0001145549-23-071037.txt : 20231127
0001145549-23-071037.hdr.sgml : 20231127
20231127095723
ACCESSION NUMBER: 0001145549-23-071037
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231127
DATE AS OF CHANGE: 20231127
PERIOD START: 20240331
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: 231438015
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
C000029791
C000029790
C000122569
C000094638
C000079024
C000029788
C000122568
Columbia Funds Series Trust
811-09645
0001097519
549300712V4UL3XCAB43
290 Congress Street
Boston
02110
800-345-6611
Columbia Short Term Bond Fund
S000010777
W20PRBDXHB83CYNHX881
2024-03-31
2023-09-30
N
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8195124.160000000000
727181933.170000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
5118222.660000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
Port ex. Deriv
Port ex. Deriv
ASGN INC
LZBNYYCBUKY537072438
ON ASSIGNMENT INC
00191UAA0
120000.000000000000
PA
USD
107253.070000000000
0.0147491384
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RKG6
1750000.000000000000
PA
USD
1477260.700000000000
0.2031487077
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.650000000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
511500.000000000000
PA
USD
500182.590000000000
0.0687836932
Long
DBT
CORP
KY
N
2
2026-04-20
Fixed
5.5000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
2000000.000000000000
PA
USD
1889627.120000000000
0.2598561699
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
N
N
N
N
N
N
CNH EQUIPMENT TRUST CNH_23-A
N/A
CNH_23-A
12664QAC8
4475000.000000000000
PA
USD
4407824.880000000000
0.6061515941
Long
ABS-MBS
CORP
US
N
2
2028-08-15
Fixed
4.810000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DW7
1200000.000000000000
PA
USD
1160946.100000000000
0.1596500198
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.000000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
933000.000000000000
PA
USD
929751.110000000000
0.1278567395
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.7500
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
586000.000000000000
PA
USD
542280.970000000000
0.0745729432
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC
25746UCE7
1600000.000000000000
PA
USD
1540403.150000000000
0.2118318786
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2
N/A
DRIVE_21-2
262104AF9
2000000.000000000000
PA
USD
1877691.800000000000
0.2582148585
Long
ABS-MBS
CORP
US
N
2
2029-03-15
Fixed
1.390000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_16
N/A
DRSLF_16-42A
26244YAN6
3025000.000000000000
PA
USD
2975653.180000000000
0.4092033980
Long
ABS-MBS
CORP
KY
N
2
2030-07-15
Variable
7.119600000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-3A
N/A
DTAOT_20-3A
26253AAD8
4015000.000000000000
PA
USD
3832241.620000000000
0.5269990143
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.840000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBS3
1500000.000000000000
PA
USD
1420653.980000000000
0.1953643119
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.3000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAP7
2050000.000000000000
PA
USD
1969070.000000000000
0.2707809298
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
68281.430000000000
0.0093898689
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
178000.000000000000
PA
USD
164685.390000000000
0.0226470684
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.125000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAF7
332000.000000000000
PA
USD
326779.570000000000
0.0449378010
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
139544.850000000000
0.0191898126
Long
DBT
CORP
US
N
2
2027-06-01
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
5111815.170000000000
0.7029623450
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Variable
7.365000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
938000.000000000000
PA
USD
925981.120000000000
0.1273383012
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.2500
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAJ5
1600000.000000000000
PA
USD
1500368.610000000000
0.2063264421
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.5500
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAL9
1502000.000000000000
PA
USD
1432657.960000000000
0.1970150652
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362UAC8
105000.000000000000
PA
USD
93959.930000000000
0.0129211035
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
29379VBT9
1350000.000000000000
PA
USD
1264421.120000000000
0.1738796115
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.150000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAT5
2100000.000000000000
PA
USD
2078061.890000000000
0.2857691858
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
831676.670000000000
PA
USD
815040.060000000000
0.1120820008
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
8.296700000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA (STRASSEN)
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
264000.000000000000
PA
USD
255560.930000000000
0.0351440153
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
90277.360000000000
PA
USD
88164.950000000000
0.0121241942
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Variable
4.562000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCBK0
124.690000000000
PA
USD
123.020000000000
0.0000169174
Long
ABS-MBS
USGA
US
N
2
2024-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCMQ5
719.910000000000
PA
USD
698.060000000000
0.0000959952
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
749.220000000000
PA
USD
724.150000000000
0.0000995831
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST II
N/A
FIVE CORNERS FUNDING TRUST II
33834DAA2
1900000.000000000000
PA
USD
1584769.460000000000
0.2179330079
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.850000000000
N
N
N
N
N
N
510 ASSETS BACKED TRUST FTAB_21-NPL2
N/A
FTAB_21-NPL2
33835JAA8
2988438.870000000000
PA
USD
2853532.970000000000
0.3924097726
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
199153.960000000000
0.0273870886
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
286618.900000000000
0.0394150194
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.3750
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397C27
140000.000000000000
PA
USD
131415.830000000000
0.0180719328
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.950000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZQ9
978000.000000000000
PA
USD
971604.630000000000
0.1336123170
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
303853.030000000000
PA
USD
300222.930000000000
0.0412858071
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Fixed
3.860000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KHE2
1106629.510000000000
PA
USD
1105568.360000000000
0.1520346298
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
6.965000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4
N/A
STACR_21-HQA4
35564KNK1
2926755.710000000000
PA
USD
2871899.820000000000
0.3949355297
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Variable
6.265000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
2400000.000000000000
PA
USD
2216756.740000000000
0.3048421088
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.000000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_17-1A
N/A
MVWOT_17-1A
553896AA9
787532.490000000000
PA
USD
768813.080000000000
0.1057249974
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
1247118.620000000000
PA
USD
1168974.670000000000
0.1607540860
Long
ABS-MBS
CORP
US
N
2
2038-10-20
Fixed
2.220000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_21-48A
N/A
MDPK_21-48A
55821UAA2
1250000.000000000000
PA
USD
1246736.250000000000
0.1714476382
Long
ABS-MBS
CORP
KY
N
2
2033-04-19
Variable
6.731700000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBB8
3500000.000000000000
PA
USD
3122063.350000000000
0.4293373099
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0540
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAG1
104000.000000000000
PA
USD
95841.440000000000
0.0131798434
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.000000000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
MET LIFE GLOBAL FUNDING I
59217GBY4
2750000.000000000000
PA
USD
2577804.080000000000
0.3544923165
Long
DBT
CORP
US
N
2
2026-12-18
Fixed
3.450000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BB9
2000000.000000000000
PA
USD
1963602.760000000000
0.2700290904
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
1881729.700000000000
PA
USD
1772691.370000000000
0.2437754968
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
1000000.000000000000
PA
USD
910066.590000000000
0.1251497801
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.625000000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC
N/A
SHIFT4 PAYMENTS LLC/SHIFT4 FIN
82453AAA5
564000.000000000000
PA
USD
531733.540000000000
0.0731224905
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
1000000.000000000000
PA
USD
902748.460000000000
0.1241434115
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
1.200000000000
N
N
N
N
N
N
SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-1A
N/A
SRFC_21-1A
82652QAA9
661467.060000000000
PA
USD
617565.690000000000
0.0849258847
Long
ABS-MBS
CORP
US
N
2
2037-11-20
Fixed
0.990000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A
N/A
SRFC_18-3A
82653GAA0
181853.800000000000
PA
USD
180250.610000000000
0.0247875534
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
548000.000000000000
PA
USD
489552.670000000000
0.0673218967
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.1250
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
94974BFY1
6000000.000000000000
PA
USD
5700270.420000000000
0.7838850444
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.100000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAC6
368000.000000000000
PA
USD
340731.110000000000
0.0468563773
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS THEME PARKS INC
83001WAC8
69000.000000000000
PA
USD
68879.670000000000
0.0094721371
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
3000000.000000000000
PA
USD
2540830.530000000000
0.3494078186
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.750000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAN9
280000.000000000000
PA
USD
273794.690000000000
0.0376514704
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.1250
N
N
N
N
N
N
WFMBS_06-AR19
N/A
WFMBS_06-AR19
949789AA9
58595.230000000000
PA
USD
55935.270000000000
0.0076920599
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Variable
4.805100000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
16055000.000000000000
PA
USD
15204430.180000000000
2.0908701779
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
6.379200000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
262000.000000000000
PA
USD
260971.580000000000
0.0358880726
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL
N/A
WFCM_20-SDAL
95002GAG7
1600000.000000000000
PA
USD
1547066.560000000000
0.2127482119
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Variable
7.536700000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAA4
1900000.000000000000
PA
USD
1815515.360000000000
0.2496645306
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
6.646700000000
N
N
N
N
N
N
SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM
N/A
SPGN_22-TFLM
78473HAA4
14125000.000000000000
PA
USD
13415309.150000000000
1.8448353209
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
6.882200000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
SCHAEFFLER VERWALTUNG ZWEI PIK
80627DAC0
522603.000000000000
PA
USD
482541.770000000000
0.0663577776
Long
DBT
CORP
DE
N
2
2026-09-15
Fixed
4.7500
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAG1
1575000.000000000000
PA
USD
1425358.620000000000
0.1960112807
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
8.946700000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
521000.000000000000
PA
USD
522487.960000000000
0.0718510645
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.1250
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAP9
270000.000000000000
PA
USD
271855.220000000000
0.0373847599
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.2500
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958254AH7
2000000.000000000000
PA
USD
1858330.040000000000
0.2555522841
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A
N/A
WLAKE_21-2A
96042RAF5
11005000.000000000000
PA
USD
10302685.110000000000
1.4167960781
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
2075000.000000000000
PA
USD
2073170.040000000000
0.2850964725
Long
DBT
CORP
AU
N
2
2027-11-18
Fixed
5.457000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816196AT6
1051000.000000000000
PA
USD
1026870.680000000000
0.1412123477
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
622617.120000000000
PA
USD
533560.330000000000
0.0733737055
Long
ABS-CBDO
CORP
US
N
2
2046-11-25
Variable
3.500000000000
N
N
N
N
N
N
TRI POINTE HOMES INC (DELAWARE)
N/A
TRI POINTE HOLDINGS INC
962178AN9
154000.000000000000
PA
USD
153194.280000000000
0.0210668435
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
969457CK4
2860000.000000000000
PA
USD
2795446.850000000000
0.3844219338
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.300000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5
N/A
VOLT_21-NPL5
92873FAA5
1793138.330000000000
PA
USD
1696836.940000000000
0.2333442104
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
1600000.000000000000
PA
USD
1545642.820000000000
0.2125524232
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
178642.180000000000
0.0245663667
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
298000.000000000000
PA
USD
278650.540000000000
0.0383192331
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
WILLIAMS SCOTS
549300DAKDS8SCO1OT57
WILLIAMS SCOTSMAN INTL INC
96950GAE2
125000.000000000000
PA
USD
111875.290000000000
0.0153847730
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.625000000000
N
N
N
N
N
N
WOODSIDE FIN LTD
N/A
WOODSIDE FINANCE LTD
980236AP8
1800000.000000000000
PA
USD
1630086.980000000000
0.2241649449
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.700000000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL INC
N/A
ZF NORTH AMERICA CAPITAL INC
98877DAC9
191000.000000000000
PA
USD
183799.520000000000
0.0252755895
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.7500
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL INC
N/A
ZF NORTH AMERICA CAPITAL INC
98877DAD7
80000.000000000000
PA
USD
78323.740000000000
0.0107708589
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.875000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
655000.000000000000
PA
USD
599204.620000000000
0.0824009223
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE DEC 23
000000000
-987.000000000000
NC
USD
949977.630000000000
0.1306382332
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 5YR NOTE DEC 23
US 5YR NOTE DEC 23
2023-12-29
-104939680.760000000000
USD
949977.630000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE DEC 23
000000000
1100.000000000000
NC
USD
-823270.800000000000
-0.1132138688
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE DEC 23
US 2YR NOTE DEC 23
2023-12-29
223805302.600000000000
USD
-823270.800000000000
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2
N/A
ACAR_20-2
02529WAD9
2800000.000000000000
PA
USD
2795654.680000000000
0.3844505140
Long
ABS-MBS
CORP
US
N
2
2026-05-13
Fixed
5.650000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3
N/A
ACAR_23-3
02530EAE4
2725000.000000000000
PA
USD
2715840.460000000000
0.3734746885
Long
ABS-MBS
CORP
US
N
2
2029-10-12
Fixed
6.440000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMPANY
025537AV3
1600000.000000000000
PA
USD
1609808.190000000000
0.2213762632
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.750000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XBJ8
2100000.000000000000
PA
USD
1739658.170000000000
0.2392328647
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.500000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DP2
3000000.000000000000
PA
USD
2949288.360000000000
0.4055777826
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.150000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAC3
342032.990000000000
PA
USD
296430.040000000000
0.0407642196
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.775000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAD1
1225000.000000000000
PA
USD
956842.850000000000
0.1315823189
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
7172607.820000000000
PA
USD
5827809.120000000000
0.8014238053
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
1.820000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AR4
1500000.000000000000
PA
USD
1359246.440000000000
0.1869197209
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.500000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AA1
225000.000000000000
PA
USD
192050.080000000000
0.0264101831
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.2500
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAQ3
341000.000000000000
PA
USD
332615.740000000000
0.0457403746
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE PLC
635400FSFRHBFVPTP424
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAC2
335000.000000000000
PA
USD
321729.990000000000
0.0442433971
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
3943584.000000000000
0.5423105031
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
7.019600000000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS
N/A
AHT1_18-KEYS
04410CAG4
9100000.000000000000
PA
USD
8898532.370000000000
1.2237009700
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
6.829200000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
N/A
ASTRAZENECA FINANCE LLC
04636NAF0
1500000.000000000000
PA
USD
1473391.590000000000
0.2026166387
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.875000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING INC
05352TAA7
84000.000000000000
PA
USD
76589.820000000000
0.0105324151
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.6250
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_21-REV1
N/A
AVNT_21-REV1
05353LAC9
950000.000000000000
PA
USD
894472.880000000000
0.1230053772
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
140000.000000000000
PA
USD
130100.830000000000
0.0178910977
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAG0
3650000.000000000000
PA
USD
3535836.760000000000
0.4862382574
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
6.696700000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAJ4
1975000.000000000000
PA
USD
1928949.720000000000
0.2652637025
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
6.946700000000
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY
N/A
BAMLL_18-DSNY
054967AJ3
6500000.000000000000
PA
USD
6455311.850000000000
0.8877162035
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
6.730000000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
N/A
BAE SYSTEMS HOLDINGS INC
05523UAP5
2850000.000000000000
PA
USD
2737626.470000000000
0.3764706389
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.850000000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAA9
8500000.000000000000
PA
USD
8446870.750000000000
1.1615897432
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
6.697000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-XL
N/A
BX_19-XL
056054AF6
6188000.010000000000
PA
USD
6141588.770000000000
0.8445738941
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
6.696700000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-A
N/A
AFFRM_22-A
00834WAC5
7780000.000000000000
PA
USD
7400893.050000000000
1.0177498522
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
191372.370000000000
0.0263169863
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
284173.390000000000
0.0390787198
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.8750
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
248000.000000000000
PA
USD
251464.590000000000
0.0345806982
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
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
282064.620000000000
0.0387887277
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.2500
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LL
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAE3
304000.000000000000
PA
USD
293228.480000000000
0.0403239501
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.7500
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F0424A8
5250000.000000000000
PA
USD
5031616.960000000000
0.6919337143
Long
ABS-MBS
USGA
US
N
2
2038-10-18
Fixed
4.5000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAA9
505000.000000000000
PA
USD
445346.980000000000
0.0612428554
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
95000.000000000000
PA
USD
92085.410000000000
0.0126633248
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
1478122.160000000000
0.2032671733
Long
ABS-MBS
CORP
US
N
2
2027-07-13
Fixed
2.540000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
2180000.000000000000
PA
USD
2087350.440000000000
0.2870465209
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
7.034100000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
1931000.000000000000
PA
USD
1815139.610000000000
0.2496128585
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
7.334100000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-PAC
N/A
BX_21-PAC
05609PAL2
6350000.000000000000
PA
USD
6093978.800000000000
0.8380267058
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
6.744800000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
05635JAA8
3000000.000000000000
PA
USD
2903346.750000000000
0.3992600225
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
5.250000000000
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORPORAT
N/A
BAFC_05-5
05946XE74
78214.060000000000
PA
USD
72606.600000000000
0.0099846540
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
46854.400000000000
PA
USD
40567.350000000000
0.0055787071
Long
ABS-CBDO
CORP
US
N
2
2036-05-20
Variable
4.084800000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-2
N/A
UPST_21-2
91680FAB8
761681.200000000000
PA
USD
749610.840000000000
0.1030843597
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
935360.090000000000
PA
USD
916676.550000000000
0.1260587630
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJQ3
9300000.000000000000
PA
USD
8342393.690000000000
1.1472223538
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.658000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LNT9
2065000.000000000000
PA
USD
2037900.410000000000
0.2802462929
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.300000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST3
N/A
UPSPT_21-ST3
91681PAA7
881492.880000000000
PA
USD
851735.440000000000
0.1171282455
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
3063303.150000000000
PA
USD
2984925.480000000000
0.4104784984
Long
ABS-MBS
CORP
US
N
2
2030-01-20
Fixed
2.250000000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
06406RBG1
2050000.000000000000
PA
USD
1929866.760000000000
0.2653898113
Long
DBT
CORP
US
N
2
2028-06-13
Variable
3.992000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
06418GAD9
2000000.000000000000
PA
USD
1946858.900000000000
0.2677265222
Long
DBT
CORP
CA
N
2
2028-06-12
Fixed
5.250000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_18-4A
N/A
BABSN_18-4A
06760XAE4
10800000.000000000000
PA
USD
10695315.600000000000
1.4707895111
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
7.269600000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
N/A
BAUSCH & LOMB ESCROW CORP
071705AA5
73000.000000000000
PA
USD
73166.230000000000
0.0100616127
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
8.375000000000
N
N
N
N
N
N
BEACON ROOFING
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC
073685AF6
564000.000000000000
PA
USD
528265.430000000000
0.0726455658
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887CQ0
1600000.000000000000
PA
USD
1550084.290000000000
0.2131632016
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.6930
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAB3
3000000.000000000000
PA
USD
3015101.100000000000
0.4146281642
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
7.515000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
224000.000000000000
PA
USD
212344.560000000000
0.0292010225
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
265641.120000000000
PA
USD
257713.670000000000
0.0354400540
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
2031078.110000000000
PA
USD
1867589.930000000000
0.2568256780
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
1.917300000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TRUST INC
549300OLDJ20R2Y2UW20
BLACKSTONE MORTGAGE TRUST INC
09257WAD2
281000.000000000000
PA
USD
236171.820000000000
0.0324776798
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CM5
3250000.000000000000
PA
USD
2939460.000000000000
0.4042262144
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.700000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6
N/A
VOLT_21-NPL6
91835EAA7
7606922.700000000000
PA
USD
7084961.530000000000
0.9743038443
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
211000.000000000000
PA
USD
210032.060000000000
0.0288830141
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
151000.000000000000
PA
USD
133899.760000000000
0.0184135158
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
N/A
VENTURE GLOBAL LNG INC
92332YAA9
270000.000000000000
PA
USD
267372.750000000000
0.0367683434
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.1250
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AB8
162000.000000000000
PA
USD
161289.700000000000
0.0221801028
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
449362.480000000000
PA
USD
418434.930000000000
0.0575419865
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
1.449000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGH1
1700000.000000000000
PA
USD
1460877.930000000000
0.2008957956
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.1000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-4
N/A
VERUS_19-4
92537KAC8
1517810.300000000000
PA
USD
1434518.030000000000
0.1972708568
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.000000000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
VERTICAL US NEWCO INC
92537RAA7
250000.000000000000
PA
USD
229857.240000000000
0.0316093167
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.2500
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-2
N/A
VERUS_20-2
92537UAA0
218668.460000000000
PA
USD
213423.700000000000
0.0293494228
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
2.226000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1
N/A
BRAVO_21-NQM1
10569TAA6
3012339.180000000000
PA
USD
2616778.080000000000
0.3598519106
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Variable
0.941000000000
N
N
N
N
N
N
BROADCOM CORP
KFFV4ZWM9DJH1ND3BD89
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
3000000.000000000000
PA
USD
2819158.380000000000
0.3876826763
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.8750
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-8
N/A
VERUS_21-8
92538GAC6
8249566.970000000000
PA
USD
6781714.920000000000
0.9326022293
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.491000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-INV1
N/A
VERUS_22-INV1
92539JAA3
3122632.700000000000
PA
USD
3001718.120000000000
0.4127877747
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.041000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBE4
383000.000000000000
PA
USD
325477.870000000000
0.0447587949
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.2500
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCYR0
1436.700000000000
PA
USD
1388.410000000000
0.0001909302
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
197.890000000000
PA
USD
195.720000000000
0.0000269149
Long
ABS-MBS
USGA
US
N
2
2024-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMKX0
376.730000000000
PA
USD
365.310000000000
0.0000502364
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
3128PQCX7
854.740000000000
PA
USD
828.310000000000
0.0001139068
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
304.630000000000
PA
USD
298.630000000000
0.0000410668
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_23-6
N/A
VERUS_23-6
92539XAB0
1100000.000000000000
PA
USD
1097880.740000000000
0.1509774501
Long
ABS-CBDO
CORP
US
N
2
2068-09-25
Variable
6.939000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
273000.000000000000
PA
USD
254319.020000000000
0.0349732314
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PS6V4
421.030000000000
PA
USD
412.440000000000
0.0000567176
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
1511.910000000000
PA
USD
1482.940000000000
0.0002039297
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
5.985000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 12M LIBOR ARM
3128S4EM5
15690.640000000000
PA
USD
15911.350000000000
0.0021880838
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Variable
5.573000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
31294MAX9
774.140000000000
PA
USD
750.750000000000
0.0001032410
Long
ABS-MBS
USGA
US
N
2
2025-09-01
Fixed
4.000000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAC9
377000.000000000000
PA
USD
361085.990000000000
0.0496555227
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
508515.480000000000
0.0699296086
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138A2FH7
1287.110000000000
PA
USD
1258.340000000000
0.0001730434
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
12890.900000000000
PA
USD
12579.980000000000
0.0017299632
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AJMV1
1045.630000000000
PA
USD
1006.950000000000
0.0001384729
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
651.090000000000
PA
USD
632.580000000000
0.0000869906
Long
ABS-MBS
USGA
US
N
2
2026-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_03-W11
N/A
FNMA_03-W11
31393C6U2
5134.740000000000
PA
USD
5120.560000000000
0.0007041649
Long
ABS-CBDO
USGA
US
N
2
2033-06-25
Variable
5.720000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412N4V5
139.770000000000
PA
USD
137.750000000000
0.0000189430
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
355.200000000000
PA
USD
349.970000000000
0.0000481269
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
191.820000000000
PA
USD
188.990000000000
0.0000259894
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416NSN3
193.150000000000
PA
USD
190.360000000000
0.0000261778
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
31416RAJ2
308.590000000000
PA
USD
303.970000000000
0.0000418011
Long
ABS-MBS
USGA
US
N
2
2024-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416WH62
196.720000000000
PA
USD
190.380000000000
0.0000261805
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
208.380000000000
PA
USD
201.660000000000
0.0000277317
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31418XE61
895.640000000000
PA
USD
866.660000000000
0.0001191806
Long
ABS-MBS
USGA
US
N
2
2025-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AN7
2500000.000000000000
PA
USD
2249704.400000000000
0.3093729777
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.600000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
130000.000000000000
PA
USD
127355.500000000000
0.0175135677
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CE0
290000.000000000000
PA
USD
271846.640000000000
0.0373835800
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.7500
N
N
N
N
N
N
NXP BV
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAX6
3000000.000000000000
PA
USD
2738283.510000000000
0.3765609932
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
146564.290000000000
0.0201551061
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.8750
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAH1
159000.000000000000
PA
USD
156596.550000000000
0.0215347141
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.7500
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4
N/A
NRZT_19-NQM4
64828EAB1
1218216.750000000000
PA
USD
1104637.160000000000
0.1519065738
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.644400000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP/VICI NOTE CO
92564RAG0
121000.000000000000
PA
USD
116935.450000000000
0.0160806319
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
374000.000000000000
PA
USD
353445.910000000000
0.0486048806
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.1250
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
761188.480000000000
PA
USD
700693.250000000000
0.0963573513
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID INC
651229AW6
330000.000000000000
PA
USD
310961.010000000000
0.0427624774
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.7000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BB1
145000.000000000000
PA
USD
139086.730000000000
0.0191268132
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.8750
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAN9
240000.000000000000
PA
USD
223759.600000000000
0.0307707865
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.500000000000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
ACUSHNET CO
005095AA2
24000.000000000000
PA
USD
24192.450000000000
0.0033268772
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.375000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KCH1
2000000.000000000000
PA
USD
1926940.800000000000
0.2649874415
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.625000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
618000.000000000000
PA
USD
604854.120000000000
0.0831778256
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.2500
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B
N/A
AFFRM_23-B
00792FAA6
1525000.000000000000
PA
USD
1527305.340000000000
0.2100307049
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Fixed
6.820000000000
N
N
N
N
N
N
CCO HOLDINGS LLC
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBR3
77000.000000000000
PA
USD
74349.710000000000
0.0102243616
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.5000
N
N
N
N
N
N
CCO HOLDINGS LLC
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
794000.000000000000
PA
USD
739515.440000000000
0.1016960689
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.1250
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
859000.000000000000
PA
USD
827241.300000000000
0.1137598807
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
968743.850000000000
PA
USD
909814.390000000000
0.1251150982
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
1982789.410000000000
PA
USD
1825995.780000000000
0.2511057683
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
191000.000000000000
PA
USD
182077.180000000000
0.0250387381
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
11325993.540000000000
PA
USD
10978832.580000000000
1.5097779633
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
1500000.000000000000
PA
USD
1396488.440000000000
0.1920411353
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.4000
N
N
N
N
N
N
CIM TRUST CIM_21-NR1
N/A
CIM_21-NR1
12565YAA5
1578570.710000000000
PA
USD
1532028.920000000000
0.2106802782
Long
ABS-CBDO
CORP
US
N
2
2055-07-25
Variable
2.569000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAL6
166000.000000000000
PA
USD
150409.040000000000
0.0206838252
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.875000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAE0
85000.000000000000
PA
USD
74846.510000000000
0.0102926801
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.875000000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST CHNGE_22-NQM1
N/A
CHNGE_22-NQM1
12569CAA9
2096790.560000000000
PA
USD
2000293.320000000000
0.2750746723
Long
ABS-CBDO
CORP
US
N
2
2067-06-25
Variable
5.189000000000
N
N
N
N
N
N
CSMC_19-AFC1
N/A
CSMC 19-AFC1
12596XAA0
1201500.010000000000
PA
USD
1089286.880000000000
0.1497956468
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Fixed
2.573000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
2400000.000000000000
PA
USD
2352196.250000000000
0.3234673667
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAQ2
240000.000000000000
PA
USD
235723.410000000000
0.0324160158
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
437226.960000000000
0.0601262133
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
385489.160000000000
0.0530113775
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.2500
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AH0
164000.000000000000
PA
USD
155968.770000000000
0.0214483835
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
559651.290000000000
0.0769616604
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
256000.000000000000
PA
USD
248724.940000000000
0.0342039493
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.0000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAG0
680000.000000000000
PA
USD
661221.900000000000
0.0909293630
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4
N/A
CSMC_20-RPL4
126405AA7
5506829.320000000000
PA
USD
4671213.680000000000
0.6423720759
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
1128000.000000000000
PA
USD
1078999.140000000000
0.1483809059
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
2227085.410000000000
PA
USD
2167811.750000000000
0.2981113324
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
1669516.420000000000
PA
USD
1216447.230000000000
0.1672823780
Long
ABS-CBDO
CORP
US
N
2
2056-03-25
Variable
0.830000000000
N
N
N
N
N
N
CANPACK SA
N/A
CANPACK SA/EASTERN PA LAND INVEST
13805AAA5
178000.000000000000
PA
USD
164511.990000000000
0.0226232230
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
2988093.000000000000
0.4109140868
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
7.037800000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_13-4A
14310KAW1
5000000.000000000000
PA
USD
4930100.000000000000
0.6779733895
Long
ABS-MBS
CORP
KY
N
2
2031-01-15
Variable
6.989600000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
224000.000000000000
PA
USD
217859.980000000000
0.0299594874
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1
N/A
CSMC_21-RPL1
12660KAC5
3984948.460000000000
PA
USD
3668025.110000000000
0.5044164249
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
3008984.130000000000
PA
USD
2802594.900000000000
0.3854049134
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
3738302.860000000000
PA
USD
3573080.710000000000
0.4913599399
Long
ABS-CBDO
CORP
US
N
2
2067-05-25
Variable
5.169000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
254900XBEE6V1ENYS150
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
300000.000000000000
PA
USD
266668.470000000000
0.0366714928
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.1250
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_12
N/A
OAKC_12-7A
67102QAV0
5000000.000000000000
PA
USD
4958040.000000000000
0.6818156192
Long
ABS-MBS
CORP
KY
N
2
2034-02-20
Variable
6.711400000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_19-EXP2
N/A
OBX_19-EXP2
67113KAX6
449303.040000000000
PA
USD
393735.310000000000
0.0541453647
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
4.000000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
332000.000000000000
PA
USD
300308.240000000000
0.0412975387
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.7500
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
1000000.000000000000
PA
USD
900449.990000000000
0.1238273325
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.4930
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAC9
80000.000000000000
PA
USD
71663.800000000000
0.0098550028
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.7500
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
19952237.031000000000
NS
USD
19946251.360000000000
2.7429519973
Long
STIV
CORP
US
N
1
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_22-NQM7
N/A
OBX_22-NQM7
67117DAA8
4398214.060000000000
PA
USD
4254044.120000000000
0.5850040995
Long
ABS-CBDO
CORP
US
N
2
2062-08-25
Variable
5.110000000000
N
N
N
N
N
N
OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1
N/A
OVMLT_20-1
676477AA0
806396.070000000000
PA
USD
716856.670000000000
0.0985800991
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
1.732900000000
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
419382.970000000000
0.0576723583
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.5000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAY7
3000000.000000000000
PA
USD
2534361.810000000000
0.3485182586
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE FINANCE LLC
20338QAD5
274000.000000000000
PA
USD
255595.190000000000
0.0351487267
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.0000
N
N
N
N
N
N
CONSTELLIUM SE (FRANCE)
N/A
CONSTELLIUM NV
210383AG0
783000.000000000000
PA
USD
763886.660000000000
0.1050475301
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
PERMIAN RESOURCES OPERATING LLC
N/A
CENTENNIAL RESOURCES PRODUCTION
15138AAC4
140000.000000000000
PA
USD
138078.020000000000
0.0189880983
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.875000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TBA4
1800000.000000000000
PA
USD
1611215.950000000000
0.2215698543
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.450000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAD1
2650000.000000000000
PA
USD
2449669.300000000000
0.3368715844
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
183314.720000000000
PA
USD
181420.510000000000
0.0249484347
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.350000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMM OPT/OPT CAP
161175CD4
2900000.000000000000
PA
USD
2364349.580000000000
0.3251386582
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
60948.850000000000
PA
USD
56569.160000000000
0.0077792307
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
63594.800000000000
0.0087453768
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
6087162.690000000000
PA
USD
5424515.380000000000
0.7459639923
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
3.007000000000
N
N
N
N
N
N
CROWNROCK LP
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
568000.000000000000
PA
USD
558608.690000000000
0.0768182850
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
233331BJ5
1200000.000000000000
PA
USD
1158651.320000000000
0.1593344481
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CHURCHILL DOWNS INCORPORATED
171484AG3
128000.000000000000
PA
USD
121777.220000000000
0.0167464584
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
219000.000000000000
PA
USD
220733.210000000000
0.0303546059
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
228000.000000000000
PA
USD
219874.510000000000
0.0302365199
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
5800000.000000000000
PA
USD
5599068.220000000000
0.7699680045
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.6000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP
18060TAA3
741000.000000000000
PA
USD
735342.490000000000
0.1011222167
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP
N/A
GSMS_23-SHIP
36270GAA9
1850000.000000000000
PA
USD
1761980.870000000000
0.2423026191
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
4.466400000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAG4
3000000.000000000000
PA
USD
2627677.800000000000
0.3613508092
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
7.646700000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-5
N/A
PAID_21-5
69547EAA2
747748.510000000000
PA
USD
737783.860000000000
0.1014579470
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
1.530000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
N/A
GNMA 30YR
36295FDJ0
10858.860000000000
PA
USD
10858.090000000000
0.0014931738
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
814000.000000000000
PA
USD
794264.840000000000
0.1092250514
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1
N/A
PAID_21-HG1
69547PAA7
3022519.730000000000
PA
USD
2915660.960000000000
0.4009534378
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
478120.810000000000
PA
USD
455044.600000000000
0.0625764447
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.820000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_22-1
N/A
DRMT_22-1
24382JAA4
14882216.930000000000
PA
USD
12641535.470000000000
1.7384281558
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
2.205000000000
N
N
N
N
N
N
DEXT ABS DEXT_20-1
N/A
DEXT_20-1
25216AAB0
2318483.490000000000
PA
USD
2299170.520000000000
0.3161754184
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.920000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-5
N/A
PAID_22-5
69548HAA4
7023865.570000000000
PA
USD
7106413.550000000000
0.9772538653
Long
ABS-MBS
CORP
US
N
2
2030-06-17
Fixed
8.096000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC
549300HJUVLG7EAGZV92
PARK INTERMEDIATE HOLDINGS LLC
70052LAA1
599000.000000000000
PA
USD
598243.060000000000
0.0822686913
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.500000000000
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
4119705.000000000000
0.5665301642
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
6.687800000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GWV2
5100000.000000000000
PA
USD
4631324.940000000000
0.6368866894
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.814000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
2697000.000000000000
PA
USD
2605006.270000000000
0.3582330846
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC/PETSMART FIN CORP
71677KAA6
125000.000000000000
PA
USD
109550.170000000000
0.0150650291
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.7500
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CP2
3000000.000000000000
PA
USD
2899217.430000000000
0.3986921701
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.200000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DU0
4700000.000000000000
PA
USD
4653456.090000000000
0.6399301025
Long
DBT
CORP
GB
N
2
2029-03-09
Variable
6.161000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345AL6
250000.000000000000
PA
USD
229645.490000000000
0.0315801974
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.875000000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
444673.000000000000
PA
USD
400209.800000000000
0.0550357183
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.7500
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE
716973AC6
2615000.000000000000
PA
USD
2520456.430000000000
0.3466060301
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.450000000000
N
N
N
N
N
N
PHILLIPS 66 CO
N/A
PHILLIPS 66
718547AT9
1600000.000000000000
PA
USD
1565379.730000000000
0.2152665872
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.950000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
HEALTHSOUTH CORPORATION
421924BT7
91000.000000000000
PA
USD
89503.210000000000
0.0123082280
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
640000.000000000000
PA
USD
605039.170000000000
0.0832032731
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.5000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBG3
2000000.000000000000
PA
USD
1995002.180000000000
0.2743470498
Long
DBT
CORP
GB
N
2
2027-10-24
Fixed
5.300000000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP
25470MAG4
346000.000000000000
PA
USD
347190.800000000000
0.0477446955
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.750000000000
N
N
N
N
N
N
WILLIAMS SCOTS
549300DAKDS8SCO1OT57
PICASSO FINANCE SUB INC
71953LAA9
438000.000000000000
PA
USD
433649.670000000000
0.0596342745
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.125000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAE8
80000.000000000000
PA
USD
81221.870000000000
0.0111694015
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.875000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1A
N/A
HERTZ_21-1A
42806MAC3
3000000.000000000000
PA
USD
2849547.900000000000
0.3918617570
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
132000.000000000000
PA
USD
129654.560000000000
0.0178297279
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.3750
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP
72650RBL5
2500000.000000000000
PA
USD
2388789.980000000000
0.3284996328
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.500000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
274000.000000000000
PA
USD
263072.970000000000
0.0361770498
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
953187.180000000000
PA
USD
889135.960000000000
0.1222714591
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
236641.320000000000
0.0325422441
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.375000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2
N/A
PRET_21-NPL2
741386AA4
1549216.880000000000
PA
USD
1433889.610000000000
0.1971844383
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
1444604.500000000000
PA
USD
1394047.530000000000
0.1917054682
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
2.239500000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1
N/A
HOF_22-1
43789KAA0
6434600.640000000000
PA
USD
6204788.230000000000
0.8532649048
Long
ABS-CBDO
CORP
US
N
2
2067-07-25
Variable
5.082000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-BPL1
N/A
HOF_20-BPL1
43789YAA0
102025.770000000000
PA
USD
101791.110000000000
0.0139980252
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.228200000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA1
N/A
STACR_20-DNA1
35565HAH8
399146.240000000000
PA
USD
399144.600000000000
0.0548892350
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
7.129400000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-2
N/A
FREED_21-2
35635CAC6
5843793.770000000000
PA
USD
5819367.880000000000
0.8002629898
Long
ABS-MBS
CORP
US
N
2
2028-06-19
Fixed
1.940000000000
N
N
N
N
N
N
Hudbay
549300WI524AL577IX21
HUDBAY MINERALS INC
443628AJ1
791000.000000000000
PA
USD
737675.360000000000
0.1014430263
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
855000.000000000000
PA
USD
802297.900000000000
0.1103297350
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
1060000.000000000000
PA
USD
1059884.380000000000
0.1457522982
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
414887.680000000000
0.0570541788
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.000000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL3
N/A
PRET_21-NPL3
74143EAA0
7754771.670000000000
PA
USD
7066486.830000000000
0.9717632559
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
196000.000000000000
PA
USD
194891.010000000000
0.0268008597
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.250000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
617000.000000000000
PA
USD
532187.680000000000
0.0731849425
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
2447243.270000000000
PA
USD
1869809.370000000000
0.2571308891
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Variable
1.516000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LES4
2500000.000000000000
PA
USD
2189132.350000000000
0.3010432809
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
936441.500000000000
0.1287767830
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 PLC
45674GAA2
633000.000000000000
PA
USD
579905.260000000000
0.0797469290
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.375000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAD0
2025000.000000000000
PA
USD
1899226.640000000000
0.2611762687
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
1122245.170000000000
0.1543279775
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
2.078000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAE6
300000.000000000000
PA
USD
284233.500000000000
0.0390869859
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
335170.680000000000
0.0460917227
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
3.874000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM2
N/A
GCAT_21-CM2
36167AAA8
3268092.070000000000
PA
USD
2910151.020000000000
0.4001957264
Long
ABS-CBDO
CORP
US
N
2
2066-08-25
Variable
2.352000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC
36168QAJ3
280000.000000000000
PA
USD
268558.920000000000
0.0369314621
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP / SUNOCO FINANCE CORP
86765KAA7
185000.000000000000
PA
USD
182498.210000000000
0.0250966370
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
2500000.000000000000
PA
USD
2197748.450000000000
0.3022281426
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
642000.000000000000
PA
USD
628044.900000000000
0.0863669560
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
88033GDS6
589000.000000000000
PA
USD
569714.960000000000
0.0783455878
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.2500
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK
89115A2U5
1900000.000000000000
PA
USD
1874330.980000000000
0.2577526881
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.523000000000
N
N
N
N
N
N
TOWD POINT HE TRUST TPHT_21-HE1
N/A
TPHT_21-HE1
89180DAD8
1150000.000000000000
PA
USD
979879.580000000000
0.1347502647
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
4095803.870000000000
PA
USD
3785281.730000000000
0.5205412232
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
893647BE6
716000.000000000000
PA
USD
706199.740000000000
0.0971145882
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.2500
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BR7
112000.000000000000
PA
USD
110383.450000000000
0.0151796194
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.750000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
754000.000000000000
PA
USD
704211.870000000000
0.0968412220
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.5000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAG7
2400000.000000000000
PA
USD
2223026.500000000000
0.3057043085
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
902494BC6
1000000.000000000000
PA
USD
926515.100000000000
0.1274117326
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.550000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAG6
136000.000000000000
PA
USD
135719.370000000000
0.0186637434
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.875000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAF7
648000.000000000000
PA
USD
651986.450000000000
0.0896593301
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
571867.940000000000
0.0786416595
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.3750
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJM3
2500000.000000000000
PA
USD
2434778.400000000000
0.3348238300
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.775000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CBE0
7490000.000000000000
PA
USD
7377357.440000000000
1.0145133018
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.125000000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORPORATION
913017CY3
2775000.000000000000
PA
USD
2583406.010000000000
0.3552626780
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.1250
N
N
N
N
N
N
GCAT TRUST GCAT_22-NQM4
N/A
GCAT_22-NQM4
36170HAA8
3646697.860000000000
PA
USD
3539686.610000000000
0.4867676779
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.269000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 1YR CMT ARM
36225CNB8
4860.920000000000
PA
USD
4686.920000000000
0.0006445320
Long
ABS-MBS
USGA
US
N
2
2030-03-20
Variable
3.625000000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1
N/A
GSMBS_20-NQM1
36259WAA9
956717.440000000000
PA
USD
857435.710000000000
0.1179121305
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
1542571.520000000000
0.2121300667
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
1.640000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDE9
2400000.000000000000
PA
USD
2195817.740000000000
0.3019626368
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
204000.000000000000
PA
USD
198978.780000000000
0.0273629983
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.125000000000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE TECHNOLOGIES INC
36267VAF0
1000000.000000000000
PA
USD
998127.160000000000
0.1372596203
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.6500
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
460599AD5
150000.000000000000
PA
USD
147004.490000000000
0.0202156411
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.2500
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-3
N/A
UPST_21-3
91679LAB8
1250000.000000000000
PA
USD
1223272.250000000000
0.1682209354
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
1015413.730000000000
PA
USD
995642.910000000000
0.1369179932
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
407547.630000000000
PA
USD
405551.500000000000
0.0557702937
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
2.309000000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAA5
3563416.060000000000
PA
USD
3219588.810000000000
0.4427487350
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.312000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
460599AF0
201000.000000000000
PA
USD
188857.690000000000
0.0259711747
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.125000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAC5
255000.000000000000
PA
USD
235198.570000000000
0.0323438412
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.8750
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAA0
274000.000000000000
PA
USD
260974.300000000000
0.0358884466
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.5000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
423000.000000000000
PA
USD
400739.360000000000
0.0551085419
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.6250
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAE1
240000.000000000000
PA
USD
220833.040000000000
0.0303683342
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST JPMMT_0
N/A
JPMMT_05-S3
466247B51
7134.770000000000
PA
USD
5899.350000000000
0.0008112619
Long
ABS-CBDO
CORP
US
N
2
2024-01-25
Fixed
5.500000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT_07-A2
46630PAP0
4439.310000000000
PA
USD
3539.110000000000
0.0004866884
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
3.925900000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAR7
7750000.000000000000
PA
USD
7140580.150000000000
0.9819523594
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.005000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4
N/A
VOLT_21-NPL4
92873BAA4
3026204.480000000000
PA
USD
2891811.340000000000
0.3976737056
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
6501912.660000000000
PA
USD
5923499.910000000000
0.8145829317
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
1.991800000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
120000.000000000000
PA
USD
111870.560000000000
0.0153841226
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
OPENLANE INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
581000.000000000000
PA
USD
562854.140000000000
0.0774021073
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAU5
1500000.000000000000
PA
USD
1334449.740000000000
0.1835097490
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
1550000.000000000000
PA
USD
1460277.940000000000
0.2008132867
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
2145000.000000000000
PA
USD
2031069.120000000000
0.2793068732
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.850000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAF0
2000000.000000000000
PA
USD
1822145.420000000000
0.2505762777
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
72157.200000000000
0.0099228538
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
672425.940000000000
0.0924701109
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
2870457.560000000000
PA
USD
2687886.130000000000
0.3696304882
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
5408831.120000000000
PA
USD
4995881.470000000000
0.6870194709
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
2982774.310000000000
PA
USD
2899413.820000000000
0.3987191771
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
839381.340000000000
0.1154293447
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
200000.000000000000
PA
USD
192113.280000000000
0.0264188742
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
337431.710000000000
PA
USD
330746.650000000000
0.0454833426
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
2800000.000000000000
PA
USD
2578538.450000000000
0.3545933050
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
919454.690000000000
PA
USD
833017.670000000000
0.1145542308
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
1.479000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEV3
5200000.000000000000
PA
USD
5234413.440000000000
0.7198217119
Long
DBT
CORP
US
N
2
2028-10-18
Variable
6.296000000000
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN TRUST MSM_04-10AR
N/A
MSM_04-10AR
61748HFE6
26768.870000000000
PA
USD
24992.620000000000
0.0034369143
Long
ABS-CBDO
CORP
US
N
2
2034-11-25
Variable
5.836700000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
3675000.000000000000
PA
USD
3075547.600000000000
0.4229405957
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAU2
250000.000000000000
PA
USD
251922.730000000000
0.0346437004
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.750000000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAJ8
1125000.000000000000
PA
USD
873201.710000000000
0.1200802262
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
8.196700000000
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2
N/A
OMFIT_22-2A
68268VAA3
11000000.000000000000
PA
USD
10783381.400000000000
1.4829000705
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
2023434.410000000000
PA
USD
2024568.140000000000
0.2784128768
Long
ABS-MBS
CORP
US
N
2
2030-01-08
Fixed
7.451000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XCM5
2000000.000000000000
PA
USD
1906380.840000000000
0.2621600941
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
534000.000000000000
PA
USD
523375.030000000000
0.0719730519
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.250000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC (
693475BK0
2600000.000000000000
PA
USD
2517075.110000000000
0.3461410405
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
2000000.000000000000
PA
USD
1874980.960000000000
0.2578420715
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.100000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
2770967.170000000000
PA
USD
2626265.600000000000
0.3611566075
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
6084136.870000000000
PA
USD
5591888.830000000000
0.7689807151
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2
N/A
PRPM_21-2
69359UAA3
1763931.460000000000
PA
USD
1676834.700000000000
0.2305935590
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
1584561.070000000000
PA
USD
1384083.350000000000
0.1903352224
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.319000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10
N/A
PRPM_21-10
69360HAA9
3259362.010000000000
PA
USD
3038183.010000000000
0.4178023231
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
5400878.790000000000
PA
USD
5033202.080000000000
0.6921516955
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.363000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAA4
12554630.910000000000
PA
USD
10141330.790000000000
1.3946070890
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
6627575.060000000000
PA
USD
6295831.790000000000
0.8657849574
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
2.487100000000
N
N
N
N
N
N
PRPM LLC PRPM_23-NQM1
N/A
PRPM_23-NQM1
693965AA3
2407834.060000000000
PA
USD
2392853.240000000000
0.3290584008
Long
ABS-CBDO
CORP
US
N
2
2068-01-25
Variable
6.234000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-2
N/A
PAID_21-2
69546LAA7
2044706.580000000000
PA
USD
1946132.300000000000
0.2676266023
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_22-1
N/A
PAID_22-1
69546MAA5
1653690.810000000000
PA
USD
1621362.640000000000
0.2229651984
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Fixed
2.030000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-3
N/A
PAID_21-3
69546RAA4
449196.730000000000
PA
USD
447637.570000000000
0.0615578509
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.150000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
215000.000000000000
PA
USD
192095.020000000000
0.0264163631
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
8065709.420000000000
1.1091735166
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.961400000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAA9
437000.000000000000
PA
USD
395162.660000000000
0.0543416499
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
2327991.210000000000
PA
USD
2319868.850000000000
0.3190217942
Long
ABS-MBS
CORP
KY
N
2
2030-02-20
Variable
6.681400000000
N
N
N
N
N
N
RACEP_15-9A
N/A
RACEP_15-9A
74982WAE6
4975000.000000000000
PA
USD
4891927.450000000000
0.6727240085
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
6.019600000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A
N/A
RRAM_18-3A
74988LAC8
10000000.000000000000
PA
USD
9901890.000000000000
1.3616798697
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
6.969600000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AU5
285000.000000000000
PA
USD
276996.180000000000
0.0380917302
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
750236AX9
423000.000000000000
PA
USD
420535.150000000000
0.0578308028
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
406000.000000000000
PA
USD
307688.910000000000
0.0423125075
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A
N/A
RPM_21-2A
76088LAA6
1725180.950000000000
PA
USD
1538921.620000000000
0.2116281428
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
87782.400000000000
0.0120715870
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.750000000000
N
N
N
N
N
N
ROCKET MORTGAGE LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC/ROCKET MORT
77313LAA1
861000.000000000000
PA
USD
757831.990000000000
0.1042149090
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.8750
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153AZ5
83000.000000000000
PA
USD
87609.700000000000
0.0120478378
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.5000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BH4
303000.000000000000
PA
USD
277298.180000000000
0.0381332604
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
259514.730000000000
0.0356877307
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
78016HZS2
2000000.000000000000
PA
USD
1945802.720000000000
0.2675812794
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
5.200000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AC4
4000000.000000000000
PA
USD
3926697.600000000000
0.5399883332
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
2.760000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_20-1
N/A
SCFET_20-1A
784054AD0
4900000.000000000000
PA
USD
4766108.480000000000
0.6554217401
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
210790.000000000000
0.0289872438
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.8750
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC
852234AN3
301000.000000000000
PA
USD
270392.860000000000
0.0371836603
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.7500
N
N
N
N
N
N
STANDARD INDUSTRIES INC
N/A
STANDARD INDUSTRIES INC
853496AC1
341000.000000000000
PA
USD
316690.900000000000
0.0435504357
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.0000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
1735296.590000000000
PA
USD
1640554.600000000000
0.2256044224
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
375659.060000000000
PA
USD
337988.500000000000
0.0464792213
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.593000000000
N
N
N
N
N
N
2023-10-23
Columbia Funds Series Trust
Martha Skinner
Martha Skinner
Assistant Treasurer