0001145549-21-069158.txt : 20211124
0001145549-21-069158.hdr.sgml : 20211124
20211124123726
ACCESSION NUMBER: 0001145549-21-069158
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211124
PERIOD START: 20210930
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
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22592
FILM NUMBER: 211443886
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
1
primary_doc.xml
NPORT-P
false
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
2021-09-30
2021-09-30
N
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62692939.490000000000
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0.000000000000
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PA
USD
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0.6637490350
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Floating
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N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAL0
2500000.000000000000
PA
USD
2511942.000000000000
0.8407742603
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
5.084000000000
N
N
N
N
N
N
Allegany Park CLO, Ltd.
N/A
Allegany Park CLO Ltd
01714PAA7
1000000.000000000000
PA
USD
1007482.580000000000
0.3372153581
Long
ABS-CBDO
CORP
KY
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2
2033-01-20
Floating
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N
N
N
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Ares XXIX CLO Ltd
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1000000.000000000000
PA
USD
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0.0108781029
Long
ABS-CBDO
CORP
KY
N
3
2026-04-17
Variable
.000000000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
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Atlas Senior Loan Fund XIV
04942CAL0
1700000.000000000000
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USD
1680159.660000000000
0.5623676802
Long
ABS-CBDO
CORP
KY
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2
2032-07-20
Floating
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Atrium CDO Corp
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USD
1001185.410000000000
0.3351076269
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ABS-CBDO
CORP
KY
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2
2030-05-28
Floating
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N
N
N
N
N
Bcapb LLC Trust
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BCAPB LLC Trust 2007-AB1
05529DAE2
10177182.100000000000
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USD
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2.1508499238
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
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N
N
N
N
N
N
BCAP LLC Trust
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BCAP LLC 2010-RR6 Trust
05533CDC9
575969.580000000000
PA
USD
408164.990000000000
0.1366172537
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Variable
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N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
1000000.000000000000
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USD
1033812.100000000000
0.3460281343
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
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N
N
N
N
N
N
BX Trust
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BX Trust 2017-SLCT
05607DAQ0
2125000.000000000000
PA
USD
2140811.280000000000
0.7165527788
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
4.334000000000
N
N
N
N
N
N
BX Trust
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BX Commercial Mortgage Trust 2019-IMC
05608BAS9
4200000.000000000000
PA
USD
4155191.460000000000
1.3907876958
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
3.684000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAC6
5843520.000000000000
PA
USD
607464.290000000000
0.2033248933
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
1.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAE1
1525983.510000000000
PA
USD
1026051.470000000000
0.3434305671
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17310CAD4
338739.580000000000
PA
USD
414373.760000000000
0.1386953964
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
19.424942000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
4230270.430000000000
PA
USD
155866.010000000000
0.0521700458
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.480673000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
269000.000000000000
PA
USD
265959.840000000000
0.0890196461
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.565923000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAN9
182000.000000000000
PA
USD
130395.080000000000
0.0436446490
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
2.850000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-TBR
17326MAQ5
168000.000000000000
PA
USD
166004.610000000000
0.0555635453
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.734000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
800000.000000000000
PA
USD
782712.000000000000
0.2619822045
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EAZ4
28444422.630000000000
PA
USD
294826.440000000000
0.0986816105
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Variable
1.426961000000
N
N
N
N
N
N
CIA DE MINAS BUENAVENTUR
529900WQB1ZU9KB6EL71
Cia de Minas Buenaventura SAA
204448AA2
600000.000000000000
PA
USD
593958.000000000000
0.1988041914
Long
DBT
CORP
PE
N
2
2026-07-23
Fixed
5.500000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-1
225470A94
1350547.880000000000
PA
USD
944881.110000000000
0.3162619664
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.493562000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0PC3
2101096.290000000000
PA
USD
1537669.670000000000
0.5146747335
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.000000000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAN9
1000000.000000000000
PA
USD
952109.700000000000
0.3186814539
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.703780000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAQ2
1000000.000000000000
PA
USD
905799.700000000000
0.3031809941
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.703780000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AF6
500000.000000000000
PA
USD
502453.070000000000
0.1681764978
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.376130000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244FAG2
2000000.000000000000
PA
USD
1975000.000000000000
0.6610539431
Long
ABS-CBDO
CORP
KY
N
2
2031-08-15
Floating
5.874750000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1750000.000000000000
PA
USD
1700151.600000000000
0.5690591996
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.676130000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493003BMKJ887403407
Dryden 33 Senior Loan Fund
26249HAS7
2500000.000000000000
PA
USD
2512760.530000000000
0.8410482312
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
7.096130000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAW7
1500000.000000000000
PA
USD
1431033.110000000000
0.4789823191
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.276130000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ARO9JRDQL4OE07
Dryden 38 Senior Loan Fund
26251EAG5
1200000.000000000000
PA
USD
1164908.060000000000
0.3899073754
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.726130000000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
100000.000000000000
PA
USD
99244.500000000000
0.0332182117
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.250000000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-KF07 Mortgage Trust
30286LAE5
600528.790000000000
PA
USD
603590.170000000000
0.2020281833
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Floating
5.032500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-KF22 Mortgage Trust
30295JAC3
111652.370000000000
PA
USD
112924.650000000000
0.0377971064
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
5.132500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-KF25 Mortgage Trust
30295WAD2
543954.690000000000
PA
USD
545136.270000000000
0.1824630283
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Floating
5.082500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF56 Mortgage Trust
30307QAE9
2206032.090000000000
PA
USD
2229648.550000000000
0.7462875776
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
5.882500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1P25
937749.230000000000
PA
USD
176769.760000000000
0.0591667579
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
5.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A3KT7
1347527.760000000000
PA
USD
1494211.140000000000
0.5001286916
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
6.879600000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5FL5
219883.950000000000
PA
USD
33392.260000000000
0.0111767520
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6M68
2382784.260000000000
PA
USD
416110.860000000000
0.1392768227
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6WN0
2134910.350000000000
PA
USD
305070.150000000000
0.1021102914
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.964000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFV50
1950899.160000000000
PA
USD
1917095.150000000000
0.6416725612
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Floating
4.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATTW4
5653732.260000000000
PA
USD
1234650.740000000000
0.4132510076
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
5.914000000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HS3
16684852.330000000000
PA
USD
639461.980000000000
0.2140348675
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
.720354000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BAST2
16865846.730000000000
PA
USD
955229.270000000000
0.3197256079
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.998160000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBH47
5105967.470000000000
PA
USD
848856.880000000000
0.2841216140
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFQ55
18571407.470000000000
PA
USD
920852.100000000000
0.3082191958
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Floating
1.950000000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FC2N5
208225.760000000000
PA
USD
44235.010000000000
0.0148059381
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Fixed
6.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1X32
1004117.220000000000
PA
USD
125250.070000000000
0.0419225583
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Floating
4.366250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A3MT3
2775425.660000000000
PA
USD
527571.230000000000
0.1765838187
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
5.916250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A4T98
3088149.900000000000
PA
USD
630691.000000000000
0.2110991253
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
6.416250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6EB4
1049618.200000000000
PA
USD
195932.960000000000
0.0655808890
Long
ABS-MBS
USGSE
US
N
2
2041-02-15
Floating
5.766250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AEQ57
1174965.980000000000
PA
USD
2055805.430000000000
0.6881003979
Long
ABS-MBS
USGSE
US
N
2
2041-08-15
Floating
22.320000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AFAV4
1195797.400000000000
PA
USD
233776.480000000000
0.0782475260
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
5.916250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AJE75
2498231.130000000000
PA
USD
440336.970000000000
0.1473855647
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Floating
5.866250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B3DH8
147197.630000000000
PA
USD
143332.320000000000
0.0479748837
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
11.637333000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B7AC3
2354920.260000000000
PA
USD
440809.050000000000
0.1475435750
Long
ABS-MBS
USGSE
US
N
2
2054-01-15
Floating
5.816250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BRJ97
6318032.030000000000
PA
USD
90011.740000000000
0.0301279067
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYVB9
15118450.550000000000
PA
USD
826753.980000000000
0.2767235334
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Floating
2.450000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137GALT2
7389352.800000000000
PA
USD
1558925.110000000000
0.5217891600
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
5.966250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H0RN0
13205586.040000000000
PA
USD
935799.330000000000
0.3132221960
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Floating
2.450000000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2021-P009
3137H13X2
34360902.050000000000
PA
USD
2642954.680000000000
0.8846256267
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.568097000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394EWV6
79266.710000000000
PA
USD
11091.610000000000
0.0037124823
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
6.664000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FVD4
756763.880000000000
PA
USD
66284.270000000000
0.0221860648
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
6.664000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396LD98
374165.250000000000
PA
USD
48397.790000000000
0.0161992658
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
6.464000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396LL32
189342.580000000000
PA
USD
38983.520000000000
0.0130482074
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
6.564000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396P2E0
329875.000000000000
PA
USD
47501.240000000000
0.0158991808
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.654000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396P3F6
234135.290000000000
PA
USD
43002.250000000000
0.0143933200
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.394000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PBJ9
3688713.230000000000
PA
USD
761459.230000000000
0.2548686717
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
6.654000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PWM9
1816254.730000000000
PA
USD
368570.760000000000
0.1233646351
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
6.614000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QCR8
161019.600000000000
PA
USD
24941.210000000000
0.0083480938
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
5.864000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QFB0
140686.400000000000
PA
USD
16329.610000000000
0.0054656978
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
6.014000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QTH2
95067.380000000000
PA
USD
8622.500000000000
0.0028860444
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
5.064000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VDR6
1940420.770000000000
PA
USD
362826.470000000000
0.1214419588
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
6.014000000000
N
N
N
N
N
N
Babson CLO Ltd
549300LYPY4755WERL49
Babson CLO Ltd 2015-II
06759FAG1
1000000.000000000000
PA
USD
999580.040000000000
0.3345702921
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
3.084250000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VE46
167036.940000000000
PA
USD
19931.270000000000
0.0066712125
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
6.014000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VJN9
852170.620000000000
PA
USD
204224.650000000000
0.0683562077
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
6.654000000000
N
N
N
N
N
N
Babson CLO Ltd
549300E3PEQVSTJ5DD11
Barings CLO Ltd 2019-I
06759JAW8
2500000.000000000000
PA
USD
2511605.350000000000
0.8406615799
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
3.776130000000
N
N
N
N
N
N
Babson CLO Ltd
549300E3PEQVSTJ5DD11
Barings CLO Ltd 2019-I
06759KAE5
1500000.000000000000
PA
USD
1502472.350000000000
0.5028938083
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
6.986130000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VYC6
857165.680000000000
PA
USD
165825.990000000000
0.0555037593
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
6.014000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396W3B0
4693783.090000000000
PA
USD
1029612.770000000000
0.3446225729
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
6.454000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WK96
105228.900000000000
PA
USD
17055.630000000000
0.0057087045
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
6.564000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WVN3
261507.510000000000
PA
USD
49318.670000000000
0.0165074943
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
6.474000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YGE6
487041.750000000000
PA
USD
80469.480000000000
0.0269340086
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
6.164000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YN99
2562203.400000000000
PA
USD
470961.430000000000
0.1576359040
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
5.914000000000
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAL6
1000000.000000000000
PA
USD
1002469.940000000000
0.3355375730
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
3.733880000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Barings CLO Ltd 2018-III
06760PAJ0
500000.000000000000
PA
USD
493128.120000000000
0.1650553358
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
3.034250000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Barings CLO Ltd 2018-III
06760RAA5
1000000.000000000000
PA
USD
975437.250000000000
0.3264894382
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.884250000000
N
N
N
N
N
N
Babson CLO Ltd
549300JIWL5GWW2H2336
Barings CLO Ltd 2019-II
06761HAS7
1000000.000000000000
PA
USD
1004193.300000000000
0.3361144003
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
3.526130000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397BA68
448434.120000000000
PA
USD
403672.370000000000
0.1351135250
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
27.313227000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397CB57
1007258.720000000000
PA
USD
190435.860000000000
0.0637409500
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
6.616250000000
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355TAQ5
5000000.000000000000
PA
USD
5028127.150000000000
1.6829687489
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
4.233880000000
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355VAA5
2000000.000000000000
PA
USD
2017741.600000000000
0.6753600207
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
7.633880000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397EBQ7
614117.160000000000
PA
USD
118361.810000000000
0.0396169829
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
6.606250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397FRQ7
390291.240000000000
PA
USD
54658.180000000000
0.0182946863
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
6.016250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397GRY8
3991076.010000000000
PA
USD
898955.550000000000
0.3008901828
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
6.676250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397GXT2
594463.350000000000
PA
USD
106622.710000000000
0.0356877787
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
6.316250000000
N
N
N
N
N
N
BSST Mortgage Trust
N/A
Beast 2021-1818 Mortgage Trust
07403PAS1
1000000.000000000000
PA
USD
1009074.400000000000
0.3377481575
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.250000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAQ3
1398000.000000000000
PA
USD
1291819.100000000000
0.4323858784
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
2.956606000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397H6A1
3017365.840000000000
PA
USD
629826.840000000000
0.2108098816
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
6.676250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397H6T0
2855548.900000000000
PA
USD
568135.440000000000
0.1901611002
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
6.326250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JG73
338233.110000000000
PA
USD
60393.420000000000
0.0202143334
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Floating
6.466250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JYF5
67655.850000000000
PA
USD
7534.370000000000
0.0025218354
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
6.466250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JZU1
1968773.550000000000
PA
USD
360856.900000000000
0.1207827224
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
6.056250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397KY70
884674.470000000000
PA
USD
155189.510000000000
0.0519436139
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
6.366250000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAY7
18294607.400000000000
PA
USD
480341.380000000000
0.1607754751
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
.645958000000
N
N
N
N
N
N
Bluemountain CLO Ltd
54930003J8R1CBTM3M23
BlueMountain CLO 2013-1 Ltd
09626VAG1
1900000.000000000000
PA
USD
1874219.490000000000
0.6273216122
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
7.634250000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAW0
1000000.000000000000
PA
USD
954297.850000000000
0.3194138515
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
3.038250000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
200000.000000000000
PA
USD
177554.000000000000
0.0594292516
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.750000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397LNZ8
2226328.750000000000
PA
USD
355306.710000000000
0.1189250135
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
5.814000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397LZ28
1372635.500000000000
PA
USD
205169.200000000000
0.0686723588
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
5.964000000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2017-APPL
12433PAQ9
850000.000000000000
PA
USD
853365.320000000000
0.2856306378
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
4.334000000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD6 Mortgage Trust
125039AG2
17311193.440000000000
PA
USD
669474.050000000000
0.2240802332
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.061093000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397MKE6
758812.050000000000
PA
USD
126734.360000000000
0.0424193663
Long
ABS-MBS
USGSE
US
N
2
2038-08-25
Floating
6.014000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NKA2
792726.200000000000
PA
USD
125748.250000000000
0.0420893046
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
6.514000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-4
12544RBL1
1443419.320000000000
PA
USD
406488.960000000000
0.1360562683
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
6.614000000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAF9
1288300.000000000000
PA
USD
251688.730000000000
0.0842429506
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.750000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PJE1
166575.200000000000
PA
USD
27861.650000000000
0.0093255968
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
6.216250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PTU4
3456501.300000000000
PA
USD
648362.910000000000
0.2170141054
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
5.916250000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAG7
2313061.840000000000
PA
USD
236378.730000000000
0.0791185274
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.750000000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAH5
5000.000000000000
PA
USD
.510000000000
0.0000001707
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Variable
.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397RVH6
180712.500000000000
PA
USD
22982.930000000000
0.0076926362
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Floating
5.566250000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397T3F7
2473664.050000000000
PA
USD
464752.500000000000
0.1555577077
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
5.896250000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAC9
26400000.000000000000
PA
USD
799663.920000000000
0.2676561962
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.401569000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593AAG0
27394000.000000000000
PA
USD
942205.670000000000
0.3153664675
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
1.198829000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397YX71
148978.640000000000
PA
USD
17437.310000000000
0.0058364570
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
6.566250000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FD81
6088509.900000000000
PA
USD
1178633.840000000000
0.3945015430
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
6.514000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
74687230.750000000000
PA
USD
1621034.060000000000
0.5425776999
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
.820318000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBA9
809000.000000000000
PA
USD
865733.230000000000
0.2897703116
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.681100000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QAE0
5297000.000000000000
PA
USD
239891.600000000000
0.0802943231
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.379735000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
566000.000000000000
PA
USD
608348.800000000000
0.2036209484
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.629735000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FJ36
342534.080000000000
PA
USD
64921.240000000000
0.0217298439
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
5.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FTP6
709363.370000000000
PA
USD
115135.990000000000
0.0385372659
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
6.064000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LBE9
885000.000000000000
PA
USD
949405.260000000000
0.3177762485
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.802208000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAG3
4423428.010000000000
PA
USD
317913.540000000000
0.1064091135
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.031005000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-5
12637VAG2
3153622.830000000000
PA
USD
1012116.460000000000
0.3387663680
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380AB0
488319.140000000000
PA
USD
467298.510000000000
0.1564098849
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380CC6
212360.450000000000
PA
USD
211348.870000000000
0.0707407615
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEK5
820692.550000000000
PA
USD
699136.820000000000
0.2340086844
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.186000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GRB7
139578.550000000000
PA
USD
25152.380000000000
0.0084187747
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
6.164000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GZC6
144772.490000000000
PA
USD
12902.470000000000
0.0043185968
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
4.714000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GZX0
141161.100000000000
PA
USD
15858.220000000000
0.0053079184
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
4.714000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MBV7
187041.360000000000
PA
USD
17607.140000000000
0.0058933009
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
4.664000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MQW9
771098.700000000000
PA
USD
107153.730000000000
0.0358655168
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
4.864000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MWH5
167912.940000000000
PA
USD
24926.360000000000
0.0083431233
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
5.314000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEL3
173317.300000000000
PA
USD
215526.580000000000
0.0721390864
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
21.318001000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd
13875LAU2
1700000.000000000000
PA
USD
1632546.130000000000
0.5464309147
Long
ABS-CBDO
CORP
KY
N
2
2031-01-30
Floating
2.878500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MX92
580709.090000000000
PA
USD
78653.970000000000
0.0263263377
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
4.914000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398N7M0
147184.160000000000
PA
USD
6320.060000000000
0.0021153927
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Floating
6.314000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAQ1
1000000.000000000000
PA
USD
997746.310000000000
0.3339565228
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.112320000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876HAA4
1000000.000000000000
PA
USD
994659.040000000000
0.3329231800
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.376130000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NPE8
130923.450000000000
PA
USD
23892.600000000000
0.0079971126
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
6.514000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398PZ93
1084467.960000000000
PA
USD
173143.550000000000
0.0579530261
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
5.584000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SKW2
4786498.500000000000
PA
USD
1049480.960000000000
0.3512726718
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
6.514000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SPQ0
738335.840000000000
PA
USD
53523.660000000000
0.0179149501
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Floating
6.564000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877AAA8
1500000.000000000000
PA
USD
1457359.940000000000
0.4877941949
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.876130000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887TAS6
1550000.000000000000
PA
USD
1556884.390000000000
0.5211061089
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
3.226130000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2005435.710000000000
NS
USD
2005435.710000000000
0.6712411057
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LBE5
3000000.000000000000
PA
USD
3257074.800000000000
1.0901782986
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
7.686000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887UAE4
1000000.000000000000
PA
USD
999257.600000000000
0.3344623679
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
7.276130000000
N
N
N
N
N
N
Carbon Capital VI Commercial M
N/A
Carbon Capital VI Commercial Mortgage 2019-FL2 Trust
140817AC1
976000.000000000000
PA
USD
941155.920000000000
0.3150151048
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
2.934000000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
800000.000000000000
PA
USD
829184.000000000000
0.2775368875
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.700000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
1909000.000000000000
PA
USD
1300978.540000000000
0.4354516424
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.659771000000
N
N
N
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1500000.000000000000
PA
USD
1432820.990000000000
0.4795807419
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.834250000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-1 LTD
14317LAA0
1000000.000000000000
PA
USD
990538.040000000000
0.3315438365
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.190920000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
1000000.000000000000
PA
USD
1011888.800000000000
0.3386901677
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.461828000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAV7
79625782.860000000000
PA
USD
1938585.230000000000
0.6488655243
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
.573751000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAC2
1587714.140000000000
PA
USD
1358722.890000000000
0.4547793033
Long
ABS-O
CORP
US
N
3
2039-04-15
Fixed
6.899000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
1326857.820000000000
PA
USD
760637.700000000000
0.2545936967
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
2000000.000000000000
PA
USD
2010544.160000000000
0.6729509594
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.526130000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
500000.000000000000
PA
USD
497641.090000000000
0.1665658759
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.984250000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376JKP8
545271.300000000000
PA
USD
91727.880000000000
0.0307023174
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Floating
6.265370000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JPL1
85228.930000000000
PA
USD
7715.300000000000
0.0025823947
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Variable
5.620580000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377V2C9
924094.670000000000
PA
USD
142128.160000000000
0.0475718383
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
5.312620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VE44
561950.640000000000
PA
USD
98138.100000000000
0.0328478876
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
5.262620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WGK4
1017611.300000000000
PA
USD
158942.740000000000
0.0531998608
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
5.292620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WVM3
1221290.950000000000
PA
USD
188508.700000000000
0.0630959086
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Floating
5.362620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378C3H8
8365852.990000000000
PA
USD
1933925.870000000000
0.6473059859
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Floating
6.562620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378D3K9
615654.670000000000
PA
USD
122503.460000000000
0.0410032381
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378JUK6
17880638.540000000000
PA
USD
2279066.190000000000
0.7628281983
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Floating
4.662620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VYA7
6172283.060000000000
PA
USD
6361828.320000000000
2.1293730109
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AL24
3739873.060000000000
PA
USD
746459.960000000000
0.2498482531
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Floating
6.112620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BCR7
4463607.790000000000
PA
USD
963038.110000000000
0.3223393114
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Floating
5.462620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BE38
2719413.750000000000
PA
USD
444546.100000000000
0.1487944062
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
6.015370000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BFH6
5939118.770000000000
PA
USD
1171079.600000000000
0.3919730569
Long
ABS-MBS
USGA
US
N
2
2044-04-16
Floating
6.165370000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FN70
10329069.610000000000
PA
USD
2207635.150000000000
0.7389194536
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
6.112620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QG74
3803187.870000000000
PA
USD
743962.880000000000
0.2490124534
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Floating
5.602620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WPV5
37975266.880000000000
PA
USD
3534213.780000000000
1.1829397241
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
3.812620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XQ75
14952214.620000000000
PA
USD
1516833.390000000000
0.5077006043
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Floating
4.462620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HD64
9276352.120000000000
PA
USD
1245659.170000000000
0.4169356487
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Floating
4.112620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JYQ3
8909265.260000000000
PA
USD
882158.030000000000
0.2952678705
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
3.662620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JZ41
9009164.740000000000
PA
USD
1057682.250000000000
0.3540177326
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382L4G3
6545312.470000000000
PA
USD
929289.720000000000
0.3110433589
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LD24
4149399.780000000000
PA
USD
859048.580000000000
0.2875328867
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
6.212620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P2Y7
9778897.730000000000
PA
USD
976976.420000000000
0.3270046151
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
2.712620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QJ68
19544519.090000000000
PA
USD
1278174.410000000000
0.4278188525
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Floating
2.550000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RBM9
6760219.460000000000
PA
USD
1309594.450000000000
0.4383354811
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
6.212620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RK56
19583938.380000000000
PA
USD
1360870.250000000000
0.4554980480
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
2.450000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RPN2
48053031.560000000000
PA
USD
3444383.640000000000
1.1528726010
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
2.550000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UAD3
7943748.630000000000
PA
USD
1120004.210000000000
0.3748775693
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
3.662620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VET2
19814222.700000000000
PA
USD
1270541.460000000000
0.4252640213
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
2.550000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHF7
6542135.110000000000
PA
USD
421585.000000000000
0.1411090768
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
3.200000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XY41
8000000.000000000000
PA
USD
1250000.000000000000
0.4183885716
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Floating
3.690000000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
3000000.000000000000
PA
USD
2948217.000000000000
0.9868002395
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.215000000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
1000000.000000000000
PA
USD
971539.170000000000
0.3251847085
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.076130000000
N
N
N
N
N
N
GRUPO AXO SA DE CV
4469000001BNKIG58H20
Grupo Axo SAPI de CV
40054MAA0
200000.000000000000
PA
USD
205299.000000000000
0.0687158043
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.750000000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436WAA7
1000000.000000000000
PA
USD
926941.390000000000
0.3102573473
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Floating
6.221750000000
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAS0
1334196.920000000000
PA
USD
1301892.010000000000
0.4357573908
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.983750000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAL7
500000.000000000000
PA
USD
463984.830000000000
0.1553007602
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
3.788250000000
N
N
N
N
N
N
Horizon Aircraft Finance I Lim
N/A
Horizon Aircraft Finance I Ltd
440405AG3
1902422.170000000000
PA
USD
1537075.310000000000
0.5144757947
Long
ABS-O
CORP
US
N
3
2038-12-15
Fixed
6.657000000000
N
N
N
N
N
N
HPS Investment Partners
N/A
Highbridge Loan Management 2013-2 Ltd
44330DAL4
1000000.000000000000
PA
USD
955572.320000000000
0.3198404304
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
3.034250000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
1152233.610000000000
PA
USD
1131854.520000000000
0.3788439967
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.800704000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
16358000.000000000000
PA
USD
282368.520000000000
0.0945118094
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.500000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
675000.000000000000
PA
USD
584062.040000000000
0.1954919061
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.798719000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MEW3
64168.810000000000
PA
USD
58617.070000000000
0.0196197698
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.500000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
46629PAQ1
68596.240000000000
PA
USD
60193.200000000000
0.0201473176
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.337000000000
N
N
N
N
N
N
JP Morgan ReRemic
N/A
JP Morgan Resecuritization Trust Series 2011-1
46635NAX3
1369178.540000000000
PA
USD
1283839.970000000000
0.4297151770
Long
ABS-MBS
CORP
US
N
2
2037-06-26
Variable
6.000000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
46635TBA9
2000000.000000000000
PA
USD
1261828.600000000000
0.4223477325
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.707174000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAE3
9398911.470000000000
PA
USD
35129.370000000000
0.0117581815
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
1.156372000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAL6
8295424.960000000000
PA
USD
142621.580000000000
0.0477369913
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
1.101171000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAJ6
3488650.000000000000
PA
USD
2932780.720000000000
0.9816335490
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
4.000000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAL1
1938200.000000000000
PA
USD
1134246.460000000000
0.3796446050
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
3.750000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAN7
5298967.840000000000
PA
USD
670455.090000000000
0.2244085979
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
3.750000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAG8
2000000.000000000000
PA
USD
2016548.000000000000
0.6749605098
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.132668000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABL6
925000.000000000000
PA
USD
956810.940000000000
0.3202550100
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.632668000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TBC5
3877384.520000000000
PA
USD
98344.430000000000
0.0329169485
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
1.100792000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644AAN2
500000.000000000000
PA
USD
450331.050000000000
0.1507306918
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
3.943756000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAG0
20920000.000000000000
PA
USD
249378.950000000000
0.0834698421
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
.437489000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBF1
180000.000000000000
PA
USD
178303.090000000000
0.0596799801
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.337489000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAH5
165000.000000000000
PA
USD
174675.780000000000
0.0584658801
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.764977000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46649XAU1
1175000.000000000000
PA
USD
1185158.820000000000
0.3966855247
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.766973000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-10
52522QAA0
535485.520000000000
PA
USD
534403.840000000000
0.1788707674
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6.000000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAQ9
500000.000000000000
PA
USD
493507.250000000000
0.1651822347
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
3.084000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAS5
1153000.000000000000
PA
USD
1133415.030000000000
0.3793663164
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
4.134000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAU0
1153000.000000000000
PA
USD
4298.500000000000
0.0014387546
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Variable
.500000000000
N
N
N
N
N
N
Jimmy John's Funding LLC
N/A
Jimmy Johns Funding LLC
47760QAB9
1833500.000000000000
PA
USD
1983425.300000000000
0.6638739825
Long
ABS-O
CORP
US
N
2
2047-07-30
Fixed
4.846000000000
N
N
N
N
N
N
JPMorgan US Government Money M
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2270
2005435.710000000000
NS
USD
2005435.710000000000
0.6712411057
Long
STIV
RF
US
N
1
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO 2018-1 Ltd
48273LAE2
1000000.000000000000
PA
USD
1000382.570000000000
0.3348389076
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
3.130880000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAQ5
1000000.000000000000
PA
USD
1020133.800000000000
0.3414498587
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.869708000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818TAG7
850000.000000000000
PA
USD
831937.500000000000
0.2784585138
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
5.938250000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900YXXBTCF4NGD347
Madison Park Funding XXII Ltd
55819VAG1
1500000.000000000000
PA
USD
1500869.430000000000
0.5023572936
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
6.826130000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55820HAE4
1000000.000000000000
PA
USD
1002448.140000000000
0.3355302763
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.775250000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAG4
1500000.000000000000
PA
USD
1506656.360000000000
0.5042942419
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.926130000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954XAA5
1000000.000000000000
PA
USD
1006559.850000000000
0.3369065103
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.076130000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200GAA5
2500000.000000000000
PA
USD
2294873.400000000000
0.7681190431
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.434250000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAY0
4129380.350000000000
PA
USD
163181.140000000000
0.0546184993
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Variable
1.920248000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-ASHF
61691KAS0
1191000.000000000000
PA
USD
1037184.730000000000
0.3471569901
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.984000000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2005435.710000000000
NS
USD
2005435.710000000000
0.6712411057
Long
STIV
RF
US
N
1
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
1339970.720000000000
PA
USD
979171.140000000000
0.3277392117
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Sound Point CLO LTD
549300IYECLSB6ZQZB89
SOUND POINT CLO VII-R Ltd
83610HAG5
2000000.000000000000
PA
USD
1989500.000000000000
0.6659072506
Long
ABS-CBDO
CORP
KY
N
2
2031-10-23
Floating
2.387880000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIII
83614BAW9
2000000.000000000000
PA
USD
2012841.880000000000
0.6737200312
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.448306000000
N
N
N
N
N
N
Start Ltd.
N/A
Start III LTD
85572VAC4
57956.460000000000
PA
USD
46763.040000000000
0.0156520972
Long
ABS-O
CORP
BM
N
3
2044-11-15
Fixed
6.656000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
5493005SNWQW3UUOQX45
Morgan Stanley Capital I Trust 2012-C4
61760VAD5
1000000.000000000000
PA
USD
999471.800000000000
0.3345340630
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
5.539171000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBZ4
500000.000000000000
PA
USD
526238.200000000000
0.1761376391
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.000000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579P28
643837.940000000000
PA
USD
630443.470000000000
0.2110162743
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
2.705379000000
N
N
N
N
N
N
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP
866142409
4104.000000000000
NS
USD
145897.200000000000
0.0488333769
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61765XAN4
804000.000000000000
PA
USD
759760.780000000000
0.2543001820
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.237000000000
N
N
N
N
N
N
NYT Mortgage Trust
N/A
BF 2019-NYT Mortgage Trust
62954PAQ3
1012000.000000000000
PA
USD
998434.540000000000
0.3341868808
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
3.084000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAS5
1000000.000000000000
PA
USD
999703.350000000000
0.3346115653
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
2.983880000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131RAJ7
1000000.000000000000
PA
USD
991368.680000000000
0.3318218608
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.376130000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAQ1
2000000.000000000000
PA
USD
2001328.680000000000
0.6698664382
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
2.833880000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
675714AG4
1000000.000000000000
PA
USD
932782.690000000000
0.3122124938
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.216130000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAJ0
1040000.000000000000
PA
USD
1018547.170000000000
0.3409187965
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
2.780880000000
N
N
N
N
N
N
TTAN
N/A
TTAN 2021-MHC
87303TAS6
1000000.000000000000
PA
USD
1008967.800000000000
0.3377124773
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.284000000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBU5
1000000.000000000000
PA
USD
998000.000000000000
0.3340414356
Long
ABS-CBDO
CORP
KY
N
2
2030-01-22
Floating
2.038250000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576VAA2
500000.000000000000
PA
USD
497641.750000000000
0.1665660968
Long
ABS-CBDO
CORP
KY
N
2
2031-05-12
Floating
6.922750000000
N
N
N
N
N
N
Taconic Park CLO Ltd.
N/A
Taconic Park CLO Ltd 2016-1A
873549AQ2
2000000.000000000000
PA
USD
2002029.360000000000
0.6701009634
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
3.134250000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2014-2 CLO Ltd
88432BAG3
2500000.000000000000
PA
USD
2356785.730000000000
0.7888417721
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.876130000000
N
N
N
N
N
N
Octagon Investment Partners 44
N/A
Octagon Investment Partners 44 Ltd
67577LAQ8
1000000.000000000000
PA
USD
1000029.970000000000
0.3347208886
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.333750000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBP1
2500000.000000000000
PA
USD
2484399.230000000000
0.8315553961
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
2.874750000000
N
N
N
N
N
N
Wind River CLO Ltd
254900ZK5ODN8CA7YX85
Wind River 2014-3 CLO Ltd
88432DBL7
1000000.000000000000
PA
USD
981254.650000000000
0.3284365851
Long
ABS-CBDO
CORP
KY
N
2
2031-10-22
Floating
3.538250000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
2250000.000000000000
PA
USD
2275269.080000000000
0.7615572643
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.284250000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590UAQ1
4000000.000000000000
PA
USD
4019684.000000000000
1.3454318777
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
7.124750000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAU4
1000000.000000000000
PA
USD
996016.520000000000
0.3333775433
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.976130000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-2
N/A
Trimaran CAVU 2019-2 Ltd
89624JAJ6
500000.000000000000
PA
USD
504784.080000000000
0.1689567122
Long
ABS-CBDO
CORP
KY
N
2
2032-11-26
Floating
4.853880000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAL3
1420000.000000000000
PA
USD
1414851.220000000000
0.4735660648
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.216845000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAN9
824000.000000000000
PA
USD
716527.580000000000
0.2398295606
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.216845000000
N
N
N
N
N
N
Octagon Investment Partners 29
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591KAE9
2000000.000000000000
PA
USD
2006713.780000000000
0.6716688896
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
7.375250000000
N
N
N
N
N
N
Octagon Investment Partners 35
549300EBYXJ9QVMC7X31
OCTAGON INVESTMENT PARTNERS 35 LTD
67591RAA2
1500000.000000000000
PA
USD
1444542.240000000000
0.4835039715
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.334250000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675921AC4
2000000.000000000000
PA
USD
1321891.640000000000
0.4424514841
Long
ABS-CBDO
CORP
KY
N
3
2030-03-17
Variable
.000000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
900000.000000000000
PA
USD
883356.990000000000
0.2956691754
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.884250000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 9 Ltd
67690AAL5
500000.000000000000
PA
USD
500002.680000000000
0.1673563257
Long
ABS-CBDO
CORP
KY
N
2
2035-07-19
Floating
3.133600000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
5800000.000000000000
PA
USD
5813393.940000000000
1.9458060694
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
2.436000000000
N
N
N
N
N
N
ABM INVESTAMA TBK PT
254900NA4NGP8BT2KH46
ABM Investama Tbk PT
69379AAB1
200000.000000000000
PA
USD
192000.000000000000
0.0642644846
Long
DBT
CORP
ID
N
2
2026-08-05
Fixed
9.500000000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
800000.000000000000
PA
USD
745800.000000000000
0.2496273574
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
800000.000000000000
PA
USD
681444.000000000000
0.2280867054
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.375000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS7 Trust
748940AC7
1812071.840000000000
PA
USD
1702134.710000000000
0.5697229680
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS1 Trust
74922KAA3
540163.490000000000
PA
USD
527698.300000000000
0.1766263504
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
RBSGC Mortgage Pass Through Ce
N/A
RBSGC Structured Trust 2008-B
74928BAA7
899523.500000000000
PA
USD
897865.230000000000
0.3005252409
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S2 Trust
749583AD2
522383.230000000000
PA
USD
495193.240000000000
0.1657465539
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
1000000.000000000000
PA
USD
1000206.260000000000
0.3347798947
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
3.076130000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAA4
852944.450000000000
PA
USD
661369.630000000000
0.2213675958
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
.416000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAB2
194304.910000000000
PA
USD
343159.400000000000
0.1148591770
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
54.866667000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CEF9
903004.600000000000
PA
USD
870409.200000000000
0.2913354095
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS14 Trust
761118JJ8
753771.130000000000
PA
USD
741826.950000000000
0.2482975344
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAJ9
1604154.360000000000
PA
USD
723273.260000000000
0.2420874129
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAM2
1622402.090000000000
PA
USD
436751.290000000000
0.1461853987
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
7.014000000000
N
N
N
N
N
N
RR 2 LTD
54930098CLSTWMH4JW47
RR 2 Ltd
78109RAJ5
500000.000000000000
PA
USD
494039.350000000000
0.1653603344
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
5.926130000000
N
N
N
N
N
N
RR Ltd
549300KSO6EE9C4GF767
RR 6 Ltd
78110LAA4
1000000.000000000000
PA
USD
988974.370000000000
0.3310204592
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
5.976130000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
800000.000000000000
PA
USD
783252.000000000000
0.2621629484
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.000000000000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E105
20000.000000000000
PA
USD
613898.480000000000
0.2054784865
Long
ABS-O
CORP
US
N
3
2042-02-25
Fixed
.000000000000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E303
5930.000000000000
PA
USD
182020.900000000000
0.0609243715
Long
ABS-O
CORP
US
N
3
2042-02-25
Fixed
.000000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBE4
1000000.000000000000
PA
USD
1069114.600000000000
0.3578442643
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
5.125993000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
17100000.000000000000
PA
USD
16369242.100000000000
5.4789630564
Long
DBT
UST
US
N
2
2027-07-31
Fixed
.375000000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series
91679XAB2
1000000.000000000000
PA
USD
1203816.000000000000
0.4029302854
Long
ABS-O
CORP
US
N
3
2027-07-20
Fixed
.000000000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAF1
756564.890000000000
PA
USD
769253.690000000000
0.2574775621
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
5.010000000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAG9
572815.650000000000
PA
USD
585828.070000000000
0.1960830155
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
6.260000000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAJ3
778897.810000000000
PA
USD
803871.450000000000
0.2690645022
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
7.260000000000
N
N
N
N
N
N
Venture CDO Ltd
5493001R7OPCYBM5NH78
Venture XXX CLO Ltd
92331NAG1
500000.000000000000
PA
USD
498125.000000000000
0.1667278458
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
2.076130000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIV LLC
92873AAB4
5000000.000000000000
PA
USD
5006431.000000000000
1.6757068120
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
4.948700000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-4 Ltd
92918BAJ2
3000000.000000000000
PA
USD
3018056.310000000000
1.0101762149
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.956130000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-1 Ltd
92918EAS6
1000000.000000000000
PA
USD
999162.050000000000
0.3344303863
Long
ABS-CBDO
CORP
KY
N
2
2034-07-16
Floating
3.210450000000
N
N
N
N
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust Series 2006-C28
92978MAM8
978835.650000000000
PA
USD
971739.090000000000
0.3252516239
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
5.720000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAF1
3489830.760000000000
PA
USD
1746747.540000000000
0.5846553666
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.171810000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAR2
467000.000000000000
PA
USD
471200.670000000000
0.1577159802
Long
ABS-MBS
CORP
US
N
3
2045-10-15
Variable
4.915659000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAC0
23293000.000000000000
PA
USD
818632.490000000000
0.2740051825
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.229664000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBL8
747000.000000000000
PA
USD
748703.310000000000
0.2505991267
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
3.848199000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBK6
1044000.000000000000
PA
USD
1001106.840000000000
0.3350813287
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
5.219851000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FAC9
1000000.000000000000
PA
USD
940258.700000000000
0.3147147955
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAV4
53517236.200000000000
PA
USD
1990482.620000000000
0.6662361442
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
.816577000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust VI
97064GAC7
967994.810000000000
PA
USD
966181.760000000000
0.3233915252
Long
ABS-O
CORP
US
N
3
2046-05-15
Fixed
7.385000000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-3 CLO Ltd
97316DAJ5
1000000.000000000000
PA
USD
998814.400000000000
0.3343140241
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
3.462360000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-3 Clo Ltd
97316LAG3
1000000.000000000000
PA
USD
1010626.770000000000
0.3382677526
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
3.976130000000
N
N
N
N
N
N
NEW CONSTELLIS HOLDINGS INC
N/A
NEW CONSTELLIS HOLDINGS INC
N/A
4475.999850000000
NS
USD
7833.000000000000
0.0026217901
Long
EC
CORP
US
N
3
N
N
N
SYNCREON GROUP
N/A
SYNCREON GROUP
N/A
6557.847056000000
NS
USD
501675.300000000000
0.1679161697
Long
EC
CORP
US
N
3
N
N
N
RKPF OVERSEAS 2019 E LTD
254900XA3OBXDNCGJ520
RKPF Overseas 2019 E Ltd
ZQ5596494
800000.000000000000
PA
USD
747516.000000000000
0.2502017212
Long
DBT
CORP
VG
N
2
2024-11-18
Variable
7.750000000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
BK6339091
200000.000000000000
PA
USD
203154.400000000000
0.0679979834
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.253000000000
N
N
N
N
N
N
NGD HOLDINGS BV
984500ED2ABF0UF46690
NGD Holdings BV
BP5626224
500000.000000000000
PA
USD
485850.000000000000
0.1626192700
Long
DBT
CORP
NL
N
2
2026-12-31
Fixed
6.750000000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
QZ9785200
800000.000000000000
PA
USD
791983.600000000000
0.2650855097
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.750000000000
N
N
N
N
N
N
FORESIGHT EQUITY
N/A
FORESIGHT EQUITY
N/A
13001.054717000000
NS
USD
301364.450000000000
0.1008699534
Long
EC
CORP
US
N
3
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
AP1575616
200000.000000000000
PA
USD
205545.000000000000
0.0687981432
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
6.500000000000
N
N
N
N
N
N
INKIA ENERGY LTD
N/A
Inkia Energy Ltd
AP8435418
400000.000000000000
PA
USD
416860.000000000000
0.1395275680
Long
DBT
CORP
BM
N
2
2027-11-09
Fixed
5.875000000000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
G5924V106
34446.320059000000
NS
USD
16362.000000000000
0.0054765390
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
387749.450000000010
PA
USD
388205.060000000000
0.1299364484
Long
LON
CORP
US
N
2
2024-09-01
Floating
8.500000000000
N
N
Y
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAE4
42329.500000000000
PA
USD
42379.239999999998
0.0141847918
Long
LON
CORP
US
N
2
2024-09-01
Floating
8.500000000000
N
N
Y
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
246539.829999999990
PA
USD
237679.190000000000
0.0795538054
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.250000000000
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAB2
422144.299999999990
PA
USD
406972.429999999990
0.1362180909
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.250000000000
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
Finastra USA Inc
02034DAF4
500000.000000000000
PA
USD
503977.500000000000
0.1686867411
Long
LON
CORP
US
N
2
2025-06-13
Floating
8.250000000000
N
N
N
N
N
N
SECURUS TECHNOLOGIES HLDS
549300EBCNNXVCJ2FW66
Aventiv Technologies LLC
78410QAB8
77711.360000000001
PA
USD
74220.179999999993
0.0248423001
Long
LON
CORP
US
N
2
2024-11-01
Floating
5.500000000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
152577.829999999990
PA
USD
151570.060000000000
0.0507321447
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.250000000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
65099.879999999997
PA
USD
64669.889999999999
0.0216457143
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.250000000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
56746.239999999998
PA
USD
56371.430000000000
0.0188681297
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.250000000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524MAN7
718.390000000000
PA
USD
713.650000000000
0.0002388664
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.250000000000
N
N
N
N
N
N
PEAK 10 HOLDING CORP
549300M6D163XS0DO113
Flexential Intermediate Corp
70469CAC4
667857.170000000040
PA
USD
623194.219999999970
0.2085898716
Long
LON
CORP
US
N
2
2024-08-01
Floating
3.584130000000
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92211YAB3
500000.000000000000
PA
USD
485875.000000000000
0.1626276378
Long
LON
CORP
US
N
2
2025-10-26
Floating
9.250000000000
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
N/A
748333.329999999960
PA
USD
749538.150000000020
0.2508785568
Long
LON
CORP
US
N
2
2025-11-30
Floating
7.334630000000
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAF2
500000.000000000000
PA
USD
501750.000000000000
0.1679411726
Long
LON
CORP
US
N
2
2026-02-15
Floating
6.334130000000
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73937UAJ7
500000.000000000000
PA
USD
497707.500000000000
0.1665881040
Long
LON
CORP
US
N
2
2026-03-06
Floating
8.250000000000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N/A
273687.920000000000
PA
USD
273239.070000000000
0.0914560834
Long
LON
CORP
US
N
2
2025-02-05
Floating
4.202500000000
N
N
N
N
N
N
ENERGYSOLUTIONS LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC
29276MAL1
460964.620000000000
PA
USD
460964.620000000000
0.1542898631
Long
LON
CORP
US
N
2
2025-05-11
Floating
4.750000000000
N
N
N
N
N
N
BRAZOS DELAWARE II LLC
549300V1BTYXZRGYUU04
Brazos Delaware II LLC
10620UAB8
246609.410000000000
PA
USD
243372.660000000000
0.0814594717
Long
LON
CORP
US
N
2
2025-05-29
Floating
4.083500000000
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp
75972JAB0
35681.989999999998
PA
USD
35436.680000000000
0.0118610415
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.334630000000
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp
75972JAB0
70940.380000000005
PA
USD
70452.660000000003
0.0235812702
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.334630000000
N
N
N
N
N
N
KEANE GROUP HOLDINGS LLC
549300OCQZFA8RVVSE79
Keane Group Holdings LLC
48667GAB3
465600.000000000000
PA
USD
454930.780000000030
0.1522702714
Long
LON
CORP
US
N
2
2025-05-25
Floating
5.500000000000
N
N
N
N
N
N
SOLENIS HOLDINGS LLC
5493006QMK0LHF0WR607
Solenis Holdings LLC
83420LAK7
40214.690000000002
PA
USD
40272.199999999997
0.0134795426
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.084130000000
N
N
N
N
N
N
SOLENIS HOLDINGS LLC
5493006QMK0LHF0WR607
Solenis Holdings LLC
83420LAK7
258895.070000000010
PA
USD
259265.290000000010
0.0867789075
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.084130000000
N
N
N
N
N
N
SOLENIS INTERNATIONAL LP
549300P0XTH2Z2N7QB86
Solenis International LLC
83420LAN1
245000.000000000000
PA
USD
245460.600000000010
0.0821583279
Long
LON
CORP
US
N
2
2026-06-26
Floating
8.584130000000
N
N
N
N
N
N
KINDRED HEALTHCARE INC
549300OITC7AXM1AND14
Kindred Healthcare LLC
49458HAB2
783192.329999999960
PA
USD
785150.310000000060
0.2627983334
Long
LON
CORP
US
N
2
2025-07-02
Floating
4.625000000000
N
N
N
N
N
N
SOUND INPATIENT PHYSICIA
N/A
Sound Inpatient Physicians Holdings LLC
83607JAB7
190000.000000000000
PA
USD
190632.700000000010
0.0638068344
Long
LON
CORP
US
N
2
2026-06-28
Floating
6.834130000000
N
N
N
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC/The
27943TAB5
535000.000000000000
PA
USD
539847.099999999980
0.1806926856
Long
LON
CORP
US
N
2
2026-07-20
Floating
6.834130000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAB9
194042.220000000000
PA
USD
177012.100000000010
0.0592478717
Long
LON
CORP
US
N
2
2025-11-30
Floating
4.582880000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAE3
155000.000000000000
PA
USD
101137.500000000000
0.0338518193
Long
LON
CORP
US
N
2
2026-11-30
Floating
8.832880000000
N
N
N
N
N
N
ALERA GROUP INTERMEDIATE
549300BPCKH0Q3R2H875
Alera Group Intermediate Holdings Inc
01449KAB8
82471.360000000000
PA
USD
82677.540000000000
0.0276730703
Long
LON
CORP
US
N
2
2025-08-01
Floating
4.500000000000
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
300.220000000000
PA
USD
300.220000000000
0.0001004869
Long
LON
CORP
US
N
2
2025-10-16
Floating
7.000000000000
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31647.279999999999
PA
USD
31647.279999999999
0.0105926882
Long
LON
CORP
US
N
2
2025-10-16
Floating
4.873880000000
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
27020.720000000001
PA
USD
27020.720000000001
0.0090441284
Long
LON
CORP
US
N
2
2025-10-16
Floating
4.873880000000
N
N
N
N
N
N
TRAVEL LEADERS GROUP LLC
549300ELYRGQJOXAK024
Travel Leaders Group LLC
89416FAQ0
61525.389999999999
PA
USD
57756.959999999999
0.0193318816
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.084630000000
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
76126KAJ3
75000.000000000000
PA
USD
74953.130000000005
0.0250876264
Long
LON
CORP
US
N
2
2026-10-01
Floating
6.592000000000
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAB1
110000.000000000000
PA
USD
106104.350000000010
0.0355142780
Long
LON
CORP
US
N
2
2026-10-19
Floating
7.084130000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
91116KAB1
64014.070000000000
PA
USD
64069.440000000002
0.0214447372
Long
LON
CORP
US
N
2
2025-10-22
Floating
3.584130000000
N
N
N
N
N
N
WEDDINGWIRE INC
5493008BZQSUX5N9Q439
Knot Worldwide Inc/The
94847DAE1
335000.000000000000
PA
USD
331650.000000000000
0.1110068558
Long
LON
CORP
US
N
2
2026-12-21
Floating
8.378500000000
N
N
N
N
N
N
ABE INVESTMENT HOLDINGS
N/A
Abe Investment Holdings Inc
37427UAJ9
173596.149999999990
PA
USD
173849.600000000010
0.0581893487
Long
LON
CORP
US
N
2
2026-02-19
Floating
4.625000000000
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition Inc
60441EAC4
430100.000000000000
PA
USD
428523.679999999990
0.1434315283
Long
LON
CORP
US
N
2
2026-03-29
Floating
4.834130000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
57705.029999999999
PA
USD
57885.639999999999
0.0193749522
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
8955.760000000000
PA
USD
8983.790000000001
0.0030069721
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
3535.010000000000
PA
USD
3546.080000000000
0.0011869115
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
55229.449999999997
PA
USD
55402.320000000000
0.0185437580
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
5042.320000000000
PA
USD
5058.100000000000
0.0016930010
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
7694.370000000000
PA
USD
7718.450000000000
0.0025834490
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies Inc
60470FAG6
57338.070000000000
PA
USD
57517.540000000001
0.0192517451
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.147250000000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP
73955HAB0
251331.280000000000
PA
USD
243355.280000000000
0.0814536544
Long
LON
CORP
US
N
2
2026-03-11
Floating
4.834130000000
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
491250.000000000000
PA
USD
479845.630000000000
0.1606095422
Long
LON
CORP
US
N
2
2026-06-21
Floating
6.750000000000
N
N
N
N
N
N
SYNCREON GROUP BV
5493002SSXOL85X3XC87
Syncreon Group BV
N/A
90027.649999999994
PA
USD
91040.460000000006
0.0304722304
Long
LON
CORP
NL
N
2
2024-10-01
Floating
6.000000000000
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAL9
486287.750000000000
PA
USD
482640.590000000030
0.1615450456
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.631500000000
N
N
N
N
N
N
DYNASTY ACQUISITION CO I
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc
26812CAE6
63944.919999999998
PA
USD
62681.050000000003
0.0209800280
Long
LON
CORP
US
N
2
2026-04-08
Floating
3.631500000000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO Software Inc
88632NAN0
235000.000000000000
PA
USD
237996.250000000000
0.0796599289
Long
LON
CORP
US
N
2
2028-03-04
Floating
7.340000000000
N
N
N
N
N
N
STANDARD AERO LTD
549300WM2IKMXZ5LGL49
Standard Aero Ltd
26812CAF3
34378.940000000002
PA
USD
33699.440000000002
0.0112795685
Long
LON
CORP
CA
N
2
2026-04-08
Floating
3.631500000000
N
N
N
N
N
N
NEW CONSTELLIS BORROWER
N/A
New Constellis Borrower LLC
64362KAE3
70977.139999999999
PA
USD
53676.459999999999
0.0179660939
Long
LON
CORP
US
N
2
2025-03-27
Floating
12.000000000000
N
N
Y
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
105000.000000000000
PA
USD
111661.200000000000
0.0373742160
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.250000000000
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
34552KAB2
90225.960000000006
PA
USD
90225.960000000006
0.0301996084
Long
LON
CORP
US
N
3
2027-06-30
Floating
9.500000000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAB7
77901.919999999998
PA
USD
35756.980000000003
0.0119682494
Long
LON
CORP
NL
N
2
2025-06-30
Floating
1.086000000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAB7
2202.550000000000
PA
USD
1010.970000000000
0.0003383826
Long
LON
CORP
NL
N
2
2025-06-30
Floating
1.086000000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAC5
6256.770000000000
PA
USD
3754.060000000000
0.0012565246
Long
LON
CORP
NL
N
2
2024-06-30
Floating
3.086000000000
N
N
N
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
203975.000000000000
PA
USD
204739.910000000000
0.0685286708
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.750000000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAT7
468234.719999999970
PA
USD
486879.830000000020
0.1629639653
Long
LON
CORP
LU
N
2
2025-02-28
Floating
2.500000000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAT7
24274.410000000000
PA
USD
25241.020000000000
0.0084484434
Long
LON
CORP
LU
N
2
2025-02-28
Floating
2.500000000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
N/A
249107.670000000010
PA
USD
249827.590000000000
0.0836200068
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.333750000000
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAF7
125000.000000000000
PA
USD
125546.880000000000
0.0420219038
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.750000000000
N
N
N
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
200000.000000000000
PA
USD
202666.000000000000
0.0678345106
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.000000000000
N
N
N
N
N
N
CURIUM BIDCO SARL
213800P2VV9KG6N9L140
Curium Bidco Sarl
N/A
280000.000000000000
PA
USD
284726.400000000020
0.0953010174
Long
LON
CORP
LU
N
2
2028-09-10
Floating
8.500000000000
N
N
N
N
N
N
IVANTI SOFTWARE INC
N/A
Ivanti Software Inc
46583DAB5
289275.000000000000
PA
USD
290608.560000000000
0.0972698403
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.750000000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC
N/A
286157.820000000010
PA
USD
287708.789999999980
0.0962992558
Long
LON
CORP
US
N
2
2027-11-16
Floating
5.250000000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC
N/A
22521.669999999998
PA
USD
22643.730000000000
0.0075791023
Long
LON
CORP
US
N
2
2027-11-16
Floating
5.250000000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC
N/A
13248.049999999999
PA
USD
13319.860000000001
0.0044583018
Long
LON
CORP
US
N
2
2027-11-16
Floating
5.250000000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC
N/A
6624.020000000000
PA
USD
6659.920000000000
0.0022291475
Long
LON
CORP
US
N
2
2027-11-16
Floating
5.250000000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC
N/A
10625.000000000000
PA
USD
10682.590000000000
0.0035755789
Long
LON
CORP
US
N
2
2027-11-16
Floating
5.250000000000
N
N
N
N
N
N
POTTERS BORROWER LP
N/A
Potters Borrower LP
73813HAB2
89775.000000000000
PA
USD
89943.779999999999
0.0301051597
Long
LON
CORP
US
N
2
2027-12-14
Floating
4.750000000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc
76857MAL9
288550.000000000000
PA
USD
259695.000000000000
0.0869227361
Long
LON
CORP
US
N
2
2026-12-31
Floating
7.000000000000
N
N
N
N
N
N
GRAB HOLDINGS INC
N/A
Grab Holdings Inc
N/A
74812.500000000000
PA
USD
75809.750000000000
0.0253743464
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.500000000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38740TAE1
380806.250000000000
PA
USD
381758.270000000020
0.1277786378
Long
LON
CORP
US
N
2
2026-09-30
Floating
4.131500000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38740TAE1
76161.250000000000
PA
USD
76351.649999999994
0.0255557262
Long
LON
CORP
US
N
2
2026-09-30
Floating
4.131500000000
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL
L2000DAD6
237000.000000000000
PA
USD
237444.380000000000
0.0794752120
Long
LON
CORP
LU
N
2
2026-12-12
Floating
4.500000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
110000.000000000000
PA
USD
109816.850000000010
0.0367568920
Long
LON
CORP
US
N
2
2028-02-03
Floating
5.334130000000
N
N
N
N
N
N
ZELIS PAYMENTS BUYER INC
549300U8NGLZN5R1Y309
Zelis Payments Buyer Inc
98932TAD5
157608.000000000000
PA
USD
157150.940000000000
0.0526001259
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.586000000000
N
N
N
N
N
N
ATHENAHEALTH INC
5493004JZ4RQIZBHP241
athenahealth Inc
04685YAM1
362616.190000000000
PA
USD
364111.979999999980
0.1218722330
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.377250000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp
92531HAD9
292498.599999999980
PA
USD
293289.810000000000
0.0981672837
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.084130000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
438814.390000000010
PA
USD
436986.729999999980
0.1462642030
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.881500000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
730000.000000000000
PA
USD
742121.650000000020
0.2483961737
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.250000000000
N
N
N
N
N
N
DG INVESTMENT INTERMEDI
N/A
DG Investment Intermediate Holdings 2 Inc
23344MAF5
280000.000000000000
PA
USD
282100.000000000000
0.0944219328
Long
LON
CORP
US
N
2
2029-03-31
Floating
7.500000000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Co I Sarl
L2968EAE2
224437.500000000000
PA
USD
219995.880000000000
0.0736350096
Long
LON
CORP
LU
N
2
2028-03-25
Floating
5.750000000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
N/A
AAdvantage Loyalty IP Ltd
02376CBJ3
370000.000000000000
PA
USD
383025.849999999980
0.1282029106
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.500000000000
N
N
N
N
N
N
AEGION CORP
549300AG3DVJURRIT691
Aegion Corp
00771PAJ0
240000.000000000000
PA
USD
242100.000000000000
0.0810334985
Long
LON
CORP
US
N
2
2028-05-17
Floating
5.500000000000
N
N
N
N
N
N
AUTOKINITON US HOLDINGS
N/A
Autokiniton US Holdings Inc
05278HAB2
110000.000000000000
PA
USD
110137.500000000000
0.0368642170
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.000000000000
N
N
N
N
N
N
ION TRADING FINANCE LTD
N/A
ION Trading Finance Ltd
N/A
125000.000000000000
PA
USD
125406.880000000000
0.0419750443
Long
LON
CORP
IE
N
2
2028-04-01
Floating
4.916630000000
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
44908XAV0
378000.000000000000
PA
USD
383670.000000000000
0.1284185146
Long
LON
CORP
US
N
2
2025-07-10
Floating
7.000000000000
N
N
N
N
N
N
Rentpath Inc.
N/A
Rentpath Inc., Senior Secured First Lien Term Loan
N/A
27751.599999999999
PA
USD
4023.980000000000
0.0013468698
Long
LON
CORP
US
N
2
2021-12-17
Floating
7.000000000000
N
N
N
N
N
N
ATLAS PURCHASER INC
N/A
Atlas Purchaser Inc
04939JAC0
465000.000000000000
PA
USD
459961.729999999980
0.1539541850
Long
LON
CORP
US
N
2
2028-05-18
Floating
6.000000000000
N
N
N
N
N
N
ORAVEL STAYS SINGAPORE
N/A
Oravel Stays Singapore Pte Ltd
N/A
120000.000000000000
PA
USD
126600.000000000000
0.0423743945
Long
LON
CORP
SG
N
2
2026-06-23
Floating
9.000000000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
67289.720000000001
PA
USD
67345.910000000003
0.0225414073
Long
LON
CORP
CA
N
2
2028-07-23
Floating
5.500000000000
N
N
N
N
N
N
SKILLSOFT FINANCE II INC
N/A
Skillsoft Finance II Inc
83066YAB8
90000.000000000000
PA
USD
90562.500000000000
0.0303122520
Long
LON
CORP
US
N
2
2028-07-16
Floating
5.500000000000
N
N
N
N
N
N
Flynn Canada Ltd
N/A
Flynn Canada Ltd, Senior Secured First Lien Term Loan
N/A
370000.000000000000
PA
USD
358900.000000000000
0.1201277267
Long
LON
CORP
US
N
2
2028-07-21
Floating
5.000000000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
515000.000000000000
PA
USD
515911.549999999990
0.1726811972
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.750000000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAX8
72241.309999999998
PA
USD
62398.430000000000
0.0208854320
Long
LON
CORP
LU
N
2
2026-05-29
Floating
5.147250000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAX8
323.910000000000
PA
USD
279.780000000000
0.0000936454
Long
LON
CORP
LU
N
2
2026-05-29
Floating
5.131500000000
N
N
N
N
N
N
LERETA LLC
549300VK5GMZ4QV5U417
Lereta LLC
N/A
215000.000000000000
PA
USD
215537.500000000000
0.0721427414
Long
LON
CORP
US
N
2
2028-08-06
Floating
6.000000000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
450000.000000000000
PA
USD
448481.250000000000
0.1501115437
Long
LON
CORP
US
N
2
2029-01-15
Floating
5.334130000000
N
N
N
N
N
N
WORLDWIDE EXPRESS INC
N/A
Worldwide Express Inc
N/A
50000.000000000000
PA
USD
49812.500000000000
0.0166727846
Long
LON
CORP
US
N
2
2029-07-26
Floating
7.750000000000
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
Viad Corp
92553BAL7
305000.000000000000
PA
USD
305000.000000000000
0.1020868115
Long
LON
CORP
US
N
2
2028-07-30
Floating
5.500000000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838LAE0
160000.000000000000
PA
USD
161200.000000000000
0.0539553902
Long
LON
CORP
US
N
2
2026-08-10
Floating
7.500000000000
N
N
N
N
N
N
GEON PERFORMANCE SOLUTIO
N/A
Geon Performance Solutions LLC
37254YAB6
155000.000000000000
PA
USD
156307.429999999990
0.0523177939
Long
LON
CORP
US
N
2
2028-08-18
Floating
5.500000000000
N
N
N
N
N
N
EISNER ADVISORY GROUP LL
N/A
Eisner Advisory Group LLC
28259HAC5
277272.729999999980
PA
USD
277965.909999999970
0.0930382080
Long
LON
CORP
US
N
2
2028-08-03
Floating
6.000000000000
N
N
N
N
N
N
EISNER ADVISORY GROUP LL
N/A
Eisner Advisory Group LLC
28259HAD3
27727.270000000000
PA
USD
27796.590000000000
0.0093038205
Long
LON
CORP
US
N
2
2028-08-03
Floating
6.000000000000
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
48853UBH2
505000.000000000000
PA
USD
501843.750000000000
0.1679725518
Long
LON
CORP
US
N
2
2027-09-01
Floating
8.000000000000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
N/A
Pretium PKG Holdings Inc
N/A
310000.000000000000
PA
USD
312325.000000000000
0.1045385685
Long
LON
CORP
US
N
2
2029-09-22
Floating
7.250000000000
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding LP
N/A
95000.000000000000
PA
USD
95119.229999999996
0.0318374390
Long
LON
CORP
US
N
2
2028-09-22
Floating
5.500000000000
N
N
N
N
N
N
JABABEKA INTERNATIONAL
724500597QGV6VFRV064
Jababeka International BV
QZ7176725
200000.000000000000
PA
USD
193706.500000000000
0.0648356687
Long
DBT
CORP
NL
N
2
2023-10-05
Fixed
6.500000000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
AX6134230
400000.000000000000
PA
USD
425232.000000000000
0.1423297673
Long
DBT
CORP
CL
N
2
2079-03-26
Variable
7.125000000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
BP0859119
800000.000000000000
PA
USD
816960.000000000000
0.2734453820
Long
DBT
CORP
CO
N
2
2031-04-16
Variable
7.500000000000
N
N
N
N
N
N
CAMPOSOL SA
5493008B0STMH3JFSW17
Camposol SA
ZP7442269
350000.000000000000
PA
USD
361987.500000000000
0.1211611465
Long
DBT
CORP
PE
N
2
2027-02-03
Fixed
6.000000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
BN5158629
400000.000000000000
PA
USD
396604.000000000000
0.1327476648
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.300000000000
N
N
N
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
ZQ3807125
170360.000000000000
PA
USD
174863.470000000000
0.0585287020
Long
DBT
CORP
CL
N
2
2027-05-14
Fixed
5.500000000000
N
N
N
N
N
N
HUNT OIL CO OF PERU
549300SVO0550J3IKN50
Hunt Oil Co of Peru LLC Sucursal Del Peru
AS7998121
1500000.000000000000
PA
USD
1508520.000000000000
0.5049180224
Long
DBT
CORP
PE
N
2
2028-06-01
Fixed
6.375000000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
BK4385310
250000.000000000000
PA
USD
247587.500000000000
0.0828702244
Long
DBT
CORP
CO
N
2
2031-02-15
Fixed
4.375000000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
AX6867490
800000.000000000000
PA
USD
785756.000000000000
0.2630010644
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.125000000000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL IV
254900LQ197HY24XVH34
Indika Energy Capital IV Pte Ltd
ZO8996365
800000.000000000000
PA
USD
833132.000000000000
0.2788583260
Long
DBT
CORP
SG
N
2
2025-10-22
Fixed
8.250000000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
46728.970000000001
PA
USD
46767.989999999998
0.0156537540
Long
LON
CORP
CA
N
2
2028-07-23
Floating
5.500000000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
85981.309999999998
PA
USD
86053.100000000006
0.0288029069
Long
LON
CORP
CA
N
2
2028-07-23
Floating
5.500000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15134NAF3
610000.000000000000
PA
USD
614748.849999999980
0.2057631146
Long
LON
CORP
US
N
2
2026-07-14
Floating
5.750000000000
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAE5
80000.000000000000
PA
USD
78000.000000000000
0.0261074469
Long
LON
CORP
US
N
2
2028-06-30
Floating
5.500000000000
N
N
N
N
N
N
2021-10-26
DoubleLine Opportunistic Credit Fund
/s/ Winnie Han
DoubleLine Opportunistic Credit Fund
Assistant Treasurer