0001145549-20-044147.txt : 20200804
0001145549-20-044147.hdr.sgml : 20200804
20200804150410
ACCESSION NUMBER: 0001145549-20-044147
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20200804
PERIOD START: 20190930
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: 201072904
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
false
0001145549-19-044930
0001525201
XXXXXXXX
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
2019-09-30
2019-09-30
N
394245592.010000000000
83596967.590000000000
310648624.420000000000
0.000000000000
0.000000000000
80000000.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
ALM Loan Funding
N/A
ALM XII Ltd
00164MEC3
1000000
PA
USD
982770.89
0.3163609341
Long
ABS-CBDO
CORP
KY
N
2
2027-04-16
Floating
4.97225
N
N
N
N
N
N
ARES CLO Ltd
549300BCHSM41VYCXI96
Ares XXIX CLO Ltd
04014XAE3
1000000
PA
USD
290172.75
0.0934086705
Long
ABS-CBDO
CORP
KY
N
3
2026-04-17
Variable
0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378D3K9
1023356.31
PA
USD
201571.11
0.0648871729
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378JUK6
34985799.58
PA
USD
4806314.16
1.5471866869
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Floating
2.70575
N
N
N
N
N
N
Babson CLO Ltd
549300LYPY4755WERL49
Babson CLO Ltd 2015-II
06759FAG1
1000000
PA
USD
966340.32
0.3110718168
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.22763
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-I
06759JAL2
2500000
PA
USD
2501311.05
0.8051898040
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.15338
N
N
N
N
N
N
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
04964KAU5
1000000
PA
USD
1000647.23
0.3221154550
Long
ABS-CBDO
CORP
KY
N
2
2030-05-28
Floating
5.74438
N
N
N
N
N
N
Bcapb LLC Trust
N/A
BCAPB LLC Trust 2007-AB1
05529DAE2
11938594.91
PA
USD
7704174.67
2.4800285803
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.882391
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VYA7
9599526.71
PA
USD
9749905.22
3.1385637835
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3
N
N
Y
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AL24
6289695.87
PA
USD
1258261.21
0.4050432260
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Floating
4.15575
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-I
06759KAA3
1000000
PA
USD
976068.47
0.3142033775
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.98338
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAL6
1000000
PA
USD
1000471.31
0.3220588251
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
5.89963
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR6 Trust
05533CDC9
954159.46
PA
USD
841817.11
0.2709869106
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
5146353.22
PA
USD
5198230
1.6733471811
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.7528
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BCR7
6517785.92
PA
USD
1599999.12
0.5150510880
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Floating
3.50575
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BE38
5530183.32
PA
USD
916090.9
0.2948961714
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
4.0725
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2018-III
06760PAJ0
500000
PA
USD
475118.04
0.1529438738
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.17763
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2018-III
06760RAA5
1000000
PA
USD
908203.21
0.2923570680
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
8.02763
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BFH6
9044289.77
PA
USD
1588396.16
0.5113160127
Long
ABS-MBS
USGA
US
N
2
2044-04-16
Floating
4.2225
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QG74
6795704.19
PA
USD
1115445.53
0.3590698436
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Floating
3.64575
N
N
N
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2019-II
06761HAG3
1000000
PA
USD
1001256.25
0.3223115029
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.15338
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26
07388VAH1
450000
PA
USD
392615.19
0.1263856200
Long
ABS-MBS
CORP
US
N
2
2045-01-12
Variable
5.566
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAY7
18504009.11
PA
USD
652221.91
0.2099548682
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.661592
N
N
N
N
N
N
Bluemountain CLO Ltd
54930003J8R1CBTM3M23
BlueMountain CLO 2013-1 Ltd
09626VAG1
1900000
PA
USD
1821108.58
0.5862277946
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
9.77763
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WPV5
77744920.8
PA
USD
6076581.88
1.9560948938
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
1.85575
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XQ75
40291229.83
PA
USD
3476158.09
1.1189999944
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Floating
2.50575
N
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAW0
1000000
PA
USD
950676.63
0.3060295637
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
5.17763
N
N
N
N
N
N
BX Trust
N/A
BXP Trust 2017-CQHP
12433QAN4
1025000
PA
USD
1026532.68
0.3304481653
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
5.0275
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2017-WOLF MZ
39153BAA6
4816575
PA
USD
4921919.28
1.5844007966
Long
ABS-MBS
CORP
US
N
2
2022-09-15
Floating
12.502
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
1000000
PA
USD
885515.32
0.2850536749
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.25338
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436WAA7
1000000
PA
USD
937556.23
0.3018060137
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Floating
8.33925
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAS0
1623404.27
PA
USD
1627462.78
0.5238918354
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.9275
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137AEQ57
1174965.98
PA
USD
2397774.22
0.7718605625
Long
ABS-MBS
USGSE
US
N
2
2041-08-15
Floating
12.24875
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137AFAV4
1588038.5
PA
USD
261468.95
0.0841687133
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
3.9725
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
5000000
PA
USD
5040695
1.6226355450
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
5.6275
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-8
05948KL23
895473.22
PA
USD
929375.3
0.2991725142
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAL7
500000
PA
USD
497509.57
0.1601518664
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
5.92763
N
N
N
N
N
N
HARLEY MARINE FINANCING LLC
5493005HW7HO5Y757M86
Harley Marine Financing LLC
41284LAA2
1431709.05
PA
USD
1273078.55
0.4098130331
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
1649751.44
0.5310667134
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
4.7775
N
N
N
N
N
N
Horizon Aircraft Finance I Lim
N/A
Horizon Aircraft Finance I Ltd
440405AG3
1789355.65
PA
USD
1813624.68
0.5838186740
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
941631.26
0.3031177948
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
5.17763
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
1591877.82
PA
USD
1516505.43
0.4881738758
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.774055
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137AJE75
5833507.69
PA
USD
793047.87
0.2552877456
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Floating
3.9225
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137B3DH8
3353201.78
PA
USD
4016664.94
1.2929929909
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
6.266
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
16358000
PA
USD
430154.88
0.1384699130
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.5
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
675000
PA
USD
723108.26
0.2327736881
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.815977
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MEW3
178959.43
PA
USD
174289.73
0.0561051028
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.5
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
46629PAQ1
96491.26
PA
USD
92760.52
0.0298602706
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.337
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD6 Mortgage Trust
125039AG2
18199988.67
PA
USD
994895.1
0.3202638035
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.108765
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-4
12544RBL1
1979202.81
PA
USD
595168.45
0.1915889540
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.68162
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-1RR
12552VAC2
7000000
PA
USD
7011644.5
2.2570981967
Long
ABS-MBS
CORP
US
N
3
2055-07-26
Variable
8.824306
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-2RR
12553KAC5
7000000
PA
USD
7100044.7
2.2855548494
Long
ABS-MBS
CORP
US
N
3
2056-02-25
Variable
7.756314
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137B7AC3
3819446.54
PA
USD
590712.16
0.1901544425
Long
ABS-MBS
USGSE
US
N
2
2054-01-15
Floating
3.8725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137GALT2
10837092.6
PA
USD
2144257.49
0.6902517254
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
4.0225
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31394EWV6
155387.2
PA
USD
21541.65
0.0069344102
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
4.73162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31394FVD4
1613419.49
PA
USD
168765.94
0.0543269555
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
4.73162
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2017-3RR
12553TAC6
6010000
PA
USD
6242797.35
2.0096008349
Long
ABS-MBS
CORP
US
N
3
2057-01-27
Variable
10.97024
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2016-3RR
12554DAC0
7000000
PA
USD
7063385.7
2.2737540568
Long
ABS-MBS
CORP
US
N
3
2056-02-27
Variable
8.14428
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A4
12566VAF9
2241804.16
PA
USD
2199416.58
0.7080078285
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
502877.6
0.1618798734
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
31396LD98
671413.5
PA
USD
86265.69
0.0277695387
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
4.53162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396LL32
327183.84
PA
USD
43112.79
0.0138783135
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
4.63162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396P2E0
735967.75
PA
USD
90755.42
0.0292148147
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
4.72162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396P3F6
423227.36
PA
USD
43889.78
0.0141284321
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
4.46162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396PBJ9
5675620.15
PA
USD
1180254.86
0.3799324276
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
4.72162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396PWM9
2554797.01
PA
USD
502619.27
0.1617967152
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
4.68162
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAG7
2307151.47
PA
USD
275988.38
0.0888426210
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
0.0000001642
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Variable
0
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396QCR8
326725.6
PA
USD
33007.03
0.0106251975
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
3.93162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396QFB0
271537.8
PA
USD
31082.82
0.0100057807
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
4.08162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396QTH2
145726.63
PA
USD
12306.05
0.0039614050
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
3.13162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396VDR6
2715317.93
PA
USD
454811.41
0.1464070253
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
4.08162
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAC9
26400000
PA
USD
1404448.32
0.4521018957
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.413294
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593AAG0
27394000
PA
USD
1498035.41
0.4822282451
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
1.157956
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
93240094.12
PA
USD
2766573.45
0.8905796558
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.909138
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QAE0
5297000
PA
USD
344505.76
0.1108988526
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.384288
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10
46630JAE9
18337.64
PA
USD
18372.23
0.0059141514
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
5.464
N
N
N
N
N
N
JP Morgan ReRemic
N/A
JP Morgan Resecuritization Trust Series 2011-1
46635NAX3
2715912.28
PA
USD
2579929
0.8304974808
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Variable
6
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
566000
PA
USD
608024.14
0.1957272919
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.634288
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YAL7
549000
PA
USD
547909.52
0.1763759685
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.301102
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
1995387.2
0.6423293210
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.852608
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAE3
23465562.63
PA
USD
604315.67
0.1945335091
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
1.65021
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAL6
10765000
PA
USD
393640.53
0.1267156842
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
1.26059
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAJ6
3488650
PA
USD
2917477.76
0.9391568256
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
4
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FAN3
1500000
PA
USD
1349990.55
0.4345715525
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
3.80021
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-5
12637VAG2
3240166.5
PA
USD
1380287.28
0.4443242852
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396VE46
196424.22
PA
USD
22229.84
0.0071559435
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
4.08162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396VJN9
1163085.28
PA
USD
286223.31
0.0921373177
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
4.72162
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAL1
1938200
PA
USD
1074516.76
0.3458945817
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
5386650.48
PA
USD
1088103.4
0.3502682177
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
3.75
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396VYC6
1414786.02
PA
USD
222088.3
0.0714918022
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
4.08162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396W3B0
6593650.81
PA
USD
1250955.34
0.4026914146
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
4.52162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396WK96
143072.4
PA
USD
9147.62
0.0029446839
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
4.63162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396WVN3
486244.54
PA
USD
63874.59
0.0205616845
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
4.54162
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAG8
2000000
PA
USD
1972694.2
0.6350242830
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.11167
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABL6
925000
PA
USD
985456.89
0.3172255766
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.61167
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TBC5
4571291.72
PA
USD
173314.58
0.0557911951
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
1.148927
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644AAN2
500000
PA
USD
496004.35
0.1596673254
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
3.985486
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396YGE6
720937.05
PA
USD
124095.11
0.0399470979
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
4.23162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31396YN99
3840076.8
PA
USD
636619.07
0.2049322031
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
3.98162
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397BA68
630801.38
PA
USD
463925.52
0.1493409220
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
19.140807
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397CB57
1399255.18
PA
USD
262567.16
0.0845222349
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
4.6725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397EBQ7
878709.36
PA
USD
165233.74
0.0531899152
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
4.6625
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397FRQ7
627668.17
PA
USD
102985.78
0.0331518545
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
4.0725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397GRY8
5747882.15
PA
USD
1196545.82
0.3851766034
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
4.7325
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397GXT2
946754.9
PA
USD
135852.13
0.0437317662
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
4.3725
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380AB0
902803.18
PA
USD
816464.68
0.2628257832
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
425649.98
PA
USD
418704.31
0.1347838931
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397H6A1
4203135.66
PA
USD
797375.18
0.2566807374
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
4.7325
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397H6T0
4192852.01
PA
USD
755087.78
0.2430681228
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
4.3825
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAG0
20920000
PA
USD
381239.8
0.1227238011
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.394743
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBF1
360000
PA
USD
375431.47
0.1208540584
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.294743
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397JG73
527792.74
PA
USD
70781.7
0.0227851323
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Floating
4.5225
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397JYF5
131085.63
PA
USD
19153.62
0.0061656864
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
4.5225
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEK5
1163363.65
PA
USD
1007139.27
0.3242052888
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.11838
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEL3
245684.03
PA
USD
338875.96
0.1090865799
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
14.232607
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397JZU1
2795041.34
PA
USD
516371.03
0.1662235044
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
4.1125
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397KY70
1958849.26
PA
USD
295743.14
0.0952018186
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
4.4225
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397LNZ8
3076692.19
PA
USD
494145.38
0.1590689097
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
3.88162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397LZ28
1945103
PA
USD
313042.15
0.1007704929
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
4.03162
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAH5
165000
PA
USD
176757.47
0.0568994858
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.770683
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
503168.2
0.1619734196
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
5.1275
N
N
N
N
N
N
Jimmy John's Funding LLC
N/A
Jimmy Johns Funding LLC
47760QAB9
4900000
PA
USD
5185689.11
1.6693101795
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
2518088.16
NS
USD
2518088.16
0.8105904749
Long
STIV
RF
US
N
1
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397MKE6
1287510.75
PA
USD
186479.58
0.0600291021
Long
ABS-MBS
USGSE
US
N
2
2038-08-25
Floating
4.08162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397NKA2
1193465.63
PA
USD
206174.05
0.0663688920
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
4.58162
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAG3
1000000
PA
USD
1001297.18
0.3223246785
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.90338
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876HAA4
1000000
PA
USD
944929.56
0.3041795410
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.55338
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397PJE1
352829.8
PA
USD
45798.33
0.0147428079
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
4.2725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397PTU4
4897981.8
PA
USD
758662.12
0.2442187283
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
3.9725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397RVH6
320943
PA
USD
36054.61
0.0116062352
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Floating
3.6225
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397T3F7
3699632.3
PA
USD
603964.23
0.1944203780
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
3.9525
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31397YX71
252737.42
PA
USD
29209.8
0.0094028422
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
4.6225
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398FJ36
673526.08
PA
USD
85844
0.0276337937
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
3.98162
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200GAA5
2500000
PA
USD
2190764.2
0.7052225659
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.57763
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAY0
5044239.11
PA
USD
308230.5
0.0992215886
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Variable
2.031198
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398FTP6
1159484.1
PA
USD
143107.59
0.0460673503
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
4.13162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398GRB7
268543.02
PA
USD
34511.89
0.0111096227
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
4.23162
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
1748731.98
PA
USD
1417221.01
0.4562135154
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
1158327.97
PA
USD
1213393.96
0.3906001394
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398GZC6
346250.39
PA
USD
24225.41
0.0077983317
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
2.78162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398GZX0
375252.6
PA
USD
32728.22
0.0105354466
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
2.78162
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
165087.94
PA
USD
157969.35
0.0508514565
Long
LON
CORP
US
N
2
2024-05-31
Floating
10.33775
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
161064.62
PA
USD
154119.519999999
0.0496121688
Long
LON
CORP
US
N
2
2024-05-31
Floating
10.12663
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877AAA8
1500000
PA
USD
1362162.27
0.4384897157
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
8.05338
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887TAG2
1550000
PA
USD
1546513.52
0.4978336933
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
6.46271
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398MBV7
305999.76
PA
USD
21313.89
0.0068610927
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
2.73162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398MQW9
1239823.2
PA
USD
134876.03
0.0434175526
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
2.93162
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
984571.13
0.3169404442
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
4.8775
N
N
N
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1500000
PA
USD
1420967.46
0.4574195243
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
8.97763
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398MWH5
257382.85
PA
USD
21209.38
0.0068274502
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
3.38162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398MX92
1071445.55
PA
USD
107225.02
0.0345164960
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
2.98162
N
N
N
N
N
N
ENERGYSOLUTIONS LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC
29276MAL1
495000
PA
USD
464062.5
0.1493850169
Long
LON
CORP
US
N
2
2025-05-11
Floating
5.85438
N
N
N
N
N
N
BRAZOS DELAWARE II LLC
549300V1BTYXZRGYUU04
Brazos Delaware II LLC
10620UAB8
801900
PA
USD
742258.689999999
0.2389383476
Long
LON
CORP
US
N
2
2025-05-29
Floating
6.04588
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398N7M0
912069.12
PA
USD
64466.69
0.0207522857
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Floating
4.38162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398NPE8
245284.92
PA
USD
33254.48
0.0107048535
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
4.58162
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAC2
1645300.15
PA
USD
1660055.2
0.5343835670
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
3731611.09
1.2012321307
Long
ABS-CBDO
CORP
KY
N
2
2029-07-16
Floating
6.40338
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
1816308.27
PA
USD
1287787.81
0.4145480484
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
1909739.69
PA
USD
1477447.58
0.4756008763
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398PZ93
1764726.75
PA
USD
173265.28
0.0557753250
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
3.65162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398SKW2
7346009.4
PA
USD
1663763.88
0.5355774174
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
4.58162
N
N
N
N
N
N
CITI HELD FOR ASSET ISSUANCE
N/A
Citi Held For Asset Issuance 2015-PM1
17290QAC9
44886.42
PA
USD
44915.45
0.0144586026
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
5.01
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17310CAD4
494490.99
PA
USD
644623.89
0.2075090116
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
14.111301
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2010-9
17317JAM2
3264452.04
PA
USD
3456146.54
1.1125581343
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.5
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
4687169.71
PA
USD
265108.19
0.0853402105
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.515916
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398SPQ0
1955281.86
PA
USD
164399.9
0.0529214962
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Floating
4.63162
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2518088.16
NS
USD
2518088.16
0.8105904749
Long
STIV
RF
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
269000
PA
USD
257507.35
0.0828934461
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.574764
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAN9
254000
PA
USD
222044.44
0.0714776833
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
2.85
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp
75972JAB0
108900
PA
USD
107149.429999999
0.0344921630
Long
LON
CORP
US
N
2
2025-05-30
Floating
5.2935
N
N
N
N
N
N
KEANE GROUP HOLDINGS LLC
549300OCQZFA8RVVSE79
Keane Group Holdings LLC
48667GAB3
475200
PA
USD
458568
0.1476162983
Long
LON
CORP
US
N
2
2025-05-25
Floating
5.8125
N
N
N
N
N
N
GMAC Commercial Mortgage Secur
N/A
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust
361849K84
591000
PA
USD
588991.66
0.1896006014
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
5.142
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAM5
500000
PA
USD
515607.25
0.1659776382
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.667828
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
2150000
PA
USD
1896987.36
0.6106537132
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.667828
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
1000000
PA
USD
965358.6
0.3107557942
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.467122
N
N
N
N
N
N
ION TRADING FINANCE LTD
N/A
ION Trading Finance Ltd
N/A
395182.359999999
PA
USD
377201.56
0.1214238630
Long
LON
CORP
IE
N
2
2024-11-21
Floating
6.65075
N
N
N
N
N
N
ALERIS INTL INC
5493002SZ3VN4IY2H022
Aleris International Inc
01449BAY8
485100
PA
USD
486494.659999999
0.1566060886
Long
LON
CORP
US
N
2
2023-02-27
Floating
6.862
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-TBR
17326MAQ5
168000
PA
USD
169130.17
0.0544442037
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.6775
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A6
18976GAR7
1809659.2
PA
USD
1791737.24
0.5767729515
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAK7
306348.289999999
PA
USD
298881.049999999
0.0962119342
Long
LON
CORP
US
N
2
2025-06-26
Floating
6.12413
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAK7
775.57
PA
USD
756.67
0.0002435775
Long
LON
CORP
US
N
2
2025-06-26
Floating
6.112
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EAZ4
43869306.17
PA
USD
1599882.89
0.5150136728
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Variable
1.489364
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-1
225470A94
1845095.64
PA
USD
1474148.57
0.4745389015
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.52309
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0PC3
2575618.78
PA
USD
2196028.46
0.7069171686
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
500628.27
0.1611557981
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.55338
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAV7
81063152.48
PA
USD
2638062.49
0.8492110644
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
0.595864
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-FBLU
36256FAN1
1500000
PA
USD
1506859.95
0.4850689273
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
4.7775
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244FAG2
2000000
PA
USD
1851667.86
0.5960650441
Long
ABS-CBDO
CORP
KY
N
2
2031-08-15
Floating
7.90813
N
N
N
N
N
N
Dryden Senior Loan Fund
5493003BMKJ887403407
Dryden 33 Senior Loan Fund
26249HAS7
2500000
PA
USD
2436283.95
0.7842571183
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
9.27338
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAN1
140000
PA
USD
137987.5
0.0444191569
Long
LON
CORP
US
N
2
2026-06-26
Floating
10.62413
N
N
N
N
N
N
KINDRED HEALTHCARE INC
549300OITC7AXM1AND14
Kindred Healthcare LLC
49458HAB2
540912.5
PA
USD
542940.92
0.1747765409
Long
LON
CORP
US
N
2
2025-07-02
Floating
7.0625
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
2000000
PA
USD
1951000.26
0.6280408496
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.70338
N
N
N
N
N
N
GoldenTree Loan Management US
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
500000
PA
USD
480767.91
0.1547626071
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
5.12763
N
N
N
N
N
N
SOUND INPATIENT PHYSICIA
54930047QBMPL027P218
Sound Inpatient Physicians Inc
83607JAB7
190000
PA
USD
190047.5
0.0611776409
Long
LON
CORP
US
N
2
2026-06-28
Floating
8.7935
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
05349UBC5
309248.37
PA
USD
294656.489999999
0.0948520183
Long
LON
CORP
US
N
2
2024-12-15
Floating
6.2775
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 37 Senior Loan Fund
26249MAW7
1500000
PA
USD
1331457.74
0.4286057093
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.45338
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-KF22 Mortgage Trust
30295JAC3
196593.77
PA
USD
203731.11
0.0655824922
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
7.139
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
05349UBC5
184485.98
PA
USD
175781
0.0565851532
Long
LON
CORP
US
N
2
2024-12-15
Floating
6.42963
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
104467.33
PA
USD
103254.99
0.0332385151
Long
LON
CORP
US
N
2
2025-07-09
Floating
7.06138
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A1P25
1510302.83
PA
USD
193242.19
0.0622060343
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
3.98162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A3KT7
2276376.9
PA
USD
2410598.46
0.7759887765
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
4.174268
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
68662.66
PA
USD
67865.83
0.0218464930
Long
LON
CORP
US
N
2
2025-07-09
Floating
7.39463
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
14205.03
PA
USD
14040.18
0.0045196337
Long
LON
CORP
US
N
2
2025-07-09
Floating
7.39463
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
21612.34
PA
USD
21361.5299999999
0.0068764283
Long
LON
CORP
US
N
2
2025-07-09
Floating
7.06138
N
N
N
N
N
N
EDELMAN FINANCIAL CENTER
N/A
Edelman Financial Center LLC/The
N/A
500000
PA
USD
500937.5
0.1612553414
Long
LON
CORP
US
N
2
2026-07-20
Floating
8.807
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAB3
502475
PA
USD
484428.609999999
0.1559410124
Long
LON
CORP
US
N
2
2025-10-02
Floating
6.2935
N
N
N
N
N
N
FINANCIAL & RISK US HOLD
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740MAC5
343275
PA
USD
345492.56
0.1112165105
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.7935
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAB9
328350
PA
USD
306186.38
0.0985635718
Long
LON
CORP
US
N
2
2025-11-30
Floating
6.612
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAE3
155000
PA
USD
134591.929999999
0.0433260988
Long
LON
CORP
US
N
2
2026-11-30
Floating
10.862
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A5FL5
344208.25
PA
USD
31015.85
0.0099842225
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
3.98162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A6M68
5258808.9
PA
USD
821189.83
0.2643468425
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
3.98162
N
N
N
N
N
N
AURIS LUXEMBOURG III SA
213800VO63L2OE6QXG55
Auris Luxembourg III Sarl
N/A
204487.5
PA
USD
203656.26
0.0655583975
Long
LON
CORP
LU
N
2
2026-02-21
Floating
5.7935
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAB9
290700
PA
USD
291990.71
0.0939938847
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.5435
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A6WN0
5106121.25
PA
USD
650942.12
0.2095428947
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
4.03162
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136AFV50
9953709.08
PA
USD
9912253.87
3.1908249678
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Floating
2.98162
N
N
N
N
N
N
ALERA GROUP INTERMEDIATE
549300BPCKH0Q3R2H875
Alera Group Intermediate Holdings Inc
01449KAB8
84156.0399999999
PA
USD
84892.41
0.0273274701
Long
LON
CORP
US
N
2
2025-08-01
Floating
6.612
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp
92531HAB3
297750
PA
USD
299301.28
0.0963472092
Long
LON
CORP
US
N
2
2025-08-27
Floating
6.5435
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376JKP8
862552.78
PA
USD
158687.29
0.0510825665
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Floating
4.3225
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JPL1
176463.49
PA
USD
20882.51
0.0067222284
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Variable
5.70748
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377V2C9
1629111.99
PA
USD
268080.8
0.0862971148
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
3.35575
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VE44
1108966.4
PA
USD
172715.08
0.0555982117
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
3.30575
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FC2N5
351737.31
PA
USD
76003.46
0.0244660539
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
2403153.36
PA
USD
190702.23
0.0613884032
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Floating
2.4225
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WGK4
1913489.75
PA
USD
311279.24
0.1002029996
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
3.33575
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WVM3
2230486.29
PA
USD
329278.66
0.1059971409
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Floating
3.40575
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
720.11
PA
USD
701.21
0.0002257245
Long
LON
CORP
US
N
2
2025-10-16
Floating
6.85438
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
721.22
PA
USD
702.29
0.0002260721
Long
LON
CORP
US
N
2
2025-10-16
Floating
6.85438
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31727
PA
USD
30894.1699999999
0.0099450529
Long
LON
CORP
US
N
2
2025-10-16
Floating
7.063
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31506.6699999999
PA
USD
30679.6199999999
0.0098759877
Long
LON
CORP
US
N
2
2025-10-16
Floating
7.063
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAJ5
2876000
PA
USD
2887863.5
0.9296237849
Long
ABS-MBS
CORP
KY
N
2
2034-04-15
Floating
4.5275
N
N
N
N
N
N
Lone Star Portfolio Trust
N/A
Lone Star Portfolio Trust 2015-LSP
54230NAN8
1656069.5
PA
USD
1668620.85
0.5371409106
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Floating
6.2775
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55820HAA2
1500000
PA
USD
1492524.11
0.4804541185
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
9.33025
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-ASHF
61691KAS0
1191000
PA
USD
1179830.8
0.3797959197
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
8.9275
N
N
N
N
N
N
Morgan Stanley Institutional L
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2518088.17
NS
USD
2518088.17
0.8105904781
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-CPT
61763QAW1
525000
PA
USD
526460.81
0.1694714763
Long
ABS-MBS
CORP
US
N
2
2029-07-13
Variable
3.56035
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
516866.7
0.1663830641
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
756593.51
0.2435528280
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.237
N
N
N
N
N
N
TRAVEL LEADERS GROUP LLC
549300ELYRGQJOXAK024
Travel Leaders Group LLC
89416FAQ0
133650
PA
USD
134095.72
0.0431663653
Long
LON
CORP
US
N
2
2024-01-25
Floating
6.04588
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAS2
95410.96
PA
USD
94020.35
0.0302658189
Long
LON
CORP
US
N
2
2025-10-11
Floating
5.7775
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137A3MT3
4178930.99
PA
USD
746378.81
0.2402646435
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
3.9725
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137A4T98
4608286.2
PA
USD
925460.46
0.2979122994
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
4.4725
N
N
N
N
N
N
NYT Mortgage Trust
N/A
BF 2019-NYT Mortgage Trust
62954PAQ3
1012000
PA
USD
1023258.9
0.3293943123
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
5.0275
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAJ5
1000000
PA
USD
975453.57
0.3140054368
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
5.54963
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137A6EB4
1534851.6
PA
USD
231806.49
0.0746201566
Long
ABS-MBS
USGSE
US
N
2
2041-02-15
Floating
3.8225
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131RAA6
2500000
PA
USD
2415546.35
0.7775815375
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
7.70338
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAG3
2000000
PA
USD
1995417.2
0.6423389782
Long
ABS-CBDO
CORP
KY
N
2
2032-01-19
Floating
6.1525
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAV5
362245.609999999
PA
USD
353792.609999999
0.1138883556
Long
LON
CORP
US
N
2
2026-10-11
Floating
9.7775
N
N
N
N
N
N
8TH AVENUE FOOD & PRO
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc
28253PAC3
24875
PA
USD
24996.8899999999
0.0080466765
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.79213
N
N
N
N
N
N
Newark BSL CLO 1 Ltd.
N/A
Newark BSL CLO 1 Ltd
65023UAA7
1000000
PA
USD
1000542.81
0.3220818415
Long
ABS-CBDO
CORP
KY
N
2
2029-12-21
Floating
9.00575
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
675714AG4
1000000
PA
USD
908271.69
0.2923791122
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
10.39338
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
76126KAJ3
75000
PA
USD
75093.75
0.0241732118
Long
LON
CORP
US
N
2
2026-10-01
Floating
8.5435
N
N
N
N
N
N
ACHILLES ACQUISITION LLC
549300GKZFTKB1HH6S06
Achilles Acquisition LLC
00448FAH9
89775
PA
USD
89943.33
0.0289533972
Long
LON
CORP
US
N
2
2025-10-11
Floating
6.0625
N
N
N
N
N
N
Octagon Investment Partners XI
549300QEN35HTPJ3BX33
Octagon Investment Partners XIV Ltd
67590ABH4
1000000
PA
USD
993103.13
0.3196869556
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
6.30338
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBG1
2500000
PA
USD
2496390.88
0.8036059663
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
6.12525
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590UAQ1
1000000
PA
USD
980814.13
0.3157310392
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
9.17525
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675921AC4
2000000
PA
USD
1503582.32
0.4840138349
Long
ABS-CBDO
CORP
KY
N
3
2030-03-17
Variable
0
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAB1
110000
PA
USD
107983.7
0.0347607205
Long
LON
CORP
US
N
2
2026-10-19
Floating
9.0435
N
N
N
N
N
N
WEDDINGWIRE INC
5493008BZQSUX5N9Q439
WeddingWire Inc
94847DAB7
169150
PA
USD
169361.44
0.0545186512
Long
LON
CORP
US
N
2
2025-12-21
Floating
6.5435
N
N
N
N
N
N
WEDDINGWIRE INC
5493008BZQSUX5N9Q439
WeddingWire Inc
94847DAE1
335000
PA
USD
331650
0.1067604921
Long
LON
CORP
US
N
2
2026-12-21
Floating
10.2935
N
N
N
N
N
N
DYNASTY ACQUISITION CO I
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc
26812CAC0
45524.5
PA
USD
45794.69
0.0147416362
Long
LON
CORP
US
N
2
2026-04-08
Floating
6.10438
N
N
N
N
N
N
VVC HOLDING CORP
549300Z86PUW4ENZCD61
VVC Holding Corp
04685YAK5
369075
PA
USD
368729.909999999
0.1186967786
Long
LON
CORP
US
N
2
2026-02-11
Floating
6.681
N
N
N
N
N
N
1199169 B.C. UNLIMITED L
N/A
1199169 BC ULC
26812CAD8
24475.5
PA
USD
24620.7599999999
0.0079255976
Long
LON
CORP
CA
N
2
2026-04-04
Floating
6.10438
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
5800000
PA
USD
5775269.96
1.8591004453
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
4.36838
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS7 Trust
748940AC7
2817854.9
PA
USD
2643194.67
0.8508631496
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
787021.84
PA
USD
751724.15
0.2419853464
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
1364092.41
PA
USD
1385923.07
0.4461384861
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
495000
PA
USD
498667.95
0.1605247572
Long
LON
CORP
US
N
2
2026-02-08
Floating
7.05363
N
N
N
N
N
N
ABE INVESTMENT HOLDINGS
N/A
Abe Investment Holdings Inc
37427UAJ9
179100
PA
USD
178801.799999999
0.0575575702
Long
LON
CORP
US
N
2
2026-02-19
Floating
6.5625
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S2 Trust
749583AD2
898700.32
PA
USD
862383.12
0.2776072553
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
967662.11
0.3114973104
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
5.25338
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS10 Trust
751155AA0
1454657.45
PA
USD
1361031.19
0.4381256130
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
3356778.86
PA
USD
3194105.66
1.0282053127
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.5
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition Inc
60441EAC4
438900
PA
USD
427378.88
0.1375762989
Long
LON
CORP
US
N
2
2026-03-29
Floating
7.0435
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
90665.86
PA
USD
91081.5599999999
0.0293198015
Long
LON
CORP
US
N
2
2026-03-06
Floating
6.32988
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAA4
1331095.78
PA
USD
1039421.28
0.3345970973
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.34838
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAB2
303230.11
PA
USD
658673.5
0.2120316809
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
38.763501
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
8257.83
PA
USD
8295.69
0.0026704416
Long
LON
CORP
US
N
2
2026-03-06
Floating
6.30263
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
94787.0299999999
PA
USD
95221.63
0.0306525194
Long
LON
CORP
US
N
2
2026-03-06
Floating
6.32988
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
5789.28
PA
USD
5815.82
0.0018721538
Long
LON
CORP
US
N
2
2026-03-06
Floating
6.30263
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP
N/A
264337.5
PA
USD
258555.12
0.0832307307
Long
LON
CORP
US
N
2
2026-03-11
Floating
6.85438
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
N/A
125000
PA
USD
113526.88
0.0365451095
Long
LON
CORP
LU
N
2
2026-05-30
Floating
7.10438
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
500000
PA
USD
484375
0.1559237550
Long
LON
CORP
US
N
2
2026-06-21
Floating
7.834
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CEF9
1409219.11
PA
USD
1334851.52
0.4296981912
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
1932986.04
PA
USD
1923152.75
0.6190765382
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.75
N
N
N
N
N
N
MONITRONICS INTERNATIONA
N/A
Monitronics International Inc
60945HAB0
366027.83
PA
USD
338209.71
0.1088721093
Long
LON
CORP
US
N
2
2024-03-29
Floating
8.60438
N
N
N
N
N
N
GRANITE HOLDINGS US ACQUISITION (HOWDEN) T/L B
N/A
GRANITE HOLDINGS US ACQUISITION (HOWDEN) T/L B
N/A
465000
PA
USD
453956.25
0.1461317432
Long
LON
CORP
US
N
2
2026-10-30
Floating
7.37663
N
N
N
N
N
N
INMARSAT T/L B (TRITON BIDCO)
N/A
INMARSAT T/L B (TRITON BIDCO)
N/A
240000
PA
USD
236643.6
0.0761772567
Long
LON
CORP
US
N
2
2026-09-23
Floating
6.63175
N
N
N
N
N
N
Zelis Healthcare T/L B
N/A
Zelis Healthcare T/L B
N/A
160000
PA
USD
159000
0.0511832300
Long
LON
CORP
US
N
2
2026-10-30
Floating
6.88175
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS14 Trust
761118JJ8
1258749.93
PA
USD
1223244.62
0.3937711369
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
1661644.61
PA
USD
715707.06
0.2303911892
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
1680544.23
PA
USD
444314.89
0.1430281209
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.08162
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
SAPPHIRE AVIATION FINANCE I LTD
80306AAB6
614774.56
PA
USD
635211.01
0.2044789386
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
5.926
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579P28
883216.68
PA
USD
868007.25
0.2794177028
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.04626
N
N
N
N
N
N
Wind River CLO Ltd
54930043UF2EELTNOD60
THL Credit Wind River 2012-1 CLO Ltd
87244ABJ8
2000000
PA
USD
2003558.54
0.6449597334
Long
ABS-CBDO
CORP
KY
N
2
2026-01-15
Floating
9.68338
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAJ0
1040000
PA
USD
971978.63
0.3128868289
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
4.78588
N
N
N
N
N
N
Taconic Park CLO Ltd.
N/A
Taconic Park CLO Ltd 2016-1A
873549AG4
2000000
PA
USD
1967274.48
0.6332796367
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
6.32763
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2014-2 CLO Ltd
88432BAG3
2500000
PA
USD
2143750
0.6900883608
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
8.05338
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U73
47000000
PA
USD
46951347.48
15.1139724400
Long
DBT
UST
US
N
2
2019-12-15
Fixed
1.375
N
N
N
N
N
N
VELOCITY COMMERCIAL CAPITAL LO
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAF1
1096011.52
PA
USD
1138971.66
0.3666430721
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
5.01
N
N
N
N
N
N
VELOCITY COMMERCIAL CAPITAL LO
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAG9
687069.92
PA
USD
716260.98
0.2305695000
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
1426942.22
PA
USD
1435430.67
0.4620753344
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
7.26
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QAL7
1000000
PA
USD
1000334.78
0.3220148751
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.82763
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAF1
3995993.47
PA
USD
2235567.74
0.7196451438
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.377609
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA3 Trust
94985GAE6
1788012.3
PA
USD
1791991.88
0.5768549220
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAR2
467000
PA
USD
475734.77
0.1531424035
Long
ABS-MBS
CORP
US
N
3
2045-10-15
Variable
4.916864
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAC0
23293000
PA
USD
1252357.46
0.4031427670
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.248363
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBL8
747000
PA
USD
760223.1
0.2447212188
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
3.750724
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAV4
55443672.99
PA
USD
2702247
0.8698725143
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
0.86109
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
N/A
AI Candelaria Spain SLU
AV1352799
2000000
PA
USD
2277520
0.7331498745
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.5
N
N
N
N
N
N
CSM BAKERY SOLUTIONS LLC
5493001EXHLY7Q2ERI31
CSM Bakery Solutions LLC
60001PAB3
500000
PA
USD
467500
0.1504915726
Long
LON
CORP
US
N
2
2020-07-03
Floating
6.29
N
N
N
N
N
N
SYNCREON GROUP BV
5493002SSXOL85X3XC87
Syncreon Group BV
N/A
494778.08
PA
USD
234401.12
0.0754553864
Long
LON
CORP
NL
N
2
2020-10-28
Floating
6.07988
Y
Y
N
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
438861.68
PA
USD
387953.73
0.1248850629
Long
LON
CORP
US
N
2
2024-09-01
Floating
9.62413
N
N
Y
N
N
N
EXPLORER HOLDINGS INC
N/A
Explorer Holdings Inc/Delaware
30214XAC0
493638.7
PA
USD
493406.69
0.1588311202
Long
LON
CORP
US
N
2
2023-05-03
Floating
6.07988
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
255102.549999999
PA
USD
195473.609999999
0.0629243443
Long
LON
CORP
US
N
2
2023-08-25
Floating
7.36
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
427267.82
PA
USD
327396.099999999
0.1053911314
Long
LON
CORP
US
N
2
2023-08-25
Floating
7.36
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAB1
466225.02
PA
USD
323054.31
0.1039934784
Long
LON
CORP
US
N
2
2023-10-16
Floating
7.25938
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAB1
17669.5499999999
PA
USD
12243.5
0.0039412697
Long
LON
CORP
US
N
2
2023-10-16
Floating
7.04588
N
N
N
N
N
N
BASS PRO GROUP LLC
N/A
Bass Pro Group LLC
07014QAK7
163749.989999999
PA
USD
158018.739999999
0.0508673555
Long
LON
CORP
US
N
2
2024-09-25
Floating
7.0435
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAE4
499899.87
PA
USD
490944.159999999
0.1580384143
Long
LON
CORP
US
N
2
2024-02-01
Floating
10.05
N
N
N
N
N
N
GAVILAN RESOURCES LLC
54930045U6YHRH5DKI14
Gavilan Resources LLC
36808UAB7
500000
PA
USD
225835
0.0726978915
Long
LON
CORP
US
N
2
2024-03-01
Floating
8.0435
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS LL
N/A
Summit Midstream Partners Holdings LLC
86614HAJ8
298845.659999999
PA
USD
293690.57
0.0945410818
Long
LON
CORP
US
N
2
2022-05-21
Floating
8.0435
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings Inc
19633FAB7
500000
PA
USD
412500
0.1327866817
Long
LON
CORP
US
N
2
2025-05-01
Floating
9.3
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
N/A
487140.95
PA
USD
268334.289999999
0.0863787150
Long
LON
CORP
US
N
2
2022-03-28
Floating
7.87413
N
N
N
N
N
N
CONSTELLIS HOLDINGS LLC
5493005W6JZ5EEFR8349
Constellis Holdings LLC
21038KAE7
493702.75
PA
USD
302921.2
0.0975124872
Long
LON
CORP
US
N
2
2024-04-21
Floating
7.2555
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS L
N/A
LSF9 Atlantis Holdings LLC
50226BAD0
484076.45
PA
USD
452093.52
0.1455321171
Long
LON
CORP
US
N
2
2023-05-01
Floating
8.04213
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
Finastra USA Inc
02034DAF4
500000
PA
USD
480315
0.1546168121
Long
LON
CORP
US
N
2
2025-06-13
Floating
9.44625
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
44908XAS7
350000
PA
USD
352297.75
0.1134071495
Long
LON
CORP
US
N
2
2025-07-10
Floating
9.112
N
N
N
N
N
N
SECURUS TECHNOLOGIES HLDS
549300EBCNNXVCJ2FW66
Securus Technologies Holdings LLC
78410QAB8
415174.349999999
PA
USD
367775.969999999
0.1183896985
Long
LON
CORP
US
N
2
2024-11-01
Floating
6.5435
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
83404.7799999999
PA
USD
81736.6799999999
0.0263116182
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.50938
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
65096.41
PA
USD
63794.48
0.0205358965
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.50938
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
718.35
PA
USD
703.99
0.0002266194
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.35438
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
131654.94
PA
USD
129021.84
0.0415330473
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.5205
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAQ3
302123.64
PA
USD
268512.39
0.0864360467
Long
LON
CORP
US
N
2
2022-06-30
Floating
6.2935
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
525000
PA
USD
534121.88
0.1719376292
Long
LON
CORP
US
N
2
2025-08-04
Floating
8.5435
N
N
N
N
N
N
RENTPATH LLC
5493007W7CFRS1V7XL88
RentPath LLC
76016VAF0
320353.51
PA
USD
170389.62
0.0548496296
Long
LON
CORP
US
N
2
2021-12-17
Floating
6.8
N
N
N
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
Avantor Inc
05350NAC8
191122.13
PA
USD
192854.649999999
0.0620812825
Long
LON
CORP
US
N
2
2024-11-21
Floating
5.0435
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92211YAB3
500000
PA
USD
450000
0.1448581982
Long
LON
CORP
US
N
2
2025-10-26
Floating
10.3365
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAJ4
494962.2
PA
USD
493571.359999999
0.1588841286
Long
LON
CORP
US
N
2
2023-11-22
Floating
6.35438
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
N/A
333333.33
PA
USD
308333.33
0.0992546903
Long
LON
CORP
US
N
2
2025-11-30
Floating
9.2935
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL I
549300MSF84ZAB7RHN59
McDermott Technology Americas Inc
58004GAB4
539932.599999999
PA
USD
343667.099999999
0.1106288820
Long
LON
CORP
US
N
2
2025-05-10
Floating
7.10438
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAF2
500000
PA
USD
490000
0.1577344825
Long
LON
CORP
US
N
2
2026-02-15
Floating
8.2935
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73937UAJ7
500000
PA
USD
362500
0.1166913263
Long
LON
CORP
US
N
2
2026-03-06
Floating
9.35438
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N/A
254703.16
PA
USD
252251.64
0.0812015957
Long
LON
CORP
US
N
2
2025-02-05
Floating
6.10438
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N/A
24639
PA
USD
24401.8499999999
0.0078551289
Long
LON
CORP
US
N
2
2025-02-05
Floating
6.10438
N
N
N
N
N
N
COVIA HOLDINGS CORP
213800IE4YGTGVTQ1806
Covia Holdings Corp
90480TAD8
480150
PA
USD
394104.719999999
0.1268651103
Long
LON
CORP
US
N
2
2025-06-01
Floating
6.313
N
N
N
N
N
N
BI-LO LLC
N/A
BI-LO LLC
088612AM8
168847.44
PA
USD
161566.73
0.0520094787
Long
LON
CORP
US
N
2
2024-05-31
Floating
10.187
N
N
N
N
N
N
2020-08-04
DoubleLine Opportunistic Credit Fund
/s/ Winnie Han
DoubleLine Opportunistic Credit Fund
Assistant Treasurer