0001410368-26-040888.txt : 20260427
0001410368-26-040888.hdr.sgml : 20260427
20260427151359
ACCESSION NUMBER: 0001410368-26-040888
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260427
DATE AS OF CHANGE: 20260427
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
EIN: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 26900064
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000012068
Columbia Balanced Fund
C000032838
Columbia Balanced Fund Class A
CBLAX
C000032840
Columbia Balanced Fund Class C
CBLCX
C000032842
Columbia Balanced Fund Institutional Class
CBALX
C000094665
Columbia Balanced Fund Class R
CBLRX
C000094667
Columbia Balanced Fund Institutional 2 Class
CLREX
C000122660
Columbia Balanced Fund Institutional 3 Class
CBDYX
C000253713
Columbia Balanced Fund Class S
CBABX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000012068
C000094665
C000094667
C000122660
C000032838
C000032842
C000253713
C000032840
COLUMBIA FUNDS SERIES TRUST I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02210
1800-345-6611
Columbia Balanced Fund
S000012068
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2026-08-31
2026-02-28
N
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
263678632.65000000
0.00000000
0.00000000
2708561.54000000
EUR
USD
N
60% SNP500 / 40% LEH_AGG Index
SNPLEHAGU
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
558607.00000000
NS
USD
136071079.13000000
1.347928768184
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAE9
227000.00000000
PA
USD
235304.78000000
0.002330944123
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
7.88000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AG1
459000.00000000
PA
USD
468770.15000000
0.004643666934
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4
85573PAD4
3475000.00000000
PA
USD
2741712.10000000
0.027159574520
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Floating
2.40000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
138000.00000000
PA
USD
135435.14000000
0.001341629114
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAL9
141000.00000000
PA
USD
141313.87000000
0.001399864188
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
6.13000000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
143000.00000000
PA
USD
125769.16000000
0.001245877301
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676BA2
11299000.00000000
PA
USD
11703949.83000000
0.115940071748
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
10500000.00000000
PA
USD
9290896.01000000
0.092036207062
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
12475000.00000000
PA
USD
12854157.57000000
0.127334102809
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
307000.00000000
PA
USD
309668.08000000
0.003067591704
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
11197000.00000000
PA
USD
9655141.56000000
0.095644446658
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
352000.00000000
PA
USD
365559.45000000
0.003621255172
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.63000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AR2
41000.00000000
PA
USD
42075.80000000
0.000416805552
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.38000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
2549003MM0537Y3QHI22
Angel Oak Mortgage Trust 2020-R1
034651AA7
1331939.39000000
PA
USD
1276219.70000000
0.012642313555
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AT2
8725000.00000000
PA
USD
8843357.51000000
0.087602862204
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.55000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
471000.00000000
PA
USD
472428.58000000
0.004679907574
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2021-NQM1
10569TAA6
3514281.38000000
PA
USD
3311421.60000000
0.032803153078
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.94000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BG8
163000.00000000
PA
USD
161544.91000000
0.001600274157
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
7.25000000
N
N
N
N
N
N
ALTICE LUXCO 3
N/A
ALTICE LUXCO 3
000000000
4672.00000000
NS
87589.99000000
0.000867672014
Long
EC
CORP
US
N
2
N
N
N
OHIO EDISON CO
N/A
Ohio Edison Co
677347CH7
7000000.00000000
PA
USD
7346087.94000000
0.072770814571
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
PRIMO / TRITON WATER HLD
N/A
Primo Water Holdings Inc / Triton Water Holdings Inc
74168RAB9
236000.00000000
PA
USD
231333.54000000
0.002291604767
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31403MUJ6
33317.11000000
PA
USD
34545.14000000
0.000342206354
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAK7
440000.00000000
PA
USD
457886.74000000
0.004535855182
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
9.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138X6FQ3
96430.94000000
PA
USD
97441.56000000
0.000965262293
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
31287RQW2
4083.09000000
PA
USD
4188.31000000
0.000041489665
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.00000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
104179.00000000
NS
USD
20293027.41000000
0.201024020786
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
72713.00000000
NS
USD
29741798.39000000
0.294624147348
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XXGE0
3515.65000000
PA
USD
3499.82000000
0.000034669439
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AX4N2
17801852.11000000
PA
USD
2466366.50000000
0.024431983486
Long
ABS-MBS
USGSE
US
N
2
2057-10-25
Floating
2.32000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAK2
116000.00000000
PA
USD
118930.65000000
0.001178134586
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.00000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KDP5
10350000.00000000
PA
USD
10513904.67000000
0.104151408670
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.82000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAD5
197000.00000000
PA
USD
192507.35000000
0.001906990058
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII
254900S53K9VTUR1UX42
Bayview Opportunity Master Fund VII 2024-CAR1 LLC
07336QAB8
329151.62000000
PA
USD
329929.64000000
0.003268304007
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
4.97000000
N
N
N
N
N
N
GNMA_51-56R
N/A
GNMA_51-56R
38383BEG3
38482425.85000000
PA
USD
3818080.06000000
0.037822144022
Long
ABS-CBDO
USGSE
US
N
2
2055-09-20
Floating
2.34000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
236000.00000000
PA
USD
231091.57000000
0.002289207796
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAA0
346000.00000000
PA
USD
323500.53000000
0.003204616834
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
A&D Mortgage Trust
984500FEB1BEC4C6Y473
A&D Mortgage Trust 2026-NQM1
00040DAC7
11999080.26000000
PA
USD
12028977.17000000
0.119159813260
Long
ABS-MBS
CORP
US
N
2
2071-02-25
Variable
4.91000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_5462
N/A
FREDDIE MAC FHLMC_5462
3137HFQ24
23993660.11000000
PA
USD
24143135.81000000
0.239163439582
Long
ABS-CBDO
USGA
US
N
2
2054-10-25
Floating
4.77000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
570000.00000000
PA
USD
588741.12000000
0.005832106996
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Blackrock Inc
529900VBK42Y5HHRMD23
Blackrock Inc
09290D101
92095.00000000
NS
USD
97918166.85000000
0.969983591435
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647CA3
330000.00000000
PA
USD
342606.94000000
0.003393886148
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
6.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2025-NQM6 Trust
69383RAF9
17636719.27000000
PA
USD
17724946.96000000
0.175584452439
Long
ABS-MBS
CORP
US
N
2
2070-12-25
Variable
4.99000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAE1
208000.00000000
PA
USD
205918.22000000
0.002039838990
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6
3136BQ2R9
31859129.35000000
PA
USD
3423550.18000000
0.033913905926
Long
ABS-CBDO
USGA
US
N
2
2049-09-25
Floating
2.27000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAG1
239000.00000000
PA
USD
252494.08000000
0.002501222422
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.13000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
31287TSL0
13031.82000000
PA
USD
13666.86000000
0.000135384784
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc
04020JAA4
363000.00000000
PA
USD
386623.68000000
0.003829918775
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
157000.00000000
PA
USD
166372.47000000
0.001648096274
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDS5
25863000.00000000
PA
USD
26569477.59000000
0.263198935645
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.80000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBU6
85000.00000000
PA
USD
55814.79000000
0.000552904861
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3128M5GV6
3493.38000000
PA
USD
3672.44000000
0.000036379424
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AC3
309000.00000000
PA
USD
314373.39000000
0.003114202805
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86
3136BXPP3
35322636.82000000
PA
USD
35264163.73000000
0.349329049799
Long
ABS-CBDO
USGA
US
N
2
2055-09-25
Floating
4.52000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2024-H2 Mortgage Trust
22757BAA2
1772262.74000000
PA
USD
1788020.81000000
0.017712247917
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.09000000
N
N
N
N
N
N
OBX TRUST OBX_23-NQM8
N/A
OBX TRUST OBX_23-NQM8
67118CAB7
4968383.16000000
PA
USD
5007383.97000000
0.049603464231
Long
ABS-CBDO
CORP
US
N
2
2063-09-25
Floating
7.25000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAE4
212000.00000000
PA
USD
218893.05000000
0.002168368481
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.63000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 55 CLO Ltd
26245MAC5
1297357.90000000
PA
USD
1299258.53000000
0.012870537671
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
4.95000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAT6
189000.00000000
PA
USD
192346.54000000
0.001905397064
Long
DBT
CORP
CA
N
2
2029-09-15
Fixed
5.63000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AD0
71000.00000000
PA
USD
69973.29000000
0.000693159863
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
9.13000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAY4
456000.00000000
PA
USD
448444.63000000
0.004442321039
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2025-1
75525PAA0
2208642.33000000
PA
USD
2214607.87000000
0.021938046477
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
4.96000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36266GAD9
2522000.00000000
PA
USD
2532985.77000000
0.025091918213
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.15000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2021-RPL2Trust
12656TAE8
2525000.00000000
PA
USD
1967540.35000000
0.019490579903
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4
N/A
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4
69382WAB8
4115000.00000000
PA
USD
4066576.33000000
0.040283763884
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Floating
4.50000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2023-2
68269HAA3
22150000.00000000
PA
USD
22551670.32000000
0.223398281172
Long
ABS-O
CORP
US
N
2
2036-09-15
Fixed
5.84000000
N
N
N
N
N
N
FNMA POOL BA4511 FN 12/45 FIXED 3.5
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E9AM8
203438.13000000
PA
USD
196086.95000000
0.001942449803
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSH7
8978.84000000
PA
USD
8929.46000000
0.000088455798
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AH4
84000.00000000
PA
USD
88797.02000000
0.000879628930
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.13000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
177351.00000000
NS
USD
88113297.33000000
0.872855930077
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
213800278TKDEXPH6140
Verus Securitization Trust 2022-1
92538WAA5
16743592.92000000
PA
USD
16149866.79000000
0.159981608051
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.72000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3142GTT30
19974048.96000000
PA
USD
19819485.57000000
0.196333085187
Long
ABS-MBS
USGA
US
N
2
2055-01-01
Fixed
4.50000000
N
N
N
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
343462.00000000
NS
USD
24900995.00000000
0.246670840942
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies
549300VC6J79YJCFU884
Carlyle US CLO 2023-3 Ltd
14318FAL8
19250000.00000000
PA
USD
19288384.50000000
0.191071964193
Long
ABS-CBDO
CORP
KY
N
2
2038-10-15
Floating
4.90000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
74000.00000000
PA
USD
73999.43000000
0.000733043062
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
205000.00000000
PA
USD
196028.65000000
0.001941872280
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
65342QAM4
284000.00000000
PA
USD
294302.51000000
0.002915379390
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCL2
6081000.00000000
PA
USD
6150405.37000000
0.060926306950
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
4.69000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
215000.00000000
PA
USD
214784.34000000
0.002127667338
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58
38382RCF3
15378874.54000000
PA
USD
1937221.46000000
0.019190239049
Long
ABS-CBDO
USGA
US
N
2
2051-04-20
Floating
2.52000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
110000.00000000
PA
USD
110114.71000000
0.001090803323
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
Pagaya Point of Sale Holdings Grantor Trust
N/A
Pagaya Point Of Sale Holdings Grantor Trust 2025-2
69549JAA9
7740000.00000000
PA
USD
7770720.06000000
0.076977247372
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
5.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513
3137HKF33
38010317.00000000
PA
USD
38913176.06000000
0.385476398130
Long
ABS-CBDO
USGA
US
N
2
2054-11-25
Floating
7.62000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2019-HY2
89177HAA0
1424277.90000000
PA
USD
1456421.29000000
0.014427401972
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
4.79000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC
92921EAA0
247000.00000000
PA
USD
263696.88000000
0.002612198072
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.25000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
477000.00000000
PA
USD
411502.95000000
0.004076374406
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
12500000.00000000
PA
USD
13020157.82000000
0.128978511849
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
384000.00000000
PA
USD
383080.44000000
0.003794819214
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AU8
68000.00000000
PA
USD
69959.84000000
0.000693026626
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAM0
145000.00000000
PA
USD
145222.54000000
0.001438583721
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.88000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L0PD3
33893263.17000000
PA
USD
29729168.04000000
0.294499030297
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAE2
3937000.00000000
PA
USD
3853634.60000000
0.038174349557
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
5.63000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBY5
10545000.00000000
PA
USD
10758881.33000000
0.106578163052
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.02000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2023-NQM8
10567MAA3
2582323.20000000
PA
USD
2600327.67000000
0.025759011360
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.39000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
154000.00000000
PA
USD
152541.58000000
0.001511086597
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
355000.00000000
PA
USD
364291.24000000
0.003608692203
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
SIX FLAGS ENT/SIX FLAG
N/A
Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co
83002YAA7
201000.00000000
PA
USD
204377.64000000
0.002024577906
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
6.63000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DUT56
24356075.73000000
PA
USD
24293017.12000000
0.240648173376
Long
ABS-MBS
USGA
US
N
2
2054-11-01
Fixed
4.50000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAB8
380000.00000000
PA
USD
356859.88000000
0.003535076678
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
9.50000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AM9
45000.00000000
PA
USD
40107.32000000
0.000397305663
Long
DBT
CORP
CA
N
2
2030-05-15
Fixed
6.88000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22
38381RDN6
20168498.18000000
PA
USD
2542553.82000000
0.025186699925
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Floating
2.27000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
3950000.00000000
PA
USD
2414155.34000000
0.023914776412
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BE5
180000.00000000
PA
USD
180012.20000000
0.001783212307
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.63000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BH9
184000.00000000
PA
USD
191592.01000000
0.001897922642
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
SIX FLAGS/CANADA WON
549300TUVLNQQ6BVKH61
Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp
150190AK2
123000.00000000
PA
USD
123079.57000000
0.001219234052
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
188000.00000000
PA
USD
184577.37000000
0.001828435172
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
866988.00000000
NS
USD
70616172.60000000
0.699528299144
Long
EC
CORP
US
N
1
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
004961AA6
129000.00000000
PA
USD
126557.78000000
0.001253689421
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
6.75000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CX0
2734000.00000000
PA
USD
2751372.52000000
0.027255271255
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
4.70000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
201000.00000000
PA
USD
204202.47000000
0.002022842661
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
31283HS63
35016.48000000
PA
USD
36722.83000000
0.000363778690
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDX4
4260000.00000000
PA
USD
4400899.64000000
0.043595591866
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.45000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
371559AB1
367000.00000000
PA
USD
378353.45000000
0.003747993350
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFJ0
1358000.00000000
PA
USD
1365338.65000000
0.013525131544
Long
DBT
CORP
US
N
2
2037-01-22
Fixed
4.90000000
N
N
N
N
N
N
TRANSOCEAN AQUILA LTD
N/A
Transocean Aquila Ltd
893790AA3
161246.14000000
PA
USD
165332.77000000
0.001637796939
Long
DBT
CORP
KY
N
2
2028-09-30
Fixed
8.00000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
772000.00000000
PA
USD
708720.26000000
0.007020627992
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAH4
115000.00000000
PA
USD
116998.29000000
0.001158992505
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BTFD0
30460655.88000000
PA
USD
2516050.18000000
0.024924153181
Long
ABS-MBS
USGSE
US
N
2
2054-09-25
Floating
2.33000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
257000.00000000
PA
USD
257331.06000000
0.002549137854
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
ROCKET COS INC
N/A
Rocket Cos Inc
77311WAA9
129000.00000000
PA
USD
132267.13000000
0.001310246606
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.13000000
N
N
N
N
N
N
SBNA Auto Lease Trust
N/A
SBNA Auto Lease Trust 2024-A
78414SAG9
8100000.00000000
PA
USD
8118872.19000000
0.080426064525
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.24000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
190000.00000000
PA
USD
188808.69000000
0.001870350897
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2025-NQM3 Trust
58004LAA5
8841263.29000000
PA
USD
8911163.20000000
0.088274549684
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
5.26000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39
38385EZR8
14234280.62000000
PA
USD
14799619.27000000
0.146605970201
Long
ABS-CBDO
USGA
US
N
2
2055-03-20
Floating
7.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7CQ7
14048.57000000
PA
USD
14680.29000000
0.000145423886
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAR6
205000.00000000
PA
USD
210610.98000000
0.002086325769
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
7.63000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
239000.00000000
PA
USD
230646.42000000
0.002284798112
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159
38384YAN1
94219010.39000000
PA
USD
7059821.03000000
0.069935036345
Long
ABS-CBDO
USGA
US
N
2
2054-10-20
Floating
1.84000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAS3
386000.00000000
PA
USD
402730.83000000
0.003989477228
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.38000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AK3
45000.00000000
PA
USD
46786.70000000
0.000463472027
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.38000000
N
N
N
N
N
N
LHOME Mortgage Trust
5299002NGIWITLMXOH85
LHOME Mortgage Trust 2024-RTL1
50205DAA7
4300000.00000000
PA
USD
4308906.59000000
0.042684302860
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
7.02000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3128LBJH2
17100.21000000
PA
USD
17814.63000000
0.000176472858
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
283612.00000000
NS
USD
65820672.96000000
0.652023774569
Long
EC
CORP
US
N
1
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29365BAB9
487000.00000000
PA
USD
496785.61000000
0.004921189863
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
361000.00000000
PA
USD
367193.01000000
0.003637437321
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.13000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
5512410.68000000
PA
USD
5529444.03000000
0.054775024404
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
5.89000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
223000.00000000
PA
USD
231849.31000000
0.002296714017
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.63000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAL2
197000.00000000
PA
USD
206462.04000000
0.002045226105
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
7.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA 10YR NOTE JUN 26
000000000
183.00000000
NC
USD
122541.38000000
0.001213902707
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10 Year U.S. Treasury Notes Futures
UXYM6 Comdty
2026-06-18
21239849.25000000
USD
122541.38000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
1014.00000000
NC
USD
1054991.12000000
0.010450809164
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
122241071.38000000
USD
1054991.12000000
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECH2
18308000.00000000
PA
USD
18254177.02000000
0.180827039089
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAL0
118000.00000000
PA
USD
120913.62000000
0.001197778013
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
7.38000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
176000.00000000
PA
USD
172528.76000000
0.001709080874
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
342000.00000000
PA
USD
322756.05000000
0.003197241968
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC CASL_24-A
N/A
COLLEGE AVE STUDENT LOANS LLC CASL_24-A
19424RAA6
18905646.39000000
PA
USD
19390302.09000000
0.192081566325
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Fixed
5.51000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900L7QTAO1E3CDI14
OBX 2023-NQM8 Trust
67118CAA9
6078884.02000000
PA
USD
6124138.88000000
0.060666109429
Long
ABS-MBS
CORP
US
N
2
2063-09-25
Variable
7.05000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
1685000.00000000
PA
USD
1630957.70000000
0.016156370755
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
192000.00000000
PA
USD
192027.59000000
0.001902237525
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AG9
138000.00000000
PA
USD
139479.64000000
0.001381694189
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
347000.00000000
PA
USD
368963.49000000
0.003654975809
Long
DBT
CORP
BM
N
2
2031-07-15
Fixed
9.13000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAA8
456000.00000000
PA
USD
473985.69000000
0.004695332405
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.38000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAC7
387000.00000000
PA
USD
402989.17000000
0.003992036360
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
CALIFORNIA BUYER/ATLANTI
N/A
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC
13005HAA8
181000.00000000
PA
USD
180246.82000000
0.001785536468
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
6.38000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AB2
154000.00000000
PA
USD
174761.47000000
0.001731198242
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
7.75000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAD4
576000.00000000
PA
USD
601776.64000000
0.005961237687
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
8.63000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
120472.00000000
NS
USD
62779163.92000000
0.621894392484
Long
EC
CORP
US
N
1
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2024-1
74113QAE1
1167133.44000000
PA
USD
1167800.22000000
0.011568303287
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.71000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QVWP5
40255418.87000000
PA
USD
40570093.87000000
0.401889931387
Long
ABS-MBS
USGA
US
N
2
2054-12-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAT9
2816000.00000000
PA
USD
2839759.89000000
0.028130842166
Long
DBT
CORP
US
N
2
2037-01-30
Fixed
5.07000000
N
N
N
N
N
N
Tricon American Homes
N/A
TRICON AMERICAN HOMES TAH_20-SFR2
89613JAG5
6775000.00000000
PA
USD
6479489.41000000
0.064186234391
Long
ABS-MBS
CORP
US
N
2
2039-11-17
Fixed
2.28000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
47000.00000000
PA
USD
39762.97000000
0.000393894510
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
725000.00000000
PA
USD
686919.72000000
0.006804670455
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
1261229 BC LTD
N/A
1261229 BC Ltd
68288AAA5
586000.00000000
PA
USD
608758.01000000
0.006030395582
Long
DBT
CORP
CA
N
2
2032-04-15
Fixed
10.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAE3
189000.00000000
PA
USD
191047.20000000
0.001892525719
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
4968000.00000000
PA
USD
4548966.33000000
0.045062349919
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AC0
825424.00000000
PA
USD
901493.41000000
0.008930251082
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
10.75000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
1073006.00000000
NS
USD
97493325.16000000
0.965775082621
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AN0
274000.00000000
PA
USD
271984.68000000
0.002694297546
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CK6
9900000.00000000
PA
USD
10092831.92000000
0.099980235215
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.60000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AM2
361000.00000000
PA
USD
358076.33000000
0.003547126909
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
476280.00000000
NS
USD
59096822.40000000
0.585416883077
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AM2
408000.00000000
PA
USD
412688.70000000
0.004088120521
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
417000.00000000
PA
USD
381828.24000000
0.003782414841
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
187232.00000000
NS
USD
11642085.76000000
0.115327242334
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2023-3
02530EAE4
2588749.02000000
PA
USD
2598109.94000000
0.025737042385
Long
ABS-O
CORP
US
N
2
2029-10-12
Fixed
6.44000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
241897.00000000
NS
USD
29361457.86000000
0.290856469856
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BU3V0
30098333.20000000
PA
USD
30519712.87000000
0.302330217686
Long
ABS-MBS
USGSE
US
N
2
2055-02-25
Floating
5.47000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAD8
342000.00000000
PA
USD
352563.58000000
0.003492517257
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
OSAIC HOLDINGS INC
549300XL60BDV6UW5C86
Osaic Holdings Inc
00791GAC1
447000.00000000
PA
USD
445755.19000000
0.004415679275
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
8.00000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
58197.00000000
NS
USD
23998696.89000000
0.237732618450
Long
EC
CORP
US
N
1
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
118000.00000000
PA
USD
118726.68000000
0.001176114046
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAG6
198000.00000000
PA
USD
204180.57000000
0.002022625718
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.88000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2024-2
75525HAA8
445071.17000000
PA
USD
446324.71000000
0.004421320977
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
5.88000000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1
17030JAA4
9648159.33000000
PA
USD
9396564.28000000
0.093082963669
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
4.01000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
4050000.00000000
PA
USD
3645281.49000000
0.036110390392
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAC1
350927.77000000
PA
USD
341048.91000000
0.003378452203
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.87000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBZ7
2449000.00000000
PA
USD
2472723.51000000
0.024494956431
Long
DBT
CORP
US
N
2
2035-12-04
Fixed
4.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052631
31000000.00000000
PA
USD
31497016.49000000
0.312011449532
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAG0
500000.00000000
PA
USD
501712.25000000
0.004969993472
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.88000000
N
N
N
N
N
N
WHITE CAP SUPPLY HOLDING
254900L2N0T6GULCL366
White Cap Supply Holdings LLC
96467GAC2
374000.00000000
PA
USD
380025.58000000
0.003764557576
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BUS35
16069653.17000000
PA
USD
16186362.24000000
0.160343134301
Long
ABS-MBS
USGSE
US
N
2
2054-07-25
Variable
4.87000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
422000.00000000
PA
USD
421483.75000000
0.004175244846
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
38385BEL0
61348209.45000000
PA
USD
6288424.59000000
0.062293534126
Long
ABS-CBDO
USGA
US
N
2
2054-12-20
Floating
2.39000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAD4
90000.00000000
PA
USD
94775.12000000
0.000938848369
Long
DBT
US
N
2
2029-06-15
Fixed
8.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIX LTD
55820CAW5
17450000.00000000
PA
USD
17479926.75000000
0.173157266648
Long
ABS-CBDO
CORP
KY
N
2
2038-03-25
Floating
4.85000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
103000.00000000
PA
USD
103261.26000000
0.001022912612
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2024-NQM1 Trust
693977AA8
2473156.63000000
PA
USD
2497748.46000000
0.024742855178
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F3D5
2659.35000000
PA
USD
2843.66000000
0.000028169476
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.50000000
N
N
N
N
N
N
APLD COMPUTECO LLC
N/A
APLD ComputeCo LLC
00202DAA5
574000.00000000
PA
USD
602567.53000000
0.005969072294
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
9.25000000
N
N
N
N
N
N
BROADSTREET PARTNERS GRP
549300BS9N54G8DD0R75
Broadstreet Partners Group LLC
11135RAA3
433000.00000000
PA
USD
419474.30000000
0.004155339107
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
7156000.00000000
PA
USD
6353530.56000000
0.062938478008
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31406AWB4
15737.86000000
PA
USD
16317.94000000
0.000161646551
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNQE5
30790548.79000000
PA
USD
25850970.69000000
0.256081360575
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1
N/A
EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1
29445FAA6
15911.72000000
PA
USD
15441.37000000
0.000152963193
Long
ABS-CBDO
CORP
US
N
2
2032-12-25
Floating
4.01000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382F5U4
9752874.57000000
PA
USD
1293965.56000000
0.012818105173
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Floating
2.42000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
3586000.00000000
PA
USD
3474581.48000000
0.034419425231
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
177000.00000000
PA
USD
171430.62000000
0.001698202630
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AQ2
183000.00000000
PA
USD
187552.62000000
0.001857908187
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.38000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBM8
86210.00000000
PA
USD
68983.03000000
0.000683350284
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.75000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2025-NQM5 Trust
36831KAC8
19154052.50000000
PA
USD
19248315.34000000
0.190675036545
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
0.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDU1
262000.00000000
PA
USD
272068.09000000
0.002695123811
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-CS01
N/A
STRUCTURED AGENCY CREDIT RISK STACR_20-CS01
3137G0WL9
8622732.29000000
PA
USD
8351528.39000000
0.082730771646
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Floating
4.45000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
201000.00000000
PA
USD
201956.70000000
0.002000595920
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.13000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
2197421.01000000
PA
USD
2152002.08000000
0.021317869538
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE
77340RAU1
123000.00000000
PA
USD
129479.05000000
0.001282627708
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.75000000
N
N
N
N
N
N
ALPHA GENERATION LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAA9
182000.00000000
PA
USD
189271.17000000
0.001874932253
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55
38382PHU9
15758740.20000000
PA
USD
2235716.11000000
0.022147146046
Long
ABS-CBDO
USGA
US
N
2
2051-03-20
Floating
2.52000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
254900UDLJF220C8I638
Ellington Financial Mortgage Trust 2022-2
31572YAA6
25769341.65000000
PA
USD
25677064.21000000
0.254358631918
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.30000000
N
N
N
N
N
N
BELRON UK FINANCE PLC
9845006BC9D1A77B8178
Belron UK Finance PLC
080782AA3
91000.00000000
PA
USD
93050.32000000
0.000921762390
Long
DBT
CORP
GB
N
2
2029-10-15
Fixed
5.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377DD1
219000.00000000
PA
USD
222894.73000000
0.002208009378
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
5019000.00000000
PA
USD
3596910.85000000
0.035631227754
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
12511VAA6
185000.00000000
PA
USD
186482.83000000
0.001847310780
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINME
529900AS2CYWYFHRS781
Six Flags Entertainment Corp
83001AAD4
686000.00000000
PA
USD
673748.78000000
0.006674198285
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AY3
5373000.00000000
PA
USD
5474368.12000000
0.054229438935
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 16-R Ltd
67122KAC1
16800000.00000000
PA
USD
16817858.40000000
0.166598775445
Long
ABS-CBDO
CORP
KY
N
2
2038-10-20
Floating
4.87000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31391BQN0
17102.59000000
PA
USD
17732.97000000
0.000175663929
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BU3
4231000.00000000
PA
USD
4228649.32000000
0.041889269236
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
4.65000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
400000.00000000
PA
USD
381337.08000000
0.003777549379
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.88000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-B
00835AAA6
9472000.00000000
PA
USD
9496212.33000000
0.094070083593
Long
ABS-O
CORP
US
N
2
2029-09-15
Fixed
4.62000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AD2
408000.00000000
PA
USD
417637.65000000
0.004137145135
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BM8
5155000.00000000
PA
USD
5215769.04000000
0.051667739994
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.95000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
265000.00000000
PA
USD
102517.78000000
0.001015547651
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BXQA5
48020827.65000000
PA
USD
4405954.16000000
0.043645662263
Long
ABS-MBS
USGSE
US
N
2
2055-10-25
Floating
2.23000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
263000.00000000
PA
USD
265665.76000000
0.002631701923
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
2549003MM0537Y3QHI22
Angel Oak Mortgage Trust 2022-6
03465VAA1
20042022.13000000
PA
USD
19979368.76000000
0.197916898241
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
4.30000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAM0
152000.00000000
PA
USD
157352.90000000
0.001558747839
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
7.38000000
N
N
N
N
N
N
ION PLATFORM FINANCE US
213800FKHT3BRRKMCC89
ION Platform Finance US Inc
46205QAB4
388000.00000000
PA
USD
311910.60000000
0.003089806250
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
7.88000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECN9
9518000.00000000
PA
USD
8580580.53000000
0.084999776720
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.38000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS
5493007L0E0VKRC2CP39
Focus Financial Partners LLC
34417VAA5
318000.00000000
PA
USD
317761.91000000
0.003147769699
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
6.75000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAC6
238000.00000000
PA
USD
238208.67000000
0.002359710242
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
8.25000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
841000.00000000
PA
USD
688036.86000000
0.006815736915
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
243000.00000000
PA
USD
237558.03000000
0.002353264961
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
ALTICE FRAN LUX 3/HOLD 1
N/A
Altice France Lux 3 / Altice Holdings 1
020956AA6
41200.00000000
PA
USD
38766.39000000
0.000384022326
Long
DBT
CORP
LU
N
2
2033-01-15
Fixed
10.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
415504.00000000
NS
USD
70527648.96000000
0.698651378334
Long
EC
CORP
US
N
1
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
81000.00000000
PA
USD
83064.58000000
0.000822843014
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.38000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
210000.00000000
PA
USD
202882.58000000
0.002009767747
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2022-NQM1
12569CAA9
3655396.76000000
PA
USD
3644918.57000000
0.036106795283
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
5.19000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-HX1
N/A
COLT MORTGAGE LOAN TRUST COLT_21-HX1
19688KAD6
3250000.00000000
PA
USD
2415050.95000000
0.023923648382
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Floating
2.36000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
37000.00000000
PA
USD
35960.68000000
0.000356228784
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
485138.00000000
NS
USD
102902621.18000000
1.019359913193
Long
EC
CORP
US
N
1
N
N
N
QXO BUILDING PRODUCTS
549300HDXQWWCBOYXP31
QXO Building Products Inc
74825NAA5
274000.00000000
PA
USD
283966.95000000
0.002812994675
Long
DBT
CORP
US
N
2
2032-04-30
Fixed
6.75000000
N
N
N
N
N
N
MPOWER Education Trust
N/A
MPOWER Education Trust 2024-A
62476DAA4
4966909.46000000
PA
USD
5147502.81000000
0.050991490375
Long
ABS-O
CORP
US
N
2
2041-07-22
Fixed
6.78000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAA4
40874514.24000000
PA
USD
40129707.02000000
0.397527431228
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.30000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AB1
274000.00000000
PA
USD
274969.55000000
0.002723865858
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.25000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
216544.00000000
NS
USD
32065835.52000000
0.317646207038
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3132JNRJ8
99899.83000000
PA
USD
96570.04000000
0.000956628961
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSOCEAN INTERNTNL LTD
DOL4HJ22ADYSIWES4H94
Transocean International Ltd
893830BY4
71000.00000000
PA
USD
73911.14000000
0.000732168455
Long
DBT
CORP
BM
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
627167.00000000
NS
USD
195525583.92000000
1.936888875776
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128S4EM5
3067.98000000
PA
USD
3190.14000000
0.000031601729
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Floating
6.41000000
N
N
N
N
N
N
altice Luxembourg SA
2221006ZDZREFLFIFQ42
altice Luxembourg SA
000000000
172.27000000
NS
2697.10000000
0.000026717644
N/A
DE
LU
Y
3
N/A
N/A
altice Luxembourg SA
altice Luxembourg SA
2099-12-31
XXXX
2687.07000000
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EUKY4
242473.23000000
PA
USD
233901.00000000
0.002317038189
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8X3
2237000.00000000
PA
USD
2208853.97000000
0.021881047978
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.50000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAE2
521000.00000000
PA
USD
539126.14000000
0.005340617847
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
7.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DTPP9
77737282.28000000
PA
USD
76236464.54000000
0.755203268726
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
675000.00000000
PA
USD
699051.51000000
0.006924848739
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.63000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC
91327CAA6
107000.00000000
PA
USD
108442.26000000
0.001074235927
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.63000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BG0
164000.00000000
PA
USD
172611.78000000
0.001709903276
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.50000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE TRUST RMLT_20-1
N/A
RESIDENTIAL MORTGAGE TRUST RMLT_20-1
76119CAC5
41309.39000000
PA
USD
41081.03000000
0.000406951297
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Floating
2.68000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2026-R1
694971AA0
11950000.00000000
PA
USD
11948794.25000000
0.118365516152
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
4.71000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAD6
60000.00000000
PA
USD
62474.97000000
0.000618881028
Long
DBT
CORP
FR
N
2
2032-08-15
Fixed
6.38000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
107000.00000000
PA
USD
102516.81000000
0.001015538043
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAD5
60000.00000000
PA
USD
60635.13000000
0.000600655456
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.63000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
358307.00000000
NS
USD
114708402.98000000
1.136308738916
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEJ1
31991000.00000000
PA
USD
32956586.57000000
0.326470043619
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
5.00000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2024-1PL
00092BAA2
276638.86000000
PA
USD
277827.38000000
0.002752175704
Long
ABS-O
CORP
US
N
2
2031-04-25
Fixed
5.90000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAN3
186000.00000000
PA
USD
192510.77000000
0.001907023937
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.63000000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287DAA1
465000.00000000
PA
USD
445309.15000000
0.004411260775
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
8.13000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
362000.00000000
PA
USD
354717.76000000
0.003513856701
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
201000.00000000
PA
USD
208859.94000000
0.002068979855
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
419315.00000000
NS
USD
32224357.75000000
0.319216538335
Long
EC
CORP
US
N
1
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAB4
175000.00000000
PA
USD
171382.59000000
0.001697726841
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAM0
262000.00000000
PA
USD
266587.15000000
0.002640829271
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.25000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BK7
1889000.00000000
PA
USD
1879115.42000000
0.018614636920
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
670000.00000000
PA
USD
595611.78000000
0.005900168191
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658CA8
332000.00000000
PA
USD
344924.42000000
0.003416843252
Long
DBT
CORP
PA
N
2
2032-08-01
Fixed
5.75000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807306
265148.00000000
NS
USD
62015465.72000000
0.614329149521
Long
EC
CORP
US
N
1
N
N
N
OAKC_21-8A
N/A
OAKC_21-8A
67707GAQ2
4025000.00000000
PA
USD
4037630.45000000
0.039997024155
Long
ABS-MBS
CORP
KY
N
2
2038-01-20
Floating
4.95000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
54000.00000000
PA
USD
42974.43000000
0.000425707438
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AJ6
214000.00000000
PA
USD
200673.95000000
0.001987888917
Long
DBT
CORP
CA
N
2
2029-07-01
Fixed
7.63000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
145000.00000000
PA
USD
110422.89000000
0.001093856174
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2021-2R Mortgage Loan Trust
12656YAA5
1424684.73000000
PA
USD
1296972.57000000
0.012847892805
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Fixed
0.80000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BU9
4080000.00000000
PA
USD
4009162.40000000
0.039715017840
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAG3
302000.00000000
PA
USD
311191.50000000
0.003082682800
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E3E8
36220558.22000000
PA
USD
36851243.62000000
0.365050764176
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AP3B2
7320.06000000
PA
USD
7294.51000000
0.000072259880
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
BLACK PEARL COMPUTE LLC
N/A
Black Pearl Compute LLC
09216NAA8
300000.00000000
PA
USD
307190.36000000
0.003043047252
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MD6C2
67386.92000000
PA
USD
67012.47000000
0.000663829791
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
3.50000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
390070.00000000
NS
USD
24847459.00000000
0.246140509919
Long
EC
CORP
US
N
1
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Trust 2024-1
76088YAA8
984703.89000000
PA
USD
986103.06000000
0.009768399658
Long
ABS-O
CORP
US
N
2
2032-06-25
Fixed
7.09000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AR8
91000.00000000
PA
USD
78485.24000000
0.000777479781
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
6.88000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBD5
177000.00000000
PA
USD
181697.47000000
0.001799906699
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
7.38000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAJ0
135000.00000000
PA
USD
142550.35000000
0.001412112837
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2
61778XAA7
8104394.14000000
PA
USD
8205921.13000000
0.081288376863
Long
ABS-MBS
CORP
US
N
2
2070-07-25
Variable
5.44000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAH6
375000.00000000
PA
USD
371981.32000000
0.003684870625
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
7.38000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AQ2
2500000.00000000
PA
USD
2633033.62000000
0.026082998581
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FCH8
25510451.96000000
PA
USD
26182084.76000000
0.259361397621
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNTX0
23804168.37000000
PA
USD
21562768.35000000
0.213602155333
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
PEPSICO SINGAPORE FIN
254900DOMTCMUFROFJ76
Pepsico Singapore Financing I Pte Ltd
713466AA8
5433000.00000000
PA
USD
5474917.58000000
0.054234881921
Long
DBT
CORP
SG
N
2
2027-02-16
Fixed
4.65000000
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
102000.00000000
PA
USD
104698.64000000
0.001037151389
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300B0VI605XM3L529
Bain Capital Credit CLO 2019-1
05683VBJ2
8500000.00000000
PA
USD
8494381.50000000
0.084145883643
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
4.64000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2024-5
69544LAA9
1427251.09000000
PA
USD
1433482.90000000
0.014200172821
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
6.28000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
44984WAH0
130000.00000000
PA
USD
120432.45000000
0.001193011512
Long
DBT
CORP
GB
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AJ4
121000.00000000
PA
USD
124307.99000000
0.001231402858
Long
DBT
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
70000.00000000
PA
USD
68601.72000000
0.000679573003
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAK9
125000.00000000
PA
USD
125255.53000000
0.001240789250
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
8.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2021-NQM2
10569EAC5
310048.02000000
PA
USD
305136.15000000
0.003022698117
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.44000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAY4
188000.00000000
PA
USD
195308.22000000
0.001934735654
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.75000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389375AP1
109000.00000000
PA
USD
112587.13000000
0.001115295273
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
807000.00000000
PA
USD
780214.24000000
0.007728851907
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AE0
199000.00000000
PA
USD
208162.91000000
0.002062075032
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.88000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAG3
351000.00000000
PA
USD
374489.28000000
0.003709714636
Long
DBT
CORP
DE
N
2
2032-11-15
Fixed
8.00000000
N
N
Y
N
N
N
FIBERCOP SPA
8156007022402E114A31
Fibercop SpA
683879AH3
52000.00000000
PA
USD
53418.03000000
0.000529162404
Long
DBT
CORP
IT
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HJAU1
16953872.83000000
PA
USD
17156273.25000000
0.169951134483
Long
ABS-MBS
USGSE
US
N
2
2054-10-25
Floating
5.10000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
183000.00000000
PA
USD
182572.20000000
0.001808571830
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
3855000.00000000
PA
USD
3782288.20000000
0.037467587579
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2019-HY1
89177EAA7
1094227.85000000
PA
USD
1096124.69000000
0.010858280926
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Floating
4.79000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
203000.00000000
PA
USD
180703.27000000
0.001790058090
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
321000.00000000
PA
USD
319327.20000000
0.003163275562
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVKW3
35437066.55000000
PA
USD
36008070.74000000
0.356698239975
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.00000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAL6
132000.00000000
PA
USD
131689.68000000
0.001304526349
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.88000000
N
N
N
N
N
N
COLUMBUS MCKINNON CORP
549300W3HQB0HO1F3G69
Columbus McKinnon Corp/NY
199333AK1
72000.00000000
PA
USD
74220.85000000
0.000735236462
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.13000000
N
N
N
N
N
N
Verus Securitization Trust
2138005NRONUFED1TZ38
Verus Securitization Trust 2024-3
92540MAA3
6308617.86000000
PA
USD
6381866.59000000
0.063219176524
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.34000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
2549005YTE90D77H8V23
EFMT 2025-NQM6
281916AE6
10952972.18000000
PA
USD
11014075.53000000
0.109106133035
Long
ABS-MBS
CORP
US
N
2
2070-12-25
Variable
5.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
937175.00000000
NS
USD
368066109.50000000
3.646086301077
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3128M4CE1
4340.53000000
PA
USD
4540.21000000
0.000044975609
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAG3
246000.00000000
PA
USD
254236.94000000
0.002518487304
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.13000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AB3
256000.00000000
PA
USD
253856.05000000
0.002514714184
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
5.88000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAK2
462000.00000000
PA
USD
447468.25000000
0.004432648957
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFP2
3065000.00000000
PA
USD
3130305.38000000
0.031009004278
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.65000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
388000.00000000
PA
USD
397941.45000000
0.003942033325
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
274761.00000000
NS
USD
48489821.28000000
0.480343255049
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAM1
107000.00000000
PA
USD
107173.47000000
0.001061667213
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.38000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
83000.00000000
PA
USD
73612.25000000
0.000729207632
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-3
59980XAC1
1621574.55000000
PA
USD
1606745.09000000
0.015916519100
Long
ABS-MBS
CORP
US
N
2
2058-08-25
Variable
3.50000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
206000.00000000
PA
USD
199604.51000000
0.001977294977
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
184000.00000000
PA
USD
184109.49000000
0.001823800322
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
53112.00000000
NS
USD
9496956.72000000
0.094077457568
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20753YCK6
7200000.00000000
PA
USD
7350207.84000000
0.072811626563
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.77000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST4
91533MAA4
5244296.14000000
PA
USD
5284106.64000000
0.052344696608
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.50000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
189783.00000000
NS
USD
31149083.79000000
0.308564806067
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
216802.00000000
NS
USD
80715384.60000000
0.799571735838
Long
EC
CORP
US
N
1
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAX8
217000.00000000
PA
USD
221941.34000000
0.002198565036
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573
3137HMSM3
29486825.69000000
PA
USD
1704338.52000000
0.016883285827
Long
ABS-CBDO
USGA
US
N
2
2055-09-25
Floating
1.48000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3128MJSL5
213593.26000000
PA
USD
207466.23000000
0.002055173675
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886DA9
16589000.00000000
PA
USD
16814663.48000000
0.166567126364
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BDN3
86426.64000000
PA
USD
87332.40000000
0.000865120311
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2020-RPL1
10568YAA6
873748.47000000
PA
USD
863107.00000000
0.008549992862
Long
ABS-MBS
CORP
US
N
2
2059-05-26
Variable
2.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
1657956.35000000
PA
USD
1630560.45000000
0.016152435571
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAP6
87000.00000000
PA
USD
89299.10000000
0.000884602566
Long
DBT
US
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAC8
304000.00000000
PA
USD
314998.94000000
0.003120399543
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.25000000
N
N
N
N
N
N
Greensky Home Improvement Issuer Trust
N/A
GreenSky Home Improvement Issuer Trust 2025-2
39571VAD0
14294807.54000000
PA
USD
14506279.20000000
0.143700124802
Long
ABS-O
CORP
US
N
2
2060-06-25
Fixed
4.89000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
543000.00000000
PA
USD
551297.99000000
0.005461192968
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31413HCQ9
17114.98000000
PA
USD
17882.98000000
0.000177149937
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
5.50000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
141000.00000000
PA
USD
138542.35000000
0.001372409334
Long
DBT
US
N
2
2029-05-15
Fixed
4.88000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377DC3
244000.00000000
PA
USD
247450.34000000
0.002451258813
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_5440
N/A
FREDDIE MAC FHLMC_5440
3137HDZC7
41066429.44000000
PA
USD
3696894.43000000
0.036621671460
Long
ABS-CBDO
USGA
US
N
2
2054-07-25
Floating
2.23000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAM5
77000.00000000
PA
USD
79519.86000000
0.000787728793
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
9055000.00000000
PA
USD
9423213.40000000
0.093346951547
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
2740049.00000000
NS
USD
485509282.31000000
4.809485843946
Long
EC
CORP
US
N
1
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAE3
65000.00000000
PA
USD
64596.08000000
0.000639892878
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
7.38000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
524167.00000000
NS
USD
97893428.92000000
0.969738535926
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
ANGEL OAK MORTGAGE TRUST AOMT_20-6
03465AAC3
490157.05000000
PA
USD
463157.73000000
0.004588069944
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.78000000
N
N
N
N
N
N
ALBERTSONS COS INC
549300YKWOC0AOR16R51
Albertsons Cos Inc
01309QAE8
257000.00000000
PA
USD
257985.98000000
0.002555625533
Long
DBT
CORP
US
N
2
2032-03-31
Fixed
5.63000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2024-3
69547XAA0
4896071.52000000
PA
USD
4921577.11000000
0.048753456015
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
6.26000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
75000.00000000
PA
USD
78403.54000000
0.000776670456
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AW6
195000.00000000
PA
USD
185339.71000000
0.001835986960
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.38000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
99432.00000000
NS
USD
21027879.36000000
0.208303510962
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFD3
6345000.00000000
PA
USD
6361060.43000000
0.063013069379
Long
DBT
CORP
US
N
2
2031-10-22
Fixed
4.26000000
N
N
N
N
N
N
Verus Securitization Trust
213800278TKDEXPH6140
Verus Securitization Trust 2021-R1
92538BAC7
376115.82000000
PA
USD
371077.52000000
0.003675917525
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
1.26000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
159844.00000000
NS
USD
38496828.96000000
0.381352037264
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
3544000.00000000
PA
USD
2808309.43000000
0.027819291908
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
VISTA POINT SECURITIZATION TRUST VSTA_25-CES2
N/A
VISTA POINT SECURITIZATION TRUST VSTA_25-CES2
92842UAC6
8950000.00000000
PA
USD
9123278.27000000
0.090375775064
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Floating
6.12000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAN8
56000.00000000
PA
USD
55932.24000000
0.000554068328
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
6.85000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
515588.00000000
NS
USD
160569570.84000000
1.590612385924
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
180433.00000000
NS
USD
52293092.06000000
0.518018697401
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
254900ULYEY0HX0PKA54
Pagaya AI Debt Trust 2024-2
694961AA1
625462.15000000
PA
USD
627847.48000000
0.006219497087
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
6.32000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1
126407AD7
1075000.00000000
PA
USD
885438.26000000
0.008771207744
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.13000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAC0
4100000.00000000
PA
USD
4058869.62000000
0.040207420725
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EMT43
19279.22000000
PA
USD
19239.26000000
0.000190585333
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CQ4
246000.00000000
PA
USD
256096.47000000
0.002536907927
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
8.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BH9
215000.00000000
PA
USD
213167.56000000
0.002111651413
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
237000.00000000
PA
USD
237106.08000000
0.002348787915
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE JUN 26
000000000
-1438.00000000
NC
USD
-519371.08000000
-0.00514492296
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUM6 Comdty
2026-06-30
-300415832.76000000
USD
-519371.08000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384UXN4
44202513.95000000
PA
USD
5283942.00000000
0.052343065673
Long
ABS-MBS
USGA
US
N
2
2054-08-20
Floating
2.99000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
97000.00000000
PA
USD
92133.37000000
0.000912679025
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AD4
109000.00000000
PA
USD
106816.85000000
0.001058134512
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
9.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
145000.00000000
PA
USD
155869.47000000
0.001544052887
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
7.20000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
471464.00000000
NS
USD
49994042.56000000
0.495244166764
Long
EC
CORP
US
N
1
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
4559000.00000000
PA
USD
4874372.04000000
0.048285839588
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
420000.00000000
PA
USD
409768.87000000
0.004059196500
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TR
N/A
NEW RESIDENTIAL MORTGAGE LOAN TR
64829HAA5
514720.88000000
PA
USD
500560.03000000
0.004958579508
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Fixed
3.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
470000.00000000
PA
USD
468984.60000000
0.004645791289
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBQ5
200000.00000000
PA
USD
183756.38000000
0.001820302392
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AD8
740000.00000000
PA
USD
789055.13000000
0.007816430326
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNB44
24532190.69000000
PA
USD
21396644.80000000
0.211956524876
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
9206552.62000000
PA
USD
8491867.27000000
0.084120977521
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.07000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBD1
411000.00000000
PA
USD
417576.12000000
0.004136535615
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
7.75000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
636000.00000000
PA
USD
599694.88000000
0.005940615640
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74
38382RHM3
18236643.40000000
PA
USD
2596549.70000000
0.025721586548
Long
ABS-CBDO
USGA
US
N
2
2051-04-20
Floating
2.52000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
621063.00000000
NS
USD
79465010.85000000
0.787185453908
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CY6
289000.00000000
PA
USD
289681.00000000
0.002869598418
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAJ5
232000.00000000
PA
USD
231399.45000000
0.002292257675
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAC7
28000.00000000
PA
USD
29637.37000000
0.000293589673
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.63000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AF3
130000.00000000
PA
USD
136752.48000000
0.001354678768
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
173000.00000000
PA
USD
177967.76000000
0.001762959954
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND JUN 26
000000000
1619.00000000
NC
USD
1468531.76000000
0.014547369058
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM6 Comdty
2026-06-18
190332374.49000000
USD
1468531.76000000
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10
3136BUS68
13490836.42000000
PA
USD
13473375.23000000
0.133468112351
Long
ABS-CBDO
USGA
US
N
2
2055-02-25
Floating
4.52000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAD6
193000.00000000
PA
USD
199060.58000000
0.001971906771
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAD5
466000.00000000
PA
USD
515162.75000000
0.005103234981
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
9.63000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BZ9
67000.00000000
PA
USD
69282.83000000
0.000686320122
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QH7
5420000.00000000
PA
USD
5511336.99000000
0.054595654914
Long
DBT
CORP
US
N
2
2036-09-11
Fixed
5.17000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QVE67
24696188.15000000
PA
USD
25494739.64000000
0.252552513126
Long
ABS-MBS
USGA
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
478328.00000000
NS
USD
41370588.72000000
0.409819684307
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040636
10000000.00000000
PA
USD
9718133.40000000
0.096268447833
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.00000000
N
N
N
N
N
N
Progress Residential Trust
5493002EEQ4GX2578787
Progress Residential 2024-SFR1 Trust
74331QAA5
9458041.17000000
PA
USD
9216316.34000000
0.091297416106
Long
ABS-O
CORP
US
N
2
2041-02-17
Fixed
3.35000000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
254970.00000000
NS
USD
32149167.30000000
0.318471696953
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya Ai Debt Grantor Trust 2025-6
69549BAC2
10149064.59000000
PA
USD
10125544.13000000
0.100304284449
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
4.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032633
52000000.00000000
PA
USD
48998583.40000000
0.485383084983
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913UAN0
4579000.00000000
PA
USD
4596889.84000000
0.045537083259
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
4.45000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320BE5
53000.00000000
PA
USD
52956.74000000
0.000524592836
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
254900UDLJF220C8I638
Ellington Financial Mortgage Trust 2019-2
31573TAC2
238527.80000000
PA
USD
235164.41000000
0.002329553609
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.05000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AP9
243000.00000000
PA
USD
260218.66000000
0.002577742603
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.50000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
74984CAA6
58000.00000000
PA
USD
58384.14000000
0.000578357005
Long
DBT
US
N
2
2034-03-15
Fixed
5.75000000
N
N
N
N
N
N
CHOBANI HOLDCO II LLC
N/A
Chobani Holdco II LLC
169918AA7
228113.00000000
PA
USD
244937.67000000
0.002426368144
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
8.75000000
N
N
Y
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
5280000.00000000
PA
USD
4706486.69000000
0.046622756629
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
CD&R SMOKEY / RADIO SYS
N/A
CD&R Smokey Buyer Inc / Radio Systems Corp
12515KAA6
79000.00000000
PA
USD
65006.87000000
0.000643962190
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
COLT Funding LLC
213800DOQUYA3TO33M98
COLT 2025-7 Mortgage Loan Trust
19689CAA9
27876186.39000000
PA
USD
28203193.57000000
0.279382630098
Long
ABS-MBS
CORP
US
N
2
2070-06-25
Variable
5.47000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AP6
39000.00000000
PA
USD
39634.80000000
0.000392624850
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAW9
91000.00000000
PA
USD
98875.22000000
0.000979464220
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
11.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JJ96
45906930.87000000
PA
USD
8639408.95000000
0.085582534791
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493001UQE7OCP3UT106
GS Mortgage Securities Corp Trust 2023-SHIP
36270GAA9
6825000.00000000
PA
USD
6814545.22000000
0.067505318564
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
4.32000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AQ4
74000.00000000
PA
USD
76202.70000000
0.000754868795
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.88000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
119000.00000000
PA
USD
108527.29000000
0.001075078240
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
OPAL BIDCO
969500R96XT7XY2UJ564
OPAL BIDCO
68348BAA1
155000.00000000
PA
USD
159597.00000000
0.001580978037
Long
DBT
CORP
FR
N
2
2032-03-31
Fixed
6.50000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AD8
544000.00000000
PA
USD
572169.40000000
0.005667946484
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.13000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2021-INV1 Trust
552747AC1
78523.34000000
PA
USD
77070.74000000
0.000763467654
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
1.26000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AY0
249000.00000000
PA
USD
252980.55000000
0.002506041425
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
6.50000000
N
N
N
N
N
N
QNITY ELECTRONICS INC
254900RSUG4J9TFFZX53
Qnity Electronics Inc
74743LAB6
118000.00000000
PA
USD
122601.69000000
0.001214500142
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.25000000
N
N
N
N
N
N
Marvell Technology Inc
254900WVU0BM7ZCJ9E93
Marvell Technology Inc
573874104
389240.00000000
NS
USD
31797015.60000000
0.314983259805
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAJ0
377000.00000000
PA
USD
384622.80000000
0.003810097930
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
7.38000000
N
N
N
N
N
N
MPOWER Education Trust
N/A
MPOWER Education Trust 2025-1
62477DAA3
10639691.30000000
PA
USD
10860225.50000000
0.107582084848
Long
ABS-O
CORP
US
N
2
2042-12-22
Fixed
6.25000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAY6
51000.00000000
PA
USD
51916.38000000
0.000514286963
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-5
69548WAC7
12499517.02000000
PA
USD
12579673.92000000
0.124615050307
Long
ABS-O
CORP
US
N
2
2033-03-15
Fixed
5.44000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389286AA3
23000.00000000
PA
USD
18174.37000000
0.000180036465
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
824000.00000000
PA
USD
802988.65000000
0.007954456661
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAU3
477000.00000000
PA
USD
507319.47000000
0.005025538951
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
120000.00000000
PA
USD
115078.87000000
0.001139978608
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JMS4
2414.77000000
PA
USD
2503.78000000
0.000024802603
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Verus Securitization Trust
984500915DDB7T2ACA27
Verus Securitization Trust 2023-6
92539XAB0
2093952.53000000
PA
USD
2107297.92000000
0.020875027284
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
6.94000000
N
N
N
N
N
N
Seagate Data Storage Technology Pte Ltd
N/A
SEAGATE DATA STOR
81180LAQ8
76000.00000000
PA
USD
79946.07000000
0.000791950856
Long
DBT
CORP
SG
N
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
ASURION LLC/ASURION CO
N/A
Asurion LLC and Asurion Co-Issuer Inc
045941AB7
143000.00000000
PA
USD
142153.55000000
0.001408182111
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
8.38000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
459000.00000000
PA
USD
449768.75000000
0.004455437856
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
2600000.00000000
PA
USD
2478074.82000000
0.024547966849
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
6.52000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAB0
607000.00000000
PA
USD
520506.05000000
0.005156166051
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
9.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2018-1
89176EAA8
106699.36000000
PA
USD
106153.69000000
0.001051565207
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AC6
97000.00000000
PA
USD
97919.96000000
0.000970001354
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
10.38000000
N
N
N
N
N
N
ARCHROCK SERVICES/PARTNE
N/A
Archrock Services LP / Archrock Partners Finance Corp
03958CAA7
104000.00000000
PA
USD
105203.70000000
0.001042154546
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
CROSSCOUNTRY INTER
N/A
CrossCountry Intermediate HoldCo LLC
22757VAA8
151000.00000000
PA
USD
150606.77000000
0.001491920246
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.50000000
N
N
N
N
N
N
FLASH COMPUTE LLC
N/A
Flash Compute LLC
33853QAA9
186000.00000000
PA
USD
190523.58000000
0.001887338706
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
7.25000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAL2
14175000.00000000
PA
USD
14131267.29000000
0.139985232959
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.07000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAH8
413000.00000000
PA
USD
425388.34000000
0.004213923963
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
7.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust
91684NAA9
1109854.38000000
PA
USD
1112173.06000000
0.011017257100
Long
ABS-O
CORP
US
N
2
2034-11-20
Fixed
5.33000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-3
525931AB7
2188306.09000000
PA
USD
2228347.28000000
0.022074149947
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
3128M5XX3
301.26000000
PA
USD
318.17000000
0.000003151812
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
6.50000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AC0
247000.00000000
PA
USD
259946.88000000
0.002575050333
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CX8
77000.00000000
PA
USD
79632.10000000
0.000788840649
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.25000000
N
N
N
N
N
N
FREDDIE MAC REMICS FHLMC_4906
N/A
FREDDIE MAC REMICS FHLMC_4906
3137FNWB2
18198648.19000000
PA
USD
2267853.66000000
0.022465502661
Long
ABS-CBDO
USGA
US
N
2
2049-09-25
Floating
2.27000000
N
N
N
N
N
N
Achieve Mortgage
N/A
ACHM Trust 2025-HE2
00112XAA0
25994796.39000000
PA
USD
26383766.93000000
0.261359274030
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
5.47000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
252000.00000000
PA
USD
252283.12000000
0.002499132639
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
35470000.00000000
PA
USD
32768868.09000000
0.324610492411
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_24-1
N/A
PRESTIGE AUTO RECEIVABLES TRUST PART_24-1
74113QAG6
7050000.00000000
PA
USD
7082415.90000000
0.070158862565
Long
ABS-MBS
CORP
US
N
2
2029-03-15
Fixed
5.73000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280FE4
3357000.00000000
PA
USD
3394657.31000000
0.033627691317
Long
DBT
CORP
GB
N
2
2031-11-06
Fixed
4.62000000
N
N
N
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash Inc
25809K105
174383.00000000
NS
USD
30773368.01000000
0.304842941643
Long
EC
CORP
US
N
1
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AN7
46000.00000000
PA
USD
40762.37000000
0.000403794630
Long
DBT
CORP
CA
N
2
2030-10-01
Fixed
7.38000000
N
N
N
N
N
N
VOLTAGRID LLC
254900R5BEUGIKK1FM03
VoltaGrid LLC
92874BAA3
242000.00000000
PA
USD
252588.17000000
0.002502154484
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
7.38000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2020-CX Mortgage Trust
12656KAE7
3275000.00000000
PA
USD
2742101.83000000
0.027163435210
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
2.45000000
N
N
N
N
N
N
STANDARD INDUSTRI INC/NY
54930064UHXCIUWVI755
Standard Industries Inc/NY
853496AD9
282000.00000000
PA
USD
281299.79000000
0.002786573619
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
386000.00000000
PA
USD
343246.53000000
0.003400221967
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
211000.00000000
PA
USD
207869.07000000
0.002059164234
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAZ0
178000.00000000
PA
USD
174243.29000000
0.001726065117
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
87000.00000000
PA
USD
93314.23000000
0.000924376700
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
CIPHER COMPUTE LLC
N/A
Cipher Compute LLC
17253NAA5
331000.00000000
PA
USD
345199.54000000
0.003419568608
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
7.13000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1069908.00000000
NS
USD
102967945.92000000
1.020007024224
Long
EC
CORP
US
N
1
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
339000.00000000
PA
USD
328963.51000000
0.003258733462
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAQ2
327000.00000000
PA
USD
337278.00000000
0.003341097329
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.38000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
894500E7NLBY9VZRT696
GFL Environmental Inc
36168QAQ7
231000.00000000
PA
USD
242209.88000000
0.002399346483
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
JH NORTH AMERICA HOLDING
254900A6FXA0D81TL967
JH North America Holdings Inc
46593WAB1
105000.00000000
PA
USD
107662.72000000
0.001066513754
Long
DBT
CORP
US
N
2
2032-07-31
Fixed
6.13000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2021-INV1 Trust
552747AB3
50894.77000000
PA
USD
49935.58000000
0.000494665032
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
1.06000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAC2
1954000.00000000
PA
USD
2025701.48000000
0.020066727758
Long
DBT
CORP
CA
N
2
2031-02-04
Fixed
5.15000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FPAGVH6E25VL74
OBX 2025-NQM13 Trust
67121UAA4
13312015.22000000
PA
USD
13463310.27000000
0.133368408216
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUJE0
165989.93000000
PA
USD
163261.19000000
0.001617275736
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
10360000.00000000
PA
USD
10341824.20000000
0.102446768584
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AG4
21031000.00000000
PA
USD
20274614.57000000
0.200841622021
Long
DBT
CORP
BM
N
2
2038-05-15
Fixed
5.15000000
N
N
N
N
N
N
RIVERS ENT BORROWER LLC
N/A
Rivers Enterprise Borrower LLC
76884GAA3
196000.00000000
PA
USD
200298.03000000
0.001984165030
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
6.25000000
N
N
N
N
N
N
STAR_22-SFR3
N/A
STAR_22-SFR3
78474PAC1
12100000.00000000
PA
USD
12108133.62000000
0.119943942090
Long
ABS-MBS
CORP
US
N
2
2039-05-17
Floating
5.63000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LFB0
1856000.00000000
PA
USD
1900814.66000000
0.018829590972
Long
DBT
CORP
US
N
2
2029-11-27
Fixed
4.95000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2024-NQM2
10569KAA5
4980929.07000000
PA
USD
5029712.29000000
0.049824649989
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.29000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAN8
262000.00000000
PA
USD
269342.28000000
0.002668121764
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAD0
104000.00000000
PA
USD
106875.03000000
0.001058710847
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A
N/A
GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A
38138TAN1
9175000.00000000
PA
USD
9187074.30000000
0.091007742597
Long
ABS-MBS
CORP
KY
N
2
2037-10-20
Floating
5.02000000
N
N
N
N
N
N
Home Owner Mortgage Enhanced Securuties Limited
2549001JI3VOZZFMYK81
HOMES 2025-AFC2 Trust
43761YAA2
8754608.37000000
PA
USD
8858912.53000000
0.087756951222
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
5.47000000
N
N
N
N
N
N
KODIAK GAS SERVICES LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAE4
114000.00000000
PA
USD
119068.18000000
0.001179496967
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
6.75000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
113490.00000000
NS
USD
58698162.90000000
0.581467736703
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMA4
2166792.39000000
PA
USD
2166915.46000000
0.021465602429
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
4.52000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
101000.00000000
PA
USD
97490.31000000
0.000965745214
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAA8
382000.00000000
PA
USD
378416.47000000
0.003748617630
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Verus Securitization Trust
213800KSJFZ5H8FZ7C61
Verus Securitization Trust 2024-2
92539UAA8
2278525.59000000
PA
USD
2296275.53000000
0.022747051514
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
6.10000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAP7
462000.00000000
PA
USD
488051.79000000
0.004834672086
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.75000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
65342QAB8
231000.00000000
PA
USD
229936.38000000
0.002277764411
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
509201.00000000
NS
USD
162715179.55000000
1.611866922332
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBW2
589000.00000000
PA
USD
413839.23000000
0.004099517745
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAJ6
4312000.00000000
PA
USD
4463534.82000000
0.044216059945
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
5.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
1815876.00000000
NS
USD
90485101.08000000
0.896351168945
Long
EC
CORP
US
N
1
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAQ8
93000.00000000
PA
USD
96319.93000000
0.000954151355
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
8.88000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust
69545AAB0
7807860.07000000
PA
USD
7853312.75000000
0.077795415814
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
6.57000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AH3
428000.00000000
PA
USD
437613.80000000
0.004335030148
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31427NWH8
56692258.75000000
PA
USD
55189210.34000000
0.546707829366
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
4.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CL1
4800000.00000000
PA
USD
4887085.35000000
0.048411778446
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.40000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAT1
83000.00000000
PA
USD
83264.18000000
0.000824820265
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBY6
282000.00000000
PA
USD
284253.33000000
0.002815831574
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
5.88000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAD7
126000.00000000
PA
USD
126912.98000000
0.001257208055
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EMT50
19279.22000000
PA
USD
19239.26000000
0.000190585333
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184
38384XH97
56297102.62000000
PA
USD
3565785.29000000
0.035322895976
Long
ABS-CBDO
USGA
US
N
2
2054-11-20
Floating
1.59000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
256000.00000000
PA
USD
240161.62000000
0.002379056289
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2021-NQM1 Trust
55283FAA6
1986177.43000000
PA
USD
1893491.47000000
0.018757046986
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
369000.00000000
PA
USD
387184.20000000
0.003835471322
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E9HJ8
233591.61000000
PA
USD
225271.27000000
0.002231551534
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
313000.00000000
PA
USD
313332.90000000
0.003103895645
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2021-INV1 Trust
552747AA5
241278.54000000
PA
USD
236658.80000000
0.002344357131
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AE0
263000.00000000
PA
USD
261943.13000000
0.002594825313
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
7.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
178024.00000000
NS
USD
71656440.24000000
0.709833256579
Long
EC
CORP
US
N
1
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
317000.00000000
PA
USD
316071.38000000
0.003131023202
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAQ7
66000.00000000
PA
USD
67877.30000000
0.000672396852
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFR40
294871.12000000
PA
USD
284368.24000000
0.002816969880
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAD7
102000.00000000
PA
USD
106822.95000000
0.001058194939
Long
DBT
CORP
XX
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417CC45
49971.35000000
PA
USD
49556.03000000
0.000490905186
Long
ABS-MBS
USGA
US
N
2
2027-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EMT35
19279.22000000
PA
USD
19239.26000000
0.000190585333
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAP3
270000.00000000
PA
USD
286526.36000000
0.002838348354
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
11.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BJ5
133000.00000000
PA
USD
134493.28000000
0.001332298989
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
131000.00000000
PA
USD
131020.36000000
0.001297896023
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
259000.00000000
PA
USD
251804.22000000
0.002494388625
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
OSAIC HOLDINGS INC
549300XL60BDV6UW5C86
Osaic Holdings Inc
00791GAB3
452000.00000000
PA
USD
456161.80000000
0.004518767816
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
6.75000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AJ5
84000.00000000
PA
USD
84102.43000000
0.000833124023
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66
38382RE53
29134836.42000000
PA
USD
4147818.86000000
0.041088557556
Long
ABS-CBDO
USGA
US
N
2
2051-04-20
Floating
2.52000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBA1
97000.00000000
PA
USD
99493.08000000
0.000985584781
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2024-RCF2 LLC
693987AA7
4103633.70000000
PA
USD
4053161.47000000
0.040150875428
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
3.75000000
N
N
N
N
N
N
Home Owner Mortgage Enhanced Securuties Limited
2549001JI3VOZZFMYK81
HOMES 2025-NQM4 Trust
403958AA9
9187373.18000000
PA
USD
9259599.71000000
0.091726183923
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
5.22000000
N
N
N
N
N
N
SBNA Auto Lease Trust
N/A
SBNA Auto Lease Trust 2023-A
78436TAC0
25662.85000000
PA
USD
25707.71000000
0.000254662211
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.51000000
N
N
N
N
N
N
ROBLOX CORP
529900ANZDBDFU91SO19
ROBLOX Corp
771049AA1
274000.00000000
PA
USD
260906.79000000
0.002584559263
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.88000000
N
N
N
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
039853AA4
478000.00000000
PA
USD
489707.81000000
0.004851076726
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E9JT4
241718.72000000
PA
USD
238295.40000000
0.002360569395
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
3.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2020-NQM1
105699AA0
328811.91000000
PA
USD
322369.33000000
0.003193411095
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.45000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
257000.00000000
PA
USD
257003.26000000
0.002545890646
Long
DBT
US
N
2
2028-10-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EMT76
19279.25000000
PA
USD
19239.29000000
0.000190585630
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
304298.00000000
PA
USD
307871.86000000
0.003049798235
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
46150DAA0
398000.00000000
PA
USD
392242.81000000
0.003885582234
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
6.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAQ6
16325000.00000000
PA
USD
16351430.18000000
0.161978307818
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
5.47000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77
38382FAN4
19765169.18000000
PA
USD
2753078.56000000
0.027272171396
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
2.32000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAF3
198000.00000000
PA
USD
208665.19000000
0.002067050649
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
7.88000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAR3
462000.00000000
PA
USD
485680.71000000
0.004811184017
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCA1
7412000.00000000
PA
USD
7511707.27000000
0.074411450193
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPJ74
21155321.03000000
PA
USD
21030955.24000000
0.208333980825
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
629000.00000000
PA
USD
516838.34000000
0.005119833482
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAH0
339000.00000000
PA
USD
345851.54000000
0.003426027362
Long
DBT
CORP
BM
N
2
2033-10-15
Fixed
5.88000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBS8
5150000.00000000
PA
USD
3385316.33000000
0.033535158975
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BS6
5434000.00000000
PA
USD
5417366.35000000
0.053664775774
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38385BPB0
17969897.26000000
PA
USD
1823114.36000000
0.018059886856
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Floating
2.44000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAB7
142000.00000000
PA
USD
138388.26000000
0.001370882909
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Jacobs Solutions Inc
254900E3KHXCC2C8K272
Jacobs Solutions Inc
46982L108
298790.00000000
NS
USD
41191189.40000000
0.408042543228
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
6450000.00000000
PA
USD
6155260.76000000
0.060974404753
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
168000.00000000
PA
USD
140969.10000000
0.001396448874
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
52109SAB5
302000.00000000
PA
USD
281765.78000000
0.002791189745
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
9.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
527148.00000000
NS
USD
61333669.80000000
0.607575235754
Long
EC
CORP
US
N
1
N
N
N
PRKCM Trust
N/A
PRKCM 2021-AFC2 Trust
69361JAD8
9528000.00000000
PA
USD
7373533.40000000
0.073042691044
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.44000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
26873CAB8
119000.00000000
PA
USD
124029.11000000
0.001228640255
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
6.75000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
185000.00000000
PA
USD
184510.59000000
0.001827773645
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381USC7
17885907.69000000
PA
USD
18038898.38000000
0.178694475183
Long
ABS-MBS
USGA
US
N
2
2055-09-20
Floating
4.76000000
N
N
N
N
N
N
Freddiemac Strip
N/A
FREDDIE MAC FHLMC_326
31325VB94
22595538.73000000
PA
USD
2513677.76000000
0.024900651838
Long
ABS-CBDO
USGA
US
N
2
2044-03-15
Variable
2.18000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W3G60
31644994.96000000
PA
USD
31434487.71000000
0.311392035459
Long
ABS-MBS
USGA
US
N
2
2054-12-01
Fixed
4.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
894500LX3TMESP27BE29
Hudbay Minerals Inc
443628AH5
443000.00000000
PA
USD
446685.77000000
0.004424897660
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
APID_12-11A
N/A
APID_12-11A
03763YCA2
12575000.00000000
PA
USD
12580759.35000000
0.124625802645
Long
ABS-MBS
CORP
KY
N
2
2034-04-17
Floating
5.32000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
336000.00000000
PA
USD
317013.40000000
0.003140354912
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
319000.00000000
PA
USD
318433.45000000
0.003154422017
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
FANNIE MAE REMICS FNMA_23-50
N/A
FANNIE MAE REMICS FNMA_23-50
3136BQLR8
20515790.90000000
PA
USD
2076907.89000000
0.020573981713
Long
ABS-CBDO
USGA
US
N
2
2049-07-25
Floating
2.22000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AN6
203000.00000000
PA
USD
205084.62000000
0.002031581295
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.38000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BW4
3000000.00000000
PA
USD
3180983.98000000
0.031511029714
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.68000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2
10569EAE1
2725000.00000000
PA
USD
2591074.70000000
0.025667350850
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
3.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
5770000.00000000
PA
USD
6038699.14000000
0.059819737928
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAB7
79000.00000000
PA
USD
80144.41000000
0.000793915625
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.63000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15
3136BVQR2
16564024.75000000
PA
USD
16725560.43000000
0.165684465881
Long
ABS-CBDO
USGA
US
N
2
2055-04-25
Floating
6.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412WZH2
11551.53000000
PA
USD
12069.92000000
0.000119565395
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
29037.00000000
NS
USD
29303559.66000000
0.290282926603
Long
EC
CORP
US
N
1
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654922AD5
416000.00000000
PA
USD
453273.55000000
0.004490156628
Long
DBT
CORP
JP
N
2
2035-07-17
Fixed
8.13000000
N
N
N
N
N
N
GATES CORPORATION/DE
984500F43C791F4C7894
Gates Corp/DE
367398AA2
53000.00000000
PA
USD
55152.30000000
0.000546342193
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.88000000
N
N
N
N
N
N
ARDONAGH GROUP FINANCE
254900SRT1BTAJ76NW62
Ardonagh Group Finance Ltd
039956AA5
604000.00000000
PA
USD
597220.54000000
0.005916104670
Long
DBT
CORP
JE
N
2
2032-02-15
Fixed
8.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
7780000.00000000
PA
USD
7598982.13000000
0.075276000509
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
854000.00000000
PA
USD
813820.00000000
0.008061752704
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDW7
591000.00000000
PA
USD
598707.36000000
0.005930833204
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KDL1
14120000.00000000
PA
USD
14686677.23000000
0.145487159166
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.45000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FREDDIE MAC GOLD
31298WFA8
35350.55000000
PA
USD
36261.48000000
0.000359208528
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
6.00000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
314000.00000000
PA
USD
302400.42000000
0.002995597802
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5L32
101802.48000000
PA
USD
107707.70000000
0.001066959329
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
139000.00000000
PA
USD
137380.04000000
0.001360895417
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAP4
65000.00000000
PA
USD
66535.67000000
0.000659106580
Long
DBT
CORP
CA
N
2
2032-11-15
Fixed
8.38000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAD6
14135000.00000000
PA
USD
13959248.24000000
0.138281201304
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.28000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2025-PF2
316918AA9
7531960.68000000
PA
USD
7609066.87000000
0.075375900585
Long
ABS-O
CORP
US
N
2
2055-10-25
Variable
5.02000000
N
N
N
N
N
N
FNMA POOL AL4288 FN 10/43 FIXED VAR
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ELXS7
175991.61000000
PA
USD
177836.27000000
0.001761657406
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.50000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009BGMXB527HV965
Iliad Holding SAS
449691AC8
339000.00000000
PA
USD
342882.83000000
0.003396619131
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7
61779KAA4
15037764.97000000
PA
USD
15107640.95000000
0.149657252563
Long
ABS-MBS
CORP
US
N
2
2070-09-25
Variable
4.98000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
171484AJ7
184000.00000000
PA
USD
189675.18000000
0.001878934402
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.75000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
38385BEV8
59404658.97000000
PA
USD
5073157.88000000
0.050255024768
Long
ABS-CBDO
USGA
US
N
2
2054-12-20
Floating
2.34000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
25490038RWR4AJZ5B524
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAA9
991419.96000000
PA
USD
952442.78000000
0.009434958783
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
9060000.00000000
PA
USD
9034603.28000000
0.089497354971
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AV1
261000.00000000
PA
USD
254560.58000000
0.002521693303
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
6.25000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAD2
185000.00000000
PA
USD
192244.73000000
0.001904388528
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
6.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
138000.00000000
PA
USD
133138.41000000
0.001318877561
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31427NJU4
17925887.00000000
PA
USD
18357912.35000000
0.181854647869
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
5.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900E0MZH4LYHYEK54
Angel Oak Mortgage Trust 2025-13
034952AC5
9574843.04000000
PA
USD
9616049.33000000
0.095257196540
Long
ABS-MBS
CORP
US
N
2
2070-10-25
Variable
4.93000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAC6
76000.00000000
PA
USD
79177.46000000
0.000784336956
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
7.63000000
N
N
N
N
N
N
Radnor Re LTD
254900JO0CMUL2VM8206
Radnor RE 2021-2 Ltd
75049GAB5
1011952.94000000
PA
USD
1017897.66000000
0.010083358989
Long
ABS-MBS
CORP
BM
N
2
2031-11-25
Floating
7.37000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
508000.00000000
PA
USD
320621.72000000
0.003176099159
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNW73
6905305.51000000
PA
USD
6516106.54000000
0.064548966010
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BW6
189000.00000000
PA
USD
192455.41000000
0.001906475537
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2018-6
89176LAA2
405695.69000000
PA
USD
403928.52000000
0.004001341621
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
CACI INTERNATIONAL INC
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190AG1
127000.00000000
PA
USD
130850.21000000
0.001296210506
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.38000000
N
N
N
N
N
N
BEACH ACQUISITION BIDCO
254900F2FNX3GBTB6202
Beach Acquisition Bidco LLC
07337JAC1
457457.00000000
PA
USD
505504.07000000
0.005007555483
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
10.00000000
N
N
Y
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAD8
419000.00000000
PA
USD
422053.31000000
0.004180886944
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFE1
1112000.00000000
PA
USD
1108775.30000000
0.010983598674
Long
DBT
CORP
US
N
2
2036-10-22
Fixed
4.81000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFB3
15612000.00000000
PA
USD
16016560.23000000
0.158661064786
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAM0
1190000.00000000
PA
USD
1215633.07000000
0.012042138543
Long
DBT
CORP
CA
N
2
2031-08-06
Fixed
4.70000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XNBZ6
42628585.29000000
PA
USD
43295664.67000000
0.428889609162
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
701000.00000000
PA
USD
701394.22000000
0.006948055773
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2022-NQM2 Trust
55285QAA0
23973229.37000000
PA
USD
24077692.72000000
0.238515156169
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFC1
4000.00000000
PA
USD
3792.97000000
0.000037573402
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.38000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust
N/A
GITSIT Mortgage Loan Trust 2025-NPL2
361728AA6
10102697.16000000
PA
USD
10103129.56000000
0.100082244292
Long
ABS-O
CORP
US
N
2
2055-12-25
Variable
5.42000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
43033.00000000
NS
USD
14728474.58000000
0.145901206375
Long
EC
CORP
US
N
1
N
N
N
STANDARD BUILDING SOLUTI
54930064UHXCIUWVI755
Standard Building Solutions Inc
853191AA2
142000.00000000
PA
USD
146291.55000000
0.001449173402
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
16000.00000000
PA
USD
14863.82000000
0.000147241946
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31414PKT5
8488.75000000
PA
USD
8795.07000000
0.000087124523
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
58064LAA2
155000.00000000
PA
USD
158237.07000000
0.001567506484
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.38000000
N
N
N
N
N
N
GRAY MEDIA INC
529900TM5726KDN7UU35
Gray Media Inc
389375AN6
174000.00000000
PA
USD
180808.17000000
0.001791097237
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
9.63000000
N
N
N
N
N
N
FNMA POOL AX9969 FN 12/29 FIXED 3.5
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YCCF6
133263.98000000
PA
USD
131995.08000000
0.001307551661
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
615182.00000000
NS
USD
58565326.40000000
0.580151849881
Long
EC
CORP
US
N
1
N
N
N
FIBERCOP SPA
8156007022402E114A31
Fibercop SpA
683879AF7
78000.00000000
PA
USD
79374.85000000
0.000786292314
Long
DBT
CORP
IT
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2025-NQM3 Trust
69382NAA0
15414653.03000000
PA
USD
15619310.30000000
0.154725881702
Long
ABS-MBS
CORP
US
N
2
2070-05-25
Variable
5.61000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
149000.00000000
PA
USD
107297.32000000
0.001062894079
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PFG6
7134000.00000000
PA
USD
7167083.18000000
0.070997582028
Long
DBT
CORP
US
N
2
2032-01-22
Fixed
4.35000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
213714.29000000
PA
USD
218285.78000000
0.002162352826
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
229766.00000000
NS
USD
148929725.88000000
1.475307341096
Long
EC
CORP
US
N
1
N
N
N
GoldenTree Loan Management US CLO19, LTD
9845000ND1D1M408P483
GoldenTree Loan Management US CLO 19 Ltd
38138WAN4
17000000.00000000
PA
USD
17010455.00000000
0.168506649620
Long
ABS-CBDO
CORP
JE
N
2
2039-07-20
Floating
4.82000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XZGM7
193573.17000000
PA
USD
192368.42000000
0.001905613809
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
3.50000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AU7
148000.00000000
PA
USD
150327.12000000
0.001489150016
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.00000000
N
N
N
N
N
N
CACI INTERNATIONAL INC
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190AE6
260000.00000000
PA
USD
268159.27000000
0.002656402791
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.38000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
44000.00000000
PA
USD
41198.22000000
0.000408112188
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD86
113564.71000000
PA
USD
114755.17000000
0.001136772015
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800OVCAXDOBS94P47
Verus Securitization Trust 2025-7
924931AC2
20379269.18000000
PA
USD
20513425.91000000
0.203207302351
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RX8
47300000.00000000
PA
USD
36812703.13000000
0.364668979630
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
351299405.23000000
NS
USD
351229145.35000000
3.479298262856
Long
STIV
RF
US
N
1
N
N
N
MMP Capital
N/A
MMP Capital 2025-A LLC
55317QAA2
7186614.01000000
PA
USD
7241030.33000000
0.071730107202
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.36000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
35606000.00000000
PA
USD
35604984.87000000
0.352705245698
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138AKT74
10686.33000000
PA
USD
10656.43000000
0.000105563273
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BX9
393000.00000000
PA
USD
406761.44000000
0.004029404707
Long
DBT
CORP
PA
N
2
2033-02-15
Fixed
6.13000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
1721141.00000000
NS
USD
86298009.74000000
0.854873575702
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
349639.00000000
NS
USD
50837510.60000000
0.503599614839
Long
EC
CORP
US
N
1
N
N
N
STANDARD BUILDING SOLUTI
54930064UHXCIUWVI755
Standard Building Solutions Inc
853191AC8
117000.00000000
PA
USD
119145.03000000
0.001180258248
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
6.25000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AS2
424000.00000000
PA
USD
436147.98000000
0.004320509642
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
75513E101
163072.00000000
NS
USD
33041648.64000000
0.327312673897
Long
EC
CORP
US
N
1
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAU8
139000.00000000
PA
USD
140055.86000000
0.001387402261
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228
N/A
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228
3137H7VH3
19664842.82000000
PA
USD
2454227.45000000
0.024311733284
Long
ABS-CBDO
USGA
US
N
2
2047-01-25
Floating
2.19000000
N
N
N
N
N
N
HILTON GRAND VAC LLC/INC
N/A
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc
43283QAC4
324000.00000000
PA
USD
330734.46000000
0.003276276605
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.63000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WBZN8
85415.63000000
PA
USD
84697.67000000
0.000839020508
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAS1
8682000.00000000
PA
USD
8726582.91000000
0.086446085586
Long
DBT
CORP
US
N
2
2032-01-16
Fixed
4.49000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2019-AFC1 Trust
12596XAA0
1397186.38000000
PA
USD
1361552.26000000
0.013487623324
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.57000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CII LLC
92873HAA1
1188477.79000000
PA
USD
1188493.00000000
0.011773287282
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
5.87000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAB6
362000.00000000
PA
USD
375826.87000000
0.003722964888
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
160000.00000000
PA
USD
157614.35000000
0.001561337780
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2022-1 Mortgage Loan Trust
19688HAA9
9361902.78000000
PA
USD
8729065.30000000
0.086470676299
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
376585.00000000
NS
USD
85684385.05000000
0.848794970478
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2024-1 Mortgage Loan Trust
19688TAA3
4933585.79000000
PA
USD
4962454.17000000
0.049158386773
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
5.84000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
125000.00000000
PA
USD
128116.11000000
0.001269126337
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.13000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAE5
269000.00000000
PA
USD
279248.01000000
0.002766248555
Long
DBT
CORP
XX
N
2
2032-09-15
Fixed
6.75000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
167874.00000000
NS
USD
56316690.78000000
0.557876722347
Long
EC
CORP
IE
N
1
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Loan Trust 2020-1
676477AA0
769490.37000000
PA
USD
733775.01000000
0.007268821939
Long
ABS-MBS
CORP
US
N
2
2050-05-28
Variable
1.73000000
N
N
N
N
N
N
GE Vernova Inc
254900DP080RU6OK2553
GE Vernova Inc
36828A101
33122.00000000
NS
USD
28935379.20000000
0.286635707538
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
524000.00000000
PA
USD
516762.48000000
0.005119082008
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
358000.00000000
PA
USD
377020.40000000
0.003734788072
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
516806AK2
60000.00000000
PA
USD
61001.20000000
0.000604281768
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.88000000
N
N
N
N
N
N
A&D Mortgage Trust
984500D4480E0AE81M71
A&D Mortgage Trust 2025-NQM3
00250FAC7
13989403.67000000
PA
USD
14136552.61000000
0.140037589675
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
5.37000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87
N/A
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87
3136BTB51
13345271.72000000
PA
USD
13506498.62000000
0.133796234760
Long
ABS-CBDO
USGA
US
N
2
2054-12-25
Floating
5.07000000
N
N
N
N
N
N
New York Mortgage Trust
254900EYRFLK2LMLVT67
NYMT Loan Trust 2025-INV2
62957JAC5
13045342.39000000
PA
USD
13119192.07000000
0.129959551431
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
5.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647CB1
77000.00000000
PA
USD
78215.41000000
0.000774806828
Long
DBT
CORP
US
N
2
2034-07-31
Fixed
6.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2018-RPL9 Trust
12654PAE8
6673105.33000000
PA
USD
6528946.90000000
0.064676163434
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197
38385BDH0
50797155.92000000
PA
USD
4629703.59000000
0.045862138354
Long
ABS-CBDO
USGA
US
N
2
2054-12-20
Floating
2.34000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
220000.00000000
PA
USD
220579.65000000
0.002185076048
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300YWZ8HFDYP0MR16
Madison Park Funding XLII Ltd
55822RAB6
9072884.88000000
PA
USD
9074599.66000000
0.089893561656
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
4.59000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC 2025 Repriced Term Loan B
04349HAN4
314762.53000000
PA
USD
299024.40000000
0.002962154733
Long
LON
CORP
US
N
2
2028-12-11
None
0.00000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach Abs Trust 2026-1
75526XAA2
9850000.00000000
PA
USD
9849166.69000000
0.097566471942
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
4.32000000
N
N
N
N
N
N
Progress Residential Trust
N/A
PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8
74333TAG4
11910000.00000000
PA
USD
11731269.01000000
0.116210697284
Long
ABS-MBS
CORP
US
N
2
2038-10-17
Fixed
2.08000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
5050000.00000000
PA
USD
5946079.24000000
0.058902239305
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAL0
312000.00000000
PA
USD
310810.39000000
0.003078907500
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.88000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98379YAA0
386000.00000000
PA
USD
400082.37000000
0.003963241414
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
7.75000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
201000.00000000
PA
USD
206195.06000000
0.002042581384
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAC3
82000.00000000
PA
USD
86613.16000000
0.000857995474
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.25000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
790424.00000000
NS
USD
50903305.60000000
0.504251384295
Long
EC
CORP
US
N
1
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFXK7
262954.90000000
PA
USD
253452.71000000
0.002510718672
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6L97
14895.19000000
PA
USD
15759.57000000
0.000156115303
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AC3
3922574.03000000
PA
USD
3428304.99000000
0.033961007377
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.52000000
N
N
N
N
N
N
Basswood Park CLO Ltd
5493005HSAGIQZIVAS94
Basswood Park CLO Ltd
070252AJ0
20000000.00000000
PA
USD
19999780.00000000
0.198119093283
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.70000000
N
N
N
N
N
N
WULF COMPUTE LLC
N/A
WULF Compute LLC
982911AA7
160000.00000000
PA
USD
169408.11000000
0.001678167517
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
7.75000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
136841.00000000
NS
USD
20378361.72000000
0.201869347891
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6
69548KAA7
1428056.34000000
PA
USD
1433872.10000000
0.014204028261
Long
ABS-O
CORP
US
N
2
2031-11-15
Fixed
6.09000000
N
N
N
N
N
N
Marlette Funding Trust
549300JRCMNFIBT50883
Marlette Funding Trust 2024-1
57108VAB8
3526026.64000000
PA
USD
3537475.65000000
0.035042458881
Long
ABS-O
CORP
US
N
2
2034-07-17
Fixed
6.07000000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc
96208TAD6
325000.00000000
PA
USD
326185.15000000
0.003231210851
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
320000.00000000
PA
USD
191236.01000000
0.001894396083
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.38000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAF0
558000.00000000
PA
USD
566908.98000000
0.005615836428
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
647732.00000000
NS
USD
63490690.64000000
0.628942821448
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity PLC
6367003TB6K484NFHE54
TE Connectivity PLC
000000000
423649.00000000
NS
USD
97502817.35000000
0.965869112859
Long
EC
CORP
IE
N
1
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAD4
224000.00000000
PA
USD
208252.41000000
0.002062961624
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
8.75000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
283000.00000000
PA
USD
274331.68000000
0.002717547078
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
81000.00000000
PA
USD
51188.92000000
0.000507080698
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
29103CAA6
528000.00000000
PA
USD
546642.80000000
0.005415078360
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.63000000
N
N
N
N
N
N
iShares Core MSCI EAFE ETF
5493009FT582MI7Y3I36
iShares Core MSCI EAFE ETF
46432F842
2993653.00000000
NS
USD
294335962.96000000
2.915710777938
Long
EC
RF
US
N
1
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust IV
76088LAA6
1000548.23000000
PA
USD
991458.45000000
0.009821450493
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.65000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
134000.00000000
PA
USD
129089.54000000
0.001278769197
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
650000.00000000
PA
USD
619932.21000000
0.006141087919
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAG9
652000.00000000
PA
USD
688161.28000000
0.006816969427
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.25000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
529000.00000000
PA
USD
479788.29000000
0.004752813330
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98380MAB1
280000.00000000
PA
USD
296346.97000000
0.002935631941
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
8.63000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
3325000.00000000
PA
USD
3563364.01000000
0.035298910623
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS
N/A
TransMontaigne Partners LLC
89377AAA3
436000.00000000
PA
USD
456107.01000000
0.004518225063
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
1510000.00000000
PA
USD
1523124.82000000
0.015088171384
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
2367000.00000000
PA
USD
1893319.94000000
0.018755347799
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
251000.00000000
PA
USD
249179.96000000
0.002468392539
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AE6
98000.00000000
PA
USD
101785.70000000
0.001008295620
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.13000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBN9
94000.00000000
PA
USD
102007.37000000
0.001010491498
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.88000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AA4
154000.00000000
PA
USD
170895.38000000
0.001692900508
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.50000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
380000.00000000
PA
USD
379499.84000000
0.003759349562
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2021-AFC1 Trust
12657LAA2
2864819.66000000
PA
USD
2445724.33000000
0.024227500836
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
97000.00000000
PA
USD
97010.01000000
0.000960987331
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAK4
8400000.00000000
PA
USD
8501979.31000000
0.084221148033
Long
DBT
CORP
CA
N
2
2029-08-06
Fixed
4.50000000
N
N
N
N
N
N
A&D MTG TR ADMT_24-NQM2
N/A
A&D MTG TR ADMT_24-NQM2
00002NAA5
20176285.31000000
PA
USD
20425167.86000000
0.202333012492
Long
ABS-CBDO
CORP
US
N
2
2069-04-25
Floating
6.50000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
470000.00000000
PA
USD
460168.37000000
0.004558457154
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
193000.00000000
PA
USD
194465.31000000
0.001926385734
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
ORGANON & CO/ORGANON FOR
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
115000.00000000
PA
USD
112837.85000000
0.001117778922
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AL0
72000.00000000
PA
USD
74324.46000000
0.000736262830
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
6.88000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
249430.00000000
NS
USD
34221796.00000000
0.339003288739
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
174000.00000000
PA
USD
183424.73000000
0.001817017046
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.38000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E6C75
319536.27000000
PA
USD
308237.14000000
0.003053416722
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
356703.00000000
NS
USD
29331687.69000000
0.290561564658
Long
EC
CORP
US
N
1
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAB3
308400.93000000
PA
USD
299190.41000000
0.002963799239
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.57000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Grantor Trust 2025-R3
69549EAA0
5081664.41000000
PA
USD
5086893.95000000
0.050391095152
Long
ABS-O
CORP
US
N
2
2033-01-18
Fixed
4.84000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292KYV3
6373.98000000
PA
USD
6777.13000000
0.000067134681
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
752000.00000000
PA
USD
720492.62000000
0.007137245739
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
COLT Funding LLC
213800A53WDNKWGEVL75
COLT 2025-12 Mortgage Loan Trust
19688UAD4
10366860.00000000
PA
USD
10418807.30000000
0.103209368071
Long
ABS-MBS
CORP
US
N
2
2071-01-26
Variable
4.98000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
386143.00000000
NS
USD
64296670.93000000
0.636926913486
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust 2024-1
92540EAA1
8099806.69000000
PA
USD
8136766.11000000
0.080603322835
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
5.71000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BU0
128000.00000000
PA
USD
131608.36000000
0.001303720788
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.38000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QBC7
135000.00000000
PA
USD
139144.03000000
0.001378369615
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAL7
190000.00000000
PA
USD
193384.99000000
0.001915684016
Long
DBT
CORP
US
N
2
2030-11-06
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31385HNZ1
22357.90000000
PA
USD
23425.27000000
0.000232052215
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
7657816.29000000
PA
USD
7629576.56000000
0.075579070880
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLZE5
15293466.13000000
PA
USD
15637670.05000000
0.154907754554
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
8.27000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
136000.00000000
PA
USD
133677.93000000
0.001324222080
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AG2
335000.00000000
PA
USD
323650.05000000
0.003206097989
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAE1
355000.00000000
PA
USD
359669.68000000
0.003562910736
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
7000000.00000000
PA
USD
7157131.80000000
0.070899003025
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.57000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBC3
152000.00000000
PA
USD
154747.22000000
0.001532935808
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.38000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDV9
210000.00000000
PA
USD
217121.22000000
0.002150816620
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKPN8
7330342.20000000
PA
USD
7457197.44000000
0.073871472348
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Floating
7.62000000
N
N
N
N
N
N
AMENTUM HOLDINGS INC
2549009FJIBLW40CU216
Amentum Holdings Inc
02352BAA3
371000.00000000
PA
USD
388650.68000000
0.003849998366
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
7.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2021-NQM1
10569TAC2
1423595.79000000
PA
USD
1347848.39000000
0.013351871916
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
1.33000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
398000.00000000
PA
USD
418622.20000000
0.004146898150
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
UNITI SERVICES LLC
549300KT9GVEBYCD2N29
Uniti Services LLC
97382BAB5
167000.00000000
PA
USD
173740.29000000
0.001721082367
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
7.50000000
N
N
N
N
N
N
XPLR INFRAST OPERATING
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98380MAA3
147000.00000000
PA
USD
155521.03000000
0.001540601219
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
8.38000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
121000.00000000
PA
USD
117814.63000000
0.001167079221
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAC1
359584.37000000
PA
USD
357282.06000000
0.003539258820
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.92000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
52000.00000000
PA
USD
51963.28000000
0.000514751558
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBY5
45000.00000000
PA
USD
44964.24000000
0.000445418622
Long
DBT
CORP
US
N
2
2040-01-17
Fixed
6.65000000
N
N
N
N
N
N
FED HM LN PC POOL G04477
N/A
FREDDIE MAC GOLD
3128M6JW9
1076.87000000
PA
USD
1138.93000000
0.000011282313
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AN3
199000.00000000
PA
USD
202829.17000000
0.002009238664
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAD0
153201.10000000
PA
USD
146499.17000000
0.001451230099
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
CAMPBELLS COMPANY/THE
5493007JDSMX8Z5Z1902
Campbell's Company/The
134429BQ1
7530000.00000000
PA
USD
7310329.45000000
0.072416588694
Long
DBT
CORP
US
N
2
2035-03-23
Fixed
4.75000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LFC8
3065000.00000000
PA
USD
3111059.98000000
0.030818358121
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
4.80000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAG9
176000.00000000
PA
USD
185022.27000000
0.001832842379
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.38000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAM8
342000.00000000
PA
USD
341358.95000000
0.003381523479
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.88000000
N
N
N
N
N
N
ALPHA GENERATION LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAC5
148000.00000000
PA
USD
149900.42000000
0.001484923098
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2020-RPL4 Trust
126405AA7
2718763.26000000
PA
USD
2497154.42000000
0.024736970580
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
25490076N7JFR2Y3CU63
GS Mortgage-Backed Securities Trust 2025-NQM4
36272UAA6
11141158.62000000
PA
USD
11197688.86000000
0.110925018365
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
5.01000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
272000.00000000
PA
USD
261487.65000000
0.002590313299
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AF7
270000.00000000
PA
USD
278754.22000000
0.002761357040
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.50000000
N
N
N
N
N
N
WINDSTREAM SERVICES/ESCR
N/A
Windstream Services LLC / Windstream Escrow Finance Corp
97381AAA0
247000.00000000
PA
USD
259749.35000000
0.002573093589
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYH7
216628.12000000
PA
USD
208586.65000000
0.002066272627
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2023-LIFE
05609DAA3
7225000.00000000
PA
USD
7194172.22000000
0.071265927782
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
5.05000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAP4
144000.00000000
PA
USD
149025.84000000
0.001476259453
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
HEINEKEN NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
8690000.00000000
PA
USD
8631880.33000000
0.085507955803
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DTMA5
23238363.44000000
PA
USD
21949750.41000000
0.217435624243
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2021-RPL2Trust
12656TAD0
4775000.00000000
PA
USD
3782694.84000000
0.037471615781
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.75000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AL9
140000.00000000
PA
USD
145503.65000000
0.001441368415
Long
DBT
US
N
2
2033-06-15
Fixed
6.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800278TKDEXPH6140
Verus Securitization Trust 2021-R1
92538BAB9
295179.50000000
PA
USD
291106.41000000
0.002883718620
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
1.06000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
191421.00000000
NS
USD
29760222.87000000
0.294806661419
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JAV6
14738503.82000000
PA
USD
2121233.27000000
0.021013071748
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAB4
329268.20000000
PA
USD
319312.02000000
0.003163125188
Long
DBT
CORP
FR
N
2
2030-10-15
Fixed
6.88000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CW0
254000.00000000
PA
USD
260313.33000000
0.002578680410
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAG8
101000.00000000
PA
USD
101711.69000000
0.001007562473
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BS5
322000.00000000
PA
USD
335090.13000000
0.003319424149
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.88000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBJ5
38456.00000000
PA
USD
34222.24000000
0.000339007687
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.13000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AA3
197000.00000000
PA
USD
205579.62000000
0.002036484796
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EM3
5000000.00000000
PA
USD
4980673.14000000
0.049338865049
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.05000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320BD7
51000.00000000
PA
USD
51160.42000000
0.000506798375
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AR7
154000.00000000
PA
USD
162247.98000000
0.001607238813
Long
DBT
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2025-ST8
91535UAA4
2953817.08000000
PA
USD
2959893.97000000
0.029320898007
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
4.62000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAB6
249000.00000000
PA
USD
258775.08000000
0.002563442408
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.75000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
72151.00000000
NS
USD
29870514.00000000
0.295899212371
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2023-NQM4 Trust
55286LAA0
1722404.32000000
PA
USD
1733118.88000000
0.017168385905
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.11000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAE5
129000.00000000
PA
USD
129805.90000000
0.001285865505
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
1422227.00000000
NS
USD
375723928.86000000
3.721945146931
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE JUN 26
000000000
692.00000000
NC
USD
296351.77000000
0.002935679490
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes Futures
FVM6 Comdty
2026-06-30
75920960.73000000
USD
296351.77000000
N
N
N
APA CORP
549300VCIWLRHYVSHC79
APA Corp
03743QAT5
2994000.00000000
PA
USD
3044849.67000000
0.030162474577
Long
DBT
CORP
US
N
2
2055-02-15
Fixed
6.75000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXB0
6850000.00000000
PA
USD
7039708.12000000
0.069735796579
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.95000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
269000.00000000
PA
USD
264873.45000000
0.002623853249
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AH9
112000.00000000
PA
USD
113966.32000000
0.001128957617
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAC6
163000.00000000
PA
USD
171479.56000000
0.001698687432
Long
DBT
US
N
2
2031-11-15
Fixed
8.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38385BSH4
48496241.40000000
PA
USD
5336919.22000000
0.052867861386
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Floating
2.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HK4A9
16864381.89000000
PA
USD
17054091.01000000
0.168938910711
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
4.99000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FP3
3939000.00000000
PA
USD
4086121.59000000
0.040477380474
Long
DBT
CORP
US
N
2
2035-04-28
Fixed
4.90000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
254900H1TTX80VH1NW52
GoldenTree Loan Management US CLO 27 Ltd
38140AAC2
18000000.00000000
PA
USD
18033246.00000000
0.178638482347
Long
ABS-CBDO
CORP
KY
N
2
2039-01-20
Floating
4.91000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBZ3
219000.00000000
PA
USD
220968.65000000
0.002188929507
Long
DBT
CORP
BM
N
2
2033-09-15
Fixed
6.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
2549003MM0537Y3QHI22
Angel Oak Mortgage Trust 2020-6
03465AAD1
2575000.00000000
PA
USD
2337513.93000000
0.023155561728
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.81000000
N
N
N
N
N
N
UWM HOLDINGS LLC
N/A
UWM Holdings LLC
903522AB6
402000.00000000
PA
USD
387740.43000000
0.003840981371
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.25000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
331000.00000000
PA
USD
303093.89000000
0.003002467360
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-CM2 Trust
36167AAA8
8421962.69000000
PA
USD
8066386.58000000
0.079906138732
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.35000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
297000.00000000
PA
USD
306298.64000000
0.003034213817
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
91000.00000000
PA
USD
90956.73000000
0.000901023155
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBA5
127000.00000000
PA
USD
126978.99000000
0.001257861954
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-2 Trust
43732TAG6
6365163.34000000
PA
USD
6205090.30000000
0.061468019347
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
3.12000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
4225000.00000000
PA
USD
3516959.96000000
0.034839229151
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAB3
516000.00000000
PA
USD
505127.27000000
0.005003822878
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3EH1
77196.84000000
PA
USD
72584.58000000
0.000719027468
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
77000.00000000
PA
USD
74139.66000000
0.000734432189
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAB6
151000.00000000
PA
USD
156082.34000000
0.001546161591
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2024-NQM3
10569LAA3
7265165.32000000
PA
USD
7340792.06000000
0.072718353247
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19000000
N
N
N
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAC2
220000.00000000
PA
USD
212754.83000000
0.002107562883
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
9.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154
38383AET7
36547033.65000000
PA
USD
5267184.07000000
0.052177060552
Long
ABS-CBDO
USGA
US
N
2
2051-09-20
Floating
2.52000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2020-NQM3 Trust
552757AD8
2925000.00000000
PA
USD
2727609.30000000
0.027019871285
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384JF25
32247692.75000000
PA
USD
4167269.37000000
0.041281235546
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
2.27000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYN3
3914463.02000000
PA
USD
3976933.15000000
0.039395752839
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
6.62000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XDT9
12286000.00000000
PA
USD
10640413.07000000
0.105404608930
Long
DBT
CORP
US
N
2
2065-09-26
Fixed
6.10000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
220000.00000000
PA
USD
219319.46000000
0.002172592526
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
UWM HOLDINGS LLC
N/A
UWM Holdings LLC
903522AA8
316000.00000000
PA
USD
313564.41000000
0.003106188997
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.63000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding Trust 2024-3
68377NAA9
4930.42000000
PA
USD
4930.42000000
0.000048841054
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
5.26000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
172000.00000000
PA
USD
160453.90000000
0.001589466543
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L1WP1
289.02000000
PA
USD
305.86000000
0.000003029868
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2025-FL1
31684QAA8
7037302.35000000
PA
USD
7087444.54000000
0.070208676593
Long
ABS-O
CORP
US
N
2
2055-07-25
Variable
5.27000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BY2
632000.00000000
PA
USD
645507.17000000
0.006394435100
Long
DBT
CORP
US
N
2
2033-05-31
Fixed
6.38000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAD1
365000.00000000
PA
USD
375470.10000000
0.003719430702
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
SV RNO PROPERTY OWNER 1
N/A
SV RNO Property Owner 1 LLC
78488XAA2
739000.00000000
PA
USD
742192.96000000
0.007352210688
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.88000000
N
N
N
N
N
N
SIX FLAGS/CAN WON/MILLEN
N/A
Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC
83003AAA8
248000.00000000
PA
USD
250811.29000000
0.002484552598
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.63000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
367000.00000000
PA
USD
352723.19000000
0.003494098364
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
19600000.00000000
PA
USD
18986470.85000000
0.188081188365
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH36
518360.65000000
PA
USD
520781.08000000
0.005158890516
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
5.82000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98
38382TC93
14513066.72000000
PA
USD
2225069.37000000
0.022041678762
Long
ABS-CBDO
USGA
US
N
2
2051-06-20
Floating
2.52000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
242000.00000000
PA
USD
233174.91000000
0.002309845495
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
EDGEX_25-2NN
N/A
EDGEX_25-2NN
28057AAA8
11062680.70000000
PA
USD
11093557.75000000
0.109893488964
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Fixed
5.50000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BF2
186000.00000000
PA
USD
186599.91000000
0.001848470581
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.38000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAD2
300000.00000000
PA
USD
293250.00000000
0.002904953159
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
404000.00000000
PA
USD
381134.71000000
0.003775544689
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
TRANSOCEAN INTERNTNL LTD
DOL4HJ22ADYSIWES4H94
Transocean International Ltd
893830BZ1
118000.00000000
PA
USD
124804.51000000
0.001236321417
Long
DBT
CORP
BM
N
2
2031-05-15
Fixed
8.50000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAK0
80000.00000000
PA
USD
80460.87000000
0.000797050498
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
40000.00000000
PA
USD
39804.18000000
0.000394302739
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAG0
248000.00000000
PA
USD
251278.79000000
0.002489183682
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DUY35
18143701.01000000
PA
USD
18436942.77000000
0.182637528238
Long
ABS-MBS
USGA
US
N
2
2054-12-01
Fixed
5.00000000
N
N
N
N
N
N
NCR ATLEOS LLC
9845005FC3S0VA714741
NCR Atleos Corp
638962AA8
523000.00000000
PA
USD
561070.68000000
0.005558001857
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-INV1
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAC1
275524.03000000
PA
USD
268574.90000000
0.002660520049
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.59000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAA1
11000.00000000
PA
USD
11368.75000000
0.000112619560
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
4032000.00000000
PA
USD
3919535.91000000
0.038827172127
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AT0
189000.00000000
PA
USD
191465.57000000
0.001896670119
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.63000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
6950000.00000000
PA
USD
6688448.57000000
0.066256197126
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
5.97000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
263000.00000000
PA
USD
244405.69000000
0.002421098316
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
682691AJ9
289000.00000000
PA
USD
291499.96000000
0.002887617152
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
711529.54000000
PA
USD
714423.62000000
0.007077125839
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
5.32000000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII
254900S53K9VTUR1UX42
Bayview Opportunity Master Fund VII 2024-CAR1 LLC
07336QAC6
279778.88000000
PA
USD
280676.21000000
0.002780396395
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
5.17000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2H6
6379000.00000000
PA
USD
6607207.93000000
0.065451422177
Long
DBT
CORP
US
N
2
2029-04-12
Fixed
5.25000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2024-1PL
00092BAB0
731670.26000000
PA
USD
739958.47000000
0.007330075688
Long
ABS-O
CORP
US
N
2
2031-04-25
Fixed
6.34000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBR1
302000.00000000
PA
USD
310738.26000000
0.003078192976
Long
DBT
CORP
BM
N
2
2032-02-01
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAQ4
96000.00000000
PA
USD
98014.76000000
0.000970940449
Long
DBT
US
N
2
2033-01-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDY6
52409275.96000000
PA
USD
45678161.88000000
0.452490778124
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
22000.00000000
PA
USD
19957.23000000
0.000197697590
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2J2
6338000.00000000
PA
USD
6351713.83000000
0.062920481365
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH4B5
1045.64000000
PA
USD
1040.23000000
0.000010304584
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.50000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AR9
66000.00000000
PA
USD
67355.76000000
0.000667230444
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
276000.00000000
PA
USD
268669.02000000
0.002661452407
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAG5
7225000.00000000
PA
USD
6769438.46000000
0.067058488130
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.85000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAZ7
170000.00000000
PA
USD
173849.62000000
0.001722165397
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAB2
120000.00000000
PA
USD
123862.52000000
0.001226990004
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
6.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
519000.00000000
PA
USD
487968.57000000
0.004833847704
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2023-NQM3 Trust
69380TAA9
1156256.47000000
PA
USD
1165441.19000000
0.011544934586
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
6.22000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
150000.00000000
PA
USD
157927.32000000
0.001564438080
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAC3
127000.00000000
PA
USD
127055.65000000
0.001258621353
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
9.75000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YSCY0
186858.58000000
PA
USD
180105.97000000
0.001784141199
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
174000.00000000
PA
USD
164412.91000000
0.001628684748
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
20000000.00000000
PA
USD
20263244.68000000
0.200728991168
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
PRIMO / TRITON WATER HLD
N/A
Primo Water Holdings Inc / Triton Water Holdings Inc
74168RAC7
269000.00000000
PA
USD
268986.51000000
0.002664597483
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBC1
120000.00000000
PA
USD
120072.08000000
0.001189441664
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAH7
77000.00000000
PA
USD
78060.66000000
0.000773273865
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.75000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
35000.00000000
PA
USD
34718.70000000
0.000343925651
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
LONG RIDGE ENERGY LLC
984500764EC9AZ2FC764
Long Ridge Energy LLC
54288CAA1
260000.00000000
PA
USD
279187.47000000
0.002765648842
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LBU97
58606.02000000
PA
USD
60913.35000000
0.000603411521
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
18015000.00000000
PA
USD
16541405.65000000
0.163860216913
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
254900UDLJF220C8I638
Ellington Financial Mortgage Trust 2017-1
26846MAA2
7270000.00000000
PA
USD
7302478.73000000
0.072338818962
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
4.91000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAE6
318000.00000000
PA
USD
324821.23000000
0.003217699773
Long
DBT
CORP
KY
N
2
2030-03-15
Fixed
5.88000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAF8
460000.00000000
PA
USD
464954.23000000
0.004605866187
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.63000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
193000.00000000
PA
USD
149601.39000000
0.001481960888
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc
040133AA8
476000.00000000
PA
USD
470370.13000000
0.004659516437
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2 TRUST
69361JAE6
8383000.00000000
PA
USD
6198218.35000000
0.061399945373
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Floating
3.70000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAF0
13500000.00000000
PA
USD
13870133.86000000
0.137398428585
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.65000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
78707.00000000
NS
USD
76681081.82000000
0.759607675793
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSZ7
103019.63000000
PA
USD
102431.17000000
0.001014689687
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493001UQE7OCP3UT106
GS Mortgage Securities Corp Trust 2017-485l
36252CAA0
3835000.00000000
PA
USD
3761066.57000000
0.037257364762
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.72000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009BGMXB527HV965
Iliad Holding SAS
449691AG9
196000.00000000
PA
USD
201498.42000000
0.001996056170
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
QNITY ELECTRONICS INC
254900RSUG4J9TFFZX53
Qnity Electronics Inc
74743LAA8
96000.00000000
PA
USD
98224.85000000
0.000973021614
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAH9
242000.00000000
PA
USD
261252.90000000
0.002587987851
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
62665.00000000
NS
USD
27690410.20000000
0.274302965406
Long
EC
CORP
US
N
1
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
144000.00000000
PA
USD
137546.55000000
0.001362544876
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HKF25
16595943.12000000
PA
USD
16902159.85000000
0.167433870973
Long
ABS-MBS
USGSE
US
N
2
2054-06-25
Floating
7.62000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
2549000KHGUZMZ31N203
BRAVO Residential Funding Trust 2022-NQM3
10569JAA8
4341363.73000000
PA
USD
4336347.28000000
0.042956132081
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.11000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAA3
1884098.49000000
PA
USD
1897569.42000000
0.018797443418
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.26000000
N
N
N
N
N
N
VISTA POINT SECURITIZATION TRUST VSTA_25-CES2
N/A
VISTA POINT SECURITIZATION TRUST VSTA_25-CES2
92842UAA0
11234457.65000000
PA
USD
11315761.42000000
0.112094652658
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Floating
5.60000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032435
33550000.00000000
PA
USD
32809108.30000000
0.325009114492
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.50000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
56202.00000000
NS
USD
17949794.76000000
0.177811809053
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
156461.00000000
NS
USD
164595407.39000000
1.630492578956
Long
EC
CORP
US
N
1
N
N
N
A&D Mortgage Trust
9845006Y6D399D9E8O78
A&D Mortgage Trust 2025-NQM4
002941AA0
14522717.77000000
PA
USD
14648737.20000000
0.145111322815
Long
ABS-MBS
CORP
US
N
2
2070-10-25
Variable
5.23000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
185000.00000000
PA
USD
189366.39000000
0.001875875508
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427RT67
26363944.00000000
PA
USD
26987254.34000000
0.267337458714
Long
ABS-MBS
USGSE
US
N
2
2055-10-01
Fixed
5.50000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
399000.00000000
PA
USD
386671.90000000
0.003830396445
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
44984WAJ6
601000.00000000
PA
USD
535708.35000000
0.005306761002
Long
DBT
CORP
GB
N
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
349515.00000000
NS
USD
28796540.85000000
0.285260366009
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
210533.00000000
NS
USD
63223059.90000000
0.626291654308
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1293110.00000000
NS
USD
271553100.00000000
2.690022287762
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
9845000FE754F4AE7E70
Verus Securitization Trust 2024-INV1
92540FAA8
5871570.75000000
PA
USD
5928013.57000000
0.058723279629
Long
ABS-MBS
CORP
US
N
2
2069-03-25
Variable
6.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E3D0
20158687.35000000
PA
USD
20724924.72000000
0.205302423021
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
6.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAV1
87000.00000000
PA
USD
92872.50000000
0.000920000894
Long
DBT
CORP
CA
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FCE9
5058000.00000000
PA
USD
5159876.45000000
0.051114064441
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1
126407AC9
846846.08000000
PA
USD
783659.00000000
0.007762975918
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.20000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM3 Trust
36168MAA1
26809109.08000000
PA
USD
26708781.35000000
0.264578887556
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.35000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings Inc
18453HAC0
109000.00000000
PA
USD
109902.54000000
0.001088701554
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AS0
140000.00000000
PA
USD
143347.71000000
0.001420011536
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
127000.00000000
PA
USD
123546.41000000
0.001223858598
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45774NAD0
360375.00000000
PA
USD
324201.06000000
0.003211556329
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
11.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
529900371ZWA9WXVGB88
JP Morgan Mortgage Trust 2025-VIS3
46594EAC8
19543315.09000000
PA
USD
19678763.94000000
0.194939087766
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
5.06000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W0EA9
28500908.30000000
PA
USD
23969140.47000000
0.237439830673
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BK2
187000.00000000
PA
USD
183933.54000000
0.001822057351
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
509795.00000000
NS
USD
75572010.80000000
0.748621147698
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust
69545AAA2
6439017.15000000
PA
USD
6468922.52000000
0.064081558106
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
6.12000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
56000.00000000
PA
USD
55204.85000000
0.000546862756
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
102000.00000000
PA
USD
94732.22000000
0.000938423399
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
515000.00000000
PA
USD
504983.06000000
0.005002394324
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BY7
216000.00000000
PA
USD
223498.26000000
0.002213987984
Long
DBT
CORP
PA
N
2
2030-03-15
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2021-RPL4 Trust
12662GAC2
5185880.15000000
PA
USD
5181730.41000000
0.051330551159
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
4.15000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WAHH3
112182.29000000
PA
USD
113358.34000000
0.001122934929
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KH9
10331000.00000000
PA
USD
11168602.34000000
0.110636885448
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
GoodLeap Home Improvement Solutions Trust
N/A
GoodLeap Home Improvement Solutions Trust 2024-1
381935AA3
7068234.74000000
PA
USD
7205715.44000000
0.071380275654
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
5.35000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030439
17625000.00000000
PA
USD
17062875.30000000
0.169025928447
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.00000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
254900TJEVLCYF1H3X71
EFMT 2025-NQM1
26846CAA4
4858511.54000000
PA
USD
4910660.37000000
0.048645314094
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Variable
5.67000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098UAY1
16150000.00000000
PA
USD
16219283.50000000
0.160669254398
Long
ABS-CBDO
CORP
KY
N
2
2037-10-20
Floating
5.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
182000.00000000
PA
USD
183612.99000000
0.001818881962
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAF1
220000.00000000
PA
USD
230483.59000000
0.002283185108
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BS2
270000.00000000
PA
USD
272127.56000000
0.002695712925
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.38000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8Y1
4333000.00000000
PA
USD
4218141.77000000
0.041785180777
Long
DBT
CORP
US
N
2
2065-11-15
Fixed
5.75000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
97868.00000000
NS
USD
30231425.20000000
0.299474421683
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
10067105.43000000
PA
USD
10098306.41000000
0.100034465861
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
5.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030637
106000000.00000000
PA
USD
95843937.54000000
0.949436143905
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.00000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
762722.00000000
NS
USD
65647482.54000000
0.650308139248
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QF1
6717000.00000000
PA
USD
6770316.09000000
0.067067181988
Long
DBT
CORP
US
N
2
2031-09-11
Fixed
4.50000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
71706.64000000
PA
USD
71333.11000000
0.000706630326
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Floating
3.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E43G4
5661.05000000
PA
USD
5634.17000000
0.000055812446
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.50000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2 TRUST
69361JAC0
12941000.00000000
PA
USD
9708665.61000000
0.096174659303
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Floating
2.89000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
193048.00000000
NS
USD
72570604.16000000
0.718889022540
Long
EC
CORP
IE
N
1
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
77000.00000000
PA
USD
49296.81000000
0.000488337336
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
RIVERS ENTERPRISE
N/A
Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp
76883NAA9
316000.00000000
PA
USD
324389.18000000
0.003213419858
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.63000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAJ7
3168000.00000000
PA
USD
3176739.88000000
0.031468987390
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.05000000
N
N
N
N
N
N
RYAN SPECIALTY
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351GAA3
179000.00000000
PA
USD
180563.10000000
0.001788669557
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
5.88000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WCQK2
101300.73000000
PA
USD
100491.01000000
0.000995470339
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
136000.00000000
PA
USD
141482.40000000
0.001401533657
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAB9
289000.00000000
PA
USD
303025.02000000
0.003001785129
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
707762.00000000
NS
USD
80302676.52000000
0.795483423337
Long
EC
CORP
US
N
1
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAF9
525000.00000000
PA
USD
524353.78000000
0.005194281909
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.25000000
N
N
N
N
N
N
CONCENTRA HEALTH SERVICE
984500GB84105F75DE32
Concentra Health Services Inc
20600DAA1
241000.00000000
PA
USD
251950.75000000
0.002495840161
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
4148.00000000
NC
USD
2004438.04000000
0.019856090768
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes Futures
TYM6 Comdty
2026-06-18
470089811.96000000
USD
2004438.04000000
N
N
N
2026-03-31
COLUMBIA FUNDS SERIES TRUST I
Jennifer Borges
Jennifer Borges
Senior Manager