NPORT-P
false
0000773757
XXXXXXXX
S000012097
C000121793
C000032983
C000032985
C000032986
C000032987
C000121794
C000122680
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02110
800-345-6611
Columbia Total Return Bond Fund
S000012097
7TUF7LZJ7F8AC48WIE77
2022-04-30
2021-07-31
N
3428948290.850000000000
402103274.360000000000
3026845016.490000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
375038050.740000000000
720742.330000000000
0.000000000000
24428692.680000000000
EUR
USD
N
PRPM LLC PRPM_21-RPL1
N/A
PRPM_21-RPL1
69360GAA1
6500000.000000000000
PA
USD
6499936.300000000000
0.2147429506
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.319000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAB6
221000.000000000000
PA
USD
227131.330000000000
0.0075038969
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PERTAMINA (PERSERO) PT
69370PAA9
1650000.000000000000
PA
USD
2165087.910000000000
0.0715295266
Long
DBT
NUSS
ID
N
2
2044-05-30
Fixed
6.450000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PT PERTAMINA (PERSERO)
69370PAG6
5280000.000000000000
PA
USD
5463046.930000000000
0.1804865099
Long
DBT
NUSS
ID
N
2
2050-01-21
Fixed
4.175000000000
N
N
N
N
N
N
OMSR_2019-PLS1
N/A
OMSR_2019-PLS1
69375JAA8
3352286.920000000000
PA
USD
3366565.320000000000
0.1112235777
Long
ABS-CBDO
CORP
US
N
2
2024-11-25
Fixed
5.069000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
694308JN8
8380000.000000000000
PA
USD
8653977.140000000000
0.2859075074
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.950000000000
N
N
N
N
N
N
PACIFICORP
N/A
PACIFICORP
695114CV8
2080000.000000000000
PA
USD
2580544.740000000000
0.0852552650
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.150000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-1
N/A
PAID_19-1
695452AA0
1129356.040000000000
PA
USD
1140649.600000000000
0.0376844402
Long
ABS-MBS
CORP
US
N
3
2026-06-15
Fixed
3.690000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-2
N/A
PAID_19-2
69545LAA8
512689.520000000000
PA
USD
513418.620000000000
0.0169621707
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
3.929000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST I PAID_19-3
N/A
PAID_19-3
69545MAA6
3184555.360000000000
PA
USD
3221338.570000000000
0.1064256198
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
3.821000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-2
N/A
PAID_21-2
69546LAA7
11834798.750000000000
PA
USD
12012320.730000000000
0.3968594581
Long
ABS-MBS
CORP
US
N
3
2029-01-25
Fixed
3.000000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_20-3
N/A
PAID_20-3
69546TAC6
8300000.000000000000
PA
USD
8572752.940000000000
0.2832240466
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
6.430000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAA1
7037907.650000000000
PA
USD
7055431.340000000000
0.2330952296
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.180000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1
N/A
PAID_21-HG1
69547PAA7
7022782.440000000000
PA
USD
7036471.250000000000
0.2324688318
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.220000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1
N/A
PAID_21-HG1
69547PAB5
1625000.000000000000
PA
USD
1627204.480000000000
0.0537590947
Long
ABS-MBS
CORP
US
N
2
2029-01-16
Fixed
1.820000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAA6
987000.000000000000
PA
USD
1044684.060000000000
0.0345139594
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAC2
592000.000000000000
PA
USD
639075.270000000000
0.0211135776
Long
DBT
CORP
CA
N
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
ENDO GENERICS HOLDINGS INC
549300GLBA6FLQZ70X71
PAR PHARMACEUTICAL INC
69888XAA7
419000.000000000000
PA
USD
427771.340000000000
0.0141325815
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC
698900AG2
40000.000000000000
PA
USD
53464.700000000000
0.0017663508
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.200000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS/PK DOM
70052LAB9
380000.000000000000
PA
USD
405005.650000000000
0.0133804555
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS LLC
70052LAC7
462000.000000000000
PA
USD
473966.790000000000
0.0156587730
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.875000000000
N
N
N
N
N
N
PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC
N/A
PATTERN ENERGY OPS LP/ENERGY OPS
70339PAA7
132000.000000000000
PA
USD
136363.770000000000
0.0045051454
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
2100000.000000000000
PA
USD
2308929.990000000000
0.0762817382
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PENN NTL GAMING INC
N/A
PENN NATIONAL GAMING INC
707569AV1
373000.000000000000
PA
USD
367646.050000000000
0.0121461802
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP INC
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC
70959WAJ2
36000.000000000000
PA
USD
37120.140000000000
0.0012263641
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.500000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
71376LAD2
433000.000000000000
PA
USD
460715.860000000000
0.0152209927
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCC4
10471000.000000000000
PA
USD
9297513.460000000000
0.3071684678
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.750000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDD1
6500000.000000000000
PA
USD
6316388.780000000000
0.2086789626
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.690000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QDF6
11185000.000000000000
PA
USD
9997167.990000000000
0.3302834448
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.950000000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART INC/PETSMART FIN CORP
71677KAA6
603000.000000000000
PA
USD
625158.910000000000
0.0206538130
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART LLC/PETSMART FIN CORP
71677KAB4
135000.000000000000
PA
USD
148028.090000000000
0.0048905077
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.750000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAE8
491000.000000000000
PA
USD
524984.410000000000
0.0173442779
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.875000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAF5
1454000.000000000000
PA
USD
1547541.580000000000
0.0511272157
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.250000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
8650000.000000000000
PA
USD
11518923.100000000000
0.3805587348
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
N/A
CABLEVISION LIGHTPATH LLC
12687GAB5
200000.000000000000
PA
USD
204155.080000000000
0.0067448144
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.625000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
428000.000000000000
PA
USD
449601.070000000000
0.0148537856
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAT9
71000.000000000000
PA
USD
66509.680000000000
0.0021973269
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.125000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAZ5
920000.000000000000
PA
USD
828706.530000000000
0.0273785584
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.375000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XBD3
400000.000000000000
PA
USD
376110.610000000000
0.0124258298
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.000000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
131000.000000000000
PA
USD
134889.150000000000
0.0044564274
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
1125000.000000000000
PA
USD
1159315.230000000000
0.0383011097
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RBE1
9075000.000000000000
PA
USD
9742165.320000000000
0.3218587429
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.700000000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC
727493AC2
1400000.000000000000
PA
USD
1366820.710000000000
0.0451566137
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
293000.000000000000
PA
USD
297064.410000000000
0.0098143251
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.125000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CQ7
92000.000000000000
PA
USD
92920.650000000000
0.0030698846
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.000000000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
189000.000000000000
PA
USD
197020.630000000000
0.0065091086
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LIMITED
136385AE1
855000.000000000000
PA
USD
1146841.650000000000
0.0378890113
Long
DBT
CORP
CA
N
2
2033-06-30
Fixed
6.450000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LIMITED
136385AX9
1825000.000000000000
PA
USD
2025027.030000000000
0.0669022371
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.850000000000
N
N
N
N
N
N
CANPACK SA/EASTERN PA LAND INVESTMENT HOLDING LLC
N/A
CANPACK SA/EASTERN PA LAND INVEST
13805AAA5
219000.000000000000
PA
USD
222832.500000000000
0.0073618735
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.125000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A
N/A
CGMS_18-C17A
14307PAG0
9300000.000000000000
PA
USD
9290328.000000000000
0.3069310767
Long
ABS-MBS
CORP
KY
N
2
2031-04-30
Variable
1.728500000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-3A
14311WAE4
5000000.000000000000
PA
USD
5000975.000000000000
0.1652207157
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
7.148100000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA HOLDING CORP
72815LAA5
409000.000000000000
PA
USD
408094.720000000000
0.0134825113
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.250000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-1R
N/A
PMTCR_19-1R
73021CAA3
4303540.360000000000
PA
USD
4269885.380000000000
0.1410671956
Long
ABS-CBDO
CORP
US
N
2
2024-03-27
Variable
2.087300000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
1241000.000000000000
PA
USD
1293129.870000000000
0.0427220377
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AN4
92000.000000000000
PA
USD
97059.270000000000
0.0032066151
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_20-2A
N/A
CGMS_20-2A
14315GAJ4
5975000.000000000000
PA
USD
5985575.750000000000
0.1977496607
Long
ABS-MBS
CORP
US
N
2
2031-10-25
Variable
4.173900000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A
N/A
CGMS_17-5A
14316AAE7
3810000.000000000000
PA
USD
3780510.600000000000
0.1248993780
Long
ABS-MBS
CORP
KY
N
2
2030-01-20
Variable
1.534300000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
358000.000000000000
PA
USD
379282.240000000000
0.0125306132
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
1129000.000000000000
PA
USD
1147206.320000000000
0.0379010591
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
624000.000000000000
PA
USD
635775.190000000000
0.0210045505
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AR5
832000.000000000000
PA
USD
841683.320000000000
0.0278072817
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.500000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAL9
214000.000000000000
PA
USD
226309.700000000000
0.0074767522
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAM7
255000.000000000000
PA
USD
252732.660000000000
0.0083497060
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.750000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2
N/A
PRET_21-NPL2
741386AA4
11283835.760000000000
PA
USD
11287896.810000000000
0.3729261574
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
1.991700000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_20-RPL2
N/A
PRET_20-RPL2
741388AA0
7021136.250000000000
PA
USD
7143442.340000000000
0.2360029107
Long
ABS-CBDO
CORP
US
N
2
2069-06-27
Variable
3.178900000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
926000.000000000000
PA
USD
923803.110000000000
0.0305203307
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.000000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAR5
2257000.000000000000
PA
USD
2438621.040000000000
0.0805664323
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAS3
2087000.000000000000
PA
USD
2303271.700000000000
0.0760948013
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAH1
158000.000000000000
PA
USD
154884.890000000000
0.0051170407
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.125000000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
N/A
PRIMO WATER HOLDINGS INC
74168LAA4
450000.000000000000
PA
USD
450818.270000000000
0.0148939991
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.375000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR4
N/A
PROG_19-SRF4
74331AAL6
765000.000000000000
PA
USD
784686.590000000000
0.0259242408
Long
ABS-MBS
CORP
US
N
2
2036-10-17
Fixed
3.684000000000
N
N
N
N
N
N
CCM MERGER
N/A
CCM MERGER INC
14985VAE1
133000.000000000000
PA
USD
139954.930000000000
0.0046237891
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
CD&R WATERWORKS MERGER SUB LLC
N/A
CD&R WATERWORKS MERGER SUB
14987KAA1
796000.000000000000
PA
USD
809181.350000000000
0.0267334913
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.125000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAE8
8750000.000000000000
PA
USD
8984589.250000000000
0.2968301714
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
3.032000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
N/A
PROG_19-SFR3
74332WAL7
1225000.000000000000
PA
USD
1255444.440000000000
0.0414769978
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
3.867000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AF3
968000.000000000000
PA
USD
1005248.730000000000
0.0332111068
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AK2
496000.000000000000
PA
USD
535552.150000000000
0.0176934117
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150191AJ3
225000.000000000000
PA
USD
226895.650000000000
0.0074961106
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC TLB 4.75
15134NAF3
719955.000000000000
PA
USD
718889.470000000000
0.0237504552
Long
LON
CORP
US
N
2
2026-07-14
Variable
5.75
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR1
N/A
PROG_19-SFR1
74333BAJ7
5265000.000000000000
PA
USD
5347783.170000000000
0.1766784603
Long
ABS-MBS
CORP
US
N
2
2035-08-17
Fixed
4.466000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAJ5
2800000.000000000000
PA
USD
2982791.280000000000
0.0985445658
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
5.115000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAM3
158000.000000000000
PA
USD
164653.590000000000
0.0054397760
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAR2
215000.000000000000
PA
USD
226554.260000000000
0.0074848319
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAT8
916000.000000000000
PA
USD
1004579.300000000000
0.0331889903
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAW1
752000.000000000000
PA
USD
782237.750000000000
0.0258433367
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
N/A
PROG_19-SFR2
74333NAL6
1400000.000000000000
PA
USD
1395280.880000000000
0.0460968722
Long
ABS-MBS
CORP
US
N
2
2036-05-17
Fixed
4.837000000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK TECHNOLOGIES TLB 4.0
74339DAE8
97223.440000000000
PA
USD
96980.380000000000
0.0032040088
Long
LON
CORP
US
N
2
2024-04-26
Variable
4.100000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAF6
257000.000000000000
PA
USD
349930.210000000000
0.0115608896
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.750000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (ALBERTA)
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAS8
355000.000000000000
PA
USD
405118.210000000000
0.0133841742
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.375000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC
15137NAA1
815000.000000000000
PA
USD
834881.940000000000
0.0275825797
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.500000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15137TAA8
162000.000000000000
PA
USD
168733.500000000000
0.0055745669
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.375000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AS5
459000.000000000000
PA
USD
471260.630000000000
0.0155693677
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.800000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AX4
1148000.000000000000
PA
USD
1269305.420000000000
0.0419349327
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.750000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AZ9
527000.000000000000
PA
USD
574943.650000000000
0.0189948163
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.625000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BB1
329000.000000000000
PA
USD
342044.490000000000
0.0113003635
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
PMIT_17-2A
N/A
PMIT_17-2A
74360TAC9
156374.850000000000
PA
USD
156386.300000000000
0.0051666438
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
5.370000000000
N
N
N
N
N
N
PROPER PASS-THRU TRUST II PPT2_19-ST2
N/A
PPT2_19-ST2
74361EAA5
2550184.690000000000
PA
USD
2562935.610000000000
0.0846734998
Long
ABS-MBS
CORP
US
N
3
2025-11-15
Fixed
3.750000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BC9
338000.000000000000
PA
USD
347661.040000000000
0.0114859214
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAC8
349000.000000000000
PA
USD
368621.660000000000
0.0121784121
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.375000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
N/A
PMIT_19-3A
74362DAB4
943817.920000000000
PA
USD
945061.970000000000
0.0312226746
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.590000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
N/A
PMIT_19-3A
74362DAC2
12000000.000000000000
PA
USD
12067177.200000000000
0.3986717897
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
4.940000000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC /
N/A
CHANGE HEALTHCARE HOLDINGS/FIN INC
15911NAA3
390000.000000000000
PA
USD
395274.130000000000
0.0130589484
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AE7
42000.000000000000
PA
USD
43900.110000000000
0.0014503587
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP/
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
618000.000000000000
PA
USD
631737.990000000000
0.0208711707
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAE2
342000.000000000000
PA
USD
375528.090000000000
0.0124065847
Long
DBT
NUSS
ID
N
2
2025-05-15
Fixed
4.750000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAF9
1700000.000000000000
PA
USD
1976749.610000000000
0.0653072622
Long
DBT
NUSS
ID
N
2
2030-05-15
Fixed
5.450000000000
N
N
N
N
N
N
QATAR (STATE OF)
N/A
QATAR (STATE OF)
74727PBB6
2400000.000000000000
PA
USD
3124277.880000000000
0.1032189578
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817000000000
N
N
N
N
N
N
QATAR PETROLEUM
N/A
QATAR PETROLEUM
74730DAC7
2788000.000000000000
PA
USD
2829127.350000000000
0.0934678629
Long
DBT
NUSS
QA
N
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
QUALITYTECH LP / QTS FINANCE COR
N/A
QUALITYTECH LP/QTS FINANCE CORP
74759BAF0
836000.000000000000
PA
USD
895949.670000000000
0.0296001171
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.875000000000
N
N
N
N
N
N
QUICKEN LOANS LLC/ QUICKEN LOANS CO-ISSUER INC
N/A
QUICKEN LOANS LLC/ QUICKEN LOANS
74841CAA9
471000.000000000000
PA
USD
473826.410000000000
0.0156541352
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.625000000000
N
N
N
N
N
N
QUICKEN LOANS LLC/ QUICKEN LOANS CO-ISSUER INC
N/A
QUICKEN LOANS LLC/QUICKEN LOANS
74841CAB7
555000.000000000000
PA
USD
566891.530000000000
0.0187287927
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.875000000000
N
N
N
N
N
N
RETL_19-RVP
N/A
RETL_19-RVP
74952PAJ6
3951247.790000000000
PA
USD
3941377.180000000000
0.1302140400
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Variable
2.193100000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
RHP HOTEL PROPERTIES LP/FIN CORP
749571AG0
232000.000000000000
PA
USD
234345.350000000000
0.0077422316
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AG2
215000.000000000000
PA
USD
220407.260000000000
0.0072817491
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AJ6
172000.000000000000
PA
USD
181272.790000000000
0.0059888362
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BL7
1980000.000000000000
PA
USD
2449155.000000000000
0.0809144501
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
N/A
CHARTER COMM OPT/OPT CAP
161175BT0
4220000.000000000000
PA
USD
4961150.540000000000
0.1639050071
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAA9
326000.000000000000
PA
USD
330228.860000000000
0.0109100023
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.750000000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RADIOLOGY PARTNERS INC
74969PAA6
417000.000000000000
PA
USD
430122.020000000000
0.0142102426
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.250000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AW1
339000.000000000000
PA
USD
368347.570000000000
0.0121693568
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.875000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AX9
908000.000000000000
PA
USD
1018854.950000000000
0.0336606250
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.625000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAC4
257000.000000000000
PA
USD
265782.860000000000
0.0087808546
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAE0
651000.000000000000
PA
USD
675771.290000000000
0.0223259297
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BY9
619000.000000000000
PA
USD
619204.860000000000
0.0204571049
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.850000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAD3
1287000.000000000000
PA
USD
1329473.110000000000
0.0439227348
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAG6
392000.000000000000
PA
USD
422811.200000000000
0.0139687099
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAH4
409000.000000000000
PA
USD
432545.570000000000
0.0142903111
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
N/A
RADIOLOGY PARTNERS INC TLB 4.25
75041EAB8
84000.000000000000
PA
USD
83702.640000000000
0.0027653428
Long
LON
CORP
US
N
2
2025-07-09
Variable
4.347887267525
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
N/A
RADIOLOGY PARTNERS INC
75041VAA2
186000.000000000000
PA
USD
201923.910000000000
0.0066711017
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.250000000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AB4
12340000.000000000000
PA
USD
12331285.490000000000
0.4073973204
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
1.539300000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AC2
2387788.000000000000
PA
USD
2371171.140000000000
0.0783380427
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
1.839300000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
593000.000000000000
PA
USD
626340.920000000000
0.0206928639
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625000000000
N
N
N
N
N
N
CHMSR_18-GT1
N/A
CHMSR_18-GT1
17026XAA9
6600000.000000000000
PA
USD
6611746.680000000000
0.2184369085
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Variable
2.839300000000
N
N
N
N
N
N
RMIR_19-2
N/A
RMIR_19-2
75049TAB7
12000000.000000000000
PA
USD
12124832.400000000000
0.4005765850
Long
ABS-CBDO
CORP
US
N
2
2029-06-25
Variable
1.839300000000
N
N
N
N
N
N
RADNOR REESSENT RMIR_21-1
N/A
RMIR_21-1
75279YAA9
10500000.000000000000
PA
USD
10506592.950000000000
0.3471136742
Long
ABS-CBDO
CORP
US
N
2
2033-12-27
Variable
1.660000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BC0
138000.000000000000
PA
USD
147941.770000000000
0.0048876559
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.750000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BD8
695000.000000000000
PA
USD
682880.790000000000
0.0225608112
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BF3
339000.000000000000
PA
USD
318707.020000000000
0.0105293472
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
4815000.000000000000
PA
USD
4986128.330000000000
0.1647302159
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.572000000000
N
N
N
N
N
N
RADNOR REESSENT RMIR_21-1
N/A
RMIR_21-1
75279YAC5
14000000.000000000000
PA
USD
14043750.000000000000
0.4639732105
Long
ABS-CBDO
CORP
US
N
2
2033-12-27
Variable
2.710000000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2 INC
N/A
REAL HERO MERGER SUB 2 INC
75602BAA7
168000.000000000000
PA
USD
173610.300000000000
0.0057356851
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
4637000.000000000000
PA
USD
4793243.580000000000
0.1583577472
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.561000000000
N
N
N
N
N
N
CMLTI_14-C
N/A
CMLTI_14-C
17323GAC2
8363548.920000000000
PA
USD
8553736.020000000000
0.2825957713
Long
ABS-CBDO
CORP
US
N
2
2054-02-25
Fixed
4.250000000000
N
N
N
N
N
N
RESIDEO FUNDING INC
N/A
RESIDEO FUNDING INC
76119LAA9
408000.000000000000
PA
USD
428910.120000000000
0.0141702042
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.125000000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3
N/A
RMLT_19-3
76119NAC1
860631.510000000000
PA
USD
871701.810000000000
0.0287990236
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.044000000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS INC
N/A
RITCHIE BROS AUCTIONEERS INC
767744AA3
183000.000000000000
PA
USD
188140.760000000000
0.0062157381
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.375000000000
N
N
N
N
N
N
ROCKLAND PARK CLO LTD ROCKP_21-1A
N/A
ROCKP_21-1A
773663AA7
23000000.000000000000
PA
USD
23023690.000000000000
0.7606497814
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Variable
2.000000000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
N/A
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
184000.000000000000
PA
USD
187926.160000000000
0.0062086482
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153AW2
330000.000000000000
PA
USD
311485.680000000000
0.0102907707
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.700000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BC5
146000.000000000000
PA
USD
159071.290000000000
0.0052553497
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BG6
570000.000000000000
PA
USD
581118.860000000000
0.0191988310
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
N
CMLTI_14-12
N/A
CMLTI_14-12
17323HAN6
400860.580000000000
PA
USD
400952.220000000000
0.0132465395
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
2.680000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST IN
N/A
CMLTI_15-A
17323MAP0
192629.610000000000
PA
USD
194926.850000000000
0.0064399349
Long
ABS-CBDO
CORP
US
N
2
2058-06-25
Variable
4.250000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BH4
435000.000000000000
PA
USD
424384.100000000000
0.0140206749
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.250000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGMENT RR
N/A
RRAM_17-1A
78109AAE3
5000000.000000000000
PA
USD
4992300.000000000000
0.1649341137
Long
ABS-MBS
CORP
KY
N
2
2035-07-15
Variable
6.429600000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP
18060TAA3
118000.000000000000
PA
USD
125318.440000000000
0.0041402331
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAA7
375000.000000000000
PA
USD
378310.200000000000
0.0124984992
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.875000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78388JAV8
431000.000000000000
PA
USD
436733.170000000000
0.0144286598
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAD6
557000.000000000000
PA
USD
574011.390000000000
0.0189640166
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAB5
809000.000000000000
PA
USD
817634.890000000000
0.0270127769
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.875000000000
N
N
N
N
N
N
CLEAR CHANNEL INTERNATIONAL BV
N/A
CLEAR CHANNEL INTERNATIONAL B.V.
18452MAB2
289000.000000000000
PA
USD
302999.810000000000
0.0100104171
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.625000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAE4
708000.000000000000
PA
USD
695726.140000000000
0.0229851920
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.125000000000
N
N
N
N
N
N
SG RESIDENTIAL MORTGAGE TRUST SGR_19-3
N/A
SGR_19-3
78432BAD1
3801000.000000000000
PA
USD
3832065.190000000000
0.1266026232
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.526000000000
N
N
N
N
N
N
SFO COMMERICAL MORTGAGE TRUST SFO-21-555
N/A
SFO_21-555
78432WAA1
19000000.000000000000
PA
USD
19054146.200000000000
0.6295051810
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
1.243000000000
N
N
N
N
N
N
SFO COMMERICAL MORTGAGE TRUST SFO-21-555
N/A
SFO_21-555
78432WAC7
7700000.000000000000
PA
USD
7724368.960000000000
0.2551953905
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
1.593000000000
N
N
N
N
N
N
SFO COMMERICAL MORTGAGE TRUST SFO-21-555
N/A
SFO_21-555
78432WAE3
7500000.000000000000
PA
USD
7533115.500000000000
0.2488768159
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
1.893000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
225000.000000000000
PA
USD
236335.600000000000
0.0078079848
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM CORP
78442PGD2
245000.000000000000
PA
USD
264684.540000000000
0.0087445686
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.200000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAN0
377000.000000000000
PA
USD
374187.920000000000
0.0123623085
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.750000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
672000.000000000000
PA
USD
690363.770000000000
0.0228080317
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS
18453HAC0
1033000.000000000000
PA
USD
1076234.130000000000
0.0355563012
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.750000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC
18453HAD8
632000.000000000000
PA
USD
654990.830000000000
0.0216393911
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAC9
744000.000000000000
PA
USD
788434.800000000000
0.0260480730
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.750000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAP5
159000.000000000000
PA
USD
158392.010000000000
0.0052329078
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAW0
254000.000000000000
PA
USD
253073.790000000000
0.0083609762
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.500000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
82000.000000000000
PA
USD
83940.920000000000
0.0027732150
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.875000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAB2
331000.000000000000
PA
USD
337727.080000000000
0.0111577262
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.625000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAD7
1511000.000000000000
PA
USD
1517829.150000000000
0.0501455853
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
COLD STORAGE TRUST COLD_20-ICE5
N/A
COLD_20-ICE5
193051AS8
7618176.560000000000
PA
USD
7687242.950000000000
0.2539688325
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Variable
3.585600000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325BR5
3000000.000000000000
PA
USD
3352637.580000000000
0.1107634372
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.625000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325CU7
3000000.000000000000
PA
USD
3137790.870000000000
0.1036653959
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAC0
644000.000000000000
PA
USD
659116.790000000000
0.0217757033
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.125000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE GLBL INC
78573NAC6
108000.000000000000
PA
USD
126369.550000000000
0.0041749594
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.250000000000
N
N
N
N
N
N
SABRE GLBL INC
N/A
SABRE GLBL INC
78573NAF9
148000.000000000000
PA
USD
158218.510000000000
0.0052271758
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375000000000
N
N
N
N
N
N
SALUDA GRADE ALTERNATIVE MORTGAGE TURST GRADE_20-FIG1
N/A
GRADE_20-FIG1
795811AA6
10900751.520000000000
PA
USD
11093229.360000000000
0.3664947924
Long
ABS-CBDO
CORP
US
N
2
2050-09-25
Fixed
3.568000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DQ5
4442000.000000000000
PA
USD
4793480.930000000000
0.1583655887
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.200000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DS1
8960000.000000000000
PA
USD
8787452.980000000000
0.2903172423
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.125000000000
N
N
N
N
N
N
COLOMBIA GOVERNMENT INTERNATIONA
N/A
COLOMBIA (REPUBLIC OF)
195325DZ5
2860000.000000000000
PA
USD
2805748.230000000000
0.0926954705
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.250000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
158229600.859000000000
NS
USD
158213777.900000000000
5.2270194555
Long
STIV
CORP
US
N
1
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAH1
4850000.000000000000
PA
USD
4713111.660000000000
0.1557103728
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.632700000000
N
N
N
N
N
N
COMMERCIAL METALS COMPANY
549300OQS2LO07ZJ7N73
COMMERCIAL METALS COMPANY
201723AP8
60000.000000000000
PA
USD
60460.350000000000
0.0019974710
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
N/A
SCHAEFFLER VERWALTUNG ZWEI PIK
80627DAC0
295000.000000000000
PA
USD
302865.610000000000
0.0100059834
Long
DBT
CORP
DE
N
2
2026-09-15
Fixed
4.750000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
1979000.000000000000
PA
USD
2033422.520000000000
0.0671796048
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES FINANCE LLC
N/A
COMMSCOPE TECHNOLOGIES FINANCE LLC
20337YAA5
204000.000000000000
PA
USD
207118.980000000000
0.0068427349
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AS3
284000.000000000000
PA
USD
296716.820000000000
0.0098028415
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.750000000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AT1
286000.000000000000
PA
USD
287680.620000000000
0.0095043062
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.875000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R01
N/A
CAS_20-R01
20754CAB5
7307695.810000000000
PA
USD
7343594.870000000000
0.2426154901
Long
ABS-CBDO
CORP
US
N
2
2040-01-25
Variable
2.139300000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1
N/A
CAS_19-HRP1
20754PAC4
7474333.860000000000
PA
USD
7432565.790000000000
0.2455548847
Long
ABS-CBDO
CORP
US
N
2
2039-11-25
Variable
2.239300000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_19-B
N/A
CONN_19-B
20824LAB1
1427360.110000000000
PA
USD
1428730.800000000000
0.0472019807
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
3.620000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAL4
501000.000000000000
PA
USD
516440.080000000000
0.0170619928
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
6.000000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAN0
1492000.000000000000
PA
USD
1539710.970000000000
0.0508685103
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.125000000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON COMPANY OF NY
209111FL2
1265000.000000000000
PA
USD
1446488.500000000000
0.0477886543
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.875000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AG0
863000.000000000000
PA
USD
885423.230000000000
0.0292523477
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBA7
283000.000000000000
PA
USD
300919.110000000000
0.0099416755
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBC3
88000.000000000000
PA
USD
94965.130000000000
0.0031374296
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.000000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAA2
961000.000000000000
PA
USD
1028082.520000000000
0.0339654827
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
5.625000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAB0
528000.000000000000
PA
USD
527626.130000000000
0.0174315542
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
3.750000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
303000.000000000000
PA
USD
309785.160000000000
0.0102345894
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAR1
383000.000000000000
PA
USD
391202.390000000000
0.0129244275
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_17-P1
N/A
CLUB_17-P1
21051AAC5
178961.820000000000
PA
USD
179154.150000000000
0.0059188412
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
5.020000000000
N
N
N
N
N
N
CLR_19-A
N/A
CLR_19-A
21053QAC8
997292.440000000000
PA
USD
1000230.960000000000
0.0330453312
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
4.010000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING USA LLC/ ARDAGH METAL PACKAGING FINANCE P
N/A
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAB4
1110000.000000000000
PA
USD
1111262.670000000000
0.0367135636
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
ARETEC ESCROW ISSUER INC
040133AA8
260000.000000000000
PA
USD
274092.790000000000
0.0090553956
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.500000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBE9
603000.000000000000
PA
USD
676113.890000000000
0.0223372484
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBG4
90000.000000000000
PA
USD
97224.280000000000
0.0032120667
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.625000000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC
81104PAA7
46000.000000000000
PA
USD
47610.730000000000
0.0015729491
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC
81105DAA3
78000.000000000000
PA
USD
78015.120000000000
0.0025774402
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.875000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_19-P2
N/A
CLUB_19-P2
21054PAB1
129311.110000000000
PA
USD
129407.190000000000
0.0042753160
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.470000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 30YR TBA(REG C)
21H022689
65000000.000000000000
PA
USD
67561913.900000000000
2.2320902964
Long
ABS-MBS
USGA
US
N
2
2051-08-19
Fixed
2.500000000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC
81105DAB1
152000.000000000000
PA
USD
151962.700000000000
0.0050204982
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.375000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
1751000.000000000000
PA
USD
1853659.430000000000
0.0612406456
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
648000.000000000000
PA
USD
664329.910000000000
0.0219479328
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.625000000000
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AG3
223000.000000000000
PA
USD
232945.100000000000
0.0076959705
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.000000000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BA6
302000.000000000000
PA
USD
330761.630000000000
0.0109276038
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.250000000000
N
N
N
N
N
N
SENEGAL (REPUBLIC OF)
N/A
SENEGAL (REPUBLIC OF)
81720TAC9
855000.000000000000
PA
USD
907250.630000000000
0.0299734749
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.250000000000
N
N
N
N
N
N
ARES CLO LTD ARES_17-46A
N/A
ARES_17-46A
04016UAG2
7780000.000000000000
PA
USD
7779984.440000000000
0.2570327981
Long
ABS-MBS
CORP
KY
N
2
2030-01-15
Variable
1.476100000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AA1
612000.000000000000
PA
USD
624124.620000000000
0.0206196425
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
81761LAB8
135000.000000000000
PA
USD
143643.550000000000
0.0047456526
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.500000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAE8
70000.000000000000
PA
USD
71921.940000000000
0.0023761355
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AB9
107000.000000000000
PA
USD
109062.960000000000
0.0036031894
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
N/A
ASSUREDPARTNERS INC
04624VAB5
375000.000000000000
PA
USD
372933.570000000000
0.0123208677
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.625000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2
N/A
CSMC_20-RPL2
22946BAP1
18004293.670000000000
PA
USD
18608512.360000000000
0.6147824635
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
3.432800000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAD9
48000.000000000000
PA
USD
49258.310000000000
0.0016273813
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.875000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAF4
174000.000000000000
PA
USD
199879.560000000000
0.0066035611
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.600000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAH0
484000.000000000000
PA
USD
539820.700000000000
0.0178344348
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.125000000000
N
N
N
N
N
N
ATRIUM CDO CORP ATRM_13A
N/A
ATRM_13A
04966HAE6
2250000.000000000000
PA
USD
2253305.250000000000
0.0744440246
Long
ABS-MBS
CORP
US
N
2
2030-11-21
Variable
1.637900000000
N
N
N
N
N
N
AVANTOR FUNDING INC
N/A
AVANTOR FUNDING INC
05352TAA7
485000.000000000000
PA
USD
510542.900000000000
0.0168671636
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331AY3
8462000.000000000000
PA
USD
9099199.520000000000
0.3006166312
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.850000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-1A
N/A
DTAOT_20-1A
23344EAG1
4000000.000000000000
PA
USD
4114416.800000000000
0.1359308712
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.550000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAA5
469000.000000000000
PA
USD
480928.420000000000
0.0158887692
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAB3
375000.000000000000
PA
USD
389134.970000000000
0.0128561247
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.375000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_20-REV1
N/A
AVNT_20-REV1
05355MAA9
8640000.000000000000
PA
USD
8653161.310000000000
0.2858805543
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
2.170000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_20-REV1
N/A
AVNT_20-REV1
05355MAB7
5600000.000000000000
PA
USD
5630178.400000000000
0.1860081494
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
2.680000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL LLC
053773BA4
102000.000000000000
PA
USD
103620.390000000000
0.0034233794
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.250000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL/AVIS FIN
053773BC0
100000.000000000000
PA
USD
104729.890000000000
0.0034600348
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.750000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2
N/A
DRMT_20-2
24380NAD1
7190000.000000000000
PA
USD
7452446.500000000000
0.2462116976
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
4.112000000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP
N/A
DELEK LOGISTICS PARTNERS LP
24665FAB8
143000.000000000000
PA
USD
145526.900000000000
0.0048078742
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS LLC
05453GAC9
328000.000000000000
PA
USD
322693.110000000000
0.0106610384
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS
N/A
AXALTA COATING SYSTEMS/HOLDING BV
05454NAA7
607000.000000000000
PA
USD
640241.130000000000
0.0211520949
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAN5
4790000.000000000000
PA
USD
4391321.120000000000
0.1450791532
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
2.343100000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAQ8
1750000.000000000000
PA
USD
1604461.780000000000
0.0530077282
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
3.043100000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZZ4
380000.000000000000
PA
USD
447419.840000000000
0.0147817228
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375000000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MAZ6
67000.000000000000
PA
USD
74038.220000000000
0.0024460526
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.875000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAA4
232000.000000000000
PA
USD
134700.780000000000
0.0044502041
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAC0
85000.000000000000
PA
USD
33860.490000000000
0.0011186727
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.625000000000
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_19-RLJ
N/A
BAMLL_19-RLJ
05492HAL0
7730000.000000000000
PA
USD
7368143.240000000000
0.2434265118
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
2.043100000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AL2
1600000.000000000000
PA
USD
1598997.760000000000
0.0528272096
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
1.933100000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-EBO8
N/A
MRAIT_21-EBO8
55350R100
15000000.000000000000
PA
USD
15000000.000000000000
0.4955655119
Long
ABS-CBDO
CORP
US
N
3
2022-02-16
Variable
2.900000000000
N
N
N
N
N
N
DIRECTV HOLDINGS LLC/DIRECTV FIN
N/A
DIRECTV HOLDINGS LLC/DIRECTV FIN
25461LAA0
347000.000000000000
PA
USD
359008.500000000000
0.0118608154
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875000000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP
25470MAB5
440000.000000000000
PA
USD
451000.000000000000
0.0149000031
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375000000000
N
N
N
N
N
DISH NETWORK CORP
DISH Network Corp
USD
XXXX
N
N
N
MACYS RETAIL HOLDINGS INC
N/A
MACYS RETAIL HOLDINGS INC
55617LAP7
210000.000000000000
PA
USD
221652.470000000000
0.0073228880
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.875000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAA5
741000.000000000000
PA
USD
742129.100000000000
0.0245182392
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAB3
792000.000000000000
PA
USD
800972.810000000000
0.0264623000
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_20-47A
N/A
MDPK_20-47A
55820FAG3
6800000.000000000000
PA
USD
6913791.200000000000
0.2284157650
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Variable
4.245700000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAJ4
739000.000000000000
PA
USD
765355.680000000000
0.0252855920
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.875000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAY1
867000.000000000000
PA
USD
990228.360000000000
0.0327148683
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
BFLD TRUST BFLD_19-DPLO
N/A
BFLD_19-DPLO
054970AQ1
3050000.000000000000
PA
USD
2998304.030000000000
0.0990570714
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
2.633100000000
N
N
N
N
N
N
BAMLL_13-WBRK
N/A
BAMLL_13-WBRK
05525BAA8
3000000.000000000000
PA
USD
3201153.900000000000
0.1057587647
Long
ABS-MBS
CORP
US
N
2
2037-03-10
Variable
3.652100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9
N/A
GNMA_21-9
38382MF61
24358036.950000000000
PA
USD
2948350.380000000000
0.0974067177
Long
ABS-CBDO
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
N/A
GNMA_20-191
38382MRT8
21137854.780000000000
PA
USD
3330926.410000000000
0.1100461501
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Fixed
3.500000000000
N
N
N
N
N
N
BBVA BANCOMER SA (TEXAS BRANCH)
N/A
BBVA BANCOMER SA TEXAS
05533UAE8
1405000.000000000000
PA
USD
1489152.190000000000
0.0491981645
Long
DBT
CORP
US
N
2
2029-11-12
Variable
5.350000000000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.35 11/12/2029
USD
XXXX
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAJ0
7700000.000000000000
PA
USD
7702432.430000000000
0.2544706580
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
1.994000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16
N/A
GNMA_21-16
38382NBY2
25481724.840000000000
PA
USD
3728949.750000000000
0.1231959261
Long
ABS-CBDO
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89
N/A
GNMA_21-89
38382QD49
27826256.920000000000
PA
USD
4375595.420000000000
0.1445596123
Long
ABS-CBDO
USGA
US
N
2
2051-05-20
Fixed
3.000000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBC8
1222000.000000000000
PA
USD
1211383.090000000000
0.0400213121
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
N/A
DOMINICAN REPUBLIC
25714PDT2
785000.000000000000
PA
USD
883968.360000000000
0.0292042822
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.950000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
4361000.000000000000
PA
USD
4350149.830000000000
0.1437189485
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.679600000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
3801000.000000000000
PA
USD
3786804.410000000000
0.1251073111
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.979600000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16
N/A
MDPK_16-24A
55820NAQ4
9875000.000000000000
PA
USD
9876767.630000000000
0.3263056938
Long
ABS-MBS
CORP
KY
N
2
2029-10-20
Variable
1.884300000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_18-27A
N/A
MDPK_18-27A
55820YAC1
14000000.000000000000
PA
USD
13944042.000000000000
0.4606790874
Long
ABS-MBS
CORP
KY
N
2
2030-04-20
Variable
1.484300000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAB6
314000.000000000000
PA
USD
321924.040000000000
0.0106356301
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
BX TRUST BX_19-OC11
N/A
BX_19-OC11
05606FAN3
3300000.000000000000
PA
USD
3527878.200000000000
0.1165529844
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.075500000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHIP VII LTD
N/A
VIKING OCEAN CRUISES SHIP VII LTD
92682RAA0
115000.000000000000
PA
USD
114969.930000000000
0.0037983421
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.625000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97
N/A
GNMA_21-97F
38382VDX4
16673001.410000000000
PA
USD
2130506.130000000000
0.0703870241
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
WR GRACE & CO-CONN
N/A
WR GRACE & CO-CONN
383909AG3
561000.000000000000
PA
USD
592645.200000000000
0.0195796348
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.875000000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO BCC_20-3
N/A
BCC_20-3A
05684CAG0
5750000.000000000000
PA
USD
5760585.750000000000
0.1903165084
Long
ABS-MBS
CORP
US
N
2
2032-10-23
Variable
3.887900000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO BCC_20-4A
N/A
BCC_20-4A
05684KAL1
3750000.000000000000
PA
USD
3793080.000000000000
0.1253146421
Long
ABS-MBS
CORP
US
N
2
2033-10-20
Variable
4.384300000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
N/A
VIRGIN MEDIA FINANCE PLC
92769VAJ8
805000.000000000000
PA
USD
819006.020000000000
0.0270580758
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
469000.000000000000
PA
USD
501189.710000000000
0.0165581557
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
GROUP 1 AUTO INC
N/A
GROUP 1 AUTOMOTIVE INC
398905AN9
102000.000000000000
PA
USD
104673.590000000000
0.0034581747
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES INC
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC
404030AJ7
806000.000000000000
PA
USD
799875.320000000000
0.0264260415
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.875000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_18-57A
N/A
DRSLF_18-57A
26243KAE7
7000000.000000000000
PA
USD
7000112.000000000000
0.2312676058
Long
ABS-MBS
CORP
KY
N
2
2031-05-15
Variable
1.505900000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_20-83A
N/A
DRSLF_20-83A
26246EAJ7
4000000.000000000000
PA
USD
4011692.000000000000
0.1325370800
Long
ABS-MBS
CORP
US
N
2
2032-01-18
Variable
3.633900000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC
267475AD3
420000.000000000000
PA
USD
426710.710000000000
0.0140975408
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.500000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAF6
706000.000000000000
PA
USD
764935.790000000000
0.0252717198
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.900000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
2469477.550000000000
PA
USD
2545880.220000000000
0.0841100290
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
VISIO TRUST VISIO_21-1R
N/A
VISIO_21-1R
92837UAA7
13717410.310000000000
PA
USD
13698392.490000000000
0.4525633924
Long
ABS-CBDO
CORP
US
N
2
2056-05-25
Fixed
1.280000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
149000.000000000000
PA
USD
195733.330000000000
0.0064665792
Long
DBT
CORP
US
N
2
2030-02-01
Variable
8.750000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAL3
259000.000000000000
PA
USD
292700.450000000000
0.0096701499
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.000000000000
N
N
N
N
N
N
HB FULLER CO
N/A
H.B. FULLER CO
40410KAA3
188000.000000000000
PA
USD
192291.350000000000
0.0063528641
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.250000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
1273000.000000000000
PA
USD
1441223.360000000000
0.0476147061
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375000000000
N
N
N
N
N
N
BALLYROCK LTD BALLY_18-1A
N/A
BALLY_18-1A
05875HAC7
2575000.000000000000
PA
USD
2572358.050000000000
0.0849847956
Long
ABS-MBS
CORP
KY
N
2
2031-04-20
Variable
1.734300000000
N
N
N
N
N
N
BANFF MERGER SUB INC
N/A
BANFF MERGER SUB INC
05988LAA6
172000.000000000000
PA
USD
180928.310000000000
0.0059774554
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.750000000000
N
N
N
N
N
N
VISIO TRUST VISIO_21-1R
N/A
VISIO_21-1R
92837UAB5
4343846.610000000000
PA
USD
4337806.490000000000
0.1433111529
Long
ABS-CBDO
CORP
US
N
2
2056-05-25
Fixed
1.484000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAA0
68000.000000000000
PA
USD
70059.490000000000
0.0023146045
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.500000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_20-2A
N/A
MFT_20-2A
57108RAD3
3550000.000000000000
PA
USD
3635530.860000000000
0.1201095808
Long
ABS-MBS
CORP
US
N
2
2030-09-16
Fixed
2.830000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_20-2A
N/A
MFT_20-2A
57108RAE1
2000000.000000000000
PA
USD
2123971.200000000000
0.0701711250
Long
ABS-MBS
CORP
US
N
2
2030-09-16
Fixed
4.650000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
209000.000000000000
PA
USD
216999.460000000000
0.0071691632
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAF9
712000.000000000000
PA
USD
735693.460000000000
0.0243056204
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-1A
N/A
MFT_19-1A
57109XAB3
4800000.000000000000
PA
USD
4836561.600000000000
0.1597888750
Long
ABS-MBS
CORP
US
N
2
2029-04-16
Fixed
3.940000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_21-1A
N/A
MFT_21-1A
57110NAB2
3950000.000000000000
PA
USD
3958590.460000000000
0.1307827272
Long
ABS-MBS
CORP
US
N
2
2031-06-16
Fixed
1.000000000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
N/A
MARRIOTT OWNERSHIP RESORTS INC
57164PAH9
188000.000000000000
PA
USD
189265.240000000000
0.0062528884
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.500000000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INS CO
575767AN8
1556000.000000000000
PA
USD
1726436.540000000000
0.0570374938
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAH5
450000.000000000000
PA
USD
461603.510000000000
0.0152503186
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAA8
642000.000000000000
PA
USD
635401.520000000000
0.0209922053
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAN9
334000.000000000000
PA
USD
353617.270000000000
0.0116827016
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAF7
157000.000000000000
PA
USD
170845.320000000000
0.0056443366
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.000000000000
N
N
N
N
N
N
MATADOR RESOURCES CO
N/A
MATADOR RESOURCES CO
576485AE6
719000.000000000000
PA
USD
730611.090000000000
0.0241377106
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAJ5
79000.000000000000
PA
USD
86412.810000000000
0.0028548806
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.625000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BW8
873000.000000000000
PA
USD
1067926.160000000000
0.0352818249
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.875000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
529000.000000000000
PA
USD
572713.610000000000
0.0189211409
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAN6
97000.000000000000
PA
USD
101841.020000000000
0.0033645931
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081AW2
28000.000000000000
PA
USD
32989.440000000000
0.0010898952
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.450000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
223000.000000000000
PA
USD
268124.030000000000
0.0088582015
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CT4
9615000.000000000000
PA
USD
9979812.330000000000
0.3297100537
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAH3
417000.000000000000
PA
USD
468173.020000000000
0.0154673602
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.500000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAK6
315000.000000000000
PA
USD
320174.350000000000
0.0105778244
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.500000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345AN2
1364000.000000000000
PA
USD
1430690.200000000000
0.0472667148
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.375000000000
N
N
N
N
N
N
HAWAIIANMILES LOYALTY LTD / HAWAIIAN BRAND INTELLECTUAL PROPERTY
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
413100.000000000000
PA
USD
432941.720000000000
0.0143033990
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJF7
18920000.000000000000
PA
USD
18586458.750000000000
0.6140538630
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.898000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AH2
8600000.000000000000
PA
USD
11521144.200000000000
0.3806321149
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.300000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAL4
839000.000000000000
PA
USD
857063.330000000000
0.0283154019
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.750000000000
N
N
N
N
N
N
EMIR_20-2
N/A
EMIR_20-2
269820AB2
2500000.000000000000
PA
USD
2510442.750000000000
0.0829392564
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
4.148000000000
N
N
N
N
N
N
EMIR_20-2
N/A
EMIR_20-2
269820AC0
5750000.000000000000
PA
USD
5828532.930000000000
0.1925613270
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
4.650100000000
N
N
N
N
N
N
EAGLE RE 2018-1 LTD EMIR_18-1
N/A
EMIR_18-1
269826AA1
1376514.570000000000
PA
USD
1380294.070000000000
0.0456017425
Long
ABS-CBDO
CORP
US
N
2
2028-11-25
Variable
1.789300000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BD3
446000.000000000000
PA
USD
487453.390000000000
0.0161043392
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BE1
247000.000000000000
PA
USD
256864.120000000000
0.0084861999
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAB6
1155000.000000000000
PA
USD
1179321.850000000000
0.0389620824
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
VOLT LLC VOLT_21-NPL8
N/A
VOLT_21-NPL8
92872VAA1
7075913.890000000000
PA
USD
7091585.620000000000
0.2342896839
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.115700000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAB6
15300000.000000000000
PA
USD
15192356.850000000000
0.5019205399
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
1.539300000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AN9
4400000.000000000000
PA
USD
5302779.500000000000
0.1751916425
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.875000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5
N/A
VOLT_21-NPL5
92873FAA5
9570626.060000000000
PA
USD
9581312.620000000000
0.3165445395
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.115700000000
N
N
N
N
N
N
VOYA FINANCIAL INC
N/A
VOYA FINANCIAL INC
929089AC4
924000.000000000000
PA
USD
1196391.190000000000
0.0395260142
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.800000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BF8
765000.000000000000
PA
USD
806253.940000000000
0.0266367764
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.750000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAY8
277000.000000000000
PA
USD
314671.550000000000
0.0103960245
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.000000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001ABD3
618000.000000000000
PA
USD
652503.130000000000
0.0215572032
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BA1
488000.000000000000
PA
USD
513020.380000000000
0.0169490138
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.250000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC
N/A
MIDWEST GAMING BORROWER LLC
59833DAB6
607000.000000000000
PA
USD
611832.640000000000
0.0202135437
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
MINERALS TECH INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC
603158AA4
140000.000000000000
PA
USD
146489.000000000000
0.0048396598
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 1LN TL 3.75
28253PAC3
119412.100000000000
PA
USD
118695.630000000000
0.0039214307
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.589250000000
N
N
N
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 2LN TL 7.75
28253PAD1
32969.000000000000
PA
USD
32666.670000000000
0.0010792317
Long
LON
CORP
US
N
2
2026-10-01
Variable
7.839250000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
4715000.000000000000
PA
USD
5038767.450000000000
0.1664692914
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.750000000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC
615394AM5
229000.000000000000
PA
USD
236113.200000000000
0.0078006373
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS INC
N/A
HELIOS SOFTWARE HOLDINGS INC
42329HAA6
693000.000000000000
PA
USD
682808.980000000000
0.0225584388
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.625000000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
129000.000000000000
PA
USD
135328.710000000000
0.0044709494
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
1442000.000000000000
PA
USD
1521308.500000000000
0.0502605350
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAK8
646000.000000000000
PA
USD
711336.550000000000
0.0235009241
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.125000000000
N
N
N
N
N
N
VOYA CLO LTD VOYA_21-1A
N/A
VOYA_21-1A
92918QAJ9
8350000.000000000000
PA
USD
8353406.800000000000
0.2759773545
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Variable
3.300000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939UAD8
3345000.000000000000
PA
USD
3320017.000000000000
0.1096857283
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.375000000000
N
N
N
N
N
N
WASHINGTON MUTUAL BANK/HENDERSON
N/A
WASHINGTON MUTUAL BK NV
93933WAC0
27379000.000000000000
PA
USD
41068.500000000000
0.0013568088
Long
DBT
CORP
US
N
3
2015-01-15
Variable
0.000000000000
Y
N
N
N
N
N
WMI HOLDINGS CORP
549300KD8C6DPXYC2M26
WMI HOLDINGS CORP - ESCROW
939ESC802
2725.000000000000
NS
USD
0.000000000000
0.0000000000
Long
EC
CORP
US
N
3
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AC1
608000.000000000000
PA
USD
639835.940000000000
0.0211387083
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AH0
414000.000000000000
PA
USD
395791.770000000000
0.0130760501
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.000000000000
N
N
N
N
N
N
HERENS MIDCO SARL
N/A
LONZA SPECIALTY INGREDIENTS
427169AA5
439000.000000000000
PA
USD
435821.250000000000
0.0143985321
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.750000000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDINGS LLC
43118DAA8
669000.000000000000
PA
USD
681319.920000000000
0.0225092437
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AK3
738000.000000000000
PA
USD
734777.400000000000
0.0242753559
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.250000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AL1
523000.000000000000
PA
USD
490101.780000000000
0.0161918360
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
11625000.000000000000
PA
USD
11720263.850000000000
0.3872105703
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAL6
6200000.000000000000
PA
USD
5984923.240000000000
0.1977281033
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AM9
163000.000000000000
PA
USD
153984.860000000000
0.0050873057
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AN7
223000.000000000000
PA
USD
230039.810000000000
0.0075999864
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AS3
22000.000000000000
PA
USD
22947.890000000000
0.0007581455
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AU8
264000.000000000000
PA
USD
269873.700000000000
0.0089160066
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.750000000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_20-RN1
N/A
BOMFT_20-RN1
07334QAA2
1575641.470000000000
PA
USD
1575512.110000000000
0.0520512977
Long
ABS-CBDO
CORP
US
N
2
2035-02-28
Variable
3.228200000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
BOMFT_20-RN2
07334VAA1
2596944.200000000000
PA
USD
2623457.180000000000
0.0866729934
Long
ABS-CBDO
CORP
US
N
2
2035-06-28
Variable
4.424000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-EBO4
N/A
MRAIT_21-EBO4
62477K109
20000000.000000000000
PA
USD
19998170.000000000000
0.6606935569
Long
ABS-CBDO
CORP
US
N
2
2022-02-16
Variable
1.842100000000
N
N
N
N
N
N
WMI HOLDINGS CORP
549300KD8C6DPXYC2M26
Mr Cooper Group Inc
62482R107
4518.000000000000
NS
USD
167979.240000000000
0.0055496479
Long
EC
CORP
US
N
1
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_20-RN3
N/A
BOMFT_20-RN3
07335EAA8
2907838.550000000000
PA
USD
2919348.070000000000
0.0964485480
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
3.104800000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-1F
N/A
BVRT_21-1F
07335FAA5
6472198.330000000000
PA
USD
6472539.410000000000
0.2138378204
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Variable
1.588000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-2F
N/A
BVRT_21-2F
07335MAA0
6161295.570000000000
PA
USD
6161295.570000000000
0.2035550395
Long
ABS-CBDO
CORP
US
N
3
2032-01-10
Variable
1.588000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT3
N/A
BVRT_21-CRT3
07335PAB1
2140000.000000000000
PA
USD
2140000.000000000000
0.0707006797
Long
ABS-CBDO
CORP
US
N
3
2031-01-10
Variable
2.088000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT3
N/A
BVRT_21-CRT3
07335PAC9
3100000.000000000000
PA
USD
3100000.000000000000
0.1024168725
Long
ABS-CBDO
CORP
US
N
3
2031-01-10
Variable
3.188000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT3
N/A
BVRT_21-CRT3
07335PAE5
10000000.000000000000
PA
USD
10000000.000000000000
0.3303770079
Long
ABS-CBDO
CORP
US
N
3
2031-01-10
Variable
4.338000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AV6
282000.000000000000
PA
USD
294138.760000000000
0.0097176683
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.000000000000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
N/A
HILL-ROM HOLDINGS INC
431475AD4
274000.000000000000
PA
USD
286525.640000000000
0.0094661484
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.375000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAU2
91000.000000000000
PA
USD
96106.640000000000
0.0031751424
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.750000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAV0
274000.000000000000
PA
USD
298858.910000000000
0.0098736112
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.125000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AF6
689000.000000000000
PA
USD
718269.370000000000
0.0237299685
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AH2
424000.000000000000
PA
USD
424937.080000000000
0.0140389441
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
WASTE PRO USA INC
N/A
WASTE PRO USA INC
94107JAA1
943000.000000000000
PA
USD
960456.090000000000
0.0317312609
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2G7
1254000.000000000000
PA
USD
1339548.010000000000
0.0442555864
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BU2
4916000.000000000000
PA
USD
4954355.960000000000
0.1636805298
Long
DBT
CORP
US
N
2
2022-06-06
Variable
1.160800000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BV0
2000000.000000000000
PA
USD
2141323.420000000000
0.0707444024
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.363000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2J1
11516000.000000000000
PA
USD
12055603.950000000000
0.3982894362
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
5155000.000000000000
PA
USD
5154641.730000000000
0.1702975112
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
0.968100000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887CL1
2710000.000000000000
PA
USD
2687846.540000000000
0.0888002698
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.957000000000
N
N
N
N
N
N
BELARUS (REPUBLIC OF)
N/A
BELARUS (REPUBLIC OF)
07737JAB9
660000.000000000000
PA
USD
660193.080000000000
0.0218112614
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.875000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAX6
178000.000000000000
PA
USD
193415.120000000000
0.0063899909
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.125000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAY4
512000.000000000000
PA
USD
527737.190000000000
0.0174352234
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.000000000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_17-1
N/A
BMIR_17-1
078767AB6
2878794.220000000000
PA
USD
2915259.040000000000
0.0963134559
Long
ABS-CBDO
CORP
US
N
2
2027-10-25
Variable
3.439300000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_21-2A
N/A
BMIR_21-2A
07876AAA1
10000000.000000000000
PA
USD
10018883.000000000000
0.3310008588
Long
ABS-CBDO
CORP
US
N
2
2031-06-25
Variable
1.210000000000
N
N
N
N
N
N
HILLENBRAND
N/A
HILLENBRAND INC
431571AE8
333000.000000000000
PA
USD
338900.840000000000
0.0111965046
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.750000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AG6
61000.000000000000
PA
USD
63874.390000000000
0.0021102630
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_21-2A
N/A
BMIR_21-2A
07876AAB9
8000000.000000000000
PA
USD
8005782.400000000000
0.2644926435
Long
ABS-CBDO
CORP
US
N
2
2031-06-25
Variable
1.510000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-4A
N/A
BMIR_19-4A
07876LAC3
3727000.000000000000
PA
USD
3726998.140000000000
0.1231314494
Long
ABS-CBDO
CORP
US
N
2
2029-10-25
Variable
2.589300000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAA4
6250000.000000000000
PA
USD
6253902.500000000000
0.2066145596
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
1.293000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
1621000.000000000000
PA
USD
1746479.000000000000
0.0576996506
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAB3
8300000.000000000000
PA
USD
8502508.380000000000
0.2809033278
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
2.210000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
493472.600000000000
PA
USD
493536.700000000000
0.0163053178
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
1.389300000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AH4
67000.000000000000
PA
USD
72192.500000000000
0.0023850742
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.750000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AN1
253000.000000000000
PA
USD
252413.380000000000
0.0083391577
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.625000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAZ1
203000.000000000000
PA
USD
213058.740000000000
0.0070389709
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.250000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EBA5
883000.000000000000
PA
USD
919493.300000000000
0.0303779445
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAP9
346000.000000000000
PA
USD
385473.260000000000
0.0127351502
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.250000000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
N/A
WESTERN GAS PARTNERS LP
958254AL8
2583000.000000000000
PA
USD
2878080.190000000000
0.0950851522
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.500000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAB2
6630401.000000000000
PA
USD
6653842.120000000000
0.2198276451
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
1.839300000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_20-4
N/A
BMIR_20-4A
07876UAA7
3055697.490000000000
PA
USD
3060625.410000000000
0.1011160265
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Variable
2.689300000000
N
N
N
N
N
N
NCL CORPORATION LTD
N/A
NCL CORPORATION LTD
62886HBA8
322000.000000000000
PA
USD
324370.940000000000
0.0107164701
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL FINANCE LTD
62888HAA7
168000.000000000000
PA
USD
169146.320000000000
0.0055882055
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
6.125000000000
N
N
N
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
143000.000000000000
PA
USD
158465.810000000000
0.0052353460
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC
96350RAA2
389000.000000000000
PA
USD
415363.330000000000
0.0137226494
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.875000000000
N
N
N
N
N
N
BELLEMEADE RE 2019-2 LTD
N/A
BMIR_19-2A
07877BAE0
5250000.000000000000
PA
USD
5280114.000000000000
0.1744428265
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Variable
2.089300000000
N
N
N
N
N
N
BELLEMEADE RE 2019-2 LTD
N/A
BMIR_19-2A
07877BAG5
1500000.000000000000
PA
USD
1519925.250000000000
0.0502148356
Long
ABS-CBDO
CORP
BM
N
2
2029-04-25
Variable
3.189300000000
N
N
N
N
N
N
HILT_16-SFP
N/A
HILT_16-SFP
43289VAQ6
5500000.000000000000
PA
USD
5568550.350000000000
0.1839721003
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
5.519100000000
N
N
N
N
N
N
HILTON USA TRUST HILT_16-HHV
N/A
HILT_16-HHV
43300LAQ3
2500000.000000000000
PA
USD
2549427.750000000000
0.0842272312
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.193500000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP
96949LAC9
3460000.000000000000
PA
USD
4354849.070000000000
0.1438742006
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
N/A
WYNDHAM HOTELS & RESORTS INC
98311AAB1
312000.000000000000
PA
USD
322097.710000000000
0.0106413678
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
137000.000000000000
PA
USD
145225.060000000000
0.0047979021
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FIN LLC/CAPITAL CORP
983133AB5
260000.000000000000
PA
USD
276918.560000000000
0.0091487525
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.750000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
4883700.760000000000
PA
USD
4940058.670000000000
0.1632081802
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY
N/A
HOLLY ENERGY PARTNERS LP / FIN
435765AH5
722000.000000000000
PA
USD
731899.490000000000
0.0241802764
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAA7
785002.940000000000
PA
USD
786522.390000000000
0.0259848914
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Variable
1.189300000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAB5
12700000.000000000000
PA
USD
12748966.120000000000
0.4211965281
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Variable
1.689300000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
238000.000000000000
PA
USD
246413.520000000000
0.0081409361
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CE0
15000.000000000000
PA
USD
15937.040000000000
0.0005265232
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAC4
3000000.000000000000
PA
USD
3047504.400000000000
0.1006825385
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.939300000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAE0
6900000.000000000000
PA
USD
7277573.520000000000
0.2404342964
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.789200000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_18-3A
N/A
BMIR_18-3A
07877TAD3
6000000.000000000000
PA
USD
6147001.200000000000
0.2030827864
Long
ABS-CBDO
CORP
US
N
2
2028-10-25
Variable
3.989200000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_20-2A
N/A
BMIR_20-2A
078782AB5
5998267.620000000000
PA
USD
6075318.970000000000
0.2007145703
Long
ABS-CBDO
CORP
US
N
2
2030-08-26
Variable
3.289300000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAV2
1588000.000000000000
PA
USD
1824995.340000000000
0.0602936500
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
1414000.000000000000
PA
USD
1496315.370000000000
0.0494348195
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.600000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAY6
6370000.000000000000
PA
USD
7102148.880000000000
0.2346386697
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AM3
1070000.000000000000
PA
USD
1157934.230000000000
0.0382554846
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.750000000000
N
N
N
N
N
N
BELLRING BRANDS LLC
N/A
BELLRING BRANDS TLB 4.0
07982EAD8
88385.710000000000
PA
USD
88703.010000000000
0.0029305435
Long
LON
CORP
US
N
2
2024-10-21
Variable
4.750000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
296000.000000000000
PA
USD
301921.390000000000
0.0099747885
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440AP6
170000.000000000000
PA
USD
171667.910000000000
0.0056715130
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
HOME RE LTD HMIR_20-1
N/A
HMIR_20-1
43731WAC9
11550000.000000000000
PA
USD
11864580.420000000000
0.3919784579
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
4.294000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AN1
223000.000000000000
PA
USD
227496.290000000000
0.0075159544
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAA3
698000.000000000000
PA
USD
695000.000000000000
0.0229612021
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CH3
1142000.000000000000
PA
USD
1225136.690000000000
0.0404756994
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.250000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CQ3
270000.000000000000
PA
USD
270156.190000000000
0.0089253394
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-BPL1
N/A
HOF_20-BPL1
43789YAA0
8662515.710000000000
PA
USD
8825518.270000000000
0.2915748319
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.228200000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST
44106MAS1
219000.000000000000
PA
USD
222768.650000000000
0.0073597640
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.650000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAZ5
103000.000000000000
PA
USD
103832.130000000000
0.0034303748
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.350000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LIMITED
44332PAD3
668000.000000000000
PA
USD
692294.180000000000
0.0228718080
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAB1
516000.000000000000
PA
USD
524866.770000000000
0.0173403913
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND CO BV
98953GAD7
555000.000000000000
PA
USD
571786.850000000000
0.0188905229
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CR1
650000.000000000000
PA
USD
655728.700000000000
0.0216637686
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
62943WAE9
887000.000000000000
PA
USD
911752.380000000000
0.0301222023
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.000000000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC/NXP USA
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAD0
1090000.000000000000
PA
USD
1205988.960000000000
0.0398431024
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.400000000000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST NYMT_21-BPL1
N/A
NYMT_21-BPL1
62955KAA8
8280000.000000000000
PA
USD
8281493.710000000000
0.2736015113
Long
ABS-CBDO
CORP
US
N
2
2026-05-25
Variable
2.239000000000
N
N
N
N
N
N
ZIGGO SECURED FINANCE BV
N/A
ZIGGO SECURED FINANCE BV
98954NAA7
222000.000000000000
PA
USD
230355.260000000000
0.0076104082
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ZIGGO BOND FINANCE BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
335000.000000000000
PA
USD
349380.760000000000
0.0115427370
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AH5
655000.000000000000
PA
USD
705547.980000000000
0.0233096831
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AJ1
392000.000000000000
PA
USD
398937.200000000000
0.0131799678
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AA8
164000.000000000000
PA
USD
153553.060000000000
0.0050730401
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAF5
602000.000000000000
PA
USD
628023.280000000000
0.0207484452
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAJ7
235000.000000000000
PA
USD
263731.560000000000
0.0087130844
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.750000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAL2
256000.000000000000
PA
USD
258104.780000000000
0.0085271885
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.875000000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC
092174AA9
269000.000000000000
PA
USD
269795.680000000000
0.0089134290
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CX1
5000000.000000000000
PA
USD
6935636.450000000000
0.2291374818
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.930000000000
N
N
N
N
N
N
ZIGGO BV
N/A
ZIGGO BV
98955DAA8
730000.000000000000
PA
USD
751965.080000000000
0.0248431973
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
ZI TECH LLC
N/A
ZI TECH LLC/ZI FIN CORP
98981BAA0
1026000.000000000000
PA
USD
1026796.720000000000
0.0339230028
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875000000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
N/A
NESCO HOLDINGS II INC
64083YAA9
373000.000000000000
PA
USD
385582.160000000000
0.0127387480
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.500000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAS5
546000.000000000000
PA
USD
638227.850000000000
0.0210855807
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BJ9
100000.000000000000
PA
USD
100152.650000000000
0.0033088133
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.000000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BR1
589000.000000000000
PA
USD
613124.860000000000
0.0202562357
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.500000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY COMPANY PJSC
N/A
ABU DHABI NATIONAL ENERGY CO
000000000
264000.000000000000
PA
USD
275941.880000000000
0.0091164853
Long
DBT
NUSS
AE
N
2
2023-01-12
Fixed
3.625000000000
N
N
N
N
N
N
GAZ CAPITAL SA
213800568PRHV2JR9650
GAZ CAPITAL SA
000000000
1320000.000000000000
PA
USD
1472193.910000000000
0.0486379019
Long
DBT
NUSS
LU
N
2
2028-02-06
Fixed
4.950000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BT7
563000.000000000000
PA
USD
583291.390000000000
0.0192706064
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AB8
94000.000000000000
PA
USD
100259.310000000000
0.0033123371
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.125000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAT3
749000.000000000000
PA
USD
930632.500000000000
0.0307459581
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAU0
167000.000000000000
PA
USD
205921.680000000000
0.0068031789
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
N/A
HONDURAS (GOVERNMENT OF)
000000000
971000.000000000000
PA
USD
1039983.770000000000
0.0343586726
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.500000000000
N
N
N
N
N
N
LUKOIL INTERNATIONAL FINANCE BV
N/A
LUKOIL INTERNATIONAL FINANCE BV
000000000
971000.000000000000
PA
USD
1028195.660000000000
0.0339692206
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.563000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAV8
126000.000000000000
PA
USD
151874.080000000000
0.0050175704
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAX4
525000.000000000000
PA
USD
674938.100000000000
0.0222984030
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAD3
2612389.630000000000
PA
USD
2612573.280000000000
0.0863134143
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
4.690000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAE1
1044955.850000000000
PA
USD
1044579.560000000000
0.0345105070
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
4.890000000000
N
N
N
N
N
N
IAA INC
N/A
IAA SPINCO INC
449253AB9
740000.000000000000
PA
USD
777865.830000000000
0.0256988985
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.500000000000
N
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS GROUP HOLDINGS SA
44986UAD1
366000.000000000000
PA
USD
366217.800000000000
0.0120989941
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.625000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
ARBYS RESTAURANT GROUP
44988MAA3
887000.000000000000
PA
USD
916000.690000000000
0.0302625567
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.750000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
IRB HOLDING CORP
44988MAC9
1508000.000000000000
PA
USD
1612982.750000000000
0.0532892415
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.000000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL2
N/A
NRZT_20-RPL2
64831BAA4
17077133.280000000000
PA
USD
17402264.820000000000
0.5749308182
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.578000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BB1
371000.000000000000
PA
USD
411565.240000000000
0.0135971693
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
QUINTILES IMS INC
449934AD0
970000.000000000000
PA
USD
999141.900000000000
0.0330093511
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.000000000000
N
N
N
N
N
N
ITT HOLDINGS LLC
N/A
ITT HOLDINGS LLC
45074JAA2
367000.000000000000
PA
USD
366101.000000000000
0.0120951353
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.500000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AC6
28000.000000000000
PA
USD
29336.230000000000
0.0009692016
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.125000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BS9
47000.000000000000
PA
USD
51394.890000000000
0.0016979690
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.625000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
767634.000000000000
PA
USD
810823.220000000000
0.0267877349
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBD8
996507.000000000000
PA
USD
1061294.690000000000
0.0350627364
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BU4
332000.000000000000
PA
USD
343997.260000000000
0.0113648785
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BV2
739000.000000000000
PA
USD
765269.320000000000
0.0252827388
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.750000000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION COMPANY
651290AQ1
97000.000000000000
PA
USD
107307.350000000000
0.0035451881
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625000000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION COMPANY
651290AR9
222000.000000000000
PA
USD
250336.760000000000
0.0082705510
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBE6
392000.000000000000
PA
USD
408719.640000000000
0.0135031572
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBG1
275000.000000000000
PA
USD
284078.400000000000
0.0093852972
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAL6
3100000.000000000000
PA
USD
3093434.200000000000
0.1021999535
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
1.894000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAN2
6850000.000000000000
PA
USD
6591503.610000000000
0.2177681240
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
2.494000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAB8
240000.000000000000
PA
USD
258394.280000000000
0.0085367529
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
988000.000000000000
PA
USD
1043966.410000000000
0.0344902499
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
ILLUMINATE BUYER LLC/HOLDINGS IV
45232TAA9
398000.000000000000
PA
USD
442940.440000000000
0.0146337337
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.000000000000
N
N
N
N
N
N
INDEPENDENCE PLAZA TRUST IPT_18-INDP
N/A
IPT_18-INDP
45378YAL8
4500000.000000000000
PA
USD
4748220.450000000000
0.1568702865
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
3.911000000000
N
N
N
N
N
N
INDIGO MERGER SUB INC
N/A
INDIGO MERGER SUB INC
45569KAA1
281000.000000000000
PA
USD
286945.460000000000
0.0094800183
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.875000000000
N
N
N
N
N
N
INDIGO NATURAL RESOURCES LLC
N/A
INDIGO NATURAL RESOURCES LLC
45569LAC5
214000.000000000000
PA
USD
223046.690000000000
0.0073689498
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.375000000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
N/A
HONDURAS (GOVERNMENT OF)
000000000
1710000.000000000000
PA
USD
1831485.330000000000
0.0605080643
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.500000000000
N
N
N
N
N
N
DP WORLD LTD (UAE)
N/A
DP WORLD LTD
000000000
1280000.000000000000
PA
USD
1734152.120000000000
0.0572923989
Long
DBT
NUSS
AE
N
2
2037-07-02
Fixed
6.850000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAC3
748059.570000000000
PA
USD
758250.610000000000
0.0250508568
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.108000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAD1
1700000.000000000000
PA
USD
1732309.010000000000
0.0572315068
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.451000000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS QUATTRO FINANCE 2 PLC
45674GAA2
739000.000000000000
PA
USD
743556.630000000000
0.0245654015
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.375000000000
N
N
N
N
N
N
INGEVITY CORP
N/A
INGEVITY CORP
45688CAB3
494000.000000000000
PA
USD
494055.540000000000
0.0163224591
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.875000000000
N
N
N
N
N
N
Saudi Arabia
N/A
SAUDI ARABIA (KINGDOM OF)
000000000
2550000.000000000000
PA
USD
3230089.670000000000
0.1067147361
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.000000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
1000000.000000000000
OU
Notional Amount
USD
91292.000000000000
0.0030160778
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
60478.940000000000
USD
0.000000000000
USD
1000000.000000000000
USD
30313.060000000000
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAD2
1201000.000000000000
PA
USD
1249251.110000000000
0.0412723844
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.875000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAE0
577000.000000000000
PA
USD
588338.050000000000
0.0194373365
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.875000000000
N
N
N
N
N
N
IRIS MERGER SUB 2019
N/A
IRIS MERGER SUB 2019
45774NAB4
454000.000000000000
PA
USD
490156.880000000000
0.0161936563
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AY6
901000.000000000000
PA
USD
1091933.860000000000
0.0360749842
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.100000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
8000000.000000000000
OU
Notional Amount
USD
730336.000000000000
0.0241286222
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
338227.750000000000
USD
0.000000000000
USD
8000000.000000000000
USD
388108.250000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
1700000.000000000000
OU
Notional Amount
USD
67928.600000000000
0.0022442048
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
60338.640000000000
USD
0.000000000000
USD
1700000.000000000000
USD
6739.960000000000
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
4365000.000000000000
PA
USD
4845524.390000000000
0.1600849850
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
BROADCOM INC
N/A
BROADCOM INC
11135FAQ4
2325000.000000000000
PA
USD
2639088.990000000000
0.0871894324
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.150000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-9200000.000000000000
OU
Notional Amount
USD
-839886.400000000000
-0.0277479156
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1768282.780000000000
USD
-9200000.000000000000
USD
932996.380000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-5000000.000000000000
OU
Notional Amount
USD
-456460.000000000000
-0.0150803889
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1015331.710000000000
USD
-5000000.000000000000
USD
561371.710000000000
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
INTERFACE INC
458665AS5
197000.000000000000
PA
USD
206653.760000000000
0.0068273651
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.500000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
568000.000000000000
PA
USD
633904.130000000000
0.0209427350
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AF0
293000.000000000000
PA
USD
305097.250000000000
0.0100797117
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.125000000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
N/A
ION TRADING TECHNOLOGIES SARL
46205YAA9
614000.000000000000
PA
USD
637835.510000000000
0.0210726187
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.750000000000
N
N
N
N
N
N
BROADCOM INC
N/A
BROADCOM INC
11135FBL4
4865000.000000000000
PA
USD
5208002.980000000000
0.1720604442
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.469000000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
N/A
BROADSTREET PARTNERS INC
11135RAA3
648000.000000000000
PA
USD
658953.380000000000
0.0217703046
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875000000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
IRIS HOLDINGS INC PIK
46272EAA1
279000.000000000000
PA
USD
284485.250000000000
0.0093987386
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.750000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAF8
62000.000000000000
PA
USD
64910.970000000000
0.0021445092
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
N/A
EPICOR SOFTWARE CORP 2ND LN 7.75
000000000
106000.000000000000
PA
USD
109445.000000000000
0.0036158112
Long
LON
CORP
US
N
2
2028-07-31
Variable
8.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-12000000.000000000000
OU
Notional Amount
USD
-1095504.000000000000
-0.0361929334
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1943542.380000000000
USD
-12000000.000000000000
USD
854038.380000000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAG6
140000.000000000000
PA
USD
145558.920000000000
0.0048089320
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAJ0
769000.000000000000
PA
USD
820309.830000000000
0.0271011507
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
JBS USA LUX SA/JBS FOOD CO/JBS USA FINANCE INC
N/A
JBS USA LUX SA/JBS FOOD CO/JBS FIN
46590XAB2
223000.000000000000
PA
USD
249241.630000000000
0.0082343704
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.500000000000
N
N
N
N
N
N
JBS USA LUX SA/JBS FOOD CO/JBS USA FINANCE INC
N/A
JBS USA LUX SA/JBS FOOD CO/JBS FIN
46590XAC0
362000.000000000000
PA
USD
370873.220000000000
0.0122527985
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-7000000.000000000000
OU
Notional Amount
USD
-639044.000000000000
-0.0211125445
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1171569.840000000000
USD
-7000000.000000000000
USD
536025.840000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-5000000.000000000000
OU
Notional Amount
USD
-456460.000000000000
-0.0150803889
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-836835.600000000000
USD
-5000000.000000000000
USD
382875.600000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
4175000.000000000000
PA
USD
4421591.110000000000
0.1460792041
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.739000000000
N
N
N
N
N
N
J P MORGAN & CO INC
N/A
J P MORGAN & CO INC
46647PCC8
24598000.000000000000
PA
USD
25604743.010000000000
0.8459218384
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAG3
346000.000000000000
PA
USD
355827.100000000000
0.0117557093
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.750000000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
SHIFT4 PAYMENTS LLC/SHIFT4 FIN
82453AAA5
362000.000000000000
PA
USD
377032.050000000000
0.0124562721
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.625000000000
N
N
N
N
N
N
BWAY HOLDING CO
N/A
BWAY HOLDING CO
12429TAD6
296000.000000000000
PA
USD
298527.950000000000
0.0098626771
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX_18-GW
N/A
BX_18-GW
12433UAQ8
5900000.000000000000
PA
USD
5905534.200000000000
0.1951052719
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
2.513100000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBD3
204000.000000000000
PA
USD
215445.080000000000
0.0071178101
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBF8
255000.000000000000
PA
USD
279344.020000000000
0.0092288842
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.875000000000
N
N
N
N
N
N
BX TRUST BX_18-GW
N/A
BX_18-GW
12433UAS4
650000.000000000000
PA
USD
650009.360000000000
0.0214748147
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.013100000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBM4
548000.000000000000
PA
USD
566578.880000000000
0.0187184635
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
ELEMENT SOLUTIONS INC
28618MAA4
618000.000000000000
PA
USD
631190.450000000000
0.0208530812
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
6290000.000000000000
PA
USD
7625335.740000000000
0.2519235606
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
396000.000000000000
PA
USD
414369.670000000000
0.0136898212
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CCO HOLDINGS CAP
1248EPCB7
233000.000000000000
PA
USD
254481.150000000000
0.0084074721
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.375000000000
N
N
N
N
N
N
ENCANA CORP
CZ72ZHBVKZXQRV3XFE26
ENCANA CORPORATION
292505AD6
17000.000000000000
PA
USD
22636.140000000000
0.0007478460
Long
DBT
CORP
CA
N
2
2034-08-15
Fixed
6.500000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES LP/EER
29260FAE0
321000.000000000000
PA
USD
337043.820000000000
0.0111351529
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.750000000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC
N/A
JAGUAR LAND ROVER AUTOMOTIVE PLC
47010BAM6
486000.000000000000
PA
USD
485855.140000000000
0.0160515367
Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.500000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
JAGUAR HOLDING CO II / PPDI
47010LAA0
166000.000000000000
PA
USD
179337.720000000000
0.0059249059
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.000000000000
N
N
N
N
N
N
SIMMONS FOODS INC
N/A
SIMMONS FOODS INC/SIMMONS PREP
82873MAA1
317000.000000000000
PA
USD
320456.500000000000
0.0105871460
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBA5
347000.000000000000
PA
USD
363472.560000000000
0.0120082977
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-5000000.000000000000
OU
Notional Amount
USD
-456460.000000000000
-0.0150803889
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-869042.870000000000
USD
-5000000.000000000000
USD
415082.870000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.11.BBB-)
000000000
-3000000.000000000000
OU
Notional Amount
USD
-119874.000000000000
-0.0039603613
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.11.BBB-
CX4B11012
Y
CMBX.NA.11.BBB-
2054-11-18
0.000000000000
USD
-456492.800000000000
USD
-3000000.000000000000
USD
338118.800000000000
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCD3
862000.000000000000
PA
USD
914303.550000000000
0.0302064871
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCE1
1694000.000000000000
PA
USD
1779807.380000000000
0.0588007437
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBE7
1136000.000000000000
PA
USD
1165899.660000000000
0.0385186441
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBG2
363000.000000000000
PA
USD
374689.470000000000
0.0123788786
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBH4
373000.000000000000
PA
USD
376134.990000000000
0.0124266353
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.500000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBK7
466000.000000000000
PA
USD
470216.240000000000
0.0155348634
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-3000000.000000000000
OU
Notional Amount
USD
-273876.000000000000
-0.0090482333
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-591186.670000000000
USD
-3000000.000000000000
USD
318810.670000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
140000000.000000000000
OU
Notional Amount
USD
4315990.000000000000
0.1425903862
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.000000 04-OCT-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-10-04
N/A
N/A
N/A
N/A
140000000.000000000000
USD
140000000.000000000000000
USD
1.000000000000
USD
2021-09-30
XXXX
1879990.000000000000
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAJ4
3435000.000000000000
PA
USD
3851536.690000000000
0.1272459168
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBB8
535000.000000000000
PA
USD
717116.440000000000
0.0236918784
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.250000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES/EER FIN
29260FAF7
202000.000000000000
PA
USD
213688.160000000000
0.0070597655
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.625000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAA8
422000.000000000000
PA
USD
438880.000000000000
0.0144995861
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
JAGUAR HOLDING CO II / PPDI
47010LAB8
1492000.000000000000
PA
USD
1564735.000000000000
0.0516952467
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
250000.000000000000
PA
USD
265000.000000000000
0.0087549907
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAB8
491000.000000000000
PA
USD
494880.550000000000
0.0163497155
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS THEME PARKS INC
83001WAC8
61000.000000000000
PA
USD
65119.430000000000
0.0021513962
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBF9
6799000.000000000000
PA
USD
8349638.960000000000
0.2758528737
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.375000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BN1
3490000.000000000000
PA
USD
3837663.120000000000
0.1267875659
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-4000000.000000000000
OU
Notional Amount
USD
-365168.000000000000
-0.0120643111
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-906286.530000000000
USD
-4000000.000000000000
USD
543118.530000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CMBX.NA.10.BBB-)
000000000
-7000000.000000000000
OU
Notional Amount
USD
-639044.000000000000
-0.0211125445
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1566109.680000000000
USD
-7000000.000000000000
USD
930565.680000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CDS: (CMBX.NA.10.BBB-)
000000000
-5000000.000000000000
OU
Notional Amount
USD
-456460.000000000000
-0.0150803889
N/A
DCR
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-1121875.850000000000
USD
-5000000.000000000000
USD
667915.850000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
90000000.000000000000
OU
Notional Amount
USD
1686348.000000000000
0.0557130607
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.250000 22-NOV-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-11-22
N/A
N/A
N/A
N/A
90000000.000000000000
USD
90000000.000000000000000
USD
1.250000000000
USD
2021-11-18
XXXX
588348.000000000000
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCK7
288000.000000000000
PA
USD
296994.040000000000
0.0098120002
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CCO HOLDINGS CAP
1248EPCN1
467000.000000000000
PA
USD
488530.340000000000
0.0161399192
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
150000000.000000000000
OU
Notional Amount
USD
3006480.000000000000
0.0993271867
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.250000 07-DEC-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-12-07
N/A
N/A
N/A
N/A
150000000.000000000000
USD
150000000.000000000000000
USD
1.250000000000
USD
2021-12-03
XXXX
681480.000000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-7000000.000000000000
OU
Notional Amount
USD
-639044.000000000000
-0.0211125445
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-870184.670000000000
USD
-7000000.000000000000
USD
234640.670000000000
N
N
N
CDK GLOBAL INC
N/A
CDK GLOBAL INC
12508EAF8
91000.000000000000
PA
USD
95813.300000000000
0.0031654511
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CDK GLOBAL INC
N/A
CDK GLOBAL INC
12508EAJ0
190000.000000000000
PA
USD
206966.040000000000
0.0068376821
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.250000000000
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
2164000.000000000000
PA
USD
2213651.750000000000
0.0731339642
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORPORATION
483007AL4
756000.000000000000
PA
USD
786248.500000000000
0.0259758427
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.500000000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
337000.000000000000
PA
USD
358983.790000000000
0.0118599990
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.750000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBC3
392000.000000000000
PA
USD
420138.310000000000
0.0138804038
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.000000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_17-5
N/A
SCLP_17-5
83405LAB6
4444.950000000000
PA
USD
4451.940000000000
0.0001470819
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Fixed
2.780000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-2
N/A
SCLP_19-2
83406CAA7
84009.510000000000
PA
USD
84139.700000000000
0.0027797822
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Fixed
3.010000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAJ0
4250000.000000000000
PA
USD
5277179.780000000000
0.1743458866
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.050000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
7724000.000000000000
PA
USD
8884104.790000000000
0.2935103959
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
CDS: (CMBX.NA.10.BBB-)
000000000
-5000000.000000000000
OU
Notional Amount
USD
-456460.000000000000
-0.0150803889
N/A
DCR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
CMBX.NA.10.BBB-
CT1273316
Y
CMBX.NA.10.BBB-
2059-11-17
0.000000000000
USD
-618560.650000000000
USD
-5000000.000000000000
USD
164600.650000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.371500 17-FEB-2031
000000000
103800000.000000000000
OU
Notional Amount
USD
-4828976.330000000000
-0.1595382751
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-02-17
1297.300000000000
USD
0.000000000000
USD
103800000.000000000000
USD
-4830273.630000000000
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBF6
438000.000000000000
PA
USD
459518.340000000000
0.0151814294
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBG4
129000.000000000000
PA
USD
136624.080000000000
0.0045137455
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625000000000
N
N
N
N
N
N
NORTHWEST FIBER LLC
N/A
NORTHWEST FIBER LLC/FIN SUB
667449AC6
240000.000000000000
PA
USD
236224.340000000000
0.0078043091
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAP4
75000.000000000000
PA
USD
80200.950000000000
0.0026496550
Long
DBT
NUSS
CA
N
2
2025-05-01
Fixed
5.000000000000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
N/A
SOUTH AFRICA (REPUBLIC OF)
836205BA1
2300000.000000000000
PA
USD
2433779.750000000000
0.0804064872
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.850000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
3188000.000000000000
PA
USD
3845278.380000000000
0.1270391566
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBJ8
402000.000000000000
PA
USD
423175.740000000000
0.0139807535
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.875000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAG2
3000000.000000000000
PA
USD
3004689.900000000000
0.0992680459
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
1.493000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AL8
200000.000000000000
PA
USD
257292.870000000000
0.0085003649
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
63000.000000000000
PA
USD
73266.110000000000
0.0024205438
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.500000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
ENERGIZER HOLDINGS INC
29272WAD1
382000.000000000000
PA
USD
383785.490000000000
0.0126793902
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.375000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO
29273DAB6
253000.000000000000
PA
USD
253777.630000000000
0.0083842294
Long
DBT
CORP
IE
N
2
2027-07-31
Fixed
9.500000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAR0
445000.000000000000
PA
USD
479816.370000000000
0.0158520297
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAS8
289000.000000000000
PA
USD
292846.540000000000
0.0096749764
Long
DBT
NUSS
CA
N
2
2029-05-15
Fixed
4.250000000000
N
N
N
N
N
N
DCERT BUYER INC
N/A
DIGICERT INC 2ND LN TL 7.0
000000000
404000.000000000000
PA
USD
407030.000000000000
0.0134473354
Long
LON
CORP
US
N
2
2029-02-19
Variable
7.092000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: USD 1.635000 18-MAR-2031
000000000
67000000.000000000000
OU
Notional Amount
USD
-2321891.030000000000
-0.0767099411
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE LIBOR USD 3 Month
LIBOR3MO3
Y
2031-03-18
346.600000000000
USD
0.000000000000
USD
67000000.000000000000
USD
-2714137.720000000000
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AC0
1839000.000000000000
PA
USD
1907450.430000000000
0.0630177766
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.875000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AE6
824000.000000000000
PA
USD
877738.790000000000
0.0289984715
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
-120000000.000000000000
OU
Notional Amount
USD
-373296.000000000000
-0.0123328416
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Written
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 2.200000 21-MAR-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-03-21
N/A
N/A
N/A
N/A
-120000000.000000000000
USD
-120000000.000000000000000
USD
2.200000000000
USD
2022-03-17
XXXX
1870704.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 0 YEAR
000000000
-90000000.000000000000
OU
Notional Amount
USD
-3688920.000000000000
-0.1218734352
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.700000 05-OCT-2031
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2031-10-05
N/A
N/A
N/A
N/A
-90000000.000000000000
USD
-90000000.000000000000000
USD
1.700000000000
USD
2021-10-01
XXXX
-2444670.000000000000
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AU8
47000.000000000000
PA
USD
60974.360000000000
0.0020144527
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.375000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AW4
278000.000000000000
PA
USD
320649.990000000000
0.0105935384
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AG1
381000.000000000000
PA
USD
386363.280000000000
0.0127645544
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AH9
459000.000000000000
PA
USD
464160.090000000000
0.0153347822
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875000000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II LLC
N/A
MORGAN AUTOMOTIVE GROUP
50190EAA2
256000.000000000000
PA
USD
262875.480000000000
0.0086848015
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
LL ABS TRUST LLEND_20-1A
N/A
LLEND_20-1A
50202HAA1
2841812.490000000000
PA
USD
2859283.670000000000
0.0944641584
Long
ABS-MBS
CORP
US
N
2
2028-01-17
Fixed
2.330000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE SFR SA
67054KAA7
665000.000000000000
PA
USD
691382.550000000000
0.0228416898
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
165000.000000000000
PA
USD
178505.230000000000
0.0058974024
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.652500 14-MAY-2031
000000000
49000000.000000000000
OU
Notional Amount
USD
-468246.940000000000
-0.0154698023
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-05-14
757.460000000000
USD
0.000000000000
USD
49000000.000000000000
USD
-469004.400000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
147500000.000000000000
OU
Notional Amount
USD
640032.000000000000
0.0211451857
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.500000 24-MAY-2027
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2027-05-24
N/A
N/A
N/A
N/A
147500000.000000000000
USD
147500000.000000000000000
USD
1.500000000000
USD
2022-05-20
XXXX
-908718.000000000000
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAU9
202000.000000000000
PA
USD
207431.670000000000
0.0068530654
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAX3
247000.000000000000
PA
USD
247125.770000000000
0.0081644672
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.875000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAJ6
5000000.000000000000
PA
USD
5009379.500000000000
0.1654983811
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
1.593000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAL1
2000000.000000000000
PA
USD
2004372.200000000000
0.0662198490
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
2.343000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAM1
181000.000000000000
PA
USD
205646.830000000000
0.0067940984
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
502000.000000000000
PA
USD
540277.500000000000
0.0178495264
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
284000.000000000000
PA
USD
308067.930000000000
0.0101778561
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAG0
1237000.000000000000
PA
USD
1352321.710000000000
0.0446776000
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAS8
57000.000000000000
PA
USD
62719.350000000000
0.0020721031
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.875000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AT9
310000.000000000000
PA
USD
477908.450000000000
0.0157889964
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAH8
604000.000000000000
PA
USD
671488.930000000000
0.0221844504
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.375000000000
N
N
N
N
N
N
OZLM FUNDING LTD OZLMF_13-4A
N/A
OZLMF_13-4A
67108HAN2
1000000.000000000000
PA
USD
990488.000000000000
0.0327234462
Long
ABS-MBS
CORP
US
N
2
2030-10-22
Variable
7.388300000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
994000.000000000000
PA
USD
1143067.840000000000
0.0377643333
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAJ4
741000.000000000000
PA
USD
874343.660000000000
0.0288863042
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.625000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO
29273DAC4
326000.000000000000
PA
USD
220049.290000000000
0.0072699226
Long
DBT
CORP
IE
N
2
2028-06-30
Fixed
6.000000000000
N
N
N
N
N
N
ENERGUATE TRUST
N/A
ENERGUATE TRUST
29277RAA3
1810000.000000000000
PA
USD
1885315.060000000000
0.0622864749
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.875000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWP: IFS 2.510250 10-JUN-2031
000000000
68387531.000000000000
OU
Notional Amount
USD
-1516343.050000000000
-0.0500964880
N/A
DIR
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US CPI Urban Consumers NSA
CM4588021
Y
2031-06-10
1065.150000000000
USD
0.000000000000
USD
68387531.000000000000
USD
-1517408.200000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
30000000.000000000000
OU
Notional Amount
USD
294330.000000000000
0.0097239865
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.000000 12-JUL-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-07-12
N/A
N/A
N/A
N/A
30000000.000000000000
USD
30000000.000000000000000
USD
1.000000000000
USD
2022-07-08
XXXX
-11670.000000000000
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAN7
11500000.000000000000
PA
USD
11528759.200000000000
0.3808836970
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
3.093000000000
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
N/A
CHT_17-CSMO
12546DAQ0
6392000.000000000000
PA
USD
6408147.470000000000
0.2117104587
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
3.834200000000
N
N
N
N
N
N
OZLM LTD OZLM_17-21A
N/A
OZLM_17-21A
67112AAC5
11475000.000000000000
PA
USD
11411497.350000000000
0.3770096350
Long
ABS-MBS
CORP
US
N
2
2031-01-20
Variable
1.584300000000
N
N
N
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT_20-RPL1
67113FAA7
6183010.590000000000
PA
USD
6211016.540000000000
0.2051977061
Long
ABS-CBDO
CORP
US
N
2
2059-12-26
Variable
3.071900000000
N
N
N
N
N
N
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2021-1 OAKIG_2
N/A
OAKIG_21-1A
67190AAB2
7895463.920000000000
PA
USD
7997157.500000000000
0.2642076967
Long
ABS-MBS
CORP
US
N
2
2051-01-20
Fixed
1.930000000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_17-1A
N/A
OMIR_17-1A
67389NAB5
530104.770000000000
PA
USD
533366.610000000000
0.0176212065
Long
ABS-CBDO
CORP
US
N
2
2027-04-25
Variable
4.089200000000
N
N
N
N
N
N
CIM TRUST CIM_18-R6
N/A
CIM_18-R6
12554EAA2
6529228.260000000000
PA
USD
6493706.650000000000
0.2145371373
Long
ABS-CBDO
CORP
US
N
2
2058-09-25
Variable
1.171800000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAA0
5000000.000000000000
PA
USD
5006336.000000000000
0.1653978308
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
1.222000000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE COMPANY I SARL
N/A
ENDO LUXEMBOURG FINANCE CO I SARL
29280BAA3
518000.000000000000
PA
USD
514698.150000000000
0.0170044435
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBZ5
1055000.000000000000
PA
USD
1186843.630000000000
0.0392105847
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.950000000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_18-1
N/A
OMIR_18-1A
67400CAA6
1032765.580000000000
PA
USD
1039373.320000000000
0.0343385048
Long
ABS-CBDO
CORP
US
N
2
2028-07-25
Variable
1.639300000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAA8
116746.020000000000
PA
USD
116919.470000000000
0.0038627505
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
1.489300000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
129400000.000000000000
OU
Notional Amount
USD
1920101.900000000000
0.0634357521
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.750000 19-JUL-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-07-19
N/A
N/A
N/A
N/A
129400000.000000000000
USD
129400000.000000000000000
USD
1.750000000000
USD
2022-07-15
XXXX
-318518.100000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
180500000.000000000000
OU
Notional Amount
USD
1209079.250000000000
0.0399451985
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.000000 25-JAN-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-01-25
N/A
N/A
N/A
N/A
180500000.000000000000
USD
180500000.000000000000000
USD
1.000000000000
USD
2022-01-21
XXXX
-325170.750000000000
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAN2
8500000.000000000000
PA
USD
8478838.400000000000
0.2801213261
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
2.814000000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BM1
523000.000000000000
PA
USD
561001.900000000000
0.0185342129
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.875000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
129900000.000000000000
OU
Notional Amount
USD
1209901.590000000000
0.0399723667
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: USD 1.100000 26-JAN-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-01-26
N/A
N/A
N/A
N/A
129900000.000000000000
USD
129900000.000000000000000
USD
1.100000000000
USD
2022-01-24
XXXX
-115078.410000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
151400000.000000000000
OU
Notional Amount
USD
1410154.740000000000
0.0465882704
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: USD 1.100000 26-JAN-2032
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
ICE LIBOR USD 3 Month
LIBOR3MO3
2032-01-26
N/A
N/A
N/A
N/A
151400000.000000000000
USD
151400000.000000000000000
USD
1.100000000000
USD
2022-01-24
XXXX
17274.740000000000
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BP4
260000.000000000000
PA
USD
285315.540000000000
0.0094261694
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.600000000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
CP ATLAS BUYER INC
12597YAA7
256000.000000000000
PA
USD
264166.180000000000
0.0087274432
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.000000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AF3
494000.000000000000
PA
USD
495401.570000000000
0.0163669288
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/CAP FIN
505742AG1
531000.000000000000
PA
USD
538973.680000000000
0.0178064512
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
MHP SE (LUXEMBOURG)
213800D7DXFXGA292757
MHP SA
000000000
581000.000000000000
PA
USD
627350.510000000000
0.0207262184
Long
DBT
CORP
LU
N
2
2024-05-10
Fixed
7.750000000000
N
N
N
N
N
N
DP WORLD LTD (UAE)
N/A
DP WORLD LTD
000000000
1100000.000000000000
PA
USD
1379779.510000000000
0.0455847426
Long
DBT
NUSS
AE
N
2
2048-09-25
Fixed
5.625000000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAB6
5000000.000000000000
PA
USD
5065689.000000000000
0.1673587175
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
2.039300000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_21-1A
N/A
OMIR_21-1A
67401FAC4
4000000.000000000000
PA
USD
4053696.000000000000
0.1339247956
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
2.100000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AM8
372000.000000000000
PA
USD
371604.750000000000
0.0122769665
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AP1
1287000.000000000000
PA
USD
1281827.210000000000
0.0423486238
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.750000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
485000.000000000000
PA
USD
592202.200000000000
0.0195649991
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
SQUARE INC
N/A
SQUARE INC
852234AL7
151000.000000000000
PA
USD
154346.730000000000
0.0050992611
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.750000000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX MEXICO SA DE CV
000000000
8704000.000000000000
PA
USD
9559099.760000000000
0.3158106777
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.450000000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
GRUPO BIMBO SAB DE CV
000000000
971000.000000000000
PA
USD
1049576.450000000000
0.0346755927
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
3.875000000000
N
N
N
N
N
N
SQUARE INC
N/A
SQUARE INC
852234AM5
318000.000000000000
PA
USD
329845.110000000000
0.0108973241
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AN2
334000.000000000000
PA
USD
339127.400000000000
0.0112039896
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AH0
871000.000000000000
PA
USD
940321.840000000000
0.0310660716
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
952000.000000000000
PA
USD
1007251.810000000000
0.0332772839
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_20-2A
N/A
OMIR_20-2A
67401JAB8
8600000.000000000000
PA
USD
8750024.420000000000
0.2890806887
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.689200000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CF0
4150000.000000000000
PA
USD
4169407.560000000000
0.1377476394
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.625000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BA4
598000.000000000000
PA
USD
623923.790000000000
0.0206130075
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BB2
1399000.000000000000
PA
USD
1402654.440000000000
0.0463404777
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.125000000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA (REPUBLIC OF)
000000000
4100000.000000000000
PA
5425104.730000000000
0.1792329868
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.875000000000
N
N
N
N
N
N
PHOSAGRO BOND FUNDING DAC
N/A
PHOSAGRO BOND FUNDING DAC
000000000
304000.000000000000
PA
USD
306401.070000000000
0.0101227869
Long
DBT
CORP
IE
N
2
2021-11-03
Fixed
3.950000000000
N
N
N
N
N
N
ENVA LLC ENVA_18-A
N/A
ENVA_18-A
294020AB8
664693.540000000000
PA
USD
670021.060000000000
0.0221359553
Long
ABS-MBS
CORP
US
N
2
2026-05-20
Fixed
7.370000000000
N
N
N
N
N
N
ENVA LLC ENVA_19-A
N/A
ENVA_19-A
294021AB6
2171089.520000000000
PA
USD
2186101.740000000000
0.0722237752
Long
ABS-MBS
CORP
US
N
2
2026-06-22
Fixed
6.170000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_20-CRT1
N/A
BVRT_21-CRT1
512366AB1
11346020.680000000000
PA
USD
11381476.990000000000
0.3760178314
Long
ABS-CBDO
CORP
US
N
3
2033-01-10
Variable
2.350400000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT1
N/A
BVRT_21-CRT1
512366AC9
20000000.000000000000
PA
USD
20075000.000000000000
0.6632318434
Long
ABS-CBDO
CORP
US
N
3
2033-01-10
Variable
3.000000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
28000.000000000000
PA
USD
27172.720000000000
0.0008977242
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.750000000000
N
N
N
N
N
N
STAR_20-3
N/A
STAR_20-3
85573MAD1
6500000.000000000000
PA
USD
6658372.500000000000
0.2199773184
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
3.544000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_20-CRT1
N/A
BVRT_20-CRT1
512368AC5
11000000.000000000000
PA
USD
11055000.000000000000
0.3652317823
Long
ABS-CBDO
CORP
US
N
3
2032-07-10
Variable
4.077000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT2
N/A
BVRT_21-CRT2
51236PAA1
4779951.080000000000
PA
USD
4779951.080000000000
0.1579185936
Long
ABS-CBDO
CORP
US
N
3
2032-11-10
Variable
1.850400000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CJ2
8025000.000000000000
PA
USD
7881016.810000000000
0.2603706753
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CS2
2060000.000000000000
PA
USD
2054616.480000000000
0.0678798045
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.500000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BR1
444000.000000000000
PA
USD
452363.750000000000
0.0149450582
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BW0
64000.000000000000
PA
USD
67918.850000000000
0.0022438826
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875000000000
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SPST_21-WL1
N/A
SPST_21-WL1
857740AB0
6800000.000000000000
PA
USD
6799524.000000000000
0.2246406394
Long
ABS-CBDO
CORP
US
N
2
2054-01-26
Variable
0.978500000000
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SPST_21-WL1
N/A
SPST_21-WL1
857740AC8
4300000.000000000000
PA
USD
4299699.430000000000
0.1420521833
Long
ABS-CBDO
CORP
US
N
2
2054-01-26
Variable
1.178500000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BD8
358000.000000000000
PA
USD
352428.590000000000
0.0116434303
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BF3
359000.000000000000
PA
USD
341040.770000000000
0.0112672029
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC
30034TAA1
85000.000000000000
PA
USD
86937.940000000000
0.0028722296
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAE8
3472000.000000000000
PA
USD
3838691.670000000000
0.1268215468
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.300000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CY9
1272000.000000000000
PA
USD
1236653.030000000000
0.0408561728
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DF9
8835000.000000000000
PA
USD
10653203.510000000000
0.3519573500
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DJ1
672000.000000000000
PA
USD
778704.290000000000
0.0257265993
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.200000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DK8
1650000.000000000000
PA
USD
1634758.270000000000
0.0540086546
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.500000000000
N
N
N
N
N
N
STEVENS HOLDING COMPANY INC
N/A
ALTRA INDUSTRIAL MOTION CORP
86024TAA5
282000.000000000000
PA
USD
303004.450000000000
0.0100105704
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.125000000000
N
N
N
N
N
N
STEWART PARK CLO LTD STWRT_15-1A
N/A
STWRT_15-1A
860444AQ1
5828571.000000000000
PA
USD
5816908.030000000000
0.1921772670
Long
ABS-MBS
CORP
KY
N
2
2030-01-15
Variable
1.496100000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART_21-2A
30165XAG0
6000000.000000000000
PA
USD
6035876.400000000000
0.1994114785
Long
ABS-MBS
CORP
US
N
2
2028-07-17
Fixed
2.900000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A
N/A
EART_20-3A
30166NAJ5
6300000.000000000000
PA
USD
6534886.050000000000
0.2158976100
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
3.440000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE SEP 21
000000000
804.000000000000
NC
USD
665898.530000000000
0.0219997564
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE SEP 21
US 5YR NOTE SEP 21
2021-09-30
99388133.120000000000
USD
665898.530000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE SEP 21
000000000
441.000000000000
NC
USD
9465.620000000000
0.0003127223
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE SEP 21
US 2YR NOTE SEP 21
2021-09-30
97299940.630000000000
USD
9465.620000000000
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DL6
3097000.000000000000
PA
USD
3810078.860000000000
0.1258762454
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.600000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DY8
213000.000000000000
PA
USD
253562.070000000000
0.0083771078
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.000000000000
N
N
N
N
N
N
STONN_20-1
N/A
STONN_20-1
86207LAA1
5300690.220000000000
PA
USD
5300690.220000000000
0.1751226175
Long
ABS-CBDO
CORP
US
N
3
2024-07-28
Variable
5.500000000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAL1
1219000.000000000000
PA
USD
1254590.070000000000
0.0414487713
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
LEEWARD RENEWABLE ENERGY OPERATIONS LLC
N/A
LEEWARD RENEWABLE ENERGY OP LLC
524590AA4
200000.000000000000
PA
USD
203953.770000000000
0.0067381636
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.250000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS1
N/A
LMAT_19-GS1
52473VAA8
2931944.020000000000
PA
USD
2933754.200000000000
0.0969244935
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Fixed
4.000000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1A
N/A
EART_20-1A
30167HAG3
7825000.000000000000
PA
USD
8037221.830000000000
0.2655313300
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
2.730000000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
N/A
EXPORT-IMPORT BANK OF INDIA
30216JAE5
2250000.000000000000
PA
USD
2311338.380000000000
0.0763613058
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.250000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAJ9
13550000.000000000000
PA
USD
13655816.020000000000
0.4511567637
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
2.325000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
1399000.000000000000
PA
USD
1441043.210000000000
0.0476087544
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
SUSSER PETROLEUM PARTNERS LP
N/A
SUNOCO LP
86765LAQ0
239000.000000000000
PA
USD
249454.700000000000
0.0082414097
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.000000000000
N
N
N
N
N
N
SWITCH INC
N/A
SWITCH LTD
87105NAA8
100000.000000000000
PA
USD
102255.550000000000
0.0033782883
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.750000000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST FMMSR_19-GT2
N/A
FMMSR_19-GT2
30259RAC9
4836000.000000000000
PA
USD
4845749.380000000000
0.1600924181
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Variable
4.230000000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST FMMSR_20-GT1
N/A
FMMSR_20-GT1
30259RAE5
10500000.000000000000
PA
USD
10618771.800000000000
0.3508198055
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
4.450000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BK2
237000.000000000000
PA
USD
238576.070000000000
0.0078820048
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.000000000000
N
N
N
N
N
N
CSMC_20-BPL2
N/A
CSMC_20-BPL2
126394AA3
1016009.870000000000
PA
USD
1016569.590000000000
0.0335851219
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
3.452600000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599ED3
896000.000000000000
PA
USD
1092877.820000000000
0.0361061704
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599EF8
2894000.000000000000
PA
USD
3421722.780000000000
0.1130458534
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1
N/A
LMAT_21-GS1
52474JAA4
6864291.090000000000
PA
USD
6899550.890000000000
0.2279452979
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
1.892000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT_21-GS2
52476DAA5
5825001.250000000000
PA
USD
5842656.830000000000
0.1930279482
Long
ABS-CBDO
CORP
US
N
2
2061-04-25
Variable
1.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE SEP 21
000000000
11034.000000000000
NC
USD
20580564.210000000000
0.6799345225
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 10YR NOTE SEP 21
US 10YR NOTE SEP 21
2021-09-21
1462975217.040000000000
USD
20580564.210000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-4490000.000000000000
OU
Notional Amount
N/A
-44677.000000000000
-0.0014760254
N/A
DFE
CORP
XX
N
2
UBS
T6FIZBDPKLYJKFCRVK44
4490000.000000000000000
EUR
5284029.559999999590218
USD
2021-08-26
-44677.000000000000
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-3
N/A
LCRT_19-3
52603EAA9
3590883.470000000000
PA
USD
3650602.730000000000
0.1206075207
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
3.750000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-1
N/A
LCRT_19-1
52604LAA2
2451557.400000000000
PA
USD
2502592.940000000000
0.0826799168
Long
ABS-MBS
CORP
US
N
2
2045-07-17
Fixed
4.000000000000
N
N
N
N
N
N
SWITCH INC
N/A
SWITCH LTD
87105NAC4
374000.000000000000
PA
USD
385115.070000000000
0.0127233165
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC
87166BAA0
159000.000000000000
PA
USD
158486.750000000000
0.0052360378
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.625000000000
N
N
N
N
N
N
FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB45
N/A
FRESB_18-SB45
30308AAH6
5566670.710000000000
PA
USD
5936932.250000000000
0.1961425913
Long
ABS-MBS
USGA
US
N
2
2027-11-25
Variable
3.160000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_19-1
N/A
FREED_19-1
30308XAC7
6300000.000000000000
PA
USD
6454039.410000000000
0.2132266229
Long
ABS-MBS
CORP
US
N
2
2026-06-18
Fixed
5.390000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1
N/A
CSMC_21-NQM1
126407AC9
3713240.190000000000
PA
USD
3714390.180000000000
0.1227149114
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.199000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAC3
9335000.000000000000
PA
USD
10107220.140000000000
0.3339193148
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.953000000000
N
N
N
N
N
N
FREED ABS TRUST FREED_19-2
N/A
FREED_19-2
30312JAC2
3300000.000000000000
PA
USD
3397314.690000000000
0.1122394662
Long
ABS-MBS
CORP
US
N
2
2026-11-18
Fixed
4.860000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_14-C03
N/A
CAS_14-C03
30711XAK0
12928205.510000000000
PA
USD
13024026.780000000000
0.4302838999
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Variable
3.089300000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAN9
1800000.000000000000
PA
USD
1728317.160000000000
0.0570996252
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAQ2
8285000.000000000000
PA
USD
7475502.480000000000
0.2469734142
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_18-C04
N/A
CAS_18-C04
30711XR63
5044760.930000000000
PA
USD
5108086.810000000000
0.1687594437
Long
ABS-CBDO
CORP
US
N
2
2030-12-25
Variable
2.639300000000
N
N
N
N
N
N
FREDDIEMAC STRIP FHSTR_278
N/A
FHLMC_278
31325TVM8
1439388.970000000000
PA
USD
296449.500000000000
0.0097940099
Long
ABS-CBDO
USGA
US
N
2
2042-09-15
Variable
5.956900000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAS8
7750000.000000000000
PA
USD
5936911.530000000000
0.1961419068
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.373300000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS GROWTH PROPERTIES HLDGS
12652AAA1
774000.000000000000
PA
USD
779864.680000000000
0.0257649360
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.250000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-2
N/A
LCRT_19-2
52604MAA0
3049331.000000000000
PA
USD
3103099.240000000000
0.1025192642
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
4.000000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_19-7
N/A
LCRT_19-7
52605FAA4
3486835.550000000000
PA
USD
3530329.640000000000
0.1166339743
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
OCT22_14-1A
N/A
OCT22_14-1A
67572YBS0
22000000.000000000000
PA
USD
22005082.000000000000
0.7269973150
Long
ABS-MBS
CORP
KY
N
2
2030-01-22
Variable
1.588300000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1
N/A
OCT55_21-1A
67577AAJ8
8750000.000000000000
PA
USD
8753570.000000000000
0.2891978265
Long
ABS-MBS
CORP
US
N
2
2034-07-20
Variable
3.300000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA T-BOND SEP 21
000000000
302.000000000000
NC
USD
4901787.670000000000
0.1619437944
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA T-BOND SEP 21
US ULTRA T-BOND SEP 21
2021-09-21
55356649.830000000000
USD
4901787.670000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.36.V1)
000000000
7033869.000000000000
OU
Notional Amount
USD
-647414.320000000000
-0.0213890806
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.NA.HY.36.V1)
DJHY36056
Y
CDS: (CDX.NA.HY.36.V1)
2026-06-20
0.000000000000
USD
-696328.070000000000
USD
7033869.000000000000
USD
9836.700000000000
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPO
N/A
FHLMC_309
31325USF4
617025.800000000000
PA
USD
133187.060000000000
0.0044001942
Long
ABS-CBDO
USGA
US
N
2
2043-08-15
Variable
5.876900000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132WJRD5
8271466.800000000000
PA
USD
9027309.710000000000
0.2982415572
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_12-118
N/A
FNMA_12-118
3136A93Z9
424917.360000000000
PA
USD
5655.910000000000
0.0001868583
Long
ABS-CBDO
USGA
US
N
2
2039-12-25
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-101
N/A
FNMA_13-101
3136AGA93
2985183.130000000000
PA
USD
611990.600000000000
0.0202187623
Long
ABS-CBDO
USGA
US
N
2
2043-10-25
Variable
5.810700000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAV7
286000.000000000000
PA
USD
305112.040000000000
0.0100802003
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
880000.000000000000
PA
USD
994418.000000000000
0.0328532843
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
FANNIE MAE FNMA_14-93
N/A
FNMA_14-93
3136AMDR7
1764856.540000000000
PA
USD
352842.830000000000
0.0116571158
Long
ABS-CBDO
USGA
US
N
2
2045-01-25
Variable
6.060700000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-53
N/A
FNMA_16-53
3136AS5H5
5252440.900000000000
PA
USD
1353167.970000000000
0.0447055585
Long
ABS-CBDO
USGA
US
N
2
2046-08-25
Variable
5.910800000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-31
N/A
FNMA_16-31
3136ASJN7
1333864.960000000000
PA
USD
305699.570000000000
0.0100996109
Long
ABS-CBDO
USGA
US
N
2
2046-06-25
Variable
5.910800000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-57
N/A
FNMA_16-57
3136ATEJ9
12634427.340000000000
PA
USD
3142970.470000000000
0.1038365180
Long
ABS-CBDO
USGA
US
N
2
2046-08-25
Variable
5.910800000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABL8
2350000.000000000000
PA
USD
2373110.280000000000
0.0784021074
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABR5
140000.000000000000
PA
USD
141697.900000000000
0.0046813728
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A
N/A
OCT35_18-1A
67591TAE0
9350000.000000000000
PA
USD
9295508.200000000000
0.3071022186
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
1.534300000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAH2
884000.000000000000
PA
USD
891378.430000000000
0.0294490939
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
572000.000000000000
PA
USD
572039.940000000000
0.0188988844
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
318000.000000000000
PA
USD
319673.860000000000
0.0105612893
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-2
N/A
LCRT_20-2
52605LAA1
2355172.100000000000
PA
USD
2380627.980000000000
0.0786504749
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.600000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-1
N/A
LCRT_20-1
52606EAA6
3330091.730000000000
PA
USD
3363377.990000000000
0.1111182757
Long
ABS-MBS
CORP
US
N
2
2046-01-16
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABW4
630000.000000000000
PA
USD
662361.870000000000
0.0218829133
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACE3
718000.000000000000
PA
USD
753795.330000000000
0.0249036646
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
TRI POINTE HOMES INC (DELAWARE)
N/A
TRI POINTE GROUP INC
87265HAG4
144000.000000000000
PA
USD
159407.850000000000
0.0052664689
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.700000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBE1
376000.000000000000
PA
USD
390202.380000000000
0.0128913895
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.375000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST LCRT_20-T1
N/A
LCRT_20-T1
52606KAA2
3158233.630000000000
PA
USD
3168503.890000000000
0.1046800835
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.500000000000
N
N
N
N
N
N
LENDING CLUB RECEIVABLES TRUST SERIES LCRT_20-JPSL
N/A
LCRT_20-JPSL
52606N108
50000.000000000000
PA
USD
1367000.000000000000
0.0451625370
Long
ABS-MBS
CORP
US
N
3
2025-02-15
Fixed
0.000000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-20
N/A
FNMA_17-20
3136AV5R6
5420967.160000000000
PA
USD
1322430.840000000000
0.0436900744
Long
ABS-CBDO
USGA
US
N
2
2047-04-25
Variable
6.010800000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-54
N/A
FNMA_17-54
3136AXCZ6
9619559.450000000000
PA
USD
2399972.340000000000
0.0792895681
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Variable
6.060700000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAK5
1123000.000000000000
PA
USD
1186008.900000000000
0.0391830072
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.750000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
1011778 BC ULC/NEW RED FINANCE INC
68245XAM1
299000.000000000000
PA
USD
298257.580000000000
0.0098537447
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.000000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_21-B
N/A
OPTN_21-B
68377GAA4
15100000.000000000000
PA
USD
15106150.230000000000
0.4990724714
Long
ABS-MBS
CORP
US
N
2
2031-05-08
Fixed
1.470000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_21-B
N/A
OPTN_21-B
68377GAB2
3100000.000000000000
PA
USD
3119697.710000000000
0.1030676395
Long
ABS-MBS
CORP
US
N
2
2031-05-08
Fixed
1.960000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.36.V1)
000000000
195178131.000000000000
OU
Notional Amount
USD
-17964667.510000000000
-0.5935113100
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.NA.HY.36.V1)
DJHY36056
Y
CDS: (CDX.NA.HY.36.V1)
2026-06-20
0.000000000000
USD
-16229918.230000000000
USD
195178131.000000000000
USD
-2819072.240000000000
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBG6
577000.000000000000
PA
USD
606777.830000000000
0.0200465444
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBJ0
371000.000000000000
PA
USD
388416.710000000000
0.0128323950
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.875000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-54
N/A
FNMA_17-54
3136AXDG7
4518647.800000000000
PA
USD
1112622.580000000000
0.0367584919
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Variable
6.060700000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-72
N/A
FNMA_17-72
3136AXV44
7509914.000000000000
PA
USD
7985549.150000000000
0.2638241835
Long
ABS-CBDO
USGA
US
N
2
2047-09-25
Fixed
3.000000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAC2
595000.000000000000
PA
USD
634185.980000000000
0.0209520467
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.250000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAJ7
123000.000000000000
PA
USD
130207.440000000000
0.0043017544
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.000000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-109
N/A
FNMA_17-109
3136B0RF5
6286773.490000000000
PA
USD
1372307.090000000000
0.0453378710
Long
ABS-CBDO
USGA
US
N
2
2048-01-25
Variable
6.060700000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-66
N/A
FNMA_18-66
3136B26E7
6467257.410000000000
PA
USD
1362639.500000000000
0.0450184761
Long
ABS-CBDO
USGA
US
N
2
2048-09-25
Variable
6.110800000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBX2
8695000.000000000000
PA
USD
9113440.180000000000
0.3010871099
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.600000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XCB9
2769000.000000000000
PA
USD
3128520.090000000000
0.1033591107
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.100000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CX
N/A
COMM_20-CX
12656KAJ6
5600000.000000000000
PA
USD
5668136.320000000000
0.1872621918
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
2.683500000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3
N/A
CSMC_20-RPL3
12656PAC0
4321980.710000000000
PA
USD
4367577.170000000000
0.1442947077
Long
ABS-CBDO
USGA
US
N
2
2060-03-25
Variable
2.691000000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-67
N/A
FNR_18-67 MS
3136B2S37
5459638.680000000000
PA
USD
1011267.030000000000
0.0334099376
Long
ABS-CBDO
USGA
US
N
2
2048-09-25
Variable
6.110800000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-74
N/A
FNMA_18-74
3136B3HT0
9552226.500000000000
PA
USD
1918903.800000000000
0.0633961696
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Variable
6.060700000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP
87612BBN1
43000.000000000000
PA
USD
48286.410000000000
0.0015952720
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBQ4
1091000.000000000000
PA
USD
1202706.900000000000
0.0397346707
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBR2
1635000.000000000000
PA
USD
1767237.260000000000
0.0583854558
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.875000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBT8
283000.000000000000
PA
USD
292536.290000000000
0.0096647264
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.000000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1
N/A
LDPT_21-1
52607DAA7
14432712.610000000000
PA
USD
14482154.750000000000
0.4784570955
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
1.750000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1
N/A
LDPT_21-1
52607DAB5
5050000.000000000000
PA
USD
5065150.000000000000
0.1673409102
Long
ABS-MBS
CORP
US
N
3
2027-04-15
Fixed
2.853000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAA9
1339000.000000000000
PA
USD
1373210.730000000000
0.0453677252
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.125000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAB7
998000.000000000000
PA
USD
1028123.540000000000
0.0339668379
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.125000000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-33
N/A
FNMA_19-33
3136B45D6
24119949.480000000000
PA
USD
4405383.350000000000
0.1455437370
Long
ABS-CBDO
USGA
US
N
2
2049-07-25
Variable
5.960800000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-67
N/A
FNMA_19-67
3136B64Z3
12560214.150000000000
PA
USD
2905752.790000000000
0.0959993913
Long
ABS-CBDO
USGA
US
N
2
2049-11-25
Variable
5.960800000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL DIAGNOSTICS INC
68752DAA6
23000.000000000000
PA
USD
25067.360000000000
0.0008281679
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.250000000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL INC / SA
68752DAC2
104000.000000000000
PA
USD
111285.720000000000
0.0036766243
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
284000.000000000000
PA
USD
301437.390000000000
0.0099587983
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAB8
84000.000000000000
PA
USD
94894.150000000000
0.0031350845
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
N/A
LDPT_21-A
52607FAA2
12000000.000000000000
PA
USD
12000669.600000000000
0.3964745316
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
1.000000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AK5
47000.000000000000
PA
USD
47782.520000000000
0.0015786246
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.875000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AN9
92000.000000000000
PA
USD
95801.130000000000
0.0031650491
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AV1
280000.000000000000
PA
USD
310030.870000000000
0.0102427071
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-60
N/A
FNMA_19-60
3136B6VW0
14415368.300000000000
PA
USD
3497107.810000000000
0.1155364015
Long
ABS-CBDO
USGA
US
N
2
2049-10-25
Variable
5.960800000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-76
N/A
FNMA_20-76
3136BCLY4
15625936.360000000000
PA
USD
2537984.900000000000
0.0838491857
Long
ABS-CBDO
USGA
US
N
2
2050-11-25
Fixed
2.500000000000
N
N
N
N
N
N
LOGAN MERGER SUB INC
N/A
LOGAN MERGER SUB INC
541056AA5
747000.000000000000
PA
USD
777482.250000000000
0.0256862259
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.500000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DQ7
3340000.000000000000
PA
USD
3938284.710000000000
0.1301118719
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.050000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAJ1
514000.000000000000
PA
USD
558896.840000000000
0.0184646666
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.125000000000
N
N
N
N
N
N
TEACHERS INS & ANN ASSOC OF AMER
N/A
TEACHERS INSURANCE & ANNUITY
878091BD8
205000.000000000000
PA
USD
272500.810000000000
0.0090028002
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.900000000000
N
N
N
N
N
N
FANNIE MAE FNMA_21-3
N/A
FNMA_21-3
3136BDR42
51574375.140000000000
PA
USD
8312577.270000000000
0.2746284407
Long
ABS-CBDO
USGA
US
N
2
2051-02-25
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_3922
N/A
FHLMC_3922
3137AFJS2
383026.580000000000
PA
USD
65175.230000000000
0.0021532397
Long
ABS-CBDO
USGA
US
N
2
2041-09-15
Variable
5.806900000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369AG1
386000.000000000000
PA
USD
402452.180000000000
0.0132960947
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/TEMPO ACQUISITION FINANCE CORP
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
285000.000000000000
PA
USD
300943.150000000000
0.0099424697
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.750000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAB0
268000.000000000000
PA
USD
274719.890000000000
0.0090761135
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.000000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAC8
144000.000000000000
PA
USD
145123.390000000000
0.0047945431
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.625000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
N/A
TENCENT HOLDINGS LTD
88032WAV8
2050000.000000000000
PA
USD
2008299.620000000000
0.0663496019
Long
DBT
CORP
KY
N
2
2050-06-03
Fixed
3.240000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
1237000.000000000000
PA
USD
1253950.640000000000
0.0414276461
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCX6
578000.000000000000
PA
USD
602328.930000000000
0.0198995630
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCY4
220000.000000000000
PA
USD
227581.060000000000
0.0075187550
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.875000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4097
N/A
FHLMC_4097
3137ATPX4
850248.340000000000
PA
USD
183957.950000000000
0.0060775477
Long
ABS-CBDO
USGA
US
N
2
2042-08-15
Variable
5.956900000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4176
N/A
FHLMC_4176
3137B0MY7
1168900.150000000000
PA
USD
166604.160000000000
0.0055042184
Long
ABS-CBDO
USGA
US
N
2
2043-03-15
Fixed
3.500000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDA5
774000.000000000000
PA
USD
812198.240000000000
0.0268331624
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDE7
366000.000000000000
PA
USD
393559.760000000000
0.0130023096
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
LUCALI CLO LTD LUCAL_20-1A
N/A
LUCAL_20-1A
54929JAJ2
5000000.000000000000
PA
USD
5007730.000000000000
0.1654438854
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Variable
3.838400000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC
550241AA1
376000.000000000000
PA
USD
386052.820000000000
0.0127542976
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
N
LVII RESECURITIZATION TRUST LVII_09-3
N/A
LVII_09-3
550786AQ0
1146396.120000000000
PA
USD
1144668.840000000000
0.0378172266
Long
ABS-CBDO
CORP
US
N
2
2037-11-25
Variable
5.218200000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM2
N/A
MFRA_20-NQM2
552751AD1
12854000.000000000000
PA
USD
13112468.230000000000
0.4332058020
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
3.034000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4182
N/A
FHLMC_4182
3137B0VK7
273551.060000000000
PA
USD
913.000000000000
0.0000301634
Long
ABS-CBDO
USGA
US
N
2
2039-05-15
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FHLMC_4620
N/A
FHLMC_4620
3137BSAF0
1036478.450000000000
PA
USD
65392.980000000000
0.0021604337
Long
ABS-CBDO
USGA
US
N
2
2042-11-15
Variable
1.791700000000
N
N
N
N
N
N
FHLMC_4903
N/A
FHLMC_4903
3137FN5P1
16276048.600000000000
PA
USD
3204921.610000000000
0.1058832412
Long
ABS-CBDO
USGA
US
N
2
2049-08-25
Variable
5.960800000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_4979
N/A
FHLMC_4979
3137FTXG7
6587940.030000000000
PA
USD
1808228.130000000000
0.0597396999
Long
ABS-CBDO
USGA
US
N
2
2048-06-25
Variable
5.960800000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAE4
207000.000000000000
PA
USD
207782.620000000000
0.0068646600
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.250000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAH1
80000.000000000000
PA
USD
78155.940000000000
0.0025820926
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK ST
N/A
STACR_18-DNA1
3137G0TH2
11433301.900000000000
PA
USD
11497498.750000000000
0.3798509236
Long
ABS-CBDO
CORP
US
N
2
2030-07-25
Variable
1.889300000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5100
N/A
FHLMC_5123
3137H15T9
16739712.040000000000
PA
USD
1850951.810000000000
0.0611511921
Long
ABS-CBDO
CORP
US
N
2
2048-08-25
Fixed
2.500000000000
N
N
N
N
N
N
MFRA TRUST MFRA_20-NQM1
N/A
MFRA_20-NQM1
552754AD5
2800000.000000000000
PA
USD
2874673.760000000000
0.0949726116
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
3.071000000000
N
N
N
N
N
N
MATR_21-1
N/A
MATR_21-1
55283RAA0
8573632.160000000000
PA
USD
8573632.160000000000
0.2832530940
Long
ABS-CBDO
CORP
US
N
3
2023-11-29
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138AMU45
1317053.370000000000
PA
USD
1471023.280000000000
0.0485992270
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138ETPC4
4562613.530000000000
PA
USD
5012186.550000000000
0.1655911196
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
4.000000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDG2
69000.000000000000
PA
USD
71316.870000000000
0.0023561454
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDJ6
834000.000000000000
PA
USD
888090.100000000000
0.0293404550
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAJ7
147000.000000000000
PA
USD
143371.930000000000
0.0047366789
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.250000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R
N/A
PMTCR_19-2R
69345WAA6
4152977.220000000000
PA
USD
4104441.380000000000
0.1356013062
Long
ABS-CBDO
CORP
US
N
2
2023-05-27
Variable
2.837300000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WEWB1
1403678.740000000000
PA
USD
1511513.780000000000
0.0499369400
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 6M LIBOR ARM
31390HWR2
2793.430000000000
PA
USD
2808.380000000000
0.0000927824
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Variable
1.665000000000
N
N
N
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORPORATION
552848AG8
49000.000000000000
PA
USD
52155.160000000000
0.0017230866
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.250000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAB1
538000.000000000000
PA
USD
574486.340000000000
0.0189797078
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31403DJG5
53200.550000000000
PA
USD
61542.360000000000
0.0020332181
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140HED33
5239716.630000000000
PA
USD
5646142.110000000000
0.1865355537
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
4.000000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAJ4
223000.000000000000
PA
USD
249413.160000000000
0.0082400374
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.750000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAK1
413000.000000000000
PA
USD
439459.490000000000
0.0145187311
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AH7
236000.000000000000
PA
USD
242785.000000000000
0.0080210582
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.750000000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT1
N/A
PNMSR_18-GT1
69354WAC0
26000000.000000000000
PA
USD
26125158.800000000000
0.8631151796
Long
ABS-CBDO
CORP
US
N
2
2023-02-25
Variable
2.939300000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140J7NH4
5554673.790000000000
PA
USD
6151325.190000000000
0.2032256411
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 10/1 HYBRID ARM
31412A2L7
51992.590000000000
PA
USD
51737.950000000000
0.0017093029
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Variable
2.305000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31419JLS5
1369347.310000000000
PA
USD
1523480.580000000000
0.0503322956
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XBG0
3660000.000000000000
PA
USD
4513161.190000000000
0.1491044690
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.550000000000
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST PNMSR_18-GT2
N/A
PNMSR_18-GT2
69354WAD8
38450000.000000000000
PA
USD
38393197.820000000000
1.2684229820
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
2.739300000000
N
N
N
N
N
N
PRPM LLC PRPM_20-1
N/A
PRPM_21-1
693577AA6
16105815.040000000000
PA
USD
16105895.570000000000
0.5321017588
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
2.115000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
2850000.000000000000
PA
USD
3364298.570000000000
0.1111486895
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-11
N/A
MRAIT_21-11
55349E103
25000000.000000000000
PA
USD
25000000.000000000000
0.8259425198
Long
ABS-CBDO
CORP
US
N
3
2022-01-25
Variable
1.243100000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS PRPM_20-5
N/A
PRPM_20-5
69357AAA9
2963406.760000000000
PA
USD
2974097.250000000000
0.0982573351
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Variable
3.104000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
19113336.500000000000
PA
USD
19110847.940000000000
0.6313784761
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC
880349AS4
618000.000000000000
PA
USD
698460.860000000000
0.0230755409
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.875000000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC
880349AT2
347000.000000000000
PA
USD
358058.330000000000
0.0118294240
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-2
N/A
PRPM_20-2
693590AA9
8584946.080000000000
PA
USD
8648093.510000000000
0.2857131258
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.671000000000
N
N
N
N
N
N
PRPM LLC PRPM_20-1
N/A
PRPM_20-1A
69359GAA4
20784079.650000000000
PA
USD
21036917.980000000000
0.6950114018
Long
ABS-CBDO
CORP
US
N
2
2025-02-25
Variable
2.981000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAE3
79000.000000000000
PA
USD
85382.180000000000
0.0028208309
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.000000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAG8
494000.000000000000
PA
USD
520065.610000000000
0.0171817720
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-NA1
N/A
MRAIT_21-NA1
55350M101
15000000.000000000000
PA
USD
15000000.000000000000
0.4955655119
Long
ABS-CBDO
CORP
US
N
3
2022-03-08
Variable
1.700000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-14
N/A
MRAIT_21-14
55350P104
10000000.000000000000
PA
USD
10000000.000000000000
0.3303770079
Long
ABS-CBDO
CORP
US
N
2
2022-02-15
Variable
1.450000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2
N/A
EFMT_19-2
31573TAD0
2500000.000000000000
PA
USD
2549752.000000000000
0.0842379437
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.469000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAA3
28000.000000000000
PA
USD
28350.370000000000
0.0009366310
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.875000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_20-1
N/A
THRM_20-1A
88337YAA2
3986682.370000000000
PA
USD
4004638.790000000000
0.1323040581
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.480000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_20-1
N/A
THRM_20-1A
88337YAB0
3000000.000000000000
PA
USD
3069838.800000000000
0.1014204158
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
3.950000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-2
69359UAA3
7278753.470000000000
PA
USD
7282804.820000000000
0.2406071266
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Variable
2.115000000000
N
N
N
N
N
N
TOORAK MORTGAGE CORP TRK_19-2
N/A
TRK_19-2
89052LAA1
5400000.000000000000
PA
USD
5439603.600000000000
0.1797119962
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Variable
3.721000000000
N
N
N
N
N
N
TOORAK MORTGAGE TRUST TRK_21-1
N/A
TRK_21-1
89053BAA2
15000000.000000000000
PA
USD
15014358.000000000000
0.4960398672
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
2.239500000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAC9
550000.000000000000
PA
USD
574024.500000000000
0.0189644497
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.875000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CA6
370000.000000000000
PA
USD
491746.800000000000
0.0162461836
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.450000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BB2
993000.000000000000
PA
USD
1026917.890000000000
0.0339270060
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
2697000.000000000000
PA
USD
2831558.240000000000
0.0935481739
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CV0
50000.000000000000
PA
USD
55539.910000000000
0.0018349109
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.500000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CW8
446000.000000000000
PA
USD
548854.160000000000
0.0181328795
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.000000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BH9
73000.000000000000
PA
USD
77345.510000000000
0.0025553178
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BK2
394000.000000000000
PA
USD
423680.500000000000
0.0139974296
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.000000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BL0
457000.000000000000
PA
USD
471882.260000000000
0.0155899049
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BM8
75000.000000000000
PA
USD
74945.860000000000
0.0024760389
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CREDIT COMPANY LLC
345370CX6
15000.000000000000
PA
USD
21615.760000000000
0.0007141350
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.625000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A45
630000.000000000000
PA
USD
679065.140000000000
0.0224347509
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.271000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A86
540000.000000000000
PA
USD
578565.360000000000
0.0191144693
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B28
1019000.000000000000
PA
USD
1064545.300000000000
0.0351701291
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BN6
906000.000000000000
PA
USD
911020.670000000000
0.0300980283
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
279000.000000000000
PA
USD
283920.040000000000
0.0093800653
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LIMITED
893800AA0
55610.850000000000
PA
USD
52686.350000000000
0.0017406359
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
TRANSOCEAN PONTUS LTD
89382PAA3
34075.000000000000
PA
USD
33605.230000000000
0.0011102395
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B51
329000.000000000000
PA
USD
329663.250000000000
0.0108913158
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397WW9
934000.000000000000
PA
USD
979342.110000000000
0.0323552116
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZQ9
1014000.000000000000
PA
USD
1104925.710000000000
0.0365042050
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3
N/A
STACR_18-DNA3
35563WAH7
7350000.000000000000
PA
USD
7459943.510000000000
0.2464593816
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
2.189300000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KHE2
10700000.000000000000
PA
USD
10758904.570000000000
0.3554494700
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
1.700000000000
N
N
N
N
N
N
FREDDIE MAC -STACR_19-FTR2
N/A
STACR_19-FTR2
35564WAH6
7000000.000000000000
PA
USD
6991335.400000000000
0.2309776471
Long
ABS-CBDO
CORP
US
N
2
2048-11-25
Variable
2.239300000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_19-DNA4
N/A
STACR_19-DNA4
35565ABD1
8625000.000000000000
PA
USD
8684289.110000000000
0.2869089452
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
2.789300000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_20-HQA3
N/A
STACR_20-HQA3
35565MBD5
7625000.000000000000
PA
USD
8143158.400000000000
0.2690312307
Long
ABS-CBDO
CORP
US
N
2
2050-07-25
Variable
5.839300000000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD
89385AAA3
581709.330000000000
PA
USD
556103.180000000000
0.0183723705
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
N/A
TMIR_21-1
89600FAB9
17500000.000000000000
PA
USD
17618783.000000000000
0.5820840811
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
3.089300000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA4
N/A
STACR_20-HQA4
35565RAH6
5359091.080000000000
PA
USD
5392226.880000000000
0.1781467783
Long
ABS-CBDO
CORP
US
N
2
2050-09-25
Variable
3.239300000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
N/A
STACR_20-HQA5
35565TAH2
16500000.000000000000
PA
USD
16731259.050000000000
0.5527623304
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
2.650000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
N/A
TMIR_21-1
89600FAC7
7250000.000000000000
PA
USD
7303349.130000000000
0.2412858633
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
3.489300000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
N/A
TMIR_21-2
89600GAB7
8800000.000000000000
PA
USD
8904668.960000000000
0.2941897888
Long
ABS-CBDO
CORP
BM
N
2
2033-10-25
Variable
2.689300000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
N/A
STACR_20-HQA5
35565TBD0
8500000.000000000000
PA
USD
8924107.500000000000
0.2948319934
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
4.050000000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA3
N/A
STACR_20-DNA3
35565WAH5
2539624.600000000000
PA
USD
2551398.810000000000
0.0842923505
Long
ABS-CBDO
CORP
US
N
2
2050-06-25
Variable
3.089300000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
N/A
TMIR_21-2
89600GAC5
4800000.000000000000
PA
USD
5003600.160000000000
0.1653074450
Long
ABS-CBDO
CORP
BM
N
2
2033-10-25
Variable
4.589300000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_20-1
N/A
TMIR_20-1
89600MAB4
9225000.000000000000
PA
USD
9322988.870000000000
0.3080101168
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
4.017600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA4
N/A
STACR_20-DNA4
35565XAH3
6513495.100000000000
PA
USD
6581557.220000000000
0.2174395182
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
3.839200000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
914000.000000000000
PA
USD
1174415.550000000000
0.0387999895
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_19-1
N/A
TMIR_2019-1
89600TAA1
1658029.050000000000
PA
USD
1658041.980000000000
0.0547778948
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Variable
1.989300000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
TRITON WATER HOLDINGS INC
89680EAA7
438000.000000000000
PA
USD
438499.270000000000
0.0144870077
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.250000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
1187000.000000000000
PA
USD
1243383.460000000000
0.0410785307
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAB2
555000.000000000000
PA
USD
597034.810000000000
0.0197246574
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCD5
432000.000000000000
PA
USD
477468.730000000000
0.0157744690
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.250000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCH6
512000.000000000000
PA
USD
561875.960000000000
0.0185630898
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QNA2
10500000.000000000000
PA
USD
12901498.160000000000
0.4262358360
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM1
N/A
GCAT_21-CM1
36168AAA7
20294886.300000000000
PA
USD
20268247.230000000000
0.6696162876
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.469000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAF1
407000.000000000000
PA
USD
427190.400000000000
0.0141133886
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAJ3
262000.000000000000
PA
USD
271961.770000000000
0.0089849916
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY (REPUBLIC OF)
900123CP3
2000000.000000000000
PA
USD
1958622.340000000000
0.0647083788
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.125000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAG7
4800000.000000000000
PA
USD
4802057.280000000000
0.1586489316
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
1.343100000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAK0
1266000.000000000000
PA
USD
1302529.520000000000
0.0430325806
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.750000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAL8
343000.000000000000
PA
USD
339167.770000000000
0.0112053233
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.000000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAN2
5737000.000000000000
PA
USD
5608265.160000000000
0.1852841863
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
2.993100000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAC5
563000.000000000000
PA
USD
593887.860000000000
0.0196206894
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.250000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAM6
445000.000000000000
PA
USD
446480.820000000000
0.0147506997
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.500000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAN4
749000.000000000000
PA
USD
774326.780000000000
0.0255819765
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.750000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 30YR
36179TV77
7228455.240000000000
PA
USD
7731904.570000000000
0.2554443497
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 1YR CMT ARM
36202KTR6
5946.060000000000
PA
USD
6115.980000000000
0.0002020579
Long
ABS-MBS
USGA
US
N
2
2025-07-20
Variable
2.250000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAE5
1900000.000000000000
PA
USD
1965341.760000000000
0.0649303730
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
3.060000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-3
N/A
GCAR_20-3A
36260CAD4
3565000.000000000000
PA
USD
3656297.510000000000
0.1207956631
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
2.270000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-3
N/A
GCAR_20-3A
36260CAE2
1450000.000000000000
PA
USD
1523233.700000000000
0.0503241392
Long
ABS-MBS
CORP
US
N
2
2027-07-15
Fixed
4.310000000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LTD
N/A
GALAXY PIPELINE ASSETS BID CO LTD
36321PAC4
950000.000000000000
PA
USD
963486.240000000000
0.0318313701
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.250000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AC1
204000.000000000000
PA
USD
215622.770000000000
0.0071236806
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AE7
482000.000000000000
PA
USD
496648.610000000000
0.0164081282
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAD3
585000.000000000000
PA
USD
596509.540000000000
0.0197073037
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.750000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAF7
688000.000000000000
PA
USD
737828.510000000000
0.0243761575
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AG2
287000.000000000000
PA
USD
294083.300000000000
0.0097158361
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
876000.000000000000
PA
USD
913636.290000000000
0.0301844424
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAG5
200000.000000000000
PA
USD
215737.330000000000
0.0071274654
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.250000000000
N
N
N
N
N
N
UKRAINE GOVERNMENT INTERNATIONAL BOND
N/A
UKRAINE (GOVERNMENT OF)
903724BM3
800000.000000000000
PA
USD
833442.930000000000
0.0275350381
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.375000000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER COMPANY
373334JW2
1215000.000000000000
PA
USD
1468297.280000000000
0.0485091662
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.300000000000
N
N
N
N
N
N
GLEBE FUNDING TRUST GLEBE_21-1
N/A
GLEBE_21-1
377353AA5
24305391.250000000000
PA
USD
24305391.250000000000
0.8029942438
Long
ABS-CBDO
CORP
US
N
3
2023-10-27
Fixed
3.000000000000
N
N
N
N
N
N
GLOBAL AIRCRAFT LEASING CO LTD
N/A
GLOBAL AIRCRAFT LEASING CO LTD
37960JAA6
216909.000000000000
PA
USD
218031.510000000000
0.0072032598
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GOLDENTREE LOAN OPPORTUNITIES XI
N/A
GLD11_15-11A
38137HBW7
5000000.000000000000
PA
USD
4990695.000000000000
0.1648810882
Long
ABS-MBS
CORP
KY
N
2
2031-01-18
Variable
1.483900000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FE3
985000.000000000000
PA
USD
1178074.110000000000
0.0389208600
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.950000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818FL7
1215000.000000000000
PA
USD
1383626.000000000000
0.0457118218
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.750000000000
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A
N/A
GLM_21-10A
38138TAJ0
12750000.000000000000
PA
USD
12755125.500000000000
0.4214000198
Long
ABS-MBS
CORP
US
N
2
2034-07-20
Variable
3.450000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GWZ3
5310000.000000000000
PA
USD
6113884.400000000000
0.2019886835
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
320000.000000000000
PA
USD
329201.150000000000
0.0108760491
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAH0
357000.000000000000
PA
USD
367349.770000000000
0.0121363918
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYJ7
7956000.000000000000
PA
USD
8090271.820000000000
0.2672839797
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383000000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER COMPANY
382550BL4
556000.000000000000
PA
USD
585986.130000000000
0.0193596344
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
UNITED CONTINENTAL HOLDINGS INC
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
1493.000000000000
NS
USD
69752.960000000000
0.0023044774
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911363AM1
194000.000000000000
PA
USD
199685.870000000000
0.0065971620
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37
N/A
GNMA_17-37
38376MKF3
5405000.860000000000
PA
USD
1292412.460000000000
0.0426983362
Long
ABS-CBDO
USGA
US
N
2
2047-03-20
Variable
6.066400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_14-184
38379HFE0
4510763.850000000000
PA
USD
401619.920000000000
0.0132685987
Long
ABS-CBDO
USGA
US
N
2
2041-11-16
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130
N/A
GNMA_17-130
38380GGX6
10763014.100000000000
PA
USD
3064122.480000000000
0.1012315617
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130
N/A
GNMA_17-130
38380GHB3
6186672.220000000000
PA
USD
1540715.240000000000
0.0509016891
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149
N/A
GNMA_17-149
38380HSR4
8886553.360000000000
PA
USD
2004961.950000000000
0.0662393330
Long
ABS-CBDO
USGA
US
N
2
2047-10-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163
N/A
GNMA_17-163
38380KMR3
4187297.400000000000
PA
USD
873709.750000000000
0.0288653613
Long
ABS-CBDO
USGA
US
N
2
2047-11-20
Variable
6.116400000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BE3
356000.000000000000
PA
USD
367969.250000000000
0.0121568580
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BF0
361000.000000000000
PA
USD
379775.400000000000
0.0125469060
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89
N/A
GNMA_18-89
38380XKJ5
6603264.280000000000
PA
USD
1390376.720000000000
0.0459348501
Long
ABS-CBDO
USGA
US
N
2
2048-06-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89
N/A
GNMA_18-89
38380XKM8
9397084.000000000000
PA
USD
1716536.200000000000
0.0567104094
Long
ABS-CBDO
USGA
US
N
2
2048-06-20
Variable
6.116400000000
N
N
N
N
N
N
AEP TEXAS INC
N/A
AEP TEXAS INC
00108WAK6
2995000.000000000000
PA
USD
3194536.840000000000
0.1055401523
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.450000000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC
00119LAA9
45000.000000000000
PA
USD
47226.910000000000
0.0015602685
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.250000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18
N/A
GNMA_18-91
38380XTX5
6838109.400000000000
PA
USD
1102645.140000000000
0.0364288602
Long
ABS-CBDO
USGA
US
N
2
2048-07-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125
N/A
GNMA_18-125
38380Y4S1
7602014.610000000000
PA
USD
1534252.270000000000
0.0506881674
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Variable
6.166400000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BOND
912810SD1
4590000.000000000000
PA
USD
5672953.130000000000
0.1874213281
Long
DBT
UST
US
N
1
2048-08-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY NOTE
9128282R0
6872500.000000000000
PA
USD
7439481.250000000000
0.2457833556
Long
DBT
UST
US
N
1
2027-08-15
Fixed
2.250000000000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ON ASSIGNMENT INC
00191UAA0
398000.000000000000
PA
USD
414006.210000000000
0.0136778133
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMD1
9796000.000000000000
PA
USD
10125754.520000000000
0.3345316481
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORPORATION
913017CY3
2270000.000000000000
PA
USD
2634175.440000000000
0.0870271000
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS INC
914906AV4
361000.000000000000
PA
USD
362011.450000000000
0.0119600260
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112
N/A
GNMA_18-112
38380YAY1
6501644.950000000000
PA
USD
1241067.800000000000
0.0410020266
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Variable
6.116400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103
N/A
GNMA_18-103
38380YHL2
5634867.180000000000
PA
USD
917473.020000000000
0.0303111991
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Variable
6.116400000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMG4
8432000.000000000000
PA
USD
8983505.420000000000
0.2967943641
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.800000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAS3
155000.000000000000
PA
USD
158632.620000000000
0.0052408570
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.625000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151
N/A
GNMA_18-151
38381AC53
11171070.590000000000
PA
USD
2050771.730000000000
0.0677527828
Long
ABS-CBDO
USGA
US
N
2
2048-11-20
Variable
6.066400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148
N/A
GNMA_18-148
38381AHR0
13399442.820000000000
PA
USD
3040928.510000000000
0.1004652862
Long
ABS-CBDO
USGA
US
N
2
2048-01-20
Variable
6.116400000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST4
N/A
UPSPT_21-ST4
91534HAA4
9148915.970000000000
PA
USD
9152719.170000000000
0.3023847974
Long
ABS-MBS
CORP
US
N
2
2027-07-20
Fixed
2.000000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_18-2
N/A
UPST_18-2
91678VAC5
1037818.610000000000
PA
USD
1040843.750000000000
0.0343870844
Long
ABS-MBS
CORP
US
N
2
2025-12-22
Fixed
5.494000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139
N/A
GNMA_18-139
38381ALT1
4842140.390000000000
PA
USD
804450.930000000000
0.0265772091
Long
ABS-CBDO
USGA
US
N
2
2048-10-20
Variable
6.066400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134
N/A
GNMA_18-134
38381ASA5
6296646.400000000000
PA
USD
1064762.910000000000
0.0351773184
Long
ABS-CBDO
USGA
US
N
2
2048-10-20
Variable
6.116400000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-ST5
N/A
UPST_21-ST5
91679XAA4
8612820.660000000000
PA
USD
8613056.650000000000
0.2845555885
Long
ABS-MBS
CORP
US
N
2
2027-07-20
Fixed
2.000000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-2
N/A
UPST_20-2
91680CAA7
8771421.160000000000
PA
USD
8778518.990000000000
0.2900220838
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
2.309000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
4679206.560000000000
PA
USD
4744152.540000000000
0.1567358921
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC/NY
91739VAA6
65000.000000000000
PA
USD
66206.600000000000
0.0021873138
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP/USA COMPRESSION FINANCE CORP
N/A
USA COMP PART LP/USA COMP FIN
91740PAC2
103000.000000000000
PA
USD
107862.850000000000
0.0035635406
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.875000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAC5
379000.000000000000
PA
USD
387222.930000000000
0.0127929553
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.125000000000
N
N
N
N
N
N
GNMA_19-5
N/A
GNMA_19-5
38381BC44
7558089.920000000000
PA
USD
1333398.220000000000
0.0440524114
Long
ABS-CBDO
USGA
US
N
2
2049-01-20
Variable
6.066400000000
N
N
N
N
N
N
GNMA_19-20
N/A
GNMA_19-20
38381RAE9
10210716.220000000000
PA
USD
2026999.730000000000
0.0669674106
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
5.916400000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD
91832VAA2
34000.000000000000
PA
USD
33743.220000000000
0.0011147984
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.000000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL7
N/A
VOLT_21-NPL7
91835NAA7
7653132.030000000000
PA
USD
7676300.360000000000
0.2536073145
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.115700000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
N/A
GNMA_19-59
38381VH60
8268287.130000000000
PA
USD
1350265.860000000000
0.0446096795
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
5.966400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56
N/A
GNMA_19-56
38381VWH9
8777978.800000000000
PA
USD
1612612.140000000000
0.0532769974
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
6.066400000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
91911KAN2
248000.000000000000
PA
USD
253368.380000000000
0.0083707087
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
1613000.000000000000
PA
USD
1742905.940000000000
0.0575816050
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAW4
397000.000000000000
PA
USD
429711.090000000000
0.0141966664
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.500000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAA1
461000.000000000000
PA
USD
470861.910000000000
0.0155561949
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAB9
539000.000000000000
PA
USD
555870.240000000000
0.0183646747
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEA8
10107000.000000000000
PA
USD
12321087.930000000000
0.4070604165
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90
N/A
GNMA_19-90
38381XJJ6
12006770.730000000000
PA
USD
2200892.700000000000
0.0727124345
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Variable
6.066400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85
N/A
GNMA_19-85
38381XRV0
7618694.020000000000
PA
USD
1297305.120000000000
0.0428599784
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Variable
6.066400000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAW4
224000.000000000000
PA
USD
224845.510000000000
0.0074283787
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
1257000.000000000000
PA
USD
1315157.660000000000
0.0434497853
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAB7
192066.000000000000
PA
USD
207671.360000000000
0.0068609843
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.750000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
4075000.000000000000
PA
USD
4996091.930000000000
0.1650593903
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-147
N/A
GNMA_19-147
38382AS55
75695673.850000000000
PA
USD
4542860.730000000000
0.1500856735
Long
ABS-MBS
USGA
US
N
2
2061-06-16
Variable
0.586600000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21
N/A
GNMA_20-21
38382DMU0
6108950.100000000000
PA
USD
877110.840000000000
0.0289777255
Long
ABS-CBDO
USGA
US
N
2
2050-02-20
Variable
5.966400000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDA4
2170000.000000000000
PA
USD
2816949.850000000000
0.0930655463
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.850000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAN9
290000.000000000000
PA
USD
310247.920000000000
0.0102498780
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62
N/A
GNMA_20-62
38382FKW3
10310915.400000000000
PA
USD
1901163.700000000000
0.0628100775
Long
ABS-CBDO
USGA
US
N
2
2050-05-20
Variable
6.066400000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175
N/A
GNMA_20-175
38382LNR8
29277826.200000000000
PA
USD
4213278.280000000000
0.1391970272
Long
ABS-CBDO
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC
00404AAP4
499000.000000000000
PA
USD
524400.700000000000
0.0173249934
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II INC
00791GAA5
46000.000000000000
PA
USD
51025.100000000000
0.0016857520
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.750000000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
499000.000000000000
PA
USD
500355.660000000000
0.0165306006
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
76000.000000000000
PA
USD
82823.260000000000
0.0027362901
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGC2
7566000.000000000000
PA
USD
8363860.880000000000
0.2763227332
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.700000000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP
92535WAA8
739000.000000000000
PA
USD
780667.750000000000
0.0257914675
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.750000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AB7
296000.000000000000
PA
USD
316763.660000000000
0.0104651430
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AC5
688000.000000000000
PA
USD
727256.920000000000
0.0240268965
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AE1
581000.000000000000
PA
USD
628669.670000000000
0.0207698005
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AF8
1250000.000000000000
PA
USD
1279803.510000000000
0.0422817654
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.250000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AB7
252000.000000000000
PA
USD
262921.600000000000
0.0086863252
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
7.000000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AG6
282000.000000000000
PA
USD
296258.200000000000
0.0097876898
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.125000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAA1
1071000.000000000000
PA
USD
1119393.170000000000
0.0369821766
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAB9
673000.000000000000
PA
USD
668396.590000000000
0.0220822866
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.250000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAF1
13245000.000000000000
PA
USD
13586616.360000000000
0.4488705661
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
3.021000000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
N/A
VERTICAL US NEWCO INC
92537RAA7
340000.000000000000
PA
USD
359171.790000000000
0.0118662101
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F020687
15000000.000000000000
PA
USD
15291210.900000000000
0.5051864505
Long
ABS-MBS
USGA
US
N
2
2051-08-12
Fixed
2.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F022485
27000000.000000000000
PA
USD
28285836.390000000000
0.9344989993
Long
ABS-MBS
USGA
US
N
2
2036-08-17
Fixed
2.500000000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
N/A
VERTICAL HOLDCO GMBH
92537VAA8
145000.000000000000
PA
USD
157375.960000000000
0.0051993399
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.625000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-NPL1
N/A
VERUS_20-NPL1
92538AAA3
5439016.750000000000
PA
USD
5447225.310000000000
0.1799637999
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
3.597900000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F022683
85000000.000000000000
PA
USD
88496288.850000000000
2.9237139123
Long
ABS-MBS
USGA
US
N
2
2051-08-12
Fixed
2.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030488
32000000.000000000000
PA
USD
33666249.920000000000
1.1122554917
Long
ABS-MBS
USGA
US
N
2
2036-08-17
Fixed
3.000000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-R1
N/A
VERUS_21-R1
92538BAA1
5645295.280000000000
PA
USD
5633252.740000000000
0.1861097185
Long
ABS-CBDO
CORP
US
N
2
2063-10-25
Variable
0.820000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-4
N/A
VERUS_20-4
92538LAD3
4000000.000000000000
PA
USD
4110043.600000000000
0.1357863907
Long
ABS-CBDO
CORP
US
N
2
2065-06-25
Variable
3.291000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
358000.000000000000
PA
USD
372325.710000000000
0.0123007854
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAB1
55000.000000000000
PA
USD
58930.700000000000
0.0019469348
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAC9
495000.000000000000
PA
USD
506060.210000000000
0.0167190658
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAD7
106000.000000000000
PA
USD
109108.740000000000
0.0036047019
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030686
84500000.000000000000
PA
USD
88559960.520000000000
2.9258174779
Long
ABS-MBS
USGA
US
N
2
2051-08-12
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F040685
14000000.000000000000
PA
USD
14958125.000000000000
0.4941820582
Long
ABS-MBS
USGA
US
N
2
2051-08-12
Fixed
4.000000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC TLB 3.0
02083JAC8
57453.360000000000
PA
USD
57309.730000000000
0.0018933817
Long
LON
CORP
US
N
2
2024-07-12
Variable
4.000000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAA9
127000.000000000000
PA
USD
137537.100000000000
0.0045439096
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.125000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAC5
1233000.000000000000
PA
USD
1263782.050000000000
0.0417524532
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAF8
446000.000000000000
PA
USD
449072.100000000000
0.0148363097
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAE5
85000.000000000000
PA
USD
89282.560000000000
0.0029496905
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VIDEOTRON LTD / VIDEOTRON LTEE
N/A
VIDEOTRON LTD / VIDEOTRON LTEE
92660FAN4
376000.000000000000
PA
USD
386541.060000000000
0.0127704279
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VIKING CRUISES LTD
N/A
VIKING CRUISES LTD
92676XAD9
223000.000000000000
PA
USD
211829.890000000000
0.0069983725
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.875000000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
N/A
ALTICE FRANCE HOLDING SA
02156TAA2
831000.000000000000
PA
USD
819217.320000000000
0.0270650567
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAU4
29000.000000000000
PA
USD
30511.060000000000
0.0010080153
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.500000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
494000.000000000000
PA
USD
509121.730000000000
0.0168202114
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AF4
445000.000000000000
PA
USD
456710.160000000000
0.0150886536
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.000000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR_21-1
02528BAG9
2450000.000000000000
PA
USD
2449294.400000000000
0.0809190555
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
1.140000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR_20-3
025297AD4
7035000.000000000000
PA
USD
7249349.420000000000
0.2395018371
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
2.400000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_18-1
N/A
ACAR_18-1
02529HAL4
10100000.000000000000
PA
USD
10276784.340000000000
0.3395213261
Long
ABS-MBS
CORP
US
N
2
2024-12-10
Fixed
6.550000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-4
N/A
ACAR_20-4
02530QAE7
6970000.000000000000
PA
USD
7243921.700000000000
0.2393225177
Long
ABS-MBS
CORP
US
N
2
2026-12-14
Fixed
3.650000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3
N/A
AH4R_14-SFR3
02665XAA7
1406433.200000000000
PA
USD
1492231.250000000000
0.0492998896
Long
ABS-MBS
CORP
US
N
2
2036-12-17
Fixed
3.678000000000
N
N
N
N
N
N
AMERMT_93-3
N/A
AMERMT_93-3
0275879A4
34.830000000000
PA
USD
21.120000000000
0.0000006978
Long
ABS-CBDO
CORP
US
N
3
2023-07-27
Variable
8.188000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XAW0
5040000.000000000000
PA
USD
5680967.040000000000
0.1876860893
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.800000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_18-3
N/A
AOMT_18-3
03464NAD4
4795000.000000000000
PA
USD
4790680.660000000000
0.1582730742
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
4.421000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN
N/A
ANHEUSER-BUSCH COS LLC / INBEV
03522AAJ9
13543000.000000000000
PA
USD
17367695.150000000000
0.5737887158
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AW5
1860000.000000000000
PA
USD
1994850.000000000000
0.0659052574
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.100000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AY1
337000.000000000000
PA
USD
362517.000000000000
0.0119767282
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BA2
365000.000000000000
PA
USD
375949.690000000000
0.0124205134
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.750000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BC8
193000.000000000000
PA
USD
189672.830000000000
0.0062663542
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BF1
1168000.000000000000
PA
USD
1221240.710000000000
0.0403469852
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BH7
152000.000000000000
PA
USD
163461.470000000000
0.0054003911
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.625000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BJ3
427000.000000000000
PA
USD
459562.170000000000
0.0151828775
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.875000000000
N
N
N
N
N
N
CHAMPIONX CORP
N/A
APERGY CORP
03755LAC8
189000.000000000000
PA
USD
197600.130000000000
0.0065282540
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
APIDOS CLO APID_20-33
N/A
APID_20-33A
03768MAC1
2500000.000000000000
PA
USD
2500115.000000000000
0.0825980513
Long
ABS-MBS
CORP
US
N
2
2031-07-24
Variable
2.825300000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO
037735CT2
4045000.000000000000
PA
USD
4945751.850000000000
0.1633962698
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.400000000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
N/A
EGYPT (ARAB REPUBLIC OF)
038461AM1
1015000.000000000000
PA
USD
1049036.260000000000
0.0346577461
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.500000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AA1
155000.000000000000
PA
USD
157205.970000000000
0.0051937238
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AB9
93000.000000000000
PA
USD
96197.240000000000
0.0031781356
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.125000000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK
N/A
ARCHROCK PARTNERS LP/ARCHROCK FIN
03959KAC4
100000.000000000000
PA
USD
101877.020000000000
0.0033657825
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.250000000000
N
N
N
N
N
N
2021-08-25
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer
XXXX