0001752724-24-043208.txt : 20240227
0001752724-24-043208.hdr.sgml : 20240227
20240227160631
ACCESSION NUMBER: 0001752724-24-043208
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Active Trust
CENTRAL INDEX KEY: 0001516212
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22542
FILM NUMBER: 24686549
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active Trust
DATE OF NAME CHANGE: 20141208
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active ETF Trust
DATE OF NAME CHANGE: 20110322
0001516212
S000046314
SPDR DoubleLine Total Return Tactical ETF
C000144728
SPDR DoubleLine Total Return Tactical ETF
TOTL
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001516212
XXXXXXXX
S000046314
C000144728
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
617-664-8594
SPDR DoubleLine Total Return Tactical ETF
S000046314
549300BX4XYYCFT9AP37
2024-06-30
2023-12-31
N
3197213394.91
4469140.93
3192744253.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2945236.98000000
0.00000000
0.00000000
448.69000000
USD
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DT4
530000.00000000
PA
USD
538379.30000000
0.016862587704
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.13000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
220000.00000000
PA
USD
198019.80000000
0.006202181704
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3142BNBX1
11883305.69000000
PA
USD
10536013.33000000
0.329998662337
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Floating
2.22000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAC7
1050000.00000000
PA
USD
1076250.00000000
0.033709245538
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.35000000
N
N
N
N
N
N
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco Inc 2023 Term Loan B
91838LAG5
100000.00000000
PA
USD
100625.00000000
0.003151677428
Long
LON
CORP
US
N
2
2030-08-09
Variable
9.61000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
4160000.00000000
PA
USD
4181590.40000000
0.130971667861
Long
DBT
CORP
US
N
2
2026-05-15
Floating
6.81000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
1600000.00000000
PA
USD
1515568.00000000
0.047469132490
Long
DBT
CORP
MX
Y
2
2026-06-08
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
5395000.00000000
PA
USD
4282389.15000000
0.134128787317
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AX2
1105000.00000000
PA
USD
1068568.15000000
0.033468642177
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
265000.00000000
PA
USD
254768.35000000
0.007979604056
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
N
Catamaran CLO Ltd
N/A
Catamaran CLO 2018-1 Ltd
14900CAG0
1000000.00000000
PA
USD
989038.00000000
0.030977676923
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
8.14000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
1845000.00000000
PA
USD
1514062.35000000
0.047421973999
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings Inc 2021 Term Loan B3
00216EAE9
242155.11000000
PA
USD
241802.77000000
0.007573508892
Long
LON
CORP
US
N
2
2028-09-15
Variable
9.61000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
540000.00000000
PA
USD
538952.40000000
0.016880537779
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Allegro CLO Ltd
635400R1GOVCHJ4SNX58
Allegro CLO II-S Ltd
01751EAC2
183466.94000000
PA
USD
183063.31000000
0.005733729213
Long
ABS-CBDO
CORP
KY
N
2
2028-10-21
Floating
6.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAG8
1500000.00000000
PA
USD
1463187.00000000
0.045828506250
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
8.41000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc Term Loan
29279UAB2
260980.80000000
PA
USD
256373.18000000
0.008029868965
Long
LON
CORP
US
N
2
2028-02-10
Variable
9.42000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVIII Ltd
83615CAG1
4000000.00000000
PA
USD
3875748.00000000
0.121392372570
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
9.29000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
000000000
1700000.00000000
PA
USD
1625336.00000000
0.050907177985
Long
DBT
CORP
PE
Y
2
2030-07-08
Fixed
4.00000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2023 Term Loan B
46284NAV1
165000.00000000
PA
USD
165258.23000000
0.005176055983
Long
LON
CORP
US
N
2
2031-01-31
None
0.00000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc 2021 Term Loan
12541HAT0
1242349.14000000
PA
USD
1245734.54000000
0.039017673853
Long
LON
CORP
US
N
2
2028-09-29
Variable
8.72000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
900000.00000000
PA
USD
696111.33000000
0.021802915442
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
345000.00000000
PA
USD
318824.85000000
0.009985918840
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.88000000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc 2022 USD Delayed Draw Term Loan
000000000
40642.11000000
PA
USD
40388.10000000
0.001264996403
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.70000000
N
N
N
N
N
N
EG Group Ltd.
549300BY1CRYVPEG9R57
EG Group Limited 2023 USD Tranche C Term Loan B
000000000
91385.97000000
PA
USD
90015.18000000
0.002819367066
Long
LON
CORP
US
N
2
2028-02-07
Variable
11.24000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2020 Term Loan B
04621HAN3
253324.40000000
PA
USD
254212.30000000
0.007962188004
Long
LON
CORP
US
N
2
2027-02-12
Variable
8.97000000
N
N
N
N
N
N
CNT Holdings I Corp
254900SYIEHMSB69WT08
CNT Holdings I Corp 2020 Term Loan
12656AAC3
132539.38000000
PA
USD
132962.84000000
0.004164531494
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.93000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
1700000.00000000
PA
USD
1129794.86000000
0.035386325058
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Inc / Acuris Finance SARL
00511BAA5
675000.00000000
PA
USD
552102.75000000
0.017292420127
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
580000.00000000
PA
USD
528565.60000000
0.016555212630
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-1 LLC
693582AA6
13680994.64000000
PA
USD
13191983.90000000
0.413186364161
Long
ABS-O
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
First Advantage Holdings, LLC
549300MRQE5MQEH3BI02
First Advantage Holdings, LLC 2021 Term Loan B
78477MAF8
275666.50000000
PA
USD
276803.62000000
0.008669771142
Long
LON
CORP
US
N
2
2027-01-31
Variable
8.22000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
000000000
300000.00000000
PA
USD
294858.00000000
0.009235252702
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
900000.00000000
PA
USD
697878.00000000
0.021858249345
Long
DBT
CORP
IN
Y
2
2032-02-02
Fixed
3.83000000
N
N
N
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp Ltd
000000000
200000.00000000
PA
USD
166116.10000000
0.005202925345
Long
DBT
CORP
MU
Y
2
2030-06-16
Fixed
4.63000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
1585000.00000000
PA
USD
1585380.40000000
0.049655727921
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2021 USD Term Loan B
45673YAH9
324225.00000000
PA
USD
325306.29000000
0.010188924139
Long
LON
CORP
US
N
2
2028-10-27
Variable
8.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJM4
8700000.00000000
PA
USD
8951484.38000000
0.280369602696
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.38000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
490000.00000000
PA
USD
487976.30000000
0.015283914437
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
205000.00000000
PA
USD
190397.85000000
0.005963454472
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1375000.00000000
PA
USD
1273511.25000000
0.039887668685
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
1.63000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
745000.00000000
PA
USD
734502.95000000
0.023005380060
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
308148.81000000
PA
USD
234439.61000000
0.007342887226
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems Inc 2022 Term Loan
84857HAY6
79000.00000000
PA
USD
79361.82000000
0.002485692986
Long
LON
CORP
US
N
2
2027-01-15
Variable
9.63000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
680000.00000000
PA
USD
623913.60000000
0.019541609047
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2MR4
10000000.00000000
PA
USD
8014951.30000000
0.251036433313
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.41000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
000000000
520644.01000000
PA
USD
373452.74000000
0.011696919962
Long
DBT
CORP
KY
Y
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
2235000.00000000
PA
USD
2146471.65000000
0.067229677019
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LEPE1
10000000.00000000
PA
USD
8258263.00000000
0.258657203429
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
1.91000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
225000.00000000
PA
USD
138757.50000000
0.004346026144
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
Camelot U.S. Acquisition LLC
N/A
Camelot U.S. Acquisition LLC Term Loan B
000000000
341678.34000000
PA
USD
342575.25000000
0.010729805544
Long
LON
CORP
LU
N
2
2026-10-30
Variable
8.47000000
N
N
N
N
N
N
CIA DE MINAS BUENAVENTUR
529900WQB1ZU9KB6EL71
Cia de Minas Buenaventura SAA
000000000
900000.00000000
PA
USD
858690.00000000
0.026895044879
Long
DBT
CORP
PE
Y
2
2026-07-23
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DAL2
41820866.32000000
PA
USD
5768745.21000000
0.180682972111
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd
87404LAA0
1053649.92000000
PA
USD
955842.65000000
0.029937964771
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.97000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
560000.00000000
PA
USD
533444.80000000
0.016708034141
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
290000.00000000
PA
USD
301997.30000000
0.009458862845
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
200000.00000000
PA
USD
212826.00000000
0.006665926960
Long
DBT
CORP
MX
N
2
2028-03-14
Fixed
9.13000000
N
N
N
N
N
N
FENIX POWER PERU SA
549300VBTI7WLU4G4642
Fenix Power Peru SA
000000000
265882.35000000
PA
USD
248913.74000000
0.007796231711
Long
DBT
CORP
PE
Y
2
2027-09-20
Fixed
4.32000000
N
N
N
N
N
N
Greystone Select Financial LLC
N/A
Greystone Select Financial LLC Term Loan B
39808KAB3
87230.78000000
PA
USD
86794.63000000
0.002718496161
Long
LON
CORP
US
N
2
2028-06-16
Variable
10.66000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83614XAW1
500000.00000000
PA
USD
458545.00000000
0.014362096163
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
9.03000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
2235000.00000000
PA
USD
2129552.70000000
0.066699758283
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA4
32052WAG4
1890960.65000000
PA
USD
730602.30000000
0.022883207732
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2018-1
70016RAS4
4000000.00000000
PA
USD
3918400.00000000
0.122728276626
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
7.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAR97
8279092.50000000
PA
USD
7250728.37000000
0.227100193225
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQCK9
8254825.83000000
PA
USD
8166380.57000000
0.255779352192
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1000000.00000000
PA
USD
974630.00000000
0.030526403697
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXXIII Ltd
83616KAG2
700000.00000000
PA
USD
643020.00000000
0.020140040944
Long
ABS-CBDO
CORP
JE
N
2
2035-04-25
Floating
8.68000000
N
N
N
N
N
N
OneDigital Borrower LLC
2549009GTKWWAO1E9X77
OneDigital Borrower LLC 2021 Term Loan
68277FAE9
308814.71000000
PA
USD
309009.26000000
0.009678484570
Long
LON
CORP
US
N
2
2027-11-16
Floating
9.71000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
335000.00000000
PA
USD
226922.30000000
0.007107437425
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
1660000.00000000
PA
USD
1579174.60000000
0.049461355948
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Through Certificates
N/A
TBW Mortgage-Backed Trust 2006-6
87222PAC7
10413058.05000000
PA
USD
2370911.91000000
0.074259374425
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.16000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1NH5
75778656.80000000
PA
USD
978400.97000000
0.030644514316
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Floating
0.00000000
N
N
N
N
N
N
LaserShip, Inc.
N/A
LaserShip Inc 2021 Term Loan
51809EAB1
151773.66000000
PA
USD
139821.48000000
0.004379351080
Long
LON
CORP
US
N
2
2028-05-07
Variable
10.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AA8
2337888.44000000
PA
USD
2160716.61000000
0.067675843666
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWF2
2962131.75000000
PA
USD
2770731.56000000
0.086782132848
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
2340000.00000000
PA
USD
2145920.40000000
0.067212411308
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
310000.00000000
PA
USD
244199.40000000
0.007648573783
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
American Tire Distributors Holdings, Inc.
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Holdings, Inc. 2021 Term Loan B
03021BAL8
237525.00000000
PA
USD
199936.67000000
0.006262220024
Long
LON
CORP
US
N
2
2028-10-20
Variable
11.91000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
300000.00000000
PA
USD
252804.00000000
0.007918078614
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
OMNIA Partners LLC
549300SMECQREC3K2B56
OMNIA Partners LLC Delayed Draw Term Loan
000000000
12451.52000000
PA
USD
12544.97000000
0.000392921230
Long
LON
CORP
US
N
2
2030-07-25
Fixed
0.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAH4
1090000.00000000
PA
USD
1138733.90000000
0.035666304890
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQB35
11087517.14000000
PA
USD
10077193.64000000
0.315627962604
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBD93
212086.53000000
PA
USD
210460.87000000
0.006591848681
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) SARL
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan
000000000
150562.13000000
PA
USD
146128.83000000
0.004576903703
Long
LON
CORP
LU
N
2
2025-02-28
Variable
12.37000000
N
N
Y
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
400000.00000000
PA
USD
359184.00000000
0.011250008501
Long
DBT
CORP
IN
Y
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4
86359RAD8
582632.88000000
PA
USD
563486.87000000
0.017648982354
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
5.81000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc 2019 Term Loan B
00164DAQ6
48675.47000000
PA
USD
40796.37000000
0.001277783835
Long
LON
CORP
US
N
2
2026-04-22
Variable
8.47000000
N
N
N
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center Inc 2021 First Lien Term Loan B
76009WAW0
157647.79000000
PA
USD
157943.38000000
0.004946947435
Long
LON
CORP
US
N
2
2028-02-17
Variable
9.12000000
N
N
N
N
N
N
Citimortgage Alternative Loan Trust
N/A
CitiMortgage Alternative Loan Trust Series 2007-A3
12567AAD9
2696936.79000000
PA
USD
2075357.64000000
0.065002313837
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VBE4
1250000.00000000
PA
USD
1246375.00000000
0.039037733712
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
7.76000000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
365000.00000000
PA
USD
350980.35000000
0.010993061832
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.88000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
885000.00000000
PA
USD
871194.00000000
0.027286682887
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
Cosan Overseas Ltd
222100V5GTJGKUH55655
Cosan Overseas Ltd
000000000
900000.00000000
PA
USD
896191.25000000
0.028069622202
Long
DBT
CORP
KY
Y
2
2024-02-05
Fixed
8.25000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
450000.00000000
PA
USD
421047.00000000
0.013187620633
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
3378180.55000000
PA
USD
175230.08000000
0.005488384476
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.15000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
560000.00000000
PA
USD
576548.00000000
0.018058070241
Long
DBT
CORP
XX
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAL2
2040903.20000000
PA
USD
1627791.33000000
0.050984081420
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.19000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
9500000.00000000
PA
USD
9817733.01000000
0.307501391561
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
9.09000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
249044.51000000
PA
USD
250212.53000000
0.007836911136
Long
LON
CORP
US
N
2
2025-10-02
None
0.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
2465000.00000000
PA
USD
2137993.10000000
0.066964120202
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
1400000.00000000
PA
USD
854210.00000000
0.026754726719
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
380000.00000000
PA
USD
309012.20000000
0.009678576654
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR4-I Trust
05532XDU4
5410835.56000000
PA
USD
4235938.63000000
0.132673909747
Long
ABS-MBS
CORP
US
N
2
2037-01-26
Variable
5.81000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAN5
1923000.00000000
PA
USD
1838064.61000000
0.057570054592
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.48000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
1730000.00000000
PA
USD
1684691.30000000
0.052766246400
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-12
17025LAJ7
2092235.87000000
PA
USD
1222083.80000000
0.038276908602
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
876108.99000000
PA
USD
841585.76000000
0.026359322672
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80000000
N
N
N
N
N
N
BANCO EST RIO GRANDE SUL
254900W2BN097WLYIM20
Banco do Estado do Rio Grande do Sul SA
000000000
500000.00000000
PA
USD
464795.00000000
0.014557852525
Long
DBT
CORP
BR
Y
2
2031-01-28
Fixed
5.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
925000.00000000
PA
USD
895011.50000000
0.028032671232
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 40, LTD.
N/A
Octagon Investment Partners 40 Ltd
67592BAS7
500000.00000000
PA
USD
472800.00000000
0.014808577273
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
9.03000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDS6
245000.00000000
PA
USD
245747.25000000
0.007697054021
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BQDR7
37974937.69000000
PA
USD
5410776.59000000
0.169471030548
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
2.50000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
1200000.00000000
PA
USD
1009032.00000000
0.031603909356
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ACDP2
22437330.99000000
PA
USD
20141788.30000000
0.630861312330
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-OA2
126694R75
1636791.67000000
PA
USD
1337057.75000000
0.041878009750
Long
ABS-MBS
CORP
US
N
2
2046-05-20
Floating
5.89000000
N
N
N
N
N
N
Nexa Resources SA
549300QRMRHM7GAU7L47
Nexa Resources SA
000000000
500000.00000000
PA
USD
485390.00000000
0.015202908889
Long
DBT
CORP
LU
Y
2
2027-05-04
Fixed
5.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380R4L1
55814243.02000000
PA
USD
3272922.65000000
0.102511268978
Long
ABS-MBS
USGA
US
N
2
2063-05-16
Variable
0.83000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
720000.00000000
PA
USD
651873.60000000
0.020417344708
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Banff Merger Sub, Inc.
5493006T045HLTF7YX04
Banff Merger Sub Inc 2023 USD Term Loan
05988HAG2
470000.00000000
PA
USD
474053.75000000
0.014847845999
Long
LON
CORP
US
N
2
2028-12-29
None
0.00000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
400000.00000000
PA
USD
393144.00000000
0.012313670270
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
501225.90000000
PA
USD
504318.46000000
0.015795767524
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.47000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAH2
20493172.64000000
PA
USD
131726.42000000
0.004125805561
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
0.59000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
375000.00000000
PA
USD
378727.50000000
0.011862130815
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383PQQ7
3633949.85000000
PA
USD
562570.76000000
0.017620288856
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd
55955JAA5
500000.00000000
PA
USD
492443.50000000
0.015423831689
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
11.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB3X4
3373359.53000000
PA
USD
2950507.87000000
0.092412909875
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
GOGO Intermediate Holdings LLC
N/A
GOGO Intermediate Holdings LLC Term Loan B
38046JAB0
143189.29000000
PA
USD
143692.60000000
0.004500598499
Long
LON
CORP
US
N
2
2028-04-30
Variable
9.22000000
N
N
N
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd
000000000
931000.00000000
PA
USD
889281.89000000
0.027853214014
Long
DBT
CORP
BM
Y
2
2027-11-09
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHG5
7777394.90000000
PA
USD
298938.95000000
0.009363072210
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Floating
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
3355000.00000000
PA
USD
3180573.55000000
0.099618801162
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BQ6
1055000.00000000
PA
USD
1054472.50000000
0.033027152070
Long
DBT
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
550000.00000000
PA
USD
526388.50000000
0.016487023642
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
510000.00000000
PA
USD
459612.00000000
0.014395515689
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP
68306MAA7
540000.00000000
PA
USD
559607.40000000
0.017527473404
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAQ0
1626877.00000000
PA
USD
1603775.35000000
0.050231876480
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.06000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
200000.00000000
PA
USD
178470.00000000
0.005589862068
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
1010000.00000000
PA
USD
1075155.10000000
0.033674952156
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
5878222.69000000
PA
USD
5895604.59000000
0.184656337025
Long
ABS-O
CORP
US
N
2
2027-09-27
Variable
6.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B76S2
5729532.06000000
PA
USD
5064472.27000000
0.158624426735
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
550000.00000000
PA
USD
555879.50000000
0.017410711782
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAE6
24822956.02000000
PA
USD
273851.07000000
0.008577294271
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.75000000
N
N
N
N
N
N
MEGLOBAL BV
549300WBVLU2FILR7W19
MEGlobal BV
000000000
700000.00000000
PA
USD
629055.00000000
0.019702642929
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.63000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
355000.00000000
PA
USD
279601.55000000
0.008757405158
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAA3
170000.00000000
PA
USD
150030.10000000
0.004699095450
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAU2
650000.00000000
PA
USD
45516.32000000
0.001425617474
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
9.58000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2023 Term Loan B
03765VAL4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2030-10-14
Variable
7.84000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
295000.00000000
PA
USD
215102.20000000
0.006737219861
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC 2021 Term Loan
45232UAE8
696130.79000000
PA
USD
698264.43000000
0.021870352726
Long
LON
CORP
US
N
2
2027-06-30
Variable
8.97000000
N
N
N
N
N
N
Reynolds Group Holdings, Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc 2021 Term Loan B
76173FAY3
184056.13000000
PA
USD
184777.63000000
0.005787423460
Long
LON
CORP
US
N
2
2028-09-24
Variable
8.72000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International Inc 2021 Term Loan B
60662WAS1
241427.85000000
PA
USD
241671.69000000
0.007569403333
Long
LON
CORP
US
N
2
2028-10-15
Variable
9.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383Y6M9
42498675.79000000
PA
USD
5928924.81000000
0.185699960233
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
PPM CLO LTD
549300NI5BL19ELU5U14
PPM CLO 2018-1 Ltd
69355DAG2
500000.00000000
PA
USD
480147.00000000
0.015038692792
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
8.91000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
240000.00000000
PA
USD
218236.80000000
0.006835398724
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
2785000.00000000
PA
USD
2681732.20000000
0.083994582298
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2017 1st Lien Term Loan
02376CAX3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-01-29
Variable
7.11000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAZ3
6369043.58000000
PA
USD
52787.08000000
0.001653345078
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.06000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
1300000.00000000
PA
USD
1179516.00000000
0.036943641775
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2021 Term Loan
83600VAE1
375000.00000000
PA
USD
375311.25000000
0.011755130387
Long
LON
CORP
US
N
2
2026-12-11
Variable
8.39000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAS7
650000.00000000
PA
USD
147891.32000000
0.004632106684
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
8.46000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AA2
720000.00000000
PA
USD
716631.44000000
0.022445626175
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.51000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
1015000.00000000
PA
USD
961844.45000000
0.030125947256
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAA6
1932941.80000000
PA
USD
1903924.48000000
0.059632852760
Long
ABS-CBDO
CORP
US
N
2
2038-05-16
Floating
6.69000000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings Inc 2021 Term Loan B
30034UAC4
112412.50000000
PA
USD
112897.56000000
0.003536066500
Long
LON
CORP
US
N
2
2028-08-03
Variable
7.97000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DDS6
87650065.70000000
PA
USD
5532629.04000000
0.173287573318
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.90000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBB0
46542111.25000000
PA
USD
662855.08000000
0.020761295840
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.65000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBK0
760000.00000000
PA
USD
765418.80000000
0.023973695952
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.50000000
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
13911YAA4
600000.00000000
PA
USD
464538.00000000
0.014549803023
Long
DBT
CORP
CL
N
2
2031-04-27
Fixed
3.90000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust Series 2007-FF2
32029GAA2
8751409.41000000
PA
USD
4452875.77000000
0.139468601797
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
5.75000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2020-5 Ltd
05683FAG4
2500000.00000000
PA
USD
2480462.50000000
0.077690610417
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
9.23000000
N
N
N
N
N
N
FIDEICOMISO PA PACIFICO
549300HPHEJ3B6YD5H05
Fideicomiso PA Pacifico Tres
000000000
364000.00000000
PA
USD
335535.20000000
0.010509304012
Long
DBT
CORP
CO
Y
2
2035-01-15
Fixed
8.25000000
N
N
N
N
N
N
Traverse Midstream Partners LLC
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC 2017 Term Loan
89435TAB0
53496.11000000
PA
USD
53652.05000000
0.001680436819
Long
LON
CORP
US
N
2
2028-02-16
Variable
9.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBYF1
14658886.20000000
PA
USD
13041365.47000000
0.408468841616
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
325000.00000000
PA
USD
263113.50000000
0.008240982649
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQA7
1225712.52000000
PA
USD
1089078.47000000
0.034111046277
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2007-AR4 Trust
94986CAA2
651976.43000000
PA
USD
631137.52000000
0.019767869575
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
5.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAB54
11244673.21000000
PA
USD
7606835.66000000
0.238253836038
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
None
0.00000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
198984.78000000
PA
USD
198771.87000000
0.006225737302
Long
LON
CORP
US
N
2
2028-11-03
Variable
8.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJMU7
3504643.40000000
PA
USD
3132248.86000000
0.098105222680
Long
ABS-MBS
USGSE
US
N
2
2044-04-25
Fixed
3.00000000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2023 Term Loan B6
34416DAY4
49875.00000000
PA
USD
50066.52000000
0.001568134370
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.86000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS9
61766CAE9
913000.00000000
PA
USD
870109.86000000
0.027252726519
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.59000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
275976.06000000
PA
USD
247947.93000000
0.007765981559
Long
LON
CORP
US
N
2
2028-10-06
Variable
9.47000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
1065000.00000000
PA
USD
1057694.10000000
0.033128055862
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
350000.00000000
PA
USD
366835.26000000
0.011489653752
Long
DBT
NUSS
DO
Y
2
2027-04-20
Fixed
8.63000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971V2C8
1400000.00000000
PA
USD
1324540.00000000
0.041485941078
Long
DBT
CORP
PE
Y
2
2030-07-01
Fixed
3.13000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II Inc 2022 Term Loan B
69346EAG2
213210.23000000
PA
USD
204837.46000000
0.006415717755
Long
LON
CORP
US
N
2
2029-04-23
Variable
9.81000000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
445000.00000000
PA
USD
436571.70000000
0.013673870040
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-3
91679LAB8
1302967.80000000
PA
USD
1288836.24000000
0.040367662971
Long
ABS-O
CORP
US
N
2
2031-07-20
Fixed
1.66000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877EAJ1
2000000.00000000
PA
USD
1941370.00000000
0.060805684563
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.76000000
N
N
N
N
N
N
Citimortgage Alternative Loan Trust
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAG8
3424375.17000000
PA
USD
2840906.81000000
0.088980093111
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
510000.00000000
PA
USD
546108.00000000
0.017104658455
Long
DBT
CORP
BM
N
2
2031-07-15
Fixed
9.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADMF3
611451.43000000
PA
USD
406748.01000000
0.012739761711
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
0.00000000
N
N
N
N
N
N
TNB GLOBAL VENTURES CAP
5493004U8XEGPFWIBZ14
TNB Global Ventures Capital Bhd
000000000
200000.00000000
PA
USD
190552.00000000
0.005968282607
Long
DBT
CORP
MY
Y
2
2026-10-19
Fixed
3.24000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TV0
132000000.00000000
PA
USD
148458750.00000000
4.649879169461
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
1254248.95000000
PA
USD
1256406.26000000
0.039351922987
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.36000000
N
N
N
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
000000000
500000.00000000
PA
USD
469480.00000000
0.014704591494
Long
DBT
NUSS
PA
Y
2
2025-09-14
Fixed
2.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GBC7
19849000.00000000
PA
USD
555839.49000000
0.017409458628
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.32000000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners, LLC Term Loan
84410HAC4
411249.07000000
PA
USD
410477.98000000
0.012856588168
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.47000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images Inc 2019 USD Term Loan B
37427UAJ9
151578.27000000
PA
USD
152468.79000000
0.004775477704
Long
LON
CORP
US
N
2
2026-02-19
Variable
9.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXN3
7912598.28000000
PA
USD
7142756.11000000
0.223718392135
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
200000.00000000
PA
USD
157064.00000000
0.004919404358
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAH3
33188043.53000000
PA
USD
829397.42000000
0.025977571456
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
0.93000000
N
N
N
N
N
N
E.W. Scripps Company (The)
549300U1OW41QPKYW028
E.W. Scripps Company (The) 2019 Term Loan B2
26928BAL3
190353.98000000
PA
USD
190057.03000000
0.005952779642
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.03000000
N
N
N
N
N
N
Sound Point CLO LTD
549300Q00FJ0WHHYC788
Sound Point CLO II Ltd
83608GAN6
436559.92000000
PA
USD
436050.89000000
0.013657557740
Long
ABS-CBDO
CORP
KY
N
2
2031-01-26
Floating
6.71000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
555000.00000000
PA
USD
515217.60000000
0.016137139683
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKMP5
4136080.56000000
PA
USD
3716043.55000000
0.116390266629
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
3.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
2142823.27000000
PA
USD
2089083.92000000
0.065432234899
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
312319.51000000
PA
USD
313490.71000000
0.009818848146
Long
LON
CORP
US
N
2
2028-02-01
Variable
9.21000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
5493008SB15CNJRIOK13
Starwood Property Trust Inc 2021 Term Loan B3
85570DAF9
94516.54000000
PA
USD
94517.01000000
0.002960368964
Long
LON
CORP
US
N
2
2026-07-26
Variable
8.71000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
2070000.00000000
PA
USD
1613171.70000000
0.050526179727
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
K-Mac Holdings Corp
549300XD843A2SP50882
K-Mac Holdings Corp 2021 Term Loan
55304PAB7
219727.99000000
PA
USD
219865.32000000
0.006886405628
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.72000000
N
N
N
N
N
N
Mirion Technologies, Inc.
549300EBD5JHM14L3R48
Mirion Technologies Inc 2021 Term Loan
60470HAB3
205039.91000000
PA
USD
205988.22000000
0.006451760730
Long
LON
CORP
US
N
2
2028-10-20
Variable
8.36000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAG9
1000000.00000000
PA
USD
986883.00000000
0.030910180130
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
8.66000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
1015000.00000000
PA
USD
1069414.15000000
0.033495139758
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAY2
3000000.00000000
PA
USD
2632947.39000000
0.082466592390
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.44000000
N
N
N
N
N
N
ChaseFlex Trust
549300U1F9IQTDPULK34
ChaseFlex Trust Series 2007-3
16165AAB0
7748319.43000000
PA
USD
1917033.48000000
0.060043439984
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.93000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BNW93
21425365.39000000
PA
USD
19740116.42000000
0.618280540177
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.59000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NYE1
8386508.41000000
PA
USD
1236051.16000000
0.038714380535
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
BRIGHT BIDCO B.V. EQUITY
549300IL6Q1JWU688H15
BRIGHT BIDCO B.V. EQUITY
000000000
710.00000000
NS
USD
461.50000000
0.000014454649
Long
EC
CORP
US
N
3
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
400000.00000000
PA
USD
267796.54000000
0.008387660228
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
000000000
1115000.00000000
PA
USD
864191.90000000
0.027067369988
Long
DBT
CORP
ES
Y
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
400000.00000000
PA
USD
392284.00000000
0.012286734194
Long
DBT
CORP
BR
Y
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENVISION
549300OL60X0LPKY8N60
ENVISION
000000000
2187.00000000
NS
USD
18589.50000000
0.000582242062
Long
EC
CORP
US
N
3
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAE5
2432026.93000000
PA
USD
2398008.88000000
0.075108079108
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.08000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
1165000.00000000
PA
USD
1111025.55000000
0.034798451163
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
1797000.00000000
PA
USD
1706503.08000000
0.053449413553
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
N
Perrigo Investments, LLC
549300POZGC78VHAAJ73
Perrigo Investments, LLC Term Loan B
71429TAC4
193234.10000000
PA
USD
193314.29000000
0.006054800341
Long
LON
CORP
US
N
2
2029-04-20
Variable
7.71000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MZR3
10842348.09000000
PA
USD
1679016.21000000
0.052588496805
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
800000.00000000
PA
USD
747624.00000000
0.023416344703
Long
DBT
CORP
MX
Y
2
2034-09-13
Fixed
5.88000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAE3
580000.00000000
PA
USD
593815.60000000
0.018598909050
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
2410000.00000000
PA
USD
2175000.90000000
0.068123242169
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJP7
16700000.00000000
PA
USD
16868304.77000000
0.528332476018
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.38000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
563058.24000000
PA
USD
514388.11000000
0.016111159212
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan
90385KAJ0
70000.00000000
PA
USD
70268.80000000
0.002200890344
Long
LON
CORP
US
N
2
2027-05-03
Variable
10.76000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
200000.00000000
PA
USD
127328.00000000
0.003988042570
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
60000.00000000
PA
USD
35552.40000000
0.001113537357
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
330000.00000000
PA
USD
289571.70000000
0.009069680405
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
AIR METHODS CORP
54930081QGNZXVDOZF63
Air Methods Corp
00215JAA7
78000.00000000
PA
USD
685.62000000
0.000021474316
Long
DBT
CORP
US
N
2
2025-05-15
None
0.00000000
Y
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBL4
275000.00000000
PA
USD
291544.00000000
0.009131454849
Long
DBT
CORP
BM
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
Castle US Holding Corporation
254900VXLMLPIE9ID612
Castle US Holding Corporation USD Term Loan B
14852DAC5
310854.69000000
PA
USD
219763.39000000
0.006883213076
Long
LON
CORP
US
N
2
2027-01-29
Variable
9.40000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2H4
2130000.00000000
PA
USD
2130511.20000000
0.066729779478
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
4.69000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
00185PAA9
475000.00000000
PA
USD
445474.00000000
0.013952699137
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Telesat Canada
N/A
Telesat Canada Term Loan B5
87951YAU5
102573.28000000
PA
USD
66352.60000000
0.002078230973
Long
LON
CORP
US
N
2
2026-12-07
Variable
8.40000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan
68764JAD3
238817.94000000
PA
USD
239740.97000000
0.007508931218
Long
LON
CORP
US
N
2
2028-10-05
Variable
8.71000000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch & Lomb Corporation Term Loan
000000000
345897.55000000
PA
USD
343088.86000000
0.010745892332
Long
LON
CORP
CA
N
2
2027-05-10
Variable
8.71000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2021 Term Loan B
83578BAN3
411952.04000000
PA
USD
413336.20000000
0.012946110528
Long
LON
CORP
US
N
2
2027-10-07
Variable
8.96000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
260000.00000000
PA
USD
205933.00000000
0.006450031183
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.63000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
210000.00000000
PA
USD
139030.50000000
0.004354576782
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
Access CIG LLC
5493002EU9Z6IQMPAN35
Access CIG, LLC 2023 Term Loan
00435CAS7
339150.00000000
PA
USD
340140.32000000
0.010653541058
Long
LON
CORP
US
N
2
2028-08-18
Variable
10.39000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBM7
1926000.00000000
PA
USD
1287608.04000000
0.040329194497
Long
DBT
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust 2023-4
92539TAA1
9916373.05000000
PA
USD
9880152.31000000
0.309456427575
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Variable
5.81000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AR5
535000.00000000
PA
USD
530356.20000000
0.016611296045
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
540000.00000000
PA
USD
551161.80000000
0.017262948615
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
565000.00000000
PA
USD
544880.35000000
0.017066207207
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQBF8
2869382.10000000
PA
USD
2614716.58000000
0.081895584863
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan I
89364MBZ6
406999.81000000
PA
USD
409362.44000000
0.012821648319
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.60000000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic Inc Term Loan
21870FBA6
347713.81000000
PA
USD
339311.31000000
0.010627575621
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.97000000
N
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
Guara Norte Sarl
000000000
771111.00000000
PA
USD
702775.14000000
0.022011632755
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.20000000
N
N
N
N
N
N
NRPL Trust Series
N/A
NRPL Trust 2019-3
62890JAA9
2853319.95000000
PA
USD
2848497.27000000
0.089217834045
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
7.00000000
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd
N/A
Octagon Investment Partners 51 Ltd
67578JAA7
1385000.00000000
PA
USD
1378906.00000000
0.043188739539
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.83000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2023 Term Loan B5
000000000
200000.00000000
PA
USD
197500.00000000
0.006185901039
Long
LON
CORP
US
N
2
2027-12-23
None
0.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
520000.00000000
PA
USD
534731.60000000
0.016748338027
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AA5
2215000.00000000
PA
USD
2261559.30000000
0.070834339367
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.90000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAE5
2925000.00000000
PA
USD
2781531.68000000
0.087120403600
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
7.13000000
N
N
N
N
N
N
Pretium PKG Holdings, Inc.
254900S6SXME9YWLU075
Pretium PKG Holdings Inc 2021 2nd Lien Term Loan
74142KAH2
45000.00000000
PA
USD
17903.48000000
0.000560755217
Long
LON
CORP
US
N
2
2029-10-01
Variable
12.21000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
93934FCN0
630890.21000000
PA
USD
585882.50000000
0.018350436282
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
800000.00000000
PA
USD
619095.70000000
0.019390707515
Long
DBT
CORP
IN
Y
2
2031-07-22
Fixed
3.87000000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
48254EAB7
186200.00000000
PA
USD
186258.65000000
0.005833810514
Long
LON
CORP
US
N
2
2028-09-22
Variable
8.22000000
N
N
N
N
N
N
Connect Finco Sarl
2594001KNYIQ456J2792
Connect Finco Sarl 2021 Term Loan B
000000000
209925.03000000
PA
USD
210260.91000000
0.006585585730
Long
LON
CORP
LU
N
2
2026-12-11
Variable
8.86000000
N
N
N
N
N
N
Octagon Investment Partners 49, Ltd.
N/A
Octagon Investment Partners 49 Ltd
67578FAG2
3200000.00000000
PA
USD
3133760.00000000
0.098152553123
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
9.06000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
395000.00000000
PA
USD
386009.80000000
0.012090219863
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HYM6
6771661.06000000
PA
USD
867080.86000000
0.027157855156
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Floating
0.73000000
N
N
N
N
N
N
Pretium Packaging LLC
254900S6SXME9YWLU075
Pretium Packaging, LLC Second Out Term Loan A1
74142KAK5
202316.40000000
PA
USD
159324.17000000
0.004990195184
Long
LON
CORP
US
N
2
2028-10-02
Variable
9.99000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
360000.00000000
PA
USD
287024.40000000
0.008989896376
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
American Trailer World Corp.
254900WNYWX3HF6TKT69
American Trailer World Corp. Term Loan B
03028BAB3
74018.03000000
PA
USD
72733.08000000
0.002278074102
Long
LON
CORP
US
N
2
2028-03-03
Variable
9.21000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30 LTD
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AQ5
1000000.00000000
PA
USD
940236.00000000
0.029449148607
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
8.98000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
28000.00000000
PA
USD
15624.56000000
0.000489377123
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
340000.00000000
PA
USD
317937.40000000
0.009958123003
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-3
262081AE2
4000000.00000000
PA
USD
3918956.92000000
0.122745719927
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.47000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
305000.00000000
PA
USD
307211.25000000
0.009622169067
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-10
12545CAD2
3455850.20000000
PA
USD
1559268.76000000
0.048837884777
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
735000.00000000
PA
USD
744871.05000000
0.023330119506
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-21CB
12667GKC6
1549204.26000000
PA
USD
1148549.07000000
0.035973726006
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
555000.00000000
PA
USD
448756.35000000
0.014055505681
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Ameriquest Mortgage Securities Inc.
N/A
Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1
03072SQV0
4804032.10000000
PA
USD
3269809.30000000
0.102413755687
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.85000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
410000.00000000
PA
USD
395399.90000000
0.012384327354
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
I-Logic Technologies Bidco Limited
213800PHEXJH1L7ZN896
I-Logic Technologies Bidco Limited 2021 USD Term Loan B
00510DAB0
272500.00000000
PA
USD
272798.39000000
0.008544323262
Long
LON
CORP
US
N
2
2028-02-16
Variable
9.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPQ27
13793383.65000000
PA
USD
13373492.09000000
0.418871385433
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAA6
385000.00000000
PA
USD
384641.95000000
0.012047377409
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2023 Term Loan B6
01881UAL9
299250.00000000
PA
USD
300952.73000000
0.009426145850
Long
LON
CORP
US
N
2
2030-11-06
Variable
8.86000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2022-1
91679WAB4
6500000.00000000
PA
USD
6339918.46000000
0.198572699711
Long
ABS-O
CORP
US
N
2
2032-03-20
Fixed
4.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWU0
5124228.72000000
PA
USD
4639860.23000000
0.145325145420
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAZ1
30836910.90000000
PA
USD
325109.85000000
0.010182771438
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.80000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
1800000.00000000
PA
USD
180.00000000
0.000005637783
Long
DBT
CORP
MX
Y
2
2025-01-29
None
0.00000000
Y
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
550000.00000000
PA
USD
548454.50000000
0.017178153224
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C19
05553RAC4
1700000.00000000
PA
USD
1756852.64000000
0.055026413024
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.45000000
N
N
N
N
N
N
UPL Corp Ltd
213800AQLATW4WEEH674
UPL Corp Ltd
000000000
1300000.00000000
PA
USD
1152420.37000000
0.036094979062
Long
DBT
CORP
MU
Y
2
2028-03-08
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAG4
19126430.35000000
PA
USD
377499.69000000
0.011823674556
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
1.21000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
810000.00000000
PA
USD
750173.40000000
0.023496194506
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
640000.00000000
PA
USD
591539.20000000
0.018527609884
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
000000000
800000.00000000
PA
USD
744600.00000000
0.023321629944
Long
DBT
CORP
MX
Y
2
2029-09-12
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMMS0
24031246.40000000
PA
USD
21352465.58000000
0.668780957114
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
180000.00000000
PA
USD
172440.00000000
0.005400996330
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
200000.00000000
PA
USD
170030.00000000
0.005325512677
Long
DBT
CORP
MX
Y
2
2032-01-24
Fixed
6.63000000
N
N
N
N
N
N
Octagon Investment Partners 27, LTD.
6354001JUH8Y4IJVGL43
Octagon Investment Partners 27 Ltd
67590XAS1
500000.00000000
PA
USD
471000.00000000
0.014752199441
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.61000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp. 2021 Term Loan B
57777YAB2
1251519.74000000
PA
USD
1255430.74000000
0.039321368707
Long
LON
CORP
US
N
2
2028-05-04
Variable
9.47000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJQF3
2250632.68000000
PA
USD
2122404.91000000
0.066475882224
Long
ABS-MBS
USGSE
US
N
2
2030-07-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ3Y6
12524585.28000000
PA
USD
10661617.97000000
0.333932727518
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
625000.00000000
PA
USD
587656.25000000
0.018405991938
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-NPL5 LLC
74143KAA6
3617174.32000000
PA
USD
3536003.84000000
0.110751239645
Long
ABS-O
CORP
US
N
2
2051-10-25
Variable
2.49000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
495000.00000000
PA
USD
308206.80000000
0.009653350706
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR5 Trust
74332YAA7
2693809.89000000
PA
USD
2605715.01000000
0.081613646528
Long
ABS-O
CORP
US
N
2
2039-06-17
Fixed
4.45000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAH4
2138000.00000000
PA
USD
2100649.14000000
0.065794469362
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
COMM Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CCRE12 Mortgage Trust
12591KAF2
5764977.78000000
PA
USD
31007.45000000
0.000971184897
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Variable
0.72000000
N
N
N
N
N
N
PUG LLC
N/A
PUG LLC USD Term Loan
74530DAC9
418189.74000000
PA
USD
412525.36000000
0.012920714193
Long
LON
CORP
US
N
2
2027-02-12
Variable
8.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPF41
431802.24000000
PA
USD
428492.45000000
0.013420819705
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBCM2
24083000.00000000
PA
USD
17870173.38000000
0.559712020708
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc 2021 Term Loan
11284EAM5
377084.39000000
PA
USD
378515.43000000
0.011855488566
Long
LON
CORP
US
N
2
2025-08-01
Variable
8.22000000
N
N
N
N
N
N
NASCAR Holdings, LLC
254900HRWKQR5V0WN013
NASCAR Holdings, LLC Term Loan B
63108EAB4
103697.86000000
PA
USD
104222.05000000
0.003264340695
Long
LON
CORP
US
N
2
2026-10-19
Variable
7.97000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 2nd Lien Term Loan
04629UAL0
159961.54000000
PA
USD
77581.35000000
0.002429926853
Long
LON
CORP
US
N
2
2029-10-25
Variable
14.48000000
N
N
N
N
N
N
Nouryon Finance B.V.
549300K7VB5G6LULFT41
Nouryon Finance B.V. 2023 USD Term Loan B
000000000
229086.90000000
PA
USD
230267.84000000
0.007212223143
Long
LON
CORP
US
N
2
2028-04-03
Variable
9.47000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
000000000
200000.00000000
PA
USD
170608.00000000
0.005343616225
Long
DBT
CORP
LU
Y
2
2032-01-18
Fixed
4.20000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
730000.00000000
PA
USD
681243.30000000
0.021337233608
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H63G8
7589533.88000000
PA
USD
6917946.50000000
0.216677126311
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Fixed
3.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900T94H3OWOGPUI54
Wellfleet CLO 2020-2 Ltd
94950AAS9
1550000.00000000
PA
USD
1496011.95000000
0.046856617097
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.96000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAU8
2106000.00000000
PA
USD
2033141.86000000
0.063680072635
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.72000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA4
32052WAD1
2700926.00000000
PA
USD
1081154.32000000
0.033862853833
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.25000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
150000.00000000
PA
USD
139987.50000000
0.004384550996
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900A99ZMAJM1OOV76
Wellfleet CLO X LTD
94949WAN6
3500000.00000000
PA
USD
3429737.50000000
0.107422869706
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.43000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
650000.00000000
PA
USD
607824.04000000
0.019037667650
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2023 Term Loan B
46124CAK3
89550.00000000
PA
USD
90221.63000000
0.002825833290
Long
LON
CORP
US
N
2
2030-05-31
Variable
9.21000000
N
N
N
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
374732.20000000
PA
USD
376051.26000000
0.011778308254
Long
LON
CORP
US
N
2
2026-07-31
Variable
9.11000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2023-2
91683VAA2
2679431.11000000
PA
USD
2681586.87000000
0.083990030415
Long
ABS-O
CORP
US
N
2
2033-06-20
Fixed
6.77000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
465000.00000000
PA
USD
420378.60000000
0.013166685664
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAX6
900000.00000000
PA
USD
841025.60000000
0.026341777890
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
3.85000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBL1
710000.00000000
PA
USD
653121.90000000
0.020456442735
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JB6A9
19082466.00000000
PA
USD
18537069.28000000
0.580599879144
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Floating
4.54000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
165000.00000000
PA
USD
118582.20000000
0.003714115211
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Minotaur Acquisition, Inc.
N/A
Minotaur Acquisition Inc Term Loan B
60441EAC4
317321.30000000
PA
USD
317802.04000000
0.009953883390
Long
LON
CORP
US
N
2
2026-03-27
Variable
10.21000000
N
N
N
N
N
N
Central Parent Inc.
N/A
Central Parent Inc 2023 Term Loan B
15477BAD9
338611.75000000
PA
USD
340921.08000000
0.010677995256
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.35000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
540000.00000000
PA
USD
527596.20000000
0.016524850035
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.63000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2021 USD Term Loan B
68163YAB1
251736.50000000
PA
USD
251579.16000000
0.007879715379
Long
LON
CORP
US
N
2
2028-11-09
Variable
9.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8H67
7137832.09000000
PA
USD
6173807.69000000
0.193369941306
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Polar US Borrower, LLC
549300VWTN2NKZWJ5F70
Polar US Borrower, LLC 2018 1st Lien Term Loan
80643UAB4
154390.21000000
PA
USD
105988.88000000
0.003319679610
Long
LON
CORP
US
N
2
2025-10-15
Variable
10.24000000
N
N
N
N
N
N
PRETIUM PACKAGING, LLC
254900S6SXME9YWLU075
Pretium Packaging, LLC First Out Term Loan A
74142KAJ8
54306.13000000
PA
USD
53356.04000000
0.001671165485
Long
LON
CORP
US
N
2
2028-10-02
Variable
10.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HWKW1
10034000.00000000
PA
USD
7707818.68000000
0.241416727017
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
2.80000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC 1st Lien Term Loan B3
88233FAK6
70000.00000000
PA
USD
70090.65000000
0.002195310504
Long
LON
CORP
US
N
2
2030-12-20
None
0.00000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-B
00792FAA6
5250000.00000000
PA
USD
5330550.59000000
0.166958270564
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.82000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAQ1
9580810.00000000
PA
USD
252585.31000000
0.007911229021
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Variable
1.60000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
400000.00000000
PA
USD
388268.00000000
0.012160948986
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
2295000.00000000
PA
USD
2164093.20000000
0.067781601902
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900QJNS3TYDIDQH27
Bain Capital Credit CLO 2023-3 Ltd
05682CAE7
2000000.00000000
PA
USD
1998994.00000000
0.062610526900
Long
ABS-CBDO
CORP
JE
N
2
2036-07-24
Floating
8.61000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISE4NWBTOSK36
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
5000000.00000000
PA
USD
4910420.70000000
0.153799374750
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
7.69000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
320000.00000000
PA
USD
300476.80000000
0.009411239238
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
670000.00000000
PA
USD
634496.70000000
0.019873082512
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2005-QS13 Trust
761118HD3
3010569.64000000
PA
USD
2460218.60000000
0.077056550863
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M7ME5
793647.75000000
PA
USD
788484.44000000
0.024696135276
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
000000000
100000.00000000
PA
USD
96589.00000000
0.003025265800
Long
DBT
CORP
CO
Y
2
2027-04-03
Fixed
7.05000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
105000.00000000
PA
USD
99347.85000000
0.003111675790
Long
LON
CORP
US
N
2
2029-01-20
Variable
10.72000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55818YBJ9
1000000.00000000
PA
USD
992500.00000000
0.031086110287
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
9.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BG42
751380.78000000
PA
USD
722310.19000000
0.022623490406
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.50000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
352500.00000000
PA
USD
352098.15000000
0.011028072466
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAE9
480000.00000000
PA
USD
447936.00000000
0.014029811484
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2D1
1944618.60000000
PA
USD
1874985.37000000
0.058726450377
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc 2021 Term Loan B
49387TAW6
254458.08000000
PA
USD
254704.90000000
0.007977616737
Long
LON
CORP
US
N
2
2026-12-22
Variable
9.36000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
000000000
200000.00000000
PA
USD
198612.00000000
0.006220730011
Long
DBT
CORP
ID
Y
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA Inc USD 2019 Term Loan B
39843PAG8
663272.73000000
PA
USD
664101.82000000
0.020800345006
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.54000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
420000.00000000
PA
USD
416413.20000000
0.013042485300
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
000000000
400000.00000000
PA
USD
190704.00000000
0.005973043401
Long
DBT
CORP
CL
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2004-AR3
86359LCF4
857223.51000000
PA
USD
829413.13000000
0.025978063509
Long
ABS-MBS
CORP
US
N
2
2034-07-19
Floating
6.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BF4W0
8612380.85000000
PA
USD
7515265.50000000
0.235385765415
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
1.25000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2013-1 Ltd
92917CAL6
1000000.00000000
PA
USD
970700.00000000
0.030403312097
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
7.56000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
595000.00000000
PA
USD
624696.45000000
0.019566128706
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
Venture CDO Ltd
549300VI1BOFEK7C6D74
Venture 39 CLO Ltd
92332TAF9
1750000.00000000
PA
USD
1737050.00000000
0.054406174181
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
9.91000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-III Ltd
12571KAC3
2000000.00000000
PA
USD
1983400.00000000
0.062122106946
Long
ABS-CBDO
CORP
KY
N
2
2035-04-21
Floating
7.41000000
N
N
N
N
N
N
Galaxy CLO Ltd
54930022KENWLYJ8SJ86
Galaxy XXII CLO Ltd
36320TAZ6
500000.00000000
PA
USD
492350.00000000
0.015420903174
Long
ABS-CBDO
CORP
KY
N
2
2034-04-16
Floating
7.81000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
271700.22000000
PA
USD
271304.90000000
0.008497545635
Long
LON
CORP
US
N
2
2029-03-01
Variable
9.19000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3A9
855000.00000000
PA
USD
849271.50000000
0.026600047872
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc USD Term Loan
98919XAB7
325000.00000000
PA
USD
280202.00000000
0.008776211863
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.47000000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware Inc Term Loan B
76133MAB7
125159.80000000
PA
USD
122093.38000000
0.003824088943
Long
LON
CORP
US
N
2
2028-10-20
Variable
7.97000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
310000.00000000
PA
USD
240891.70000000
0.007544973253
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BAUSCH & LOMB ESCROW COR
N/A
Bausch & Lomb Escrow Corp
071705AA5
695000.00000000
PA
USD
733565.55000000
0.022976019738
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
335000.00000000
PA
USD
277065.10000000
0.008677960962
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc 2020 1st Lien Term Loan
69515EAH5
375259.30000000
PA
USD
375962.91000000
0.011775541042
Long
LON
CORP
US
N
2
2027-11-30
Variable
9.11000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38500TAC5
600000.00000000
PA
USD
525018.00000000
0.016444098187
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
575000.00000000
PA
USD
492746.25000000
0.015433314127
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAF6
235000.00000000
PA
USD
235408.90000000
0.007373246375
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
2050000.00000000
PA
USD
1554679.00000000
0.048694128822
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UPR4
1821067.61000000
PA
USD
152475.88000000
0.004775699770
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
0.55000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAG1
1958000.00000000
PA
USD
1760471.07000000
0.055139745935
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.04000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
416661.43000000
PA
USD
406244.89000000
0.012724003480
Long
LON
CORP
US
N
2
2027-10-01
Variable
9.45000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
PAGAYA AI Debt Trust 2022-2
69546VAA5
1071036.33000000
PA
USD
1064379.30000000
0.033337443131
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
4.97000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
280000.00000000
PA
USD
284018.00000000
0.008895732868
Long
DBT
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
665000.00000000
PA
USD
616893.90000000
0.019321744898
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AUSM4
3172144.40000000
PA
USD
3069836.40000000
0.096150400902
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
3.00000000
N
N
N
N
N
N
MetroNet Infrastructure Issuer LLC
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170DAA9
4000000.00000000
PA
USD
4001824.00000000
0.125341201225
Long
ABS-O
CORP
US
N
2
2053-04-20
Fixed
6.56000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2021 Term Loan B
27943UAK2
186154.01000000
PA
USD
186649.18000000
0.005846042311
Long
LON
CORP
US
N
2
2028-04-07
Variable
8.97000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
2000000.00000000
PA
USD
1862035.14000000
0.058320835991
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.67000000
N
N
N
N
N
N
RBSGC Mortgage Pass Through Certificates
N/A
RBSGC Mortgage Loan Trust 2007-A
74927WAC8
2525959.79000000
PA
USD
2149715.15000000
0.067331266740
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
290000.00000000
PA
USD
237834.80000000
0.007449228033
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
245000.00000000
PA
USD
241008.95000000
0.007548645642
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
255000.00000000
PA
USD
242329.05000000
0.007589992518
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Cross Financial Corp.
2549008J3I495E70LU05
Cross Financial Corp 2021 Term Loan B
22750JAD6
184056.12000000
PA
USD
184516.26000000
0.005779237086
Long
LON
CORP
US
N
2
2027-09-15
Variable
9.47000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
237000.00000000
PA
USD
248748.09000000
0.007791043385
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAE6
3000000.00000000
PA
USD
2918844.00000000
0.091421165236
Long
ABS-CBDO
CORP
KY
N
2
2037-12-18
Floating
6.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F5SA8
10098138.97000000
PA
USD
9167497.41000000
0.287135350680
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.50000000
N
Y
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2021 First Lien Term Loan B
00488PAP0
137550.00000000
PA
USD
138151.78000000
0.004327054377
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.90000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAR1
355000.00000000
PA
USD
381720.85000000
0.011955885584
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BP7
1150000.00000000
PA
USD
1125620.00000000
0.035255564193
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
504979.84000000
PA
USD
508239.48000000
0.015918577861
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASUJ3
3144931.20000000
PA
USD
2966258.48000000
0.092906235014
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
3.00000000
N
N
N
N
N
N
GIP II Blue Holding, L.P
N/A
GIP II Blue Holding, L.P Term Loan B
31575AAB3
87534.01000000
PA
USD
88050.90000000
0.002757843816
Long
LON
CORP
US
N
2
2028-09-29
Variable
9.97000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
90000.00000000
PA
USD
45900.00000000
0.001437634722
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
610000.00000000
PA
USD
580372.30000000
0.018177851209
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
70000.00000000
PA
USD
66908.10000000
0.002095629799
Long
LON
CORP
US
N
2
2028-01-31
Variable
10.72000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
395000.00000000
PA
USD
325448.40000000
0.010193375169
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.88000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
411285.30000000
PA
USD
413168.99000000
0.012940873340
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.47000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
910000.00000000
PA
USD
851359.60000000
0.026665449289
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DD8
2405000.00000000
PA
USD
2494586.25000000
0.078132980644
Long
DBT
CORP
US
N
2
2030-09-07
Fixed
5.50000000
N
N
N
N
N
N
EAB Global, Inc.
254900WJRUVZKYEF1M36
EAB Global Inc 2021 Term Loan
26835CAC3
249429.36000000
PA
USD
249429.36000000
0.007812381454
Long
LON
CORP
US
N
2
2028-08-16
Variable
8.97000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
580000.00000000
PA
USD
576085.00000000
0.018043568609
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LPU9
30872150.69000000
PA
USD
3470039.31000000
0.108685163419
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
DOCUFORMAS SA
549300HM88E943FM9K17
Mexarrend SAPI de CV
25615WAB9
282000.00000000
PA
USD
61250.40000000
0.001918424876
Long
DBT
CORP
MX
N
2
2024-07-24
Fixed
10.25000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKFY4
5636678.79000000
PA
USD
5240400.60000000
0.164134681112
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-1
91679UAC6
503395.79000000
PA
USD
499305.99000000
0.015638771861
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
4065000.00000000
PA
USD
3225292.95000000
0.101019458291
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1
61771HAA9
647987.61000000
PA
USD
611659.48000000
0.019157797535
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
5.69000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co USD Term Loan
68621XAE3
375357.79000000
PA
USD
376767.26000000
0.011800734102
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.47000000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
201352.55000000
PA
USD
198911.15000000
0.006230099694
Long
LON
CORP
US
N
2
2028-06-02
Variable
9.47000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
380000.00000000
PA
USD
370503.80000000
0.011604556160
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAD3
938430.40000000
PA
USD
855922.25000000
0.026808356132
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
3.17000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HT3B0
9091717.20000000
PA
USD
8174798.34000000
0.256043005317
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
3.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
350000.00000000
PA
USD
314517.00000000
0.009850992593
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2006-FM1
00441VAD0
8405993.10000000
PA
USD
2048540.10000000
0.064162361186
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.77000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
000000000
700000.00000000
PA
USD
576604.00000000
0.018059824218
Long
DBT
CORP
LU
Y
2
2031-03-18
Fixed
4.38000000
N
N
N
N
N
N
Worldwide Express Operations LLC
254900XFGYPZZSG8I385
Worldwide Express Operations, LLC 2021 1st Lien Term Loan
00435UAB4
62458.66000000
PA
USD
61386.87000000
0.001922699255
Long
LON
CORP
US
N
2
2028-07-26
Variable
9.61000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services Inc
000000000
200000.00000000
PA
USD
182406.00000000
0.005713141595
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.13000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
520000.00000000
PA
USD
521144.00000000
0.016322760564
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
755000.00000000
PA
USD
690628.70000000
0.021631193890
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) Term Loan B
90385KAB7
267901.56000000
PA
USD
268871.36000000
0.008421324685
Long
LON
CORP
US
N
2
2026-05-04
Variable
9.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGV82
3339429.70000000
PA
USD
2642031.22000000
0.082751107192
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7YM1
4440178.05000000
PA
USD
3879772.12000000
0.121518412104
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
2.50000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAG0
1500000.00000000
PA
USD
1487884.50000000
0.046602057090
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
8.68000000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2021 Term Loan B4
34416DAU2
447704.08000000
PA
USD
448516.66000000
0.014047998346
Long
LON
CORP
US
N
2
2028-06-30
Variable
7.86000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900YXN9JEMKU5DF45
Bain Capital Credit CLO 2021-6 Ltd
05684PAA4
3000000.00000000
PA
USD
2978100.00000000
0.093277123474
Long
ABS-CBDO
CORP
KY
N
2
2034-10-21
Floating
6.82000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAJ7
2047000.00000000
PA
USD
1560969.49000000
0.048891153372
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
3.50000000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc 2021 Term Loan B
72431HAD2
129336.74000000
PA
USD
129592.83000000
0.004058979351
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.71000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
515000.00000000
PA
USD
489909.20000000
0.015344454833
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
000000000
200000.00000000
PA
USD
146214.00000000
0.004579571314
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.13000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
600000.00000000
PA
USD
591120.00000000
0.018514480114
Long
DBT
CORP
MU
Y
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
400000.00000000
PA
USD
361020.00000000
0.011307513890
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
2875000.00000000
PA
USD
2363480.00000000
0.074026599438
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 1st Lien Term Loan
04629UAH9
139181.29000000
PA
USD
90758.03000000
0.002842633884
Long
LON
CORP
US
N
2
2028-10-25
Variable
10.86000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
2000000.00000000
PA
USD
1849893.80000000
0.057940556864
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LDZY8
19450477.95000000
PA
USD
15912891.35000000
0.498407955167
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
1.98000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AR5
17311LAB7
506717.20000000
PA
USD
433499.24000000
0.013577637465
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
4.52000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
394731.22000000
PA
USD
394691.75000000
0.012362147375
Long
LON
CORP
CA
N
2
2025-03-28
Variable
8.47000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-JR1
12546WAA3
7692981.37000000
PA
USD
7583038.67000000
0.237508490088
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
4.27000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
1375000.00000000
PA
USD
1380843.75000000
0.043249431841
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDV27
14536578.83000000
PA
USD
12591299.08000000
0.394372304148
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Park River Holdings Inc
254900PGY077KWCROT75
Park River Holdings Inc Term Loan
70082HAC0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-12-28
Variable
8.91000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Resecuritization Trust 2014-R7
61764GAM4
14894895.75000000
PA
USD
13643487.68000000
0.427327922146
Long
ABS-MBS
CORP
US
N
2
2051-01-26
Variable
4.13000000
N
Y
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBF4
20004130.33000000
PA
USD
630049.69000000
0.019733797632
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
1.09000000
N
N
N
N
N
N
Simon & Schuster Inc
254900PQRPPYRTQIDX74
Simon & Schuster Inc Term Loan B
15651FAB2
105000.00000000
PA
USD
105459.38000000
0.003303095131
Long
LON
CORP
US
N
2
2030-10-30
Variable
9.39000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO 36 Ltd
835938AE1
500000.00000000
PA
USD
501850.00000000
0.015718452844
Long
ABS-CBDO
CORP
JE
N
2
2036-07-26
Floating
8.82000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
770000.00000000
PA
USD
656378.80000000
0.020558452158
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
1120000.00000000
PA
USD
1071324.80000000
0.033554983261
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
165000.00000000
PA
USD
179425.95000000
0.005619803395
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAL5
2240000.00000000
PA
USD
2158128.00000000
0.067594765766
Long
DBT
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
Kallpa Generacion SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
000000000
500000.00000000
PA
USD
476770.00000000
0.014932921714
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
4.13000000
N
N
N
N
N
N
Start Ltd.
N/A
Start II LTD
85573LAA9
439233.93000000
PA
USD
398828.80000000
0.012491723992
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.09000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
420000.00000000
PA
USD
418563.60000000
0.013109838017
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
UEP PENNONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
000000000
352170.07000000
PA
USD
267930.99000000
0.008391871339
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPCJ1
8533895.71000000
PA
USD
7942459.02000000
0.248765901311
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
590000.00000000
PA
USD
565668.40000000
0.017717310094
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2005-QA7 Trust
76110H7D5
1649092.50000000
PA
USD
1540913.78000000
0.048262988119
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.07000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc 2021 Term Loan B1
48853UBE9
369691.45000000
PA
USD
369013.07000000
0.011557864979
Long
LON
CORP
US
N
2
2026-03-24
Variable
9.22000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
3875000.00000000
PA
USD
3794516.25000000
0.118848111472
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
1130000.00000000
PA
USD
1081297.00000000
0.033867322716
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
585000.00000000
PA
USD
546875.55000000
0.017128698902
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
Echo Global Logistics, Inc.
549300WRZ9Y84GWVYR04
Echo Global Logistics Inc Term Loan
28257KAB2
122018.56000000
PA
USD
119679.46000000
0.003748482511
Long
LON
CORP
US
N
2
2028-11-23
Variable
8.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LPE5
24906612.24000000
PA
USD
3459506.02000000
0.108355250054
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
0.83000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-J2
12669GW56
660142.67000000
PA
USD
488040.49000000
0.015285924934
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
535000.00000000
PA
USD
556737.05000000
0.017437571121
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
2800000.00000000
PA
USD
2798250.00000000
0.087644038400
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3Q47
20792038.75000000
PA
USD
18110255.81000000
0.567231646801
Long
ABS-MBS
USGSE
US
N
2
2049-05-25
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FBA2
15484421.21000000
PA
USD
547995.99000000
0.017163792224
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVZ0
452133.87000000
PA
USD
409395.85000000
0.012822694755
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BJ5
2135000.00000000
PA
USD
2153211.55000000
0.067440777547
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPG7
4828036.67000000
PA
USD
4358301.44000000
0.136506437512
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H75S8
10784002.00000000
PA
USD
9423700.33000000
0.295159886929
Long
ABS-MBS
USGSE
US
N
2
2045-12-15
Fixed
3.50000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBE9
505000.00000000
PA
USD
517806.80000000
0.016218236063
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSB6
9866519.88000000
PA
USD
7805292.39000000
0.244469702835
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F5AA7
2750289.39000000
PA
USD
2473032.55000000
0.077457896820
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
Sound Point CLO LTD
549300RTEBF0FW35D815
Sound Point Clo XX Ltd
83611JAE5
500000.00000000
PA
USD
485850.00000000
0.015217316557
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
7.59000000
N
N
N
N
N
N
SITIO ROYAL OP / SIT FIN
N/A
Sitio Royalties Operating Partnership LP / Sitio Finance Corp
82983MAB6
280000.00000000
PA
USD
289595.60000000
0.009070428977
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
7.88000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
2645000.00000000
PA
USD
2147369.70000000
0.067257804859
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AG5
2462000.00000000
PA
USD
2119574.11000000
0.066387218686
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.33000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
400000.00000000
PA
USD
360244.00000000
0.011283208780
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAP6
470000.00000000
PA
USD
484560.60000000
0.015176931237
Long
DBT
US
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HRKN2
11363097.84000000
PA
USD
11006105.67000000
0.344722432944
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.88000000
N
N
N
N
N
N
RUTAS 2 & 7 FINANCE LTD
N/A
Rutas 2 & 7 Finance Ltd
000000000
649999.95000000
PA
USD
432847.97000000
0.013557239025
Long
DBT
CORP
KY
Y
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
886000.00000000
PA
USD
854068.56000000
0.026750296674
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6R24
2021370.82000000
PA
USD
1816551.32000000
0.056896236450
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBL2
835000.00000000
PA
USD
836753.50000000
0.026207971369
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JYN0
10580473.78000000
PA
USD
1150568.54000000
0.036036977862
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
850000.00000000
PA
USD
793033.00000000
0.024838600805
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
290000.00000000
PA
USD
149489.20000000
0.004682153912
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5X3
1094701.08000000
PA
USD
982964.61000000
0.030787452166
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.37000000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc 2022 USD Term Loan
000000000
88057.89000000
PA
USD
87507.53000000
0.002740824915
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.70000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
655000.00000000
PA
USD
641218.80000000
0.020083625526
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
265000.00000000
PA
USD
264467.35000000
0.008283386609
Long
DBT
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM3 Trust
67117PAA1
4604670.89000000
PA
USD
4601669.98000000
0.144128987915
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
5.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBF6
18268457.15000000
PA
USD
198066.98000000
0.006203659430
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.89000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2017-1 Ltd
85816VAA4
856673.49000000
PA
USD
855645.48000000
0.026799687414
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.91000000
N
N
N
N
N
N
Shackleton CLO LTD
549300S9WB2KLCOJR134
Shackleton 2013-III CLO Ltd
81881QAY2
1080000.00000000
PA
USD
1051488.00000000
0.032933674493
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.68000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
100000.00000000
PA
USD
98193.55000000
0.003075521939
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.81000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co. Inc 2023 Term Loan B2
26812CAJ5
122433.63000000
PA
USD
122903.16000000
0.003849452077
Long
LON
CORP
CA
N
2
2028-08-24
Variable
9.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LR52
30359957.60000000
PA
USD
4125567.28000000
0.129216966716
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
0.83000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
545000.00000000
PA
USD
526753.40000000
0.016498452681
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.63000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2022 Term Loan B
44988LAH0
665565.41000000
PA
USD
667465.60000000
0.020905702020
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.46000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
216000.00000000
PA
USD
157347.36000000
0.004928279482
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
Packers Holdings, LLC
549300X0L6OJNRPME518
Packers Holdings, LLC 2021 Term Loan
69519UAF9
113816.63000000
PA
USD
72330.47000000
0.002265463947
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.71000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAB5
155000.00000000
PA
USD
147922.70000000
0.004633089537
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.13000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
1000000.00000000
PA
USD
926600.01000000
0.029022055519
Long
DBT
CORP
SG
Y
2
2031-03-10
Fixed
1.82000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABD4
1409113.25000000
PA
USD
1392668.00000000
0.043619779387
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
3.67000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2022-A
00834WAA9
3000000.00000000
PA
USD
2952621.30000000
0.092479104654
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.30000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
410000.00000000
PA
USD
412521.50000000
0.012920593294
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAG1
3000000.00000000
PA
USD
2601038.34000000
0.081467168463
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.28000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
725000.00000000
PA
USD
706490.75000000
0.022128009442
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
3846875.01000000
PA
USD
3293069.04000000
0.103142274420
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
1933000.00000000
PA
USD
1898708.58000000
0.059469485463
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
745000.00000000
PA
USD
694272.95000000
0.021745335509
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
93935BAC4
2489503.83000000
PA
USD
535338.40000000
0.016767343620
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.50000000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
000000000
300000.00000000
PA
USD
277839.00000000
0.008702200298
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2007-BR4
81378EAB9
23969404.80000000
PA
USD
12628327.66000000
0.395532076966
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
5.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BE5A7
18053325.10000000
PA
USD
17089299.75000000
0.535254263748
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
1915000.00000000
PA
USD
1923962.20000000
0.060260454547
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
173818.00000000
0.005444156693
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
00870WAA4
900000.00000000
PA
USD
697554.00000000
0.021848101335
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGJS9
14333000.00000000
PA
USD
12551237.39000000
0.393117531238
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Fixed
3.00000000
N
Y
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC24
36253GAG7
23042361.99000000
PA
USD
63579.64000000
0.001991379043
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
0.68000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2007-AR3
86363NAC3
6839506.81000000
PA
USD
4658432.07000000
0.145906834353
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.89000000
N
N
N
N
N
N
Columbus McKinnon Corporation
549300W3HQB0HO1F3G69
Columbus McKinnon Corporation 2021 Term Loan B
19933MAP8
28486.55000000
PA
USD
28593.37000000
0.000895573454
Long
LON
CORP
US
N
2
2028-05-14
Variable
8.39000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAH6
1500000.00000000
PA
USD
1135475.96000000
0.035564262893
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.57000000
N
N
N
N
N
N
Select Medical Corp.
549300X05KS0JKR8CB50
Select Medical Corporation 2023 Term Loan B1
816194AX2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-03-06
Variable
8.36000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX10 Commercial Mortgage Trust
12595JAN4
54680203.52000000
PA
USD
1128871.71000000
0.035357411060
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
2440000.00000000
PA
USD
2424115.60000000
0.075925768153
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
125000.00000000
PA
USD
120650.00000000
0.003778880812
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
245000.00000000
PA
USD
245198.45000000
0.007679865046
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKLT5
11391756.93000000
PA
USD
10782206.91000000
0.337709695869
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
170000.00000000
PA
USD
178787.30000000
0.005599800227
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
Fillmore Park CLO, Ltd.
N/A
Fillmore Park CLO Ltd 2018-1A
31722PAW6
1000000.00000000
PA
USD
983200.00000000
0.030794824821
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.56000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
520000.00000000
PA
USD
443014.00000000
0.013875649433
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F2JR8
15028617.97000000
PA
USD
13337064.06000000
0.417730422453
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Fixed
3.00000000
N
Y
N
N
N
N
Ultra Clean Holdings, Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc 2021 Term Loan B
90385YAD3
125974.17000000
PA
USD
126341.38000000
0.003957140627
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.22000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2021 Term Loan B
000000000
214126.31000000
PA
USD
214779.40000000
0.006727109436
Long
LON
CORP
CA
N
2
2026-10-30
Variable
9.72000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
2452000.00000000
PA
USD
2193657.28000000
0.068707578982
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
325000.00000000
PA
USD
289815.50000000
0.009077316469
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QBA0
1000000.00000000
PA
USD
971925.00000000
0.030441680344
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.83000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL 2021 Term Loan B3
000000000
666048.15000000
PA
USD
670390.78000000
0.020997321635
Long
LON
CORP
LU
N
2
2026-10-01
Variable
8.95000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
225000.00000000
PA
USD
234119.25000000
0.007332853225
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
9149042.97000000
PA
USD
495574.01000000
0.015521882449
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.04000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
455000.00000000
PA
USD
418882.10000000
0.013119813761
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAL5
2545000.00000000
PA
USD
2081270.46000000
0.065187509378
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.29000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
550000.00000000
PA
USD
487311.00000000
0.015263076564
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Caesars Entertainment Corp
549300FA4CTCW903Y781
Caesars Entertainment Corp Term Loan B
12768EAG1
64512.50000000
PA
USD
64769.58000000
0.002028649175
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.71000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
430000.00000000
PA
USD
399009.90000000
0.012497396229
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
220000.00000000
PA
USD
194084.00000000
0.006078908442
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
000000000
1200000.00000000
PA
USD
929076.00000000
0.029099606047
Long
DBT
CORP
CL
Y
2
2031-04-27
Fixed
3.90000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
635000.00000000
PA
USD
608914.20000000
0.019071812571
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2007-BR4
81378EAA1
3449409.46000000
PA
USD
1815424.20000000
0.056860933904
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
5.56000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
1315000.00000000
PA
USD
1086150.55000000
0.034019340842
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-3 Clo Ltd
97316LAA6
2150000.00000000
PA
USD
2136670.00000000
0.066922679363
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.81000000
N
N
N
N
N
N
Klockner-Pentaplast of America, Inc.
5299004QDA11QZOG5N31
Klockner-Pentaplast of America Inc 2021 Term Loan B
49865NAT7
94514.06000000
PA
USD
89463.70000000
0.002802094151
Long
LON
CORP
US
N
2
2026-02-12
Variable
10.48000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2021 Term Loan
02376CBJ3
279000.00000000
PA
USD
287043.57000000
0.008990496800
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.43000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
205000.00000000
PA
USD
179055.20000000
0.005608191128
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
500000.00000000
PA
USD
281530.00000000
0.008817806175
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
125000.00000000
PA
USD
102578.75000000
0.003212870867
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
645000.00000000
PA
USD
662827.80000000
0.020760441403
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.63000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group Inc 2021 Term Loan B
00213NAM4
276489.35000000
PA
USD
277007.77000000
0.008676165328
Long
LON
CORP
US
N
2
2028-07-10
Floating
11.75000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
000000000
437000.00000000
PA
USD
434815.00000000
0.013618848407
Long
DBT
CORP
PE
Y
2
2029-03-19
Fixed
6.63000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2C0
400000.00000000
PA
USD
378440.00000000
0.011853126022
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.13000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
340799.41000000
PA
USD
341794.54000000
0.010705352913
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.72000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
600000.00000000
PA
USD
527544.00000000
0.016523215078
Long
DBT
CORP
BR
Y
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAE6
185000.00000000
PA
USD
193064.15000000
0.006046965702
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
9.00000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351MAA0
575000.00000000
PA
USD
537343.25000000
0.016830137563
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
200000.00000000
PA
USD
146249.04000000
0.004580668802
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
MULTIBANK INC.
549300QXX3SGZZ4OEU72
Multibank Inc
625454AB9
300000.00000000
PA
USD
300639.00000000
0.009416319507
Long
DBT
CORP
PA
N
2
2028-02-03
Fixed
7.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
4839720.39000000
PA
USD
4643462.95000000
0.145437986278
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.44000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO 36 Ltd
835938AC5
1000000.00000000
PA
USD
1008000.00000000
0.031571586065
Long
ABS-CBDO
CORP
JE
N
2
2036-07-26
Floating
8.27000000
N
N
N
N
N
N
ExGen Renewables IV, LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC 2020 Term Loan
30204KAD8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.15000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800ZRKYXK2SHQOW75
Virgin Media Bristol LLC 2023 USD Term Loan Y
000000000
385000.00000000
PA
USD
384278.13000000
0.012035982196
Long
LON
CORP
US
N
2
2031-03-31
Variable
8.79000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
336933.67000000
PA
USD
334406.67000000
0.010473957304
Long
LON
CORP
US
N
2
2027-04-09
Variable
9.10000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings Inc 2020 Term Loan
29267YAS1
134523.79000000
PA
USD
134691.94000000
0.004218688666
Long
LON
CORP
US
N
2
2027-12-22
Variable
7.72000000
N
N
N
N
N
N
ADANI INTERNATIONAL CONT
335800J4SLERP6S94P28
Adani International Container Terminal Pvt Ltd
000000000
710000.00000000
PA
USD
581746.45000000
0.018220890986
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
3.00000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer Inc 2019 Term Loan B
24022KAB5
184526.47000000
PA
USD
183279.07000000
0.005740487036
Long
LON
CORP
US
N
2
2026-10-16
Variable
9.36000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAG2
1500000.00000000
PA
USD
1388626.95000000
0.043493209588
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
2.21000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
360000.00000000
PA
USD
335336.40000000
0.010503077394
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BTL74
18500322.00000000
PA
USD
16610471.37000000
0.520256871476
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
3.00000000
N
Y
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
270000.00000000
PA
USD
267699.60000000
0.008384623969
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
000000000
412499.35000000
PA
USD
391527.88000000
0.012263051746
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28
61766LBT5
17736091.31000000
PA
USD
320661.44000000
0.010043442709
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
1.15000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
64837.49000000
PA
USD
65197.66000000
0.002042057077
Long
LON
CORP
US
N
2
2030-06-20
Variable
9.66000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
273636.30000000
PA
USD
275175.50000000
0.008618776767
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.63000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
410000.00000000
PA
USD
382361.90000000
0.011975963922
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAN4
2475000.00000000
PA
USD
2178272.25000000
0.068225704181
Long
DBT
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
254339.38000000
PA
USD
241411.31000000
0.007561247967
Long
LON
CORP
US
N
2
2027-04-15
Floating
7.98000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAA6
283000.00000000
PA
USD
237387.61000000
0.007435221587
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
6.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ADT23
1945789.63000000
PA
USD
1854647.93000000
0.058089461054
Long
ABS-MBS
USGSE
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMN6
15346400.79000000
PA
USD
13209891.75000000
0.413747256252
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2023 Term Loan B4
04621HAV5
19992.64000000
PA
USD
20096.20000000
0.000629433440
Long
LON
CORP
US
N
2
2027-02-12
Variable
9.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8P50
7704374.50000000
PA
USD
7428886.64000000
0.232680291593
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300QR0537E9AXFW42
Galaxy Xxviii Clo Ltd
36321JAL8
2100000.00000000
PA
USD
2033881.50000000
0.063703238913
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
8.66000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAE8
720000.00000000
PA
USD
751881.60000000
0.023549697068
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I LLC
N/A
CyrusOne Data Centers Issuer I LLC
23284BAA2
5000000.00000000
PA
USD
4556110.60000000
0.142702021758
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.30000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABM4
21413508.66000000
PA
USD
259263.63000000
0.008120400801
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.83000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2022 Term Loan
04621HAT0
103425.00000000
PA
USD
103786.99000000
0.003250714173
Long
LON
CORP
US
N
2
2027-02-12
Variable
8.86000000
N
N
N
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services Inc 2023 Term Loan B
10524MAQ0
135000.00000000
PA
USD
134530.20000000
0.004213622805
Long
LON
CORP
US
N
2
2030-08-01
Variable
10.88000000
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
000000000
1000000.00000000
PA
USD
730970.00000000
0.022894724470
Long
DBT
CORP
CA
Y
2
2028-11-24
Fixed
5.75000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan J
89364MCA0
120000.00000000
PA
USD
120681.00000000
0.003779851763
Long
LON
CORP
US
N
2
2031-02-14
Variable
8.60000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAJ8
2253522.72000000
PA
USD
2182258.31000000
0.068350551638
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
7.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMFB7
2581000.65000000
PA
USD
2428435.53000000
0.076061072758
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEU2
4305000.00000000
PA
USD
4295787.30000000
0.134548431013
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International Inc 2021 2nd Lien Term Loan
60662WAU6
40000.00000000
PA
USD
39387.60000000
0.001233659725
Long
LON
CORP
US
N
2
2029-10-15
Variable
12.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYQU0
7406738.82000000
PA
USD
7196362.70000000
0.225397405101
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Floating
5.80000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AG6
47755605.28000000
PA
USD
974225.81000000
0.030513744055
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.77000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CBP4
3000000.00000000
PA
USD
2786678.76000000
0.087281615385
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.40000000
N
N
N
N
N
N
Waterfall Commercial Mortgage Trust
N/A
Waterfall Commercial Mortgage Trust 2015-SBC5
94132LAA5
579848.33000000
PA
USD
561050.17000000
0.017572662429
Long
ABS-MBS
CORP
US
N
2
2022-09-14
Variable
4.10000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
290000.00000000
PA
USD
242393.60000000
0.007592014289
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.63000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2021 Term Loan B
75025KAH1
145594.06000000
PA
USD
117271.65000000
0.003673067451
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.72000000
N
N
N
N
N
N
PQ Corporation
254900NH3N3I82Z6Q744
PQ Corporation 2021 Term Loan B
27922JAB2
291024.12000000
PA
USD
291862.27000000
0.009141423389
Long
LON
CORP
US
N
2
2028-06-09
Variable
7.98000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
670000.00000000
PA
USD
641277.10000000
0.020085451542
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL BANK CORPORATION
5493005ROG3FS85TE513
Global Bank Corp
000000000
700000.00000000
PA
USD
624484.00000000
0.019559474556
Long
DBT
CORP
PA
Y
2
2029-04-16
Fixed
5.25000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL6 Issuer Ltd
05601HAA2
540484.21000000
PA
USD
531067.35000000
0.016633569987
Long
ABS-CBDO
CORP
KY
N
2
2036-03-15
Floating
6.58000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAA1
1012277.53000000
PA
USD
998283.81000000
0.031267265104
Long
ABS-CBDO
CORP
KY
N
2
2038-03-15
Floating
6.68000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
95000.00000000
PA
USD
84998.40000000
0.002662236409
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
1048268.00000000
PA
USD
977006.74000000
0.030600845613
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
65000.00000000
PA
USD
61241.05000000
0.001918132024
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2021-A Asset Securitization Trust
52607FAC8
2044370.12000000
PA
USD
2017250.02000000
0.063182324030
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.75000000
N
N
N
N
N
N
Charter NEX US, Inc.
549300KRNU8RNVGYXG75
Charter NEX US Inc 2021 Term Loan
16125TAJ1
346612.50000000
PA
USD
348617.65000000
0.010919059663
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.22000000
N
N
N
N
N
N
Katayma CLO Ltd
254900I6JJYMZNFX8987
Katayma CLO I Ltd
48585JAJ9
5000000.00000000
PA
USD
5005275.00000000
0.156770307980
Long
ABS-CBDO
CORP
JE
N
2
2036-10-20
Floating
10.62000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGQ0
522532.50000000
PA
USD
509544.47000000
0.015959451477
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9B49
1373358.80000000
PA
USD
1261109.69000000
0.039499239202
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
2.75000000
N
N
N
N
N
N
Banco General SA
549300B5C08LGDFB7205
Banco General SA
000000000
200000.00000000
PA
USD
187608.00000000
0.005876073530
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LJAH9
13371000.00000000
PA
USD
13550265.40000000
0.424408105444
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
5.13000000
N
N
N
N
N
N
Athenahealth Group, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth Group Inc 2022 Term Loan B
04686RAB9
668113.41000000
PA
USD
666109.07000000
0.020863214119
Long
LON
CORP
US
N
2
2029-02-15
Variable
8.61000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
615000.00000000
PA
USD
591002.70000000
0.018510806158
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCCB7
268240.55000000
PA
USD
266186.99000000
0.008337247484
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2021-FL7 Ltd
55284AAA6
1616185.94000000
PA
USD
1593137.51000000
0.049898688503
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
6.55000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples Inc 7 Year Term Loan
855031AQ3
136467.61000000
PA
USD
129723.38000000
0.004063068309
Long
LON
CORP
US
N
2
2026-04-16
Floating
10.46000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust 2005-A16
45660L2V0
3015042.83000000
PA
USD
1199161.77000000
0.037558967289
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863162AE3
1000000.00000000
PA
USD
982500.00000000
0.030772900108
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
7.43000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
2380000.00000000
PA
USD
1738590.00000000
0.054454408549
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XGVU7
16202000.00000000
PA
USD
15401799.91000000
0.482400051015
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.19000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-AR1
362290AC2
4176859.85000000
PA
USD
2567191.17000000
0.080407040645
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
4.28000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAW9
850000.00000000
PA
USD
847280.00000000
0.026537672065
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.84000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BN2
950000.00000000
PA
USD
1065130.50000000
0.033360971480
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.63000000
N
N
N
N
N
N
INDO ASAHAN/MINERAL IND
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
000000000
400000.00000000
PA
USD
395200.00000000
0.012378066282
Long
DBT
CORP
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
274193.00000000
PA
USD
232984.53000000
0.007297312639
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
423700.00000000
PA
USD
360469.96000000
0.011290286077
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.42000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
655000.00000000
PA
USD
623880.95000000
0.019540586416
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
90000.00000000
PA
USD
83119.50000000
0.002603387349
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXMA7
10073909.54000000
PA
USD
8703112.68000000
0.272590348229
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-24CB
02146TAJ6
2472722.24000000
PA
USD
1362781.07000000
0.042683690317
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBV1
2110000.00000000
PA
USD
2147853.40000000
0.067272954835
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.89000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
625000.00000000
PA
USD
563606.25000000
0.017652721457
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies Inc 2021 Term Loan B
59408UAB3
228146.26000000
PA
USD
190273.98000000
0.005959574737
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AT5V2
1400009.10000000
PA
USD
1357992.40000000
0.042533704298
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAL9
644000.00000000
PA
USD
511732.44000000
0.016027980924
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.30000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
875000.00000000
PA
USD
852722.50000000
0.026708136705
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XKH7
24899576.16000000
PA
USD
3730403.21000000
0.116840025797
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATH64
3476729.75000000
PA
USD
3129686.58000000
0.098024969463
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.00000000
N
N
N
N
N
N
PHOENIX SERVICES INTERNATIONAL
5493009O25GX6RO6AZ98
PHOENIX SERVICES INTERNATIONAL
000000000
6972.00000000
NS
USD
49292.04000000
0.001543876868
Long
EC
CORP
US
N
3
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
890000.00000000
PA
USD
682274.00000000
0.021369516181
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
CVR PARTNERS/CVR NITROGE
N/A
CVR Partners LP / CVR Nitrogen Finance Corp
12663QAC9
280000.00000000
PA
USD
265025.60000000
0.008300871567
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.13000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAL2
300000.00000000
PA
USD
277842.00000000
0.008702294261
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.63000000
N
N
N
N
N
N
Pacific Gas & Electric Company
8YQ2GSDWYZXO2EDN3511
Pacific Gas & Electric Company 2020 Term Loan B1
69338CAH4
75000.00000000
PA
USD
75211.13000000
0.002355689150
Long
LON
CORP
US
N
2
2027-06-23
Variable
7.86000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust
93936HAC0
3610060.32000000
PA
USD
2804459.33000000
0.087838520937
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications Inc 2020 Term Loan
45174UAF5
115272.22000000
PA
USD
99933.52000000
0.003130019570
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.47000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AJ9
2462000.00000000
PA
USD
2068911.20000000
0.064800404774
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.33000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
230572.50000000
PA
USD
213998.95000000
0.006702664948
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
2355000.00000000
PA
USD
2170297.35000000
0.067975922195
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMPU4
4648540.00000000
PA
USD
4362268.26000000
0.136630682353
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
2.70000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3
25150VAD8
3234685.13000000
PA
USD
2705806.35000000
0.084748609182
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.11000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-I Ltd
12563KAA7
500000.00000000
PA
USD
479302.00000000
0.015012226532
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
11.64000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AR7
175000.00000000
PA
USD
177063.25000000
0.005545801226
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAN4
14046043.27000000
PA
USD
190698.21000000
0.005972862053
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
0.88000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
000000000
2400000.00000000
PA
USD
2084400.00000000
0.065285529757
Long
DBT
CORP
NL
Y
2
2037-08-10
Fixed
5.63000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AS5
380000.00000000
PA
USD
340039.20000000
0.010650373877
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAG3
2740455.32000000
PA
USD
2666827.15000000
0.083527740960
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.05000000
N
N
N
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC Term Loan B
11565HAB2
45207.74000000
PA
USD
45310.81000000
0.001419180692
Long
LON
CORP
US
N
2
2028-06-07
Variable
8.21000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
530000.00000000
PA
USD
506950.30000000
0.015878199431
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
700000.00000000
PA
USD
709310.00000000
0.022216311222
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBZR9
213649.35000000
PA
USD
212013.72000000
0.006640485523
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2022-2
24380XAA5
4462518.95000000
PA
USD
4237951.16000000
0.132736944235
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30000000
N
N
N
N
N
N
Homeserve USA Holding Corp
N/A
Homeserve USA Holding Corp Term Loan
000000000
245000.00000000
PA
USD
246071.88000000
0.007707221763
Long
LON
CORP
US
N
2
2030-10-21
Variable
8.36000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2021 Series B-2 Consenting Term Loan
46124CAJ6
266313.07000000
PA
USD
267034.78000000
0.008363801130
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.97000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAQ4
290000.00000000
PA
USD
216418.30000000
0.006778441452
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
3226000.00000000
PA
USD
2126482.42000000
0.066603593988
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
000000000
419440.00000000
PA
USD
395519.34000000
0.012388068336
Long
DBT
CORP
CL
Y
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust 2016-C33
95000LBC6
10343268.17000000
PA
USD
266912.38000000
0.008359967437
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Variable
1.56000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAA3
7965491.04000000
PA
USD
7196314.23000000
0.225395886971
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.52000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2023-SFR2 Trust
00178YAA9
6800000.00000000
PA
USD
6399385.75000000
0.200435275767
Long
ABS-O
CORP
US
N
2
2040-06-17
Fixed
3.95000000
N
N
N
N
N
N
BANCO INDUSTRIAL SA
529900GF99QF67JEQU85
Banco Industrial SA/Guatemala
000000000
600000.00000000
PA
USD
559662.00000000
0.017529183532
Long
DBT
CORP
GT
Y
2
2031-01-29
Fixed
4.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAQ1
650000.00000000
PA
USD
227516.32000000
0.007126042736
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
7.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJN2
13200000.00000000
PA
USD
13509375.00000000
0.423127376493
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVDA7
6965120.00000000
PA
USD
6654214.18000000
0.208416761590
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
5.69000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-5 Trust
059523BE9
3078094.44000000
PA
USD
2377937.32000000
0.074479417417
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
285000.00000000
PA
USD
293632.65000000
0.009196873493
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDWK3
4967753.27000000
PA
USD
4617915.59000000
0.144637816957
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BMN3
438932.88000000
PA
USD
421710.82000000
0.013208412151
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd
000000000
241500.00000000
PA
USD
209624.42000000
0.006565650215
Long
DBT
CORP
IN
Y
2
2031-05-18
Fixed
4.13000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
35000.00000000
PA
USD
35158.55000000
0.001101201574
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
Hexion Holdings Corporation
549300LBB370MUHGLV84
Hexion Holdings Corporation 2022 USD Term Loan
00217XAB2
134331.60000000
PA
USD
129414.39000000
0.004053390428
Long
LON
CORP
US
N
2
2029-03-15
Floating
10.02000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
130000.00000000
PA
USD
111735.00000000
0.003499653937
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings Inc 2023 Term Loan B2
18948TAF0
115916.70000000
PA
USD
112258.37000000
0.003516046418
Long
LON
CORP
US
N
2
2026-09-18
None
0.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAE6
3000000.00000000
PA
USD
2683476.36000000
0.084049211165
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.48000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBL1
500000.00000000
PA
USD
460848.21000000
0.014434235044
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
4465000.00000000
PA
USD
4256797.05000000
0.133327216694
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd
12549AAS9
1000000.00000000
PA
USD
992600.00000000
0.031089242389
Long
ABS-CBDO
CORP
KY
N
2
2030-07-16
Floating
9.21000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
395000.00000000
PA
USD
368843.10000000
0.011552541345
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
281504.92000000
PA
USD
282015.85000000
0.008833023492
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.65000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc 2022 First Lien Term Loan B
914908BD9
178304.85000000
PA
USD
179018.07000000
0.005607028178
Long
LON
CORP
US
N
2
2029-06-24
Variable
9.60000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AJ4
1060000.00000000
PA
USD
1048181.00000000
0.032830095886
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
2645000.00000000
PA
USD
2148136.75000000
0.067281829646
Long
DBT
CORP
CA
N
2
2037-01-10
Fixed
3.09000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
515000.00000000
PA
USD
468613.95000000
0.014677465926
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
HighTower Holdings LLC
254900MKOSB7RTMA9K12
HighTower Holdings LLC 2021 Term Loan B
43117LAG8
301350.65000000
PA
USD
300723.84000000
0.009418976782
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.64000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2 LLC
86772HAA5
2465297.64000000
PA
USD
2091195.87000000
0.065498383323
Long
ABS-O
CORP
US
N
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope Inc 2019 Term Loan B
20337EAQ4
154402.05000000
PA
USD
138479.34000000
0.004337313889
Long
LON
CORP
US
N
2
2026-04-06
Variable
8.72000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
000000000
700000.00000000
PA
USD
619227.00000000
0.019394819964
Long
DBT
CORP
BM
Y
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAA8
315000.00000000
PA
USD
285900.30000000
0.008954688420
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
1155000.00000000
PA
USD
1140400.80000000
0.035718513895
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MT58
37595671.54000000
PA
USD
5080901.99000000
0.159139022289
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAP7
845000.00000000
PA
USD
877802.90000000
0.027493680363
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.75000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
145000.00000000
PA
USD
107294.20000000
0.003360563561
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFYN5
4049398.25000000
PA
USD
3541766.98000000
0.110931747056
Long
ABS-MBS
USGSE
US
N
2
2045-01-15
Fixed
3.00000000
N
Y
N
N
N
N
Sound Point CLO LTD
549300TT7IR66ASPWY89
Sound Point Clo XIV Ltd
83609NAW0
1000000.00000000
PA
USD
995355.00000000
0.031175531793
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
9.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BL6T0
2781442.13000000
PA
USD
2637059.08000000
0.082595374706
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RAB1
3243534.12000000
PA
USD
3197152.91000000
0.100138083594
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Floating
5.92000000
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake VIII Ltd
14919GAG0
2550000.00000000
PA
USD
2518380.00000000
0.078878225114
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
8.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BD5W4
11728541.16000000
PA
USD
9750540.29000000
0.305396847174
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
1495000.00000000
PA
USD
1386492.90000000
0.043426368969
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2018 2nd Lien Term Loan
27943TAB5
91669.98000000
PA
USD
91841.86000000
0.002876580543
Long
LON
CORP
US
N
2
2026-07-20
Variable
12.22000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
260000.00000000
PA
USD
221247.00000000
0.006929681252
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings Inc 2023 Extended Term Loan
05550HAM7
352195.86000000
PA
USD
353583.51000000
0.011074595453
Long
LON
CORP
US
N
2
2028-12-11
Variable
10.11000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380RE71
71821373.04000000
PA
USD
4174768.13000000
0.130757987420
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.82000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B87D5
98438975.22000000
PA
USD
5330847.53000000
0.166967571027
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.28000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAB0
770000.00000000
PA
USD
738368.40000000
0.023126449889
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQBE1
2833486.50000000
PA
USD
2582006.81000000
0.080871081571
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
2385000.00000000
PA
USD
2136244.50000000
0.066909352270
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKS7
420000.00000000
PA
USD
417433.80000000
0.013074451531
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.84000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127LAE0
600000.00000000
PA
USD
547098.00000000
0.017135666263
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
560000.00000000
PA
USD
577567.20000000
0.018089992622
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines Inc 2021 Term Loan B
90932RAJ3
402329.82000000
PA
USD
404341.47000000
0.012664386428
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.22000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493001SKB2HKIF64L70
Wells Fargo Commercial Mortgage Trust 2015-C27
94989DAW9
3836000.00000000
PA
USD
3704444.57000000
0.116026974768
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYT45
375763.60000000
PA
USD
371773.67000000
0.011644329781
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
3.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
745000.00000000
PA
USD
753299.30000000
0.023594100876
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
PHOENIX SERVICES INTERNATIONAL
5493009O25GX6RO6AZ98
PHOENIX SERVICES INTERNATIONAL
000000000
693.00000000
NS
USD
4899.51000000
0.000153457640
Long
EC
CORP
US
N
3
N
N
N
PetSmart, Inc.
N/A
PetSmart Inc 2021 Term Loan B
71677HAL9
342869.30000000
PA
USD
339612.04000000
0.010636994791
Long
LON
CORP
US
N
2
2028-02-11
Variable
9.21000000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch & Lomb Corporation 2023 Incremental Term Loan
000000000
144637.50000000
PA
USD
144818.30000000
0.004535856569
Long
LON
CORP
CA
N
2
2028-09-29
Variable
9.36000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
580000.00000000
PA
USD
546493.40000000
0.017116729575
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
ADANI TRANS STEP-ONE LTD
335800Z8CGS7O7D72N41
Adani Transmission Step-One Ltd
000000000
600000.00000000
PA
USD
550500.00000000
0.017242220366
Long
DBT
CORP
IN
Y
2
2026-08-03
Fixed
4.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2023-SFR2 Trust
74331GAA7
9400000.00000000
PA
USD
9040228.35000000
0.283149154171
Long
ABS-O
CORP
US
N
2
2028-10-17
Fixed
4.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
125000.00000000
PA
USD
124968.75000000
0.003914148458
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corporation
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corporation Term Loan B
69291LAB2
149558.00000000
PA
USD
117488.28000000
0.003679852523
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.89000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST
N/A
FMC GMSR Issuer Trust
30259RAE5
3000000.00000000
PA
USD
2699641.80000000
0.084555529201
Long
ABS-O
CORP
US
N
2
2026-01-25
Variable
4.45000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
250000.00000000
PA
USD
230987.50000000
0.007234763627
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco B.V. 2022 Exit Term Loan
000000000
25269.42000000
PA
USD
8991.74000000
0.000281630449
Long
LON
CORP
NL
N
2
2027-10-31
Floating
8.00000000
N
N
Y
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEET2
603789.08000000
PA
USD
546089.70000000
0.017104085280
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Level 3 Financing Inc.
254900AE5FEFIJOXWL19
Level 3 Financing Inc 2019 Term Loan B
52729KAP1
97929.37000000
PA
USD
93592.57000000
0.002931414562
Long
LON
CORP
US
N
2
2027-03-01
Variable
7.22000000
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd
N/A
Octagon Investment Partners 51 Ltd
67578JAE9
500000.00000000
PA
USD
489991.00000000
0.015347016892
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
7.63000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAL5
4000000.00000000
PA
USD
3772205.00000000
0.118149300411
Long
ABS-O
CORP
US
N
2
2053-02-25
Fixed
5.12000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AA3V4
8558332.83000000
PA
USD
7429047.46000000
0.232685328639
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
580000.00000000
PA
USD
526872.00000000
0.016502167354
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-B
88161KAE5
3250000.00000000
PA
USD
3168203.71000000
0.099231365182
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
0.91000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
3265000.00000000
PA
USD
2569522.35000000
0.080480055575
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
185000.00000000
PA
USD
124845.40000000
0.003910285010
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BW1
360000.00000000
PA
USD
375476.40000000
0.011760303053
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-1
69548JAA0
1173523.84000000
PA
USD
1178345.91000000
0.036906993365
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
7.56000000
N
N
N
N
N
N
Tamko Building Products, LLC
5493003VQCGZ0AORLH30
Tamko Building Products, LLC 2023 Term Loan
87510EAC3
139650.00000000
PA
USD
140494.18000000
0.004400420729
Long
LON
CORP
US
N
2
2030-09-20
Variable
8.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVU1
456650.52000000
PA
USD
413485.56000000
0.012950788635
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD5R8
1380036.30000000
PA
USD
1291228.38000000
0.040442587231
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
590000.00000000
PA
USD
575497.80000000
0.018025176908
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Marble Point CLO XI Ltd
549300DBVCVH5X7MO467
Marble Point CLO XI Ltd
56607FAB1
3500000.00000000
PA
USD
3463600.00000000
0.108483477675
Long
ABS-CBDO
CORP
KY
N
2
2030-12-18
Floating
7.16000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
241119.00000000
PA
USD
241055.10000000
0.007550091107
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.15000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
000000000
1000000.00000000
PA
USD
988626.50000000
0.030964788324
Long
DBT
NUSS
PE
Y
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
160000.00000000
PA
USD
128872.00000000
0.004036402221
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
380000.00000000
PA
USD
348672.80000000
0.010920787017
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada 2021 Term Loan B
000000000
192075.00000000
PA
USD
192899.96000000
0.006041823104
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.14000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
000000000
661000.00000000
PA
USD
577700.78000000
0.018094176484
Long
DBT
CORP
BR
Y
2
2025-02-27
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
6900000.00000000
PA
USD
6694078.13000000
0.209665341082
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust 2016-C5
78419CAK0
450000.00000000
PA
USD
394973.04000000
0.012370957664
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.93000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
205000.00000000
PA
USD
192388.40000000
0.006025800524
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-4
3622EBAC2
5659156.35000000
PA
USD
2270243.29000000
0.071106330773
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
6.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGQ47
19354384.08000000
PA
USD
17619840.50000000
0.551871340087
Long
ABS-MBS
USGSE
US
N
2
2038-11-25
Fixed
3.00000000
N
Y
N
N
N
N
ADANI TRANS STEP-ONE LTD
335800Z8CGS7O7D72N41
Adani Transmission Step-One Ltd
000000000
549500.00000000
PA
USD
440968.26000000
0.013811574774
Long
DBT
CORP
IN
Y
2
2036-05-21
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BKY1
639555.80000000
PA
USD
614642.54000000
0.019251230011
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
2105000.00000000
PA
USD
2088012.65000000
0.065398681632
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
133006.74000000
PA
USD
133754.90000000
0.004189339620
Long
LON
CORP
KY
N
2
2026-01-29
Variable
9.97000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AJ5
2500000.00000000
PA
USD
2102335.75000000
0.065847295704
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.88000000
N
N
N
N
N
N
Aveanna Healthcare, LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare, LLC 2021 2nd Lien Term Loan
05355JAD0
82260.00000000
PA
USD
61146.74000000
0.001915178139
Long
LON
CORP
US
N
2
2029-12-10
Variable
12.54000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
1355000.00000000
PA
USD
1291315.00000000
0.040445300258
Long
DBT
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
240000.00000000
PA
USD
234453.60000000
0.007343325407
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
1320000.00000000
PA
USD
1098160.80000000
0.034395514098
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
220000.00000000
PA
USD
92609.00000000
0.002900608148
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
285000.00000000
PA
USD
270370.95000000
0.008468293370
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
110000.00000000
PA
USD
76333.40000000
0.002390839789
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
400000.00000000
PA
USD
386416.00000000
0.012102942461
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
3020000.00000000
PA
USD
2150693.00000000
0.067361893998
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2022 Term Loan B4
36740UAX0
59250.00000000
PA
USD
59509.52000000
0.001863898742
Long
LON
CORP
US
N
2
2029-11-16
Variable
8.36000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAM0
1903364.37000000
PA
USD
1502440.86000000
0.047057977103
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
4.52000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
2145000.00000000
PA
USD
2104502.40000000
0.065915157387
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
76174LAA1
550000.00000000
PA
USD
516994.50000000
0.016192794000
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
565000.00000000
PA
USD
573915.70000000
0.017975623925
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVQ0
654219.91000000
PA
USD
594948.01000000
0.018634377284
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2018-1
05683LAA4
475051.81000000
PA
USD
474739.23000000
0.014869315931
Long
ABS-CBDO
CORP
KY
N
2
2031-04-23
Floating
6.63000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
580000.00000000
PA
USD
558540.00000000
0.017494041350
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDD3
1645673.61000000
PA
USD
1407883.55000000
0.044096345901
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WXF9
20852201.90000000
PA
USD
3205395.89000000
0.100396262118
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAD0
5000000.00000000
PA
USD
4949635.80000000
0.155027631600
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
6.00000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
210000.00000000
PA
USD
180165.30000000
0.005642960590
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEA48
1814303.42000000
PA
USD
1637784.00000000
0.051297062016
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
2434000.00000000
PA
USD
2138171.64000000
0.066969712257
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
125000.00000000
PA
USD
124183.75000000
0.003889561459
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-79CB
12668BAD5
2992193.04000000
PA
USD
1714307.79000000
0.053693865014
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AR4
17311WAA5
1162673.76000000
PA
USD
938266.11000000
0.029387449647
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.20000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2023 Term Loan B11
04649VBC3
24874.68000000
PA
USD
24821.45000000
0.000777433080
Long
LON
CORP
US
N
2
2028-08-19
Variable
9.71000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
1060000.00000000
PA
USD
1060095.40000000
0.033203267022
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85000000
N
N
N
N
N
N
OMNIA Partners LLC
549300SMECQREC3K2B56
OMNIA Partners LLC Term Loan B
000000000
132548.48000000
PA
USD
133543.26000000
0.004182710839
Long
LON
CORP
US
N
2
2030-07-25
Variable
9.63000000
N
N
N
N
N
N
Jamestown CLO Ltd
254900TDIR3OOT3N8P57
Jamestown CLO XII Ltd
47047JAC8
1000000.00000000
PA
USD
997700.00000000
0.031248979581
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.83000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XGSY3
10000000.00000000
PA
USD
9609748.50000000
0.300987104996
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
4.30000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAA5
1195259.88000000
PA
USD
976006.44000000
0.030569515199
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
295000.00000000
PA
USD
267331.95000000
0.008373108797
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.63000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
2140000.00000000
PA
USD
2118129.20000000
0.066341962634
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.99000000
N
N
N
N
N
N
Tecta America Corp.
54930083ULRH07WCC129
Tecta America Corp. 2021 Term Loan
87876GAF9
190125.00000000
PA
USD
190897.86000000
0.005979115294
Long
LON
CORP
US
N
2
2028-04-10
Variable
9.47000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2022 Term Loan B
000000000
153062.50000000
PA
USD
153485.72000000
0.004807328986
Long
LON
CORP
CA
N
2
2029-02-01
Variable
9.62000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust
939346AB8
2739624.38000000
PA
USD
2063667.54000000
0.064636168005
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.85000000
N
N
N
N
N
N
CQP Holdco LP
549300LPL012JY5D4B69
CQP Holdco LP 2023 4th Amendment Term Loan
12657QAC7
255000.00000000
PA
USD
255898.88000000
0.008015013406
Long
LON
CORP
US
N
2
2030-12-31
None
0.00000000
N
N
N
N
N
N
Trimaran CAVU Ltd
N/A
Trimaran Cavu 2021-3 Ltd
89624GAG8
1500000.00000000
PA
USD
1482576.00000000
0.046435789467
Long
ABS-CBDO
CORP
KY
N
2
2035-01-18
Floating
9.44000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
370000.00000000
PA
USD
334169.20000000
0.010466519502
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
400000.00000000
PA
USD
344736.00000000
0.010797482434
Long
DBT
CORP
IN
Y
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-3
92538UAA9
16307297.37000000
PA
USD
15175590.50000000
0.475314942030
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.13000000
N
N
N
N
N
N
Compass Power Generation LLC
5493001FXZ2XUTES8E29
Compass Power Generation LLC 2022 Term Loan B2
20451VAE3
204381.93000000
PA
USD
205608.22000000
0.006439858743
Long
LON
CORP
US
N
2
2029-04-14
Variable
9.72000000
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
824596AA8
300000.00000000
PA
USD
272121.00000000
0.008523106718
Long
DBT
CORP
KR
N
2
2026-05-12
Fixed
2.88000000
N
N
N
N
N
N
SHENTON AIRCRAFT INVESTMENT LTD
254900877LAQRYY3YZ51
Shenton Aircraft Investment I Ltd
82321UAA1
1682928.62000000
PA
USD
1447745.57000000
0.045344864944
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBC1
21227094.08000000
PA
USD
109954.01000000
0.003443871517
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
0.42000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
2460000.00000000
PA
USD
2139043.80000000
0.066997029196
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
400000.00000000
PA
USD
384820.00000000
0.012052954116
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.38000000
N
N
N
N
N
N
Parexel International Corporation
254900PHGVI5379Z9791
Parexel International Corporation 2021 1st Lien Term Loan
71911KAC8
656844.78000000
PA
USD
661524.80000000
0.020719630116
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.72000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
2645000.00000000
PA
USD
2188473.00000000
0.068545202055
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACH8
1585000.00000000
PA
USD
1616002.60000000
0.050614846396
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
5.68000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379XN89
8638414.30000000
PA
USD
7248792.24000000
0.227039551663
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
2.00000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2023 USD Term Loan B14
000000000
169150.00000000
PA
USD
152446.44000000
0.004774777679
Long
LON
CORP
FR
N
2
2028-08-15
Variable
10.89000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
1200000.00000000
PA
USD
1107274.06000000
0.034680950678
Long
DBT
CORP
SG
Y
2
2031-03-16
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31288QPQ7
11169959.12000000
PA
USD
9819300.40000000
0.307550483812
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Floating
2.14000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST3
91681PAA7
956411.08000000
PA
USD
923545.54000000
0.028926386410
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
2.00000000
N
N
N
N
N
N
Par Petroleum, LLC
984500CCF05C2FB39F45
Par Petroleum, LLC 2023 Term Loan B
69889PAD7
49625.00000000
PA
USD
49711.84000000
0.001557025431
Long
LON
CORP
US
N
2
2030-02-28
Variable
9.74000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
145000.00000000
PA
USD
105838.40000000
0.003314966423
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2023 Term Loan B
11823LAL9
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2030-11-22
Variable
7.86000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754BAB7
12000000.00000000
PA
USD
12104272.68000000
0.379118141545
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
8.34000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900MX6QAMC9XBAB53
Dryden 68 CLO Ltd
26252QAQ5
1500000.00000000
PA
USD
1449150.00000000
0.045388853121
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
9.01000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAN6
700000.00000000
PA
USD
615440.00000000
0.019276207270
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
550000.00000000
PA
USD
507507.00000000
0.015895635842
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AA2
2313782.59000000
PA
USD
2128992.18000000
0.066682202226
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
5.96000000
N
N
N
N
N
N
Waterbridge Midstream Operating LLC
549300DVU86VSP486341
Waterbridge Midstream Operating LLC Term Loan B
94120XAB1
184731.44000000
PA
USD
185240.38000000
0.005801917261
Long
LON
CORP
US
N
2
2026-06-22
Variable
11.39000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBE6
574375.00000000
PA
USD
554837.98000000
0.017378090315
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-54CB
12668ANT8
4970179.27000000
PA
USD
3502530.31000000
0.109702814612
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.50000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings Inc Term Loan B
18452RAD7
267711.27000000
PA
USD
265423.68000000
0.008313339838
Long
LON
CORP
US
N
2
2026-08-21
Variable
9.14000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BALE0
10483893.76000000
PA
USD
9348020.06000000
0.292789503836
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
3.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
285000.00000000
PA
USD
275227.35000000
0.008620400762
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-HE4
59023EAD0
5225169.78000000
PA
USD
1000632.08000000
0.031340815311
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.77000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
445000.00000000
PA
USD
395618.35000000
0.012391169430
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLA5
635000.00000000
PA
USD
630288.30000000
0.019741271140
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
4.83000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AC8
1710000.00000000
PA
USD
1592010.00000000
0.049863373742
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAP7
110000.00000000
PA
USD
109274.00000000
0.003422572912
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AH43
5847670.80000000
PA
USD
5442331.90000000
0.170459374978
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings Inc Term Loan B
19633FAD3
294531.25000000
PA
USD
187399.93000000
0.005869556566
Long
LON
CORP
US
N
2
2024-05-01
None
0.00000000
Y
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2023-INV1
92539FAA1
6989314.08000000
PA
USD
6969641.05000000
0.218296252238
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.00000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
325000.00000000
PA
USD
300023.75000000
0.009397049250
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B8NY1
12839665.00000000
PA
USD
11073180.68000000
0.346823290534
Long
ABS-MBS
USGSE
US
N
2
2060-02-25
Fixed
4.00000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAL3
1000000.00000000
PA
USD
627877.09000000
0.019665749588
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
46590RAK5
2899000.00000000
PA
USD
2435023.37000000
0.076267410612
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.40000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
180000.00000000
PA
USD
149430.60000000
0.004680318500
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CY3
2035000.00000000
PA
USD
2002521.40000000
0.062721008659
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Ivanti Software, Inc.
254900GHAXAYKWDX9F60
Ivanti Software Inc 2021 Term Loan B
46583DAG4
71951.98000000
PA
USD
68495.41000000
0.002145345964
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.91000000
N
N
N
N
N
N
American Home Mortgage Investment Trust
N/A
American Home Mortgage Investment Trust 2007-1
026932AC7
5105026.38000000
PA
USD
2821354.09000000
0.088367682017
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.66000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
059501AD8
600000.00000000
PA
USD
427386.00000000
0.013386164565
Long
DBT
CORP
CO
N
2
2031-04-22
Fixed
6.65000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
410000.00000000
PA
USD
399212.90000000
0.012503754395
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc 2021 Term Loan
84850XAK8
195250.59000000
PA
USD
172378.94000000
0.005399083869
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.62000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
355000.00000000
PA
USD
347665.70000000
0.010889243620
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2006 8T2 Trust
05951UAE1
1632350.13000000
PA
USD
1348382.70000000
0.042232718712
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.33000000
N
N
N
N
N
N
Eisner Advisory Group LLC
549300TV33NKCG2ZE467
Eisner Advisory Group LLC Term Loan
28259HAC5
156402.04000000
PA
USD
156923.64000000
0.004915008140
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.72000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
795000.00000000
PA
USD
750774.15000000
0.023515010607
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc 2021 Term Loan
00184NAB3
192241.15000000
PA
USD
191409.71000000
0.005995146957
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.72000000
N
N
N
N
N
N
Washington Mutual Asset-Backed CTFS
N/A
Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust
93934TAC6
12922095.22000000
PA
USD
3753244.52000000
0.117555438877
Long
ABS-O
CORP
US
N
2
2037-02-25
Floating
5.69000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
13183584.76000000
PA
USD
406281.83000000
0.012725160478
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGJ6
13283053.65000000
PA
USD
12701450.90000000
0.397822371277
Long
ABS-MBS
USGSE
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
Invesco CLO LTD
213800YAVR2FVYDIRM63
Invesco US CLO 2023-3 Ltd
46091RAC7
1000000.00000000
PA
USD
1004003.00000000
0.031446395956
Long
ABS-CBDO
CORP
JE
N
2
2036-07-15
Floating
8.07000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2023-1
88338QAA8
3220669.85000000
PA
USD
3247058.76000000
0.101701185616
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.58000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DNK2
41295220.18000000
PA
USD
2030919.99000000
0.063610481405
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Variable
0.59000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
530000.00000000
PA
USD
319653.60000000
0.010011876134
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBHQ1
434123.22000000
PA
USD
430795.64000000
0.013492957961
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group Inc Term Loan B
54142KAD3
126839.57000000
PA
USD
84529.69000000
0.002647555935
Long
LON
CORP
US
N
2
2027-08-31
Variable
10.28000000
N
N
N
N
N
N
Jo-Ann Stores, Inc.
549300GM65RR2EMGLI48
Jo-Ann Stores Inc 2021 Term Loan B1
47759DAE5
234600.00000000
PA
USD
16254.26000000
0.000509099968
Long
LON
CORP
US
N
2
2028-07-07
Variable
10.39000000
N
N
N
N
N
N
Freeport LNG Investments, LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP Term Loan B
35670CAB4
209454.53000000
PA
USD
209660.84000000
0.006566790927
Long
LON
CORP
US
N
2
2028-12-21
Variable
9.18000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-3
12543RAA7
2897654.05000000
PA
USD
1470853.63000000
0.046068632906
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1100000.00000000
PA
USD
954789.00000000
0.029904963380
Long
DBT
CORP
NL
Y
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188GAV5
1435000.00000000
PA
USD
1390802.00000000
0.043561334368
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPK98
14992431.14000000
PA
USD
13410455.29000000
0.420029110483
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BKYY2
11135042.52000000
PA
USD
9880739.78000000
0.309474827734
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Fixed
2.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
420000.00000000
PA
USD
409873.80000000
0.012837664635
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
2850320.64000000
PA
USD
2716496.26000000
0.085083428045
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.73000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
500000.00000000
PA
USD
2615.00000000
0.000081904461
Long
DBT
CORP
MX
Y
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BD9
2080000.00000000
PA
USD
2154006.40000000
0.067465673058
Long
DBT
CORP
AU
N
2
2030-09-08
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANX85
1946578.68000000
PA
USD
1825881.59000000
0.057188470004
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H84H1
16769441.14000000
PA
USD
2835135.63000000
0.088799333879
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XRU1
22045317.39000000
PA
USD
3460021.82000000
0.108371405435
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LXD8
8133776.00000000
PA
USD
1039551.23000000
0.032559802705
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
38425884.80000000
PA
USD
1069777.40000000
0.033506517118
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.08000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
000000000
200000.00000000
PA
USD
197480.00000000
0.006185274619
Long
DBT
CORP
CA
Y
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
645000.00000000
PA
USD
632686.95000000
0.019816399300
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
1035000.00000000
PA
USD
1019992.50000000
0.031947203373
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
6857025.43000000
NS
USD
6857025.43000000
0.214769016386
Long
STIV
RF
US
N
1
N
N
N
LaserShip, Inc.
N/A
LaserShip Inc 2021 2nd Lien Term Loan
51809EAE5
40000.00000000
PA
USD
33600.00000000
0.001052386202
Long
LON
CORP
US
N
2
2029-05-07
Variable
13.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
860000.00000000
PA
USD
904539.40000000
0.028331094758
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
180000.00000000
PA
USD
150330.60000000
0.004708507416
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AGTG5
370099.73000000
PA
USD
6713.93000000
0.000210287121
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LHVE7
10400000.00000000
PA
USD
10060993.07000000
0.315120544260
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.33000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381BK78
5854096.50000000
PA
USD
5466769.69000000
0.171224791437
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAD6
10023000.00000000
PA
USD
8376770.36000000
0.262368974575
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.24000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
000000000
1000000.00000000
PA
USD
868480.00000000
0.027201677645
Long
DBT
CORP
GT
Y
2
2032-02-03
Fixed
5.13000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2007-16CB
02152AAL3
6489446.76000000
PA
USD
2324595.89000000
0.072808709532
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
5.92000000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
580000.00000000
PA
USD
597481.20000000
0.018713719373
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380VPX3
7615943.00000000
PA
USD
7060015.64000000
0.221126876391
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2023-3
69548BAA7
4204928.45000000
PA
USD
4227499.96000000
0.132409602013
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
7.60000000
N
N
N
N
N
N
Valley Stream Park CLO, Ltd
213800DEME82SWN32S20
Valley Stream Park CLO LTD
92013AAQ2
500000.00000000
PA
USD
498614.00000000
0.015617098030
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
9.57000000
N
N
N
N
N
N
LA CONSTRUCCION SA
254900IMQ8BOPW9UKX13
Inversiones La Construccion SA
000000000
900000.00000000
PA
USD
753246.00000000
0.023592431465
Long
DBT
CORP
CL
Y
2
2032-02-07
Fixed
4.75000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300JGUKVX0EDNOJ93
Goldentree Loan Management US Clo 15 Ltd
38139BAW9
1000000.00000000
PA
USD
998138.00000000
0.031262698186
Long
ABS-CBDO
CORP
JE
N
2
2036-10-20
Floating
9.74000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
170000.00000000
PA
USD
108643.60000000
0.003402828142
Long
DBT
CORP
LU
N
2
2029-04-01
None
0.00000000
Y
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
343273.00000000
PA
USD
343702.09000000
0.010765099320
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.22000000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand Inc 2021 Term Loan
86803YAB9
131115.48000000
PA
USD
127182.02000000
0.003983470327
Long
LON
CORP
US
N
2
2028-10-16
Variable
9.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NRZ9
953466.17000000
PA
USD
893416.85000000
0.027982725170
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
3.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-10
3622NDAC8
2134183.47000000
PA
USD
817087.04000000
0.025591997823
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-2 Mortgage Loan Trust
19685EAA9
15631928.00000000
PA
USD
14150474.08000000
0.443207252267
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
2.99000000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAA6
575000.00000000
PA
USD
525245.25000000
0.016451215888
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
500000.00000000
PA
USD
523685.00000000
0.016402347270
Long
DBT
CORP
MX
Y
2
2028-10-01
Fixed
7.53000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
000000000
222119.82000000
PA
USD
219898.62000000
0.006887448618
Long
DBT
CORP
KY
Y
2
2034-07-05
Fixed
5.88000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
490000.00000000
PA
USD
492925.30000000
0.015438922155
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-1 LTD
14317LAA0
1000000.00000000
PA
USD
944073.00000000
0.029569327352
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
11.66000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
235000.00000000
PA
USD
238019.75000000
0.007455020855
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PQN2
6060206.25000000
PA
USD
4795300.00000000
0.150193677242
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
CHILE ELEC PEC SPA
N/A
Chile Electricity PEC SpA
168831AA3
500000.00000000
PA
USD
396165.00000000
0.012408291065
Long
DBT
CORP
CL
N
2
2028-01-25
None
0.00000000
N
N
N
N
N
N
CHILE ELEC PEC SPA
N/A
Chile Electricity PEC SpA
000000000
400000.00000000
PA
USD
316932.00000000
0.009926632852
Long
DBT
CORP
CL
Y
2
2028-01-25
None
0.00000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
325000.00000000
PA
USD
272356.50000000
0.008530482817
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAM9
515000.00000000
PA
USD
527313.65000000
0.016516000282
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
341384.93000000
PA
USD
343274.50000000
0.010751706766
Long
LON
CORP
CA
N
2
2030-08-01
Variable
9.60000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital II Aircraft Lease Ltd
09229CAB5
3890626.76000000
PA
USD
3229336.93000000
0.101146119861
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
3.45000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
1556699.50000000
PA
USD
1540860.91000000
0.048261332177
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
MEXICO GENERADORA DE ENE
635400GBINBYW1VUAD14
Mexico Generadora de Energia S de rl
000000000
632120.00000000
PA
USD
615406.75000000
0.019275165846
Long
DBT
CORP
MX
Y
2
2032-12-06
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H62L8
9487020.11000000
PA
USD
8368362.02000000
0.262105616808
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Fixed
2.50000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AF5
1538749.98000000
PA
USD
1309726.33000000
0.041021961855
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
2.54000000
N
N
N
N
N
N
Vantage Specialty Chemicals, Inc.
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc 2023 Term Loan B
92210XAE0
24812.50000000
PA
USD
24006.09000000
0.000751895175
Long
LON
CORP
US
N
2
2026-10-26
Variable
10.11000000
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
Unigel Luxembourg SA
000000000
400000.00000000
PA
USD
113064.00000000
0.003541279570
Long
DBT
CORP
LU
Y
2
2026-10-01
None
0.00000000
Y
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
290000.00000000
PA
USD
28008.20000000
0.000877245334
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BCD21
26558594.41000000
PA
USD
25481965.30000000
0.798121091854
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAB3
310000.00000000
PA
USD
279275.90000000
0.008747205469
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
290000.00000000
PA
USD
295170.70000000
0.009245046784
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-WMC2
59020U6H3
32350093.99000000
PA
USD
8250968.79000000
0.258428741347
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
4.51000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
365000.00000000
PA
USD
352619.20000000
0.011044392282
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd
46653YAA6
322000.00000000
PA
USD
279499.22000000
0.008754200078
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.13000000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
435000.00000000
PA
USD
423933.60000000
0.013278031883
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AF4
310000.00000000
PA
USD
301639.30000000
0.009447649921
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
640000.00000000
PA
USD
581913.60000000
0.018226126294
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
AllSpring Buyer LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
388910.39000000
PA
USD
388150.07000000
0.012157255298
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.89000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-OA1
362631AA1
13876871.58000000
PA
USD
3076299.97000000
0.096352846494
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
5.91000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAD9
1500000.00000000
PA
USD
1411080.00000000
0.044196461969
Long
DBT
CORP
SG
Y
2
2030-09-10
Fixed
1.83000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-TIME
12652XAA1
2977000.00000000
PA
USD
2505422.24000000
0.078472374881
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Fixed
3.65000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TBA9
32859682.61000000
PA
USD
542664.51000000
0.016996804843
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
0.82000000
N
N
N
N
N
N
GIP Pilot Acquisition Partners LP
254900NQOAOPPA12X060
GIP Pilot Acquisition Partners LP Term Loan
31773HAB8
120000.00000000
PA
USD
120181.80000000
0.003764216311
Long
LON
CORP
US
N
2
2030-10-04
Variable
8.39000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300ZNOS7Q8W8H3S38
Anchorage Capital CLO 19 Ltd
03328JAA5
2000000.00000000
PA
USD
1990400.00000000
0.062341354072
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.87000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2021-1R
69356UAA6
820289.45000000
PA
USD
816154.37000000
0.025562785650
Long
ABS-MBS
CORP
US
N
2
2024-02-27
Floating
8.37000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2021 Term Loan B
11823LAK1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-11-01
Variable
7.71000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAB3
4499404.95000000
PA
USD
4338087.42000000
0.135873313830
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
3.34000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FM76
4439858.81000000
PA
USD
3375806.42000000
0.105733693382
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
1.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC31
17323YAH2
1500000.00000000
PA
USD
1170855.14000000
0.036672374824
Long
ABS-MBS
CORP
US
N
2
2048-06-10
Variable
4.03000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
430000.00000000
PA
USD
204336.00000000
0.006400011518
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
230000.00000000
PA
USD
228937.40000000
0.007170552408
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
378056.26000000
PA
USD
375840.85000000
0.011771717998
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DZY9
82867356.95000000
PA
USD
5312169.65000000
0.166382560813
Long
ABS-MBS
USGA
US
N
2
2063-10-16
Variable
0.97000000
N
N
N
N
N
N
Octagon Investment Partners 31 LTD
5493003JSU68UU09PZ63
Octagon Investment Partners 31 Ltd
67575XAU5
1000000.00000000
PA
USD
989780.00000000
0.031000917119
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.08000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C18
054975AM9
12094000.00000000
PA
USD
1792966.94000000
0.056157549661
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
2.15000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
93936AAD3
3887014.48000000
PA
USD
2800558.06000000
0.087716329189
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.93000000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
Acushnet Co
005095AA2
285000.00000000
PA
USD
297693.90000000
0.009324075977
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.38000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAJ7
2316000.00000000
PA
USD
1980364.72000000
0.062027038887
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Variable
3.81000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAW5
3454537.98000000
PA
USD
2362.25000000
0.000073988074
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
0.89000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCD8
2110000.00000000
PA
USD
2171633.10000000
0.068017759245
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.25000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
1000000.00000000
PA
USD
864760.00000000
0.027085163458
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.26000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
403871.70000000
PA
USD
402825.67000000
0.012616910029
Long
LON
CORP
US
N
2
2028-05-12
Variable
9.21000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
140000.00000000
PA
USD
103759.60000000
0.003249856291
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2021-CRE5 Trust
04002PAE4
300000.00000000
PA
USD
287962.20000000
0.009019269227
Long
ABS-CBDO
CORP
KY
N
2
2038-11-17
Floating
7.29000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
140000.00000000
PA
USD
135207.80000000
0.004234845927
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAC9
139871.55000000
PA
USD
128121.75000000
0.004012903627
Long
ABS-O
CORP
US
N
2
2043-06-22
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XGR81
17395000.00000000
PA
USD
17438860.62000000
0.546202866022
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKQU2
2073252.69000000
PA
USD
1884332.49000000
0.059019211690
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BQKG3
8867738.46000000
PA
USD
6164014.75000000
0.193063216457
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
None
0.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAZ1
1630000.00000000
PA
USD
1588223.10000000
0.049744764179
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B19 Mortgage Trust
08162WBF2
19879483.65000000
PA
USD
1298730.64000000
0.040677565651
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.77000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-HE4
59023EAC2
3775258.87000000
PA
USD
720231.35000000
0.022558379021
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.67000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAA5
1502771.18000000
PA
USD
1490910.89000000
0.046696846706
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.41000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
25490077VXHBSKJ52J14
MedAssets Software Intermediate Holdings Inc 2021 Term Loan
58404KAH8
211237.50000000
PA
USD
168884.38000000
0.005289630692
Long
LON
CORP
US
N
2
2028-12-18
Variable
9.47000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer Inc 2021 2nd Lien Term Loan
24022KAJ8
55000.00000000
PA
USD
50325.00000000
0.001576230226
Long
LON
CORP
US
N
2
2029-02-19
Variable
12.36000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FBB4
24376021.54000000
PA
USD
833160.23000000
0.026095426495
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.34000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
470000.00000000
PA
USD
427991.40000000
0.013405126309
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
375000.00000000
PA
USD
363086.25000000
0.011372230943
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAM8
300000.00000000
PA
USD
258114.00000000
0.008084393219
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
380000.00000000
PA
USD
351264.40000000
0.011001958567
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Trust 2006-M1
04012MAP4
17469015.09000000
PA
USD
4363400.98000000
0.136666160296
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
5.65000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
570000.00000000
PA
USD
519919.80000000
0.016284417373
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
100000.00000000
PA
USD
98795.37000000
0.003094371554
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.41000000
N
N
N
N
N
N
Carlyle Global Market Strategies
635400OJLSUEGFECDT29
CARLYLE US CLO 2022-2 LTD
143119AE5
2000000.00000000
PA
USD
1987374.00000000
0.062246576672
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.42000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGU1
3179559.75000000
PA
USD
2972831.58000000
0.093112111196
Long
ABS-MBS
USGSE
US
N
2
2044-02-15
Fixed
3.00000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd / TAL International Container Corp
89681LAA0
2590000.00000000
PA
USD
2087695.40000000
0.065388745039
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2021-JL1
17329CAA9
732195.37000000
PA
USD
690338.40000000
0.021622101398
Long
ABS-MBS
CORP
US
N
2
2062-02-27
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398S2J1
15826900.00000000
PA
USD
15530199.44000000
0.486421654996
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Fixed
4.50000000
N
N
N
N
N
N
Constant Contact Inc
2549000JW50H0AI5B946
Constant Contact Inc Term Loan
21031HAC5
203516.86000000
PA
USD
199446.52000000
0.006246868027
Long
LON
CORP
US
N
2
2028-02-10
Variable
9.69000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
1440000.00000000
PA
USD
1060804.80000000
0.033225486152
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIII
83614CAJ6
1000000.00000000
PA
USD
797852.00000000
0.024989536791
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
12.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LHS3
8470489.55000000
PA
USD
683898.01000000
0.021420381828
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T40
585000.00000000
PA
USD
618795.45000000
0.019381303379
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
440000.00000000
PA
USD
405574.40000000
0.012703003051
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BE5D1
13065577.70000000
PA
USD
12365479.49000000
0.387299404723
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
555000.00000000
PA
USD
518725.20000000
0.016247001285
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2023-R4
12569UAA9
9323270.35000000
PA
USD
9107184.91000000
0.285246301787
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
5.00000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
LCCM 2021-FL3 Trust
50190FAA9
2864000.00000000
PA
USD
2822008.03000000
0.088388164084
Long
ABS-CBDO
CORP
US
N
2
2038-11-15
Floating
6.93000000
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
100000.00000000
PA
USD
30241.00000000
0.000947178902
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
998075.60000000
PA
USD
851468.28000000
0.026668853258
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DY3
1070000.00000000
PA
USD
1098312.20000000
0.034400256100
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
371742.05000000
PA
USD
373632.36000000
0.011702545843
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.47000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAC1
3166985.24000000
PA
USD
2358049.33000000
0.073856505326
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc 2021 1st Lien Term Loan B
00132UAG9
412204.05000000
PA
USD
413032.58000000
0.012936600840
Long
LON
CORP
US
N
2
2028-07-31
Variable
9.09000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAF1
23240997.72000000
PA
USD
576999.60000000
0.018072214812
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.19000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAD4
1880000.00000000
PA
USD
1774869.22000000
0.055590710649
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.51000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
630000.00000000
PA
USD
576235.80000000
0.018048291819
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
120000.00000000
PA
USD
91509.60000000
0.002866173821
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-JR2 Trust
12659NAA6
5494795.63000000
PA
USD
5299234.75000000
0.165977426578
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.22000000
N
N
N
N
N
N
Helios Software Holdings, Inc.
2138002XO5EAYFHPPT53
Helios Software Holdings Inc 2023 Term Loan B
42328DAH1
145000.00000000
PA
USD
145105.85000000
0.004544862928
Long
LON
CORP
US
N
2
2030-07-18
Variable
9.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAF9
14150898.01000000
PA
USD
236066.27000000
0.007393835873
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.19000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAE3
1749000.00000000
PA
USD
1711168.99000000
0.053595554603
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.63000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
325000.00000000
PA
USD
318776.25000000
0.009984396639
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Avation PLC
213800KA972GUP1B6I78
Avation PLC
000000000
4550.00000000
NS
1160.07000000
0.000036334573
N/A
DE
GB
N
2
N/A
N/A
Call
Purchased
Avation PLC
Avation PLC
1.00000000
114.50000000
GBP
2026-10-31
XXXX
1160.07000000
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
185000.00000000
PA
USD
179775.60000000
0.005630754789
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHE4
6700000.00000000
PA
USD
6630382.85000000
0.207670340076
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.63000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
115000.00000000
PA
USD
122308.25000000
0.003830818890
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.38000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
310000.00000000
PA
USD
287087.90000000
0.008991885261
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH5S7
2171493.94000000
PA
USD
1960222.30000000
0.061396157789
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2023-1 Mortgage Loan Trust
19688NAA6
8634706.72000000
PA
USD
8613864.01000000
0.269794989036
Long
ABS-MBS
CORP
US
N
2
2068-04-25
Variable
6.05000000
N
N
N
N
N
N
LLPL Capital Pte Ltd
254900VXZ8FXTUQNON22
LLPL Capital Pte Ltd
000000000
1609200.00000000
PA
USD
1551461.90000000
0.048593365975
Long
DBT
CORP
SG
Y
2
2039-02-04
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAC6
13500000.00000000
PA
USD
14044113.86000000
0.439875941910
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
8.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381E8G6
81240418.54000000
PA
USD
3939178.10000000
0.123379067868
Long
ABS-MBS
USGA
US
N
2
2064-07-16
Variable
0.43000000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco Inc 2018 1st Lien Term Loan
62908HAD7
142018.00000000
PA
USD
135138.65000000
0.004232680078
Long
LON
CORP
US
N
2
2025-10-20
Variable
8.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGX3
10100000.00000000
PA
USD
10009257.86000000
0.313500144821
Long
DBT
UST
US
N
2
2025-04-30
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJY23
23009071.00000000
PA
USD
21850826.35000000
0.684390123723
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.00000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AB4
360000.00000000
PA
USD
381988.80000000
0.011964278050
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
650000.00000000
PA
USD
289266.32000000
0.009060115593
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
7.26000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
625000.00000000
PA
USD
547575.00000000
0.017150606388
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems Inc 2022 Extended 1st Lien Term Loan
03827FBB6
275805.82000000
PA
USD
277404.11000000
0.008688579101
Long
LON
CORP
US
N
2
2026-09-18
Variable
9.85000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
700000.00000000
PA
USD
500430.00000000
0.015673976998
Long
DBT
CORP
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
600000.00000000
PA
USD
529932.00000000
0.016598009669
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJZ48
3028350.20000000
PA
USD
2845340.94000000
0.089118974576
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
3.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
195000.00000000
PA
USD
181915.50000000
0.005697778635
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Monogram Food Solutions, LLC
549300RKG7DLLYNXX093
Monogram Food Solutions, LLC Term Loan B
60976EAH6
254800.00000000
PA
USD
254800.00000000
0.007980595366
Long
LON
CORP
US
N
2
2028-08-28
Variable
9.47000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
1137657.63000000
PA
USD
1138321.23000000
0.035653379646
Long
ABS-MBS
CORP
US
N
2
2025-05-30
Floating
9.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQQ62
5661194.31000000
PA
USD
5268781.27000000
0.165023592585
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAK5
1969000.00000000
PA
USD
1650889.42000000
0.051707537111
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.68000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
6611595.78000000
PA
USD
64984.58000000
0.002035383194
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.18000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
500000.00000000
PA
USD
451325.00000000
0.014135958413
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
3.28000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2007-BR5
81379EAB8
33183341.31000000
PA
USD
23722141.88000000
0.743001630977
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPFB5
1537043.40000000
PA
USD
1445170.67000000
0.045264216455
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2021 Term Loan B
15134NAF3
301857.32000000
PA
USD
303196.06000000
0.009496409229
Long
LON
CORP
US
N
2
2026-07-14
Variable
10.41000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2023-NQM3 Trust
55286MAA8
14065492.39000000
PA
USD
14232472.71000000
0.445775532827
Long
ABS-MBS
CORP
US
N
2
2068-07-25
Variable
6.62000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
2230000.00000000
PA
USD
2142427.90000000
0.067103022652
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
3370000.00000000
PA
USD
2683396.20000000
0.084046700472
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DBP4
80356501.98000000
PA
USD
5004571.60000000
0.156748276776
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Variable
0.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XD4Y9
11821569.57000000
PA
USD
10929062.82000000
0.342309372458
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAG0
5394763.65000000
PA
USD
43186.32000000
0.001352639502
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.97000000
N
N
N
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp Initial Term Loan
92553BAL7
173087.45000000
PA
USD
172871.09000000
0.005414498508
Long
LON
CORP
US
N
2
2028-07-30
Variable
10.47000000
N
N
N
N
N
N
Wind River CLO Ltd
254900CL04BC1Q11T078
Wind River 2016-2 CLO Ltd
88433BAS6
3000000.00000000
PA
USD
2979000.00000000
0.093305312390
Long
ABS-CBDO
CORP
KY
N
2
2031-11-01
Floating
7.44000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
460000.00000000
PA
USD
360460.60000000
0.011289992912
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DBR8
27647081.63000000
PA
USD
4310672.42000000
0.135014648123
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
20000000.00000000
PA
USD
20409422.20000000
0.639243878508
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
8.24000000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2023 Term Loan B4
16117LCB3
380000.00000000
PA
USD
379338.80000000
0.011881277353
Long
LON
CORP
US
N
2
2030-12-07
Variable
7.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AF47
1162937.86000000
PA
USD
23628.80000000
0.000740078068
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Floating
0.71000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBC8
16533068.83000000
PA
USD
426220.03000000
0.013349645198
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Variable
1.34000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAD9
340000.00000000
PA
USD
350652.20000000
0.010982783840
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.88000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
2826353.91000000
PA
USD
2783223.44000000
0.087173391245
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
DexKo Global, Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc 2021 USD Term Loan B
25213YAU9
149179.02000000
PA
USD
148619.60000000
0.004654917155
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCPT9
26145609.70000000
PA
USD
22629683.02000000
0.708784707443
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
249378.62000000
PA
USD
247002.04000000
0.007736355321
Long
LON
CORP
US
N
2
2027-12-17
Variable
9.21000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2
26483NAS9
68775.00000000
PA
USD
69011.59000000
0.002161513247
Long
LON
CORP
US
N
2
2029-01-18
Variable
8.36000000
N
N
N
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
22112EAD0
600000.00000000
PA
USD
625104.00000000
0.019578893587
Long
DBT
CORP
LU
N
2
2030-06-27
Fixed
7.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-3
31573EAA9
5473233.40000000
PA
USD
5378322.50000000
0.168454535414
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
375000.00000000
PA
USD
378086.25000000
0.011842046212
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP 2022 USD Term Loan B
80875CAB3
271946.56000000
PA
USD
272388.47000000
0.008531484150
Long
LON
CORP
US
N
2
2029-04-04
Variable
8.66000000
N
N
N
N
N
N
Graham Packaging Company Inc.
549300YS0ZFT826HIK72
Graham Packaging Company Inc 2021 Term Loan
38469EAD5
299142.31000000
PA
USD
299918.58000000
0.009393755219
Long
LON
CORP
US
N
2
2027-08-04
Variable
8.47000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2023-SFR1 Trust
66981XAB7
12000000.00000000
PA
USD
11207151.00000000
0.351019377328
Long
ABS-O
CORP
US
N
2
2040-04-17
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XWR4
2974828.46000000
PA
USD
2889828.24000000
0.090512362097
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Floating
5.76000000
N
N
N
N
N
N
Air Methods Corporation
54930081QGNZXVDOZF63
Air Methods Corporation 2017 Term Loan B
00912YAL6
71285.45000000
PA
USD
10752.34000000
0.000336774233
Long
LON
CORP
US
N
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
775000.00000000
PA
USD
756640.25000000
0.023698742830
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
LEEWARD RENEWABL
254900EVJU1A57NUX379
Leeward Renewable Energy Operations LLC
524590AA4
425000.00000000
PA
USD
369465.25000000
0.011572027716
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
CMG Media Corporation
N/A
CMG Media Corporation 2021 Term Loan
88145LAE4
149985.09000000
PA
USD
139486.13000000
0.004368847577
Long
LON
CORP
US
N
2
2026-12-17
Variable
8.95000000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
190000.00000000
PA
USD
189796.70000000
0.005944625842
Long
LON
CORP
US
N
2
2028-04-30
Variable
7.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378JM66
943744.25000000
PA
USD
914277.92000000
0.028636115118
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
3.00000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
349000.00000000
PA
USD
285724.36000000
0.008949177800
Long
DBT
CORP
IN
Y
2
2030-02-12
Fixed
3.95000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
16935995.73000000
PA
USD
647530.52000000
0.020281315022
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.52000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AF9
1610750.00000000
PA
USD
1496900.58000000
0.046884449893
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
5.71000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAR9
1840000.00000000
PA
USD
1744719.54000000
0.054646391981
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.21000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHM6
11500000.00000000
PA
USD
11608711.00000000
0.363596645284
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.50000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAG9
415000.00000000
PA
USD
438289.80000000
0.013727682680
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWX3
10196284.55000000
PA
USD
9286974.29000000
0.290877488180
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
HOMES Trust
N/A
HOMES 2023-NQM1 Trust
43761JAA5
6315111.93000000
PA
USD
6295475.97000000
0.197180715685
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Variable
6.18000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co. Inc 2023 Term Loan B1
26812CAH9
285678.46000000
PA
USD
286774.04000000
0.008982054846
Long
LON
CORP
US
N
2
2028-08-24
Variable
9.36000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
1400000.00000000
PA
USD
1192254.00000000
0.037342608901
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
565000.00000000
PA
USD
462294.30000000
0.014479528055
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
3830000.00000000
PA
USD
3218275.00000000
0.100799648953
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94000000
N
N
N
N
N
N
Luminent Mortgage Trust
N/A
Luminent Mortgage Trust 2007-1
55028CAA3
6719314.19000000
PA
USD
6013436.59000000
0.188346955209
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PMU3
15493299.93000000
PA
USD
2353072.35000000
0.073700621246
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAC5
643886.00000000
PA
USD
48291.45000000
0.001512537370
Long
DBT
CORP
BM
N
2
2099-12-31
Fixed
7.00000000
N
N
Y
N
N
Digicel Group One Ltd
Digicel Group One Ltd
USD
XXXX
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
2880000.00000000
PA
USD
2165587.20000000
0.067828395503
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2007-WM2
00442KAD3
2755718.12000000
PA
USD
1095540.78000000
0.034313452404
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.75000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
240000.00000000
PA
USD
229713.60000000
0.007194863782
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
300000.00000000
PA
USD
293280.00000000
0.009185828136
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
285000.00000000
PA
USD
270650.25000000
0.008477041330
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
700000.00000000
PA
USD
460460.00000000
0.014422075912
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
445000.00000000
PA
USD
414299.45000000
0.012976280498
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
000000000
600000.00000000
PA
USD
520932.00000000
0.016316120508
Long
DBT
CORP
LU
Y
2
2031-01-26
Fixed
5.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-B33
12658WAA7
632000.00000000
PA
USD
562780.21000000
0.017626849043
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Fixed
3.05000000
N
N
N
N
N
N
Bally's Corporation
549300NS4D5IK406VT62
Bally's Corporation 2021 Term Loan B
05875CAB0
268629.44000000
PA
USD
255326.91000000
0.007997098724
Long
LON
CORP
US
N
2
2028-10-02
Variable
8.93000000
N
N
N
N
N
N
Sound Point CLO LTD
549300EBWPUX52MGF160
Sound Point Clo XII Ltd
83610CAU5
1000000.00000000
PA
USD
995915.00000000
0.031193071564
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
9.53000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBB5
155000.00000000
PA
USD
137237.00000000
0.004298402536
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2023-SFR1 Trust
89616WAA6
9990776.17000000
PA
USD
9865489.34000000
0.308997168429
Long
ABS-O
CORP
US
N
2
2040-07-17
Fixed
5.10000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
159324.27000000
PA
USD
129302.00000000
0.004049870259
Long
LON
CORP
US
N
2
2025-07-09
Variable
10.18000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
800000.00000000
PA
USD
676336.67000000
0.021183552962
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc 2021 Term Loan B
78466YAN8
1263529.79000000
PA
USD
1267219.30000000
0.039690598406
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.97000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAX9
2155000.00000000
PA
USD
2143384.55000000
0.067132985904
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BS5
565000.00000000
PA
USD
581746.60000000
0.018220895684
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.88000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd
64135DAG0
500000.00000000
PA
USD
483200.00000000
0.015134315860
Long
ABS-CBDO
CORP
KY
N
2
2035-04-14
Floating
8.49000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
1000000.00000000
PA
USD
598265.00000000
0.018738268787
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LGHN5
11655644.81000000
PA
USD
10798440.67000000
0.338218153757
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.72000000
N
N
N
N
N
N
Bain Capital Credit CLO Limited
549300434Q955VK1W392
Bain Capital Credit Clo 2019-3 Ltd
05683TAW9
1000000.00000000
PA
USD
959654.00000000
0.030057340133
Long
ABS-CBDO
CORP
KY
N
2
2034-10-21
Floating
8.77000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust
759676AG4
8664450.72000000
PA
USD
3373214.67000000
0.105652517134
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
6.12000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings Inc 2022 Term Loan B
87817JAG3
84518.00000000
PA
USD
64783.05000000
0.002029071070
Long
LON
CORP
US
N
2
2027-03-02
Variable
10.63000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
28995334.79000000
PA
USD
1571553.52000000
0.049222655965
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.32000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
330000.00000000
PA
USD
316707.60000000
0.009919604415
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBM8
500000.00000000
PA
USD
492768.00000000
0.015433995359
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
7.04000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAC3
355000.00000000
PA
USD
382640.30000000
0.011984683694
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
12.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYG0
521390.03000000
PA
USD
506746.75000000
0.015871824038
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Fixed
1.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QAW3
1005000.00000000
PA
USD
986206.50000000
0.030888991461
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.23000000
N
N
N
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop Inc 2021 Term Loan
93148QAG5
112987.50000000
PA
USD
112846.27000000
0.003534460045
Long
LON
CORP
US
N
2
2028-12-16
Floating
7.71000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
2685000.00000000
PA
USD
2154336.60000000
0.067476015259
Long
DBT
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
160000.00000000
PA
USD
150489.60000000
0.004713487458
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
353500.00000000
PA
USD
366125.25000000
0.011467415517
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.77000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
1400000.00000000
PA
USD
1211714.00000000
0.037952115910
Long
DBT
CORP
LU
Y
2
2032-04-08
Fixed
5.88000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
220000.00000000
PA
USD
217877.00000000
0.006824129421
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2023 Incremental Term Loan
000000000
408975.00000000
PA
USD
410406.41000000
0.012854346523
Long
LON
CORP
CA
N
2
2030-05-06
Variable
9.11000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust
93363PAE0
3142713.10000000
PA
USD
2657111.44000000
0.083223435033
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.02000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBG4
4336145.82000000
PA
USD
22466.57000000
0.000703675841
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.80000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAB8
680000.00000000
PA
USD
706037.20000000
0.022113803794
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
12100000.00000000
PA
USD
12158609.38000000
0.380820022300
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
BCP Renaissance Parent LLC
549300GVXMQFQZDSJR97
BCP Renaissance Parent LLC 2023 Term Loan B
05549PAD3
196739.00000000
PA
USD
197415.78000000
0.006183263183
Long
LON
CORP
US
N
2
2028-10-31
Variable
8.87000000
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
350000.00000000
PA
USD
335597.50000000
0.010511255312
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBD4
2305000.00000000
PA
USD
2119147.85000000
0.066373867789
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.25000000
N
N
N
N
N
N
Kestrel Bidco Inc.
5493009TSX7LVAH8LA03
Kestrel Bidco Inc Term Loan B
000000000
208377.08000000
PA
USD
208344.78000000
0.006525570588
Long
LON
CORP
CA
N
2
2026-12-11
Variable
8.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGW24
2722012.34000000
PA
USD
2090719.97000000
0.065483477650
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
None
0.00000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
400000.00000000
PA
USD
248256.00000000
0.007775630625
Long
DBT
CORP
PE
Y
2
2047-06-19
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFHG7
17712329.64000000
PA
USD
15887759.01000000
0.497620784696
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
450000.00000000
PA
USD
475083.00000000
0.014880083157
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LGX80
10000000.00000000
PA
USD
9520191.30000000
0.298182082330
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
4.10000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
2000000.00000000
PA
USD
2039788.92000000
0.063888265320
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
Invesco CLO LTD
213800YAVR2FVYDIRM63
Invesco US CLO 2023-3 Ltd
46091RAE3
1000000.00000000
PA
USD
996773.00000000
0.031219944997
Long
ABS-CBDO
CORP
JE
N
2
2036-07-15
Floating
8.57000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
520000.00000000
PA
USD
510463.20000000
0.015988227035
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
365000.00000000
PA
USD
351615.45000000
0.011012953811
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGWZ0
6699458.37000000
PA
USD
5371823.49000000
0.168250979805
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Fixed
1.00000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBJ9
1365000.00000000
PA
USD
1385420.40000000
0.043392777178
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300J3BCFSIZAJJW77
Magnetite XXXI Ltd
55952GAA4
500000.00000000
PA
USD
492920.50000000
0.015438771814
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
11.66000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
308409.82000000
PA
USD
309180.84000000
0.009683858630
Long
LON
CORP
US
N
2
2028-12-08
Variable
8.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABA76
3009052.73000000
PA
USD
282656.81000000
0.008853099011
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
0.55000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
470000.00000000
PA
USD
470164.50000000
0.014726030730
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
2620000.00000000
PA
USD
2172242.00000000
0.068036830613
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8Q8
1960000.00000000
PA
USD
2127932.80000000
0.066649021366
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAG3
435000.00000000
PA
USD
401009.10000000
0.012560013208
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
680000.00000000
PA
USD
630570.80000000
0.019750119328
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-B33
12658WAC3
2250000.00000000
PA
USD
1761007.61000000
0.055156550913
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Fixed
3.17000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
555000.00000000
PA
USD
509390.10000000
0.015954616451
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FBA6
11779831.90000000
PA
USD
39363.49000000
0.001232904575
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
0.98000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
1068663.23000000
PA
USD
1038964.65000000
0.032541430423
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.12000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
480000.00000000
PA
USD
465873.60000000
0.014591635375
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2023 Term Loan B
000000000
74625.00000000
PA
USD
74904.84000000
0.002346095836
Long
LON
CORP
PA
N
2
2027-08-08
Variable
8.36000000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd
46651NAA2
1972415.26000000
PA
USD
1794607.35000000
0.056208928972
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.97000000
N
N
N
N
N
N
Solis IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
271339.21000000
PA
USD
270796.53000000
0.008481622969
Long
LON
CORP
US
N
2
2029-02-26
Variable
8.88000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
000000000
200000.00000000
PA
USD
194176.00000000
0.006081789976
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.63000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
145000.00000000
PA
USD
139391.40000000
0.004365880537
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AK5
540000.00000000
PA
USD
553699.80000000
0.017342441359
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132FCDW2
9445386.65000000
PA
USD
8589717.55000000
0.269038697330
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
MP Clo III, LTD
549300FWSFBNCWDD1P18
MP CLO III LTD
553205AG0
1000000.00000000
PA
USD
976100.00000000
0.030572445593
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.68000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
2535000.00000000
PA
USD
2170720.50000000
0.067989175684
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2023-3 Ltd
14318FAE4
3000000.00000000
PA
USD
2999862.00000000
0.093958731466
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
7.99000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAH0
6064238.72000000
PA
USD
61689.44000000
0.001932176055
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
1.28000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
950000.00000000
PA
USD
941725.50000000
0.029495801263
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.26000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
200000.00000000
PA
USD
151800.93000000
0.004754559649
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2023 Term Loan B
74839XAH2
144265.82000000
PA
USD
144866.69000000
0.004537372193
Long
LON
CORP
US
N
2
2029-03-19
Variable
8.22000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
1989000.00000000
PA
USD
1407479.67000000
0.044083695969
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
1125000.00000000
PA
USD
1036091.25000000
0.032451432610
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
155000.00000000
PA
USD
98296.35000000
0.003078741740
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
1000000.00000000
PA
USD
967151.10000000
0.030292156936
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
405000.00000000
PA
USD
355529.25000000
0.011135538011
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
000000000
1600000.00000000
PA
USD
1362160.00000000
0.042664237772
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3RY8
6434400.00000000
PA
USD
5954471.68000000
0.186500114206
Long
ABS-MBS
USGSE
US
N
2
2048-12-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPG73
1109491.84000000
PA
USD
1038960.17000000
0.032541290105
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKP38
7385061.48000000
PA
USD
6870178.98000000
0.215180998961
Long
ABS-MBS
USGSE
US
N
2
2045-07-15
Fixed
3.50000000
N
N
N
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
340000.00000000
PA
USD
341912.50000000
0.010709047540
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHX21
67597.70000000
PA
USD
60409.54000000
0.001892088285
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
Castlelake Aviation Limited
2138003EQK2PETKID103
Castlelake Aviation Limited Term Loan B
14855NAB2
336780.71000000
PA
USD
337856.72000000
0.010582016382
Long
LON
CORP
IE
N
2
2026-10-22
Variable
8.12000000
N
N
N
N
N
N
AGROSUPER SA
5493006KNWOGYPTZZ371
Agrosuper SA
000000000
1000000.00000000
PA
USD
860640.00000000
0.026956120864
Long
DBT
CORP
CL
Y
2
2032-01-20
Fixed
4.60000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
700000.00000000
PA
USD
732109.00000000
0.022930399110
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo Inc 2020 2nd Lien Term Loan
24780DAE7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-12-01
None
0.00000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAN0
2000000.00000000
PA
USD
1998300.00000000
0.062588790113
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
6.79000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RBE5
3358000.00000000
PA
USD
2575918.95000000
0.080680403599
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.26000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
1599000.00000000
PA
USD
1328226.19000000
0.041601396301
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
7.68000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
193250.36000000
PA
USD
151388.47000000
0.004741640982
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-43CB
02149FAM6
2245699.84000000
PA
USD
1144128.13000000
0.035835257665
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.75000000
N
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2 Inc 2020 Term Loan
78453JAD8
342537.59000000
PA
USD
343436.75000000
0.010756788601
Long
LON
CORP
US
N
2
2025-01-23
Variable
8.14000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
375000.00000000
PA
USD
330652.50000000
0.010356372878
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2023-3
92539GAA9
4513018.44000000
PA
USD
4500180.84000000
0.140950244742
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
5.93000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
250000.00000000
PA
USD
234105.00000000
0.007332406900
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Ocean Trails CLO
549300RX29DPTX81VW10
Ocean Trails CLO V
67515EAX4
1000000.00000000
PA
USD
881518.00000000
0.027610041076
Long
ABS-CBDO
CORP
KY
N
2
2031-10-13
Floating
9.11000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
324000.00000000
PA
USD
330165.72000000
0.010341126433
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Aveanna Healthcare, LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare, LLC 2021 Term Loan B
05549DAJ7
200030.42000000
PA
USD
186743.40000000
0.005848993378
Long
LON
CORP
US
N
2
2028-07-17
Variable
9.24000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAQ1
1000000.00000000
PA
USD
977942.00000000
0.030630138908
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.66000000
N
N
N
N
N
N
Maravai Intermediate Holdings, LLC
2549005DIMMJLV8LMZ14
Maravai Intermediate Holdings, LLC 2022 Term Loan B
56589PAJ4
169568.53000000
PA
USD
166036.42000000
0.005200429686
Long
LON
CORP
US
N
2
2027-10-19
Floating
8.40000000
N
N
N
N
N
N
INDO ASAHAN/MINERAL IND
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
000000000
400000.00000000
PA
USD
403428.00000000
0.012635775618
Long
DBT
CORP
ID
Y
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
PMT ISSUER TRUST - FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
1300000.00000000
PA
USD
1282538.66000000
0.040170416355
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
8.47000000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG Holding LLC / SEG Finance Corp
78397KAA0
605000.00000000
PA
USD
609555.65000000
0.019091903438
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
IMT Trust
N/A
IMT Trust 2017-APTS
44974AAS6
2046000.00000000
PA
USD
2010107.19000000
0.062958603323
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Fixed
3.48000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc 2021 Term Loan B3
14880BAH4
666103.36000000
PA
USD
655029.39000000
0.020516187263
Long
LON
CORP
US
N
2
2028-02-22
Variable
7.47000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
605000.00000000
PA
USD
581435.25000000
0.018211143885
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
ION Trading Finance Limited
N/A
ION Trading Finance Limited 2021 USD Term Loan
000000000
252940.89000000
PA
USD
253554.27000000
0.007941577834
Long
LON
CORP
IE
N
2
2028-04-03
Variable
10.20000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
254900VXLMLPIE9ID612
Castle US Holding Corp
14852LAA1
140000.00000000
PA
USD
72077.60000000
0.002257543801
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAB7
647153.53000000
PA
USD
148845.31000000
0.004661986622
Long
DBT
CORP
BM
N
2
2025-04-01
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV56
3460420.60000000
PA
USD
3133323.82000000
0.098138891522
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAU4
8521403.02000000
PA
USD
929148.90000000
0.029101889349
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
95000.00000000
PA
USD
48637.15000000
0.001523365046
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
445000.00000000
PA
USD
403797.45000000
0.012647347168
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
1989000.00000000
PA
USD
1502038.26000000
0.047045367261
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2023-NQM4
10569YAA5
11423029.36000000
PA
USD
11462633.57000000
0.359021351481
Long
ABS-MBS
CORP
US
N
2
2063-05-25
Variable
6.44000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-A
00834JAA8
1750000.00000000
PA
USD
1755223.37000000
0.054975382629
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
6.61000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC 2022 2nd Lien Term Loan
25277BAG3
171495.57000000
PA
USD
8146.04000000
0.000255142264
Long
LON
CORP
US
N
2
2026-08-24
None
0.00000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
650000.00000000
PA
USD
644241.00000000
0.020178283907
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
79000.00000000
PA
USD
76876.48000000
0.002407849607
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
195000.00000000
PA
USD
168405.90000000
0.005274644212
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
BNC Mortgage Loan Trust
N/A
BNC Mortgage Loan Trust 2006-1
055682AA6
16229605.61000000
PA
USD
10529260.30000000
0.329787150564
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.29000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAF2
20061907.22000000
PA
USD
163831.95000000
0.005131383442
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.68000000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
Whatabrands LLC 2021 Term Loan B
96244UAF4
289100.00000000
PA
USD
289952.85000000
0.009081618411
Long
LON
CORP
US
N
2
2028-08-03
Variable
8.47000000
N
N
N
N
N
N
BANISTMO SA
549300E94AMW3HSSMU17
Banistmo SA
000000000
700000.00000000
PA
USD
637567.00000000
0.019969247433
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
254900HJTH4LRJB6QF88
GTCR W-2 Merger Sub LLC
36268NAA8
200000.00000000
PA
USD
212188.00000000
0.006645944150
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2023 Incremental Term Loan
90385KAM3
94525.00000000
PA
USD
95049.14000000
0.002977035817
Long
LON
CORP
US
N
2
2026-05-04
Variable
9.99000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM4 Trust
67448GAA1
14188478.93000000
PA
USD
14192743.70000000
0.444531179793
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
1210000.00000000
PA
USD
1063372.20000000
0.033305899734
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
ORAZUL ENERGY PERU SA
N/A
Orazul Energy Peru SA
000000000
400000.00000000
PA
USD
377576.00000000
0.011826064663
Long
DBT
CORP
PE
Y
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
785000.00000000
PA
USD
675257.00000000
0.021149736599
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
400000.00000000
PA
USD
268761.92000000
0.008417896913
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1025000.00000000
PA
USD
993358.25000000
0.031112991551
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc Term Loan B2B
82925BAE5
109681.69000000
PA
USD
101359.59000000
0.003174685534
Long
LON
CORP
US
N
2
2026-09-30
Variable
7.97000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
172000.00000000
PA
USD
176389.44000000
0.005524696811
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.17000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2023-R2
17181KAA8
14965288.06000000
PA
USD
14793800.82000000
0.463356900621
Long
ABS-MBS
CORP
US
N
2
2064-08-25
Variable
5.50000000
N
N
N
N
N
N
Race Point CLO Ltd
549300C3570PBQ31OI09
Race Point IX CLO Ltd
74981HCG3
2250000.00000000
PA
USD
2216700.00000000
0.069429300428
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
7.81000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAM9
2541000.00000000
PA
USD
2375658.65000000
0.074408047153
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.42000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-SL1
52475KAB8
8561955.19000000
PA
USD
8269131.19000000
0.258997606203
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
2195000.00000000
PA
USD
2142451.70000000
0.067103768093
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900TEETF3L54VTH19
Wellfleet CLO 2017-3 Ltd
94950HAC9
1700000.00000000
PA
USD
1661610.60000000
0.052043335382
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
7.16000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
510000.00000000
PA
USD
531644.40000000
0.016651643780
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AYTA9
4480960.50000000
PA
USD
3682132.95000000
0.115328152118
Long
ABS-MBS
USGSE
US
N
2
2043-02-15
Fixed
3.00000000
N
Y
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-GP2
525227AG9
5590924.37000000
PA
USD
3872230.94000000
0.121282214670
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
6.13000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
95000.00000000
PA
USD
44635.75000000
0.001398037125
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
2290000.00000000
PA
USD
2185805.00000000
0.068461637579
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AVDX2
4277598.63000000
PA
USD
4010163.81000000
0.125602412564
Long
ABS-MBS
USGSE
US
N
2
2032-10-15
Fixed
1.75000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAE1
700000.00000000
PA
USD
729498.00000000
0.022848619932
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.88000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EBD7
1055000.00000000
PA
USD
989028.85000000
0.030977390336
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.34000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-6 LLC
693587AA5
2720778.45000000
PA
USD
2722945.01000000
0.085285409459
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
5.36000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
430000.00000000
PA
USD
422715.80000000
0.013239889147
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAF8
7575142.96000000
PA
USD
52452.94000000
0.001642879473
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
0.91000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382U5C1
15086192.83000000
PA
USD
1554605.77000000
0.048691835184
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Vertical US Newco Inc
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
302954.53000000
PA
USD
304014.87000000
0.009522055191
Long
LON
CORP
US
N
2
2027-07-30
Variable
9.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQYT6
11221756.46000000
PA
USD
11101522.41000000
0.347710982367
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
76600.00000000
PA
USD
76827.50000000
0.002406315504
Long
LON
CORP
US
N
2
2026-08-12
Variable
7.47000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
2245000.00000000
PA
USD
1626637.20000000
0.050947932894
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHSW0
14676137.00000000
PA
USD
13117782.95000000
0.410862314876
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Fixed
2.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBE5
7082115.95000000
PA
USD
51045.27000000
0.001598789816
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.81000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
3394253.18000000
PA
USD
3332226.39000000
0.104368722482
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.19000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569JAA8
3384859.52000000
PA
USD
3385102.28000000
0.106024849180
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.11000000
N
N
N
N
N
N
Regatta XXIII Funding Ltd
N/A
Regatta XXIII Funding Ltd
75889FAC8
4500000.00000000
PA
USD
4480200.00000000
0.140324424495
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
6.83000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc 2020 Term Loan
93369PAF1
308767.65000000
PA
USD
310061.39000000
0.009711438353
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.22000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAX5
13864674.00000000
PA
USD
188341.75000000
0.005899055327
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HWYD8
5400000.00000000
PA
USD
4784817.69000000
0.149865360623
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.22000000
N
N
N
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LifePoint Health Inc 2023 Term Loan B
75915TAG7
395000.00000000
PA
USD
394555.63000000
0.012357883958
Long
LON
CORP
US
N
2
2028-11-16
Variable
11.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHQ6
8486350.80000000
PA
USD
7660686.40000000
0.239940496030
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
245000.00000000
PA
USD
245053.90000000
0.007675337593
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
749188.00000000
PA
USD
705412.95000000
0.022094251649
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KDS6
1175205.94000000
PA
USD
1019418.47000000
0.031929224169
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
455000.00000000
PA
USD
428682.80000000
0.013426781661
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
183500000.00000000
PA
USD
185994453.13000000
5.825535599919
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2023 1st Lien Term Loan
02376CBM6
313106.77000000
PA
USD
314169.77000000
0.009840116996
Long
LON
CORP
US
N
2
2029-06-04
Variable
8.87000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1400000.00000000
PA
USD
1310918.00000000
0.041059286172
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
1700000.00000000
PA
USD
1572160.00000000
0.049241651536
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.63000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
200000.00000000
PA
USD
186018.00000000
0.005826273111
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.38000000
N
N
N
N
N
N
PointClickCare Technologies, Inc.
5493001Z0LHHBZLVDX36
PointClickCare Technologies Inc Term Loan B
000000000
141012.50000000
PA
USD
141188.77000000
0.004422175995
Long
LON
CORP
CA
N
2
2027-12-29
Variable
8.61000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHJ3
9500000.00000000
PA
USD
9418359.38000000
0.294992602938
Long
DBT
UST
US
N
2
2030-06-30
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DGR5
99564884.13000000
PA
USD
5413763.91000000
0.169564596451
Long
ABS-MBS
USGA
US
N
2
2063-03-16
Variable
0.68000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
400000.00000000
PA
USD
361640.00000000
0.011326932921
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2 Inc 2021 2nd Lien Term Loan
23344MAF5
60000.00000000
PA
USD
54399.90000000
0.001703860242
Long
LON
CORP
US
N
2
2029-03-30
Variable
12.22000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
54218273.69000000
PA
USD
1580635.63000000
0.049507116895
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.61000000
N
N
N
N
N
N
Curium BidCo S.a r.l.
213800P2VV9KG6N9L140
Curium BidCo S.a r.l. 2023 USD Term Loan B
000000000
238800.00000000
PA
USD
238950.44000000
0.007484171013
Long
LON
CORP
LU
N
2
2029-07-31
Variable
9.85000000
N
N
N
N
N
N
MKS CLO Ltd
5493003VGNSG059H2J98
MKS CLO 2017-1 Ltd
55317AAA7
312996.02000000
PA
USD
312182.23000000
0.009777865220
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.68000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
000000000
400000.00000000
PA
USD
334152.00000000
0.010465980780
Long
DBT
CORP
PY
Y
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
1000000.00000000
PA
USD
1059820.00000000
0.033194641214
Long
DBT
CORP
LU
N
2
2033-09-13
Fixed
8.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDP8
1225000.00000000
PA
USD
1088388.00000000
0.034089420054
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAL6
985000.00000000
PA
USD
972470.80000000
0.030458775355
Long
DBT
CORP
US
N
2
2029-01-26
Fixed
4.87000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
2560000.00000000
PA
USD
2166604.80000000
0.067860267771
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B2GY2
229463.94000000
PA
USD
228237.32000000
0.007148625190
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.36000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
385000.00000000
PA
USD
348351.85000000
0.010910734537
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBG4
13969360.54000000
PA
USD
198866.14000000
0.006228689935
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.92000000
N
N
N
N
N
N
Phoenix Services International LLC
254900MNVAHG9TQCPA24
Phoenix Services International, LLC 2023 Exit PIK Term Loan
33848XAB0
84277.41000000
PA
USD
78588.68000000
0.002461477454
Long
LON
CORP
US
N
2
2028-06-30
Variable
11.46000000
N
N
Y
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
185000.00000000
PA
USD
174545.65000000
0.005466947431
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
70000.00000000
PA
USD
73092.60000000
0.002289334634
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
1060000.00000000
PA
USD
1046474.40000000
0.032776643437
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-VI Ltd
12553SAG9
1000000.00000000
PA
USD
987500.00000000
0.030929505198
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.31000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust
93934FKY7
4555440.17000000
PA
USD
3407797.97000000
0.106735701293
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.50000000
N
N
N
N
N
N
IndyMac IMJA Mortgage Loan Trust
N/A
IndyMac IMJA Mortgage Loan Trust 2007-A4
45670VAA3
21517867.62000000
PA
USD
7122192.55000000
0.223074320504
Long
ABS-MBS
CORP
US
N
2
2038-02-25
Fixed
6.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBU9
1185000.00000000
PA
USD
1100580.60000000
0.034471304697
Long
DBT
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 2nd Lien Term Loan
04349HAM6
64708.09000000
PA
USD
56122.62000000
0.001757817586
Long
LON
CORP
US
N
2
2029-12-10
Variable
11.21000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
430000.00000000
PA
USD
420849.60000000
0.013181437864
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.38000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
340000.00000000
PA
USD
339255.40000000
0.010625824463
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC Term Loan
55759VAB4
664293.37000000
PA
USD
663160.75000000
0.020770869736
Long
LON
CORP
US
N
2
2028-06-21
Variable
8.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVVC6
4797027.52000000
PA
USD
4330309.27000000
0.135629694254
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
665959.04000000
PA
USD
662256.31000000
0.020742541754
Long
LON
CORP
US
N
2
2028-04-24
Variable
8.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AA6G5
20907.24000000
PA
USD
12073.61000000
0.000378157755
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
0.00000000
N
N
N
N
N
N
WI TSY NOTE/BOND
254900HROIFWPRGM1V77
United States Treasury Note/Bond - WI Reopening
912810TW8
203000000.00000000
PA
USD
218129843.75000000
6.832048745466
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
200000.00000000
PA
USD
178144.00000000
0.005579651416
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABMZ3
32713269.56000000
PA
USD
29656532.17000000
0.928872775607
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
3.00000000
N
Y
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAV4
15345231.65000000
PA
USD
353167.59000000
0.011061568415
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.48000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
3375000.00000000
PA
USD
3202638.75000000
0.100309905687
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
2664000.00000000
PA
USD
2192472.00000000
0.068670454805
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
205000.00000000
PA
USD
201617.50000000
0.006314865330
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2022-RN1 LLC
69363JAA2
11919507.84000000
PA
USD
11517139.82000000
0.360728542715
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.72000000
N
N
N
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
397860.61000000
PA
USD
394876.66000000
0.012367938944
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.86000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HYB1
22239EAD8
931236.36000000
PA
USD
785384.53000000
0.024599042939
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.85000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAH9
2000000.00000000
PA
USD
1734731.56000000
0.054333558281
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.67000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2021 Incremental Term Loan B3
00709LAJ6
144631.04000000
PA
USD
137851.46000000
0.004317648049
Long
LON
CORP
US
N
2
2027-12-23
Variable
9.22000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAK1
2650000.00000000
PA
USD
2292698.65000000
0.071809655506
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
3.85000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
195000.00000000
PA
USD
194407.20000000
0.006089031395
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2023-FL12 LLC
75575AAA2
1735510.22000000
PA
USD
1735500.50000000
0.054357642264
Long
ABS-CBDO
CORP
US
N
2
2038-05-25
Floating
7.69000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust Series 2023-1
74390NAA0
4821225.72000000
PA
USD
4842816.52000000
0.151681943016
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
7.06000000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Term Loan B
40422KAB7
78947.87000000
PA
USD
63530.93000000
0.001989853397
Long
LON
CORP
US
N
2
2025-05-23
Variable
9.27000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAJ7
1147000.00000000
PA
USD
852230.45000000
0.026692725198
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.68000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-8
86361JAY6
116181.05000000
PA
USD
115992.20000000
0.003632993775
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.25000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AB5
285000.00000000
PA
USD
299785.80000000
0.009389596414
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
8.63000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems Inc 2021 2nd Lien Term Loan
03827FBA8
210000.00000000
PA
USD
211706.25000000
0.006630855250
Long
LON
CORP
US
N
2
2027-09-17
Variable
12.10000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
000000000
1300000.00000000
PA
USD
1050634.00000000
0.032906926343
Long
DBT
CORP
GB
Y
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint Inc 1st Lien Term Loan
74345HAB7
1250802.91000000
PA
USD
1252929.27000000
0.039243020120
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.72000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBA1
200000.00000000
PA
USD
231890.00000000
0.007263030845
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC20
36252WAX6
1031478.28000000
PA
USD
1026919.62000000
0.032164167822
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
11100000.00000000
PA
USD
11216636.69000000
0.351316478794
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAF2
1767000.00000000
PA
USD
1714464.53000000
0.053698774271
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
465000.00000000
PA
USD
469822.05000000
0.014715304848
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CA7
470000.00000000
PA
USD
500789.70000000
0.015685243168
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
8.75000000
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2 Inc 2021 Term Loan
23344MAC2
253611.84000000
PA
USD
251936.73000000
0.007890914835
Long
LON
CORP
US
N
2
2028-03-31
Variable
9.22000000
N
N
N
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc Term Loan B
34965PAD8
44775.00000000
PA
USD
44793.58000000
0.001402980521
Long
LON
CORP
US
N
2
2030-07-01
Variable
9.11000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
60000.00000000
PA
USD
56454.60000000
0.001768215538
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
445000.00000000
PA
USD
464210.65000000
0.014539550088
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 Term Loan
04349HAK0
266101.58000000
PA
USD
261962.37000000
0.008204928085
Long
LON
CORP
US
N
2
2028-12-11
Variable
8.96000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
2815000.00000000
PA
USD
2129772.70000000
0.066706648906
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
360000.00000000
PA
USD
341766.00000000
0.010704459011
Long
DBT
CORP
LU
Y
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2023 USD Term Loan B
000000000
313412.53000000
PA
USD
314196.06000000
0.009840940426
Long
LON
CORP
US
N
2
2030-02-18
Variable
8.86000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
170000.00000000
PA
USD
170567.80000000
0.005342357120
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QMX22
723663.96000000
PA
USD
677679.36000000
0.021225607380
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Tiger Acquisition, LLC
25490011XE2GWJKY5N51
Tiger Acquisition, LLC 2021 Term Loan
88675UAB8
115321.62000000
PA
USD
114973.35000000
0.003601082355
Long
LON
CORP
US
N
2
2028-06-01
Variable
8.71000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
225000.00000000
PA
USD
190656.00000000
0.005971539992
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
000000000
150000.00000000
PA
USD
125085.00000000
0.003917789526
Long
DBT
CORP
CO
Y
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2023-3 Ltd
14318FAG9
2000000.00000000
PA
USD
1995688.00000000
0.062506979615
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
8.39000000
N
N
N
N
N
N
2024-01-17
SSGA Active Trust
Arthur Jensen
Arthur Jensen
Deputy Treasurer