0001145549-20-039505.txt : 20200706
0001145549-20-039505.hdr.sgml : 20200706
20200702174611
ACCESSION NUMBER: 0001145549-20-039505
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200706
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DoubleLine Opportunistic Credit Fund
CENTRAL INDEX KEY: 0001525201
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22592
FILM NUMBER: 201011185
BUSINESS ADDRESS:
STREET 1: C/O DOUBLELINE CAPITAL LP
STREET 2: 333 SOUTH GRAND AVENUE, 18TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
BUSINESS PHONE: 213-633-8200
MAIL ADDRESS:
STREET 1: C/O DOUBLELINE CAPITAL LP
STREET 2: 333 SOUTH GRAND AVENUE, 18TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: DoubleLine Strategic Income Fund
DATE OF NAME CHANGE: 20110708
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
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0001145549-20-032328
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DoubleLine Opportunistic Credit Fund
811-22592
0001525201
5493003RT2VL4QLFXN55
333 South Grand Avenue
Suite 1800
Los Angeles
90071
213-633-8200
DoubleLine Opportunistic Credit Fund
5493003RT2VL4QLFXN55
2020-09-30
2020-03-31
N
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4066777.17
PA
USD
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0.0576744028
Long
ABS-MBS
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US
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2
2048-01-15
Variable
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N
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JPMBB Commercial Mortgage Secu
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JPMBB Commercial Mortgage Securities Trust 2015-C27
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USD
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0.1568398215
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CORP
US
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2
2048-02-15
Variable
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N
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N
N
N
N
Citigroup Commercial Mortgage
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Citigroup Commercial Mortgage Trust 2015-GC27
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269000
PA
USD
225359.35
0.0872709734
Long
ABS-MBS
CORP
US
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2
2048-02-10
Variable
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PA
USD
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0.0699064238
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ABS-MBS
CORP
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2049-02-10
Fixed
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Bluemountain CLO Ltd
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ABS-CBDO
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2030-10-22
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N
N
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BX Trust
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USD
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0.3345768262
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ABS-MBS
CORP
US
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2034-11-15
Floating
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Wells Fargo Commercial Mortgag
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55230366.24
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0.9374082472
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ABS-MBS
CORP
US
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2051-03-15
Variable
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N
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SYNCREON GROUP
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SYNCREON GROUP
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EC
CORP
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3
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N
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0.0090885956
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US
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2
2040-02-25
Floating
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0.0144431244
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ABS-MBS
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2040-02-25
Floating
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N
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0.5508876040
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ABS-MBS
CORP
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2036-09-14
Floating
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N
N
N
N
N
N
Allegany Park CLO, Ltd.
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Allegany Park CLO Ltd
01714PAA7
1000000
PA
USD
663597.43
0.2569797689
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
8.60852
N
N
N
N
N
N
Freddie Mac - STACR
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Freddie Mac Stacr Remic Trust 2020-HQA2
35565LBE5
3000000
PA
USD
1173465
0.4544272641
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
8.41138
N
N
N
N
N
N
GS Mortgage Securities Trust
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GS Mortgage Securities Trust 2014-GC26
36250HAM5
500000
PA
USD
448474.05
0.1736727006
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
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N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
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JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAG0
20920000
PA
USD
337173.92
0.1305714461
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.27842
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBF1
360000
PA
USD
312986.81
0.1212049271
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.17842
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-TBR
17326MAQ5
168000
PA
USD
106650.99
0.0413008633
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.35463
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A6
18976GAR7
1670477.54
PA
USD
1503488.59
0.5822297269
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD6 Mortgage Trust
125039AG2
18099870.83
PA
USD
880359.62
0.3409214706
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
0.959649
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-4
12544RBL1
1861866.63
PA
USD
571418.04
0.2212830690
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.75337
N
N
N
N
N
N
Fannie Mae
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Fannie Mae REMICS
31398MBV7
287301.36
PA
USD
29204.64
0.0113095701
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
3.80337
N
N
N
N
N
N
Fannie Mae
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Fannie Mae REMICS
31398MQW9
1139517.6
PA
USD
168162.94
0.0651215202
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
4.00337
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
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AI Candelaria Spain SLU
AV1352799
1250000
PA
USD
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0.3623437023
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
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N
N
N
N
N
N
CSM BAKERY SOLUTIONS LLC
5493001EXHLY7Q2ERI31
CSM Bakery Solutions LLC
60001PAB3
500000
PA
USD
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0.1602257251
Long
LON
CORP
US
N
2
2020-07-03
Floating
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N
N
N
N
N
N
GS Mortgage Securities Trust
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GS Mortgage Securities Trust 2014-GC26
36250HAS2
2150000
PA
USD
1625122.01
0.6293325739
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
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N
N
N
N
N
N
GS Mortgage Securities Trust
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GS Mortgage Securities Trust 2015-GC28
36251FAG1
1000000
PA
USD
832253.6
0.3222922937
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.322504
N
N
N
N
N
N
ARES CLO Ltd
549300BCHSM41VYCXI96
Ares XXIX CLO Ltd
04014XAE3
1000000
PA
USD
20000
0.0077450502
Long
ABS-CBDO
CORP
KY
N
3
2026-04-17
Variable
0
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
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Atlas Senior Loan Fund XIV
04942CAL0
1700000
PA
USD
1128282.61
0.4369302702
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.71913
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAH5
165000
PA
USD
144643.72
0.0560136433
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.622015
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAQ9
500000
PA
USD
309857.25
0.1199929971
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
3.70463
N
N
N
N
N
N
COMM Mortgage Trust
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COMM 2013-LC6 Mortgage Trust
20048EAZ4
31982489.37
PA
USD
934544.33
0.3619046355
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Variable
1.372881
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-1
225470A94
1646471.66
PA
USD
1111326.71
0.4303640554
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.170562
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-1RR
12552VAC2
7000000
PA
USD
6410759.6
2.4825827321
Long
ABS-MBS
CORP
US
N
3
2055-07-26
Variable
6.956417
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-2RR
12553KAC5
7000000
PA
USD
6479269.3
2.5091132852
Long
ABS-MBS
CORP
US
N
3
2056-02-25
Variable
7.568921
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398MWH5
255492.73
PA
USD
24500.42
0.0094878491
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
4.45337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398MX92
958809.32
PA
USD
138851.79
0.0537707039
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
4.05337
N
N
N
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
385810.2
PA
USD
260421.88
0.1008490261
Long
LON
CORP
US
N
2
2024-09-01
Floating
8.5
N
N
Y
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
1924.27
PA
USD
1298.88
0.0005029945
Long
LON
CORP
US
N
2
2024-09-01
Floating
8.5
N
N
Y
N
N
N
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
04964KAU5
1000000
PA
USD
799710.11
0.3096897456
Long
ABS-CBDO
CORP
KY
N
2
2030-05-28
Floating
5.21325
N
N
N
N
N
N
Bcapb LLC Trust
N/A
BCAPB LLC Trust 2007-AB1
05529DAE2
11467377.45
PA
USD
6409914.24
2.4822553643
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.843676
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAV7
80915332.47
PA
USD
2368003.39
0.9170152513
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
0.448182
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
2000000
PA
USD
1321225.9
0.5116480432
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.23125
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0PC3
2409284.66
PA
USD
1771833.72
0.6861470515
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AF6
500000
PA
USD
396629.65
0.1535958266
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.08125
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398N7M0
721150.56
PA
USD
65293.91
0.0252852304
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Floating
5.45337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398NPE8
184612.05
PA
USD
21496.41
0.0083245387
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
5.65337
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR6 Trust
05533CDC9
899719.2
PA
USD
738163.37
0.2858556162
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Variable
9.3
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR6 Trust
05533CNM6
4695130.61
PA
USD
4178786.44
1.6182455285
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.61248
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2017-3RR
12553TAC6
6010000
PA
USD
5919850
2.2924767584
Long
ABS-MBS
CORP
US
N
3
2057-01-27
Variable
10.5012
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-3RR
12554DAC0
7000000
PA
USD
6439022.8
2.4935277271
Long
ABS-MBS
CORP
US
N
3
2056-02-27
Variable
7.96872
N
N
N
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
48931.54
PA
USD
33028.79
0.0127904818
Long
LON
CORP
US
N
2
2024-09-01
Floating
8.95013
N
N
Y
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
255105.78
PA
USD
132910.109999999
0.0514697734
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.71
N
N
N
N
N
N
GoldenTree Loan Management US
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
500000
PA
USD
377234.13
0.1460848629
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
4.66913
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376JKP8
796986.18
PA
USD
158786.03
0.0614902883
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Floating
5.64537
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244FAG2
2000000
PA
USD
1150231.8
0.4454301491
Long
ABS-CBDO
CORP
KY
N
2
2031-08-15
Floating
7.44175
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1750000
PA
USD
1034350.77
0.4005549296
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.38125
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398PZ93
1615309.83
PA
USD
290497.32
0.1124958157
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
4.72337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398SKW2
6742867.8
PA
USD
1680835.79
0.6509078749
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
5.65337
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
5000000
PA
USD
3695668
1.4311567010
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
4.30463
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-8
05948KL23
816882.76
PA
USD
789264.04
0.3056444788
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6
N
N
N
N
N
N
Dryden Senior Loan Fund
5493003BMKJ887403407
Dryden 33 Senior Loan Fund
26249HAS7
2500000
PA
USD
1733618.38
0.6713480652
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
8.80125
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 37 Senior Loan Fund
26249MAW7
1500000
PA
USD
873861.03
0.3384048753
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
6.98125
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
423843.03
PA
USD
220822.22
0.0855139585
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.84
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAB1
187086.429999999
PA
USD
73231.24
0.0283589813
Long
LON
CORP
US
N
2
2023-10-16
Floating
6
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A4
12566VAF9
2039144.13
PA
USD
1830798.66
0.7089813724
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAF9
1288300
PA
USD
328385.09
0.1271679496
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.75
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398SPQ0
1615362.61
PA
USD
152940.43
0.0592265651
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Floating
5.70337
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2983136.1
NS
USD
2983136.1
1.1552269359
Long
STIV
RF
US
N
1
N
N
N
BASS PRO GROUP LLC
N/A
Bass Pro Group LLC
07014QAK7
162916.649999999
PA
USD
137664.57
0.0533109500
Long
LON
CORP
US
N
2
2024-09-25
Floating
5.98938
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAE4
499899.87
PA
USD
387422.4
0.1500302960
Long
LON
CORP
US
N
2
2024-02-01
Floating
9
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings Inc
19633FAB7
500000
PA
USD
196250
0.0759983047
Long
LON
CORP
US
N
2
2025-05-01
Floating
8.25
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
N/A
487140.95
PA
USD
82813.96
0.0320699137
Long
LON
CORP
US
N
2
2022-03-28
Floating
7.36325
Y
Y
N
N
N
N
GAVILAN RESOURCES LLC
54930045U6YHRH5DKI14
Gavilan Resources LLC
36808UAB7
500000
PA
USD
60000
0.0232351505
Long
LON
CORP
US
N
2
2024-03-01
Floating
7.60338
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS LL
N/A
Summit Midstream Partners Holdings LLC
86614HAJ8
287283.179999999
PA
USD
120658.94
0.0467254771
Long
LON
CORP
US
N
2
2022-05-21
Floating
7
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JPL1
147532.21
PA
USD
16558.81
0.0064124407
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Variable
5.67976
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377V2C9
1473576.41
PA
USD
243482.27
0.0942891197
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
4.62712
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAG7
2307151.47
PA
USD
192481.03
0.0745387616
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.75
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAH5
5000
PA
USD
0.51
0.0000001975
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Variable
0
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VE44
1001831.36
PA
USD
173051.54
0.0670146428
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
4.57712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WGK4
1728094.2
PA
USD
300026.88
0.1161861617
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
4.60712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WVM3
2037702.48
PA
USD
341341.25
0.1321852551
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Floating
4.67712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378D3K9
923587.87
PA
USD
186971.04
0.0724050041
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6
N
N
N
N
N
N
Jimmy John's Funding LLC
N/A
Jimmy Johns Funding LLC
47760QAB9
4875000
PA
USD
4929200.74
1.9088453481
Long
ABS-O
CORP
US
N
2
2047-07-30
Fixed
4.846
N
N
N
N
N
N
JPMorgan US Government Money M
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2270
2983136.11
NS
USD
2983136.11
1.1552269397
Long
STIV
RF
US
N
1
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
558.87
PA
USD
493.2
0.0001909929
Long
LON
CORP
US
N
2
2025-10-16
Floating
5.73938
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31727.4
PA
USD
27999.4399999999
0.0108428534
Long
LON
CORP
US
N
2
2025-10-16
Floating
6.62388
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ARO9JRDQL4OE07
Dryden 38 Senior Loan Fund
26251EAG5
1200000
PA
USD
733625.94
0.2840984851
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.43125
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-KF22 Mortgage Trust
30295JAC3
128113.23
PA
USD
111765.21
0.0432813579
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
6.56525
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAC9
26400000
PA
USD
1229997.12
0.4763194693
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.244154
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593AAG0
27394000
PA
USD
1296810.04
0.5021929401
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
1.069586
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378JUK6
31570634.91
PA
USD
4893104.29
1.8948669073
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Floating
3.97712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VYA7
9744422.57
PA
USD
10061496.92
3.8963399146
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3
N
N
Y
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31507.07
PA
USD
27804.99
0.0107675521
Long
LON
CORP
US
N
2
2025-10-16
Floating
6.62388
N
N
N
N
N
N
TRAVEL LEADERS GROUP LLC
549300ELYRGQJOXAK024
Travel Leaders Group LLC
89416FAQ0
132975
PA
USD
102169.35
0.0395653370
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.95913
N
N
N
N
N
N
Babson CLO Ltd
549300LYPY4755WERL49
Babson CLO Ltd 2015-II
06759FAG1
1000000
PA
USD
776743.38
0.3007958218
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
4.76913
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-I
06759JAL2
2500000
PA
USD
1962382.6
0.7599375831
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.68125
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAV5
362245.609999999
PA
USD
280135.4
0.1084831362
Long
LON
CORP
US
N
2
2026-10-11
Floating
8.94513
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
76126KAJ3
75000
PA
USD
63375
0.0245421277
Long
LON
CORP
US
N
2
2026-10-01
Floating
8.10338
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A1P25
1382350.57
PA
USD
245784.97
0.0951808460
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
5.05337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A3KT7
2226156.66
PA
USD
2770369.82
1.0728326604
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
5.674718
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A5FL5
321905.22
PA
USD
46996.75
0.0181996093
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.05337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A6M68
4517360.19
PA
USD
738355.75
0.2859301158
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.05337
N
N
N
N
N
N
ACHILLES ACQUISITION LLC
549300GKZFTKB1HH6S06
Achilles Acquisition LLC
00448FAH9
104325
PA
USD
92588.44
0.0358551056
Long
LON
CORP
US
N
2
2025-10-11
Floating
5
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAB1
110000
PA
USD
56375
0.0218313601
Long
LON
CORP
US
N
2
2026-10-19
Floating
8.60338
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AL24
5737178.42
PA
USD
1175255.84
0.4551207714
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Floating
5.42712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BCR7
6061700.11
PA
USD
1550553.79
0.6004558437
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Floating
4.77712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BE38
4956735.79
PA
USD
887406.89
0.3436505436
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
5.39537
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BFH6
8379944.34
PA
USD
1770793.69
0.6857442973
Long
ABS-MBS
USGA
US
N
2
2044-04-16
Floating
5.54537
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-I
06759KAA3
1000000
PA
USD
662266.88
0.2564645101
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.51125
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAL6
1000000
PA
USD
824025.5
0.3191059414
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
5.41913
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QG74
6201526.7
PA
USD
1160334.17
0.4493423172
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Floating
4.91712
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WPV5
68031293.61
PA
USD
6039478.09
2.3388030362
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
3.12712
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
91116KAB1
114422.12
PA
USD
99118.16
0.0383837560
Long
LON
CORP
US
N
2
2025-10-22
Floating
5.23938
N
N
N
N
N
N
WEDDINGWIRE INC
5493008BZQSUX5N9Q439
WeddingWire Inc
94847DAB7
168300
PA
USD
147262.5
0.0570277724
Long
LON
CORP
US
N
2
2025-12-21
Floating
5.95013
N
N
N
N
N
N
CONSTELLIS HOLDINGS LLC
5493005W6JZ5EEFR8349
Constellis Holdings LLC
21038KAE7
491183.849999999
PA
USD
19647.3499999999
0.0076084856
Long
LON
CORP
US
N
2
2024-04-21
Floating
6.77713
N
Y
N
N
N
N
CONSTELLIS HOLDINGS LLC
5493005W6JZ5EEFR8349
Constellis Holdings LLC
21038KAE7
1259.45
PA
USD
50.38
0.0000195098
Long
LON
CORP
US
N
2
2024-04-21
Floating
7.25
N
Y
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2018-III
06760PAJ0
500000
PA
USD
409009.8
0.1583900708
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
4.71913
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2018-III
06760RAA5
1000000
PA
USD
632213.6
0.2448263021
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.56913
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A6WN0
4355646.22
PA
USD
753187.06
0.2916735778
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.10337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFV50
9953709.08
PA
USD
10168021.39
3.9375917827
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Floating
4.05337
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XQ75
34536808.26
PA
USD
3951542.73
1.5302448319
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Floating
3.55
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
3000000
PA
USD
2036785.2
0.7887501766
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.83563
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS L
N/A
LSF9 Atlantis Holdings LLC
50226BAD0
477707.03
PA
USD
394406.87
0.1527350495
Long
LON
CORP
US
N
2
2023-05-01
Floating
7
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
Finastra USA Inc
02034DAF4
500000
PA
USD
384000
0.1487049630
Long
LON
CORP
US
N
2
2025-06-13
Floating
9.02713
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FC2N5
319546.51
PA
USD
74662.93
0.0289134069
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Fixed
6.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A1X32
2117311.38
PA
USD
244150.56
0.0945479166
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Floating
3.74537
N
N
N
N
N
N
WEDDINGWIRE INC
5493008BZQSUX5N9Q439
WeddingWire Inc
94847DAE1
335000
PA
USD
309875
0.1199998709
Long
LON
CORP
US
N
2
2026-12-21
Floating
9.70013
N
N
N
N
N
N
VVC HOLDING CORP
549300Z86PUW4ENZCD61
VVC Holding Corp
04685YAK5
367225
PA
USD
345191.5
0.1336762740
Long
LON
CORP
US
N
2
2026-02-11
Floating
5.28413
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
80122385.15
PA
USD
2205801.31
0.8542020890
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.753413
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QAE0
5297000
PA
USD
311318.99
0.1205590596
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.233852
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-II
06761HAG3
1000000
PA
USD
781324.07
0.3025697055
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.68125
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355TAQ5
5000000
PA
USD
3920322.35
1.5181546615
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.00317
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
44908XAS7
350000
PA
USD
321125
0.1243564616
Long
LON
CORP
US
N
2
2025-07-10
Floating
7.98938
N
N
N
N
N
N
SECURUS TECHNOLOGIES HLDS
549300EBCNNXVCJ2FW66
Securus Technologies Holdings LLC
78410QAB8
78717.4499999999
PA
USD
62580.37
0.0242344052
Long
LON
CORP
US
N
2
2024-11-01
Floating
5.48213
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355VAA5
2000000
PA
USD
1401415.02
0.5427014810
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
9.40317
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAY7
18465776.76
PA
USD
588098.06
0.2277424486
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.521696
N
N
N
N
N
N
ABE INVESTMENT HOLDINGS
N/A
Abe Investment Holdings Inc
37427UAJ9
176988.459999999
PA
USD
143803.12
0.0556881189
Long
LON
CORP
US
N
2
2026-02-19
Floating
5.5
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition Inc
60441EAC4
436700
PA
USD
370465.71
0.1434637753
Long
LON
CORP
US
N
2
2026-03-29
Floating
5.98938
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
566000
PA
USD
495486.87
0.1918785330
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.483852
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YAL7
549000
PA
USD
407986.06
0.1579936249
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.146165
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A3MT3
3868288.76
PA
USD
828510.47
0.3208427573
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
5.29537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A4T98
4280901.9
PA
USD
937044.9
0.3628729875
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
5.79537
N
N
N
N
N
N
SECURUS TECHNOLOGIES HLDS
549300EBCNNXVCJ2FW66
Securus Technologies Holdings LLC
78410QAB8
201.84
PA
USD
160.47
0.0000621424
Long
LON
CORP
US
N
2
2024-11-01
Floating
5.5
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
83405.8699999999
PA
USD
67649.6699999999
0.0261975044
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.05625
N
N
N
N
N
N
Bluemountain CLO Ltd
54930003J8R1CBTM3M23
BlueMountain CLO 2013-1 Ltd
09626VAG1
1900000
PA
USD
988158.21
0.3826667449
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
9.31913
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396QFB0
248958.6
PA
USD
23905.68
0.0092575345
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
5.15337
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
82905.96
PA
USD
74615.3699999999
0.0288949892
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
5078.82
PA
USD
4570.94
0.0017701080
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
65097.2699999999
PA
USD
52799.7399999999
0.0204468317
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.05625
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
128783.24
PA
USD
104454.8
0.0404503833
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.12388
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
12866.9
PA
USD
11580.2099999999
0.0044844654
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
79349.2299999999
PA
USD
71414.3099999999
0.0276553706
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
2155.08
PA
USD
1747.96
0.0006769019
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.70013
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAQ3
300586.12
PA
USD
212833.01
0.0824201169
Long
LON
CORP
US
N
2
2022-06-30
Floating
5.25
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
1000000
PA
USD
562017.21
0.2176425740
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.78125
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436WAA7
1000000
PA
USD
606047.92
0.2346935769
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Floating
7.83738
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
7244.42
PA
USD
6519.98
0.0025248786
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
11054.66
PA
USD
9949.19
0.0038528488
Long
LON
CORP
US
N
2
2026-03-06
Floating
5.94463
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FAN3
1500000
PA
USD
1017659.25
0.3940910967
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
3.645215
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-5
12637VAG2
3169904.28
PA
USD
1159290.74
0.4489382463
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6EB4
1418045.6
PA
USD
274930.96
0.1064677037
Long
ABS-MBS
USGSE
US
N
2
2041-02-15
Floating
5.14537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AEQ57
1174965.98
PA
USD
2647645.54
1.0253073752
Long
ABS-MBS
USGSE
US
N
2
2041-08-15
Floating
15.97125
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396QTH2
136473.61
PA
USD
14512.32
0.0056199323
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
4.20337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396VDR6
2473793.49
PA
USD
471345.73
0.1825298160
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
5.15337
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
525000
PA
USD
486609.38
0.1884407027
Long
LON
CORP
US
N
2
2025-08-04
Floating
7.48938
N
N
N
N
N
N
PEAK 10 HOLDING CORP
549300M6D163XS0DO113
Flexential Intermediate Corp
70469CAC4
678265.31
PA
USD
487503.19
0.1887868329
Long
LON
CORP
US
N
2
2024-08-01
Floating
4.95013
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396VE46
189039.93
PA
USD
23627.02
0.0091496227
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.15337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396VJN9
1110203.85
PA
USD
293271.78
0.1135702323
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
5.79337
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AFAV4
1382933.6
PA
USD
253834.83
0.0982981745
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
5.29537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AJE75
4454926.25
PA
USD
637483.02
0.2468668982
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Floating
5.24537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B3DH8
3353201.78
PA
USD
3937445.55
1.5247856636
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
8.251333
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B7AC3
3525896.5
PA
USD
631363.95
0.2444972730
Long
ABS-MBS
USGSE
US
N
2
2054-01-15
Floating
5.19537
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200GAA5
2500000
PA
USD
1460795.45
0.5656967014
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.11913
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAY0
4828593.07
PA
USD
256340.11
0.0992683504
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Variable
1.84114
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396VYC6
1213911.17
PA
USD
215484.41
0.0834468782
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.15337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396W3B0
6165260.38
PA
USD
1302613.48
0.5044403368
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
5.59337
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BRJ97
38343110.3
PA
USD
1318880.3
0.5107397037
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137GALT2
10032049.2
PA
USD
1777313.95
0.6882692843
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
5.34537
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAS0
1419074.75
PA
USD
687608.41
0.2662780812
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
4.60463
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAL7
500000
PA
USD
416208.01
0.1611775956
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
5.45213
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396WK96
122087.1
PA
USD
17854.6
0.0069142386
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
5.70337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396WVN3
418340.89
PA
USD
62587.31
0.0242370928
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
5.61337
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP
73955HAB0
251331.28
PA
USD
133771.07
0.0518031823
Long
LON
CORP
US
N
2
2026-03-11
Floating
6.20013
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
N/A
124687.5
PA
USD
81795
0.0316753189
Long
LON
CORP
LU
N
2
2026-05-30
Floating
6.072
N
N
N
N
N
N
RENTPATH LLC
5493007W7CFRS1V7XL88
RentPath LLC
76016VAF0
318676.27
PA
USD
244145.859999999
0.0945460966
Long
LON
CORP
US
N
2
2021-12-17
Floating
7
Y
Y
N
N
N
N
AVANTOR FUNDING INC
N/A
Avantor Funding Inc
05350NAC8
173803.28
PA
USD
165547.62
0.0641087310
Long
LON
CORP
US
N
2
2024-11-21
Floating
3.25
N
N
N
N
N
N
Centerline Logistics Corporati
5493005HW7HO5Y757M86
Harley Marine Financing LLC
41284LAA2
1409209.05
PA
USD
1270641.52
0.4920591151
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
5.682
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAL6
1640000
PA
USD
1173338.33
0.4543782108
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
3.45463
N
N
N
N
N
N
Horizon Aircraft Finance I Lim
N/A
Horizon Aircraft Finance I Ltd
440405AG3
1741697.54
PA
USD
1196255.35
0.4632528843
Long
ABS-O
CORP
US
N
2
2038-12-15
Fixed
6.657
N
N
N
N
N
N
HPS Investment Partners
N/A
Highbridge Loan Management 2013-2 Ltd
44330DAL4
1000000
PA
USD
726769.6
0.2814433502
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
4.71913
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31394EWV6
131539.04
PA
USD
20051.1
0.0077648388
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
5.80337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31394FVD4
1354154.49
PA
USD
147887.48
0.0572697975
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
5.80337
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380AB0
809940.05
PA
USD
702539
0.2720599896
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
5.5
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380CC6
398741.73
PA
USD
365908.26
0.1416988913
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
1462894.52
PA
USD
1197657.7
0.4637959478
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.555424
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
16358000
PA
USD
383256.49
0.1484170369
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.5
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
1622552.94
PA
USD
1193846.06
0.4623198807
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.75
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-10
52522QAA0
1137022.47
PA
USD
1101743.05
0.4266527591
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEK5
1064343.69
PA
USD
826457.55
0.3200477588
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.04663
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEL3
224772.58
PA
USD
314412.47
0.1217570175
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
18.162357
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
498750
PA
USD
289275
0.1120224692
Long
LON
CORP
US
N
2
2026-06-21
Floating
6.75
N
N
N
N
N
N
MONITRONICS INTERNATIONA
SCAKOG18M6QWWML8YF46
Monitronics International Inc
60945HAB0
365112.76
PA
USD
250558.63
0.0970294578
Long
LON
CORP
US
N
2
2024-03-29
Floating
7.75
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
675000
PA
USD
593797.03
0.2299493890
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.656111
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MEW3
142195.33
PA
USD
135562.1
0.0524967632
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.5
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92211YAB3
500000
PA
USD
337812.5
0.1308187378
Long
LON
CORP
US
N
2
2025-10-26
Floating
9.86325
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
N/A
748333.329999999
PA
USD
588687.64
0.2279707649
Long
LON
CORP
US
N
2
2025-11-30
Floating
8.23938
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396YGE6
667004.55
PA
USD
126553.91
0.0490083190
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.30337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396YN99
3445996.2
PA
USD
676105.14
0.2618234110
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
5.05337
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAG3
1000000
PA
USD
815048.42
0.3156295446
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.43125
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876HAA4
1000000
PA
USD
599874.09
0.2323027457
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.08125
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
46629PAQ1
92430
PA
USD
91269.23
0.0353442382
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.337
N
N
N
N
N
N
JP Morgan ReRemic
N/A
JP Morgan Resecuritization Trust Series 2011-1
46635NAX3
2421956.64
PA
USD
2033662.01
0.7875407134
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Variable
6
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396LD98
510469.5
PA
USD
44952.97
0.0174081504
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
5.60337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396LL32
317296.22
PA
USD
58588.14
0.0226884041
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
5.70337
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38740TAB7
386531.25
PA
USD
280235.159999999
0.1085217685
Long
LON
CORP
US
N
2
2026-09-30
Floating
6.322
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38740TAB7
77306.25
PA
USD
56047.0299999999
0.0217043529
Long
LON
CORP
US
N
2
2026-09-30
Floating
6.322
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
46635TBA9
2000000
PA
USD
1958795.6
0.7585485084
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.664448
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAE3
23056787.01
PA
USD
417443.13
0.1616558990
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
1.476188
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877AAA8
1500000
PA
USD
897127.94
0.3474150446
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.58125
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887TAG2
1550000
PA
USD
1178573.48
0.4564055358
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
5.68125
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc
58004GAB4
477351.049999999
PA
USD
146916.72
0.0568938683
Long
LON
CORP
US
N
2
2025-05-10
Floating
2
Y
Y
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAF2
500000
PA
USD
417500
0.1616779220
Long
LON
CORP
US
N
2
2026-02-15
Floating
7.23938
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396P2E0
693238
PA
USD
97040.43
0.0375791499
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.79337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396P3F6
415946.45
PA
USD
68743.22
0.0266209843
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.53337
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAJ5
2876000
PA
USD
2147776.67
0.8317319017
Long
ABS-MBS
CORP
KY
N
2
2034-04-15
Floating
3.20463
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XIV Ltd
55818TAG7
850000
PA
USD
516381.28
0.1999699457
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
7.60213
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396PBJ9
5188289.16
PA
USD
1191346.37
0.4613518695
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
5.79337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396PWM9
2381149.58
PA
USD
512426.01
0.1984382574
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.75337
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL
N/A
98146.96
PA
USD
79130.99
0.0306436743
Long
LON
CORP
LU
N
2
2026-12-12
Floating
5.49
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL
N/A
141853.04
PA
USD
114369.009999999
0.0442896859
Long
LON
CORP
LU
N
2
2026-12-12
Floating
5.49
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397BA68
587064.57
PA
USD
469322.49
0.1817463112
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
24.702761
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397CB57
1304693.47
PA
USD
270135.35
0.1046105917
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
5.99537
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAL6
10765000
PA
USD
351105.32
0.1359664157
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
1.104127
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAJ6
3488650
PA
USD
2485251.99
0.9624200657
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
4
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396QCR8
285118.4
PA
USD
41260.6
0.0159782708
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
5.00337
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAN9
824000
PA
USD
711815.28
0.2756522523
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.104451
N
N
N
N
N
N
Carbon Capital VI Commercial M
N/A
Carbon Capital VI Commercial Mortgage 2019-FL2 Trust
140817AC1
976000
PA
USD
845752.41
0.3275197418
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
3.55463
N
N
N
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1500000
PA
USD
819561.33
0.3173771803
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
8.51913
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXII Ltd
55819VAG1
1500000
PA
USD
934274.78
0.3618002515
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
8.35822
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55820HAA2
1500000
PA
USD
1013494.41
0.3924782519
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
8.54413
N
N
N
N
N
N
ZELIS PAYMENTS BUYER INC
549300U8NGLZN5R1Y309
Zelis Payments Buyer Inc
98932TAC7
160000
PA
USD
148800
0.0576231732
Long
LON
CORP
US
N
2
2026-09-30
Floating
5.73938
N
N
N
N
N
N
BELLRING BRANDS LLC
5493001E28R2L3L44631
Bellring Brands LLC
07982EAB2
285000
PA
USD
268612.5
0.1040208643
Long
LON
CORP
US
N
2
2024-10-21
Floating
6
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73937UAJ7
500000
PA
USD
397500
0.1539328719
Long
LON
CORP
US
N
2
2026-03-06
Floating
9.19463
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N/A
253835.14
PA
USD
188853.35
0.0731339334
Long
LON
CORP
US
N
2
2025-02-05
Floating
5.072
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAC2
1432049.55
PA
USD
1023852.42
0.3964894173
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
6.899
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake CLO 2015-3 Ltd
14918PBA3
3750000
PA
USD
2983863.45
1.1555086040
Long
ABS-CBDO
CORP
KY
N
2
2029-07-16
Floating
5.93125
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TU3
17000000
PA
USD
16989399.82
6.5791876865
Long
DBT
UST
US
N
2
2020-12-03
Fixed
0
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAF1
1045008.48
PA
USD
867722.79
0.3360278265
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
5.01
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
1677400.89
PA
USD
1045351.87
0.4048151332
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAE1
1778851.64
PA
USD
1214643.84
0.4703738731
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAL1
1938200
PA
USD
988819.25
0.3829227343
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
3.75
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAN7
5272400.1
PA
USD
867950.41
0.3361159729
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
3.75
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17310CAD4
436289.38
PA
USD
616192.24
0.2386219902
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
17.058389
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
4537196.27
PA
USD
219463.28
0.0849877056
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.345906
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397EBQ7
797860.44
PA
USD
174650.61
0.0676338867
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
5.98537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397FRQ7
495264.66
PA
USD
91099.43
0.0352784827
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
5.39537
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAG9
675318.09
PA
USD
553891.51
0.2144958763
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
6.26
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAJ3
1300548.28
PA
USD
858729.27
0.3325450633
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
7.26
N
N
N
N
N
N
SYNCREON GROUP BV
5493002SSXOL85X3XC87
Syncreon Group BV
BL3188200
91398.6499999999
PA
USD
79059.83
0.0306161174
Long
LON
CORP
NL
N
2
2024-10-01
Floating
6.072
N
N
N
N
N
N
SYNCREON GROUP BV
5493002SSXOL85X3XC87
Syncreon Group BV
BL3188218
163083.355669
PA
USD
110081.27
0.0426292479
Long
LON
CORP
NL
N
2
2025-04-01
Floating
7.60338
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAG8
2000000
PA
USD
1660774
0.6431388964
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
3.972987
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABL6
925000
PA
USD
830839.16
0.3217445483
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.472987
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QAL7
1000000
PA
USD
802962.24
0.3109491411
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.36913
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-4 Ltd
92918BAJ2
3000000
PA
USD
2340222.78
0.9062571404
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
5.57323
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N/A
24093.4599999999
PA
USD
17925.5299999999
0.0069417064
Long
LON
CORP
US
N
2
2025-02-05
Floating
5.9605
N
N
N
N
N
N
COVIA HOLDINGS CORP
213800IE4YGTGVTQ1806
Covia Holdings Corp
90480TAD8
477725
PA
USD
226114.41
0.0875633723
Long
LON
CORP
US
N
2
2025-06-01
Floating
5.87388
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAG4
1500000
PA
USD
1161555.6
0.4498153191
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
5.70714
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954XAA5
1000000
PA
USD
664114.24
0.2571799049
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
8.85714
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397GRY8
5329882.97
PA
USD
1199023.26
0.4643247644
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
6.05537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397GXT2
871935.35
PA
USD
175370.09
0.0679125071
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
5.69537
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
168421.049999999
PA
USD
138442.109999999
0.0536120543
Long
LON
CORP
US
N
2
2024-05-31
Floating
9.73738
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
163421.049999999
PA
USD
134332.109999999
0.0520204465
Long
LON
CORP
US
N
2
2024-05-31
Floating
9.66038
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
160657.89
PA
USD
132060.79
0.0511408721
Long
LON
CORP
US
N
2
2024-05-31
Floating
9.31425
N
N
N
N
N
N
ENERGYSOLUTIONS LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC
29276MAL1
492500
PA
USD
433400
0.1678352369
Long
LON
CORP
US
N
2
2025-05-11
Floating
5.20013
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397H6A1
3942148.84
PA
USD
814804.32
0.3155350163
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
6.05537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397H6T0
3878687.59
PA
USD
829751.73
0.3213234383
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
5.70537
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAF1
3896488.88
PA
USD
1975947.31
0.7651905511
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.309602
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA3 Trust
94985GAE6
1640614.67
PA
USD
1547311.11
0.5992001077
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397JG73
449917.4
PA
USD
66648.29
0.0258097174
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Floating
5.84537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397JYF5
121003.69
PA
USD
19656.65
0.0076120870
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
5.84537
N
N
N
N
N
N
FRONERI US INC
N/A
Froneri US Inc
N/A
45000
PA
USD
42750
0.0165550447
Long
LON
CORP
US
N
2
2028-01-31
Floating
6.73938
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAL9
492443.299999999
PA
USD
440736.75
0.1706764117
Long
LON
CORP
US
N
2
2027-02-15
Floating
5.20725
N
N
N
N
N
N
BRAZOS DELAWARE II LLC
549300V1BTYXZRGYUU04
Brazos Delaware II LLC
10620UAB8
797850
PA
USD
420865.88
0.1629813675
Long
LON
CORP
US
N
2
2025-05-29
Floating
4.92363
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp
75972JAB0
108350
PA
USD
91826.63
0.0355600928
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.23938
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAR2
467000
PA
USD
377612.46
0.1462313721
Long
ABS-MBS
CORP
US
N
3
2045-10-15
Variable
4.759866
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAC0
23293000
PA
USD
1133309.27
0.4388768569
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.11039
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc
58004GAB4
23167.7799999999
PA
USD
21268.02
0.0082360941
Long
LON
CORP
US
N
2
2025-05-10
Floating
10.80625
N
Y
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc
58004GAB4
27380.11
PA
USD
25134.9399999999
0.0097335685
Long
LON
CORP
US
N
2
2025-05-10
Floating
10.64663
N
Y
N
N
N
N
KEANE GROUP HOLDINGS LLC
549300OCQZFA8RVVSE79
Keane Group Holdings LLC
48667GAB3
472800
PA
USD
316776
0.1226723004
Long
LON
CORP
US
N
2
2025-05-25
Floating
4.5
N
N
N
N
N
N
ION TRADING FINANCE LTD
N/A
ION Trading Finance Ltd
N/A
393969.84
PA
USD
328308.859999999
0.1271384294
Long
LON
CORP
IE
N
2
2024-11-21
Floating
5.072
N
N
N
N
N
N
DYNASTY ACQUISITION CO I
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc
26812CAE6
64921.18
PA
USD
52667.3099999999
0.0203955479
Long
LON
CORP
US
N
2
2026-04-08
Floating
4.95013
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO Software Inc
88632NAN0
235000
PA
USD
224425
0.0869091441
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.66
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBL8
747000
PA
USD
582380.4
0.2255282704
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
3.669824
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAK7
264686.729999999
PA
USD
213514.85
0.0826841611
Long
LON
CORP
US
N
2
2025-06-26
Floating
5.61325
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAK7
40110.4199999999
PA
USD
32355.8699999999
0.0125298918
Long
LON
CORP
US
N
2
2025-06-26
Floating
5.61325
N
N
N
N
N
N
STANDARD AERO LTD
549300WM2IKMXZ5LGL49
Standard Aero Ltd
26812CAF3
34903.82
PA
USD
28315.72
0.0109653336
Long
LON
CORP
CA
N
2
2026-04-08
Floating
4.95013
N
N
N
N
N
N
RENTPATH INC
5493007W7CFRS1V7XL88
RentPath LLC
76016VAH6
55337.97
PA
USD
52847.76
0.0204654276
Long
LON
CORP
US
N
2
2025-02-14
Floating
8
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAK7
775.57
PA
USD
625.63
0.0002422768
Long
LON
CORP
US
N
2
2025-06-26
Floating
5.60338
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAN1
245000
PA
USD
170275
0.0659394208
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.11325
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397JZU1
2588437.75
PA
USD
552566.49
0.2139827590
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
5.43537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397KY70
1531083.15
PA
USD
273918.12
0.1060754789
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
5.74537
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc
58004GAL2
122265.191656
PA
USD
112239.45
0.0434650085
Long
LON
CORP
US
N
2
2020-10-21
Floating
10.64663
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
N/A
40167.52
PA
USD
38962.49
0.0150883220
Long
LON
CORP
US
N
2
2022-03-28
Floating
13
N
N
N
N
N
N
KINDRED HEALTHCARE INC
549300OITC7AXM1AND14
Kindred Healthcare LLC
49458HAB2
793187.5
PA
USD
674209.38
0.2610892732
Long
LON
CORP
US
N
2
2025-07-02
Floating
6
N
N
N
N
N
N
SOUND INPATIENT PHYSICIA
N/A
Sound Inpatient Physicians Holdings LLC
83607JAB7
190000
PA
USD
168150
0.0651165092
Long
LON
CORP
US
N
2
2026-06-28
Floating
7.73938
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397LNZ8
2819700.63
PA
USD
544868.8
0.2110018092
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
4.95337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397LZ28
1717707.5
PA
USD
321502.8
0.1245027656
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
5.10337
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
05349UBC5
449639.07
PA
USD
387813.7
0.1501818279
Long
LON
CORP
US
N
2
2024-12-15
Floating
4.95463
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
16298.75
PA
USD
13772.44
0.0053334119
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
McDermott International Inc
ZAKWBIG8QLOPMZ888610
McDermott International Inc
580037703
1813
NS
USD
0
0.0000000000
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-ASHF
61691KAS0
1191000
PA
USD
634891.13
0.2458631823
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.60463
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
13488.2
PA
USD
11397.53
0.0044137221
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
6972.57
PA
USD
5891.82
0.0022816221
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
13004.77
PA
USD
10989.03
0.0042555294
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
6279.2
PA
USD
5305.92
0.0020547308
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397MKE6
1159395.3
PA
USD
226049.16
0.0875381041
Long
ABS-MBS
USGSE
US
N
2
2038-08-25
Floating
5.15337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397NKA2
1122467.85
PA
USD
203585.59
0.0788390303
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
5.65337
N
N
N
N
N
N
Morgan Stanley Institutional L
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2983136.12
NS
USD
2983136.12
1.1552269436
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2007-IQ15
61755YAP9
784000
PA
USD
803899.41
0.3113120625
Long
ABS-MBS
CORP
US
N
2
2049-06-11
Variable
6.128026
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397PJE1
304531.8
PA
USD
49156.09
0.0190358191
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
5.59537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397PTU4
4568334.75
PA
USD
950778.73
0.3681914476
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
5.29537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397RVH6
275512.8
PA
USD
29946.59
0.0115968921
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Floating
4.94537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397T3F7
3411777.2
PA
USD
630482.44
0.2441559060
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
5.27537
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397YX71
220228.69
PA
USD
30226.26
0.0117051950
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
5.94537
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398FJ36
668754.88
PA
USD
119747.25
0.0463724229
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
5.05337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398FTP6
1047080.15
PA
USD
199463.64
0.0772427948
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
5.20337
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398GRB7
245771.81
PA
USD
35420.49
0.0137166736
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
5.30337
N
N
N
N
N
N
NORTHEAST FOODS LLC
54930016IW5324QMQK30
Northeast Foods LLC
44216WAM9
18057.79
PA
USD
15258.83
0.0059090202
Long
LON
CORP
US
N
2
2025-07-20
Floating
4.73938
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
92513.6799999999
PA
USD
77526.46
0.0300223161
Long
LON
CORP
US
N
2
2025-07-09
Floating
5.97531
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
107900.3
PA
USD
90420.46
0.0350155499
Long
LON
CORP
US
N
2
2025-07-09
Floating
5.98537
N
N
N
N
N
N
EDELMAN FINANCIAL CENTER
N/A
Edelman Financial Center LLC/The
27943TAB5
500000
PA
USD
385500
0.1492858418
Long
LON
CORP
US
N
2
2026-07-20
Floating
7.6785
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBZ4
500000
PA
USD
435654.1
0.1687081428
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61765XAN4
804000
PA
USD
586578.78
0.2271541036
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.237
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAB3
499950
PA
USD
420395.46
0.1627991962
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.85338
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAB9
196529.92
PA
USD
140518.89
0.0544162925
Long
LON
CORP
US
N
2
2025-11-30
Floating
6.01525
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAE3
155000
PA
USD
93775
0.0363146039
Long
LON
CORP
US
N
2
2026-11-30
Floating
10.26525
N
N
N
N
N
N
ALERA GROUP INTERMEDIATE
549300BPCKH0Q3R2H875
Alera Group Intermediate Holdings Inc
01449KAB8
212.52
PA
USD
187.02
0.0000724240
Long
LON
CORP
US
N
2
2025-08-01
Floating
4.98938
N
N
N
N
N
N
NYT Mortgage Trust
N/A
BF 2019-NYT Mortgage Trust
62954PAQ3
1012000
PA
USD
782621.09
0.3030719798
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
3.70463
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAJ5
1000000
PA
USD
752193.94
0.2912889896
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
5.06913
N
N
N
N
N
N
ALERA GROUP INTERMEDIATE
549300BPCKH0Q3R2H875
Alera Group Intermediate Holdings Inc
01449KAB8
83519.5599999999
PA
USD
73497.21
0.0284619789
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.072
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp
92531HAB3
296250
PA
USD
281437.5
0.1089873777
Long
LON
CORP
US
N
2
2025-08-27
Floating
5.48938
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
556.66
PA
USD
491.25
0.0001902378
Long
LON
CORP
US
N
2
2025-10-16
Floating
5.73938
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131RAA6
2500000
PA
USD
1794888.73
0.6950751619
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
7.23125
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAG3
2000000
PA
USD
1535799.7
0.5947422853
Long
ABS-CBDO
CORP
KY
N
2
2032-01-19
Floating
5.66913
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
675714AG4
1000000
PA
USD
486429.39
0.1883710011
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
9.92125
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576VAA2
500000
PA
USD
323970.88
0.1254585357
Long
ABS-CBDO
CORP
KY
N
2
2031-05-12
Floating
8.51313
N
N
N
N
N
N
Octagon Investment Partners XI
549300QEN35HTPJ3BX33
Octagon Investment Partners XIV Ltd
67590ABH4
1000000
PA
USD
791304.4
0.3064346133
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
5.83125
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBG1
2500000
PA
USD
1905900.08
0.7380645856
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
5.65375
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590UAQ1
4000000
PA
USD
2762864.44
1.0699261831
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
8.70375
N
N
N
N
N
N
Octagon Investment Partners 29
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591KAE9
2000000
PA
USD
1359140.4
0.5263305284
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
9.05088
N
N
N
N
N
N
Octagon Investment Partners 35
549300EBYXJ9QVMC7X31
OCTAGON INVESTMENT PARTNERS 35 LTD
67591RAA2
1500000
PA
USD
921952.95
0.3570285920
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.01913
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675921AC4
2000000
PA
USD
745806.86
0.2888155769
Long
ABS-CBDO
CORP
KY
N
3
2030-03-17
Variable
0
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
900000
PA
USD
554917.75
0.2148932903
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.56913
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
5800000
PA
USD
5197311.56
2.0126719355
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
3.29663
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS7 Trust
748940AC7
2600259.18
PA
USD
2253347.16
0.8726143387
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS1 Trust
74922KAA3
720734.97
PA
USD
627627.62
0.2430503698
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6
N
N
N
N
N
N
RBSGC Mortgage Pass Through Ce
N/A
RBSGC Structured Trust 2008-B
74928BAA7
1259179.48
PA
USD
1190986.35
0.4612124508
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S2 Trust
749583AD2
804384.83
PA
USD
699204.19
0.2707685760
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
N
N
N
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
1000000
PA
USD
785000
0.3039932186
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
4.78125
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS10 Trust
751155AA0
1352861.19
PA
USD
1213429.77
0.4699037215
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS3 Trust
75116BAA6
3080454.18
PA
USD
2663660.1
1.0315090537
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.5
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAA4
1213043.34
PA
USD
824779.58
0.3193979607
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
1.27663
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAB2
276337.19
PA
USD
664207.22
0.2572159117
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
47.69475
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CEF9
1284238.05
PA
USD
1102273.98
0.4268583630
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS13 Trust
761118HC5
1752640.25
PA
USD
1597378.76
0.6185889307
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.75
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS14 Trust
761118JJ8
1136247.71
PA
USD
1015942.48
0.3934262732
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAJ9
1619987.44
PA
USD
602346.32
0.2332601230
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAM2
1638413.27
PA
USD
421431.35
0.1632003472
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
6.15337
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E105
20000
PA
USD
1191890.68
0.4615626549
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
0
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E303
5930
PA
USD
353395.59
0.1368533285
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
0
N
N
N
N
N
N
Start Ltd.
N/A
Start III LTD
85572VAC4
1928000
PA
USD
1239117.89
0.4798515104
Long
ABS-O
CORP
BM
N
2
2044-11-15
Fixed
6.656
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579P28
854879.54
PA
USD
735390.38
0.2847817689
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.777075
N
N
N
N
N
N
Wind River CLO Ltd
54930043UF2EELTNOD60
THL Credit Wind River 2012-1 CLO Ltd
87244ABJ8
2000000
PA
USD
1030324.8
0.3989958627
Long
ABS-CBDO
CORP
KY
N
2
2026-01-15
Floating
9.21125
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAJ0
1040000
PA
USD
733986.03
0.2842379308
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
4.34463
N
N
N
N
N
N
Taconic Park CLO Ltd.
5493003DVTX8QGKNET67
Taconic Park CLO Ltd
873549AQ2
2000000
PA
USD
1564242.9
0.6057569858
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
4.69288
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2014-2 CLO Ltd
88432BAG3
2500000
PA
USD
1442444.45
0.5585902306
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.58125
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
2250000
PA
USD
1653975
0.6405059666
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.96913
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-2
N/A
Trimaran CAVU 2019-2 Ltd
89624JAJ6
500000
PA
USD
457880.63
0.1773154222
Long
ABS-CBDO
CORP
KY
N
2
2032-11-26
Floating
6.63125
N
N
N
N
N
N
2020-07-02
DoubleLine Opportunistic Credit Fund
/s/ Winnie Han
DoubleLine Opportunistic Credit Fund
Assistant Treasurer