NPORT-P
false
0001516212
XXXXXXXX
S000046314
C000144728
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
617-664-8594
SPDR DoubleLine Total Return Tactical ETF
S000046314
549300BX4XYYCFT9AP37
2022-06-30
2022-03-31
N
2514696174.34
13418342.38
2501277831.96
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8258538.77000000
0.00000000
0.00000000
78525.89000000
USD
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
455000.00000000
PA
USD
460237.05000000
0.018400077117
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
3320000.00000000
PA
USD
3334076.80000000
0.133294940585
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.68000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR61
320000.00000000
PA
USD
319385.60000000
0.012768897397
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
3.45000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
225000.00000000
PA
USD
222529.50000000
0.008896632639
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
4015000.00000000
PA
USD
3446877.50000000
0.137804663518
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AX2
905000.00000000
PA
USD
930186.15000000
0.037188437770
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
Catamaran CLO Ltd
N/A
Catamaran CLO 2018-1 Ltd
14900CAG0
1000000.00000000
PA
USD
986400.00000000
0.039435843047
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
2.76000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
1440000.00000000
PA
USD
1267848.00000000
0.050688011695
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Incremental Term Loan
00216EAE9
60997.83000000
PA
USD
60337.22000000
0.002412255816
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
540000.00000000
PA
USD
546496.20000000
0.021848680423
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
495000.00000000
PA
USD
493544.70000000
0.019731702479
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAG8
1500000.00000000
PA
USD
1441368.00000000
0.057625265837
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
2.99000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
264573.54000000
PA
USD
257628.48000000
0.010299874596
Long
LON
CORP
US
N
2
2028-02-10
Floating
4.25000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVIII Ltd
83615CAG1
4000000.00000000
PA
USD
3981168.00000000
0.159165365363
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
3.91000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
000000000
850000.00000000
PA
USD
815617.50000000
0.032608032965
Long
DBT
CORP
PE
Y
2
2030-07-08
Fixed
4.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
900000.00000000
PA
USD
756963.00000000
0.030263051562
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
395000.00000000
PA
USD
371900.40000000
0.014868416265
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.88000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
508547.72000000
PA
USD
503080.83000000
0.020112952810
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.96000000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
218350.00000000
PA
USD
217462.41000000
0.008694052584
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
1700000.00000000
PA
USD
1286764.00000000
0.051444265149
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Inc / Acuris Finance SARL
00511BAA5
675000.00000000
PA
USD
620581.50000000
0.024810578499
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BP0
430000.00000000
PA
USD
353705.10000000
0.014140976083
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2021 Term Loan C
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-11-30
Floating
3.00000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
580000.00000000
PA
USD
549555.80000000
0.021971001900
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Prometric Holdings, Inc.
54930034OH1XQT27TX40
Prometric Holdings, Inc. 1st Lien Term Loan
80358TAC0
472564.10000000
PA
USD
465003.07000000
0.018590620524
Long
LON
CORP
US
N
2
2025-01-29
Floating
4.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-1 LLC
693582AA6
17710877.04000000
PA
USD
17397254.60000000
0.695534673426
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
First Advantage Holdings, LLC
549300MRQE5MQEH3BI02
First Advantage Holdings, LLC 2021 Term Loan B
78477MAF8
275666.50000000
PA
USD
274346.06000000
0.010968236174
Long
LON
CORP
US
N
2
2027-01-31
Floating
3.21000000
N
N
N
N
N
N
MED ParentCo LP
549300660CLPRNK19Z91
MED ParentCo LP 1st Lien Term Loan
58401DAC8
188071.08000000
PA
USD
186425.46000000
0.007453208820
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.71000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
1340000.00000000
PA
USD
1400688.60000000
0.055998921115
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2021 USD Term Loan B
45673YAH9
330000.00000000
PA
USD
327690.00000000
0.013100903698
Long
LON
CORP
US
N
2
2028-10-27
Floating
3.25000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
355000.00000000
PA
USD
359462.35000000
0.014371148434
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
600000.00000000
PA
USD
598056.00000000
0.023910018805
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
205000.00000000
PA
USD
189692.65000000
0.007583829656
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
865000.00000000
PA
USD
726634.60000000
0.029050535319
Long
DBT
CORP
US
N
2
2051-09-23
Fixed
3.38000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1215000.00000000
PA
USD
1123376.85000000
0.044912117944
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
1.63000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
665000.00000000
PA
USD
637349.30000000
0.025480947852
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
336670.99000000
PA
USD
339303.76000000
0.013565216772
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAE1
290000.00000000
PA
USD
268658.90000000
0.010740865991
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J2MR4
10000000.00000000
PA
USD
8906899.70000000
0.356093976694
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
1.41000000
N
N
N
N
N
N
TAPSTONE ENERGY HOLDINGS
N/A
TAPSTONE ENERGY HOLDINGS
000000000
5920.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
750000.00000000
PA
USD
751215.00000000
0.030033249021
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LEPE1
10000000.00000000
PA
USD
9167228.20000000
0.366501796916
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
1.91000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
285000.00000000
PA
USD
274663.05000000
0.010980909297
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
574215.26000000
PA
USD
569073.16000000
0.022751297465
Long
LON
CORP
LU
N
2
2026-10-30
Floating
3.46000000
N
N
N
N
N
N
Savage Enterprises LLC
N/A
Savage Enterprises LLC 2021 Term Loan B
80465JAF5
253087.50000000
PA
USD
251596.81000000
0.010058731052
Long
LON
CORP
US
N
2
2028-09-15
Floating
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DAL2
56018405.18000000
PA
USD
4895414.82000000
0.195716555652
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd
87404LAA0
1266150.69000000
PA
USD
1208182.77000000
0.048302621746
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.97000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
825000.00000000
PA
USD
776275.50000000
0.031035156913
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
FENIX POWER PERU SA
549300VBTI7WLU4G4642
Fenix Power Peru SA
000000000
314705.88000000
PA
USD
307234.76000000
0.012283112098
Long
DBT
CORP
PE
Y
2
2027-09-20
Fixed
4.32000000
N
N
N
N
N
N
Greystone Select Financial LLC
N/A
Greystone Select Financial LLC Term Loan B
39808KAB3
89169.24000000
PA
USD
89169.24000000
0.003564947438
Long
LON
CORP
US
N
2
2028-06-16
Floating
5.75000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVI Ltd
83614XAW1
500000.00000000
PA
USD
495875.50000000
0.019824886850
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
1745000.00000000
PA
USD
1744528.85000000
0.069745504785
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAR97
10000000.00000000
PA
USD
9541112.40000000
0.381449524642
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Fixed
2.00000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAL6
463000.00000000
PA
USD
438664.78000000
0.017537627143
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
500000.00000000
PA
USD
516340.00000000
0.020643048661
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1200000.00000000
PA
USD
1017804.00000000
0.040691361311
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXXIII Ltd
83616KAG2
700000.00000000
PA
USD
701260.00000000
0.028036069845
Long
ABS-CBDO
CORP
KY
N
2
2035-04-25
Floating
1.00000000
N
N
N
N
N
N
ONEDIGITAL BORROWER LLC
N/A
OneDigital Borrower LLC 2021 Term Loan
68277FAE9
653362.50000000
PA
USD
650098.95000000
0.025990673314
Long
LON
CORP
US
N
2
2027-11-16
Floating
4.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
470000.00000000
PA
USD
433664.30000000
0.017337710127
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
1415000.00000000
PA
USD
1353716.35000000
0.054120990987
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1NH5
89471704.46000000
PA
USD
3850727.95000000
0.153950428888
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Floating
2.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
1200000.00000000
PA
USD
1134192.00000000
0.045344502937
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.63000000
N
N
N
N
N
N
LaserShip, Inc.
N/A
LaserShip, Inc. 2021 Term Loan
51809EAB1
139300.00000000
PA
USD
138835.43000000
0.005550580116
Long
LON
CORP
US
N
2
2028-05-07
Floating
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AA8
2388354.60000000
PA
USD
2271394.01000000
0.090809344766
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.26000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TBG6
1500000.00000000
PA
USD
1451699.15000000
0.058038300721
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWF2
3696753.50000000
PA
USD
3748131.94000000
0.149848685024
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
1760000.00000000
PA
USD
1644280.00000000
0.065737599357
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
312478.14000000
PA
USD
307790.97000000
0.012305349132
Long
LON
CORP
US
N
2
2028-02-19
Floating
3.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
410000.00000000
PA
USD
387450.00000000
0.015490082511
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
American Tire Distributors Holdings, Inc.
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors Holdings, Inc. 2021 Term Loan B
03021BAL8
165000.00000000
PA
USD
163968.75000000
0.006555399320
Long
LON
CORP
US
N
2
2028-10-08
Floating
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
32300000.00000000
PA
USD
29806843.75000000
1.191664651129
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.63000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
300000.00000000
PA
USD
260022.00000000
0.010395566485
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DQ8
500000.00000000
PA
USD
411480.00000000
0.016450791461
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQB35
13837583.34000000
PA
USD
13817907.82000000
0.552433945699
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBD93
342997.03000000
PA
USD
363387.73000000
0.014528083420
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan
000000000
281068.83000000
PA
USD
292194.94000000
0.011681826635
Long
LON
CORP
LU
N
2
2025-02-28
Floating
2.50000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
000000000
2200000.00000000
PA
USD
2038410.00000000
0.081494745363
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4
86359RAD8
932227.00000000
PA
USD
916682.61000000
0.036648572113
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
0.80000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
140000.00000000
PA
USD
125305.60000000
0.005009663396
Long
LON
CORP
US
N
2
2026-04-22
None
0.00000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
325000.00000000
PA
USD
303712.50000000
0.012142293675
Long
DBT
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center, Inc. 2021 First Lien Term Loan B
76009WAW0
168725.00000000
PA
USD
165746.16000000
0.006626459399
Long
LON
CORP
US
N
2
2028-02-17
Floating
3.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARYW2
5184266.27000000
PA
USD
5047846.29000000
0.201810699535
Long
ABS-MBS
USGSE
US
N
2
2046-04-25
Fixed
3.00000000
N
Y
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Delayed Draw Term Loan
43162TAT7
28686.24000000
PA
USD
28214.21000000
0.001127991846
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
SCHWEITZER-MAUDUIT INTL
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541AA4
500000.00000000
PA
USD
472490.00000000
0.018889944729
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.88000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
250000.00000000
PA
USD
248090.00000000
0.009918530313
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
3388191.24000000
PA
USD
252393.07000000
0.010090565181
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.15000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
295539.95000000
PA
USD
292829.85000000
0.011707210061
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.96000000
N
N
N
N
N
N
ASP Blade Holdings, Inc
N/A
ASP Blade Holdings, Inc Initial Term Loan
00217HAB7
85000.00000000
PA
USD
84054.38000000
0.003360457559
Long
LON
CORP
US
N
2
2028-10-13
Floating
4.50000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
000000000
200000.00000000
PA
USD
199462.00000000
0.007974404020
Long
DBT
CORP
BR
Y
2
2022-12-12
Fixed
6.13000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAL2
2832982.82000000
PA
USD
2655344.03000000
0.106159499599
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.19000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRN1
9500000.00000000
PA
USD
9298356.80000000
0.371744261320
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
3.85000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
95581.69000000
PA
USD
93670.06000000
0.003744888264
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.50000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
302804.11000000
PA
USD
301417.27000000
0.012050531378
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.21000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
1820000.00000000
PA
USD
1663571.00000000
0.066508845148
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
1400000.00000000
PA
USD
1213870.00000000
0.048529994728
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
380000.00000000
PA
USD
329513.20000000
0.013173794441
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC 2010-RR4-I Trust
05532XDU4
6735877.50000000
PA
USD
6479480.36000000
0.259046807084
Long
ABS-MBS
CORP
US
N
2
2037-01-26
Variable
6.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAN5
1923000.00000000
PA
USD
1851000.65000000
0.074002201048
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.40000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
1770000.00000000
PA
USD
1744812.90000000
0.069756860981
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-12
17025LAJ7
2367853.88000000
PA
USD
1632534.69000000
0.065268026971
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
5.75000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI AQUA MERGER SUB INC
000000000
12962.96000000
PA
USD
12845.52000000
0.000513558303
Long
LON
CORP
US
N
2
2028-07-31
None
0.00000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2020 Term Loan B
00169QAF6
287058.24000000
PA
USD
285578.45000000
0.011417302242
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.25000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 40, LTD.
N/A
Octagon Investment Partners 40 Ltd
67592BAS7
500000.00000000
PA
USD
470050.00000000
0.018792394591
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
3.60000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-EXCL
12433WAA9
188893.32000000
PA
USD
186705.36000000
0.007464399100
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Floating
1.48000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CBE4
22162939.24000000
PA
USD
1307178.58000000
0.052260431180
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.49000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-OA2
126694R75
1954809.44000000
PA
USD
1607070.28000000
0.064249970933
Long
ABS-MBS
CORP
US
N
2
2046-05-20
Floating
0.87000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380R4L1
59947957.58000000
PA
USD
4251820.28000000
0.169985925820
Long
ABS-MBS
USGA
US
N
2
2063-05-16
Variable
0.82000000
N
N
N
N
N
N
Arches Buyer Inc.
2549009ADY4208OH2Y47
Arches Buyer Inc. 2021 Term Loan B
03952HAD6
392022.62000000
PA
USD
386246.17000000
0.015441953911
Long
LON
CORP
US
N
2
2027-12-06
Floating
3.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAU1
2873000.00000000
PA
USD
2770233.42000000
0.110752727450
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.41000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
635000.00000000
PA
USD
596766.65000000
0.023858471153
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAH2
22538395.43000000
PA
USD
401266.15000000
0.016042446179
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
0.65000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd
55955JAA5
500000.00000000
PA
USD
489897.00000000
0.019585869020
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB3X4
3858893.19000000
PA
USD
3785000.98000000
0.151322693210
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
GOGO Intermediate Holdings LLC
N/A
GOGO Intermediate Holdings LLC Term Loan B
38046JAB0
477600.00000000
PA
USD
474765.44000000
0.018980915831
Long
LON
CORP
US
N
2
2028-04-30
Floating
4.50000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHG5
9497879.37000000
PA
USD
800404.25000000
0.031999813846
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Floating
3.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
2820000.00000000
PA
USD
2657991.00000000
0.106265324308
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192CAG0
11390208.76000000
PA
USD
76639.70000000
0.003064021877
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Variable
1.47000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
510000.00000000
PA
USD
481195.20000000
0.019237974840
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBV4
20281681.00000000
PA
USD
19869901.22000000
0.794390010022
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
400000.00000000
PA
USD
354088.00000000
0.014156284259
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAS9
500000.00000000
PA
USD
477930.00000000
0.019107433564
Long
DBT
NUSS
ID
N
2
2031-06-09
Fixed
2.55000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
650000.00000000
PA
USD
745914.00000000
0.029821317347
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
615000.00000000
PA
USD
629470.95000000
0.025165974845
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAE6
25552488.94000000
PA
USD
603243.67000000
0.024117419596
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.76000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
900000.00000000
PA
USD
833625.00000000
0.033327964984
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.63000000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
549300R1HR1VWWHIAK47
ICON Luxembourg S.A.R.L. US Term Loan
000000000
44314.21000000
PA
USD
44161.99000000
0.001765577155
Long
LON
CORP
US
N
2
2028-07-03
Floating
3.31000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
765000.00000000
PA
USD
710608.50000000
0.028409818810
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2021 Term Loan B6
89334GAZ7
173693.55000000
PA
USD
172680.05000000
0.006903673306
Long
LON
CORP
US
N
2
2028-12-01
Floating
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAU2
650000.00000000
PA
USD
571785.89000000
0.022859751231
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
4.32000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
000000000
1200000.00000000
PA
USD
1138368.00000000
0.045511457601
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.63000000
N
N
N
N
N
N
Vantage Specialty Chemicals, Inc.
54930057U5S5AY44VU09
Vantage Specialty Chemicals, Inc. 2017 1st Lien Term Loan
92210XAC4
441693.52000000
PA
USD
426179.04000000
0.017038452688
Long
LON
CORP
US
N
2
2024-10-28
Floating
4.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BPJ34
4894012.40000000
PA
USD
4901541.98000000
0.195961516844
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.00000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
570000.00000000
PA
USD
572781.60000000
0.022899559284
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2021 2nd Lien Term Loan
000000000
40000.00000000
PA
USD
39712.60000000
0.001587692478
Long
LON
CORP
US
N
2
2029-10-15
Floating
7.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
590000.00000000
PA
USD
548228.00000000
0.021917917034
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC 2021 Term Loan
45232UAE8
374867.60000000
PA
USD
363154.86000000
0.014518773378
Long
LON
CORP
US
N
2
2027-06-30
Floating
3.96000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
535000.00000000
PA
USD
479370.70000000
0.019165032123
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
143518.98000000
PA
USD
137449.56000000
0.005495173636
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.26000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
200000.00000000
PA
USD
182720.00000000
0.007305066141
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Hayfin Kingsland X Ltd
549300USIN4WRU31TE81
Hayfin Kingsland X Ltd
42086VAL4
2000000.00000000
PA
USD
1989906.00000000
0.079555576536
Long
ABS-CBDO
CORP
KY
N
2
2031-04-28
Floating
2.13000000
N
N
N
N
N
N
AVATION CAPITAL SA
N/A
AVATION CAPITAL SA
000000000
4550.00000000
NS
1677.41000000
0.000067062122
N/A
DE
GB
N
3
N/A
N/A
Call
Purchased
Avation Capital SA
Avation Capital SA
1.00000000
1.00000000
GBP
2026-10-31
XXXX
1677.41000000
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2021 Term Loan B
60662WAS1
570000.00000000
PA
USD
561678.00000000
0.022455642185
Long
LON
CORP
US
N
2
2028-10-15
Floating
4.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAV9
12075774.18000000
PA
USD
73779.24000000
0.002949661931
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
0.57000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBM3
1900000.00000000
PA
USD
1800224.26000000
0.071972183057
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
4.43000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
240000.00000000
PA
USD
215445.60000000
0.008613421397
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
540000.00000000
PA
USD
528654.60000000
0.021135381013
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
2355000.00000000
PA
USD
2343719.55000000
0.093700888404
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2017 1st Lien Term Loan
02376CAX3
215600.00000000
PA
USD
202394.50000000
0.008091644095
Long
LON
CORP
US
N
2
2027-01-29
Floating
2.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
185000000.00000000
PA
USD
161990625.00000000
6.476314743215
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAZ3
6973906.26000000
PA
USD
174867.07000000
0.006991109414
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.08000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B1
78571YBG4
80347.03000000
PA
USD
79593.78000000
0.003182124711
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAS7
650000.00000000
PA
USD
616567.25000000
0.024650090530
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
3.20000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
1015000.00000000
PA
USD
1000861.05000000
0.040013989538
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAA6
2000000.00000000
PA
USD
1970194.00000000
0.078767499348
Long
ABS-CBDO
CORP
US
N
2
2038-05-16
Floating
1.65000000
N
N
N
N
N
N
CLNC 2019-FL1, Ltd
N/A
CLNC 2019-FL1 Ltd
12565DAA1
0.29000000
PA
USD
0.29000000
0.000000011594
Long
ABS-CBDO
CORP
KY
N
2
2035-08-20
Floating
1.41000000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings Inc. 2021 Term Loan B
30034UAC4
114712.50000000
PA
USD
114138.94000000
0.004563225186
Long
LON
CORP
US
N
2
2028-08-03
Floating
3.01000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DDS6
90630606.22000000
PA
USD
6907354.56000000
0.276153031532
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.90000000
N
N
N
N
N
N
TEMASEK FINANCIAL I LTD
549300XMGMDF3VRJMF12
Temasek Financial I Ltd
87973RAU4
250000.00000000
PA
USD
214562.50000000
0.008578115443
Long
DBT
CORP
SG
Y
2
2030-10-06
Fixed
1.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBB0
48194757.42000000
PA
USD
1199844.63000000
0.047969266535
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.66000000
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
13911YAA4
600000.00000000
PA
USD
541938.00000000
0.021666445569
Long
DBT
CORP
CL
N
2
2031-04-27
Fixed
3.90000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust Series 2007-FF2
32029GAA2
9742763.38000000
PA
USD
5936035.90000000
0.237320133899
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
0.60000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2020-5 Ltd
05683FAG4
2500000.00000000
PA
USD
2487092.50000000
0.099432876596
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
3.80000000
N
N
N
N
N
N
Traverse Midstream Partners LLC
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC 2017 Term Loan
89435TAB0
283757.77000000
PA
USD
283048.38000000
0.011316151144
Long
LON
CORP
US
N
2
2024-09-27
Floating
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBYF1
17569123.40000000
PA
USD
17212660.64000000
0.688154687178
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
455000.00000000
PA
USD
466274.90000000
0.018641467734
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQA7
1531344.42000000
PA
USD
1509256.58000000
0.060339421743
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2007-AR4 Trust
94986CAA2
877454.45000000
PA
USD
850835.88000000
0.034016048482
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
2.70000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
204487.50000000
PA
USD
202314.82000000
0.008088458523
Long
LON
CORP
US
N
2
2028-11-03
Floating
4.51000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC 2021 TERM LOAN B1
74839XAG4
125000.00000000
PA
USD
122977.50000000
0.004916586971
Long
LON
CORP
US
N
2
2028-06-11
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJMU7
4144965.82000000
PA
USD
4059596.89000000
0.162300918279
Long
ABS-MBS
USGSE
US
N
2
2044-04-25
Fixed
3.00000000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
000000000
150000.00000000
PA
USD
133126.50000000
0.005322339577
Long
DBT
CORP
AR
Y
2
2029-04-15
Fixed
9.13000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
1960000.00000000
PA
USD
1787676.80000000
0.071470541063
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.88000000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
570000.00000000
PA
USD
553373.10000000
0.022123615894
Long
LON
CORP
US
N
2
2028-10-06
Floating
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
900000.00000000
PA
USD
934569.00000000
0.037363662207
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
351000.00000000
PA
USD
361431.72000000
0.014449882991
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
150000.00000000
PA
USD
154410.00000000
0.006173244652
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877EAJ1
2000000.00000000
PA
USD
1990356.00000000
0.079573567340
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.34000000
N
N
N
N
N
N
Citimortgage Alternative Loan Trust
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAG8
4110213.60000000
PA
USD
3552230.85000000
0.142016644637
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
425000.00000000
PA
USD
375283.50000000
0.015003671131
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
255000.00000000
PA
USD
264891.45000000
0.010590244978
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADMF3
626694.67000000
PA
USD
508720.40000000
0.020338420366
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
5.65000000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
235000.00000000
PA
USD
234134.03000000
0.009360576702
Long
LON
CORP
US
N
2
2029-01-27
Floating
4.50000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
1070000.00000000
PA
USD
980665.70000000
0.039206588227
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2021 Term Loan
96289EAG4
238800.00000000
PA
USD
228315.49000000
0.009127954003
Long
LON
CORP
US
N
2
2028-05-11
Floating
5.25000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC Term Loan B
68764JAB7
190000.00000000
PA
USD
188708.95000000
0.007544501757
Long
LON
CORP
US
N
2
2028-10-05
Floating
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GBC7
19849000.00000000
PA
USD
1021751.09000000
0.040849164252
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.33000000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners, LLC Term Loan
84410HAC4
54773.86000000
PA
USD
54499.99000000
0.002178885899
Long
LON
CORP
US
N
2
2027-10-05
Floating
5.00000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
236814.28000000
PA
USD
235827.95000000
0.009428298887
Long
LON
CORP
US
N
2
2026-02-19
Floating
5.06000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
400000.00000000
PA
USD
388420.00000000
0.015528862689
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXN3
9464504.04000000
PA
USD
9397744.55000000
0.375717740345
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
CWT TRAVEL GROUP INC
N/A
CWT Travel Group Inc
12670RAA2
172935.00000000
PA
USD
171705.43000000
0.006864708422
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
8.50000000
N
N
N
N
N
N
Pediatric Associates Holding Company, LLC
N/A
Pediatric Associates Holding Company, LLC 2022 Delayed Draw Term loan
000000000
32236.84000000
PA
USD
31894.32000000
0.001275121043
Long
LON
CORP
US
N
2
2028-12-29
Floating
3.75000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
200000.00000000
PA
USD
175054.00000000
0.006998582794
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
eResearchTechnology, Inc.
2549003SUFVGC903CK03
eResearchTechnology, Inc. 2020 1st Lien Term Loan
29481PAH4
29697.72000000
PA
USD
29632.83000000
0.001184707657
Long
LON
CORP
US
N
2
2027-02-04
Floating
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAH3
36246673.00000000
PA
USD
1438552.52000000
0.057512704171
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.01000000
N
N
N
N
N
N
E.W. Scripps Company (The)
549300U1OW41QPKYW028
E.W. Scripps Company (The) 2019 Term Loan B2
26928BAL3
453034.54000000
PA
USD
448828.11000000
0.017943952657
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.31000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
280000.00000000
PA
USD
268301.60000000
0.010726581292
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
205000.00000000
PA
USD
191353.15000000
0.007650215723
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKMP5
5115036.88000000
PA
USD
5033662.01000000
0.201243618189
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
3.00000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
500637.92000000
PA
USD
498134.73000000
0.019915209883
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
2545000.00000000
PA
USD
2150703.15000000
0.085984176668
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
K-Mac Holdings Corp
549300XD843A2SP50882
K-Mac Holdings Corp 2021 Term Loan
55304PAB7
194512.50000000
PA
USD
192284.36000000
0.007687445094
Long
LON
CORP
US
N
2
2028-07-21
Floating
4.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAC6
50000.00000000
PA
USD
44509.00000000
0.001779450464
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAG9
1000000.00000000
PA
USD
994170.00000000
0.039746484268
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
3.25000000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
72812NAD8
337990.07000000
PA
USD
331046.06000000
0.013235077517
Long
LON
CORP
NL
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAY2
3000000.00000000
PA
USD
2864998.95000000
0.114541412129
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.44000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UBE0
20036325.17000000
PA
USD
2447588.79000000
0.097853535450
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.88000000
N
N
N
N
N
N
ChaseFlex Trust
549300U1F9IQTDPULK34
ChaseFlex Trust Series 2007-3
16165AAB0
7889178.12000000
PA
USD
1983857.54000000
0.079313761736
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.92000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
1300000.00000000
PA
USD
1255475.00000000
0.050193344536
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
830000.00000000
PA
USD
896632.40000000
0.035846973436
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
104298719.51000000
NS
USD
104298719.51000000
4.169817449998
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CN4
1900000.00000000
PA
USD
1834298.00000000
0.073334436365
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.70000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
1852000.00000000
PA
USD
1869760.68000000
0.074752218890
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
280000.00000000
PA
USD
280406.00000000
0.011210509940
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
1950000.00000000
PA
USD
1807143.00000000
0.072248791274
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
1170754.22000000
PA
USD
1114163.27000000
0.044543763022
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
185000.00000000
PA
USD
157714.35000000
0.006305351128
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
255000.00000000
PA
USD
186195.90000000
0.007444031111
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
480450.00000000
PA
USD
442946.07000000
0.017708791256
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
690000.00000000
PA
USD
589632.60000000
0.023573254936
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Pediatric Associates Holding Company, LLC
N/A
Pediatric Associates Holding Company, LLC 2021 Term Loan B
70533DAF7
210790.79000000
PA
USD
208551.14000000
0.008337783885
Long
LON
CORP
US
N
2
2028-12-29
Floating
3.75000000
N
N
N
N
N
N
AIR METHODS CORP
54930081QGNZXVDOZF63
Air Methods Corp
00215JAA7
173000.00000000
PA
USD
149631.16000000
0.005982188707
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZC0
3295000.00000000
PA
USD
3283434.55000000
0.131270285453
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.74000000
N
N
N
N
N
N
Castle US Holding Corporation
N/A
Castle US Holding Corporation USD Term Loan B
14852DAC5
574238.57000000
PA
USD
556474.50000000
0.022247608517
Long
LON
CORP
US
N
2
2027-01-29
Floating
4.21000000
N
N
N
N
N
N
API ESCROW CORP
N/A
APi Escrow Corp
00185PAA9
475000.00000000
PA
USD
441740.50000000
0.017660593091
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Telesat Canada
N/A
Telesat Canada Term Loan B5
87951YAU5
102573.28000000
PA
USD
76972.53000000
0.003077328276
Long
LON
CORP
US
N
2
2026-12-07
Floating
3.21000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBF2
28250511.82000000
PA
USD
2079766.80000000
0.083148172243
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.41000000
N
N
N
N
N
N
SOPHIA, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2021 Term Loan B
83578BAN3
587584.82000000
PA
USD
582934.09000000
0.023305451419
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.26000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
485000.00000000
PA
USD
417531.65000000
0.016692733796
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
165000.00000000
PA
USD
157405.05000000
0.006292985448
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
195000.00000000
PA
USD
181720.50000000
0.007265106565
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
135000.00000000
PA
USD
140940.00000000
0.005634719909
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
SINGTEL GROUP TREASURY
2549002FQJ4364A54N70
SingTel Group Treasury Pte Ltd
000000000
200000.00000000
PA
USD
181238.78000000
0.007245847609
Long
DBT
CORP
SG
Y
2
2030-06-10
Fixed
1.88000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAA8
465000.00000000
PA
USD
442052.25000000
0.017673056721
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQBF8
3531261.15000000
PA
USD
3526100.00000000
0.140971944617
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. 2018 Term Loan B
000000000
127526.25000000
PA
USD
126729.21000000
0.005066578705
Long
LON
CORP
US
N
2
2025-06-02
Floating
3.46000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
125000.00000000
PA
USD
130923.75000000
0.005234274590
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
NRPL Trust Series
N/A
NRPL Trust 2019-3
62890JAA9
3800697.25000000
PA
USD
3781943.09000000
0.151200440098
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.00000000
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd
N/A
Octagon Investment Partners 51 Ltd
67578JAA7
1385000.00000000
PA
USD
1369488.00000000
0.054751534695
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.40000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
95000.00000000
PA
USD
96309.10000000
0.003850395936
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAE5
2925000.00000000
PA
USD
2841008.63000000
0.113582289568
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
2.05000000
N
N
N
N
N
N
IRI Holdings, Inc.
5493006U4KVBN1X1PI38
IRI Holdings, Inc. 2018 1st Lien Term Loan
45004KAC0
382101.28000000
PA
USD
381224.36000000
0.015241184131
Long
LON
CORP
US
N
2
2025-12-01
Floating
4.71000000
N
N
N
N
N
N
Pretium PKG Holdings, Inc.
N/A
Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan
74142KAH2
45000.00000000
PA
USD
43837.65000000
0.001752610183
Long
LON
CORP
US
N
2
2029-10-01
Floating
7.25000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
93934FCN0
860254.04000000
PA
USD
853319.27000000
0.034115333334
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
48254EAB7
189525.00000000
PA
USD
187614.59000000
0.007500749720
Long
LON
CORP
US
N
2
2028-09-23
Floating
3.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
170000.00000000
PA
USD
170069.70000000
0.006799312648
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Connect Finco Sarl
2594001KNYIQ456J2792
Connect Finco Sarl 2021 Term Loan B
000000000
142100.03000000
PA
USD
141140.85000000
0.005642749805
Long
LON
CORP
LU
N
2
2026-12-11
Floating
4.50000000
N
N
N
N
N
N
Octagon Investment Partners 49, Ltd.
N/A
Octagon Investment Partners 49 Ltd
67578FAG2
2500000.00000000
PA
USD
2480207.50000000
0.099157617291
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.64000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
395000.00000000
PA
USD
375455.40000000
0.015010543619
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
15200000.00000000
PA
USD
14979718.71000000
0.598882639849
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAG5
925000.00000000
PA
USD
913644.89000000
0.036527125388
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.43000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HYM6
8914575.28000000
PA
USD
1587201.44000000
0.063455623350
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Floating
5.75000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
490000.00000000
PA
USD
450290.40000000
0.018002414375
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
American Trailer World Corp.
254900WNYWX3HF6TKT69
American Trailer World Corp. Term Loan B
03028BAB3
233237.50000000
PA
USD
224454.94000000
0.008973610893
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30 LTD
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AQ5
1000000.00000000
PA
USD
997547.00000000
0.039881495260
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
3.55000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XI Ltd
55818KAU5
1000000.00000000
PA
USD
961000.00000000
0.038420362093
Long
ABS-CBDO
CORP
KY
N
2
2029-07-23
Floating
3.51000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
600000.00000000
PA
USD
519426.00000000
0.020766425599
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
MERCURY CHILE HOLDCO LLC
N/A
Mercury Chile Holdco LLC
58937CAA7
800000.00000000
PA
USD
765888.00000000
0.030619869181
Long
DBT
CORP
US
N
2
2027-01-24
Fixed
6.50000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
305000.00000000
PA
USD
317376.90000000
0.012688590445
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-10
12545CAD2
3810753.51000000
PA
USD
2080067.87000000
0.083160208890
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc. Term Loan B
91116KAB1
113010.38000000
PA
USD
112263.38000000
0.004488241112
Long
LON
CORP
US
N
2
2025-10-22
Floating
3.71000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
75000.00000000
PA
USD
77532.00000000
0.003099695643
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
61690KAF9
11907806.59000000
PA
USD
49801.54000000
0.001991043912
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
1.27000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-21CB
12667GKC6
1912213.35000000
PA
USD
1599173.24000000
0.063934250708
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
405000.00000000
PA
USD
384494.85000000
0.015371936899
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Ameriquest Mortgage Securities Inc.
N/A
Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1
03072SQV0
4804032.10000000
PA
USD
4169575.59000000
0.166697818879
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
4.00000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
510000.00000000
PA
USD
516303.60000000
0.020641593404
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
I-Logic Technologies Bidco Limited
213800PHEXJH1L7ZN896
I-Logic Technologies Bidco Limited 2021 USD Term Loan B
00510DAB0
162500.00000000
PA
USD
161408.00000000
0.006453021649
Long
LON
CORP
US
N
2
2028-02-16
Floating
4.50000000
N
N
N
N
N
N
Access CIG, LLC
5493002EU9Z6IQMPAN35
Access CIG, LLC 2018 1st Lien Term Loan
00435CAH1
79572.42000000
PA
USD
78517.29000000
0.003139087109
Long
LON
CORP
US
N
2
2025-02-27
Floating
4.21000000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAA6
660000.00000000
PA
USD
646800.00000000
0.025858782728
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2022-1
91679WAB4
6500000.00000000
PA
USD
6367925.01000000
0.254586872702
Long
ABS-O
CORP
US
N
2
2032-03-20
Fixed
4.48000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
300000.00000000
PA
USD
317562.00000000
0.012695990662
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.88000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
952000.00000000
PA
USD
951133.68000000
0.038025910910
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWU0
6321732.04000000
PA
USD
6290345.34000000
0.251485271233
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAZ1
32176689.14000000
PA
USD
771557.11000000
0.030846517733
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.81000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
2700000.00000000
PA
USD
956016.00000000
0.038221103940
Long
DBT
CORP
MX
Y
2
2025-01-29
Fixed
8.88000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
510000.00000000
PA
USD
516079.20000000
0.020632621990
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
260000.00000000
PA
USD
262672.80000000
0.010501544316
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
UPL Corp Ltd
213800AQLATW4WEEH674
UPL Corp Ltd
000000000
1300000.00000000
PA
USD
1233162.45000000
0.049301298490
Long
DBT
CORP
MU
Y
2
2028-03-08
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL2 Trust
22946BAP1
9958162.98000000
PA
USD
9824775.38000000
0.392790247227
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.42000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAG4
19925352.89000000
PA
USD
744007.30000000
0.029745088310
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
1.22000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
685000.00000000
PA
USD
644735.70000000
0.025776252912
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
615000.00000000
PA
USD
577036.05000000
0.023069650345
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
1000000.00000000
PA
USD
861460.00000000
0.034440796179
Long
DBT
CORP
CO
Y
2
2031-02-15
Fixed
4.38000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAP8
200000.00000000
PA
USD
186302.00000000
0.007448272943
Long
DBT
NUSS
KR
N
2
2026-04-27
Fixed
1.25000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
305000.00000000
PA
USD
303630.55000000
0.012139017350
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Octagon Investment Partners 27, LTD.
6354001JUH8Y4IJVGL43
Octagon Investment Partners 27 Ltd
67590XAS1
500000.00000000
PA
USD
484150.00000000
0.019356106459
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.19000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
40000.00000000
PA
USD
41241.20000000
0.001648805241
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp. 2021 Term Loan B
57777YAB2
597000.00000000
PA
USD
594677.67000000
0.023774954641
Long
LON
CORP
US
N
2
2028-05-04
Floating
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACD5
165000.00000000
PA
USD
157040.40000000
0.006278406900
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
295000.00000000
PA
USD
277916.55000000
0.011110982812
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJQF3
4034117.48000000
PA
USD
3913868.18000000
0.156474747826
Long
ABS-MBS
USGSE
US
N
2
2030-07-15
Fixed
1.75000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
1720000.00000000
PA
USD
1756962.80000000
0.070242608699
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ3Y6
14940932.12000000
PA
USD
14323342.42000000
0.572641001210
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
825000.00000000
PA
USD
797676.00000000
0.031890739597
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-NPL5 LLC
74143KAA6
4930464.75000000
PA
USD
4801256.99000000
0.191952166554
Long
ABS-O
CORP
US
N
2
2051-10-25
Variable
2.49000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
810000.00000000
PA
USD
721467.00000000
0.028843936918
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAH4
1878000.00000000
PA
USD
1898357.52000000
0.075895508117
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
COMM Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CCRE12 Mortgage Trust
12591KAF2
25620463.89000000
PA
USD
337498.11000000
0.013493027671
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Variable
1.10000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
300000.00000000
PA
USD
296877.00000000
0.011869013358
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PUG LLC
N/A
PUG LLC USD Term Loan
74530DAC9
314388.14000000
PA
USD
309148.86000000
0.012359636984
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPF41
535921.33000000
PA
USD
567781.11000000
0.022699641868
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 USD Term Loan B
000000000
214200.00000000
PA
USD
210362.61000000
0.008410205668
Long
LON
CORP
US
N
2
2028-10-04
Floating
4.72000000
N
N
N
N
N
N
NASCAR Holdings, Inc
254900HRWKQR5V0WN013
NASCAR Holdings, Inc Term Loan B
63108EAB4
237657.42000000
PA
USD
236038.97000000
0.009436735375
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.96000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 2nd Lien Term Loan
04629UAL0
160000.00000000
PA
USD
157600.00000000
0.006300779465
Long
LON
CORP
US
N
2
2029-10-22
Floating
9.63000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
860000.00000000
PA
USD
863844.20000000
0.034536115459
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
1005000.00000000
PA
USD
949725.00000000
0.037969592496
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
1340000.00000000
PA
USD
1178583.60000000
0.047119259801
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan C
33718FAB6
110539.22000000
PA
USD
109787.00000000
0.004389236517
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.98000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
150000.00000000
PA
USD
141496.50000000
0.005656968537
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Conair Holdings, LLC
549300804G00T34FLV17
Conair Holdings, LLC Term Loan B
20600RAB8
184075.00000000
PA
USD
181451.93000000
0.007254369254
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.76000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900A99ZMAJM1OOV76
Wellfleet CLO X LTD
94949WAN6
3500000.00000000
PA
USD
3431400.00000000
0.137185879799
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
2.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
650000.00000000
PA
USD
627393.00000000
0.025082899307
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
GRUPO IDESA SA DE CV
549300SPX2Q01JRIC729
Grupo Idesa SA de CV
40053LAB1
1550908.00000000
PA
USD
999947.93000000
0.039977483397
Long
DBT
CORP
MX
N
2
2026-05-22
Fixed
10.13000000
N
N
Y
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
465000.00000000
PA
USD
436118.85000000
0.017435841969
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
1020000.00000000
PA
USD
888267.00000000
0.035512528382
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-MOON
12651XAL8
3181000.00000000
PA
USD
3171474.62000000
0.126794176139
Long
ABS-MBS
CORP
US
N
2
2034-07-10
Variable
3.20000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAX6
900000.00000000
PA
USD
892235.95000000
0.035671205277
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
3.85000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
585000.00000000
PA
USD
501198.75000000
0.020037708070
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2021 Term Loan B4
01881UAJ4
154225.00000000
PA
USD
153464.67000000
0.006135450769
Long
LON
CORP
US
N
2
2027-11-06
Floating
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
1000000.00000000
PA
USD
976150.00000000
0.039026052505
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2021 USD Term Loan B
68163YAB1
199500.00000000
PA
USD
194700.03000000
0.007784022530
Long
LON
CORP
US
N
2
2028-11-09
Floating
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8H67
8701178.54000000
PA
USD
8355826.15000000
0.334062295808
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Polar US Borrower, LLC
549300VWTN2NKZWJ5F70
Polar US Borrower, LLC 2018 1st Lien Term Loan
80643UAB4
277715.32000000
PA
USD
270078.15000000
0.010797606989
Long
LON
CORP
US
N
2
2025-10-15
Floating
4.99000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AD0
250000.00000000
PA
USD
224902.50000000
0.008991504147
Long
DBT
CORP
KR
N
2
2031-07-07
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HWKW1
10034000.00000000
PA
USD
9518452.28000000
0.380543582899
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
2.80000000
N
N
N
N
N
N
PODS, LLC
N/A
PODS, LLC 2021 Term Loan B
73044EAB0
600619.69000000
PA
USD
594928.82000000
0.023784995509
Long
LON
CORP
US
N
2
2028-03-31
Floating
3.75000000
N
N
N
N
N
N
Helios Software Holdings, Inc.
2138002XO5EAYFHPPT53
Helios Software Holdings, Inc. 2021 USD Term Loan B
42328DAF5
513714.29000000
PA
USD
509864.00000000
0.020384140997
Long
LON
CORP
US
N
2
2028-03-11
Floating
5.25000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAQ1
10553552.44000000
PA
USD
539249.59000000
0.021558964106
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Variable
1.63000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
1000000.00000000
PA
USD
973390.00000000
0.038915708905
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
1745000.00000000
PA
USD
1757162.65000000
0.070250598615
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
5000000.00000000
PA
USD
4696977.00000000
0.187783097902
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
2.45000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
2185000.00000000
PA
USD
1810862.45000000
0.072397493267
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
485000.00000000
PA
USD
478122.70000000
0.019115137626
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-L4
61770KAY1
33064457.30000000
PA
USD
2255510.47000000
0.090174327744
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.08000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
600000.00000000
PA
USD
558498.00000000
0.022328507167
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
254900EHNKMJ1OSEZL85
Autokiniton US Holdings, Inc. 2021 Term Loan B
05278HAB2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-04-06
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M7ME5
1010583.95000000
PA
USD
1071426.41000000
0.042835161944
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
2100000.00000000
PA
USD
1961085.00000000
0.078403325489
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
290000.00000000
PA
USD
283928.85000000
0.011351351951
Long
LON
CORP
US
N
2
2029-01-20
Floating
5.71000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55818YBJ9
1000000.00000000
PA
USD
985600.00000000
0.039403859395
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BG42
1001987.52000000
PA
USD
1024780.99000000
0.040970298337
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.50000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
548437.50000000
PA
USD
542920.22000000
0.021705714297
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAE9
620000.00000000
PA
USD
591349.80000000
0.023641907845
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2D1
2622995.70000000
PA
USD
2699984.74000000
0.107944215772
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 Term Loan B
49387TAW6
445586.84000000
PA
USD
418109.73000000
0.016715845183
Long
LON
CORP
US
N
2
2026-12-22
Floating
4.25000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2004-AR3
86359LCF4
1367873.80000000
PA
USD
1309562.26000000
0.052355729670
Long
ABS-MBS
CORP
US
N
2
2034-07-19
Floating
1.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BF4W0
11307857.33000000
PA
USD
10605819.75000000
0.424016061490
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
1.25000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
1110000.00000000
PA
USD
1019235.30000000
0.040748584062
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
355000.00000000
PA
USD
350573.15000000
0.014015762084
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.88000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
380000.00000000
PA
USD
356257.60000000
0.014243023923
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Venture CDO Ltd
549300VI1BOFEK7C6D74
Venture 39 CLO Ltd
92332TAF9
1750000.00000000
PA
USD
1741250.00000000
0.069614417788
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
4.49000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
605000.00000000
PA
USD
595767.70000000
0.023818533566
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
Zelis Healthcare Corporation
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation 2021 Term Loan B
98932TAE3
128010.07000000
PA
USD
126930.31000000
0.005074618596
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.73000000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware, Inc. Term Loan B
76133MAB7
238800.00000000
PA
USD
234919.50000000
0.009391979451
Long
LON
CORP
US
N
2
2028-10-20
Floating
3.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
400000.00000000
PA
USD
406676.00000000
0.016258729630
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
375000.00000000
PA
USD
348281.25000000
0.013924132919
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan
69515EAH5
153450.00000000
PA
USD
152842.34000000
0.006110570287
Long
LON
CORP
US
N
2
2027-11-30
Floating
4.76000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2017-SLCT
05607DAN7
1297031.26000000
PA
USD
1289295.07000000
0.051545456227
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
3.55000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAF6
425000.00000000
PA
USD
420754.25000000
0.016821571943
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
SoFi Alternative Trust
N/A
Sofi Alternative Trust 2021-B
83406VAA5
3906896.45000000
PA
USD
3885189.73000000
0.155328195866
Long
ABS-O
CORP
US
N
2
2047-02-15
Variable
1.76000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
2050000.00000000
PA
USD
1746764.00000000
0.069834865110
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UPR4
2346257.15000000
PA
USD
305266.83000000
0.012204435113
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
5.54000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
559609.21000000
PA
USD
559609.21000000
0.022372932860
Long
LON
CORP
US
N
2
2027-10-01
Floating
5.01000000
N
N
N
N
N
N
USASF Receivables LLC
549300P0OJXVYBPHN411
US Auto Funding 2019-1 LLC
90352VAD8
2750000.00000000
PA
USD
2787146.73000000
0.111428914228
Long
ABS-O
CORP
US
N
2
2025-11-15
Fixed
8.06000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
1515000.00000000
PA
USD
1839770.55000000
0.073553226534
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBE9
315000.00000000
PA
USD
296622.90000000
0.011858854550
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AUSM4
5650808.00000000
PA
USD
5640252.35000000
0.225494836196
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
3.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
100000.00000000
PA
USD
82614.00000000
0.003302871793
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
165000.00000000
PA
USD
150511.35000000
0.006017378320
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2021 Term Loan B
27943UAK2
556792.50000000
PA
USD
551341.50000000
0.022042393410
Long
LON
CORP
US
N
2
2028-04-07
Floating
4.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
2000000.00000000
PA
USD
1851003.30000000
0.074002306994
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.67000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
320000.00000000
PA
USD
299644.80000000
0.011979668798
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
324287.86000000
PA
USD
308845.27000000
0.012347499588
Long
LON
CORP
US
N
2
2024-09-18
Floating
3.76000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
405000.00000000
PA
USD
348397.20000000
0.013928768549
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI Inc
902104AC2
605000.00000000
PA
USD
594043.45000000
0.023749598801
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Sweetwater Borrower, LLC
254900JJU57789DC8283
Sweetwater Borrower, LLC Term Loan B
87168EAB0
290669.54000000
PA
USD
287762.84000000
0.011504633204
Long
LON
CORP
US
N
2
2028-08-07
Floating
5.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
970000.00000000
PA
USD
887530.60000000
0.035483087430
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
237000.00000000
PA
USD
268589.73000000
0.010738100604
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
165000.00000000
PA
USD
155571.90000000
0.006219696909
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.63000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAE6
3000000.00000000
PA
USD
2951400.00000000
0.117995688535
Long
ABS-CBDO
CORP
KY
N
2
2037-12-18
Floating
1.87000000
N
N
N
N
N
N
Vizient Inc
5493007V6T3HZ7777P70
Vizient Inc
92856JAB6
380000.00000000
PA
USD
391658.40000000
0.015658332512
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.25000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2021 First Lien Term Loan B
00488PAP0
139650.00000000
PA
USD
139301.57000000
0.005569216191
Long
LON
CORP
US
N
2
2027-02-15
Floating
4.75000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BP7
675000.00000000
PA
USD
772719.75000000
0.030892999575
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
570687.50000000
PA
USD
569297.88000000
0.022760281673
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASUJ3
4505495.40000000
PA
USD
4461695.63000000
0.178376651045
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
3.00000000
N
N
N
N
N
N
GIP II Blue Holding, L.P
N/A
GIP II Blue Holding, L.P Term Loan B
31575AAB3
144637.50000000
PA
USD
144456.70000000
0.005775316046
Long
LON
CORP
US
N
2
2028-09-29
Floating
5.51000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
N/A
PECF USS Intermediate Holding III Corp
69291HAA3
285000.00000000
PA
USD
274292.55000000
0.010966096868
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
000000000
1200000.00000000
PA
USD
1151952.00000000
0.046054540014
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CK1
1450000.00000000
PA
USD
1289528.50000000
0.051554788657
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.65000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
265000.00000000
PA
USD
258587.00000000
0.010338195809
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
70000.00000000
PA
USD
68740.00000000
0.002748195307
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.71000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
405000.00000000
PA
USD
353512.35000000
0.014133270022
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.88000000
N
N
N
N
N
N
WEATHERFORD INTL LTD
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AP2
211000.00000000
PA
USD
219100.29000000
0.008759534314
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
570057.59000000
PA
USD
569345.02000000
0.022762166310
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.46000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
1005000.00000000
PA
USD
943142.25000000
0.037706417014
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
EAB Global, Inc.
254900WJRUVZKYEF1M36
EAB Global, Inc. 2021 Term Loan
26835CAC3
415000.00000000
PA
USD
411472.50000000
0.016450491614
Long
LON
CORP
US
N
2
2028-08-16
Floating
4.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
300000.00000000
PA
USD
305856.00000000
0.012227989873
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LPU9
37490980.79000000
PA
USD
4094108.45000000
0.163680675440
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
365000.00000000
PA
USD
372022.60000000
0.014873301767
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
DOCUFORMAS SA
549300HM88E943FM9K17
Mexarrend SAPI de CV
25615WAB9
982000.00000000
PA
USD
640362.20000000
0.025601402283
Long
DBT
CORP
MX
N
2
2024-07-24
Fixed
10.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKFY4
6780391.34000000
PA
USD
6898380.66000000
0.275794258912
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-1
91679UAC6
2000000.00000000
PA
USD
1984116.80000000
0.079324126838
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
4.90000000
N
N
N
N
N
N
Gulf Finance, LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC 2021 Term Loan
40227UAC0
175386.26000000
PA
USD
161010.73000000
0.006437138967
Long
LON
CORP
US
N
2
2026-08-25
Floating
7.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
3030000.00000000
PA
USD
2609284.50000000
0.104318059619
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
675000.00000000
PA
USD
695020.50000000
0.027786617348
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1
61771HAA9
913453.71000000
PA
USD
883170.89000000
0.035308788120
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.69000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co USD Term Loan
68621XAE3
553522.53000000
PA
USD
551446.82000000
0.022046604057
Long
LON
CORP
US
N
2
2028-06-02
Floating
3.56000000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
572125.00000000
PA
USD
568763.77000000
0.022738928188
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
Atotech B.V.
549300RVASWYF4HCO804
Atotech B.V. 2021 USD Term Loan B
000000000
64675.00000000
PA
USD
64036.33000000
0.002560144626
Long
LON
CORP
NL
N
2
2028-03-18
Floating
3.00000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2020 Term Loan B
000000000
292230.45000000
PA
USD
290769.30000000
0.011624830168
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.65000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
975000.00000000
PA
USD
899125.50000000
0.035946646490
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Severin Acquisition, LLC
549300L10R4RABI1ER67
Severin Acquisition, LLC 2018 Term Loan B
81812HAB6
592498.50000000
PA
USD
586783.85000000
0.023459363150
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.45000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAD3
1951257.03000000
PA
USD
1823979.01000000
0.072921887632
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
3.17000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HT3B0
12046258.80000000
PA
USD
11860276.01000000
0.474168677243
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
3.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
141000.00000000
PA
USD
146462.34000000
0.005855500661
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
480000.00000000
PA
USD
431736.00000000
0.017260617532
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
545000.00000000
PA
USD
492478.35000000
0.019689070270
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan
000000000
92300.10000000
PA
USD
82262.46000000
0.003288817377
Long
LON
CORP
LU
N
2
2026-05-29
Floating
6.01000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
258123.43000000
PA
USD
255249.23000000
0.010204753216
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
2
2023-02-21
Fixed
3.25000000
N
N
N
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
000000000
1000000.00000000
PA
USD
825540.00000000
0.033004730200
Long
DBT
CORP
AR
Y
2
2026-11-04
Fixed
6.64000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
695000.00000000
PA
USD
706432.75000000
0.028242874141
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Worldwide Express Operations, LLC
N/A
Worldwide Express Operations, LLC 2021 1st Lien Term Loan
00435UAB4
189525.00000000
PA
USD
187955.73000000
0.007514388349
Long
LON
CORP
US
N
2
2028-07-26
Floating
5.26000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
395000.00000000
PA
USD
394790.65000000
0.015783558505
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AL2
545000.00000000
PA
USD
560445.30000000
0.022406359375
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
755000.00000000
PA
USD
725706.00000000
0.029013410294
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DP0
400000.00000000
PA
USD
360808.00000000
0.014424946936
Long
DBT
NUSS
KR
N
2
2031-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7YM1
5139141.90000000
PA
USD
4968980.44000000
0.198657677148
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
2.50000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAG0
1500000.00000000
PA
USD
1484041.50000000
0.059331333810
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
125000.00000000
PA
USD
138761.25000000
0.005547614432
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAA8
115000.00000000
PA
USD
102956.05000000
0.004116138106
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1270000.00000000
PA
USD
1470571.10000000
0.058792793075
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900YXN9JEMKU5DF45
Bain Capital Credit CLO 2021-6 Ltd
05684PAA4
3000000.00000000
PA
USD
2964000.00000000
0.118499431055
Long
ABS-CBDO
CORP
KY
N
2
2034-10-21
Floating
1.37000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAJ7
2047000.00000000
PA
USD
1766619.20000000
0.070628667372
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
3.50000000
N
N
N
N
N
N
AES ARGENTINA GENERACION
529900B8V2PQYTG6L754
AES Argentina Generacion SA
000000000
500000.00000000
PA
USD
419735.00000000
0.016780822771
Long
DBT
CORP
AR
Y
2
2024-02-02
Fixed
7.75000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
340000.00000000
PA
USD
325199.80000000
0.013001346585
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
281711.94000000
PA
USD
280216.05000000
0.011202915822
Long
LON
CORP
US
N
2
2024-09-19
Floating
5.50000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAF3
385000.00000000
PA
USD
147528.15000000
0.005898111281
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
400000.00000000
PA
USD
372488.00000000
0.014891908257
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKY95
2323197.20000000
PA
USD
2318535.08000000
0.092694024245
Long
ABS-MBS
USGSE
US
N
2
2042-06-15
Fixed
3.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
2100000.00000000
PA
USD
1862931.00000000
0.074479171253
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
374062.50000000
PA
USD
372016.38000000
0.014873053094
Long
LON
CORP
US
N
2
2028-09-22
Floating
4.81000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 1st Lien Term Loan
04629UAH9
458850.00000000
PA
USD
446518.41000000
0.017851611855
Long
LON
CORP
US
N
2
2028-10-25
Floating
5.75000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
2000000.00000000
PA
USD
1842402.12000000
0.073658435558
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.97000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan
000000000
97635.11000000
PA
USD
91726.23000000
0.003667174786
Long
LON
CORP
LU
N
2
2028-03-27
Floating
5.75000000
N
N
N
N
N
N
Granite Holdings US Acquisition Co.
N/A
Granite Holdings US Acquisition Co. 2021 Term Loan B
38740TAE1
530346.85000000
PA
USD
525706.32000000
0.021017510061
Long
LON
CORP
US
N
2
2026-09-30
Floating
5.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LDZY8
19500000.00000000
PA
USD
17709512.73000000
0.708018617672
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
1.98000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AR5
17311LAB7
735390.54000000
PA
USD
678136.22000000
0.027111591176
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.04000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
285463.53000000
PA
USD
279908.41000000
0.011190616509
Long
LON
CORP
CA
N
2
2025-03-28
Floating
4.01000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-JR1
12546WAA3
15000000.00000000
PA
USD
14807295.00000000
0.591989214904
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
4.27000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B3
88632NAP5
572946.95000000
PA
USD
570798.40000000
0.022820271810
Long
LON
CORP
US
N
2
2026-06-30
Floating
4.21000000
N
N
N
N
N
N
FRST STU BID/FRST TRANS
N/A
First Student Bidco Inc / First Transit Parent Inc
337120AA7
340000.00000000
PA
USD
316614.80000000
0.012658122018
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
Echo Global Logistics, Inc.
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc. Term Loan
000000000
205000.00000000
PA
USD
203046.35000000
0.008117704774
Long
LON
CORP
US
N
2
2028-11-23
Floating
4.25000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
1220000.00000000
PA
USD
1132257.60000000
0.045267166467
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.13000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
1425000.00000000
PA
USD
1508248.50000000
0.060299119143
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd.
N/A
LoanCore 2019-CRE2 Issuer Ltd
53946JAC8
3382000.00000000
PA
USD
3319564.90000000
0.132714761134
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.90000000
N
N
N
N
N
N
Park River Holdings Inc
N/A
Park River Holdings Inc Term Loan
70082HAC0
292786.56000000
PA
USD
286800.54000000
0.011466160869
Long
LON
CORP
US
N
2
2027-12-28
Floating
4.00000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Resecuritization Trust 2014-R7
61764GAM4
13786968.34000000
PA
USD
13871934.67000000
0.554593915667
Long
ABS-O
CORP
US
N
2
2051-01-26
Variable
3.73000000
N
Y
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBF4
22929719.79000000
PA
USD
990603.33000000
0.039603890353
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
1.01000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
455000.00000000
PA
USD
466516.05000000
0.018651108806
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
770000.00000000
PA
USD
741948.90000000
0.029662794373
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
635400PUWMHSPI2DDA35
ICON Luxembourg S.A.R.L. LUX Term Loan
000000000
177861.14000000
PA
USD
177250.19000000
0.007086385516
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3.31000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBM4
2011000.00000000
PA
USD
1990535.42000000
0.079580740474
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.64000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
945000.00000000
PA
USD
940870.35000000
0.037615587440
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAL5
1680000.00000000
PA
USD
1731525.60000000
0.069225640505
Long
DBT
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
700000.00000000
PA
USD
667506.00000000
0.026686599604
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Start Ltd.
N/A
START Ireland
85573LAA9
571458.47000000
PA
USD
528664.57000000
0.021135779610
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.09000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
390000.00000000
PA
USD
385620.30000000
0.015416931900
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
UEP PENNONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
000000000
384766.85000000
PA
USD
387775.73000000
0.015503105054
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPCJ1
10010793.95000000
PA
USD
10192536.71000000
0.407493185273
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2005-QA7 Trust
76110H7D5
2326564.89000000
PA
USD
2240978.90000000
0.089593361895
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
2.99000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. 2021 Term Loan B1
48853UBE9
381425.24000000
PA
USD
377015.96000000
0.015072934129
Long
LON
CORP
US
N
2
2026-03-24
Floating
4.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
910000.00000000
PA
USD
926734.90000000
0.037050458296
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
900000.00000000
PA
USD
879435.00000000
0.035159428863
Long
DBT
CORP
TH
Y
2
2025-09-23
Fixed
5.00000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
369056.12000000
PA
USD
359802.04000000
0.014384729093
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.71000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2021 USD Term Loan B
45672JAL4
55000.00000000
PA
USD
54003.13000000
0.002159021653
Long
LON
CORP
US
N
2
2028-11-08
Floating
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LPE5
30546929.16000000
PA
USD
5052671.94000000
0.202003626923
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
5.85000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-J2
12669GW56
725407.62000000
PA
USD
601095.29000000
0.024031528298
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
ENDURANCE INTERNATIONAL
549300UTQC2651SB0W88
Endurance International Group Holdings Inc
29279XAA8
270000.00000000
PA
USD
232734.60000000
0.009304628099
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FBA2
19008276.50000000
PA
USD
1049155.93000000
0.041944797838
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.47000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVZ0
549053.85000000
PA
USD
546327.86000000
0.021841950263
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPG7
5822365.25000000
PA
USD
5781296.21000000
0.231133708384
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
171064.76000000
PA
USD
168855.46000000
0.006750767861
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.01000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSB6
11549539.67000000
PA
USD
10817518.30000000
0.432479677458
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F5AA7
3616558.74000000
PA
USD
3567827.20000000
0.142640179927
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
316263.77000000
PA
USD
314089.46000000
0.012557160023
Long
LON
CORP
NL
N
2
2026-07-21
Floating
3.26000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
1945000.00000000
PA
USD
1723872.95000000
0.068919690886
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AG5
2462000.00000000
PA
USD
2228476.44000000
0.089093518981
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.33000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
300000.00000000
PA
USD
278049.00000000
0.011116278105
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HRKN2
11560000.00000000
PA
USD
12181210.01000000
0.486999479000
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
940000.00000000
PA
USD
951862.80000000
0.038055060810
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6R24
2621177.72000000
PA
USD
2589124.94000000
0.103512089177
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
290000.00000000
PA
USD
272260.70000000
0.010884864388
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
345000.00000000
PA
USD
293715.75000000
0.011742627957
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
1100000.00000000
PA
USD
986023.32000000
0.039420783545
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5X3
1325927.49000000
PA
USD
1281014.59000000
0.051214406237
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.10000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAQ8
1923000.00000000
PA
USD
1858506.62000000
0.074302286465
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.80000000
N
N
N
N
N
N
Project Alpha Intermediate Holding, Inc.
N/A
Project Alpha Intermediate Holding, Inc. 2021 Term Loan B
74339DAE8
569557.67000000
PA
USD
566829.49000000
0.022661596515
Long
LON
CORP
US
N
2
2024-04-26
Floating
4.30000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
265000.00000000
PA
USD
274277.65000000
0.010965501172
Long
DBT
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBF6
19874154.58000000
PA
USD
518428.45000000
0.020726543983
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.92000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAQ3
100000.00000000
PA
USD
95555.13000000
0.003820252543
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.53000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
220000.00000000
PA
USD
258541.80000000
0.010336388732
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Term Loan B1
43162TAR1
119489.56000000
PA
USD
117523.36000000
0.004698532825
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-02-06
None
0.00000000
N
N
N
N
N
N
CIFC Funding Ltd
549300X1SKS4LNS5LQ62
CIFC Funding 2017-I Ltd
12551AAJ4
1000000.00000000
PA
USD
991700.00000000
0.039647734742
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
3.76000000
N
N
N
N
N
N
EXTERRAN NRG SOLUTIONS/F
N/A
Exterran Energy Solutions LP / EES Finance Corp
30227KAE9
190000.00000000
PA
USD
191641.60000000
0.007661747829
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LR52
36218726.76000000
PA
USD
7128262.30000000
0.284984826912
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Floating
5.85000000
N
N
N
N
N
N
Pampa Energia SA
254900QNIK0CVURGML24
Pampa Energia SA
000000000
250000.00000000
PA
USD
217380.00000000
0.008690757868
Long
DBT
CORP
AR
Y
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp 2022 Term Loan B
44988LAH0
277200.00000000
PA
USD
275987.25000000
0.011033850237
Long
LON
CORP
US
N
2
2027-12-15
Floating
3.75000000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
Ligado Networks LLC
53225HAA8
350187.00000000
PA
USD
265767.42000000
0.010625265878
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
Packers Holdings, LLC
549300X0L6OJNRPME518
Packers Holdings, LLC 2021 Term Loan
69519UAF9
277922.62000000
PA
USD
274240.15000000
0.010964001939
Long
LON
CORP
US
N
2
2028-03-09
Floating
4.00000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAB5
155000.00000000
PA
USD
155854.05000000
0.006230977143
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.13000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
400000.00000000
PA
USD
373220.00000000
0.014921173299
Long
DBT
CORP
SG
Y
2
2031-03-10
Fixed
1.82000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
320000.00000000
PA
USD
318246.40000000
0.012723352677
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAG1
3000000.00000000
PA
USD
2746837.32000000
0.109817361546
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.28000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
855000.00000000
PA
USD
814960.35000000
0.032581760394
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
4547916.67000000
PA
USD
4070529.13000000
0.162737984480
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
255000.00000000
PA
USD
259607.85000000
0.010379008948
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
370000.00000000
PA
USD
370136.90000000
0.014797912301
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
1798000.00000000
PA
USD
1841709.38000000
0.073630740114
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
115000.00000000
PA
USD
113354.35000000
0.004531857618
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
360000.00000000
PA
USD
343753.20000000
0.013743103449
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
760000.00000000
PA
USD
723520.00000000
0.028926014965
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
93935BAC4
2639243.24000000
PA
USD
691726.91000000
0.027654941052
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-MOON
12651XAJ3
2263000.00000000
PA
USD
2257174.11000000
0.090240839348
Long
ABS-MBS
CORP
US
N
2
2034-07-10
Variable
3.20000000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
000000000
500000.00000000
PA
USD
471155.00000000
0.018836572010
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
1325000.00000000
PA
USD
1332194.75000000
0.053260566778
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
225000.00000000
PA
USD
234281.25000000
0.009366462493
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
1300000.00000000
PA
USD
1191177.00000000
0.047622738457
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
00870WAA4
900000.00000000
PA
USD
772677.00000000
0.030891290448
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGJS9
13600820.00000000
PA
USD
13328711.11000000
0.532876073968
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Fixed
3.00000000
N
Y
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC24
36253GAG7
26040560.05000000
PA
USD
366600.57000000
0.014656531366
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
0.71000000
N
N
N
N
N
N
Columbus McKinnon Corporation
549300W3HQB0HO1F3G69
Columbus McKinnon Corporation 2021 Term Loan B
19933MAP8
34103.43000000
PA
USD
33648.83000000
0.001345265590
Long
LON
CORP
US
N
2
2028-05-14
Floating
3.81000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAH6
1500000.00000000
PA
USD
1428660.98000000
0.057117244703
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.58000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX10 Commercial Mortgage Trust
12595JAN4
63085170.07000000
PA
USD
1823587.87000000
0.072906250025
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.70000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
125000.00000000
PA
USD
124276.25000000
0.004968510431
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
125000.00000000
PA
USD
122073.75000000
0.004880455439
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
245000.00000000
PA
USD
245151.90000000
0.009801066353
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Zelis Healthcare Corporation
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation 2021 Term Loan
98932TAD5
582090.38000000
PA
USD
577229.93000000
0.023077401583
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.73000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
1010000.00000000
PA
USD
908838.40000000
0.036334964008
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
CQP Holdco LP
549300LPL012JY5D4B69
CQP Holdco LP 2021 Term Loan B
000000000
572902.34000000
PA
USD
570888.59000000
0.022823877567
Long
LON
CORP
US
N
2
2028-06-05
Floating
4.76000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
210000.00000000
PA
USD
232911.00000000
0.009311680494
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F2JR8
14260903.31000000
PA
USD
14328027.24000000
0.572828298277
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Fixed
3.00000000
N
Y
N
N
N
N
Ultra Clean Holdings, Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc 2021 Term Loan B
90385YAD3
145893.76000000
PA
USD
145771.94000000
0.005827898769
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.21000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2021 Term Loan B
000000000
625000.00000000
PA
USD
618975.00000000
0.024746351328
Long
LON
CORP
CA
N
2
2026-10-30
Floating
4.71000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
325000.00000000
PA
USD
309361.00000000
0.012368118249
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QBA0
1000000.00000000
PA
USD
995150.00000000
0.039785664242
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.40000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
240000.00000000
PA
USD
247327.20000000
0.009888033901
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
9224536.31000000
PA
USD
668932.93000000
0.026743647644
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.05000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
455000.00000000
PA
USD
426821.85000000
0.017064151952
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK 2018-B2 Mortgage Trust
08161CAL5
2545000.00000000
PA
USD
2537776.53000000
0.101459202075
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.20000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
775000.00000000
PA
USD
726244.75000000
0.029034949285
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
430000.00000000
PA
USD
429496.90000000
0.017171099288
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
330000.00000000
PA
USD
295881.30000000
0.011829205705
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
000000000
750000.00000000
PA
USD
677422.50000000
0.027083056961
Long
DBT
CORP
CL
Y
2
2031-04-27
Fixed
3.90000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
1320000.00000000
PA
USD
1325623.20000000
0.052997839066
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
40382473.92000000
PA
USD
2137887.34000000
0.085471806157
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
0.96000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
185000.00000000
PA
USD
181324.05000000
0.007249256667
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
1060000.00000000
PA
USD
912066.40000000
0.036464018044
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Phoenix Services International, LLC
5493009O25GX6RO6AZ98
Phoenix Services International, LLC Term Loan
71913YAC6
396907.21000000
PA
USD
384626.90000000
0.015377216200
Long
LON
CORP
US
N
2
2025-03-01
Floating
4.75000000
N
N
N
N
N
N
SoFi Alternative Trust
N/A
SOFI Alternative Trust 2021-A
78472NAA2
5974714.69000000
PA
USD
5584117.72000000
0.223250598100
Long
ABS-O
CORP
US
N
2
2047-03-15
Variable
1.48000000
N
N
N
N
N
N
PAR PETRO LLC / FIN CORP
N/A
Par Petroleum LLC / Par Petroleum Finance Corp
69889MAA0
650000.00000000
PA
USD
643487.00000000
0.025726330429
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
9095704.80000000
PA
USD
8700924.47000000
0.347859176570
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
470000.00000000
PA
USD
442730.60000000
0.017700176859
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAQ4
2685893.72000000
PA
USD
2577403.06000000
0.103043453512
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.55000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd. 2021 Term Loan
02376CBJ3
310000.00000000
PA
USD
314650.00000000
0.012579570169
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
360000.00000000
PA
USD
330703.20000000
0.013221370124
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan B
33718FAD2
298712.13000000
PA
USD
296679.39000000
0.011861112996
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.98000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
345000.00000000
PA
USD
313818.90000000
0.012546343152
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc. 2021 Term Loan B
00213NAM4
139650.00000000
PA
USD
137954.65000000
0.005515366915
Long
LON
CORP
US
N
2
2028-07-10
Floating
6.00000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2C0
400000.00000000
PA
USD
375600.00000000
0.015016324664
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.13000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
428925.00000000
PA
USD
420346.50000000
0.016805270275
Long
LON
CORP
PA
N
2
2028-10-18
Floating
4.00000000
N
N
N
N
N
N
TELEFONICA MOVILES CHILE
549300PDWJ2U6A15B785
Telefonica Moviles Chile SA
87938XAB7
150000.00000000
PA
USD
139914.00000000
0.005593700876
Long
DBT
CORP
CL
N
2
2031-11-18
Fixed
3.54000000
N
N
N
N
N
N
Groupe Solmax Inc.
549300UUEKZ3HF9FNI46
Groupe Solmax Inc. Term Loan
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
CA
N
2
2028-05-29
Floating
5.76000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
440000.00000000
PA
USD
417410.40000000
0.016687886274
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
1200000.00000000
PA
USD
1062480.00000000
0.042477488363
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
5805014.43000000
PA
USD
5518883.53000000
0.220642563552
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
2.44000000
N
N
N
N
N
N
ExGen Renewables IV, LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC 2020 Term Loan
30204KAD8
210161.70000000
PA
USD
208783.04000000
0.008347055146
Long
LON
CORP
US
N
2
2027-12-15
Floating
3.50000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
894259.68000000
PA
USD
891000.10000000
0.035621796531
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
Kraton Corporation
894500IZY1GHOLAVZL83
Kraton Corporation 2022 USD Term Loan
23292DAB6
155000.00000000
PA
USD
153741.40000000
0.006146514315
Long
LON
CORP
US
N
2
2029-03-15
Floating
3.99000000
N
N
N
N
N
N
ADANI INTERNATIONAL CONT
335800J4SLERP6S94P28
Adani International Container Terminal Pvt Ltd
000000000
768000.00000000
PA
USD
685777.92000000
0.027417103019
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
3.00000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2019 Term Loan B
24022KAB5
93803.55000000
PA
USD
93262.77000000
0.003728604987
Long
LON
CORP
US
N
2
2026-10-16
Floating
4.46000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAG2
1500000.00000000
PA
USD
1418918.15000000
0.056727730597
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
2.21000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
180000.00000000
PA
USD
179465.40000000
0.007174948648
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
61000000.00000000
PA
USD
58893593.75000000
2.354540267278
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.88000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
455000.00000000
PA
USD
457074.80000000
0.018273651737
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28
61766LBT5
18681017.71000000
PA
USD
656590.88000000
0.026250217853
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
1.17000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
60000.00000000
PA
USD
55229.40000000
0.002208047394
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAN4
1905000.00000000
PA
USD
1732330.80000000
0.069257832051
Long
DBT
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAA6
283000.00000000
PA
USD
280259.42000000
0.011204649736
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
1.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ADT23
2646030.28000000
PA
USD
2701190.83000000
0.107992434726
Long
ABS-MBS
USGSE
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMN6
16370809.06000000
PA
USD
16176796.96000000
0.646741307714
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2021 2nd Lien Term Loan
44908XAV0
45000.00000000
PA
USD
44606.25000000
0.001783338477
Long
LON
CORP
US
N
2
2025-07-07
Floating
7.00000000
N
N
N
N
N
N
Red Planet Borrower, LLC
254900LGTHBRY5NA0C90
Red Planet Borrower, LLC Term Loan B
57165KAB2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-10-02
Floating
4.76000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
142825.00000000
PA
USD
139361.49000000
0.005571611766
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8P50
11181542.50000000
PA
USD
11509738.33000000
0.460154333234
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493006XOQ2X0XSJ4F36
Galaxy XVIII CLO Ltd
36321JAL8
2100000.00000000
PA
USD
2000619.60000000
0.079983901605
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
3.24000000
N
N
N
N
N
N
SkillSoft Corporation
N/A
SkillSoft Corporation 2021 Term Loan
83066YAB8
209562.50000000
PA
USD
207781.22000000
0.008307002818
Long
LON
CORP
US
N
2
2028-07-14
Floating
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABM4
23564869.84000000
PA
USD
607732.81000000
0.024296893461
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.86000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2022 Term Loan
04621HAT0
105000.00000000
PA
USD
103983.08000000
0.004157198319
Long
LON
CORP
US
N
2
2027-02-12
Floating
4.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
895000.00000000
PA
USD
899770.35000000
0.035972427313
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAJ8
2812727.82000000
PA
USD
2743000.89000000
0.109663982743
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
2.24000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMFB7
3484427.85000000
PA
USD
3469769.25000000
0.138719865728
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
3.00000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
272937.50000000
PA
USD
269087.72000000
0.010758010028
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
Pathway Vet Alliance LLC
N/A
Pathway Vet Alliance LLC 2021 Term Loan
70323KAE8
683758.86000000
PA
USD
678206.74000000
0.027114410535
Long
LON
CORP
US
N
2
2027-03-31
Floating
4.21000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
160000.00000000
PA
USD
159094.40000000
0.006360524927
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
295000.00000000
PA
USD
299395.50000000
0.011969701892
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AG6
51719900.63000000
PA
USD
1611005.08000000
0.064407282526
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CBP4
3000000.00000000
PA
USD
3022370.34000000
0.120833051865
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.40000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECP4
975000.00000000
PA
USD
858458.25000000
0.034320787520
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAL7
2075000.00000000
PA
USD
1771801.00000000
0.070835833483
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Waterfall Commercial Mortgage Trust
N/A
Waterfall Commercial Mortgage Trust 2015-SBC5
94132LAA5
2025425.89000000
PA
USD
2004747.71000000
0.080148941648
Long
ABS-MBS
CORP
US
N
2
2022-09-14
Variable
4.10000000
N
N
N
N
N
N
CONSTELLATION MERGER SUB
N/A
Constellation Merger Sub Inc
210374AA2
170000.00000000
PA
USD
159597.70000000
0.006380646642
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
760000.00000000
PA
USD
684729.60000000
0.027375191642
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.63000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
254000.00000000
PA
USD
229496.62000000
0.009175175067
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2021 Term Loan B
75025KAH1
478800.00000000
PA
USD
475419.67000000
0.019007071662
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.00000000
N
N
N
N
N
N
PQ Corporation
N/A
PQ Corporation 2021 Term Loan B
27922JAB2
99500.00000000
PA
USD
98505.00000000
0.003938187063
Long
LON
CORP
US
N
2
2028-06-09
Floating
3.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
370000.00000000
PA
USD
348240.30000000
0.013922495755
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AC8
60000.00000000
PA
USD
53193.00000000
0.002126633008
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.13000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAA1
200000.00000000
PA
USD
197785.80000000
0.007907390273
Long
ABS-CBDO
CORP
KY
N
2
2038-03-15
Floating
1.64000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
95000.00000000
PA
USD
86875.60000000
0.003473248708
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAA5
465000.00000000
PA
USD
459582.75000000
0.018373918487
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.38000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
380000.00000000
PA
USD
379680.80000000
0.015179473273
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
Lendingpoint 2021-A Asset Securitization Trust
52607FAC8
4000000.00000000
PA
USD
3767443.28000000
0.150620743999
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBF2
1500000.00000000
PA
USD
1471877.84000000
0.058845035972
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.08000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JS7
780000.00000000
PA
USD
766147.20000000
0.030630231884
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.37000000
N
N
N
N
N
N
Charter NEX US, Inc.
549300KRNU8RNVGYXG75
Charter NEX US, Inc. 2021 Term Loan
16125TAJ1
301950.00000000
PA
USD
300675.77000000
0.012020886530
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGQ0
1026369.40000000
PA
USD
1030005.20000000
0.041179159981
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9B49
1632448.50000000
PA
USD
1617950.76000000
0.064684967792
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
2.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
825000.00000000
PA
USD
925699.50000000
0.037009063454
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AH2
170000.00000000
PA
USD
157250.00000000
0.006286786617
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
Athenahealth, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth, Inc. 2022 Term Loan B
04686RAB9
333478.26000000
PA
USD
330560.33000000
0.013215658243
Long
LON
CORP
US
N
2
2029-02-15
Floating
4.00000000
N
N
N
N
N
N
BCP RENAISSANCE PARENT LLC
549300GVXMQFQZDSJR97
BCP Renaissance Parent LLC 2022 Term Loan B3
05549PAC5
139638.24000000
PA
USD
138008.66000000
0.005517526211
Long
LON
CORP
US
N
2
2026-10-31
Floating
4.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
615000.00000000
PA
USD
589114.65000000
0.023552547520
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCCB7
349222.85000000
PA
USD
369983.67000000
0.014791786233
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc. 7 Year Term Loan
855031AQ3
208392.87000000
PA
USD
197408.48000000
0.007892305184
Long
LON
CORP
US
N
2
2026-04-16
Floating
5.32000000
N
N
N
N
N
N
WATERLOGIC HOLDINGS LIMITED
N/A
Waterlogic Holdings Limited 2021 USD Term Loan B
94155XAC7
376612.13000000
PA
USD
376062.28000000
0.015034806417
Long
LON
CORP
US
N
2
2028-08-04
Floating
5.76000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
1920000.00000000
PA
USD
1736544.00000000
0.069426273955
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-AR1
362290AC2
4648868.58000000
PA
USD
3513614.87000000
0.140472794549
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
2.74000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAW9
850000.00000000
PA
USD
839715.00000000
0.033571440536
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.41000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
264163.00000000
PA
USD
224834.41000000
0.008988781938
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
460000.00000000
PA
USD
433950.20000000
0.017349140285
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAN7
423700.00000000
PA
USD
394860.01000000
0.015786331488
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.42000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2021 Term Loan
000000000
258700.00000000
PA
USD
256759.75000000
0.010265143148
Long
LON
CORP
US
N
2
2028-09-29
Floating
5.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
315000.00000000
PA
USD
300875.40000000
0.012028867651
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
530000.00000000
PA
USD
477948.70000000
0.019108181182
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXMA7
12174006.95000000
PA
USD
12147458.12000000
0.485650093115
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-24CB
02146TAJ6
2736935.61000000
PA
USD
1799137.51000000
0.071928735265
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
415000.00000000
PA
USD
361772.10000000
0.014463491235
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.63000000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies, Inc. 2021 Term Loan B
59408UAB3
90092.85000000
PA
USD
84737.28000000
0.003387759605
Long
LON
CORP
US
N
2
2028-04-15
Floating
5.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AT5V2
2855028.75000000
PA
USD
2859778.12000000
0.114332685616
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAL9
644000.00000000
PA
USD
623915.38000000
0.024943865572
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.33000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
955000.00000000
PA
USD
871160.55000000
0.034828619950
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATH64
4202104.50000000
PA
USD
4158747.94000000
0.166264934141
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
545000.00000000
PA
USD
539381.05000000
0.021564219820
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
CVR PARTNERS/CVR NITROGE
N/A
CVR Partners LP / CVR Nitrogen Finance Corp
12663QAC9
380000.00000000
PA
USD
381444.00000000
0.015249965242
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.13000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAL2
300000.00000000
PA
USD
278850.00000000
0.011148301737
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.63000000
N
N
N
N
N
N
Pacific Gas & Electric Company
8YQ2GSDWYZXO2EDN3511
Pacific Gas & Electric Company 2020 Term Loan
69338CAH4
594412.50000000
PA
USD
588284.11000000
0.023519342892
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust
93936HAC0
4168437.78000000
PA
USD
3972493.28000000
0.158818553830
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AJ9
2462000.00000000
PA
USD
2179410.09000000
0.087131867645
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
5728757.32000000
PA
USD
5896905.34000000
0.235755711127
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
1860000.00000000
PA
USD
1853025.00000000
0.074083133681
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMPU4
6393075.00000000
PA
USD
6333813.11000000
0.253223093775
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
2.70000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3
25150VAD8
3767938.36000000
PA
USD
3451789.49000000
0.138001042742
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.10000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-I Ltd
12563KAA7
500000.00000000
PA
USD
482751.50000000
0.019300195037
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
6.26000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AR7
375000.00000000
PA
USD
390862.50000000
0.015626512777
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAN4
15612929.30000000
PA
USD
439975.47000000
0.017590027960
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
0.89000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
000000000
2200000.00000000
PA
USD
2003122.00000000
0.080083946469
Long
DBT
CORP
NL
Y
2
2037-08-10
Fixed
5.63000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AS5
440000.00000000
PA
USD
412407.60000000
0.016487876505
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAG3
2864000.00000000
PA
USD
2776117.30000000
0.110987962413
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.97000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1000000.00000000
PA
USD
886696.00000000
0.035449720485
Long
DBT
NUSS
SA
Y
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-HCLV Mortgage Trust
20048KAA5
347000.00000000
PA
USD
340050.53000000
0.013595072312
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Floating
1.40000000
N
N
N
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC Term Loan B
11565HAB2
51116.00000000
PA
USD
50530.21000000
0.002020175821
Long
LON
CORP
US
N
2
2028-06-07
Floating
3.51000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
530000.00000000
PA
USD
545327.60000000
0.021801960303
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.63000000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
175000.00000000
PA
USD
163766.75000000
0.006547323448
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBZR9
346926.50000000
PA
USD
367550.80000000
0.014694521148
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2022-2
24380XAA5
5500000.00000000
PA
USD
5501545.50000000
0.219949396652
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2021 Series B-2 Consenting Term Loan
46124CAJ6
506135.57000000
PA
USD
502972.22000000
0.020108610629
Long
LON
CORP
US
N
2
2028-08-17
Floating
4.00000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAQ4
740000.00000000
PA
USD
680874.00000000
0.027221046430
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
000000000
633920.00000000
PA
USD
609495.06000000
0.024367347449
Long
DBT
CORP
CL
Y
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BB1
390000.00000000
PA
USD
371467.20000000
0.014851097117
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust 2016-C33
95000LBC6
11335660.01000000
PA
USD
585847.99000000
0.023421947874
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Variable
1.61000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAQ1
650000.00000000
PA
USD
617348.94000000
0.024681342156
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
2.50000000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
352848.77000000
PA
USD
213639.34000000
0.008541207908
Long
LON
CORP
NL
N
2
2024-06-30
Floating
4.77000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
610000.00000000
PA
USD
591163.20000000
0.023634447658
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.63000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan
000000000
70000.00000000
PA
USD
69682.90000000
0.002785892039
Long
LON
CORP
US
N
2
2027-05-03
Floating
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWBG8
1559462.52000000
PA
USD
1555450.46000000
0.062186232977
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-5 Trust
059523BE9
3834040.38000000
PA
USD
3199153.35000000
0.127900759728
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDWK3
5930173.22000000
PA
USD
6044675.20000000
0.241663485869
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BMN3
570042.72000000
PA
USD
583010.20000000
0.023308494264
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
35000.00000000
PA
USD
36262.80000000
0.001449770974
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. 2021 Term Loan B
000000000
453862.50000000
PA
USD
445806.44000000
0.017823147604
Long
LON
CORP
NL
N
2
2028-09-29
Floating
3.25000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
155000.00000000
PA
USD
145104.80000000
0.005801226802
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAE6
3000000.00000000
PA
USD
2723068.08000000
0.108867077667
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.48000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBL1
500000.00000000
PA
USD
488028.18000000
0.019511154409
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
3480000.00000000
PA
USD
3483201.60000000
0.139256885240
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
445000.00000000
PA
USD
404500.55000000
0.016171756085
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
CIFC Funding Ltd
549300PC4RPZFE70AI24
CIFC Funding 2013-I Ltd
12549AAS9
1000000.00000000
PA
USD
984400.00000000
0.039355883917
Long
ABS-CBDO
CORP
KY
N
2
2030-07-16
Floating
3.79000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
395000.00000000
PA
USD
370363.85000000
0.014806985664
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
367121.10000000
PA
USD
367192.69000000
0.014680204066
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
155000.00000000
PA
USD
158966.45000000
0.006355409541
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
1685000.00000000
PA
USD
1535911.20000000
0.061405061859
Long
DBT
CORP
CA
N
2
2037-01-10
Fixed
3.09000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
515000.00000000
PA
USD
463680.25000000
0.018537734756
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
5493006D6JRLPIY8YV18
AVEANNA HEALTHCARE LLC
05549DAK4
108490.57000000
PA
USD
105818.99000000
0.004230597203
Long
LON
CORP
US
N
2
2028-07-17
None
0.00000000
N
N
N
N
N
N
HighTower Holdings LLC
N/A
HighTower Holdings LLC 2021 Term Loan B
43117LAG8
333325.00000000
PA
USD
330825.06000000
0.013226242034
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.75000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2 LLC
86772HAA5
2729800.05000000
PA
USD
2476936.73000000
0.099026853328
Long
ABS-O
CORP
US
N
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
34600000.00000000
PA
USD
34324281.25000000
1.372269837897
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.13000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
Hightower Holding LLC
43118DAA8
315000.00000000
PA
USD
309997.80000000
0.012393577236
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
385000.00000000
PA
USD
394220.75000000
0.015760774151
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
285000.00000000
PA
USD
269607.15000000
0.010778776613
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.38000000
N
N
N
N
N
N
Sound Point CLO LTD
549300TT7IR66ASPWY89
Sound Point Clo XIV Ltd
83609NAW0
1000000.00000000
PA
USD
997027.00000000
0.039860705886
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
3.91000000
N
N
N
N
N
N
Zelis Healthcare Corporation
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation 2021 Delayed Draw Term Loan
98932TAF0
23333.33000000
PA
USD
23136.51000000
0.000924987608
Long
LON
CORP
US
N
2
2026-09-30
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDT5
2206000.00000000
PA
USD
1839759.88000000
0.073552799952
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BL6T0
3811906.41000000
PA
USD
3807567.96000000
0.152224911257
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
1225000.00000000
PA
USD
1114884.75000000
0.044572607479
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1580000.00000000
PA
USD
1341546.40000000
0.053634441678
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2018 2nd Lien Term Loan
27943TAB5
295000.00000000
PA
USD
291644.38000000
0.011659815486
Long
LON
CORP
US
N
2
2026-07-20
Floating
7.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380RE71
77236494.78000000
PA
USD
5458154.79000000
0.218214654935
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.83000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
1757000.00000000
PA
USD
1773919.91000000
0.070920546583
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
850000.00000000
PA
USD
905802.50000000
0.036213590046
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQBE1
3402212.10000000
PA
USD
3397239.56000000
0.135820160263
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
700000.00000000
PA
USD
657300.00000000
0.026278568162
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.88000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAH5
1739000.00000000
PA
USD
1687646.67000000
0.067471379965
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.61000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
213387.50000000
PA
USD
211238.69000000
0.008445230965
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYT45
4231917.70000000
PA
USD
4250869.50000000
0.169947914049
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
3.00000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
298500.00000000
PA
USD
297940.31000000
0.011911524029
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2020 Term Loan B1
26812CAE6
472763.24000000
PA
USD
465867.99000000
0.018625199649
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.51000000
N
N
N
N
N
N
Rentpath, Inc.
N/A
Rentpath, Inc. 2021 Stub Current Face Term Loan
000000000
28238.83000000
PA
USD
7200.90000000
0.000287888850
Long
LON
CORP
US
N
2
2028-04-01
None
0.00000000
Y
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
430000.00000000
PA
USD
419817.60000000
0.016784125083
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
567637.63000000
PA
USD
565508.99000000
0.022608803499
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corporation
N/A
PECF USS Intermediate Holding III Corporation Term Loan B
69291LAB2
480000.00000000
PA
USD
476359.20000000
0.019044633663
Long
LON
CORP
US
N
2
2028-12-15
Floating
4.76000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
3055000.00000000
PA
USD
2766485.80000000
0.110602899232
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST
N/A
FMC GMSR Issuer Trust
30259RAE5
3000000.00000000
PA
USD
2891648.40000000
0.115606845551
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
66700000.00000000
PA
USD
64834484.38000000
2.592054491171
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 2nd Lien Term Loan
75972JAE4
150000.00000000
PA
USD
149085.75000000
0.005960383452
Long
LON
CORP
US
N
2
2026-05-29
Floating
7.46000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
250000.00000000
PA
USD
240587.50000000
0.009618583626
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEET2
724478.44000000
PA
USD
720359.99000000
0.028799679139
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CB1
800000.00000000
PA
USD
776272.00000000
0.031035016985
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AA3V4
10354559.71000000
PA
USD
10073626.42000000
0.402739203589
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1920000.00000000
PA
USD
1700140.80000000
0.067970889849
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
185000.00000000
PA
USD
176214.35000000
0.007044973083
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
260000.00000000
PA
USD
239860.40000000
0.009589514484
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
2390000.00000000
PA
USD
2079084.90000000
0.083120910177
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGVX4
111350.53000000
PA
USD
111750.93000000
0.004467753584
Long
ABS-MBS
USGSE
US
N
2
2041-06-15
Fixed
3.00000000
N
N
N
N
N
N
VT TOPCO, INC.
5493007T812R37X02Y38
VT Topco, Inc. 2021 Delayed Draw Term Loan
39355YAK0
17108.32000000
PA
USD
16883.86000000
0.000675009380
Long
LON
CORP
US
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
185000.00000000
PA
USD
186365.30000000
0.007450803649
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
1800000.00000000
PA
USD
1508760.00000000
0.060319568690
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWX6
1612990.30000000
PA
USD
1569477.61000000
0.062747032334
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVU1
563256.93000000
PA
USD
560460.42000000
0.022406963866
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
500000.00000000
PA
USD
405080.00000000
0.016194922244
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD5R8
1827591.40000000
PA
USD
1862879.21000000
0.074477100712
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
121244.33000000
PA
USD
119863.36000000
0.004792085008
Long
LON
CORP
US
N
2
2026-03-02
Floating
3.51000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
730000.00000000
PA
USD
727503.40000000
0.029085269565
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
KASIKORNBANK PCL HK
5493004COSQ54937AW41
Kasikornbank PCL/Hong Kong
000000000
700000.00000000
PA
USD
694750.00000000
0.027775802876
Long
DBT
CORP
TH
Y
2
2025-10-14
Fixed
5.28000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
826979.91000000
PA
USD
816989.99000000
0.032662904518
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.96000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
870000.00000000
PA
USD
850877.40000000
0.034017708433
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
380000.00000000
PA
USD
346020.40000000
0.013833745119
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
38700000.00000000
PA
USD
37669008.01000000
1.505990559252
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.88000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada 2021 Term Loan B
000000000
195000.00000000
PA
USD
193374.68000000
0.007731035614
Long
LON
CORP
CA
N
2
2028-08-11
Floating
4.25000000
N
N
N
N
N
N
Ingram Micro Inc.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2021 Term Loan B
45258FAB6
486325.00000000
PA
USD
482920.73000000
0.019306960779
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.51000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
0.01000000
PA
USD
0.01000000
0.000000000399
Long
LON
CORP
US
N
2
2023-10-25
None
0.00000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust 2016-C5
78419CAK0
450000.00000000
PA
USD
433175.21000000
0.017318156522
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.93000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
590000.00000000
PA
USD
556541.10000000
0.022250271156
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGQ47
18365694.02000000
PA
USD
18091033.60000000
0.723271656144
Long
ABS-MBS
USGSE
US
N
2
2038-11-25
Fixed
3.00000000
N
Y
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBS8
2155000.00000000
PA
USD
1852416.45000000
0.074058804117
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BKY1
851258.20000000
PA
USD
870622.84000000
0.034807122538
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
1860000.00000000
PA
USD
1896418.80000000
0.075817998935
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2021 2nd Lien Term Loan
000000000
190000.00000000
PA
USD
188297.60000000
0.007528056163
Long
LON
CORP
US
N
2
2029-02-19
Floating
7.46000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
301950.00000000
PA
USD
295911.00000000
0.011830393098
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
1400000.00000000
PA
USD
1210776.00000000
0.048406297954
Long
DBT
CORP
GB
Y
2
2024-08-09
Fixed
6.13000000
N
N
N
N
N
N
Aveanna Healthcare, LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare, LLC 2021 2nd Lien Term Loan
05355JAD0
310000.00000000
PA
USD
296825.00000000
0.011866934420
Long
LON
CORP
US
N
2
2029-12-10
Floating
7.50000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
605000.00000000
PA
USD
571839.95000000
0.022861912527
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AG7
410000.00000000
PA
USD
349803.80000000
0.013985003806
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
185000.00000000
PA
USD
148721.50000000
0.005945820896
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
1275000.00000000
PA
USD
1138587.75000000
0.045520243111
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
230000.00000000
PA
USD
199998.80000000
0.007995865051
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAJ8
1000000.00000000
PA
USD
883806.66000000
0.035334205928
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
495000.00000000
PA
USD
459726.30000000
0.018379657554
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
365000.00000000
PA
USD
354918.70000000
0.014189495283
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
400000.00000000
PA
USD
393892.00000000
0.015747630869
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
509802.79000000
PA
USD
506404.95000000
0.020245849682
Long
LON
CORP
US
N
2
2027-02-28
Floating
3.46000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
1990000.00000000
PA
USD
1781985.30000000
0.071242997368
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAM0
4747948.23000000
PA
USD
4279463.76000000
0.171091100129
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.18000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
400000.00000000
PA
USD
362040.00000000
0.014474201760
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
1835000.00000000
PA
USD
1860323.00000000
0.074374904547
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVQ0
811304.40000000
PA
USD
809099.08000000
0.032347429368
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
PICAU HOLD LLC/HOLD CORP
N/A
PIC AU Holdings LLC / PIC AU Holdings Corp
69291BAA6
188000.00000000
PA
USD
194000.96000000
0.007756074016
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
10.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
375000.00000000
PA
USD
376871.25000000
0.015067148686
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 USD Delayed Draw Term Loan
000000000
40800.00000000
PA
USD
40069.07000000
0.001601943993
Long
LON
CORP
US
N
2
2028-10-04
Floating
4.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDD3
1917207.07000000
PA
USD
1826237.40000000
0.073012177082
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
2.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
710000.00000000
PA
USD
664354.10000000
0.026560588012
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.27000000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
310000.00000000
PA
USD
276910.60000000
0.011070765368
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEA48
2189422.75000000
PA
USD
2174000.65000000
0.086915600587
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
1929000.00000000
PA
USD
1800162.09000000
0.071969697528
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
125000.00000000
PA
USD
124295.00000000
0.004969260048
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-79CB
12668BAD5
3616248.14000000
PA
USD
2524806.45000000
0.100940663917
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2007-AR4
17311WAA5
1400270.98000000
PA
USD
1235890.57000000
0.049410367541
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.22000000
N
N
N
N
N
N
Grinding Media Inc.
254900IYFJ03EGFQ8C34
Grinding Media Inc. 2021 Term Loan B
39854KAB6
239400.00000000
PA
USD
237754.13000000
0.009505306726
Long
LON
CORP
US
N
2
2028-10-12
Floating
4.80000000
N
N
N
N
N
N
Jamestown CLO Ltd
254900TDIR3OOT3N8P57
Jamestown CLO XII Ltd
47047JAC8
1000000.00000000
PA
USD
993700.00000000
0.039727693873
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.40000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-A
86746EAA5
1346632.05000000
PA
USD
1221350.87000000
0.048829076658
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
295000.00000000
PA
USD
269163.90000000
0.010761055671
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.63000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
90000.00000000
PA
USD
93866.40000000
0.003752737852
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Tecta America Corp.
54930083ULRH07WCC129
Tecta America Corp. 2021 Term Loan
87876GAF9
194025.00000000
PA
USD
192569.81000000
0.007698857261
Long
LON
CORP
US
N
2
2028-04-10
Floating
5.00000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2022 Term Loan B
000000000
155000.00000000
PA
USD
153837.50000000
0.006150356351
Long
LON
CORP
CA
N
2
2029-02-01
None
4.57000000
N
N
N
N
N
N
Artera Services, LLC
549300J2G34D0WX8Z443
Artera Services, LLC Incremental Term Loan
73937UAK4
188500.19000000
PA
USD
177237.30000000
0.007085870179
Long
LON
CORP
US
N
2
2025-03-06
Floating
4.51000000
N
N
N
N
N
N
Trimaran CAVU 2019-1 Ltd
N/A
Trimaran Cavu 2021-3 Ltd
89624GAG8
1500000.00000000
PA
USD
1492572.00000000
0.059672379490
Long
ABS-CBDO
CORP
KY
N
2
2035-01-18
Floating
3.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
370000.00000000
PA
USD
347418.90000000
0.013889656541
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
400000.00000000
PA
USD
384856.00000000
0.015386375519
Long
DBT
CORP
IN
Y
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 1st Lien Term Loan
26929CAC0
74417.10000000
PA
USD
74138.04000000
0.002964006599
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.51000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-3
92538UAA9
20000000.00000000
PA
USD
19938200.00000000
0.797120565546
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Fixed
4.13000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
950000.00000000
PA
USD
811813.00000000
0.032455930709
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
710000.00000000
PA
USD
711838.90000000
0.028459009667
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
824596AA8
900000.00000000
PA
USD
821997.00000000
0.032863082601
Long
DBT
CORP
KR
N
2
2026-05-12
Fixed
2.88000000
N
N
N
N
N
N
SHENTON AIRCRAFT INVESTMENT LTD
254900877LAQRYY3YZ51
Shenton Aircraft Investment I Ltd
82321UAA1
2156891.71000000
PA
USD
1919543.46000000
0.076742512785
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBC1
24367262.63000000
PA
USD
314919.09000000
0.012590328270
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
0.49000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAN6
165000.00000000
PA
USD
159848.70000000
0.006390681513
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
2015000.00000000
PA
USD
1867300.50000000
0.074653861963
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
Parexel International Corporation
254900PHGVI5379Z9791
Parexel International Corporation 2021 1st Lien Term Loan
71911KAC8
385000.00000000
PA
USD
382663.05000000
0.015298702331
Long
LON
CORP
US
N
2
2028-11-15
Floating
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
1965000.00000000
PA
USD
1741481.25000000
0.069623663063
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BP5
535000.00000000
PA
USD
495672.15000000
0.019816757005
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
115000.00000000
PA
USD
108853.25000000
0.004351905598
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
125000.00000000
PA
USD
113531.25000000
0.004538930004
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST3
91681PAA7
3398823.37000000
PA
USD
3300250.35000000
0.131942573824
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
2.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
150000.00000000
PA
USD
133522.50000000
0.005338171485
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754BAB7
12000000.00000000
PA
USD
11700008.76000000
0.467761262283
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
3.10000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900MX6QAMC9XBAB53
Dryden 68 CLO Ltd
26252QAQ5
1500000.00000000
PA
USD
1492623.00000000
0.059674418448
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
3.59000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
585000.00000000
PA
USD
538006.95000000
0.021509283899
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Waterbridge Midstream Operating LLC
549300DVU86VSP486341
Waterbridge Midstream Operating LLC Term Loan B
94120XAB1
168278.48000000
PA
USD
162678.17000000
0.006503802493
Long
LON
CORP
US
N
2
2026-06-22
Floating
6.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
210000.00000000
PA
USD
200146.80000000
0.008001782026
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
241415.87000000
PA
USD
237719.79000000
0.009503933827
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.80000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
285000.00000000
PA
USD
272556.90000000
0.010896706336
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Radnet Management, Inc.
549300T3TJ6A0P5TXM13
Radnet Management, Inc. 2021 Term Loan
75049EAM6
571309.36000000
PA
USD
564525.06000000
0.022569466405
Long
LON
CORP
US
N
2
2028-04-21
Floating
3.75000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
460000.00000000
PA
USD
481891.40000000
0.019265808613
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Heartland Dental, LLC
5493008FRC0GRKBN1075
Heartland Dental, LLC 2021 Incremental Term Loan
42236WAQ0
570687.50000000
PA
USD
566712.66000000
0.022656925702
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.45000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2
26812CAF3
254173.77000000
PA
USD
250466.65000000
0.010013547747
Long
LON
CORP
CA
N
2
2026-04-06
Floating
4.51000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AC8
1500000.00000000
PA
USD
1395300.00000000
0.055783487230
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAP7
360000.00000000
PA
USD
314110.80000000
0.012558013187
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
EG Group Limited
549300BY1CRYVPEG9R57
EG Group Limited 2021 Term Loan
000000000
154230.56000000
PA
USD
152379.79000000
0.006092077739
Long
LON
CORP
US
N
2
2026-03-31
Floating
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AH43
7083010.60000000
PA
USD
7211600.39000000
0.288316647509
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc. Term Loan B
19633FAD3
298437.50000000
PA
USD
296012.70000000
0.011834459020
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1300000.00000000
PA
USD
1196000.00000000
0.047815559899
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJSE4
1370382.40000000
PA
USD
1369196.29000000
0.054739872256
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Fixed
3.00000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
325000.00000000
PA
USD
294482.50000000
0.011773282289
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2017 Incremental Term Loan
00169QAD1
109717.02000000
PA
USD
109227.13000000
0.004366853158
Long
LON
CORP
US
N
2
2025-03-14
Floating
5.25000000
N
N
N
N
N
N
GUACOLDA ENERGIA SA
5299008J94I4A64AEC04
Guacolda Energia SA
000000000
1900000.00000000
PA
USD
639217.00000000
0.025555617685
Long
DBT
CORP
CL
Y
2
2025-04-30
Fixed
4.56000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAL3
1000000.00000000
PA
USD
842227.50000000
0.033671889193
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
46590RAK5
2899000.00000000
PA
USD
2763908.22000000
0.110499848704
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.40000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
480000.00000000
PA
USD
479044.80000000
0.019152002783
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Ivanti Software, Inc.
N/A
Ivanti Software, Inc. 2021 Term Loan B
46583DAG4
263675.00000000
PA
USD
260543.86000000
0.010416430221
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.00000000
N
N
N
N
N
N
Cablevision Lightpath LLC
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC Term Loan B
12687HAB3
390062.50000000
PA
USD
386113.12000000
0.015436634629
Long
LON
CORP
US
N
2
2027-11-30
Floating
3.75000000
N
N
N
N
N
N
Athenahealth, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth, Inc. 2022 Delayed Draw Term Loan
04686RAC7
56521.74000000
PA
USD
56027.17000000
0.002239941892
Long
LON
CORP
US
N
2
2029-02-15
None
0.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
396000.00000000
PA
USD
408505.68000000
0.016331879440
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
059501AD8
600000.00000000
PA
USD
552690.00000000
0.022096305853
Long
DBT
CORP
CO
N
2
2031-04-22
Fixed
6.65000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
410000.00000000
PA
USD
416063.90000000
0.016634053789
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2021 Term Loan
84850XAK8
441662.85000000
PA
USD
439054.83000000
0.017553221173
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.75000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
455000.00000000
PA
USD
470247.05000000
0.018800272564
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2006 8T2 Trust
05951UAE1
2211447.73000000
PA
USD
1971188.53000000
0.078807260225
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
5.83000000
N
N
N
N
N
N
EISNER ADVISORY GROUP LLC
549300TV33NKCG2ZE467
Eisner Advisory Group LLC Term Loan
28259HAC5
159159.89000000
PA
USD
158563.04000000
0.006339281385
Long
LON
CORP
US
N
2
2028-07-28
Floating
6.00000000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAB8
635000.00000000
PA
USD
590797.65000000
0.023619833128
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Term Loan
00184NAB3
437238.45000000
PA
USD
427520.83000000
0.017092096868
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
16314397.93000000
PA
USD
694008.29000000
0.027746149633
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGJ6
13596411.38000000
PA
USD
14085193.26000000
0.563119901357
Long
ABS-MBS
USGSE
US
N
2
2045-04-15
Fixed
4.00000000
N
Y
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
800000.00000000
PA
USD
735000.00000000
0.029384980373
Long
DBT
CORP
IN
Y
2
2032-01-12
Fixed
2.88000000
N
N
N
N
N
N
TEMASEK FINANCIAL I LTD
549300XMGMDF3VRJMF12
Temasek Financial I Ltd
87973PAU8
2900000.00000000
PA
USD
2488925.00000000
0.099506139150
Long
DBT
CORP
SG
N
2
2030-10-06
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DNK2
42678742.66000000
PA
USD
2612477.23000000
0.104445703576
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Variable
0.59000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
420000.00000000
PA
USD
402225.60000000
0.016080804573
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBHQ1
530568.13000000
PA
USD
562109.67000000
0.022472900163
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc. Term Loan B
54142KAD3
128731.21000000
PA
USD
126699.83000000
0.005065404105
Long
LON
CORP
US
N
2
2027-08-31
Floating
5.22000000
N
N
N
N
N
N
Jo-Ann Stores, Inc.
549300GM65RR2EMGLI48
Jo-Ann Stores, Inc. 2021 Term Loan B1
47759DAE5
238800.00000000
PA
USD
210059.23000000
0.008398076667
Long
LON
CORP
US
N
2
2028-07-07
Floating
5.50000000
N
N
N
N
N
N
FREEPORT LNG INVESTMENTS, LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP Term Loan B
35670CAB4
215000.00000000
PA
USD
213733.65000000
0.008544978381
Long
LON
CORP
US
N
2
2028-12-21
Floating
4.00000000
N
N
N
N
N
N
KT CORP
9884005ACF8449EANY26
KT Corp
000000000
700000.00000000
PA
USD
643691.53000000
0.025734507449
Long
DBT
CORP
KR
Y
2
2027-01-21
Fixed
1.38000000
N
N
N
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2021 Term Loan B
90266UAJ2
3643.27000000
PA
USD
3612.38000000
0.000144421381
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
610000.00000000
PA
USD
626506.60000000
0.025047461421
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI AQUA MERGER SUB INC
00132UAL8
57037.04000000
PA
USD
56520.28000000
0.002259656215
Long
LON
CORP
US
N
2
2028-07-31
None
0.00000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
2864000.00000000
PA
USD
2815366.79000000
0.112557139955
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.65000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AL6
360000.00000000
PA
USD
373816.80000000
0.014945033103
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
KT CORP
9884005ACF8449EANY26
KT Corp
000000000
1000000.00000000
PA
USD
974550.00000000
0.038962085200
Long
DBT
CORP
KR
Y
2
2026-07-18
Fixed
2.50000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
500000.00000000
PA
USD
17630.00000000
0.000704839733
Long
DBT
CORP
MX
Y
2
2022-11-29
Fixed
9.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANX85
2633580.84000000
PA
USD
2621290.66000000
0.104798060675
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B2
78571YBF6
128077.97000000
PA
USD
126877.24000000
0.005072496880
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.00000000
N
N
N
N
N
N
TGP Holdings III, LLC
549300LURVM6CQ1MNO41
TGP Holdings III, LLC 2021 Delayed Draw Term Loan
87251RAL7
11160.71000000
PA
USD
10710.82000000
0.000428213925
Long
LON
CORP
US
N
2
2028-06-29
Fixed
3.25000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
800000.00000000
PA
USD
749200.00000000
0.029952690198
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
40061896.45000000
PA
USD
1733351.26000000
0.069298629598
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.11000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
415000.00000000
PA
USD
428753.10000000
0.017141362487
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
410000.00000000
PA
USD
399344.10000000
0.015965603456
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAB6
245000.00000000
PA
USD
212133.25000000
0.008480995085
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.13000000
N
N
N
N
N
N
LaserShip, Inc.
N/A
LaserShip, Inc. 2021 2nd Lien Term Loan
51809EAE5
40000.00000000
PA
USD
39900.00000000
0.001595184648
Long
LON
CORP
US
N
2
2029-05-07
Floating
8.25000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
220000.00000000
PA
USD
208817.40000000
0.008348428844
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
300000.00000000
PA
USD
265284.00000000
0.010605938956
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AGTG5
721525.97000000
PA
USD
52609.59000000
0.002103308530
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
6.25000000
N
N
N
N
N
N
U.S. Silica Company
549300LB0THBBEFBXE82
U.S. Silica Company 2018 Term Loan B
90343KAR3
242742.26000000
PA
USD
239252.84000000
0.009565224500
Long
LON
CORP
US
N
2
2025-05-01
Floating
5.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAD6
10023000.00000000
PA
USD
9535651.67000000
0.381231207031
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.23000000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC Term Loan B
01862LAW8
117514.29000000
PA
USD
116486.63000000
0.004657084811
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWA4
2172837.00000000
PA
USD
2162049.10000000
0.086437782815
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.00000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
39000.00000000
PA
USD
40239.03000000
0.001608738920
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
1925000.00000000
PA
USD
1851195.50000000
0.074009991067
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.22000000
N
N
N
N
N
N
Transocean Proteus Ltd
5493000CTMQ2LH21VM89
Transocean Proteus Ltd
893829AA9
250000.00000000
PA
USD
248100.00000000
0.009918930109
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
475000.00000000
PA
USD
433295.00000000
0.017322945674
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
CHT 2017-COSMO Mortgage Trust
12546DAN7
1333000.00000000
PA
USD
1322171.64000000
0.052859847199
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.40000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
585000.00000000
PA
USD
551333.25000000
0.022042063578
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
459204.94000000
PA
USD
458128.10000000
0.018315762213
Long
LON
CORP
US
N
2
2028-03-06
Floating
4.50000000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. 2021 Term Loan
86803YAB9
340000.00000000
PA
USD
337237.50000000
0.013482608596
Long
LON
CORP
US
N
2
2028-10-16
Floating
4.25000000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
25257DAA6
325000.00000000
PA
USD
290865.25000000
0.011628666207
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NRZ9
1324996.76000000
PA
USD
1323044.77000000
0.052894754556
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
3.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-10
3622NDAC8
2132919.96000000
PA
USD
1070028.50000000
0.042779274110
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-2 Mortgage Loan Trust
19685EAA9
19616044.30000000
PA
USD
19121769.22000000
0.764480018000
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
2.99000000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAA6
640000.00000000
PA
USD
590016.00000000
0.023588583101
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
480000.00000000
PA
USD
485995.20000000
0.019429876753
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
860000.00000000
PA
USD
888302.60000000
0.035513951655
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-1 LTD
14317LAA0
1000000.00000000
PA
USD
960531.00000000
0.038401611677
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.24000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
235000.00000000
PA
USD
246174.25000000
0.009841939462
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PQN2
7194994.49000000
PA
USD
6756992.72000000
0.270141630556
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
2015000.00000000
PA
USD
1822547.35000000
0.072864650488
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
CHILE ELEC PEC SPA
N/A
Chile Electricity PEC SpA
168831AA3
500000.00000000
PA
USD
377100.00000000
0.015076294011
Long
DBT
CORP
CL
N
2
2028-01-25
None
0.00000000
N
N
N
N
N
N
GLATFELTER
549300LDQLQBT38QDY28
Glatfelter Corp
377320AA4
425000.00000000
PA
USD
362219.00000000
0.014481358103
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc.
N/A
Horizon Therapeutics USA Inc. 2021 Term Loan B2
44055UAD7
258050.00000000
PA
USD
255873.35000000
0.010229705262
Long
LON
CORP
US
N
2
2028-03-15
Floating
2.25000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
325000.00000000
PA
USD
305812.00000000
0.012226230772
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft
09229CAB5
4810267.87000000
PA
USD
3987707.25000000
0.159426801734
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
3.45000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
4750000.00000000
PA
USD
4617624.34000000
0.184610613063
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AF5
1819166.65000000
PA
USD
1655068.16000000
0.066168905303
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
2.54000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
210000.00000000
PA
USD
193477.20000000
0.007735134319
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
450000.00000000
PA
USD
432432.00000000
0.017288443309
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
Petco Health and Wellness Company, Inc.
N/A
Petco Health and Wellness Company, Inc. 2021 Term Loan B
000000000
580612.50000000
PA
USD
575999.53000000
0.023028210726
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BCD21
32653274.29000000
PA
USD
33728014.36000000
1.348431346931
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
Y
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
500000.00000000
PA
USD
455150.00000000
0.018196699070
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAB3
495000.00000000
PA
USD
424680.30000000
0.016978533714
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
185000.00000000
PA
USD
196904.75000000
0.007872166277
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
365000.00000000
PA
USD
365102.20000000
0.014596627185
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd
46653YAA6
386000.00000000
PA
USD
362141.34000000
0.014478253290
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.13000000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
435000.00000000
PA
USD
423011.40000000
0.016911811818
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
410000.00000000
PA
USD
403854.10000000
0.016145911295
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CE8
3000000.00000000
PA
USD
2710980.00000000
0.108383801485
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
1040000.00000000
PA
USD
985951.20000000
0.039417900218
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLSPRING BUYER LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
243951.61000000
PA
USD
242694.04000000
0.009702802179
Long
LON
CORP
US
N
2
2028-11-01
Floating
4.31000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-OA1
362631AA1
14041011.33000000
PA
USD
3661915.27000000
0.146401780050
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
0.90000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAD9
900000.00000000
PA
USD
847305.00000000
0.033874885435
Long
DBT
CORP
SG
Y
2
2030-09-10
Fixed
1.83000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-TIME
12652XAA1
2977000.00000000
PA
USD
2784774.48000000
0.111334072705
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Fixed
3.65000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TBA9
35366249.15000000
PA
USD
911964.71000000
0.036459952522
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
0.79000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2021-1R
69356UAA6
1063654.56000000
PA
USD
1068873.49000000
0.042733097313
Long
ABS-MBS
CORP
US
N
2
2024-02-27
Floating
3.36000000
N
N
N
N
N
N
Cvent, Inc.
N/A
Cvent, Inc. 1st Lien Term Loan
23248RAB0
200905.43000000
PA
USD
199231.89000000
0.007965204322
Long
LON
CORP
US
N
2
2024-11-29
Floating
4.21000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAB3
4500000.00000000
PA
USD
4290595.16000000
0.171536128661
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
3.34000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC31
17323YAH2
1500000.00000000
PA
USD
1481661.89000000
0.059236198037
Long
ABS-MBS
CORP
US
N
2
2048-06-10
Variable
4.04000000
N
N
N
N
N
N
Tamko Building Products, LLC
5493003VQCGZ0AORLH30
Tamko Building Products, LLC Term Loan B
87510EAB5
178177.20000000
PA
USD
175021.68000000
0.006997290655
Long
LON
CORP
US
N
2
2026-06-01
Floating
4.01000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
430000.00000000
PA
USD
370879.30000000
0.014827593131
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
440971.78000000
PA
USD
432703.56000000
0.017299300160
Long
LON
CORP
US
N
2
2027-07-31
Floating
3.71000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DZY9
88681842.77000000
PA
USD
6915450.01000000
0.276476684102
Long
ABS-MBS
USGA
US
N
2
2063-10-16
Variable
0.98000000
N
N
N
N
N
N
Octagon Investment Partners 31 LTD
N/A
OCTAGON INVESTMENT PARTNERS 31 LLC
67575XAU5
1000000.00000000
PA
USD
996100.00000000
0.039823644829
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
3.65000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
93936AAD3
4628600.82000000
PA
USD
3553247.48000000
0.142057289062
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.92000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
110000.00000000
PA
USD
98440.10000000
0.003935592389
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAJ7
2316000.00000000
PA
USD
2209029.87000000
0.088316053569
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Variable
3.81000000
N
N
N
N
N
N
Pretium PKG Holdings, Inc.
N/A
Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan
74142KAF6
219450.00000000
PA
USD
213649.94000000
0.008541631692
Long
LON
CORP
US
N
2
2028-10-02
Floating
4.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAW5
8122173.60000000
PA
USD
103986.16000000
0.004157321456
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
1.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
600000.00000000
PA
USD
496650.00000000
0.019855851023
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Access Group Inc
635400C9RW3TYNTIJP57
AccessLex Institute
00432CBW0
465546.66000000
PA
USD
459387.39000000
0.018366108080
Long
ABS-O
CORP
US
N
2
2024-10-25
Floating
0.45000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
320000.00000000
PA
USD
299075.20000000
0.011956896438
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
574301.56000000
PA
USD
566249.85000000
0.022638422759
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.25000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
450000.00000000
PA
USD
433723.50000000
0.017340076918
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
140000.00000000
PA
USD
134752.80000000
0.005387358344
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
230000.00000000
PA
USD
217439.70000000
0.008693144648
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAC9
388978.53000000
PA
USD
366606.86000000
0.014656782837
Long
ABS-O
CORP
US
N
2
2043-06-22
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKQU2
2575723.59000000
PA
USD
2572061.19000000
0.102829887873
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B19 Mortgage Trust
08162WBF2
20015049.86000000
PA
USD
1845578.74000000
0.073785435444
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.77000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II INC
000000000
380000.00000000
PA
USD
363532.70000000
0.014533879257
Long
LON
CORP
US
N
2
2029-02-01
None
0.00000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan
00216EAF6
8673.26000000
PA
USD
8579.33000000
0.000342997882
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.50000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
N/A
MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan
58404KAH8
215000.00000000
PA
USD
213185.40000000
0.008523059584
Long
LON
CORP
US
N
2
2028-12-18
Floating
4.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
196522.00000000
PA
USD
177198.54000000
0.007084320571
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FBB4
26914226.54000000
PA
USD
1373355.20000000
0.054906143669
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.34000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
375000.00000000
PA
USD
369086.25000000
0.014755907771
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAB0
480000.00000000
PA
USD
410990.40000000
0.016431217466
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.88000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
750000.00000000
PA
USD
707677.50000000
0.028292638704
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Trust 2006-M1
04012MAP4
18444596.37000000
PA
USD
6519969.49000000
0.260665544894
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
0.64000000
N
N
N
N
N
N
Upstream Rehabilition, Inc.
549300Q4K2W4R1EBTH48
Upstream Rehabilition, Inc. 2021 Term Loan
91678HAF9
163762.50000000
PA
USD
163046.86000000
0.006518542559
Long
LON
CORP
US
N
2
2026-11-20
Floating
4.68000000
N
N
N
N
N
N
PetVet Care Centers, LLC
549300V0HK8MSXZNOM91
PetVet Care Centers, LLC 2021 Term Loan B3
70476XAK1
224096.66000000
PA
USD
223326.89000000
0.008928511944
Long
LON
CORP
US
N
2
2025-02-14
Floating
4.25000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
340000.00000000
PA
USD
313524.20000000
0.012534561174
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
100000.00000000
PA
USD
95756.54000000
0.003828304827
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGU1
4122083.55000000
PA
USD
4104178.58000000
0.164083274858
Long
ABS-MBS
USGSE
US
N
2
2044-02-15
Fixed
3.00000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd / TAL International Container Corp
89681LAA0
1850000.00000000
PA
USD
1703480.00000000
0.068104389613
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2021-JL1
17329CAA9
1280014.75000000
PA
USD
1229511.38000000
0.049155330299
Long
ABS-MBS
CORP
US
N
2
2062-02-27
Variable
2.75000000
N
N
N
N
N
N
Constant Contact Inc
N/A
Constant Contact Inc Term Loan
21031HAC5
286540.61000000
PA
USD
283675.20000000
0.011341211135
Long
LON
CORP
US
N
2
2028-02-10
Floating
4.75000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIII
83614CAJ6
1000000.00000000
PA
USD
930357.00000000
0.037195268278
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.71000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LHS3
10148449.39000000
PA
USD
1166639.15000000
0.046641725884
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Floating
4.55000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
580000.00000000
PA
USD
554056.60000000
0.022150941927
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
470000.00000000
PA
USD
463138.00000000
0.018516055836
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HW3Z3
16600000.00000000
PA
USD
15948039.15000000
0.637595669950
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.44000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAM6
200000.00000000
PA
USD
199724.00000000
0.007984878666
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
LCCM 2021-FL3 Trust
50190FAA9
2864000.00000000
PA
USD
2837233.06000000
0.113431343921
Long
ABS-CBDO
CORP
US
N
2
2038-11-15
Floating
1.85000000
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
245000.00000000
PA
USD
214607.75000000
0.008579924519
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
1201207.31000000
PA
USD
1083299.92000000
0.043309859710
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2019 Term Loan B2
16117LBX6
185000.00000000
PA
USD
183703.15000000
0.007344372050
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.21000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
568014.24000000
PA
USD
567838.16000000
0.022701922703
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAC1
3500000.00000000
PA
USD
3092450.69000000
0.123634833783
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B
00132UAG9
139999.99000000
PA
USD
138884.89000000
0.005552557505
Long
LON
CORP
US
N
2
2028-07-31
Floating
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAF1
24034611.26000000
PA
USD
1042049.89000000
0.041660701449
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.20000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
595000.00000000
PA
USD
558937.05000000
0.022346060196
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
1700000.00000000
PA
USD
1759211.00000000
0.070332490758
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
05963GAH1
300000.00000000
PA
USD
247662.00000000
0.009901419060
Long
DBT
CORP
AR
N
2
2026-11-04
Fixed
6.64000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
300000.00000000
PA
USD
289431.00000000
0.011571325516
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-JR2 Trust
12659NAA6
11907092.72000000
PA
USD
11578576.03000000
0.462906434545
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQ5N6
482494.50000000
PA
USD
484434.45000000
0.019367478646
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAF9
15391206.17000000
PA
USD
529818.11000000
0.021181897637
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.22000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
700000.00000000
PA
USD
694687.00000000
0.027773284163
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-HR8
61692BBU3
13637054.70000000
PA
USD
1634545.83000000
0.065348431474
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.84000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569AS8
620000.00000000
PA
USD
616218.00000000
0.024636127667
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH5S7
2617065.34000000
PA
USD
2598605.42000000
0.103891114645
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan
62908HAD7
144627.25000000
PA
USD
142349.37000000
0.005691065909
Long
LON
CORP
US
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
650000.00000000
PA
USD
617136.72000000
0.024672857693
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
475000.00000000
PA
USD
444937.25000000
0.017788397766
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BL4
972000.00000000
PA
USD
940905.72000000
0.037617001517
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.92000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 1st Lien Term Loan B
90351JAG9
503461.55000000
PA
USD
503189.68000000
0.020117304586
Long
LON
CORP
US
N
2
2025-04-04
Floating
3.96000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
1655000.00000000
PA
USD
1685981.60000000
0.067404811191
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WBC5
23084310.29000000
PA
USD
721663.09000000
0.028851776511
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.99000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
500000.00000000
PA
USD
447585.00000000
0.017894253660
Long
DBT
CORP
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
610000.00000000
PA
USD
570215.80000000
0.022796979716
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJZ48
4129820.00000000
PA
USD
4113843.92000000
0.164469690948
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
3.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
240000.00000000
PA
USD
232946.40000000
0.009313095771
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Monogram Food Solutions, LLC
549300RKG7DLLYNXX093
Monogram Food Solutions, LLC Term Loan B
60976EAH6
259350.00000000
PA
USD
255135.56000000
0.010200208738
Long
LON
CORP
US
N
2
2028-08-28
Floating
4.50000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
1530138.40000000
PA
USD
1517235.51000000
0.060658415895
Long
ABS-MBS
CORP
US
N
2
2023-05-27
Floating
3.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
540000.00000000
PA
USD
607500.00000000
0.024287585818
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
Surf Holdings, LLC
N/A
Surf Holdings, LLC USD Term Loan
86875TAB3
508255.00000000
PA
USD
504046.65000000
0.020151565874
Long
LON
CORP
US
N
2
2027-03-05
Floating
4.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQQ62
6697202.19000000
PA
USD
6818787.75000000
0.272612168983
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
7299627.64000000
PA
USD
197230.98000000
0.007885208811
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.20000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
528551.00000000
PA
USD
522736.94000000
0.020898795540
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.71000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCF6
305000.00000000
PA
USD
307720.60000000
0.012302535770
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPFB5
1908242.10000000
PA
USD
1942885.62000000
0.077675722191
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc. 2021 Term Loan B
15134NAF3
493675.00000000
PA
USD
490345.16000000
0.019603786262
Long
LON
CORP
US
N
2
2026-07-14
Floating
5.75000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAS5
1750000.00000000
PA
USD
1761707.50000000
0.070432299742
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
1655000.00000000
PA
USD
1677905.20000000
0.067081920231
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
2525000.00000000
PA
USD
2157562.00000000
0.086258390508
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DBP4
89699792.40000000
PA
USD
6858094.50000000
0.274183635754
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Variable
0.91000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAG0
6223531.24000000
PA
USD
135619.71000000
0.005422017029
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.02000000
N
N
N
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
Viad Corp Initial Term Loan
92553BAL7
169150.00000000
PA
USD
167669.94000000
0.006703371287
Long
LON
CORP
US
N
2
2028-07-30
Floating
5.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
460000.00000000
PA
USD
413185.80000000
0.016518988603
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
1132000.00000000
PA
USD
888468.69000000
0.035520591860
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AF47
2077368.98000000
PA
USD
110193.75000000
0.004405498205
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Floating
5.73000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBC8
17163023.22000000
PA
USD
789898.79000000
0.031579810123
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Variable
1.36000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
200000.00000000
PA
USD
204436.00000000
0.008173262377
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.13000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
420000.00000000
PA
USD
376719.00000000
0.015061061797
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
2000000.00000000
PA
USD
1963372.30000000
0.078494770749
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAQ9
800000.00000000
PA
USD
780048.00000000
0.031185979823
Long
DBT
NUSS
ID
Y
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
253205.48000000
PA
USD
247509.62000000
0.009895326973
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.50000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2
26483NAS9
70000.00000000
PA
USD
69475.00000000
0.002777580287
Long
LON
CORP
US
N
2
2029-01-18
Floating
3.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378YHG7
941773.00000000
PA
USD
136751.66000000
0.005467271898
Long
ABS-MBS
USGA
US
N
2
2043-11-16
Floating
5.62000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
230000.00000000
PA
USD
211673.60000000
0.008462618478
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
CP Atlas Buyer, Inc.
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc. 2021 Term Loan B
12658HAG7
395876.16000000
PA
USD
385484.41000000
0.015411499077
Long
LON
CORP
US
N
2
2027-11-23
Floating
4.25000000
N
N
N
N
N
N
Air Methods Corporation
54930081QGNZXVDOZF63
Air Methods Corporation 2017 Term Loan B
00912YAL6
99834.66000000
PA
USD
95924.64000000
0.003835025392
Long
LON
CORP
US
N
2
2024-04-22
Floating
4.51000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAG1
775000.00000000
PA
USD
772551.00000000
0.030886253023
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
LEEWARD RENEWABL
254900EVJU1A57NUX379
Leeward Renewable Energy Operations LLC
524590AA4
425000.00000000
PA
USD
396835.25000000
0.015865300724
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
500000.00000000
PA
USD
470400.00000000
0.018806387438
Long
DBT
CORP
KR
N
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
CMG Media Corporation
N/A
CMG Media Corporation 2021 Term Loan
88145LAE4
454595.60000000
PA
USD
448272.18000000
0.017921726817
Long
LON
CORP
US
N
2
2026-12-17
Floating
3.96000000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
190000.00000000
PA
USD
187506.25000000
0.007496418334
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378JM66
2022793.25000000
PA
USD
2029106.23000000
0.081122784685
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
3.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
17628991.61000000
PA
USD
1075899.65000000
0.043014000134
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.53000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AF9
1640500.00000000
PA
USD
1697548.39000000
0.067867246425
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA5V0
11816329.60000000
PA
USD
11325636.43000000
0.452794019332
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XARV6
4226335.69000000
PA
USD
4046138.47000000
0.161762856500
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
GEON Performance Solutions, LLC
N/A
GEON Performance Solutions, LLC 2021 Term Loan
37254YAB6
59700.00000000
PA
USD
59700.30000000
0.002386792032
Long
LON
CORP
US
N
2
2028-08-18
Floating
5.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
1400000.00000000
PA
USD
1245412.00000000
0.049791030172
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
190000.00000000
PA
USD
177062.90000000
0.007078897743
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
3830000.00000000
PA
USD
3434418.83000000
0.137306571309
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDS7
19400000.00000000
PA
USD
18683109.47000000
0.746942591953
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.13000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAC5
580750.00000000
PA
USD
461696.25000000
0.018458415298
Long
DBT
CORP
BM
N
2
2022-04-18
Fixed
7.00000000
N
N
Y
N
N
Digicel Group One Ltd
Digicel Group One Ltd
USD
XXXX
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
1910000.00000000
PA
USD
1749674.60000000
0.069951229633
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2007-WM2
00442KAD3
3028083.95000000
PA
USD
1524767.99000000
0.060959561169
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.74000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
430000.00000000
PA
USD
429286.20000000
0.017162675593
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
285000.00000000
PA
USD
282437.85000000
0.011291742420
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
265000.00000000
PA
USD
244661.25000000
0.009781450380
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
203414.95000000
PA
USD
192672.61000000
0.007702967160
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.46000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-B33
12658WAA7
632000.00000000
PA
USD
594921.08000000
0.023784686067
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Fixed
3.05000000
N
N
N
N
N
N
Twin River Worldwide Holdings, Inc.
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc. 2021 Term Loan B
05875CAB0
3.40000000
PA
USD
3.39000000
0.000000135530
Long
LON
CORP
US
N
2
2028-10-02
Floating
3.75000000
N
N
N
N
N
N
Sound Point CLO LTD
549300EBWPUX52MGF160
Sound Point Clo XII Ltd
83610CAU5
1000000.00000000
PA
USD
992700.00000000
0.039687714308
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
4.10000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBB5
305000.00000000
PA
USD
285946.65000000
0.011432022718
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
728810.03000000
PA
USD
720742.10000000
0.028814955731
Long
LON
CORP
US
N
2
2025-07-09
Floating
4.72000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
1200000.00000000
PA
USD
1092228.00000000
0.043666800466
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAG3
1388000.00000000
PA
USD
1362732.90000000
0.054481468735
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Variable
3.93000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2021 Term Loan B
78466YAN8
268650.00000000
PA
USD
265740.52000000
0.010624190427
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
18700000.00000000
PA
USD
18510078.13000000
0.740024874225
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd
64135DAG0
500000.00000000
PA
USD
494900.00000000
0.019785886784
Long
ABS-CBDO
CORP
KY
N
2
2035-04-14
Floating
3.35000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
1260000.00000000
PA
USD
1050978.60000000
0.042017667392
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
1000000.00000000
PA
USD
877810.00000000
0.035094462069
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAW9
1350000.00000000
PA
USD
1248912.00000000
0.049930958650
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
3.39000000
N
N
N
N
N
N
Bain Capital Credit CLO Limited
549300434Q955VK1W392
Bain Capital Credit Clo 2019-3 Ltd
05683TAW9
1000000.00000000
PA
USD
991557.00000000
0.039642017665
Long
ABS-CBDO
CORP
KY
N
2
2034-10-21
Floating
3.36000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust
759676AG4
8709982.81000000
PA
USD
4443889.23000000
0.177664758917
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
6.12000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
30094386.68000000
PA
USD
2216403.13000000
0.088610833298
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.36000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
400000.00000000
PA
USD
396984.00000000
0.015871247684
Long
DBT
CORP
SG
Y
2
2023-10-19
Fixed
3.88000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
330000.00000000
PA
USD
337022.40000000
0.013474008992
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYG0
1653645.34000000
PA
USD
1635709.80000000
0.065394966488
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Fixed
1.50000000
N
N
N
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc. 2021 Term Loan
93148QAG5
114712.50000000
PA
USD
114282.33000000
0.004568957855
Long
LON
CORP
US
N
2
2028-12-16
Floating
2.75000000
N
N
N
N
N
N
Mister Car Wash Holdings, Inc.
549300BARUQU0U2GQE05
Mister Car Wash Holdings, Inc. 2019 Term Loan B
60646CAF4
340097.53000000
PA
USD
336393.87000000
0.013448880636
Long
LON
CORP
US
N
2
2026-05-14
Floating
3.46000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
1985000.00000000
PA
USD
1737113.20000000
0.069449030323
Long
DBT
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
330000.00000000
PA
USD
302336.10000000
0.012087265802
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
505000.00000000
PA
USD
525689.85000000
0.021016851598
Long
LON
CORP
US
N
2
2027-06-21
Floating
6.25000000
N
N
N
N
N
N
Flexera Software LLC
FHBIRN3K4PSRU4ZOQQ49
Flexera Software LLC 2021 Term Loan B
33937KAV6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
CWT TRAVEL EQUITY
N/A
CWT TRAVEL EQUITY
000000000
5125.51600000
NS
USD
152484.10000000
0.006096248007
Long
EC
CORP
US
N
3
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
530000.00000000
PA
USD
519060.80000000
0.020751825061
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
225000.00000000
PA
USD
233478.00000000
0.009334348908
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B
000000000
334162.50000000
PA
USD
329280.39000000
0.013164486799
Long
LON
CORP
LU
N
2
2029-02-01
Floating
4.92000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust
93363PAE0
3845743.54000000
PA
USD
3640501.25000000
0.145545656843
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
2.57000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBG4
4732431.66000000
PA
USD
83323.17000000
0.003331224102
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.82000000
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
545000.00000000
PA
USD
523892.15000000
0.020944980333
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
435000.00000000
PA
USD
403010.10000000
0.016112168542
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBD4
1850000.00000000
PA
USD
1713507.00000000
0.068505264713
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.25000000
N
N
N
N
N
N
Kestrel Bidco Inc.
N/A
Kestrel Bidco Inc. Term Loan B
000000000
553515.79000000
PA
USD
534950.87000000
0.021387103150
Long
LON
CORP
CA
N
2
2026-12-11
Floating
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFHG7
21015629.80000000
PA
USD
20387881.38000000
0.815098631567
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
255000.00000000
PA
USD
286288.50000000
0.011445689732
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2019-FL3 Issuer Ltd
87276VAC9
3527000.00000000
PA
USD
3484570.19000000
0.139311600873
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.61000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
400862.09000000
PA
USD
267910.16000000
0.010710931691
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.21000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
520000.00000000
PA
USD
518044.80000000
0.020711205823
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco, Inc. 2021 Incremental Term Loan
39355YAJ3
258925.53000000
PA
USD
255528.43000000
0.010215915510
Long
LON
CORP
US
N
2
2025-08-01
Floating
4.76000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
365000.00000000
PA
USD
344114.70000000
0.013757556062
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2021-C11
05493MAG9
27180124.43000000
PA
USD
2563135.20000000
0.102473030674
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.39000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300J3BCFSIZAJJW77
Magnetite XXXI Ltd
55952GAA4
500000.00000000
PA
USD
485437.50000000
0.019407580149
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.24000000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
315000.00000000
PA
USD
308306.25000000
0.012325949802
Long
LON
CORP
US
N
2
2028-12-08
Floating
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABA76
3918508.58000000
PA
USD
513920.43000000
0.020546315304
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.60000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
365000.00000000
PA
USD
357470.05000000
0.014291497147
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
EG America LLC
549300BY1CRYVPEG9R57
EG America LLC 2018 USD Term Loan
000000000
177119.00000000
PA
USD
174714.61000000
0.006985014130
Long
LON
CORP
US
N
2
2025-02-07
Floating
5.00000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
2110000.00000000
PA
USD
1835256.90000000
0.073372772770
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAG3
435000.00000000
PA
USD
403349.40000000
0.016125733608
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
395000.00000000
PA
USD
370920.80000000
0.014829252282
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
345000.00000000
PA
USD
318445.35000000
0.012731306611
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-B33
12658WAC3
2250000.00000000
PA
USD
2113111.85000000
0.084481292841
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Fixed
3.17000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FBA6
13708410.28000000
PA
USD
242816.66000000
0.009707704473
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
1.02000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
460000.00000000
PA
USD
457805.80000000
0.018302876799
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
1744747.02000000
PA
USD
1698890.88000000
0.067920918591
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.12000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
555000.00000000
PA
USD
557913.75000000
0.022305149107
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd
46651NAA2
2446200.34000000
PA
USD
2226385.27000000
0.089009914914
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.97000000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2021 Term Loan B
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-11-30
Floating
3.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
970000.00000000
PA
USD
840883.30000000
0.033618148662
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
SOLIS IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
480000.00000000
PA
USD
471151.20000000
0.018836420088
Long
LON
CORP
US
N
2
2029-02-26
Floating
4.00000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
145000.00000000
PA
USD
145471.25000000
0.005815877314
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Atlas Purchaser, Inc.
N/A
Atlas Purchaser, Inc. 2021 Term Loan
04939JAC0
298500.00000000
PA
USD
290664.38000000
0.011620635512
Long
LON
CORP
US
N
2
2028-05-08
Floating
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132FCDW2
11223431.80000000
PA
USD
11192923.82000000
0.447488226896
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
365000.00000000
PA
USD
337844.00000000
0.013506856202
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
1835000.00000000
PA
USD
1731799.60000000
0.069236594906
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAH0
6552102.50000000
PA
USD
170698.13000000
0.006824437006
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
1.29000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
1800000.00000000
PA
USD
1590660.00000000
0.063593895075
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAN5
1989000.00000000
PA
USD
1625567.00000000
0.064989461755
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
425000.00000000
PA
USD
413401.75000000
0.016527622190
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
355000.00000000
PA
USD
330906.15000000
0.013229483977
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
1000000.00000000
PA
USD
961843.41000000
0.038454081258
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
640000.00000000
PA
USD
588908.80000000
0.023544317727
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
24300000.00000000
PA
USD
23339390.63000000
0.933098687869
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
300000.00000000
PA
USD
275457.00000000
0.011012651072
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPG73
1388632.00000000
PA
USD
1413842.17000000
0.056524795124
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKP38
8845368.33000000
PA
USD
8895740.40000000
0.355647832733
Long
ABS-MBS
USGSE
US
N
2
2045-07-15
Fixed
3.50000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
000000000
2400000.00000000
PA
USD
2208336.00000000
0.088288312948
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2017 Incremental Term Loan
02376CBA2
103906.25000000
PA
USD
102824.07000000
0.004110861603
Long
LON
CORP
US
N
2
2023-12-15
Floating
2.84000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC 2022 Term Loan
57776DAE3
90000.00000000
PA
USD
89437.50000000
0.003575672356
Long
LON
CORP
US
N
2
2029-02-15
Floating
4.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHX21
71019.90000000
PA
USD
70153.91000000
0.002804722814
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
375000.00000000
PA
USD
354007.50000000
0.014153065904
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGEM7
3709314.55000000
PA
USD
3621146.55000000
0.144771864353
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Fixed
3.00000000
N
Y
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 2nd Lien Term Loan
24780DAE7
65000.00000000
PA
USD
64133.23000000
0.002564018646
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAN0
2000000.00000000
PA
USD
1973000.00000000
0.078879682008
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
1.37000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
1100000.00000000
PA
USD
1062039.00000000
0.042459857374
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
525000.00000000
PA
USD
422567.25000000
0.016894054894
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RBE5
3358000.00000000
PA
USD
3124010.33000000
0.124896574466
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.27000000
N
N
N
N
N
N
TGP Holdings III, LLC
549300LURVM6CQ1MNO41
TGP Holdings III, LLC 2021 Term Loan
87251RAK9
84642.86000000
PA
USD
81230.91000000
0.003247576457
Long
LON
CORP
US
N
2
2028-06-29
Floating
4.00000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
1599000.00000000
PA
USD
1572496.51000000
0.062867726643
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
2.60000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-43CB
02149FAM6
2461386.55000000
PA
USD
1563337.68000000
0.062501560603
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
375000.00000000
PA
USD
349470.00000000
0.013971658627
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
250000.00000000
PA
USD
243290.00000000
0.009726628401
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
CLYDESDALE ACQU HLDNG INC
N/A
CLYDESDALE ACQU HLDNG INC
000000000
290000.00000000
PA
USD
285650.00000000
0.011420162780
Long
LON
CORP
US
N
2
2029-03-30
None
0.00000000
N
N
N
N
N
N
Ocean Trails CLO
549300RX29DPTX81VW10
Ocean Trails CLO V
67515EAX4
1000000.00000000
PA
USD
942700.00000000
0.037688736051
Long
ABS-CBDO
CORP
KY
N
2
2031-10-13
Floating
3.69000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
324000.00000000
PA
USD
346365.72000000
0.013847550862
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Aveanna Healthcare, LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare, LLC 2021 Term Loan B
05549DAJ7
465343.18000000
PA
USD
453884.10000000
0.018146088939
Long
LON
CORP
US
N
2
2028-07-17
Floating
4.25000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
282000.00000000
PA
USD
284036.04000000
0.011355637361
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAQ1
1000000.00000000
PA
USD
996671.00000000
0.039846473161
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.24000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
200000.00000000
PA
USD
188194.00000000
0.007523914280
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 2nd Lien Term Loan
02034DAF4
105000.00000000
PA
USD
103572.53000000
0.004140784709
Long
LON
CORP
US
N
2
2025-06-13
Floating
8.25000000
N
N
N
N
N
N
PMT ISSUER TRUST fr 1/64 5/16 FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
1300000.00000000
PA
USD
1275397.11000000
0.050989821830
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
3.46000000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG Holding LLC / SEG Finance Corp
78397KAA0
605000.00000000
PA
USD
607541.00000000
0.024289224980
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGY37
4489132.69000000
PA
USD
4407606.76000000
0.176214201544
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
3.00000000
N
Y
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
375000.00000000
PA
USD
379612.50000000
0.015176742669
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
ION Trading Finance Limited
N/A
ION Trading Finance Limited 2021 USD Term Loan
000000000
476400.00000000
PA
USD
473577.33000000
0.018933415710
Long
LON
CORP
IE
N
2
2028-04-03
Floating
5.21000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
585000.00000000
PA
USD
580583.25000000
0.023211465858
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAB7
847846.00000000
PA
USD
753141.60000000
0.030110273652
Long
DBT
CORP
BM
N
2
2025-04-01
Fixed
8.00000000
N
N
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV56
4238906.60000000
PA
USD
4217860.90000000
0.168628244575
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
440000.00000000
PA
USD
442103.20000000
0.017675093680
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
Blackhawk Network Holdings, Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan
09238FAK7
692282.74000000
PA
USD
680687.00000000
0.027213570252
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.46000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
810000.00000000
PA
USD
785829.60000000
0.031417125677
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
1989000.00000000
PA
USD
1703918.18000000
0.068121907859
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC 2022 2nd Lien Term Loan
25277BAG3
172794.78000000
PA
USD
59884.62000000
0.002394161065
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.54000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
300000.00000000
PA
USD
303180.00000000
0.012121004557
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
EVERARC ESCROW SARL
N/A
EverArc Escrow Sarl
29977LAA9
740000.00000000
PA
USD
675694.00000000
0.027013952283
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
BNC Mortgage Loan Trust
N/A
BNC Mortgage Loan Trust 2006-1
055682AA6
18098604.69000000
PA
USD
13684548.84000000
0.547102311672
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.82000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAF2
22561665.82000000
PA
USD
456644.96000000
0.018256466921
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.73000000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
Whatabrands LLC 2021 Term Loan B
96244UAF4
294262.50000000
PA
USD
291106.53000000
0.011638312476
Long
LON
CORP
US
N
2
2028-08-03
Floating
3.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
680000.00000000
PA
USD
609178.00000000
0.024354671528
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
935000.00000000
PA
USD
913579.15000000
0.036524497132
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
545000.00000000
PA
USD
480145.00000000
0.019195988301
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
400000.00000000
PA
USD
392616.00000000
0.015696616944
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
340000.00000000
PA
USD
344981.00000000
0.013792190359
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
128739.80000000
PA
USD
125145.38000000
0.005003257870
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.96000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
215000.00000000
PA
USD
222591.65000000
0.008899117369
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
215000.00000000
PA
USD
254622.35000000
0.010179690826
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
318095.78000000
PA
USD
316720.02000000
0.012662328668
Long
LON
CORP
US
N
2
2025-11-16
Floating
4.20000000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWDSecuritization Trust 2019-INV1
302980AC1
747143.65000000
PA
USD
746928.66000000
0.029861883012
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
3.11000000
N
N
N
N
N
N
Agiliti Health, Inc
25490002CCQ55NKGNB14
Agiliti Health, Inc Term Loan
00847YAC6
114410.26000000
PA
USD
113838.21000000
0.004551202131
Long
LON
CORP
US
N
2
2026-01-04
Floating
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAM9
2541000.00000000
PA
USD
2403671.81000000
0.096097753687
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.42000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-SL1
52475KAB8
8492000.00000000
PA
USD
8127193.87000000
0.324921676678
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
100000.00000000
PA
USD
93608.00000000
0.003742407133
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
200000.00000000
PA
USD
203350.00000000
0.008129844569
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AYTA9
4352653.05000000
PA
USD
4207387.00000000
0.168209502608
Long
ABS-MBS
USGSE
US
N
2
2043-02-15
Fixed
3.00000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-GP2
525227AG9
5590734.04000000
PA
USD
5227336.33000000
0.208986633280
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
1.12000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
260000.00000000
PA
USD
127519.60000000
0.005098178154
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AB9
325000.00000000
PA
USD
328315.00000000
0.013125890926
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQM1
3469954.72000000
PA
USD
3473728.02000000
0.138878135631
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AVDX2
7143503.96000000
PA
USD
6965007.65000000
0.278457976998
Long
ABS-MBS
USGSE
US
N
2
2032-10-15
Fixed
1.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EBD7
1055000.00000000
PA
USD
1059531.02000000
0.042359589425
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
19400000.00000000
PA
USD
18542156.25000000
0.741307343513
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-6 LLC
693587AA5
3906869.61000000
PA
USD
3801146.98000000
0.151968203269
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
1860000.00000000
PA
USD
1777025.40000000
0.071044702723
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
960000.00000000
PA
USD
922627.20000000
0.036886234236
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAF8
8677245.41000000
PA
USD
181196.94000000
0.007244174864
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
0.96000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAA4
1665501.80000000
PA
USD
1321688.77000000
0.052840542266
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.38000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
000000000
280000.00000000
PA
USD
278425.00000000
0.011131310422
Long
LON
CORP
US
N
2
2029-03-01
Floating
4.50000000
N
N
N
N
N
N
Vertical US Newco Inc
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
572138.63000000
PA
USD
567850.45000000
0.022702414051
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.02000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
78000.00000000
PA
USD
77038.26000000
0.003079956133
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.46000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
1530000.00000000
PA
USD
1363291.20000000
0.054503789326
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHSW0
18647624.75000000
PA
USD
17994971.87000000
0.719431149953
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Fixed
2.00000000
N
N
N
N
N
N
FORESIGHT ENERGY
549300HM3UR1W0JJ7F28
FORESIGHT ENERGY
000000000
571.78000000
NS
USD
12104.58000000
0.000483935844
Long
EC
CORP
US
N
3
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2022 Term Loan B
88023HAF7
144637.50000000
PA
USD
143968.55000000
0.005755800021
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
300000.00000000
PA
USD
278637.00000000
0.011139786090
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
1300000.00000000
PA
USD
1118000.00000000
0.044697153819
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBE5
7465767.58000000
PA
USD
152912.28000000
0.006113366457
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.86000000
N
N
N
N
N
N
Regatta XXIII Funding Ltd
N/A
Regatta XXIII Funding Ltd
75889FAC8
4500000.00000000
PA
USD
4441500.00000000
0.177569238540
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
1.26000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc. 2020 Term Loan
93369PAF1
593438.88000000
PA
USD
576935.34000000
0.023065624003
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.46000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAX5
15531099.83000000
PA
USD
457187.12000000
0.018278142242
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.96000000
N
N
N
N
N
N
WIN Waste Innovations Holdings, Inc.
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc. 2021 Term Loan B
38723BAJ0
426775.00000000
PA
USD
424041.51000000
0.016952995168
Long
LON
CORP
US
N
2
2028-03-24
Floating
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HWYD8
5400000.00000000
PA
USD
5167314.86000000
0.206587001011
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHQ6
10235390.80000000
PA
USD
10163193.73000000
0.406320065693
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.00000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
563752.00000000
PA
USD
512597.14000000
0.020493410745
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KDS6
1344947.29000000
PA
USD
1300775.76000000
0.052004449221
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
PSA TREASURY PTE LTD
254900X7FR3V7789SL36
PSA Treasury Pte Ltd
000000000
300000.00000000
PA
USD
281748.50000000
0.011264182507
Long
DBT
CORP
SG
Y
2
2030-04-30
Fixed
2.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
630000.00000000
PA
USD
605908.80000000
0.024223970334
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1400000.00000000
PA
USD
1377460.00000000
0.055070251788
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
Cincinnati Bell, Inc.
549300JYVZOCUJOHL272
Cincinnati Bell, Inc. 2021 Term Loan B2
17187MAS9
204487.50000000
PA
USD
202507.04000000
0.008096143395
Long
LON
CORP
US
N
2
2028-11-22
Floating
4.05000000
N
N
N
N
N
N
PointClickCare Technologies, Inc.
5493001Z0LHHBZLVDX36
PointClickCare Technologies, Inc. Term Loan B
000000000
143912.50000000
PA
USD
142473.38000000
0.005696023775
Long
LON
CORP
CA
N
2
2027-12-29
Floating
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DGR5
102979074.85000000
PA
USD
6886527.91000000
0.275320391121
Long
ABS-MBS
USGA
US
N
2
2063-03-16
Variable
0.68000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
80000.00000000
PA
USD
80408.00000000
0.003214676873
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co. Term Loan B
92639MAB3
209475.00000000
PA
USD
206988.53000000
0.008275311417
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.75000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
600000.00000000
PA
USD
545664.00000000
0.021815409429
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan
23344MAF5
60000.00000000
PA
USD
60150.00000000
0.002404770842
Long
LON
CORP
US
N
2
2029-03-30
Floating
7.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
55840476.89000000
PA
USD
2268064.27000000
0.090676223209
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.64000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDP8
1020000.00000000
PA
USD
917010.60000000
0.036661685010
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1890000.00000000
PA
USD
1733243.40000000
0.069294317402
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B2GY2
5548699.58000000
PA
USD
5617166.26000000
0.224571864357
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.36000000
N
N
N
N
N
N
Aegion Corporation
549300AG3DVJURRIT691
Aegion Corporation Term Loan
00771PAJ0
99500.00000000
PA
USD
99126.88000000
0.003963049555
Long
LON
CORP
US
N
2
2028-05-17
Floating
5.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
385000.00000000
PA
USD
378158.55000000
0.015118614380
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBG4
15435646.45000000
PA
USD
441197.24000000
0.017638873793
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
1885000.00000000
PA
USD
1663060.10000000
0.066488419588
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
530000.00000000
PA
USD
542142.30000000
0.021674613394
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DH8
800000.00000000
PA
USD
711480.00000000
0.028444661001
Long
DBT
NUSS
KR
N
2
2031-01-19
Fixed
1.63000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust
93934FKY7
5829697.95000000
PA
USD
5491098.89000000
0.219531745727
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.50000000
N
N
N
N
N
N
IndyMac IMJA Mortgage Loan Trust
N/A
IndyMac IMJA Mortgage Loan Trust 2007-A4
45670VAA3
21270159.58000000
PA
USD
9290071.88000000
0.371413033822
Long
ABS-MBS
CORP
US
N
2
2038-02-25
Fixed
6.25000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
826141.03000000
PA
USD
819061.00000000
0.032745702597
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.71000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 2nd Lien Term Loan
04349HAM6
85000.00000000
PA
USD
84681.25000000
0.003385519549
Long
LON
CORP
US
N
2
2029-12-10
Floating
6.25000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2022 Term Loan
03759DAK4
80000.00000000
PA
USD
78114.40000000
0.003122979742
Long
LON
CORP
US
N
2
2029-02-08
Floating
5.75000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
330000.00000000
PA
USD
311411.10000000
0.012450080355
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.38000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
340000.00000000
PA
USD
327518.60000000
0.013094051201
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC Term Loan
55759VAB4
363175.00000000
PA
USD
358484.59000000
0.014332058015
Long
LON
CORP
US
N
2
2028-06-21
Floating
4.52000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVVC6
5766352.25000000
PA
USD
5725734.58000000
0.228912378578
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AA6G5
20907.24000000
PA
USD
15442.12000000
0.000617369242
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
5.65000000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP
N/A
SCIENTIFIC GAMES HOLDINGS LP
000000000
155000.00000000
PA
USD
153809.60000000
0.006149240921
Long
LON
CORP
US
N
2
2029-02-04
None
0.00000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
600000.00000000
PA
USD
582587.42000000
0.023291591703
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
170925.02000000
PA
USD
163080.42000000
0.006519884273
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAV4
17500663.53000000
PA
USD
771623.86000000
0.030849186369
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.55000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
329000.00000000
PA
USD
325038.84000000
0.012994911474
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
2690000.00000000
PA
USD
2622615.50000000
0.104851027202
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
3069000.00000000
PA
USD
2678776.65000000
0.107096325556
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2022-RN1 LLC
69363JAA2
14945317.59000000
PA
USD
14664580.26000000
0.586283541661
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.72000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
715000.00000000
PA
USD
733740.15000000
0.029334612118
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
428695.65000000
PA
USD
418972.83000000
0.016750351546
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.51000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
1415000.00000000
PA
USD
1412948.25000000
0.056489056591
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.76000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HYB1
22239EAD8
1217406.21000000
PA
USD
1052423.84000000
0.042075447459
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
2.98000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAH9
2000000.00000000
PA
USD
1854369.56000000
0.074136888605
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.67000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2021 Incremental Term Loan B3
00709LAJ6
169150.00000000
PA
USD
167547.30000000
0.006698468193
Long
LON
CORP
US
N
2
2027-12-23
Floating
4.00000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAK1
2650000.00000000
PA
USD
2451326.32000000
0.098002960274
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
3.85000000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Term Loan B
40422KAB7
581547.74000000
PA
USD
561876.89000000
0.022463593720
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.14000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAJ7
1147000.00000000
PA
USD
986436.64000000
0.039437307899
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.68000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-8
86361JAY6
267886.37000000
PA
USD
260129.49000000
0.010399863888
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.25000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2021 2nd Lien Term Loan
03827FBA8
210000.00000000
PA
USD
209409.90000000
0.008372116736
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.51000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
340000.00000000
PA
USD
336764.90000000
0.013463714254
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
46200000.00000000
PA
USD
44915062.50000000
1.795684666697
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
655000.00000000
PA
USD
643589.90000000
0.025730444326
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan
23344MAC2
660034.40000000
PA
USD
654341.60000000
0.026160292616
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.25000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
60000.00000000
PA
USD
57733.80000000
0.002308172217
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 Term Loan
04349HAK0
545000.00000000
PA
USD
539686.25000000
0.021576421583
Long
LON
CORP
US
N
2
2028-12-11
Floating
4.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
1930000.00000000
PA
USD
1800072.40000000
0.071966111760
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
300000.00000000
PA
USD
306255.00000000
0.012243941719
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QMX22
895261.14000000
PA
USD
913260.28000000
0.036511748848
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 1st Lien Term Loan
31732FAM8
392491.84000000
PA
USD
387442.43000000
0.015489779865
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.46000000
N
N
N
N
N
N
Tiger Acquisition, LLC
25490011XE2GWJKY5N51
Tiger Acquisition, LLC 2021 Term Loan
88675UAB8
194025.00000000
PA
USD
186709.29000000
0.007464556220
Long
LON
CORP
US
N
2
2028-06-01
Floating
3.76000000
N
N
N
N
N
N
DT Midstream, Inc
N/A
DT Midstream, Inc Term Loan B
23345NAB1
169150.00000000
PA
USD
169126.32000000
0.006761596726
Long
LON
CORP
US
N
2
2028-06-26
Floating
2.50000000
N
N
N
N
N
N
Mirion Technologies, Inc.
549300EBD5JHM14L3R48
Mirion Technologies, Inc. 2021 Term Loan
000000000
244510.00000000
PA
USD
242566.15000000
0.009697689193
Long
LON
CORP
US
N
2
2028-10-20
Floating
3.25000000
N
N
N
N
N
N
2022-04-29
SSGA Active Trust
Arthur Jensen
Arthur Jensen
Deputy Treasurer
XXXX