000
0.0422356638
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
3000000.000000000000
PA
USD
2734906.590000000000
0.2924005222
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 23
000000000
1275.000000000000
NC
USD
2543883.020000000000
0.2719773780
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE JUN 23
US 2YR NOTE JUN 23
2023-06-30
260683852.630000000000
USD
2543883.020000000000
N
N
N
TAYLOR MORRISON COMMUNITIES INC
N/A
TAYLOR MORRISON COMMUNITIES INC
877249AD4
183000.000000000000
PA
USD
183090.010000000000
0.0195749335
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.625000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
755000.000000000000
PA
USD
756560.040000000000
0.0808870590
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.750000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
382000.000000000000
PA
USD
376834.690000000000
0.0402890031
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCZ1
417000.000000000000
PA
USD
408802.790000000000
0.0437068490
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.875000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDD9
767000.000000000000
PA
USD
756227.100000000000
0.0808514630
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDS6
589000.000000000000
PA
USD
579375.460000000000
0.0619435003
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK
89114TZD7
3800000.000000000000
PA
USD
3384881.080000000000
0.3618920657
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.200000000000
N
N
N
N
N
N
TOWD POINT HE TRUST TPHT_21-HE1
N/A
TPHT_21-HE1
89180DAD8
1150000.000000000000
PA
USD
1008747.570000000000
0.1078495029
Long
ABS-CBDO
CORP
US
N
2
2063-02-25
Variable
2.500000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_21-SJ2
N/A
TPMT_21-SJ2
89180LAA6
4850282.360000000000
PA
USD
4436984.950000000000
0.4743769755
Long
ABS-CBDO
CORP
US
N
2
2061-12-25
Variable
2.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BB2
216000.000000000000
PA
USD
212316.630000000000
0.0226996760
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
883000.000000000000
PA
USD
883693.340000000000
0.0944794221
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BK2
816000.000000000000
PA
USD
832113.570000000000
0.0889648090
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.000000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BR7
112000.000000000000
PA
USD
113119.560000000000
0.0120940944
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.750000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3
N/A
TMIR_21-3
89600HAA7
6826590.420000000000
PA
USD
6787202.360000000000
0.7256487376
Long
ABS-CBDO
CORP
US
N
2
2034-02-25
Variable
6.384100000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
921000.000000000000
PA
USD
882099.240000000000
0.0943089901
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAG7
3000000.000000000000
PA
USD
2852733.810000000000
0.3049979326
Long
DBT
CORP
US
N
2
2028-06-06
Variable
4.123000000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BJ1
1375000.000000000000
PA
USD
1350667.640000000000
0.1444056352
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.000000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAC5
882000.000000000000
PA
USD
890350.040000000000
0.0951911183
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.250000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAF7
1033000.000000000000
PA
USD
1045719.250000000000
0.1118023028
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
618000.000000000000
PA
USD
592601.520000000000
0.0633575547
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJF8
2000000.000000000000
PA
USD
1946837.260000000000
0.2081446707
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.548000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY NOTE
91282CBE0
9775000.000000000000
PA
USD
9429056.690000000000
1.0081006460
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDE9
3000000.000000000000
PA
USD
2836021.740000000000
0.3032111739
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.950000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS INC
914906AS1
290000.000000000000
PA
USD
284766.760000000000
0.0304456282
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-3
N/A
UPST_21-3
91679LAB8
1250000.000000000000
PA
USD
1179026.130000000000
0.1260547096
Long
ABS-MBS
CORP
US
N
2
2031-07-20
Fixed
1.660000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST4
N/A
UPSPT_20-ST4
91679VAA8
1516552.240000000000
PA
USD
1460268.130000000000
0.1561234908
Long
ABS-MBS
CORP
US
N
2
2026-11-20
Fixed
3.250000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-2
N/A
UPST_20-2
91680CAA7
658809.230000000000
PA
USD
645445.750000000000
0.0690073566
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
2.309000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-2
N/A
UPST_21-2
91680FAA0
785851.940000000000
PA
USD
779477.190000000000
0.0833372292
Long
ABS-MBS
CORP
US
N
2
2031-06-20
Fixed
0.910000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-2
N/A
UPST_21-2
91680FAB8
1150000.000000000000
PA
USD
1095072.210000000000
0.1170788382
Long
ABS-MBS
CORP
US
N
2
2031-06-20
Fixed
1.750000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
1384945.950000000000
PA
USD
1322751.210000000000
0.1414209706
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST3
N/A
UPSPT_21-ST3
91681PAA7
1309364.960000000000
PA
USD
1232782.040000000000
0.1318019831
Long
ABS-MBS
CORP
US
N
2
2027-05-20
Fixed
2.000000000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST10
N/A
UPSPT_21-ST10
91681WAA2
4765179.730000000000
PA
USD
4569566.720000000000
0.4885518577
Long
ABS-MBS
CORP
US
N
2
2030-01-20
Fixed
2.250000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
376174.400000000000
PA
USD
357818.740000000000
0.0382559268
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Variable
2.289100000000
N
N
N
N
N
N
VWH CAPITAL VCAT_21-NPL6
N/A
VCAT_21-NPL6
91824WAA0
2254412.870000000000
PA
USD
2085614.610000000000
0.2229819488
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
1.917300000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6
N/A
VOLT_21-NPL6
91835EAA7
9344117.440000000000
PA
USD
8585380.710000000000
0.9178996505
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.239500000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC
91879QAL3
436000.000000000000
PA
USD
438080.370000000000
0.0468370399
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.250000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
91911KAN2
186000.000000000000
PA
USD
155131.790000000000
0.0165858010
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDY7
2000000.000000000000
PA
USD
1983734.860000000000
0.2120895504
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.125000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-4
N/A
VERUS_19-4
92537KAC8
1719247.140000000000
PA
USD
1632955.720000000000
0.1745862572
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.000000000000
N
N
N
N
N
N
2023-04-26
Columbia Funds Series Trust
Martha Skinner
Martha Skinner
Assistant Treasurer