0001145549-24-033042.txt : 20240529
0001145549-24-033042.hdr.sgml : 20240529
20240529130851
ACCESSION NUMBER: 0001145549-24-033042
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240529
DATE AS OF CHANGE: 20240529
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DoubleLine Yield Opportunities Fund
CENTRAL INDEX KEY: 0001788399
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23476
FILM NUMBER: 24996672
BUSINESS ADDRESS:
STREET 1: 2002 N. TAMPA ST., SUITE 200
CITY: TAMPA
STATE: FL
ZIP: 33602
BUSINESS PHONE: (813) 791-7333
MAIL ADDRESS:
STREET 1: 2002 N. TAMPA ST., SUITE 200
CITY: TAMPA
STATE: FL
ZIP: 33602
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001788399
XXXXXXXX
DoubleLine Yield Opportunities Fund
811-23476
0001788399
5493006BIH94Q4VHHG23
2002 North Tampa Street
Suite 200
Tampa
33602
813-791-7333
DoubleLine Yield Opportunities Fund
5493006BIH94Q4VHHG23
2024-09-30
2024-03-31
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0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
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USD
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Fund's Securities Portfolio
Securities Portfolio
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AGNC Investment Corp
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Long
EC
CORP
US
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1
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ARD FINANCE SA
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ARD Finance SA
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PA
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Long
DBT
CORP
LU
N
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2027-06-30
Fixed
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Y
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N
N
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Air Canada 2020-1 Class C Pass Through Trust
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USD
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Long
DBT
CORP
CA
N
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2026-07-15
Fixed
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N
N
N
Aimco
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AIMCO CLO 10 Ltd
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ABS-CBDO
CORP
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2032-07-22
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2027-07-15
Fixed
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N
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ALPHA HOLDING SA ESCROW
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0.0000000013
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DBT
CORP
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2024-12-19
Fixed
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N
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N
N
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ACREC LLC
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ABS-CBDO
CORP
US
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2038-02-19
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1300000
PA
USD
1334842.86
0.1722613849
Long
ABS-O
CORP
US
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2
2028-09-15
Fixed
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ALPHA HOLDING SA ESCROW
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ALPHA HOLDING SA ESCROW
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USD
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0.0000000052
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DBT
CORP
MX
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2025-02-10
Fixed
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N
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ALPHA HOLDING SA ESCROW
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ALPHA HOLDING SA ESCROW
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USD
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DBT
CORP
MX
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2025-02-10
Fixed
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N
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N
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AI CANDELARIA SPAIN SLU
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AI Candelaria Spain SA
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USD
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0.1048348765
Long
DBT
CORP
CO
N
2
2033-06-15
Fixed
5.75
N
N
N
N
N
N
Aimco
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Aimco CLO 15 Ltd
00889CAA7
2000000
PA
USD
1995672.8
0.2575414460
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
11.52814
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR3
06211EAM3
92927734.73
PA
USD
2920198.31
0.3768514033
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.794776
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK46
06541DCD4
78061832.12
PA
USD
3166445.51
0.4086295886
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.61687
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAL0
7500000
PA
USD
3150861
0.4066184086
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
10.44048
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
942730.88
PA
USD
14140.96
0.0018248900
Long
DBT
CORP
MX
N
3
2025-02-10
None
9
Y
Y
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KAC2
18317000
PA
USD
907460.81
0.1171077589
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
1.5
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KAG3
20061456
PA
USD
914020
0.1179542220
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
1.5
N
N
N
N
N
N
ALPHA HOLDING SA ESCROW
N/A
ALPHA HOLDING SA ESCROW
N/A
500000
PA
USD
0.01
0.0000000013
Long
DBT
CORP
MX
N
3
2024-12-19
Fixed
10
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
4000000
PA
USD
1142643.2
0.1474580312
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAG2
3000000
PA
USD
2628958.8
0.3392669634
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.366766
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP 2021-FL1 Ltd
12546JAG9
3115000
PA
USD
3048289.16
0.3933815192
Long
ABS-CBDO
CORP
US
N
2
2038-02-15
Floating
7.54115
N
N
N
N
N
N
Apidos CLO Ltd
549300LPFPUEJZX23R93
Apidos CLO XVIII
03767QAA7
1450000
PA
USD
1410726.75
0.1820541960
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
11.27942
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
1580000
PA
USD
1621037.34
0.2091947640
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.5
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP 2021-FL1 Ltd
12546JAJ3
2000000
PA
USD
1951312
0.2518166876
Long
ABS-CBDO
CORP
US
N
2
2038-02-15
Floating
8.44115
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-IV Ltd
12547GAA7
500000
PA
USD
500915.05
0.0646430549
Long
ABS-CBDO
CORP
US
N
2
2033-07-15
Floating
11.5756
N
N
N
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554UAE8
4650000
PA
USD
4679970.65
0.6039499102
Long
ABS-CBDO
CORP
US
N
2
2034-10-16
Floating
12.3756
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAA9
18014000
PA
USD
377739.17
0.0487472155
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
1
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAA6
1365000
PA
USD
1365000
0.1761531619
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.5
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-1 LTD
14317LAA0
1000000
PA
USD
997645.4
0.1287460744
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.5756
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
1865000
PA
USD
1544063.9
0.1992613466
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.5
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2000000
PA
USD
1961910.2
0.2531843846
Long
DBT
CORP
GB
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAN9
4000000
PA
USD
2527335.2
0.3261524444
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70378
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2020-2
24380NAG4
10000000
PA
USD
9465248
1.2214896432
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.786955
N
N
N
N
N
N
Del Amo Fashion Center Trust
N/A
Del Amo Fashion Center Trust 2017-AMO
24500EAJ3
2100000
PA
USD
1854447
0.2393162656
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
3.63618
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
1400000
PA
USD
1193388.94
0.1540067656
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.3
N
N
N
N
N
N
Dryden Senior Loan Fund
54930064P37IJ78XTR63
Dryden 54 Senior Loan Fund
26244RAE1
2000000
PA
USD
1941121.4
0.2505015913
Long
ABS-CBDO
CORP
US
N
2
2029-10-19
Floating
11.77118
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
3150000
PA
USD
2269581.93
0.2928894015
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.875
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
4000000
PA
USD
4099264
0.5290097545
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.125
N
N
N
N
N
N
NEWFOLD DIGITAL HLDGS GR
549300UTQC2651SB0W88
Newfold Digital Holdings Group Inc
29279XAA8
4395000
PA
USD
3448169.77
0.4449860861
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AXA88
4762916.69
PA
USD
489051.05
0.0631120064
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Floating
0.71513
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4YY8
6471459.23
PA
USD
611888.12
0.0789641224
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
0.61513
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HS3
42279349.32
PA
USD
1000608.45
0.1291284559
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
0.603504
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BUC48
2856995.01
PA
USD
299260.23
0.0386195134
Long
ABS-MBS
USGSE
US
N
2
2047-01-15
Floating
0.56688
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2948980.02
NS
USD
2948980.02
0.3805656811
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35565KBE7
3000000
PA
USD
3225992.1
0.4163140722
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
10.23487
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
1859000
PA
USD
1322165.04
0.1706253130
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.509155
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
8000000
PA
USD
8053488
1.0393021063
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.5
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT 2021-FL4 Ltd
36262TAE3
1780000
PA
USD
1665225.6
0.2148972561
Long
ABS-CBDO
CORP
US
N
2
2036-12-15
Floating
7.3933
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAQ9
3000000
PA
USD
2817301.2
0.3635725379
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
10.43981
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAS5
3000000
PA
USD
2845278
0.3671829422
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Floating
11.37301
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36270GAG6
2000000
PA
USD
1966946.4
0.2538343059
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
6.07062
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QXV9
31826732.66
PA
USD
1567078.3
0.2022313534
Long
ABS-MBS
USGA
US
N
2
2071-02-01
Variable
0.76548
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EFH5
6554268.38
PA
USD
480877.5
0.0620572103
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Floating
0.00095
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VEV7
24632160.97
PA
USD
216053.61
0.0278817044
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
0.0001
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAJ4
1000000
PA
USD
1005099.9
0.1297080772
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
8.939
N
N
N
N
N
N
HPS Loan Management 6-2015, Lt
549300OYG05TXUTUVD98
HPS Loan Management 6-2015 Ltd
40437BAA2
1000000
PA
USD
979674.1
0.1264268793
Long
ABS-CBDO
CORP
US
N
2
2031-02-05
Floating
10.63419
N
N
N
N
N
N
HPS Investment Partners
549300BGJH0LJLGIUQ46
Highbridge Loan Management 2013-2 Ltd
44330DAL4
1550000
PA
USD
1546607.36
0.1995895799
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Floating
8.47942
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-A2
466278AC2
6322368.45
PA
USD
2410910.03
0.3111277837
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.84389
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2007-C1
46630DAH5
2775642.93
PA
USD
2619272.64
0.3380169650
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
6.595917
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABG7
25678686
PA
USD
23090.27
0.0029797979
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.572102
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644AAN2
2265000
PA
USD
1215115.42
0.1568105665
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
3.803003
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAU0
4000000
PA
USD
11026.4
0.0014229562
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Variable
0.5
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2020-COR7
46652JAA0
10244000
PA
USD
920652.87
0.1188101934
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Variable
1.971862
N
N
N
N
N
N
JPMorgan US Government Money M
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2270
2948980.03
NS
USD
2948980.03
0.3805656824
Long
STIV
RF
US
N
1
N
N
N
Katayma CLO Ltd
N/A
Katayma CLO II Ltd
485861AA6
1000000
PA
USD
1000500
0.1291144604
Long
ABS-CBDO
CORP
US
N
2
2037-04-20
Floating
12.83112
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
1370000
PA
USD
1049237.11
0.1354039813
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.5
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAJ1
5000000
PA
USD
4802390
0.6197481194
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
7.78981
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLV Ltd
55820DAE3
2500000
PA
USD
2527169.75
0.3261310930
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
11.9256
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVIII Ltd
55821MAA0
2000000
PA
USD
2007901
0.2591194944
Long
ABS-CBDO
CORP
US
N
2
2034-07-17
Floating
11.57814
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
2200000
PA
USD
1876576.9
0.2421721278
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110N106
8192
PA
USD
135431.82
0.0174774676
Long
ABS-O
CORP
US
N
3
2031-06-16
Fixed
0
N
N
N
N
N
N
Milos CLO, LTD
254900GFWI4EEB8IJS18
Milos CLO Ltd
60162QAC4
4000000
PA
USD
4021799.2
0.5190129270
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Floating
11.72942
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAL0
2000000
PA
USD
1522118
0.1964292296
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
3
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-PLND
61691XAS2
5000000
PA
USD
1125242
0.1452124074
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
9.09048
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAJ9
2000000
PA
USD
1881067.6
0.2427516523
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.353747
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2022-L8
61774LBL2
457179246.75
PA
USD
1673093.17
0.2159125655
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
0.038563
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
1985000
PA
USD
2036157.42
0.2627659836
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.375
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd
64133TAL6
3000000
PA
USD
3008264.7
0.3882163653
Long
ABS-CBDO
CORP
US
N
2
2035-10-20
Floating
11.82942
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR4 Trust
66981FAJ9
10000000
PA
USD
9596979
1.2384895202
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
4.87
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1575000
PA
USD
1586632.95
0.2047548797
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.375
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112TAG5
3000000
PA
USD
3049118.7
0.3934885713
Long
ABS-CBDO
CORP
US
N
2
2035-07-02
Floating
11.82942
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
894500EC9KLZLOC3V025
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
745000
PA
USD
767921.66
0.0991002406
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8
N
N
N
N
N
N
VIBRANTZ TECH INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69357VAA3
1050000
PA
USD
970829.06
0.1252854275
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9
N
N
N
N
N
N
PFP III
N/A
PFP 2023-10 Ltd
69380CAG3
1602000
PA
USD
1614508.42
0.2083522073
Long
ABS-CBDO
CORP
US
N
2
2038-09-16
Floating
9.45108
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
145093.59
PA
USD
143689.1
0.0185430691
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-3
69546RAD8
2425852
PA
USD
2192.97
0.0002830026
Long
ABS-O
CORP
US
N
3
2029-05-15
Fixed
0
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-5
69547EAD6
2303922
PA
USD
108581.54
0.0140124407
Long
ABS-O
CORP
US
N
3
2029-08-15
Fixed
0
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
900000
PA
USD
524223.05
0.0676509507
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAB0
1765000
PA
USD
1292131.97
0.1667495473
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.875
N
N
N
N
N
N
KAWASAN INDUSTRI JABABEK
254900JFBW45600V8I61
Kawasan Industri Jababeka Tbk PT
74390MAA2
2660000
PA
USD
2462772.31
0.3178206076
Long
SN
CORP
ID
N
2
2027-12-15
Variable
7.5
N
N
N
N
N
N
Reese Park CLO, Ltd.
N/A
REESE PARK CLO LTD
758464AL5
1000000
PA
USD
1003051.1
0.1294436797
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
12.0756
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
2100000
PA
USD
1770959.19
0.2285421691
Long
DBT
CORP
ZA
N
2
2031-03-18
Fixed
5.5
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
700000
PA
USD
615613.46
0.0794448773
Long
DBT
CORP
CO
N
2
2028-06-15
Fixed
6
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83615BAJ7
3000000
PA
USD
2790547.8
0.3601200134
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
12.43942
N
N
N
N
N
N
Start Ltd.
N/A
Start II LTD
85573LAC5
358905.44
PA
USD
323427.64
0.0417383161
Long
ABS-O
CORP
US
N
3
2044-03-15
Fixed
6.413
N
N
N
N
N
N
TBW Mortgage Backed Pass Throu
N/A
TBW Mortgage-Backed Trust 2007-2
872227AA1
4326337.66
PA
USD
1295794.8
0.1672222353
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
5.9646
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256YAA1
3410000
PA
USD
3270729.8
0.4220874695
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
10.5
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
885000
PA
USD
809089.58
0.1044129581
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-1 Clo Ltd
88432WAA0
1000000
PA
USD
958273.8
0.1236651720
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
11.0756
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-2 Clo Ltd
88433LAA3
1000000
PA
USD
949641
0.1225511097
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
11.3256
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
3000000
PA
USD
2963314.2
0.3824155061
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Floating
9.72942
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
2365000
PA
USD
2156336.05
0.2782750280
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAL3
6891216
PA
USD
5723934.28
0.7386733492
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
3.692431
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UAJ0
5000000
PA
USD
3589982
0.4632869453
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
2.5
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAC6
1975000
PA
USD
1097002.49
0.1415681005
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.5
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
4900000
PA
USD
3755447.71
0.4846402845
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.4
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
2460000
PA
USD
1908742.27
0.2463230667
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.5
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
1255000
PA
USD
1353353.1
0.1746501302
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.875
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
4000000
PA
USD
4015676
0.5182227285
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAF8
5000000
PA
USD
4609801
0.5948945214
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.6
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-4 Ltd
92891EAA6
2000000
PA
USD
1974902.2
0.2548610014
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Floating
11.8756
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust 2016-C33
95000LAJ2
2000000
PA
USD
1575471.2
0.2033144566
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Fixed
3.123
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABH8
4288000
PA
USD
3785638.07
0.4885363485
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.188
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
2540000
PA
USD
777875
0.1003847185
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.5
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-3 Clo Ltd
97316MAA4
2500000
PA
USD
2381600
0.3073453262
Long
ABS-CBDO
CORP
US
N
2
2035-04-15
Floating
12.6256
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
ZR8877378
1400000
PA
USD
983010
0.1268573770
Long
DBT
CORP
UA
N
2
2029-10-17
Fixed
7.75
N
N
N
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp Ltd
BG0914880
4200000
PA
USD
2873934
0.3708809971
Long
DBT
CORP
IN
N
2
2025-02-27
Variable
5.25
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
BK7099983
2900000
PA
USD
53650
0.0069235290
Long
DBT
CORP
CN
N
2
2024-08-05
None
6.75
N
Y
N
N
N
N
ADANI INTERNATIONAL CONT
335800J4SLERP6S94P28
Adani International Container Terminal Pvt Ltd
BN0450864
710000
PA
USD
605782.93
0.0781762480
Long
DBT
CORP
IN
N
2
2031-02-16
Fixed
3
N
N
N
N
N
N
RONSHINE CHINA
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd
BJ9421014
2000000
PA
USD
30400
0.0039231180
Long
DBT
CORP
CN
N
2
2023-12-15
None
7.35
N
Y
N
N
N
N
ARIS MINING CORP
5493001GJ5TILX6L1F82
Aris Mining Corp
BQ8778152
3150000
PA
USD
2842339.5
0.3668037289
Long
DBT
CORP
CO
N
2
2026-08-09
Fixed
6.875
N
N
N
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q872
430000
NS
USD
9872800
1.2740842024
Long
EP
CORP
US
N
1
2025-04-15
Variable
6.125
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2006-HE4
00442BAC5
8905090.79
PA
USD
3383544.46
0.4366461941
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.66389
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2023-CRE8 LLC
04002BAG0
4375000
PA
USD
4376452.5
0.5647809125
Long
ABS-CBDO
CORP
US
N
2
2041-08-17
Floating
9.34959
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAM7
3000000
PA
USD
1531801.2
0.1976788459
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
3.601915
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL8
05493JAL5
2384000
PA
USD
2312019.89
0.2983660175
Long
ABS-CBDO
CORP
US
N
2
2036-01-18
Floating
7.69115
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAQ4
3000000
PA
USD
2667746.1
0.3442724619
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
9.36948
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2017-2 Ltd
05682TAC4
3000000
PA
USD
2906440.5
0.3750759588
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Floating
12.44628
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
ZO3952447
1450000
PA
USD
1332162.65
0.1719155040
Long
DBT
CORP
BF
N
2
2028-10-15
Fixed
5.75
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
BP4790179
4344000
PA
USD
3528887.5
0.4554027040
Long
DBT
CORP
CO
N
2
2033-06-15
Fixed
5.75
N
N
N
N
N
N
Bain Capital Credit CLO Limite
549300434Q955VK1W392
Bain Capital Credit Clo 2019-3 Ltd
05683UAE6
8000000
PA
USD
7671020.8
0.9899447389
Long
ABS-CBDO
CORP
US
N
2
2034-10-21
Floating
12.67942
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405BA9
18522000
PA
USD
823247.33
0.1062400148
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.14
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
ZS1689414
200000
PA
USD
163394.74
0.0210860806
Long
DBT
CORP
IN
N
2
2026-04-23
Fixed
9.25
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
BQ5328001
4373456.68
PA
USD
3962230.61
0.5113256044
Long
DBT
CORP
BR
N
2
2031-06-30
Fixed
7.25
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405BG6
6366937
PA
USD
255505.18
0.0329729270
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.14
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAQ3
7464000
PA
USD
5541548.28
0.7151364477
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
2.753637
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
535000
PA
USD
535892.38
0.0691568770
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.125
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1200000
PA
USD
902463.32
0.1164628332
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
135214.75
PA
USD
135531.829999999
0.0174903739
Long
LON
CORP
US
N
2
2026-06-21
Floating
11.33628
N
N
N
N
N
N
DCERT BUYER INC
549300EF826JEEUCHZ67
Dcert Buyer Inc
24022KAB5
470000
PA
USD
468387.9
0.0604454282
Long
LON
CORP
US
N
2
2026-10-16
Floating
9.33016
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding 2017-V Ltd
12551NAA5
1750000
PA
USD
1751778.18
0.2260668610
Long
ABS-CBDO
CORP
US
N
2
2030-11-16
Floating
11.67814
N
N
N
N
N
N
Canyon CLO 2021-3 Ltd
N/A
Canyon CLO 2021-3 Ltd
13875NAA2
2000000
PA
USD
1953590.2
0.2521106892
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
11.7756
N
N
N
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
3153700.52
PA
USD
3022427.74
0.3900441047
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.40942
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAU4
341305.01
PA
USD
319591.19
0.0412432224
Long
LON
CORP
LU
N
2
2028-09-29
Floating
13.60952
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
5008323
PA
USD
4516725.55
0.5828831406
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.419009
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
1175000
PA
USD
809727.75
0.1044953138
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75
N
N
N
N
N
N
POTTERS BORROWER LP
N/A
Potters Borrower LP
73813HAB2
252850
PA
USD
253956.22
0.0327730338
Long
LON
CORP
US
N
2
2027-12-14
Floating
9.40942
N
N
N
N
N
N
DG INVESTMENT INTERMEDI
N/A
DG Investment Intermediate Holdings 2 Inc
23344MAF5
915000
PA
USD
858956.25
0.1108482486
Long
LON
CORP
US
N
2
2029-03-31
Floating
12.19464
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
N/A
AAdvantage Loyalty IP Ltd
02376CBJ3
1028500
PA
USD
1069855.99
0.1380648464
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.32942
N
N
N
N
N
N
ASP LS ACQUISITION CORP
N/A
ASP LS Acquisition Corp
51809EAB1
512379.14
PA
USD
478690.21
0.0617749407
Long
LON
CORP
US
N
2
2028-05-07
Floating
10.39575
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc
00132UAG9
822911.39
PA
USD
825314.29
0.1065067558
Long
LON
CORP
US
N
2
2028-07-31
Floating
9.07244
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
351863.919999999
PA
USD
346779.489999999
0.0447518708
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.35975
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EK22
11476792.33
PA
USD
980713.71
0.1265610409
Long
ABS-MBS
USGA
US
N
2
2045-07-16
Floating
0.15885
N
N
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38500TAC5
3100000.00574
PA
USD
2899253.62
0.3741484924
Long
DBT
CORP
CO
N
2
2029-10-15
Fixed
9.5
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAE5
243750
PA
USD
6475.22
0.0008356267
Long
LON
CORP
US
N
2
2028-06-30
Floating
10.33566
Y
Y
N
N
N
N
FLYNN AMERICA LP
254900LBNMCVT9S9EC07
Flynn America LP
N/A
555750
PA
USD
546024.38
0.0704644110
Long
LON
CORP
US
N
2
2028-07-29
Floating
9.94464
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAS5
4000000
PA
USD
3807771.2
0.4913926275
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
9.423
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2020-COR7
46652JAZ5
25460000
PA
USD
563042.81
0.0726606383
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Variable
0.428162
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAW9
2545000
PA
USD
2723254.55
0.3514358238
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAU1
3200000
PA
USD
3122170.88
0.4029159504
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
9.68948
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAJ6
600000
PA
USD
318815.1
0.0411430681
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
3.4767
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
2550000
PA
USD
2407002.12
0.3106234681
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2948980.03
NS
USD
2948980.03
0.3805656824
Long
STIV
RF
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
3005000
PA
USD
3045681.69
0.3930450254
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.875
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576VAA2
500000
PA
USD
482717.65
0.0622946816
Long
ABS-CBDO
CORP
US
N
2
2031-05-12
Floating
12.36296
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 40
N/A
Octagon Investment Partners 40 Ltd
67592EAE2
1500000
PA
USD
1445143.8
0.1864957141
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
12.57942
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding LP
31575AAB3
162646.709999999
PA
USD
163383.5
0.0210846301
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.94074
N
N
N
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAL8
1426196
PA
USD
1244356.01
0.1605840627
Long
LON
CORP
US
N
2
2028-10-23
Floating
11.8256
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
250000
PA
USD
229081.63
0.0295629696
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682695AA9
1030000
PA
USD
1093697.26
0.1411415608
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
PAGAYA AI Debt Trust 2022-2
69546VAE7
615339.99
PA
USD
613638.33
0.0791899869
Long
ABS-O
CORP
US
N
2
2030-01-15
Variable
5.59236
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAN4
5009713.71
PA
USD
4223128.54
0.5449944654
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
12.82533
N
N
N
N
N
N
ASTRA ACQUISTION CORP
N/A
Astra Acquisition Corp
04629UAH9
548669.04
PA
USD
232498.51
0.0300039177
Long
LON
CORP
US
N
2
2028-10-25
Floating
10.85975
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
19807.73
PA
USD
4275.1
0.0005517014
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.5
Y
Y
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAJ0
199827.59
PA
USD
201950.76
0.0260617325
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.68018
N
N
N
N
N
N
HEXION HOLDINGS CORP
549300LBB370MUHGLV84
Hexion Holdings Corp
00217XAB2
1512642.1
PA
USD
1491578.56
0.1924881168
Long
LON
CORP
US
N
2
2029-03-15
Floating
9.97574
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAJ1
3330000
PA
USD
2924979.09
0.3774683627
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
8.625
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVII Ltd
83613KAJ9
4000000
PA
USD
3611664
0.4660850060
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
12.14628
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point Clo XXX Ltd
83615HAA3
7000000
PA
USD
6306869.1
0.8139010501
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Floating
11.94628
N
N
N
N
N
N
TTAN
N/A
TTAN 2021-MHC
87303TAS6
6296730.09
PA
USD
6213151.7
0.8018068257
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
9.64048
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAC3
4130000
PA
USD
4411624.7
0.5693198826
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
12.75
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
2817360.58
PA
USD
2204584.65
0.2845015067
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.5
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
2845000
PA
USD
2785027.12
0.3594075700
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.625
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
3280000
PA
USD
3426924.32
0.4422443622
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
8.625
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
26972CAC6
161131.12
PA
USD
159973.39
0.0206445556
Long
LON
CORP
US
N
2
2029-04-02
Floating
9.59814
N
N
N
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc
N/A
155794.739999999
PA
USD
156119.57
0.0201472204
Long
LON
CORP
US
N
2
2029-06-25
Floating
9.65942
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948210AE9
1000000
PA
USD
999643.5
0.1290039291
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Floating
11.07942
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBK6
4514242
PA
USD
3914081.2
0.5051119261
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
5.060848
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FAC9
3200000
PA
USD
2588026.24
0.3339846191
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.25
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
BQ0169731
4850000
PA
USD
3668127.75
0.4733716493
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.125
N
N
N
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc
N/A
71905.2599999999
PA
USD
72055.1799999999
0.0092987163
Long
LON
CORP
US
N
2
2029-06-25
Floating
9.65942
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
N/A
2104425
PA
USD
2107055.52999999
0.2719153801
Long
LON
CORP
US
N
2
2030-02-19
Floating
8.93016
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition Inc
60441EAC4
3838790.87999999
PA
USD
3847428.16
0.4965103556
Long
LON
CORP
US
N
2
2026-03-30
Floating
10.18016
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
260000
PA
USD
268065.2
0.0345937967
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.73251
N
N
N
N
N
N
PAR PETROLEUM LLC
984500CCF05C2FB39F45
Par Petroleum LLC
69889PAD7
1007387.5
PA
USD
1010218.26
0.1303686012
Long
LON
CORP
US
N
2
2030-02-28
Floating
9.69316
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92210XAE0
217800
PA
USD
215758.13
0.0278435727
Long
LON
CORP
US
N
2
2026-10-26
Floating
10.06781
N
N
N
N
N
N
CONSTANT CONTACT INC
2549000JW50H0AI5B946
Constant Contact Inc
21031HAE1
4500000
PA
USD
4159687.5
0.5368074033
Long
LON
CORP
US
N
2
2029-02-12
Floating
13.41265
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78466YAN8
218320.609999999
PA
USD
220077
0.0284009226
Long
LON
CORP
US
N
2
2028-06-05
Floating
8.94464
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA LLC
N8232NAG2
288292.88
PA
USD
289554.169999999
0.0373669469
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41909
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc
N/A
2425.57
PA
USD
1588.75
0.0002050281
Long
LON
CORP
US
N
2
2028-07-03
Floating
7.80942
N
N
Y
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
275371.78
PA
USD
271392.659999999
0.0350232052
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.19074
N
N
N
N
N
N
SKILLSOFT FINANCE II INC
549300LDUD35NU8F0G43
Skillsoft Finance II Inc
83066YAB8
464752.78
PA
USD
418472.7
0.0540038749
Long
LON
CORP
US
N
2
2028-07-14
Floating
10.69323
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
1425000
PA
USD
1281723.37999999
0.1654063194
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.69074
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
254900S6SXME9YWLU075
Pretium PKG Holdings Inc
74142KAH2
960000
PA
USD
600302.4
0.0774689860
Long
LON
CORP
US
N
2
2029-10-01
Floating
12.33419
N
N
N
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP
N/A
1165000
PA
USD
1170411.42999999
0.1510415195
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.55942
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
Dexko Global Inc
25213YBC8
790000
PA
USD
788025
0.1016945754
Long
LON
CORP
US
N
2
2028-10-04
Floating
9.55942
N
N
N
N
N
N
ASTRA ACQUISTION CORP
N/A
Astra Acquisition Corp
04629UAL0
3249218.75
PA
USD
1005227.05
0.1297244859
Long
LON
CORP
US
N
2
2029-10-25
Floating
14.48475
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291LAB2
800913.699999999
PA
USD
613704.13
0.0791984783
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.82427
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05355JAD0
2800000
PA
USD
2415000
0.3116555940
Long
LON
CORP
US
N
2
2029-12-10
Floating
12.49316
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAQ0
990000
PA
USD
995479.65
0.1284665845
Long
LON
CORP
US
N
2
2030-08-01
Floating
10.80643
N
N
N
N
N
N
ACCESS CIG LLC
5493002EU9Z6IQMPAN35
Access CIG LLC
00435CAS7
1976100
PA
USD
1980733.95
0.2556135883
Long
LON
CORP
US
N
2
2028-08-18
Floating
10.33016
N
N
N
N
N
N
DYNASTY ACQUISITION CO I
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc
26812CAH9
286280.7
PA
USD
287023.599999999
0.0370403770
Long
LON
CORP
US
N
2
2028-08-24
Floating
9.32626
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
N/A
218900
PA
USD
219493.22
0.0283255859
Long
LON
CORP
PA
N
2
2027-08-09
Floating
8.3187
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05550HAN5
195000
PA
USD
195438.75
0.0252213581
Long
LON
CORP
US
N
2
2028-12-25
Floating
9.33016
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
68163YAF2
1291762.5
PA
USD
1297420.42
0.1674320214
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.5658
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
BP2326778
2450000
PA
USD
1926102.78
0.2485634394
Long
DBT
CORP
CL
N
2
2031-04-27
Fixed
3.9
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
3010000
PA
USD
2825087.9
0.3645774111
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
2485000
PA
USD
2428652.63
0.3134174651
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.625
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
C0787FAF9
962587.5
PA
USD
963795.55
0.1243777535
Long
LON
CORP
CA
N
2
2028-09-29
Floating
9.33016
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAG7
1315000
PA
USD
1320049.6
0.1703523156
Long
LON
CORP
US
N
2
2028-11-16
Floating
11.08735
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem LLC
G4770MAL8
1015000
PA
USD
1014370.7
0.1309044733
Long
LON
CORP
US
N
2
2029-03-29
Floating
9.67626
N
N
N
N
N
N
CLUBCORP HOLDINGS INC
549300XWSO7KBICXNW37
ClubCorp Holdings Inc
18948TAF0
1864108.98
PA
USD
1870111.40999999
0.2413377567
Long
LON
CORP
US
N
2
2026-09-18
Floating
10.60975
N
N
N
N
N
N
ADMI CORP
5493008U1LYGMQWO7N12
ADMI Corp
00709LAL1
915000
PA
USD
917003.849999999
0.1183392876
Long
LON
CORP
US
N
2
2027-12-23
Floating
11.08016
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAM7
997411.3
PA
USD
953465.359999999
0.1230446431
Long
LON
CORP
US
N
2
2026-08-19
Floating
8.69074
N
N
Y
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAM7
3793.45
PA
USD
3626.31
0.0004679751
Long
LON
CORP
US
N
2
2026-08-19
Floating
8.69074
N
N
Y
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
93369PAK0
850000
PA
USD
853387.25
0.1101295695
Long
LON
CORP
US
N
2
2031-01-30
Floating
9.08016
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
48853UBN9
1060000
PA
USD
1062321.39999999
0.1370925081
Long
LON
CORP
US
N
2
2029-01-25
Floating
9.08016
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS
2138002XO5EAYFHPPT53
Helios Software Holdings Inc
42328DAJ7
1077300
PA
USD
1069898.95
0.1380703904
Long
LON
CORP
US
N
2
2030-07-15
Floating
9.07467
N
N
N
N
N
N
CROSBY US ACQUISITION CORP
549300V5HSWHDNVOWE35
Crosby US Acquisition Corp
22739PAN6
505000
PA
USD
508418.849999999
0.0656114198
Long
LON
CORP
US
N
2
2029-08-16
Floating
9.32227
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS L
549300KWDYQKQSF0MQ18
LSF9 Atlantis Holdings LLC
50226BAJ7
545750
PA
USD
550528.04
0.0710456080
Long
LON
CORP
US
N
2
2029-03-29
Floating
11.83016
N
N
N
N
N
N
STUBHUB HOLDCO SUB LLC
549300NL9JUFIOARLW93
StubHub Holdco Sub LLC
74530DAH8
2730000
PA
USD
2737384.64999999
0.3532593123
Long
LON
CORP
US
N
2
2030-03-12
Floating
10.07533
N
N
N
N
N
N
STANDARD AERO LTD
549300WM2IKMXZ5LGL49
Standard Aero Ltd
26812CAL0
8348.33
PA
USD
8369.99
0.0010801467
Long
LON
CORP
CA
N
2
2028-08-24
Floating
8.82069
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
ZQ3579419
2400000
PA
USD
1853155.2
0.2391495589
Long
DBT
CORP
BR
N
2
2050-01-31
Fixed
5.875
N
N
N
N
N
N
CORURIPE NETHERLANDS BV
724500EL5MDC9RD0FW48
Coruripe Netherlands BV
BU3288539
3200000
PA
USD
2903043.52
0.3746375788
Long
DBT
CORP
BR
N
2
2027-02-10
Fixed
10
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
AO6253857
4500000
PA
USD
4097537.55
0.5287869562
Long
DBT
CORP
ID
N
2
2037-08-10
Fixed
5.625
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
BQ9153389
400000
PA
USD
294233.87
0.0379708619
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
AX0096286
4600000
PA
USD
637100
0.0822177139
Long
DBT
CORP
MX
N
2
2026-02-07
None
9.5
Y
Y
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
ZS9155301
2500000
PA
USD
2354575.73
0.3038578459
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.4
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
ZS3565737
2900000
PA
USD
2109851.5
0.2722761998
Long
DBT
CORP
PA
N
2
2049-05-02
Fixed
5.125
N
N
N
N
N
N
FIDEICOMISO PA PACIFICO
549300HPHEJ3B6YD5H05
Fideicomiso PA Pacifico Tres
JK1075825
687440
PA
USD
653551
0.0843407143
Long
DBT
CORP
CO
N
2
2035-01-15
Fixed
8.25
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
BQ5541033
1450000
PA
USD
1271824
0.1641288051
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.7
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
AP1360043
400000
PA
USD
339255
0.0437808358
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.5
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
AN9553354
5700000
PA
USD
3834160.86
0.4947982114
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.625
N
N
N
N
N
N
RIVERBED CLASS B-1 PARTNERSHIP UNITS
N/A
RIVERBED CLASS B-1 PARTNERSHIP UNITS
N/A
12858.22
NS
USD
1671.57
0.0002157160
Long
EC
CORP
US
N
3
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
BS4891542
4300000
PA
USD
1906487.99
0.2460321520
Long
DBT
CORP
CO
N
2
2028-11-24
Fixed
5.75
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Jun24
N/A
525
NC
USD
273665.44
0.0353165074
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year U.S. Ultra Treasury Notes
10 Year U.S. Ultra Treasury Notes
2024-06-18
59896256.4375
USD
273665.44
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
BQ6517206
3900000
PA
USD
3121547.52
0.4028355059
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5
N
N
N
N
N
N
ADANI TRANS STEP-ONE LTD
335800Z8CGS7O7D72N41
Adani Transmission Step-One Ltd
ZQ5578609
313999.98
PA
USD
266578.79
0.0344019756
Long
DBT
CORP
IN
N
2
2036-05-21
Fixed
4.25
N
N
N
N
N
N
BSREP Commercial Mortgage Trus
N/A
BSREP Commercial Mortgage Trust 2021-DC
05591UAN7
4738530.53
PA
USD
2937728.29
0.3791136461
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
9.29048
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAS0
2500000
PA
USD
2188143.25
0.2823797451
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
10.36948
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL3 Ltd
05608XAC6
1190000
PA
USD
1100222.83
0.1419836852
Long
ABS-CBDO
CORP
US
N
2
2037-11-15
Floating
7.18981
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2022-3 Ltd
05684QAA2
1250000
PA
USD
1219267.25
0.1573463599
Long
ABS-CBDO
CORP
US
N
2
2035-07-17
Floating
12.66653
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR4
06211FBR8
73867000
PA
USD
2823743.36
0.3644038983
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
0.946207
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KAE8
6978000
PA
USD
339172.67
0.0437702112
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
1.5
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK43
06541QAA3
21359000
PA
USD
3055973.1
0.3943731312
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Variable
2.229393
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EBB3
219923847.74
PA
USD
2356923.88
0.3041608745
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.267675
N
N
N
N
N
N
Babson CLO Ltd
549300JIWL5GWW2H2336
Barings CLO Ltd 2019-II
06761HAS7
1500000
PA
USD
1499696.4
0.1935357236
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
8.9756
N
N
N
N
N
N
Babson CLO Ltd
549300VMZDDY0435KV08
Barings CLO Ltd 2020-I
06762MAE6
2000000
PA
USD
1976351.2
0.2550479947
Long
ABS-CBDO
CORP
US
N
2
2036-10-15
Floating
12.2256
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
1710000
PA
USD
1771406.1
0.2285998428
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
8.375
N
N
N
N
N
N
BSST Mortgage Trust
N/A
Beast 2021-1818 Mortgage Trust
07403PAS1
6000000
PA
USD
3098006.4
0.3997975259
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
11.44048
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAE4
2500000
PA
USD
2329883.25
0.3006712830
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.898
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
12416PAA5
750000
PA
USD
746275.8
0.0963068438
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Floating
11.3256
N
N
N
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd
12548FAS9
2000000
PA
USD
2000842
0.2582085309
Long
ABS-CBDO
CORP
US
N
2
2030-07-16
Floating
12.2256
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12559DAE1
2000000
PA
USD
2019467.8
0.2606121892
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
11.8256
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAG7
70649873.58
PA
USD
782207.14
0.1009437809
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.607105
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2020-C19 Commercial Mortgage Trust
12597NAA1
13238000
PA
USD
731179.75
0.0943586995
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
1.113489
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2020-C19 Commercial Mortgage Trust
12597NAE3
2500000
PA
USD
1188095.5
0.1533236476
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.5
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877FAA7
1000000
PA
USD
986194
0.1272682720
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.9856
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO 2020-2 Ltd
14315HAG8
1875000
PA
USD
1861328.81
0.2402043627
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
12.28628
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust 2021-1
14856GAC4
1452149.98
PA
USD
1234308.61
0.1592874464
Long
ABS-O
CORP
US
N
3
2046-01-15
Fixed
7
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
3800000
PA
USD
3800233.7
0.4904199136
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Floating
11.57942
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
Cobra AcquisitionCo LLC
19106CAA4
2335000
PA
USD
1972451.79
0.2545447761
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.375
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
5100000
PA
USD
3712903.48
0.4791499543
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
600000
PA
USD
407109.54
0.0525374598
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.125
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAE6
3829827.73
PA
USD
3944687.33
0.5090616452
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Floating
8.83487
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R05
20754HAD0
7205420.67
PA
USD
7509869.87
0.9691482218
Long
ABS-MBS
CORP
US
N
2
2039-07-25
Floating
9.53487
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
3895000
PA
USD
3880402.32
0.5007656688
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252YAE5
1000000
PA
USD
939451.1
0.1212361038
Long
ABS-CBDO
CORP
US
N
2
2034-05-20
Floating
11.4507
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
2365000
PA
USD
1767616.37
0.2281107784
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.875
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAC5
725000
PA
USD
771234.7
0.0995277882
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
12
N
N
N
N
N
N
EMBARQ CORP
N/A
Embarq Corp
29078EAA3
5583000
PA
USD
3039391.9
0.3922333284
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.995
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325UTE6
6701391.68
PA
USD
638585.2
0.0824093788
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Floating
0.46688
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7P22
8675579.9
PA
USD
958291.54
0.1236674614
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
0.56513
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AMD95
2309567.7
PA
USD
257389.08
0.0332160442
Long
ABS-MBS
USGSE
US
N
2
2042-02-15
Floating
1.06688
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
2080000
PA
USD
1982999.82
0.2559059987
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.875
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
3550000
PA
USD
3190499.31
0.4117337299
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac STACR REMIC Trust 2020-HQA2
35565LBE5
22000000
PA
USD
25850981.2
3.3360674545
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
13.03487
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT2BRJ2Q9YQ96
Freddie Mac STACR REMIC Trust 2020-HQA5
35565TBE8
9750000
PA
USD
11625498.3
1.5002698049
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
12.72039
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBQFEOXM0S98
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBE4
6000000
PA
USD
6603562.8
0.8521893529
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
10.97039
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
3000000
PA
USD
2631360
0.3395768381
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.7
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1200000
PA
USD
1070741.88
0.1381791705
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
2149788
PA
USD
1962979.16
0.2533223338
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.306073
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAF1
7266253.21
PA
USD
159459.38
0.0205782227
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.186528
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RDX4
9969502.06
PA
USD
988027.5
0.1275048851
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Floating
0.15677
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DMR7
5541725.33
PA
USD
467523.22
0.0603338413
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
0.60677
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FBU7
4391494.21
PA
USD
512587.5
0.0661493838
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
0.65677
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 13-2018 Ltd
40437MAA8
2000000
PA
USD
1980113.2
0.2555334806
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
11.0756
N
N
N
N
N
N
HUSKY INJECTION / TITAN
N/A
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC
44805RAA3
3745000
PA
USD
3877453.16
0.5003850799
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
9
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL8
05493JAG6
3150000
PA
USD
3098494.35
0.3998604958
Long
ABS-CBDO
CORP
US
N
2
2036-01-18
Floating
6.99115
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
3000000
PA
USD
2963139
0.3823928966
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAY3
42166696.89
PA
USD
364670.24
0.0470606709
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
1.086865
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-5C1 Mortgage Trust
055986AD5
134080284.29
PA
USD
3056360.08
0.3944230710
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.583822
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAJ7
4356309.95
PA
USD
4361752.72
0.5628839068
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
11.66233
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
1880000
PA
USD
1872421.16
0.2416358298
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
8.9713
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405BC5
9261000
PA
USD
407095.04
0.0525355886
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.14
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405BE1
4631000
PA
USD
198919.97
0.0256706093
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.14
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAB1
12324000
PA
USD
960220.76
0.1239164271
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.5
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
104931AA8
2510000
PA
USD
2720621.63
0.3510960457
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
10.375
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
3200000
PA
USD
2486113.28
0.3208327582
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBN9
690000
PA
USD
711576.99
0.0918289646
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.875
N
N
N
N
N
N
CIFC Funding Ltd
549300JZARV9CBLL1S14
CIFC Funding 2013-III-R Ltd
12552NAA4
3350000
PA
USD
3339335.61
0.4309410448
Long
ABS-CBDO
CORP
US
N
2
2031-04-24
Floating
11.48019
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-IV Ltd
12562PAA7
1500000
PA
USD
1507928.55
0.1945980820
Long
ABS-CBDO
CORP
US
N
2
2034-01-15
Floating
12.4256
N
N
N
N
N
N
Credit Suisse Commercial Mortg
N/A
CSWF 2018-TOP
12653BAU4
4000000
PA
USD
3667073.6
0.4732356113
Long
ABS-MBS
CORP
US
N
2
2035-08-15
Floating
8.984892
N
N
N
N
N
N
CVR PARTNERS/CVR NITROGE
N/A
CVR Partners LP / CVR Nitrogen Finance Corp
12663QAC9
3700000
PA
USD
3559548
0.4593594395
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.125
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J12
12668ASY2
5670158.21
PA
USD
2941365.65
0.3795830472
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.98389
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAQ9
500000
PA
USD
363413.1
0.0468984371
Long
DBT
CORP
BR
N
2
2052-02-02
Fixed
4.375
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TAL6
3998000
PA
USD
3328313.41
0.4295186306
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
3.862897
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2020-2 Ltd
13876QAE6
1850000
PA
USD
1851476.86
0.2389329692
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
12.1056
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
595000
PA
USD
602401.21
0.0777398372
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd
46651NAB0
3898836.45
PA
USD
3356582.38
0.4331667394
Long
ABS-O
CORP
US
N
2
2044-04-15
Fixed
4.948
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JetBlue 2019-1 Class B Pass Through Trust
477165AA2
1220740.73
PA
USD
1239051.84
0.1598995599
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8
N
N
N
N
N
N
CASTLE US HOLDING CORP
254900VXLMLPIE9ID612
Castle US Holding Corp
14852LAA1
5995000
PA
USD
2990216.08
0.3858871920
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.5
N
N
N
N
N
N
Compass Datacenters Issuer II,
N/A
Compass Datacenters Issuer II LLC
20469AAC3
750000
PA
USD
750796.5
0.0968902398
Long
ABS-O
CORP
US
N
2
2049-02-25
Fixed
7
N
N
N
N
N
N
Kestrel Aircraft Funding Limit
N/A
Kestrel Aircraft Funding Ltd
49255PAA1
999695.96
PA
USD
934567.77
0.1206059104
Long
ABS-O
CORP
AE
N
2
2038-12-15
Fixed
4.25
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
3515000
PA
USD
3486446.25
0.4499256634
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
8400000
PA
USD
8871287.04
1.1448390196
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
11.52039
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C1 Mortgage Trust
23312LAV0
1221000
PA
USD
1061819.33
0.1370277160
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
3.318911
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
3465000
PA
USD
3560287.5
0.4594548720
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.5
N
N
N
N
N
N
Mach I
N/A
MACH 1 Cayman 2019-1 Ltd
55446MAB3
868375.72
PA
USD
644776.79
0.0832084031
Long
ABS-O
CORP
IE
N
3
2039-10-15
Fixed
4.335
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAQ2
4000000
PA
USD
1910550.4
0.2465564057
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70378
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 87 CLO Ltd
26246HAA9
2500000
PA
USD
2458286.25
0.3172416818
Long
ABS-CBDO
CORP
US
N
2
2034-05-20
Floating
11.7307
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF56 Mortgage Trust
30307QAE9
2932934.3
PA
USD
2560440.5
0.3304246812
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
11.23446
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF71 Mortgage Trust
30314GAC6
7485006.04
PA
USD
7177010.77
0.9261927764
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
11.43446
N
N
N
N
N
N
Magnetite CLO Ltd
549300F7COUCG1RROP29
Magnetite XXVI Ltd
55955CAE2
500000
PA
USD
501462.05
0.0647136452
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Floating
11.53628
N
N
N
N
N
N
Marble Point CLO XII Ltd.
6354001RDKFQVFWCL963
Marble Point CLO XII Ltd
56606LAG8
2500000
PA
USD
2300850.5
0.2969246084
Long
ABS-CBDO
CORP
US
N
2
2031-07-16
Floating
8.5756
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9V21
6990884.38
PA
USD
704042.18
0.0908565979
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Floating
0.71513
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATGK2
2876627.16
PA
USD
162804.73
0.0210099399
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
0.0001
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
5971342.13
PA
USD
5977835.37
0.7714392685
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.68948
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVI
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp
59155LAA0
3340000
PA
USD
3179785.21
0.4103510760
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.5
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUW70
5132519.5
PA
USD
541749.24
0.0699127044
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
0.71688
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FL3E2
8782499.08
PA
USD
1163807.6
0.1501892956
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVBF8
15416581.22
PA
USD
1977458.66
0.2551909124
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
0.77961
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac STACR REMIC Trust 2020-DNA1
35565HBE4
9250000
PA
USD
10011239.85
1.2919498561
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
10.68487
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
3580000
PA
USD
3278040.25
0.4230308826
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.5
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
1500000
PA
USD
1089028.65
0.1405390770
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac STACR REMIC Trust 2020-HQA2
35565LBD7
1200000
PA
USD
1352007.36
0.1744764625
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.53487
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
1655000
PA
USD
1691880.02
0.2183370073
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.625
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBP9
7186250
PA
USD
5821869.29
0.7513118559
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
4.120032
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61765XAN4
5000000
PA
USD
3985952
0.5143868482
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.237
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
1640000
PA
USD
1568634.42
0.2024321706
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAF8
1500000
PA
USD
1501792.5
0.1938062251
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
6.67007
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Q3A8
32067955.77
PA
USD
1437507.05
0.1855101920
Long
ABS-MBS
USGA
US
N
2
2071-05-20
Variable
0.01777
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises Inc
38431AAA4
335000
PA
USD
249088.41
0.0321448432
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.875
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAU8
3675000
PA
USD
2127115.36
0.2745040998
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.7
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131RAJ7
2500000
PA
USD
2478375.5
0.3198341982
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.8256
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
2982308.82
PA
USD
2977068.61
0.3841905119
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.57248
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAA8
965000
PA
USD
907788.72
0.1171500757
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2020-2
43789XAE4
8000000
PA
USD
7758630.4
1.0012507521
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.45
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
3530000
PA
USD
3509581.07
0.4529112104
Long
DBT
CORP
CA
N
2
2027-12-31
Fixed
7
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34 Ltd
64132PAL5
7000000
PA
USD
6940870.3
0.8957188640
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
11.81781
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd
64133RAQ9
500000
PA
USD
500473.05
0.0645860148
Long
ABS-CBDO
CORP
US
N
2
2035-10-20
Floating
8.57942
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAJ5
1750000
PA
USD
1597081.5
0.2061032644
Long
ABS-CBDO
CORP
US
N
2
2038-11-15
Floating
8.28981
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd
55955MAE0
1000000
PA
USD
1003469.1
0.1294976226
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
11.72942
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAE5
4102000
PA
USD
3404376.14
0.4393345210
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
4.077882
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAF2
2886000
PA
USD
2326789.3
0.3002720089
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
4.077882
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
1800000
PA
USD
1198404
0.1546539588
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
3835000
PA
USD
3736564.26
0.4822033765
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75
N
N
N
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi SA
67117EAA6
330513.98
PA
USD
328861.41
0.0424395437
Long
DBT
CORP
BR
N
2
2024-12-15
Fixed
12.5
N
N
Y
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi SA
67117EAC2
3562.73
PA
USD
3544.92
0.0004574717
Long
DBT
CORP
BR
N
3
2024-12-15
Fixed
12.5
N
N
Y
N
N
N
Point Au Roche Park CLO, Ltd
5493000RMLD359CPH591
Point Au Roche Park CLO Ltd
73052WAA1
500000
PA
USD
493670.95
0.0637082042
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
11.67942
N
N
N
N
N
N
SoFi Alternative Trust Consume
N/A
Sofi Alternative Consumer Loan Program 2021-2
78472Q107
55000
PA
USD
461411.72
0.0595451527
Long
ABS-O
CORP
US
N
3
2030-08-15
Fixed
0
N
N
N
N
N
N
Octagon Investment Partners 43
N/A
Octagon Investment Partners 43 Ltd
67573MAA5
750000
PA
USD
750002.7
0.0967878000
Long
ABS-CBDO
CORP
US
N
2
2032-10-25
Floating
12.18628
N
N
N
N
N
N
Octagon Investment Partners 43
N/A
Octagon Investment Partners 43 Ltd
67573NAA3
5000000
PA
USD
2182095.5
0.2815992834
Long
ABS-CBDO
CORP
US
N
3
2032-10-25
Variable
0
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAR1
1005000
PA
USD
1125415.08
0.1452347434
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
9.75
N
N
N
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd/Bermuda
85572RAA7
2879609.67
PA
USD
2657787.58
0.3429873156
Long
ABS-O
CORP
US
N
2
2043-05-15
Fixed
4.089
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd
67578LAE4
1000000
PA
USD
893406.7
0.1152940769
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Floating
12.1756
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590TAG6
1000000
PA
USD
951282.9
0.1227629968
Long
ABS-CBDO
CORP
US
N
2
2031-11-18
Floating
11.5807
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAR7
1085000
PA
USD
543454.8
0.0701328068
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
5.625
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-5
91679JAD9
3300
PA
USD
132426.76
0.0170896648
Long
ABS-O
CORP
US
N
3
2031-11-20
Fixed
0
N
N
N
N
N
N
Octagon Investment Partners 53
N/A
Octagon 53 Ltd
67592UAA4
4000000
PA
USD
3953387.6
0.5101844145
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
12.0756
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
438000
PA
USD
182317.5
0.0235280616
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAE2
2500000
PA
USD
2399096.75
0.3096032807
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
5.36
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
92537VAA8
3600000
PA
USD
3533421.96
0.4559878758
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.625
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
1435000
PA
USD
757618.27
0.0977705888
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8
N
N
N
N
N
N
ABM INVESTAMA TBK PT
254900NA4NGP8BT2KH46
ABM Investama Tbk PT
69379AAB1
1600000
PA
USD
1577302.37
0.2035507690
Long
DBT
CORP
ID
N
2
2026-08-05
Fixed
9.5
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA
BN0026623
2800000
PA
USD
2324238.56
0.2999428361
Long
DBT
CORP
CO
N
2
2030-12-30
Fixed
5.375
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
BP9085443
800000
PA
USD
656705.44
0.0847477946
Long
DBT
CORP
BR
N
2
2031-06-10
Fixed
4.625
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
BM0208611
700000
PA
USD
600625.55
0.0775106884
Long
DBT
CORP
GT
N
2
2031-04-27
Fixed
4.5
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAC4
516508.96
PA
USD
517671.109999999
0.0668054233
Long
LON
CORP
US
N
2
2027-10-05
Floating
9.44464
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
3700000
PA
USD
2388197.93
0.3081967886
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAC8
7624432
PA
USD
6147198.3
0.7932955436
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.781
N
N
Y
N
N
N
DCERT BUYER INC
549300EF826JEEUCHZ67
Dcert Buyer Inc
24022KAJ8
940000
PA
USD
853708
0.1101709623
Long
LON
CORP
US
N
2
2029-02-16
Floating
12.33016
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21870FBA6
248096.44
PA
USD
243192.81
0.0313840164
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.94464
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
150000
PA
USD
155953.05
0.0201257310
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.25
N
N
N
N
N
N
RR 2 LTD
54930098CLSTWMH4JW47
RR 2 Ltd
78109RAJ5
5000000
PA
USD
4908688
0.6334658694
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
11.3756
N
N
N
N
N
N
POLARIS NEWCO LLC
254900LEPDAG7EDOA064
Polaris Newco LLC
73108RAB4
685000
PA
USD
679167.229999999
0.0876464872
Long
LON
CORP
US
N
2
2028-06-05
Floating
9.57427
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
191230.41
PA
USD
188467.13
0.0243216710
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.35975
N
N
N
N
N
N
RR Ltd
549300KSO6EE9C4GF767
RR 6 Ltd
78110LAA4
1000000
PA
USD
982162.9
0.1267480588
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
11.4256
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD 2022-FL3 Ltd
78485KAG0
2225000
PA
USD
2150126.53
0.2774736898
Long
ABS-CBDO
CORP
US
N
2
2038-11-15
Floating
7.26864
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
94528.55
PA
USD
20402.0999999999
0.0026328897
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.5
Y
Y
N
N
N
N
FINTHRIVE SOFTWARE INTER
25490077VXHBSKJ52J14
FinThrive Software Intermediate Holdings Inc
58404KAK1
785000
PA
USD
499825.2
0.0645024098
Long
LON
CORP
US
N
2
2029-12-17
Floating
12.19074
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490D104
20000
PA
USD
155854.92
0.0201130674
Long
ABS-O
CORP
US
N
3
2048-01-25
Fixed
0
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
4170000
PA
USD
3088809.91
0.3986107194
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.5
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
C4000KAE4
1120000
PA
USD
1123505.6
0.1449883251
Long
LON
CORP
CA
N
2
2029-02-01
Floating
9.58251
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
N/A
410829.159999999
PA
USD
407028.989999999
0.0525270649
Long
LON
CORP
CA
N
2
2027-05-10
Floating
8.67667
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
530000
PA
USD
462905.55
0.0597379313
Long
DBT
CORP
HK
N
2
2029-08-01
Fixed
5.5
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point Clo XXXI Ltd
83615UAA4
2000000
PA
USD
1799454.4
0.2322194741
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
12.19628
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N2820EAF5
970000
PA
USD
967575
0.1248654913
Long
LON
CORP
US
N
2
2028-02-07
Floating
11.66652
N
N
N
N
N
N
CLUBCORP HOLDINGS INC
549300XWSO7KBICXNW37
ClubCorp Holdings Inc
18948TAF0
67124.9799999999
PA
USD
67341.1199999999
0.0086903672
Long
LON
CORP
US
N
2
2026-09-18
Floating
10.60975
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXXII Ltd
83616FAA6
7000000
PA
USD
6144207.3
0.7929095553
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Floating
12.28628
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
4000000
PA
USD
2914520
0.3761186178
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAG2
2615000
PA
USD
2634887.08
0.3400320075
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.58016
N
N
N
N
N
N
CROSS FINANCIAL CORP
2549008J3I495E70LU05
Cross Financial Corp
22750JAE4
1167075
PA
USD
1168533.84
0.1507992166
Long
LON
CORP
US
N
2
2027-09-15
Floating
8.83016
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAE3
2510000
PA
USD
2383159.66
0.3075466002
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Floating
7.28981
N
N
N
N
N
N
Thompson Park CLO, LTD
N/A
Thompson Park CLO Ltd
884886AA0
2000000
PA
USD
2020222.2
0.2607095444
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.8856
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
2300000
PA
USD
2189366.78
0.2825376416
Long
DBT
CORP
GH
N
2
2026-05-15
Fixed
10.25
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBF7
2500000
PA
USD
2112574.25
0.2726275705
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.195801
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
2985000
PA
USD
2482965.98
0.3204265994
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680F102
4000
PA
USD
200575.71
0.0258842824
Long
ABS-O
CORP
US
N
3
2031-06-20
Fixed
0
N
N
N
N
N
N
DYNASTY ACQUISITION CO I
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc
26812CAK2
21651.67
PA
USD
21707.86
0.0028013979
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.82533
N
N
N
N
N
N
CAMPOSOL SA
5493008B0STMH3JFSW17
Camposol SA
ZP7442269
2750000
PA
USD
2122591.35
0.2739202766
Long
DBT
CORP
PE
N
2
2027-02-03
Fixed
6
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
845000
PA
USD
871950.43
0.1125251467
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.375
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAG0
1235000
PA
USD
1230727.27
0.1588252747
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
5.75
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
BN8781641
1100000
PA
USD
778609.81
0.1004795457
Long
DBT
CORP
MX
N
2
2051-02-09
Fixed
4.677
N
N
N
N
N
N
GRUPO KUO SAB DE CV
549300WIYIAVCFZI6Z04
KUO SAB De CV
AO0647039
1000000
PA
USD
943485.82
0.1217567841
Long
DBT
CORP
MX
N
2
2027-07-07
Fixed
5.75
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAH8
3300000
PA
USD
3259432.11
0.4206295033
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
6
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
4885000
PA
USD
5346076.68
0.6899108503
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.125
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
BK4385310
3700000
PA
USD
3094613.03
0.3993596117
Long
DBT
CORP
CO
N
2
2031-02-15
Fixed
4.375
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-2
92838TAF8
3396000
PA
USD
2830681.8
0.3652993035
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
5.16
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAF1
9222000
PA
USD
8582763.24
1.1076050419
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
5.375
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915XAD0
1350000
PA
USD
1324897.97
0.1709779975
Long
ABS-CBDO
CORP
US
N
2
2030-06-07
Floating
11.5956
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-1 Ltd
92917BAA2
2700000
PA
USD
2572674.21
0.3320034407
Long
ABS-CBDO
CORP
US
N
2
2031-04-19
Floating
10.77118
N
N
N
N
N
N
Voya CLO Ltd
5493003QPCHR7P2XIW55
Voya CLO 2013-3 Ltd
92917VAA8
2000000
PA
USD
1985982.6
0.2562909263
Long
ABS-CBDO
CORP
US
N
2
2031-10-18
Floating
11.45912
N
N
N
N
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust Series 2005-C21
92976BAA0
3121147.99
PA
USD
1888294.53
0.2436842872
Long
ABS-MBS
CORP
US
N
2
2044-10-15
Variable
4.825322
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
Cosan Overseas Ltd
EI4473803
200000
PA
USD
204875
0.0264391055
Long
DBT
CORP
BR
N
2
2024-05-05
Fixed
8.25
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AV1889717
850000
PA
USD
300471.6
0.0387758406
Long
DBT
NUSS
UA
N
2
2030-11-01
None
9.75
N
Y
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
BK6339091
3000000
PA
USD
872059.8
0.1125392609
Long
DBT
NUSS
UA
N
2
2035-03-15
None
7.253
N
Y
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
BN5536097
900000
PA
USD
742757.13
0.0958527597
Long
DBT
CORP
BR
N
2
2031-01-29
Fixed
3.95
N
N
N
N
N
N
VEDANTA UK INVESTMENTS
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
AO6252495
3666000
PA
USD
3211729.44
0.4144734768
Long
DBT
CORP
IN
N
2
2028-12-09
Fixed
13.875
N
N
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
BT4410523
1260610
PA
USD
1227887.09
0.1584587497
Long
DBT
CORP
BR
N
2
2032-01-13
Fixed
7.5
N
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
Guara Norte Sarl
BN9870989
2570370
PA
USD
2347184.77
0.3029040430
Long
DBT
CORP
BR
N
2
2034-06-15
Fixed
5.198
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
BN5372345
1500000
PA
USD
1312479.9
0.1693754463
Long
DBT
CORP
BR
N
2
2031-01-26
Fixed
5.2
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
Unigel Luxembourg SA
ZR8332143
2750000
PA
USD
857177.04
0.1106186417
Long
DBT
CORP
BR
N
2
2026-10-01
None
8.75
Y
Y
N
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC/The
27943TAB5
3360000
PA
USD
3382058.39999999
0.4364544181
Long
LON
CORP
US
N
2
2026-07-20
Floating
12.19464
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
806009.449999999
PA
USD
807899.54
0.1042593835
Long
LON
CORP
US
N
2
2026-06-21
Floating
11.33628
N
N
N
N
N
N
DEERFIELD DAKOTA HOLDING
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
872212.03
PA
USD
869002.29
0.1121446894
Long
LON
CORP
US
N
2
2027-04-09
Floating
9.05942
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAU4
1199646.43999999
PA
USD
1123324.92999999
0.1449650097
Long
LON
CORP
LU
N
2
2028-09-29
Floating
13.60952
N
N
N
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
3800000
PA
USD
3817822
0.4926896826
Long
LON
CORP
US
N
2
2028-12-01
Floating
12.62111
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
50179JAB4
922894.739999999
PA
USD
922322.55
0.1190256655
Long
LON
CORP
US
N
2
2027-12-20
Floating
9.17626
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
305000
PA
USD
276596.88
0.0356948095
Long
LON
CORP
US
N
2
2028-02-03
Floating
10.69074
N
N
N
N
N
N
ATLAS PURCHASER INC
254900Q8WE2HAUZ0LI71
Atlas Purchaser Inc
04939JAC0
2137070.47
PA
USD
1281804.17999999
0.1654167467
Long
LON
CORP
US
N
2
2028-05-18
Floating
10.84412
N
N
N
N
N
N
ASP LS ACQUISITION CORP
254900NGHREGOQUFUT53
Lasership Inc
51809EAE5
345000
PA
USD
285660
0.0368644046
Long
LON
CORP
US
N
2
2029-05-07
Floating
13.39575
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
191709.679999999
PA
USD
188939.48
0.0243826277
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.19074
N
N
N
N
N
N
FLYNN AMERICA LP
254900LBNMCVT9S9EC07
Flynn America LP
N/A
555750
PA
USD
546024.38
0.0704644110
Long
LON
CORP
US
N
2
2028-07-29
Floating
9.94464
N
N
N
N
N
N
LERETA LLC
549300VK5GMZ4QV5U417
Lereta LLC
52675EAJ3
374912.979999999
PA
USD
287243.33
0.0370687332
Long
LON
CORP
US
N
2
2028-08-07
Floating
10.69464
N
N
N
N
N
N
WWEX UNI TOPCO HOLDINGS
254900XFGYPZZSG8I385
WWEX Uni Topco Holdings LLC
00435UAE8
165000
PA
USD
148783.799999999
0.0192005398
Long
LON
CORP
US
N
2
2029-07-26
Floating
12.60975
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69346EAG2
877777.78
PA
USD
870180.609999999
0.1122967515
Long
LON
CORP
US
N
2
2029-04-23
Floating
9.72344
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
Viad Corp
92553BAL7
1739917.78
PA
USD
1746990.55
0.2254490177
Long
LON
CORP
US
N
2
2028-07-31
Floating
10.44074
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
60662WAU6
1185000
PA
USD
1185740.62999999
0.1530197517
Long
LON
CORP
US
N
2
2029-10-15
Floating
11.94074
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
612255.9
PA
USD
132143.19
0.0170530701
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.5
Y
Y
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
04349HAM6
1245000
PA
USD
1232942.17999999
0.1591111087
Long
LON
CORP
US
N
2
2029-12-10
Floating
11.18016
N
N
N
N
N
N
FERTITTA ENTERTAINMENT L
984500A0805D8V551D35
Fertitta Entertainment LLC/NV
31556PAB3
1945037.87999999
PA
USD
1951933.04
0.2518968328
Long
LON
CORP
US
N
2
2029-01-29
Floating
9.07667
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
810378.479999999
PA
USD
721236.849999999
0.0930755689
Long
LON
CORP
US
N
2
2027-03-02
Floating
10.56266
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
26972CAC6
1707737.76
PA
USD
1695467.65999999
0.2187999920
Long
LON
CORP
US
N
2
2029-04-02
Floating
9.59814
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
26972CAC6
161131.12
PA
USD
159973.39
0.0206445556
Long
LON
CORP
US
N
2
2029-04-02
Floating
9.57126
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
00216EAG4
558589.42
PA
USD
561583.459999999
0.0724723092
Long
LON
CORP
US
N
2
2028-09-18
Floating
10.59814
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
N/A
550000
PA
USD
440173.25
0.0568043295
Long
LON
CORP
FR
N
2
2028-08-31
Floating
10.81399
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA LLC
N8232NAG2
1110629.42999999
PA
USD
1115488.42999999
0.1439537099
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41909
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc
N/A
482195.52
PA
USD
315838.06
0.0407588812
Long
LON
CORP
US
N
2
2028-07-03
Floating
7.80942
N
N
Y
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838LAG5
900000
PA
USD
903537
0.1166013915
Long
LON
CORP
US
N
2
2030-08-12
Floating
9.58016
N
N
N
N
N
N
STANDARD AERO LTD
549300WM2IKMXZ5LGL49
Standard Aero Ltd
26812CAJ5
122691.73
PA
USD
123010.12
0.0158744480
Long
LON
CORP
US
N
2
2028-08-24
Floating
9.3326
N
N
N
N
N
N
CENTURY DE BUYER LLC
254900PQRPPYRTQIDX74
Century DE Buyer LLC
15651FAB2
70000
PA
USD
70341.25
0.0090775338
Long
LON
CORP
US
N
2
2030-10-30
Floating
9.31743
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
Central Parent Inc
15477BAD9
415000
PA
USD
416705.65
0.0537758372
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.30942
N
N
N
N
N
N
OMNIA PARTNERS LLC
254900ZD1P5CVG9GOS22
OMNIA Partners LLC
68218HAE7
890000
PA
USD
895144.199999999
0.1155183012
Long
LON
CORP
US
N
2
2030-07-25
Floating
9.07405
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAD4
1637939.6
PA
USD
1639340.04
0.2115567263
Long
LON
CORP
US
N
2
2029-08-02
Floating
10.69464
N
N
N
N
N
N
NGL ENERGY OPERATING LLC
5493008CQD36WWZJ3O79
NGL Energy Operating LLC
62922KAF7
305000
PA
USD
306143.75
0.0395078312
Long
LON
CORP
US
N
2
2031-02-03
Floating
9.83016
N
N
N
N
N
N
TITAN ACQUISITION LTD
N/A
Titan Acquisition Ltd/Canada
N/A
2965000
PA
USD
2976430.08
0.3841081096
Long
LON
CORP
CA
N
2
2029-02-01
Floating
10.58503
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73937UAL2
1975000
PA
USD
1984875
0.2561479906
Long
LON
CORP
US
N
2
2031-02-10
Floating
9.80942
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBC4
670000
PA
USD
694917.3
0.0896790327
Long
LON
CORP
US
N
2
2032-02-23
Floating
10.55942
N
N
N
N
N
N
EISNER ADVISORY GROUP LL
549300TV33NKCG2ZE467
Eisner Advisory Group LLC
28259HAG6
1065000
PA
USD
1070660.48
0.1381686658
Long
LON
CORP
US
N
2
2031-02-28
Floating
9.32852
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15131YAN5
760000
PA
USD
760117.8
0.0980931530
Long
LON
CORP
US
N
2
2031-03-24
Floating
9.57882
N
N
N
N
N
N
ELLUCIAN HOLDINGS INC
549300RP8NIJ7FY7OS79
Ellucian Holdings Inc
83578BAQ6
416409.359999999
PA
USD
418699.609999999
0.0540331576
Long
LON
CORP
US
N
2
2029-10-29
Floating
8.93016
N
N
N
N
N
N
NEEDLE HOLDINGS LLC
N/A
Needle Holdings LLC
N/A
69546.72
PA
USD
69954.96
0.0090276831
Long
LON
CORP
US
N
2
2024-05-20
Floating
14.82882
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
ZM9567631
800000
PA
USD
770039.84
0.0993735916
Long
DBT
CORP
BR
N
2
2033-02-13
Fixed
7.25
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
ZI8083381
200000
PA
USD
207524.4
0.0267810104
Long
DBT
CORP
BR
N
2
2031-01-12
Fixed
8.5
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
AZ9204969
2499716
PA
USD
2353998.06
0.3037832976
Long
DBT
CORP
BR
N
2
2034-06-01
Fixed
6.748
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
BQ9153637
900000
PA
USD
660326.75
0.0852151244
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.125
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
AX6134230
700000
PA
USD
693570.5
0.0895052282
Long
DBT
CORP
CL
N
2
2079-03-26
Variable
7.125
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
ZR9383343
463000
PA
USD
451992.18
0.0583295616
Long
DBT
CORP
CL
N
2
2079-10-07
Variable
6.35
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
AQ2890665
470827.46
PA
USD
7062.41
0.0009114036
Long
DBT
CORP
MX
N
3
2022-12-19
None
10
Y
Y
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
ZP8032473
2356827.21
PA
USD
35352.41
0.0045622262
Long
DBT
CORP
MX
N
3
2025-02-10
None
9
Y
Y
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
ZQ7727766
700000
PA
USD
573055.77
0.0739528101
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
ZO5145958
4500000
PA
USD
3582525.15
0.4623246393
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
BP9277479
1500000
PA
USD
1450623.9
0.1872029206
Long
DBT
CORP
MX
N
2
2026-06-08
Variable
5.125
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
BN5158629
600000
PA
USD
511452.4
0.0660028992
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.3
N
N
N
N
N
N
DOCUFORMAS SA
549300HM88E943FM9K17
Mexarrend SAPI de CV
AZ6957007
2675000
PA
USD
561750
0.0724938012
Long
DBT
CORP
MX
N
2
2024-07-24
None
10.25
Y
Y
N
N
N
N
CIA DE MINAS BUENAVENTUR
529900WQB1ZU9KB6EL71
Cia de Minas Buenaventura SAA
BQ6428909
600000
PA
USD
579229.26
0.0747494986
Long
DBT
CORP
PE
N
2
2026-07-23
Fixed
5.5
N
N
N
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi SA
AT8014322
4750000
PA
USD
83125
0.0107272759
Long
DBT
CORP
BR
N
2
2025-07-27
None
10
Y
Y
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
ZP9563575
3302000
PA
USD
1374457.5
0.1773736516
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
AQ3401082
3400000
PA
USD
2513044.72
0.3243082588
Long
DBT
CORP
AR
N
2
2047-12-15
Fixed
7
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
BO2828297
600000
PA
USD
581839.5
0.0750863499
Long
DBT
CORP
GH
N
2
2028-03-01
Fixed
7.5
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
BQ0667122
1500000
PA
USD
1319171.7
0.1702390227
Long
DBT
CORP
CO
N
2
2028-06-15
Fixed
6
N
N
N
N
N
N
2024-05-28
DoubleLine Yield Opportunities Fund
/s/ Winnie Han
DoubleLine Yield Opportunities Fund
Assistant Treasurer