0001145549-23-070152.txt : 20231124
0001145549-23-070152.hdr.sgml : 20231124
20231124161827
ACCESSION NUMBER: 0001145549-23-070152
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231124
DATE AS OF CHANGE: 20231124
PERIOD START: 20230930
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: 231436934
BUSINESS ADDRESS:
STREET 1: C/O DOUBLELINE CAPITAL LP
STREET 2: 2002 N. TAMPA ST., SUITE 200
CITY: TAMPA
STATE: FL
ZIP: 33602
BUSINESS PHONE: (813) 791-7333
MAIL ADDRESS:
STREET 1: C/O DOUBLELINE CAPITAL LP
STREET 2: 2002 N. TAMPA ST., SUITE 200
CITY: TAMPA
STATE: FL
ZIP: 33602
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
2002 North Tampa Street
Suite 200
Tampa
33602
813-791-7333
DoubleLine Opportunistic Credit Fund
5493003RT2VL4QLFXN55
2023-09-30
2023-09-30
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0.000000000000
0.000000000000
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N/A
N/A
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAJ1
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PA
USD
1853990.000000000000
0.7855950926
Long
ABS-CBDO
CORP
US
N
2
2036-09-14
Floating
8.096680000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAL0
2500000.000000000000
PA
USD
1116305.250000000000
0.4730143777
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
10.447480000000
N
N
N
N
N
N
Atrium CDO Corp
549300UTF8S11AHH4P70
Atrium IX
04964KAU5
1000000.000000000000
PA
USD
983725.700000000000
0.4168361654
Long
ABS-CBDO
CORP
US
N
2
2030-05-28
Floating
9.249510000000
N
N
N
N
N
N
Bain Capital Credit CLO Limite
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Bain Capital Credit Clo 2019-3 Ltd
05683TAW9
500000.000000000000
PA
USD
494535.850000000000
0.2095507186
Long
ABS-CBDO
CORP
US
N
2
2034-10-21
Floating
8.695130000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
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Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
200000.000000000000
PA
USD
157050.000000000000
0.0665471277
Long
DBT
CORP
MX
N
2
2032-01-24
Variable
6.625000000000
N
N
N
N
N
N
Babson CLO Ltd
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Barings CLO Ltd 2017-I
06760BAL6
1000000.000000000000
PA
USD
998834.800000000000
0.4232383762
Long
ABS-CBDO
CORP
US
N
2
2029-07-18
Floating
9.171500000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Barings CLO Ltd 2018-III
06760PAJ0
500000.000000000000
PA
USD
493298.400000000000
0.2090263713
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
8.487750000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAW0
1000000.000000000000
PA
USD
927915.800000000000
0.3931877188
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
8.507180000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust
12593AAG0
27394000.000000000000
PA
USD
445653.810000000000
0.1888378287
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
1.208933000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
66376169.650000000000
PA
USD
555555.260000000000
0.2354066019
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
.779985000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380CC6
146353.220000000000
PA
USD
111582.550000000000
0.0472811092
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd
13875LAU2
1700000.000000000000
PA
USD
1601102.840000000000
0.6784386829
Long
ABS-CBDO
CORP
US
N
2
2031-01-30
Floating
8.380730000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-1 LTD
14317LAA0
1000000.000000000000
PA
USD
949452.300000000000
0.4023134254
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.569570000000
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake VIII Ltd
14919GAG0
500000.000000000000
PA
USD
485673.650000000000
0.2057955199
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
8.215130000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
3633957.330000000000
PA
USD
41021.930000000000
0.0173823089
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.450714000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254W0PC3
1709878.880000000000
PA
USD
902345.660000000000
0.3823528295
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.000000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
250000.000000000000
PA
USD
159553.750000000000
0.0676080470
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.875000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1P25
599348.540000000000
PA
USD
39634.200000000000
0.0167942831
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
.570570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A3KT7
803216.460000000000
PA
USD
481925.860000000000
0.2042074610
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396LL32
89181.220000000000
PA
USD
5867.670000000000
0.0024863202
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
1.220570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QCR8
112241.200000000000
PA
USD
6185.130000000000
0.0026208382
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
.520570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QFB0
89187.800000000000
PA
USD
4618.820000000000
0.0019571423
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
.670570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VE46
100013.030000000000
PA
USD
3956.930000000000
0.0016766783
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
.670570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396W3B0
3094653.300000000000
PA
USD
215884.560000000000
0.0914772199
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
1.110570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WK96
73961.700000000000
PA
USD
4041.100000000000
0.0017123438
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
1.220570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397H6T0
1867538.920000000000
PA
USD
142997.460000000000
0.0605926153
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
.982240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JYF5
42642.270000000000
PA
USD
2098.240000000000
0.0008890917
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
1.122240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397RVH6
106915.200000000000
PA
USD
3937.790000000000
0.0016685681
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Floating
.222240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FJ36
285994.240000000000
PA
USD
20863.820000000000
0.0088406704
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
.570570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GRB7
83758.330000000000
PA
USD
6158.760000000000
0.0026096644
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
.820570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MQW9
535297.800000000000
PA
USD
17709.850000000000
0.0075042321
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Floating
.000100000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGS2
2000000.000000000000
PA
USD
1961000.600000000000
0.8309389198
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
10.764950000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
1304000.000000000000
PA
USD
876955.910000000000
0.3715943771
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.661787000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAQ9
1000000.000000000000
PA
USD
923840.600000000000
0.3914609257
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
10.446680000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
2000000.000000000000
PA
USD
1800376.200000000000
0.7628772040
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
11.969570000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376JKP8
369478.960000000000
PA
USD
21794.790000000000
0.0092351523
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Floating
.904950000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FN70
7243044.920000000000
PA
USD
627924.910000000000
0.2660719463
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
.760680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WPV5
23156312.360000000000
PA
USD
301448.870000000000
0.1277335654
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JZ41
6411984.070000000000
PA
USD
1076723.450000000000
0.4562422982
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
38382MF61
27757621.000000000000
PA
USD
3564611.480000000000
1.5104403398
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382P2Y7
8834639.140000000000
PA
USD
57622.170000000000
0.0244163636
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QJ68
14265906.740000000000
PA
USD
60097.990000000000
0.0254654480
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Floating
.000100000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
3000000.000000000000
PA
USD
2953133.700000000000
1.2513375705
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.577480000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
1000000.000000000000
PA
USD
815852.900000000000
0.3457030699
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Floating
10.519570000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAD6
775000.000000000000
PA
USD
767953.620000000000
0.3254066069
Long
ABS-CBDO
CORP
US
N
2
2030-01-20
Floating
8.887750000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAL1
1938200.000000000000
PA
USD
1314040.290000000000
0.5568010632
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
1662542.800000000000
0.7044727668
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.128546000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABL6
925000.000000000000
PA
USD
841927.420000000000
0.3567516812
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.628546000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAG0
20920000.000000000000
PA
USD
112921.980000000000
0.0478486687
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
.427093000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAU1
1175000.000000000000
PA
USD
251263.530000000000
0.1064684255
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.766973000000
N
N
N
N
N
N
JPMorgan US Government Money M
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2270
2125582.740000000000
NS
USD
2125582.740000000000
0.9006776570
Long
STIV
RF
US
N
1
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-10
52522QAA0
215001.860000000000
PA
USD
200688.480000000000
0.0850381529
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIV Ltd
55820HAE4
1000000.000000000000
PA
USD
995375.900000000000
0.4217727292
Long
ABS-CBDO
CORP
US
N
2
2032-04-25
Floating
12.262820000000
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
452644.550000000000
0.1918000297
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.000000000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300MQ9W5DWZ8QX450
Octagon Investment Partners XXII Ltd
67572YBU5
1000000.000000000000
PA
USD
982822.400000000000
0.4164534082
Long
ABS-CBDO
CORP
US
N
2
2030-01-22
Floating
7.507180000000
N
N
N
N
N
N
ABM INVESTAMA TBK PT
254900NA4NGP8BT2KH46
ABM Investama Tbk PT
69379AAB1
200000.000000000000
PA
USD
182024.600000000000
0.0771296676
Long
DBT
CORP
ID
N
2
2026-08-05
Fixed
9.500000000000
N
N
N
N
N
N
KAWASAN INDUSTRI JABABEK
254900JFBW45600V8I61
Kawasan Industri Jababeka Tbk PT
74390MAA2
140000.000000000000
PA
USD
98629.920000000000
0.0417926640
Long
SN
CORP
ID
N
2
2027-12-15
Variable
7.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAA4
635838.830000000000
PA
USD
448634.840000000000
0.1901009869
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.764200000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
400000.000000000000
PA
USD
318578.480000000000
0.1349919312
Long
DBT
CORP
CO
N
2
2028-06-15
Fixed
6.000000000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAJ3
376151.220000000000
PA
USD
247444.500000000000
0.1048501798
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
7.260000000000
N
N
N
N
N
N
Willis Engine Securitization T
N/A
Willis Engine Structured Trust VI
97064GAC7
703550.900000000000
PA
USD
566074.940000000000
0.2398641281
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
958309.600000000000
0.4060665478
Long
ABS-CBDO
CORP
US
N
2
2033-07-20
Floating
8.937750000000
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
Unigel Luxembourg SA
ZR8332143
400000.000000000000
PA
USD
135000.000000000000
0.0572038347
Long
DBT
CORP
BR
N
2
2026-10-01
Fixed
8.750000000000
N
Y
N
N
N
N
AVENTIV TECHNOLOGIES LLC
549300EBCNNXVCJ2FW66
Aventiv Technologies LLC
78410QAB8
76100.800000000003
PA
USD
68770.770000000004
0.0291403834
Long
LON
CORP
US
N
2
2024-11-01
Floating
10.231000000000
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
31491.139999999999
PA
USD
25448.779999999999
0.0107834652
Long
LON
CORP
US
N
2
2025-10-15
Floating
9.821350000000
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
34552KAB2
88034.199999999997
PA
USD
88034.199999999997
0.0373029172
Long
LON
CORP
US
N
3
2027-06-30
Floating
13.341870000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
110000.000000000000
PA
USD
99491.149999999994
0.0421575948
Long
LON
CORP
US
N
2
2028-02-03
Floating
10.695540000000
N
N
N
N
N
N
FLYNN AMERICA LP
254900LBNMCVT9S9EC07
Flynn America LP
N/A
178062.500000000000
PA
USD
169159.380000000000
0.0716782608
Long
LON
CORP
US
N
2
2028-07-29
Floating
9.945540000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
66877AAD0
246495.350000000010
PA
USD
246018.380000000000
0.1042458870
Long
LON
CORP
US
N
2
2029-09-12
Floating
7.431060000000
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAC0
336556.669999999980
PA
USD
338088.000000000000
0.1432587412
Long
LON
CORP
US
N
2
2026-08-25
Floating
12.193810000000
N
N
N
N
N
N
ASTRA ACQUISTION CORP
N/A
Astra Acquisition Corp
04629UAH9
180703.700000000010
PA
USD
136521.649999999990
0.0578486067
Long
LON
CORP
US
N
2
2028-10-25
Floating
10.695540000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
04349HAM6
230000.000000000000
PA
USD
198853.399999999990
0.0842605705
Long
LON
CORP
US
N
2
2029-12-10
Floating
11.181060000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAJ0
90000.000000000000
PA
USD
90088.199999999997
0.0381732630
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.618360000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
230000.000000000000
PA
USD
175892.500000000000
0.0745313000
Long
LON
CORP
US
N
2
2027-02-02
Floating
10.568650000000
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
26972CAC6
43736.209999999999
PA
USD
42624.660000000003
0.0180614371
Long
LON
CORP
US
N
2
2029-04-01
Floating
9.491870000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAH7
125764.020000000000
PA
USD
125864.000000000000
0.0533326182
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.159430000000
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
48853UBL3
205000.000000000000
PA
USD
205256.250000000000
0.0869736637
Long
LON
CORP
US
N
2
2026-03-24
Floating
9.726620000000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N2820EAH1
141935.489999999990
PA
USD
136258.070000000010
0.0577369194
Long
LON
CORP
US
N
2
2028-02-07
Floating
9.278960000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
BK4385310
450000.000000000000
PA
USD
345501.500000000000
0.1464000792
Long
DBT
CORP
CO
N
2
2031-02-15
Fixed
4.375000000000
N
N
N
N
N
N
ADANI TRANS STEP-ONE LTD
335800Z8CGS7O7D72N41
Adani Transmission Step-One Ltd
ZQ5578609
326000.000000000000
PA
USD
244579.950000000000
0.1036363780
Long
DBT
CORP
IN
N
2
2036-05-21
Fixed
4.250000000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAG7
2215977.070000000000
PA
USD
27256.520000000000
0.0115494627
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.750000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAC9
26400000.000000000000
PA
USD
157634.400000000000
0.0667947567
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.397828000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEK5
619275.900000000000
PA
USD
471756.830000000000
0.1998985165
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
6.534200000000
N
N
N
N
N
N
Carbon Capital VI Commercial M
N/A
Carbon Capital VI Commercial Mortgage 2019-FL2 Trust
140817AC1
516671.450000000000
PA
USD
447961.170000000000
0.1898155313
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
8.296480000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
2996000.000000000000
PA
USD
3028648.010000000000
1.2833354083
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.314950000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAQ2
1000000.000000000000
PA
USD
411693.900000000000
0.1744479245
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.703780000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5FL5
152844.650000000000
PA
USD
8909.880000000000
0.0037754022
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
.570570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDQ43
5140214.820000000000
PA
USD
705281.170000000000
0.2988502775
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A3MT3
1840422.060000000000
PA
USD
135009.310000000000
0.0572077796
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
.572240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BRJ97
184672.670000000000
PA
USD
2534.610000000000
0.0010739956
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396P3F6
144140.860000000000
PA
USD
6578.230000000000
0.0027874073
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.050570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PBJ9
2441609.880000000000
PA
USD
205356.240000000000
0.0870160326
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
1.310570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397CB57
684538.570000000000
PA
USD
47326.400000000000
0.0200537153
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
1.272240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NKA2
509118.470000000000
PA
USD
27786.920000000000
0.0117742102
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
1.170570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397T3F7
1685028.800000000000
PA
USD
102119.990000000000
0.0432715187
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Floating
.552240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GZC6
100288.890000000000
PA
USD
1286.820000000000
0.0005452670
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
.000100000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MBV7
113547.840000000000
PA
USD
2041.290000000000
0.0008649601
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
.000100000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NPE8
92236.950000000000
PA
USD
6254.830000000000
0.0026503723
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
1.170570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398PZ93
723236.310000000000
PA
USD
31647.300000000000
0.0134099772
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
.240570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SPQ0
95635.370000000000
PA
USD
383.620000000000
0.0001625521
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Floating
1.220570000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
500000.000000000000
PA
USD
495109.550000000000
0.2097938138
Long
ABS-CBDO
CORP
US
N
2
2030-04-20
Floating
8.437750000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378C3H8
5930319.640000000000
PA
USD
602881.040000000000
0.2554600545
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Floating
1.210680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HD64
7117488.390000000000
PA
USD
176442.540000000000
0.0747643696
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UEZ0
8763669.580000000000
PA
USD
1358286.410000000000
0.5755495650
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHF7
3773259.040000000000
PA
USD
18450.100000000000
0.0078178998
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
.000100000000
N
N
N
N
N
N
HPS Investment Partners
N/A
Highbridge Loan Management 2013-2 Ltd
44330DAL4
1000000.000000000000
PA
USD
960564.600000000000
0.4070220637
Long
ABS-CBDO
CORP
US
N
2
2029-10-20
Floating
8.487750000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL6 Ltd
55283TAG3
1352581.000000000000
PA
USD
1305654.550000000000
0.5532477559
Long
ABS-CBDO
CORP
US
N
2
2036-07-16
Floating
7.295050000000
N
N
N
N
N
N
NYT Mortgage Trust
N/A
BF 2019-NYT Mortgage Trust
62954PAQ3
1012000.000000000000
PA
USD
487654.460000000000
0.2066348527
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
8.380000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AQ5
500000.000000000000
PA
USD
460125.150000000000
0.1949698002
Long
ABS-CBDO
CORP
US
N
2
2030-03-17
Floating
8.887750000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675921AC4
2000000.000000000000
PA
USD
532358.000000000000
0.2255771780
Long
ABS-CBDO
CORP
US
N
3
2030-03-17
Variable
.000000000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAE3
155000.000000000000
PA
USD
17437.500000000000
0.0073888286
Long
LON
CORP
US
N
2
2026-11-30
Floating
14.260990000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
78750.000000000000
PA
USD
81935.830000000002
0.0347188420
Long
LON
CORP
US
N
2
2027-06-20
Floating
10.797850000000
N
N
N
N
N
N
GIP II BLUE HOLDING LP
N/A
GIP II Blue Holding LP
31575AAB3
57559.400000000001
PA
USD
57823.309999999998
0.0245015931
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.945540000000
N
N
N
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
60662WAU6
205000.000000000000
PA
USD
189401.549999999990
0.0802555182
Long
LON
CORP
US
N
2
2029-10-15
Floating
11.945540000000
N
N
N
N
N
N
CIRCOR INTERNATIONAL INC
5493007701O01N3FQM69
CIRCOR International Inc
N/A
7259.430000000000
PA
USD
7275.070000000000
0.0030826808
Long
LON
CORP
US
N
2
2028-12-20
Floating
10.693000000000
N
N
N
N
N
N
PAR PETROLEUM LLC
984500CCF05C2FB39F45
Par Petroleum LLC
69889PAD7
369075.000000000000
PA
USD
369150.659999999970
0.1564209877
Long
LON
CORP
US
N
2
2030-02-28
Floating
9.772450000000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N2820EAG3
67164.490000000005
PA
USD
67311.580000000002
0.0285220777
Long
LON
CORP
US
N
2
2025-02-05
Floating
9.414480000000
N
N
N
N
N
N
Allegany Park CLO, Ltd.
549300D5KL0IVFLIND32
Allegany Park CLO Ltd
01714PAJ8
1000000.000000000000
PA
USD
940229.100000000000
0.3984052594
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Floating
11.726140000000
N
N
N
N
N
N
Babson CLO Ltd
549300E3PEQVSTJ5DD11
Barings CLO Ltd 2019-I
06759KAE5
1500000.000000000000
PA
USD
1430122.950000000000
0.6059890136
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
12.429570000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAF9
1288300.000000000000
PA
USD
165063.440000000000
0.0699426795
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Fixed
3.750000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
269000.000000000000
PA
USD
226872.740000000000
0.0961332646
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.566467000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAN9
182000.000000000000
PA
USD
69776.560000000000
0.0295665689
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
2.850000000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAN9
1000000.000000000000
PA
USD
472164.900000000000
0.2000714288
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.703780000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF56 Mortgage Trust
30307QAE9
738435.630000000000
PA
USD
638144.030000000000
0.2704021156
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
11.225830000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATTW4
4009380.080000000000
PA
USD
332558.430000000000
0.1409156849
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
.570570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B7AC3
1630967.240000000000
PA
USD
95524.940000000000
0.0404769843
Long
ABS-MBS
USGSE
US
N
2
2054-01-15
Floating
.472240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PWM9
1259281.300000000000
PA
USD
83536.060000000000
0.0353969109
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.270570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YGE6
357385.500000000000
PA
USD
24138.960000000000
0.0102284524
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
.820570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397FRQ7
225924.030000000000
PA
USD
11216.990000000000
0.0047529988
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
.672240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JZU1
1393429.100000000000
PA
USD
76891.930000000000
0.0325815797
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
.712240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397LNZ8
1425890.000000000000
PA
USD
64394.620000000000
0.0272860681
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
.470570000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
1744000.000000000000
PA
USD
1497179.700000000000
0.6344031117
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.452061000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377V2C9
652739.410000000000
PA
USD
35155.760000000000
0.0148966243
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378D3K9
462041.470000000000
PA
USD
82603.820000000000
0.0350018909
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
38379BCR7
3736255.270000000000
PA
USD
288173.260000000000
0.1221082632
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Floating
.110680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QXV9
9877969.870000000000
PA
USD
522723.400000000000
0.2214946886
Long
ABS-MBS
USGA
US
N
2
2071-02-01
Variable
1.065710000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
16358000.000000000000
PA
USD
131977.980000000000
0.0559233078
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.500000000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAQ9
150000.000000000000
PA
USD
99818.660000000000
0.0422963713
Long
DBT
CORP
BR
N
2
2052-02-02
Fixed
4.375000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAL6
8244971.000000000000
PA
USD
239.930000000000
0.0001016660
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
.787307000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200GAA5
2500000.000000000000
PA
USD
1837255.000000000000
0.7785039357
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
10.887750000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-B Asset Securitization Trust
52606WAB4
1000000.000000000000
PA
USD
965688.800000000000
0.4091933518
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
5.990000000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818TAG7
850000.000000000000
PA
USD
782071.060000000000
0.3313886196
Long
ABS-CBDO
CORP
US
N
2
2030-10-22
Floating
11.407180000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAS8
1500000.000000000000
PA
USD
1462218.150000000000
0.6195887803
Long
ABS-CBDO
CORP
US
N
2
2035-04-15
Floating
8.357960000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAC0
23293000.000000000000
PA
USD
358896.210000000000
0.1520758479
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.216399000000
N
N
N
N
N
N
ARIS MINING CORP
5493001GJ5TILX6L1F82
Aris Mining Corp
BQ8778152
200000.000000000000
PA
USD
160104.000000000000
0.0678412056
Long
DBT
CORP
CO
N
2
2026-08-09
Fixed
6.875000000000
N
N
N
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC/The
27943TAB5
535000.000000000000
PA
USD
534331.250000000000
0.2264133074
Long
LON
CORP
US
N
2
2026-07-20
Floating
12.195540000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18452RAD7
323.000000000000
PA
USD
314.450000000000
0.0001332426
Long
LON
CORP
US
N
2
2026-08-23
Floating
8.933130000000
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAL9
476438.870000000000
PA
USD
470738.280000000030
0.1994669241
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.945540000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAC5
6256.770000000000
PA
USD
4536.160000000000
0.0019221166
Long
LON
CORP
NL
N
2
2024-06-30
Floating
8.445540000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
N/A
AAdvantage Loyalty IP Ltd
02376CBJ3
351500.000000000000
PA
USD
362726.909999999970
0.1536990385
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.337750000000
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores LLC
47759DAE5
78400.000000000000
PA
USD
26264.000000000000
0.0111289001
Long
LON
CORP
US
N
2
2028-06-30
Floating
10.362250000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
N/A
480000.000000000000
PA
USD
477000.000000000000
0.2021202159
Long
LON
CORP
US
N
2
2030-02-16
Floating
8.931060000000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N2820EAG3
8936.320000000000
PA
USD
8955.889999999999
0.0037948982
Long
LON
CORP
US
N
2
2025-02-05
Floating
9.414480000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund XIV
04942CAL0
1700000.000000000000
PA
USD
1568428.840000000000
0.6645936600
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Floating
9.487750000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAC6
5843520.000000000000
PA
USD
407793.550000000000
0.1727952209
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
1.500000000000
N
N
N
N
N
N
Babson CLO Ltd
5493000D71NBEM2WZE67
Barings CLO Ltd 2018-III
06760RAA5
1000000.000000000000
PA
USD
912800.100000000000
0.3867827114
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Floating
11.337750000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAY7
13172603.500000000000
PA
USD
239065.630000000000
0.1012997836
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
.679319000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
250000.000000000000
PA
USD
150557.030000000000
0.0637958478
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.990000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-9
126380AB0
326023.860000000000
PA
USD
273165.480000000000
0.1157489849
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 2021-B33
12658WAC3
1232000.000000000000
PA
USD
878975.700000000000
0.3724502270
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Fixed
3.167100000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876HAA4
1000000.000000000000
PA
USD
885125.100000000000
0.3750559252
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
11.819570000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAJ8
3000000.000000000000
PA
USD
3033054.900000000000
1.2852027491
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
11.314950000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO Ltd
25211AAL3
500000.000000000000
PA
USD
492087.550000000000
0.2085132953
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Floating
8.419570000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1750000.000000000000
PA
USD
1450449.530000000000
0.6146020382
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
11.119570000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ARO9JRDQL4OE07
Dryden 38 Senior Loan Fund
26251EAG5
1200000.000000000000
PA
USD
986869.560000000000
0.4181683199
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
11.169570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6M68
1443425.630000000000
PA
USD
104844.950000000000
0.0444261718
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
.570570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6EB4
748619.600000000000
PA
USD
44560.230000000000
0.0188816002
Long
ABS-MBS
USGSE
US
N
2
2041-02-15
Floating
.422240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AJE75
1444050.880000000000
PA
USD
81672.920000000000
0.0346074386
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Floating
.522240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYVB9
12558602.350000000000
PA
USD
36962.480000000000
0.0156621896
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Floating
.000100000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137GALT2
5210062.800000000000
PA
USD
348718.360000000000
0.1477631661
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Floating
.622240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H0RN0
10188821.410000000000
PA
USD
34296.590000000000
0.0145325664
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Floating
.000100000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394EWV6
39579.040000000000
PA
USD
1683.730000000000
0.0007134505
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
1.320570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397GRY8
2634958.890000000000
PA
USD
210725.300000000000
0.0892910758
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
1.332240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397H6A1
2248882.810000000000
PA
USD
143903.090000000000
0.0609763598
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
1.332240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397KY70
522382.180000000000
PA
USD
27405.630000000000
0.0116126454
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
1.022240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397MKE6
629621.550000000000
PA
USD
31307.490000000000
0.0132659888
Long
ABS-MBS
USGSE
US
N
2
2038-08-25
Floating
.670570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PTU4
2396491.650000000000
PA
USD
148016.670000000000
0.0627194157
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
.572240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FD81
4100100.300000000000
PA
USD
264041.950000000000
0.1118830523
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
1.170570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FTP6
480115.900000000000
PA
USD
30402.480000000000
0.0128825070
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
.720570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MWH5
159162.120000000000
PA
USD
7354.960000000000
0.0031165327
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
.000100000000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AR1
583000.000000000000
PA
USD
445711.840000000000
0.1888624179
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
6.618082000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
3000000.000000000000
PA
USD
3094147.500000000000
1.3110896454
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
12.814950000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
1200000.000000000000
PA
USD
1173830.880000000000
0.4973898343
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
7.114950000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LBE5
3000000.000000000000
PA
USD
3318956.400000000000
1.4063483947
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
13.029430000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VE44
390581.920000000000
PA
USD
20555.660000000000
0.0087100932
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WVM3
836373.640000000000
PA
USD
45931.970000000000
0.0194628505
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Floating
.010680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AL24
2586546.030000000000
PA
USD
201703.770000000000
0.0854683638
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Floating
.760680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XQ75
8315259.100000000000
PA
USD
212494.780000000000
0.0900408613
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JYJ9
10040930.470000000000
PA
USD
1365444.040000000000
0.5785824826
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LD24
3074827.980000000000
PA
USD
314442.060000000000
0.1332391972
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
.860680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382Q3U2
8161123.130000000000
PA
USD
906288.640000000000
0.3840235967
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RK56
15348856.960000000000
PA
USD
365405.630000000000
0.1548340982
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RPN2
36269315.280000000000
PA
USD
161619.700000000000
0.0684834563
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VET2
15379835.360000000000
PA
USD
76362.420000000000
0.0323572093
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WSF5
4324709.750000000000
PA
USD
714384.530000000000
0.3027076635
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FRZ8
14371017.390000000000
PA
USD
134427.930000000000
0.0569614303
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FSB0
10913311.940000000000
PA
USD
120125.010000000000
0.0509008238
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383MQQ4
16343605.250000000000
PA
USD
169744.680000000000
0.0719262712
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Floating
.000100000000
N
N
N
N
N
N
JP Morgan ReRemic
N/A
JP Morgan Resecuritization Trust Series 2011-1
46635NAX3
1045522.690000000000
PA
USD
772425.160000000000
0.3273013420
Long
ABS-MBS
CORP
US
N
3
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
1390546.400000000000
0.5892191586
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
5.709866000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2016-4
50219QAY0
2876564.360000000000
PA
USD
46470.610000000000
0.0196910896
Long
ABS-MBS
CORP
US
N
2
2049-03-10
Variable
1.837430000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAS5
1000000.000000000000
PA
USD
979893.100000000000
0.4152121697
Long
ABS-CBDO
CORP
US
N
2
2029-10-18
Floating
8.421500000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590UAQ1
4000000.000000000000
PA
USD
3657933.200000000000
1.5499837490
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
12.630760000000
N
N
N
N
N
N
Octagon Investment Partners 29
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591KAE9
2000000.000000000000
PA
USD
1836810.400000000000
0.7783155444
Long
ABS-CBDO
CORP
US
N
2
2033-01-24
Floating
12.857180000000
N
N
N
N
N
N
Octagon Investment Partners 35
549300EBYXJ9QVMC7X31
OCTAGON INVESTMENT PARTNERS 35 LTD
67591RAA2
1500000.000000000000
PA
USD
1235533.200000000000
0.5235350884
Long
ABS-CBDO
CORP
US
N
2
2031-01-20
Floating
10.787750000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS7 Trust
748940AC7
1285840.730000000000
PA
USD
972772.070000000000
0.4121947607
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 2005-QS14 Trust
761118JJ8
517228.960000000000
PA
USD
441094.770000000000
0.1869060171
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD 2019-FL1 Ltd
78485WAG4
305000.000000000000
PA
USD
281835.560000000000
0.1194227762
Long
ABS-CBDO
CORP
US
N
2
2038-07-15
Floating
7.396680000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIII
83614BAW9
2500000.000000000000
PA
USD
2360889.250000000000
1.0003845807
Long
ABS-CBDO
CORP
US
N
2
2034-07-15
Floating
8.869570000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
350000.000000000000
PA
USD
233749.250000000000
0.0990470627
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.650000000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88323AAH5
200000.000000000000
PA
USD
120971.490000000000
0.0512595046
Long
DBT
CORP
TH
N
2
2050-06-18
Fixed
3.750000000000
N
N
N
N
N
N
Wind River CLO Ltd
254900ZK5ODN8CA7YX85
Wind River 2014-3 CLO Ltd
88432DBL7
1000000.000000000000
PA
USD
893275.700000000000
0.3785095962
Long
ABS-CBDO
CORP
US
N
2
2031-10-22
Floating
9.007180000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAL6
2250000.000000000000
PA
USD
2212706.480000000000
0.9375947831
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Floating
9.737750000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIV LLC
92873AAB4
5000000.000000000000
PA
USD
3831618.500000000000
1.6235797874
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
4.948700000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAF1
3125820.250000000000
PA
USD
1109339.850000000000
0.4700629141
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.159626000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBM3
1000000.000000000000
PA
USD
812348.500000000000
0.3442181431
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
4.575391000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAV4
46637788.910000000000
PA
USD
1006741.970000000000
0.4265888981
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
.738005000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA
BN0026623
500000.000000000000
PA
USD
350284.850000000000
0.1484269382
Long
DBT
CORP
CO
N
2
2030-12-30
Fixed
5.375000000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
EJ5310291
200000.000000000000
PA
USD
185023.920000000000
0.0784005758
Long
DBT
CORP
BR
N
2
2024-04-15
Variable
6.250000000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
BN5536097
200000.000000000000
PA
USD
148498.740000000000
0.0629236843
Long
DBT
CORP
BR
N
2
2031-01-29
Fixed
3.950000000000
N
N
N
N
N
N
POLAR US BORROWER LLC
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
26913.680000000000
PA
USD
21749.619999999999
0.0092160124
Long
LON
CORP
US
N
2
2025-10-15
Floating
10.151090000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18452RAD7
124031.000000000000
PA
USD
120749.140000000000
0.0511652877
Long
LON
CORP
US
N
2
2026-08-23
Floating
9.130730000000
N
N
N
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
199875.000000000000
PA
USD
195502.730000000010
0.0828407841
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.341870000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAT7
462661.049999999990
PA
USD
440990.000000000000
0.1868616227
Long
LON
CORP
LU
N
2
2025-02-28
Floating
6.931060000000
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAF7
125000.000000000000
PA
USD
118750.000000000000
0.0503181879
Long
LON
CORP
US
N
2
2028-10-05
Floating
13.181060000000
N
N
N
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
200000.000000000000
PA
USD
191500.000000000000
0.0811446989
Long
LON
CORP
US
N
2
2028-12-01
Floating
12.156290000000
N
N
N
N
N
N
ACURIS FINANCE US INC
213800PHEXJH1L7ZN896
Acuris Finance US Inc
00510DAB0
120000.000000000000
PA
USD
118680.000000000000
0.0502885267
Long
LON
CORP
US
N
2
2028-02-16
Floating
9.391870000000
N
N
N
N
N
N
DG INVESTMENT INTERMEDI
N/A
DG Investment Intermediate Holdings 2 Inc
23344MAF5
280000.000000000000
PA
USD
248850.000000000000
0.1054457353
Long
LON
CORP
US
N
2
2029-03-31
Floating
12.195540000000
N
N
N
N
N
N
RENTPATH STUB T/L (CURRENT FACE)
N/A
RENTPATH STUB T/L (CURRENT FACE)
N/A
21563.800000000000
PA
USD
323.460000000000
0.0001370604
Long
LON
CORP
US
N
2
2024-04-25
Floating
7.000000000000
N
N
N
N
N
N
ORAVEL STAYS SINGAPORE
N/A
Oravel Stays Singapore Pte Ltd
N/A
117600.000000000000
PA
USD
101919.800000000000
0.0431866918
Long
LON
CORP
SG
N
2
2026-06-23
Floating
13.907740000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
88245.210000000006
PA
USD
83115.949999999997
0.0352188968
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.195540000000
N
N
N
N
N
N
WWEX UNI TOPCO HOLDINGS
254900XFGYPZZSG8I385
WWEX Uni Topco Holdings LLC
00435UAE8
50000.000000000000
PA
USD
42625.000000000000
0.0180615811
Long
LON
CORP
US
N
2
2029-07-26
Floating
12.503480000000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
254900S6SXME9YWLU075
Pretium PKG Holdings Inc
74142KAH2
155000.000000000000
PA
USD
49710.820000000000
0.0210640706
Long
LON
CORP
US
N
2
2029-10-01
Floating
12.280350000000
N
N
N
N
N
N
AMERICAN TIRE DISTRIBUTORS
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Inc
03021BAL8
424625.000000000000
PA
USD
373160.450000000010
0.1581200644
Long
LON
CORP
US
N
2
2028-10-22
Floating
11.812700000000
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC
40227UAC0
188558.429999999990
PA
USD
189416.370000000000
0.0802617979
Long
LON
CORP
US
N
2
2026-08-25
Floating
12.631090000000
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
12409.049999999999
PA
USD
4302.840000000000
0.0018232515
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.250000000000
N
N
N
N
N
N
FINTHRIVE SOFTWARE INTER
25490077VXHBSKJ52J14
FinThrive Software Intermediate Holdings Inc
58404KAK1
235000.000000000000
PA
USD
150620.899999999990
0.0638229116
Long
LON
CORP
US
N
2
2029-12-17
Floating
12.195540000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn Entertainment Inc
70757DAZ2
527336.680000000050
PA
USD
527336.680000000050
0.2234494835
Long
LON
CORP
US
N
2
2029-05-03
Floating
8.181060000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAH7
53335.980000000003
PA
USD
53378.379999999997
0.0226181335
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.159430000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
68163YAE5
415000.000000000000
PA
USD
415259.380000000000
0.1759587328
Long
LON
CORP
US
N
2
2028-11-09
Floating
10.268360000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
BP0665714
400000.000000000000
PA
USD
271000.000000000000
0.1148314015
Long
DBT
CORP
CO
N
2
2031-04-22
Variable
6.650000000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
ZO5145958
250000.000000000000
PA
USD
167794.900000000000
0.0711000868
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.750000000000
N
N
N
N
N
N
RIVERBED CLASS B-1 PARTNERSHIP UNITS
N/A
RIVERBED CLASS B-1 PARTNERSHIP UNITS
N/A
2528.060000000000
NS
USD
328.650000000000
0.0001392596
Long
EC
CORP
US
N
3
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
BQ6517206
200000.000000000000
PA
USD
132479.020000000000
0.0561356145
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5.000000000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EBB3
72653991.460000000000
PA
USD
880130.450000000000
0.3729395317
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
.482119000000
N
N
N
N
N
N
BSST Mortgage Trust
N/A
Beast 2021-1818 Mortgage Trust
07403PAS1
1000000.000000000000
PA
USD
608317.800000000000
0.2577637843
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
11.447480000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd
14310BAS0
2000000.000000000000
PA
USD
1981345.000000000000
0.8395594953
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Floating
8.980760000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
1274466.700000000000
PA
USD
495234.690000000000
0.2098468396
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAM2
1655868.130000000000
PA
USD
165919.150000000000
0.0703052713
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
1.665800000000
N
N
N
N
N
N
RR Ltd
549300KSO6EE9C4GF767
RR 6 Ltd
78110LAA4
1000000.000000000000
PA
USD
923595.200000000000
0.3913569419
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
11.419570000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
200000.000000000000
PA
USD
156968.420000000000
0.0665125596
Long
DBT
CORP
ZA
N
2
2031-03-18
Fixed
5.500000000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-2
N/A
Trimaran CAVU 2019-2 Ltd
89624JAJ6
500000.000000000000
PA
USD
503411.950000000000
0.2133118072
Long
ABS-CBDO
CORP
US
N
2
2032-11-26
Floating
10.291500000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2018-1
92257AAG9
272548.370000000000
PA
USD
208560.720000000000
0.0883738737
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
6.260000000000
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73937UAJ7
500000.000000000000
PA
USD
368750.000000000000
0.1562512152
Long
LON
CORP
US
N
2
2026-03-06
Floating
12.591870000000
N
N
N
N
N
N
TITAN ACQUISITION LTD
N/A
Titan Acquisition Ltd/Canada
N/A
119370.080000000000
PA
USD
118579.250000000000
0.0502458357
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.731000000000
N
N
N
N
N
N
WATERBRIDGE MIDSTREAM OP
549300DVU86VSP486341
WaterBridge Midstream Operating LLC
94120XAB1
546250.000000000000
PA
USD
547703.030000000030
0.2320793599
Long
LON
CORP
US
N
2
2026-06-21
Floating
11.362820000000
N
N
N
N
N
N
SKILLSOFT FINANCE II INC
549300LDUD35NU8F0G43
Skillsoft Finance II Inc
83066YAB8
149520.829999999990
PA
USD
141608.190000000000
0.0600039370
Long
LON
CORP
US
N
2
2028-07-16
Floating
10.698040000000
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
Viad Corp
92553BAL7
122086.660000000000
PA
USD
120051.480000000000
0.0508696668
Long
LON
CORP
US
N
2
2028-07-30
Floating
12.500000000000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
254900S6SXME9YWLU075
Pretium PKG Holdings Inc
74142KAH2
155000.000000000000
PA
USD
49710.820000000000
0.0210640706
Long
LON
CORP
US
N
2
2029-10-01
Floating
12.191320000000
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05355JAD0
825000.000000000000
PA
USD
544500.000000000000
0.2307221333
Long
LON
CORP
US
N
2
2029-12-10
Floating
12.572450000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
N/A
134321.600000000010
PA
USD
130814.460000000010
0.0554302870
Long
LON
CORP
CA
N
2
2027-05-10
Floating
8.755250000000
N
N
N
N
N
N
SIMON AND SCHUSTER 9/23 T/L
N/A
SIMON AND SCHUSTER 9/23 T/L
N/A
20000.000000000000
PA
USD
19900.000000000000
0.0084322690
Long
LON
CORP
US
N
2
2030-09-19
Floating
9.577080000000
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
BP2326778
200000.000000000000
PA
USD
147629.660000000000
0.0625554272
Long
DBT
CORP
CL
N
2
2031-04-27
Fixed
3.900000000000
N
N
N
N
N
N
Bcapb LLC Trust
N/A
BCAPB LLC Trust 2007-AB1
05529DAE2
8810181.340000000000
PA
USD
3568072.340000000000
1.5119068173
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.534285000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR6 Trust
05533CDC9
473422.290000000000
PA
USD
227218.250000000000
0.0962796682
Long
ABS-MBS
CORP
US
N
2
2037-07-26
Variable
9.300000000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
4200000.000000000000
PA
USD
4107264.840000000000
1.7403799924
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
9.046480000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2022-5 Ltd
05685JAG4
4000000.000000000000
PA
USD
3958576.400000000000
1.6773759262
Long
ABS-CBDO
CORP
US
N
2
2034-07-24
Floating
9.735570000000
N
N
N
N
N
N
Babson CLO Ltd
549300Y5E22C3P2S6J52
Barings Clo Ltd 2015-II
06759FAG1
1000000.000000000000
PA
USD
987444.200000000000
0.4184118133
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Floating
8.537750000000
N
N
N
N
N
N
Babson CLO Ltd
549300E3PEQVSTJ5DD11
Barings CLO Ltd 2019-I
06759JAW8
2500000.000000000000
PA
USD
2431586.750000000000
1.0303413815
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
9.219570000000
N
N
N
N
N
N
Babson CLO Ltd
549300JIWL5GWW2H2336
Barings CLO Ltd 2019-II
06761HAS7
1000000.000000000000
PA
USD
959816.300000000000
0.4067049849
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
8.969570000000
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355TBE1
5000000.000000000000
PA
USD
4824714.500000000000
2.0443864499
Long
ABS-CBDO
CORP
US
N
2
2035-01-17
Floating
8.407960000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAQ3
1398000.000000000000
PA
USD
871208.020000000000
0.3691588116
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
2.905327000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAE4
500000.000000000000
PA
USD
447667.300000000000
0.1896910091
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.898000000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD6 Mortgage Trust
125039AG2
15601987.990000000000
PA
USD
360494.850000000000
0.1527532430
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
1.014954000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAH5
5000.000000000000
PA
USD
.510000000000
0.0000002161
Long
ABS-MBS
CORP
US
N
3
2047-08-10
Variable
.000000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QAE0
5297000.000000000000
PA
USD
113186.300000000000
0.0479606696
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.363991000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2018-CX12 Commercial Mortgage Trust
12595XAZ6
2000000.000000000000
PA
USD
1579356.400000000000
0.6692240181
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.864108000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAG3
4201235.450000000000
PA
USD
146991.150000000000
0.0622848700
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.022007000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-5
12637VAG2
3165815.370000000000
PA
USD
642157.790000000000
0.2721028746
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.500000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAQ1
1000000.000000000000
PA
USD
990464.900000000000
0.4196917809
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.569570000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877AAA8
1500000.000000000000
PA
USD
1357371.150000000000
0.5751617399
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Floating
11.319570000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887UAE4
1000000.000000000000
PA
USD
934508.700000000000
0.3959813422
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
12.719570000000
N
N
N
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1500000.000000000000
PA
USD
1306678.800000000000
0.5536817636
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Floating
12.287750000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAE1
1372554.920000000000
PA
USD
618325.830000000000
0.2620045079
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
264069.000000000000
PA
USD
184997.350000000000
0.0783893173
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
4.718510000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
800000.000000000000
PA
USD
526978.220000000000
0.2232975925
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-1
225470A94
1233482.080000000000
PA
USD
661843.680000000000
0.2804444183
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.024861000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 20-C9 Mortgage Trust
233063BC9
400000.000000000000
PA
USD
286639.600000000000
0.1214584022
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
2.567000000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244FAG2
2000000.000000000000
PA
USD
1702360.000000000000
0.7213445929
Long
ABS-CBDO
CORP
US
N
2
2031-08-15
Floating
11.376180000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAW7
1500000.000000000000
PA
USD
1195768.950000000000
0.5066856989
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Floating
10.719570000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
250000.000000000000
PA
USD
164966.200000000000
0.0699014758
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.875000000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL5 Issuer LLC
30327MAJ3
750000.000000000000
PA
USD
729442.500000000000
0.3090882088
Long
ABS-CBDO
CORP
US
N
2
2037-06-19
Floating
10.145080000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6WN0
1226894.260000000000
PA
USD
72357.320000000000
0.0306601198
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
.620570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFV50
1386414.540000000000
PA
USD
802864.480000000000
0.3401994593
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Floating
.000000000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BAST2
14406711.260000000000
PA
USD
565810.620000000000
0.2397521272
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.948940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBH47
3456336.820000000000
PA
USD
546801.130000000000
0.2316971960
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
3136BGL82
4501019.100000000000
PA
USD
591702.620000000000
0.2507233990
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AEQ57
1174965.980000000000
PA
USD
965066.410000000000
0.4089296251
Long
ABS-MBS
USGSE
US
N
2
2041-08-15
Floating
.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FVD4
254548.240000000000
PA
USD
3022.400000000000
0.0012806879
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
1.320570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396LD98
223903.500000000000
PA
USD
12667.340000000000
0.0053675587
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
1.120570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396P2E0
219712.500000000000
PA
USD
10220.590000000000
0.0043307922
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
1.310570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QTH2
65827.570000000000
PA
USD
1725.620000000000
0.0007312006
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
.250000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VDR6
1438991.290000000000
PA
USD
86513.740000000000
0.0366586495
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
.670570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VJN9
637161.000000000000
PA
USD
55450.080000000000
0.0234959793
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Floating
1.310570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WVN3
157685.220000000000
PA
USD
9470.570000000000
0.0040129846
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
1.130570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YN99
1587621.000000000000
PA
USD
94925.450000000000
0.0402229611
Long
ABS-MBS
USGSE
US
N
2
2038-04-25
Floating
.570570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397BA68
300461.350000000000
PA
USD
81232.070000000000
0.0344206363
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Floating
4.844548000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397EBQ7
444037.920000000000
PA
USD
32913.960000000000
0.0139467017
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
1.262240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398GZX0
115361.100000000000
PA
USD
2965.440000000000
0.0012565521
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Q3A8
11034065.410000000000
PA
USD
504186.170000000000
0.2136398691
Long
ABS-MBS
USGA
US
N
2
2071-05-20
Variable
.015500000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382J3G9
17030977.540000000000
PA
USD
2764081.670000000000
1.1712301552
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.500000000000
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
1087413.440000000000
0.4607719902
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
9.430000000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAQ5
1000000.000000000000
PA
USD
765434.600000000000
0.3243392173
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.829259000000
N
N
N
N
N
N
Marble Point CLO XXI Ltd.
N/A
Marble Point CLO XXI Ltd
56606KAJ4
500000.000000000000
PA
USD
493513.850000000000
0.2091176644
Long
ABS-CBDO
CORP
US
N
2
2034-10-17
Floating
9.069570000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131RAJ7
1000000.000000000000
PA
USD
930196.200000000000
0.3941539975
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.819570000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAQ1
2000000.000000000000
PA
USD
1939339.600000000000
0.8217604586
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Floating
8.281730000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39
N/A
Octagon Investment Partners 39 Ltd
67592AAA8
900000.000000000000
PA
USD
815403.690000000000
0.3455127252
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Floating
11.337750000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
800000.000000000000
PA
USD
467836.320000000000
0.1982372705
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 2007-QS1 Trust
74922KAA3
398171.120000000000
PA
USD
300279.520000000000
0.1272380743
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
666334.980000000000
PA
USD
571800.900000000000
0.2422904012
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
RR LTD
549300G3G1OYI5KO3H14
RR 4 LTD
74972FAL9
1000000.000000000000
PA
USD
961469.100000000000
0.4074053294
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Floating
8.519570000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CAB2
144847.190000000000
PA
USD
124573.460000000000
0.0527857749
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
10.298333000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CEF9
673156.840000000000
PA
USD
513551.560000000000
0.2176082855
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAD8
453599.260000000000
PA
USD
455194.210000000000
0.1928804026
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
9.720000000000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406E105
20000.000000000000
PA
USD
288011.700000000000
0.1220398050
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
85395.470000000000
0.0361848026
Long
ABS-O
CORP
US
N
3
2042-02-25
Fixed
.000000000000
N
N
N
N
N
N
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP
866142409
4104.000000000000
NS
USD
56819.880000000000
0.0240764076
Long
EC
CORP
US
N
1
N
N
N
TTAN
N/A
TTAN 2021-MHC
87303TAS6
859124.220000000000
PA
USD
818894.530000000000
0.3469919062
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
9.647480000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAN9
824000.000000000000
PA
USD
521592.000000000000
0.2210152781
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
3.864712000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2020-ST5
91679XAB2
1000000.000000000000
PA
USD
193848.000000000000
0.0821396218
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
362100.240000000000
PA
USD
277196.610000000000
0.1174571041
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Fixed
5.010000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBL8
747000.000000000000
PA
USD
624679.500000000000
0.2646967619
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
3.841154000000
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
961553.900000000000
0.4074412619
Long
ABS-CBDO
CORP
US
N
2
2035-04-15
Floating
9.419570000000
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
Cosan Overseas Ltd
EI4473803
300000.000000000000
PA
USD
299473.500000000000
0.1268965377
Long
DBT
CORP
BR
N
2
2023-11-05
Fixed
8.250000000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AV1889717
200000.000000000000
PA
USD
59303.600000000000
0.0251288395
Long
DBT
NUSS
UA
N
2
2030-11-01
None
9.750000000000
N
Y
N
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp Ltd
BG0914880
400000.000000000000
PA
USD
309000.000000000000
0.1309332216
Long
DBT
CORP
IN
N
2
2025-02-27
Variable
5.250000000000
N
N
N
N
N
N
ADANI INTERNATIONAL CONT
335800J4SLERP6S94P28
Adani International Container Terminal Pvt Ltd
BN0450864
183000.000000000000
PA
USD
138059.470000000000
0.0585002304
Long
DBT
CORP
IN
N
2
2031-02-16
Fixed
3.000000000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
BP4790179
350000.000000000000
PA
USD
248026.940000000000
0.1050969783
Long
DBT
CORP
CO
N
2
2033-06-15
Fixed
5.750000000000
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
BN5372345
400000.000000000000
PA
USD
322399.680000000000
0.1366110963
Long
DBT
CORP
BR
N
2
2031-01-26
Fixed
5.200000000000
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAF2
720000.000000000000
PA
USD
714780.000000000000
0.3028752368
Long
LON
CORP
US
N
2
2026-02-15
Floating
11.681060000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041EAB8
500000.000000000000
PA
USD
378807.500000000000
0.1605129008
Long
LON
CORP
US
N
2
2025-07-09
Floating
10.179240000000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP
73955HAB0
251331.280000000000
PA
USD
251230.750000000000
0.1064545355
Long
LON
CORP
US
N
2
2026-03-11
Floating
10.181060000000
N
N
N
N
N
N
DEERFIELD DAKOTA HOLDING
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
60000.000000000000
PA
USD
58637.700000000000
0.0248466763
Long
LON
CORP
US
N
2
2027-04-09
Floating
8.991870000000
N
N
N
N
N
N
NEW CONSTELLIS BORROWER
N/A
New Constellis Borrower LLC
64362KAE3
532.330000000000
PA
USD
289.060000000000
0.0001224840
Long
LON
CORP
US
N
2
2025-03-27
Floating
16.869120000000
N
N
Y
N
N
N
POTTERS BORROWER LP
N/A
Potters Borrower LP
73813HAB2
87975.000000000000
PA
USD
88401.240000000005
0.0374584439
Long
LON
CORP
US
N
2
2027-12-14
Floating
9.341870000000
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
Connect Finco SARL
L2000DAD6
232200.000000000000
PA
USD
228281.630000000000
0.0967302565
Long
LON
CORP
LU
N
2
2026-12-12
Floating
8.831060000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp
92531HAD9
286624.070000000010
PA
USD
287059.739999999990
0.1216364290
Long
LON
CORP
US
N
2
2025-08-27
Floating
9.445540000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
428714.390000000010
PA
USD
428772.270000000020
0.1816845782
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.195540000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
1230000.000000000000
PA
USD
1237687.500000000000
0.5244479345
Long
LON
CORP
US
N
2
2027-09-19
Floating
11.991870000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15134NAF3
599325.000000000000
PA
USD
597452.109999999990
0.2531596425
Long
LON
CORP
US
N
2
2026-07-14
Floating
10.322660000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
158029.190000000000
PA
USD
154803.019999999990
0.0655950101
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.445540000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
450000.000000000000
PA
USD
400819.500000000000
0.1698400920
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.695540000000
N
N
N
N
N
N
EISNER ADVISORY GROUP LL
549300TV33NKCG2ZE467
Eisner Advisory Group LLC
28259HAC5
299665.299999999990
PA
USD
299602.370000000000
0.1269511441
Long
LON
CORP
US
N
2
2028-07-28
Floating
10.695540000000
N
N
N
N
N
N
CASTLELAKE AVIATION ONE
2138003EQK2PETKID103
Castlelake Aviation One DAC
14855NAB2
476354.429999999990
PA
USD
476435.409999999970
0.2018809810
Long
LON
CORP
IE
N
2
2026-10-22
Floating
8.421040000000
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
182689.260000000010
PA
USD
63347.500000000000
0.0268423698
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.250000000000
N
N
N
N
N
N
BYJU'S ALPHA INC
254900EAJ040Y8AVVN71
BYJU's Alpha Inc
N/A
5910.360000000000
PA
USD
2049.420000000000
0.0008684051
Long
LON
CORP
US
N
2
2026-11-24
Floating
15.250000000000
N
N
N
N
N
N
CIRCOR INTERNATIONAL INC
5493007701O01N3FQM69
CIRCOR International Inc
N/A
223672.170000000010
PA
USD
224154.190000000000
0.0949813276
Long
LON
CORP
US
N
2
2028-12-20
Floating
10.931060000000
N
N
N
N
N
N
RESTAURANT TECHNOLOGIES INC
5493001IZARCKDSJPT54
Restaurant Technologies Inc
26972CAC6
464826.289999999980
PA
USD
453012.719999999970
0.1919560352
Long
LON
CORP
US
N
2
2029-04-01
Floating
9.491870000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972FAC6
222750.000000000000
PA
USD
220040.250000000000
0.0932381192
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.606060000000
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92210XAE0
79600.000000000000
PA
USD
78187.100000000006
0.0331303848
Long
LON
CORP
US
N
2
2026-10-26
Floating
10.080570000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05550HAM7
119690.120000000000
PA
USD
119824.770000000000
0.0507736025
Long
LON
CORP
US
N
2
2028-12-23
Floating
10.081060000000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC
N2820EAH1
18884.720000000001
PA
USD
18129.330000000002
0.0076819792
Long
LON
CORP
US
N
2
2028-02-07
Floating
9.278960000000
N
N
N
N
N
N
ACCESS CIG LLC
5493002EU9Z6IQMPAN35
Access CIG LLC
00435CAS7
455000.000000000000
PA
USD
449881.250000000000
0.1906291308
Long
LON
CORP
US
N
2
2028-08-15
Floating
10.331060000000
N
N
N
N
N
N
BAUSCH AND LOMB 9/23 INCREMENTAL T/L
N/A
BAUSCH AND LOMB 9/23 INCREMENTAL T/L
C0787FAF9
275000.000000000000
PA
USD
271906.250000000000
0.1152154087
Long
LON
CORP
US
N
2
2028-09-14
Floating
9.328330000000
N
N
N
N
N
N
CORURIPE NETHERLANDS BV
724500EL5MDC9RD0FW48
Coruripe Netherlands BV
BU3288539
200000.000000000000
PA
USD
146750.000000000000
0.0621826870
Long
DBT
CORP
BR
N
2
2027-02-10
Fixed
10.000000000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
BP0859119
800000.000000000000
PA
USD
653606.720000000000
0.2769541538
Long
DBT
CORP
CO
N
2
2031-04-16
Variable
7.500000000000
N
N
N
N
N
N
CAMPOSOL SA
5493008B0STMH3JFSW17
Camposol SA
ZP7442269
150000.000000000000
PA
USD
87490.080000000000
0.0370723561
Long
DBT
CORP
PE
N
2
2027-02-03
Fixed
6.000000000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
BG1719767
200000.000000000000
PA
USD
164466.740000000000
0.0696898386
Long
DBT
CORP
BR
N
2
2025-02-27
Variable
4.625000000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
AN9553354
600000.000000000000
PA
USD
363223.440000000000
0.1539094342
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.625000000000
N
N
N
N
N
N
UEP PENNONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
BN0155281
272267.610000000000
PA
USD
206318.270000000000
0.0874236756
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.500000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WBA9
200000.000000000000
PA
USD
107039.430000000000
0.0453560434
Long
DBT
CORP
CN
N
2
2061-02-09
Fixed
3.250000000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
1000000.000000000000
PA
USD
800533.900000000000
0.3392119177
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.075457000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-4
12544RBL1
1301916.080000000000
PA
USD
150086.190000000000
0.0635963378
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
1.265800000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LBE9
885000.000000000000
PA
USD
796569.560000000000
0.3375320995
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.798045000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-85CB
12668BEL3
130781.290000000000
PA
USD
84918.580000000000
0.0359827290
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.707933000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877FAA7
2250000.000000000000
PA
USD
2119162.950000000000
0.8979573859
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
11.979570000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-1 Ltd
13887TAS6
1550000.000000000000
PA
USD
1527592.430000000000
0.6472899619
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Floating
8.669570000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AF6
500000.000000000000
PA
USD
489614.650000000000
0.2074654482
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.819570000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-KF07 Mortgage Trust
30286LAE5
600528.790000000000
PA
USD
592646.730000000000
0.2511234487
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Floating
10.143000000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-KF25 Mortgage Trust
30295WAD2
543954.690000000000
PA
USD
542839.370000000000
0.2300184710
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Floating
10.425830000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF71 Mortgage Trust
30314GAC6
1123235.060000000000
PA
USD
1069015.160000000000
0.4529760482
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
11.425830000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HS3
14417082.090000000000
PA
USD
367854.730000000000
0.1558718605
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
.705844000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFQ55
15665227.310000000000
PA
USD
110164.140000000000
0.0466800834
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Floating
.000100000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FC2N5
149871.020000000000
PA
USD
29875.360000000000
0.0126591493
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
567697.320000000000
PA
USD
9557.350000000000
0.0040497561
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Floating
.000100000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A4T98
2115820.500000000000
PA
USD
148222.540000000000
0.0628066495
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Floating
1.072240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AFAV4
758954.400000000000
PA
USD
46627.120000000000
0.0197574079
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
.572240000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2021-P009
3137H13X2
31786445.170000000000
PA
USD
1344248.770000000000
0.5696013662
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.495720000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VYC6
520815.330000000000
PA
USD
26200.240000000000
0.0111018829
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
.670570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397GXT2
391351.350000000000
PA
USD
25776.000000000000
0.0109221188
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
.972240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JG73
171369.130000000000
PA
USD
6652.500000000000
0.0028188779
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Floating
1.122240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397LZ28
823188.000000000000
PA
USD
38000.750000000000
0.0161021379
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
.620570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PJE1
111381.000000000000
PA
USD
4890.450000000000
0.0020722407
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
.872240000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397YX71
81831.620000000000
PA
USD
4395.530000000000
0.0018625272
Long
ABS-MBS
USGSE
US
N
2
2039-02-15
Floating
1.222240000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MX92
401027.710000000000
PA
USD
14855.590000000000
0.0062947905
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
.000100000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SKW2
3315624.900000000000
PA
USD
281120.560000000000
0.1191198077
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
1.170570000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
2125582.730000000000
NS
USD
2125582.730000000000
0.9006776528
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDY2
2000000.000000000000
PA
USD
2082014.000000000000
0.8822161829
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
11.314950000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
3000000.000000000000
PA
USD
2933550.900000000000
1.2430397094
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
11.564950000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
800000.000000000000
PA
USD
662308.000000000000
0.2806411656
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.700000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAV7
76148518.480000000000
PA
USD
1161767.490000000000
0.4922781886
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
.561334000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JPL1
45256.390000000000
PA
USD
2319.770000000000
0.0009829610
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Variable
5.465870000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WGK4
702801.410000000000
PA
USD
36566.410000000000
0.0154943620
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VYA7
4361620.190000000000
PA
USD
3790456.430000000000
1.6061380967
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
38379BE38
1791943.570000000000
PA
USD
106611.150000000000
0.0451745674
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Floating
.654950000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BFH6
4456134.010000000000
PA
USD
304406.090000000000
0.1289866345
Long
ABS-MBS
USGA
US
N
2
2044-04-16
Floating
.804950000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QG74
2632914.740000000000
PA
USD
158606.260000000000
0.0672065650
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Floating
.250680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JYQ3
5845938.510000000000
PA
USD
45285.560000000000
0.0191889458
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382L4G3
5119641.030000000000
PA
USD
617517.790000000000
0.2616621154
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
38382LNR8
7945919.280000000000
PA
USD
1085446.740000000000
0.4599386362
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNV9
10628715.880000000000
PA
USD
1387012.350000000000
0.5877216681
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382M5P0
7565081.930000000000
PA
USD
955699.070000000000
0.4049603824
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NRG4
11332951.850000000000
PA
USD
1148224.080000000000
0.4865394109
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RBM9
4892915.680000000000
PA
USD
417053.540000000000
0.1767189760
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
.860680000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UAD3
6980049.410000000000
PA
USD
146987.280000000000
0.0622832301
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WLK1
7244229.380000000000
PA
USD
1094236.500000000000
0.4636631398
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XY41
7249747.610000000000
PA
USD
100569.220000000000
0.0426144077
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Floating
.000100000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DEZ7
18296758.490000000000
PA
USD
2915067.010000000000
1.2352074917
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DR26
12302437.950000000000
PA
USD
1825430.820000000000
0.7734936510
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GZ61
6506740.220000000000
PA
USD
941612.500000000000
0.3989914504
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RA23
17315834.520000000000
PA
USD
2272957.820000000000
0.9631252105
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.500000000000
N
N
N
N
N
N
HPS Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436WAA7
1000000.000000000000
PA
USD
833195.200000000000
0.3530515592
Long
ABS-CBDO
CORP
US
N
2
2030-05-06
Floating
11.731460000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
924166.920000000000
PA
USD
846454.090000000000
0.3586697766
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.637128000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
675000.000000000000
PA
USD
463879.850000000000
0.1965607871
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.804779000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MEW3
63350.050000000000
PA
USD
47232.090000000000
0.0200137531
Long
ABS-MBS
CORP
US
N
2
2021-02-25
Fixed
5.500000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAJ6
3488650.000000000000
PA
USD
2864167.700000000000
1.2136398197
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
46641WAN7
5168718.110000000000
PA
USD
446284.700000000000
0.1891051571
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-C26
46643TBC5
3340272.030000000000
PA
USD
22564.210000000000
0.0095611803
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
1.065743000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644AAN2
500000.000000000000
PA
USD
305709.550000000000
0.1295389523
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
3.940188000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBF1
180000.000000000000
PA
USD
158428.170000000000
0.0671311026
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.327093000000
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
3135.930000000000
0.0013287942
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
1140000.000000000000
PA
USD
1051504.420000000000
0.4455561854
Long
ABS-O
CORP
US
N
2
2047-07-30
Fixed
4.846000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
1199483.170000000000
PA
USD
561518.130000000000
0.2379332614
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900YXXBTCF4NGD347
Madison Park Funding XXII Ltd
55819VAG1
1500000.000000000000
PA
USD
1462657.050000000000
0.6197747564
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Floating
12.269570000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954XAE7
1000000.000000000000
PA
USD
955278.500000000000
0.4047821734
Long
ABS-CBDO
CORP
US
N
2
2035-04-15
Floating
11.707960000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2125582.740000000000
NS
USD
2125582.740000000000
0.9006776570
Long
STIV
RF
US
N
1
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
675714AG4
1000000.000000000000
PA
USD
751550.000000000000
0.3184558664
Long
ABS-CBDO
CORP
US
N
3
2030-07-15
Floating
13.659570000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576VAA2
500000.000000000000
PA
USD
457108.850000000000
0.1936916970
Long
ABS-CBDO
CORP
US
N
2
2031-05-12
Floating
12.430760000000
N
N
N
N
N
N
Octagon Investment Partners 44
N/A
Octagon Investment Partners 44 Ltd
67577LAQ8
1000000.000000000000
PA
USD
975578.300000000000
0.4133838504
Long
ABS-CBDO
CORP
US
N
2
2034-10-15
Floating
8.819570000000
N
N
N
N
N
N
Octagon Investment Partners XX
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBP1
2500000.000000000000
PA
USD
2399059.250000000000
1.0165584353
Long
ABS-CBDO
CORP
US
N
2
2031-02-14
Floating
8.380760000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAU4
1000000.000000000000
PA
USD
935917.700000000000
0.3965783808
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Floating
8.419570000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 9 Ltd
67690AAL5
500000.000000000000
PA
USD
492343.450000000000
0.2086217284
Long
ABS-CBDO
CORP
US
N
2
2035-07-19
Floating
8.531730000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.000000000000
PA
USD
116297.060000000000
0.0492787985
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.870000000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
70000.000000000000
PA
USD
53234.510000000000
0.0225571712
Long
DBT
CORP
BR
N
2
2051-06-10
Fixed
5.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S2 Trust
749583AD2
394514.070000000000
PA
USD
282136.180000000000
0.1195501585
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A6
76113FAJ9
1637231.710000000000
PA
USD
458455.330000000000
0.1942622438
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
RR 2 LTD
54930098CLSTWMH4JW47
RR 2 Ltd
78109RAJ5
500000.000000000000
PA
USD
463490.850000000000
0.1963959553
Long
ABS-CBDO
CORP
US
N
2
2036-04-15
Floating
11.369570000000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAN4
2783174.290000000000
PA
USD
2271512.750000000000
0.9625128879
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
12.832200000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579P28
369036.380000000000
PA
USD
304070.070000000000
0.1288442520
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.762346000000
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
1016678.000000000000
0.4307991130
Long
ABS-CBDO
CORP
US
N
2
2030-11-20
Floating
8.291370000000
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
1921343.500000000000
0.8141349331
Long
ABS-CBDO
CORP
US
N
3
2031-01-15
Floating
11.319570000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAL3
1420000.000000000000
PA
USD
1028431.310000000000
0.4357793678
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
3.864713000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBE4
1000000.000000000000
PA
USD
785256.800000000000
0.3327385199
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
5.200825000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
500000.000000000000
PA
USD
294850.730000000000
0.1249377216
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.771000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFE6
6000000.000000000000
PA
USD
5789296.860000000000
2.4531109674
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.125000000000
N
N
N
N
N
N
Venture CDO Ltd
5493001R7OPCYBM5NH78
Venture XXX CLO Ltd
92331NAG1
500000.000000000000
PA
USD
480372.300000000000
0.2035491677
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Floating
7.519570000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-1 Ltd
92918EAS6
1000000.000000000000
PA
USD
961202.900000000000
0.4072925319
Long
ABS-CBDO
CORP
US
N
2
2034-07-16
Floating
8.669570000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBK6
1044000.000000000000
PA
USD
813889.350000000000
0.3448710507
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
5.229078000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FAC9
1000000.000000000000
PA
USD
701112.500000000000
0.2970838782
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.250000000000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
ZO3952447
250000.000000000000
PA
USD
195982.500000000000
0.0830440780
Long
DBT
CORP
BF
N
2
2028-10-15
Fixed
5.750000000000
N
N
N
N
N
N
FORESIGHT EQUITY
N/A
FORESIGHT EQUITY
N/A
13001.054717000000
NS
USD
163553.270000000000
0.0693027720
Long
EC
CORP
US
N
3
N
N
N
VEDANTA UK INVESTMENTS
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
AO6252495
200000.000000000000
PA
USD
126324.230000000000
0.0535276324
Long
DBT
CORP
IN
N
2
2024-08-09
Fixed
6.125000000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
BQ5328001
386500.640000000000
PA
USD
296907.860000000000
0.1258093937
Long
DBT
CORP
BR
N
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
SOUND INPATIENT PHYSICIA
N/A
Sound Inpatient Physicians Holdings LLC
83607JAB7
190000.000000000000
PA
USD
33250.000000000000
0.0140890926
Long
LON
CORP
US
N
2
2026-06-28
Floating
12.119120000000
N
N
N
N
N
N
NEP GROUP INC
N/A
NEP Group Inc
62908HAB1
110000.000000000000
PA
USD
87908.699999999997
0.0372497388
Long
LON
CORP
US
N
2
2026-10-19
Floating
12.445540000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
426690.780000000030
PA
USD
426468.900000000020
0.1807085664
Long
LON
CORP
US
N
2
2025-11-16
Floating
9.377200000000
N
N
N
N
N
N
ABE INVESTMENT HOLDINGS
N/A
Abe Investment Holdings Inc
37427UAJ9
111149.990000000010
PA
USD
111594.590000000000
0.0472862110
Long
LON
CORP
US
N
2
2026-02-19
Floating
9.841870000000
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition Inc
60441EAC4
421300.000000000000
PA
USD
420364.710000000020
0.1781220251
Long
LON
CORP
US
N
2
2026-03-29
Floating
10.181060000000
N
N
N
N
N
N
NEW CONSTELLIS BORROWER
N/A
New Constellis Borrower LLC
64362KAE3
70977.139999999999
PA
USD
38540.580000000002
0.0163308812
Long
LON
CORP
US
N
2
2025-03-27
Floating
16.869120000000
N
N
Y
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69338CAH4
119384.620000000000
PA
USD
119658.610000000000
0.0507031952
Long
LON
CORP
US
N
2
2025-06-23
Floating
8.445540000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAB7
77901.539999999994
PA
USD
43391.160000000003
0.0183862277
Long
LON
CORP
NL
N
2
2025-06-30
Floating
6.445540000000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
N5200EAB7
7426.380000000000
PA
USD
4136.490000000000
0.0017527636
Long
LON
CORP
NL
N
2
2025-06-30
Floating
6.445540000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
L9308UAT7
103790.410000000000
PA
USD
98928.869999999995
0.0419193387
Long
LON
CORP
LU
N
2
2025-02-28
Floating
6.931060000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
50179JAB4
289261.460000000020
PA
USD
283016.310000000000
0.1199230979
Long
LON
CORP
US
N
2
2027-12-18
Floating
9.181060000000
N
N
N
N
N
N
GRAB HOLDINGS INC
N/A
Grab Holdings Inc
N/A
367298.140000000010
PA
USD
370168.570000000010
0.1568523088
Long
LON
CORP
SG
N
2
2026-01-29
Floating
9.945540000000
N
N
N
N
N
N
ZELIS PAYMENTS BUYER INC
549300U8NGLZN5R1Y309
Zelis Payments Buyer Inc
98932TAD5
154440.000000000000
PA
USD
154649.269999999990
0.0655298613
Long
LON
CORP
US
N
2
2026-09-30
Floating
8.945540000000
N
N
N
N
N
N
ION TRADING FINANCE LTD
N/A
ION Trading Finance Ltd
N/A
122500.000000000000
PA
USD
121083.289999999990
0.0513068778
Long
LON
CORP
IE
N
2
2028-04-01
Floating
10.091870000000
N
N
N
N
N
N
ATLAS PURCHASER INC
254900Q8WE2HAUZ0LI71
Atlas Purchaser Inc
04939JAC0
455700.000000000000
PA
USD
326515.890000000010
0.1383552667
Long
LON
CORP
US
N
2
2028-05-18
Floating
10.879040000000
N
N
N
N
N
N
ASP LS ACQUISITION CORP
N/A
ASP LS Acquisition Corp
51809EAB1
150000.000000000000
PA
USD
140025.000000000000
0.0593330885
Long
LON
CORP
US
N
2
2028-05-07
Floating
10.130730000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78466YAN8
69821.880000000005
PA
USD
69221.759999999995
0.0293314823
Long
LON
CORP
US
N
2
2028-06-04
Floating
8.945540000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
61434.980000000003
PA
USD
57864.070000000000
0.0245188644
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.195540000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
61281.379999999997
PA
USD
57719.400000000001
0.0244575631
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.253480000000
N
N
N
N
N
N
GROUPE SOLMAX INC
549300UUEKZ3HF9FNI46
Groupe Solmax Inc
C4127PAB7
112757.750000000000
PA
USD
106203.700000000000
0.0450019178
Long
LON
CORP
CA
N
2
2028-07-23
Floating
10.253480000000
N
N
N
N
N
N
FLYNN AMERICA LP
254900LBNMCVT9S9EC07
Flynn America LP
N/A
178062.500000000000
PA
USD
169159.380000000000
0.0716782608
Long
LON
CORP
US
N
2
2028-07-29
Floating
9.945540000000
N
N
N
N
N
N
LERETA LLC
549300VK5GMZ4QV5U417
Lereta LLC
52675EAJ3
117430.950000000000
PA
USD
95808.979999999996
0.0405973411
Long
LON
CORP
US
N
2
2028-08-06
Floating
10.445540000000
N
N
N
N
N
N
PUG LLC
N/A
Pug LLC
74530DAG0
626810.120000000000
PA
USD
597036.640000000010
0.2529835945
Long
LON
CORP
US
N
2
2027-02-13
Floating
9.681060000000
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
Viad Corp
92553BAL7
561598.680000000050
PA
USD
552236.829999999960
0.2340004766
Long
LON
CORP
US
N
2
2028-07-30
Floating
10.445540000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291LAB2
235000.000000000000
PA
USD
189511.049999999990
0.0803019169
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.880730000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
464936.010000000010
PA
USD
464487.349999999980
0.1968182044
Long
LON
CORP
LU
N
2
2029-02-01
Floating
9.771910000000
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS L
549300KWDYQKQSF0MQ18
LSF9 Atlantis Holdings LLC
50226BAH1
178125.000000000000
PA
USD
171111.329999999990
0.0725053647
Long
LON
CORP
US
N
2
2029-03-31
Floating
12.491870000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology Inc
N/A
94802.160000000003
PA
USD
61858.410000000003
0.0262113945
Long
LON
CORP
US
N
2
2028-07-01
Floating
9.741870000000
N
N
Y
N
N
N
ENERGYSOLUTIONS LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC
29276MAP2
70000.000000000000
PA
USD
69650.000000000000
0.0295129414
Long
LON
CORP
US
N
2
2030-09-18
Floating
9.579330000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
AO6253857
400000.000000000000
PA
USD
306600.210000000000
0.1299163536
Long
DBT
CORP
ID
N
2
2037-08-10
Fixed
5.625000000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
AZ3131457
100000.000000000000
PA
USD
80772.260000000000
0.0342258001
Long
DBT
CORP
AR
N
2
2029-06-27
Fixed
8.500000000000
N
N
N
N
N
N
LLPL CAPITAL PTE LTD
254900VXZ8FXTUQNON22
LLPL Capital Pte Ltd
AW9637074
321840.000000000000
PA
USD
287087.720000000000
0.1216482850
Long
DBT
CORP
ID
N
2
2039-02-04
Fixed
6.875000000000
N
N
N
N
N
N
INDO ASAHAN/MINERAL IND
N/A
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
BJ4178924
200000.000000000000
PA
USD
162558.240000000000
0.0688811459
Long
DBT
CORP
ID
N
2
2050-05-15
Fixed
5.800000000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69346EAG2
183612.500000000000
PA
USD
173784.640000000010
0.0736381320
Long
LON
CORP
US
N
2
2029-04-21
Floating
9.698470000000
N
N
N
N
N
N
2023-11-24
DoubleLine Opportunistic Credit Fund
/s/ Henry Chase
DoubleLine Opportunistic Credit Fund
Treasurer and Principal Finacial and Accounting Officer