+316
New
316
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | F/C US 10YR ULTRA FUT JUN24 | UXYM4XCBT | Apr 2024 | 935 | $103.1M | 10.32% | DIR |
| 2 | F/C US 10YR NOTE (CBT)JUN24 | TYM4 XCBT | Apr 2024 | 770 | $82.7M | 8.29% | DIR |
| 3 | F/C US LONG BOND(CBT) JUN24 | USM4 XCBT | Apr 2024 | 340 | $38.7M | 3.88% | DIR |
| 4 | US TREAS NTS 4% 02/15/34 | 91282CJZ5 | Apr 2024 | 33,915,000 | $32.1M | 3.22% | DBT |
| 5 | US TREAS BDS 3.625% 02/15/53 | 912810TN8 | Apr 2024 | 37,725,000 | $30.8M | 3.09% | DBT |
| 6 | US TREAS BDS 3.875% 02/15/43 | 912810TQ1 | Apr 2024 | 31,500,000 | $27.5M | 2.76% | DBT |
| 7 | F/C US ULTRA BOND CBT JUN24 | WNM4 XCBT | Apr 2024 | 220 | $26.3M | 2.64% | DIR |
| 8 | US TREAS BDS 3.5% 02/15/39 | 912810QA9 | Apr 2024 | 26,120,000 | $22.8M | 2.28% | DBT |
| 9 | US TREAS BDS 1.375% 08/15/50 | 912810SP4 | Apr 2024 | 34,365,000 | $16.8M | 1.68% | DBT |
| 10 | FHLB D/N 05/01/24 | 313384WG0 | Apr 2024 | 15,200,000 | $15.2M | 1.52% | STIV |
| 11 | US TREAS NTS 4.125% 03/31/29 | 91282CKG5 | Apr 2024 | 15,500,000 | $15.1M | 1.51% | DBT |
| 12 | US TREAS BDS 3.625% 05/15/53 | 912810TR9 | Apr 2024 | 13,600,000 | $11.1M | 1.11% | DBT |
| 13 | T/L CONNECT FINCO 0% 09/11/29 | N/A | Apr 2024 | 11,453,401 | $11.1M | 1.11% | LON |
| 14 | CGNT 2024-1A 7.924% 05/25/29 | 19240JAA6 | Apr 2024 | 8,990,000 | $9.0M | 0.90% | ABS-CBDO |
| 15 | DK 2024-SPBX B V/R 03/15/26 | 23346LAG3 | Apr 2024 | 7,330,000 | $7.3M | 0.73% | ABS-CBDO |
| 16 | OXFORD FIN LLC 6.375% 02/01/27 | 69145LAC8 | Apr 2024 | 7,300,000 | $6.8M | 0.69% | DBT |
| 17 | HWKPK 2023-1A B V/R 01/21/36 | 417403AE2 | Apr 2024 | 6,810,000 | $6.8M | 0.68% | ABS-CBDO |
| 18 | OMFIT 2023-2A 6.17% 02/14/28 | 68269HAB1 | Apr 2024 | 6,610,000 | $6.6M | 0.67% | ABS-CBDO |
| 19 | T/L SYSTEM ONE HOLD 0% 3/02/28 | 67114AAB5 | Apr 2024 | 6,352,545 | $6.4M | 0.64% | LON |
| 20 | FIFTH THIRD BANCO V/R 10/27/28 | 316773DJ6 | Apr 2024 | 6,240,000 | $6.3M | 0.63% | DBT |
| 21 | ARTFI 2024-1A 6.43% 12/22/31 | 83589CAA6 | Apr 2024 | 6,250,000 | $6.2M | 0.63% | ABS-CBDO |
| 22 | HUNTINGTON BANCSH V/R 08/04/28 | 446150BB9 | Apr 2024 | 6,256,000 | $6.0M | 0.60% | DBT |
| 23 | T/L MPH ACQUISITI 0% 09/1/28 | 55328HAK7 | Apr 2024 | 6,429,327 | $5.9M | 0.59% | LON |
| 24 | BREAD FINANCIAL 9.75% 03/15/29 | 018581AP3 | Apr 2024 | 5,705,000 | $5.9M | 0.59% | DBT |
| 25 | UNIVERSAL INSU 5.625% 11/30/26 | 91359VAC1 | Apr 2024 | 6,280,000 | $5.9M | 0.59% | DBT |
| 26 | MTN 2022-LPFL B V/R 03/15/27 | 62475WAC9 | Apr 2024 | 5,860,000 | $5.8M | 0.58% | ABS-CBDO |
| 27 | F&G ANNUITIES & 7.4% 01/13/28 | 30190AAC8 | Apr 2024 | 5,540,000 | $5.7M | 0.57% | DBT |
| 28 | AMS-OSRAM AG 12.25% 03/30/29 | 03217CAB2 | Apr 2024 | 5,575,000 | $5.6M | 0.56% | DBT |
| 29 | RENAISSANCERE H 5.75% 06/05/33 | 75968NAE1 | Apr 2024 | 5,720,000 | $5.6M | 0.56% | DBT |
| 30 | NFMOT 2023-1A 5.74% 03/15/26 | 65345GAB7 | Apr 2024 | 5,440,000 | $5.4M | 0.55% | ABS-CBDO |
| 31 | BANK OF AMERICA COR V/R /PERP/ | 060505GB4 | Apr 2024 | 5,910,000 | $5.4M | 0.54% | DBT |
| 32 | OPTN 2021-C A 2.18% 10/08/31 | 68377WAA9 | Apr 2024 | 5,630,000 | $5.3M | 0.53% | ABS-CBDO |
| 33 | T/L UNITED AIRLIN ZCP 02/24/31 | 90932RAM6 | Apr 2024 | 5,270,000 | $5.3M | 0.53% | LON |
| 34 | US BANCORP V/R /PERP/ | 902973BC9 | Apr 2024 | 6,100,000 | $5.2M | 0.53% | DBT |
| 35 | FAIRFAX INDIA HOLD 5% 02/26/28 | 303897AA0 | Apr 2024 | 5,725,000 | $5.2M | 0.52% | DBT |
| 36 | AESOP 2023-4A 5.49% 06/20/28 | 05377RGY4 | Apr 2024 | 5,200,000 | $5.1M | 0.52% | ABS-CBDO |
| 37 | AXIS SPECIALTY FI V/R 01/15/40 | 05463HAC5 | Apr 2024 | 5,715,000 | $5.1M | 0.51% | DBT |
| 38 | NORTHWESTERN MU 5.07% 03/25/27 | 66815L2R9 | Apr 2024 | 5,090,000 | $5.1M | 0.51% | DBT |
| 39 | VDCR 2023-1A A2A 5% 09/15/28 | 76134KAA2 | Apr 2024 | 5,240,000 | $5.0M | 0.50% | ABS-CBDO |
| 40 | RMIT 2022-1 A 3.07% 05/15/26 | 75907DAA5 | Apr 2024 | 5,150,000 | $4.9M | 0.49% | ABS-CBDO |
| 41 | EDISON INTERNATIONA V/R /PERP/ | 281020AS6 | Apr 2024 | 5,065,000 | $4.9M | 0.49% | DBT |
| 42 | WLAKE 2023-2A 6.29% 03/15/28 | 959926AF3 | Apr 2024 | 4,830,000 | $4.9M | 0.49% | ABS-CBDO |
| 43 | CCO HLDGS LLC/ 7.375% 03/01/31 | 1248EPCT8 | Apr 2024 | 5,110,000 | $4.8M | 0.49% | DBT |
| 44 | BJETS 2024-1A 6.197% 05/15/30 | 12327CAA2 | Apr 2024 | 4,860,000 | $4.8M | 0.48% | ABS-CBDO |
| 45 | EF HOLD/EF KY/ 5.875% 04/01/27 | 26845AAA9 | Apr 2024 | 5,075,000 | $4.8M | 0.48% | DBT |
| 46 | BX 2022-CSMO C V/R 06/15/27 | 05610MAD4 | Apr 2024 | 4,740,000 | $4.8M | 0.48% | ABS-CBDO |
| 47 | FIDELIS INSUR HLD V/R 04/01/41 | 31575FAB2 | Apr 2024 | 4,765,000 | $4.7M | 0.47% | DBT |
| 48 | COML MTG PASS 7.1207% 07/12/28 | 228925AA1 | Apr 2024 | 4,590,000 | $4.7M | 0.47% | ABS-CBDO |
| 49 | DRSLF 2024-115A V/R 04/18/37 | 26248DAE8 | Apr 2024 | 4,630,000 | $4.6M | 0.47% | ABS-CBDO |
| 50 | NESTLE CAPITAL 4.75% 03/12/31 | 64105MAB7 | Apr 2024 | 4,765,000 | $4.6M | 0.46% | DBT |
| 51 | SWISS RE FINANCE V/R 04/02/49 | 87089NAA8 | Apr 2024 | 4,830,000 | $4.6M | 0.46% | DBT |
| 52 | JOHN DEERE CAPIT 4.9% 03/07/31 | 24422EXN4 | Apr 2024 | 4,710,000 | $4.6M | 0.46% | DBT |
| 53 | SUNOCO LP 7% 05/01/29 | 86765KAB5 | Apr 2024 | 4,480,000 | $4.5M | 0.46% | DBT |
| 54 | BANCO SANTANDER S V/R 03/14/28 | 05964HBA2 | Apr 2024 | 4,600,000 | $4.5M | 0.46% | DBT |
| 55 | OCT71 2024-1A B V/R 04/18/37 | 67579CAC7 | Apr 2024 | 4,500,000 | $4.5M | 0.45% | ABS-CBDO |
| 56 | TRINITY CAPITAL 7.875% 3/30/29 | 896442605 | Apr 2024 | 175,000 | $4.5M | 0.45% | EP |
| 57 | T/L LENDINGTREE I 0% 09/15/28 | N/A | Apr 2024 | 4,575,303 | $4.4M | 0.44% | LON |
| 58 | ALLY FINANCIAL IN V/R 01/03/30 | 02005NBU3 | Apr 2024 | 4,365,000 | $4.4M | 0.44% | DBT |
| 59 | CREDIT ACCEPTAN 9.25% 12/15/28 | 225310AQ4 | Apr 2024 | 4,125,000 | $4.4M | 0.44% | DBT |
| 60 | TRUIST FINANCIAL V/R 01/24/30 | 89788MAR3 | Apr 2024 | 4,445,000 | $4.4M | 0.44% | DBT |
| 61 | ALEXANDER FUND 7.467% 07/31/28 | 014916AA8 | Apr 2024 | 4,160,000 | $4.3M | 0.43% | DBT |
| 62 | MDPK 2024-67A B V/R 04/25/37 | 55821YAC0 | Apr 2024 | 4,340,000 | $4.3M | 0.43% | ABS-CBDO |
| 63 | PROTECTIVE LIF 4.992% 01/12/27 | 74368CBX1 | Apr 2024 | 4,365,000 | $4.3M | 0.43% | DBT |
| 64 | T/L AMERICAN AIRLI 0% 4/20/28 | N/A | Apr 2024 | 4,088,000 | $4.2M | 0.43% | LON |
| 65 | T/L IRIDIUM SATEL 0% 09/13/30 | 46269KAQ7 | Apr 2024 | 4,182,183 | $4.2M | 0.42% | LON |
| 66 | ROCHE HOLDINGS 4.909% 03/08/31 | 771196CK6 | Apr 2024 | 4,210,000 | $4.1M | 0.41% | DBT |
| 67 | BHG 2023-A B 6.35% 01/17/28 | 08860FAB4 | Apr 2024 | 4,165,000 | $4.1M | 0.41% | ABS-CBDO |
| 68 | ENERGY TRANSFER LP V/R /PERP/ | 29273VAH3 | Apr 2024 | 4,045,000 | $4.0M | 0.41% | DBT |
| 69 | NEXTERA ENERGY P 2.5% 06/15/26 | 65341BAG1 | Apr 2024 | 4,500,000 | $4.0M | 0.41% | DBT |
| 70 | FLX 2021-1A A2 3.25% 11/25/26 | 33938MAA7 | Apr 2024 | 4,460,000 | $4.0M | 0.40% | ABS-CBDO |
| 71 | THRST 2021-1A 4.163% 07/15/27 | 88603UAA7 | Apr 2024 | 4,388,843 | $4.0M | 0.40% | ABS-CBDO |
| 72 | EAGLE POINT 5.375% 01/31/29 | 269809885 | Apr 2024 | 178,600 | $4.0M | 0.40% | EP |
| 73 | AEGON LTD V/R 04/11/48 | 007924AJ2 | Apr 2024 | 4,175,000 | $4.0M | 0.40% | DBT |
| 74 | UBS GROUP AG V/R 01/12/34 | 902613AV0 | Apr 2024 | 4,025,000 | $4.0M | 0.40% | DBT |
| 75 | ARBOR REALTY SR 8.5% 10/15/27 | 03881NAC1 | Apr 2024 | 4,140,000 | $4.0M | 0.40% | DBT |
| 76 | BRISTOL-MYERS S 5.75% 02/01/31 | 110122DY1 | Apr 2024 | 3,885,000 | $4.0M | 0.40% | DBT |
| 77 | NIAPK 2019-1A AR V/R 07/17/32 | 65357LAJ4 | Apr 2024 | 3,960,000 | $4.0M | 0.40% | ABS-CBDO |
| 78 | VC 3 LS 2021 LP 4.75% 10/15/41 | N/A | Apr 2024 | 4,916,356 | $4.0M | 0.40% | ABS-CBDO |
| 79 | ABDLF 2020-1A 3.199% 10/20/27 | 00090TAA5 | Apr 2024 | 4,054,399 | $3.9M | 0.39% | ABS-CBDO |
| 80 | T/L INEOS ENTERPRI 0% 06/23/30 | G4770QAL9 | Apr 2024 | 3,880,275 | $3.9M | 0.39% | LON |
| 81 | SCULTOR ALTERN SOL 6% 05/15/29 | 811243AE4 | Apr 2024 | 4,620,000 | $3.9M | 0.39% | DBT |
| 82 | ENSTAR FINANCE LL V/R 01/15/42 | 29360AAB6 | Apr 2024 | 4,100,000 | $3.9M | 0.39% | DBT |
| 83 | GLOBAL ATLANTIC 7.95% 06/15/33 | 37959GAD9 | Apr 2024 | 3,485,000 | $3.8M | 0.38% | DBT |
| 84 | FREMF 2023-K753 ZCP 12/25/30 | 30333UAS7 | Apr 2024 | 7,660,000 | $3.8M | 0.38% | ABS-CBDO |
| 85 | SIRIUSPOINT LTD 7% 04/05/29 | 82969BAA0 | Apr 2024 | 3,735,000 | $3.7M | 0.37% | DBT |
| 86 | T/L IQVIA INC 0% 01/02/31 | N/A | Apr 2024 | 3,695,738 | $3.7M | 0.37% | LON |
| 87 | T/L MEDALLION MIDL 0% 10/18/28 | 58404BAD7 | Apr 2024 | 3,625,912 | $3.6M | 0.36% | LON |
| 88 | T/L CENTRAL PARENT 0% 07/06/29 | 15477BAD9 | Apr 2024 | 3,602,775 | $3.6M | 0.36% | LON |
| 89 | VISTRA OPERATIO 6.95% 10/15/33 | 92840VAQ5 | Apr 2024 | 3,455,000 | $3.6M | 0.36% | DBT |
| 90 | FREMF 2024-K516 V/R 01/25/29 | 30335EAE2 | Apr 2024 | 4,220,000 | $3.6M | 0.36% | ABS-CBDO |
| 91 | CANADIAN IMPER 5.986% 10/03/28 | 13607LWV1 | Apr 2024 | 3,485,000 | $3.5M | 0.36% | DBT |
| 92 | GCPAF 2021-1A 2.773% 04/20/29 | 38178HAA6 | Apr 2024 | 3,684,898 | $3.5M | 0.35% | ABS-CBDO |
| 93 | SIDC 2023-3A A2 5.9% 10/25/28 | 85236KAK8 | Apr 2024 | 3,520,000 | $3.5M | 0.35% | ABS-CBDO |
| 94 | NFMOT 2022-1A A 2.8% 03/15/25 | 65341KBT2 | Apr 2024 | 3,550,000 | $3.5M | 0.35% | ABS-CBDO |
| 95 | RGA GLOBAL FUNDI 5.5% 01/11/31 | 76209PAD5 | Apr 2024 | 3,460,000 | $3.4M | 0.34% | DBT |
| 96 | FS KKR CAPITAL 4.25% 02/14/25 | 30313RAA7 | Apr 2024 | 3,450,000 | $3.4M | 0.34% | DBT |
| 97 | BLACKSTONE MORT 3.75% 01/15/27 | 09257WAD2 | Apr 2024 | 3,765,000 | $3.4M | 0.34% | DBT |
| 98 | ONCOR ELECTRIC D 4.3% 05/15/28 | 68233JCQ5 | Apr 2024 | 3,500,000 | $3.4M | 0.34% | DBT |
| 99 | T/L PROPULSION 0.00% 09/14/29 | 74347UAC4 | Apr 2024 | 3,355,705 | $3.4M | 0.34% | LON |
| 100 | CAUTO 2023-1A A 6.5% 09/15/28 | 12510HAT7 | Apr 2024 | 3,424,844 | $3.4M | 0.34% | ABS-CBDO |
| 101 | HSBC HOLDINGS PLC V/R 03/09/34 | 404280DV8 | Apr 2024 | 3,285,000 | $3.4M | 0.34% | DBT |
| 102 | PARTNERRE FINANCE V/R 10/01/50 | 70213BAC5 | Apr 2024 | 3,708,000 | $3.4M | 0.34% | DBT |
| 103 | AMERICAN TOWER 5.49% 03/15/28 | 03027WAM4 | Apr 2024 | 3,340,000 | $3.3M | 0.33% | DBT |
| 104 | VDC 2023-1A A 6.316% 03/15/28 | 92212KAE6 | Apr 2024 | 3,350,000 | $3.3M | 0.33% | ABS-CBDO |
| 105 | T/L AHP HEALTH PAR 0% 08/24/28 | 00130MAJ3 | Apr 2024 | 3,274,642 | $3.3M | 0.33% | LON |
| 106 | FORDR 2024-1 A 4.87% 02/15/29 | 34533BAA8 | Apr 2024 | 3,340,000 | $3.3M | 0.33% | ABS-CBDO |
| 107 | NWSB 2023-1 A V/R 07/25/50 | 65254RAA4 | Apr 2024 | 3,276,066 | $3.3M | 0.33% | ABS-CBDO |
| 108 | T/L ILPEA PARENT 0% 06/22/28 | 45236FAF4 | Apr 2024 | 3,261,269 | $3.2M | 0.33% | LON |
| 109 | HAWAIIAN BRAND 5.75% 01/20/26 | 41984LAA5 | Apr 2024 | 3,455,000 | $3.2M | 0.32% | DBT |
| 110 | DOCTORS CO INTER 4.5% 01/18/32 | 256141AB8 | Apr 2024 | 4,210,000 | $3.2M | 0.32% | DBT |
| 111 | FLORIDA POWER & 4.8% 05/15/33 | 341081GQ4 | Apr 2024 | 3,375,000 | $3.2M | 0.32% | DBT |
| 112 | PROV ST JOSEPH 5.403% 10/01/33 | 743820AC6 | Apr 2024 | 3,260,000 | $3.2M | 0.32% | DBT |
| 113 | COREBRIDGE GLOB 5.9% 09/19/28 | 00138CAV0 | Apr 2024 | 3,175,000 | $3.2M | 0.32% | DBT |
| 114 | ADC 2023-1A A2 6% 08/15/28 | 01627AAD0 | Apr 2024 | 3,250,000 | $3.2M | 0.32% | ABS-CBDO |
| 115 | TOWN 2022-STAY D V/R 08/15/24 | 46117NAG7 | Apr 2024 | 3,150,000 | $3.2M | 0.32% | ABS-CBDO |
| 116 | KEURIG DR PEPPE 5.05% 03/15/29 | 49271VAT7 | Apr 2024 | 3,170,000 | $3.1M | 0.31% | DBT |
| 117 | MACY'S RETAIL 5.875% 03/15/30 | 55617LAQ5 | Apr 2024 | 3,238,000 | $3.1M | 0.31% | DBT |
| 118 | NORDSTROM INC 4.375% 04/01/30 | 655664AT7 | Apr 2024 | 3,450,000 | $3.1M | 0.31% | DBT |
| 119 | T/L DELOS AIRCRAFT 0% 10/14/27 | N/A | Apr 2024 | 3,073,571 | $3.1M | 0.31% | LON |
| 120 | MORGAN STANLEY D 4.5% 02/11/27 | 61774AAD5 | Apr 2024 | 3,185,000 | $3.1M | 0.31% | DBT |
| 121 | MDPK 2020-47A BR V/R 04/19/37 | 55820FAN8 | Apr 2024 | 3,060,000 | $3.0M | 0.31% | ABS-CBDO |
| 122 | SKANDINAVISKA 5.375% 03/05/29 | 830505BB8 | Apr 2024 | 3,070,000 | $3.0M | 0.30% | DBT |
| 123 | OXFORD LANE CAPITAL 5% 1/31/27 | 691543888 | Apr 2024 | 130,800 | $3.0M | 0.30% | EP |
| 124 | GLADSTONE 4.875% 11/01/28/ | 376546883 | Apr 2024 | 132,600 | $3.0M | 0.30% | EP |
| 125 | T/L MIP V WAST 0% 12/08/2028 | N/A | Apr 2024 | 3,000,925 | $3.0M | 0.30% | LON |
| 126 | HPEFS 2023-1A 5.73% 09/20/25 | 40443DAD4 | Apr 2024 | 2,980,000 | $3.0M | 0.30% | ABS-CBDO |
| 127 | BANK OF NEW ZE 4.846% 02/07/28 | 06407EAG0 | Apr 2024 | 3,035,000 | $3.0M | 0.30% | DBT |
| 128 | TYSON FOODS INC 5.7% 03/15/34 | 902494BM4 | Apr 2024 | 2,985,000 | $2.9M | 0.29% | DBT |
| 129 | FEDERAL REALTY 5.375% 05/01/28 | 313747BC0 | Apr 2024 | 2,955,000 | $2.9M | 0.29% | DBT |
| 130 | FRANKLIN BSP LE 4.85% 12/15/24 | 12325JAF8 | Apr 2024 | 2,930,000 | $2.9M | 0.29% | DBT |
| 131 | BANK OF NOVA S 2.951% 03/11/27 | 06418BAE8 | Apr 2024 | 3,095,000 | $2.9M | 0.29% | DBT |
| 132 | COREBRIDGE FINANC V/R 12/15/52 | 21871XAP4 | Apr 2024 | 2,920,000 | $2.9M | 0.29% | DBT |
| 133 | SARATOGA INVES 4.375% 02/28/26 | 80349AAD1 | Apr 2024 | 3,025,000 | $2.9M | 0.29% | DBT |
| 134 | TRINITY CAPITAL 7.0% 01/16/25 | 896442506 | Apr 2024 | 114,000 | $2.9M | 0.29% | EP |
| 135 | ATHENE HOLDING 6.65% 02/01/33 | 04686JAF8 | Apr 2024 | 2,790,000 | $2.9M | 0.29% | DBT |
| 136 | NATIONAL AUSTR 6.429% 01/12/33 | 632525BC4 | Apr 2024 | 2,810,000 | $2.9M | 0.29% | DBT |
| 137 | COLO 2023-1A 5.116% 02/25/28 | 23802WAL5 | Apr 2024 | 3,070,000 | $2.9M | 0.29% | ABS-CBDO |
| 138 | CGCMT 2023-PRM3 V/R 07/10/28 | 17331LAC1 | Apr 2024 | 2,870,000 | $2.9M | 0.29% | ABS-CBDO |
| 139 | OMFIT 2022-S1 4.13% 08/14/26 | 68267HAA5 | Apr 2024 | 2,930,000 | $2.9M | 0.29% | ABS-CBDO |
| 140 | TRINITY CAPITAL 4.25% 12/15/26 | 896442AH3 | Apr 2024 | 3,165,000 | $2.8M | 0.29% | DBT |
| 141 | PFIZER INVESTME 4.65% 05/19/30 | 716973AD4 | Apr 2024 | 2,945,000 | $2.8M | 0.29% | DBT |
| 142 | T/L BCP RENAISS 0% 10/31/28 | 05549PAD3 | Apr 2024 | 2,752,672 | $2.8M | 0.28% | LON |
| 143 | MIDCAP FINANCIAL 4.5% 07/16/26 | 03761UAH9 | Apr 2024 | 2,960,000 | $2.7M | 0.28% | DBT |
| 144 | T/L MEDLINE 00.00% 10/23/28 | N/A | Apr 2024 | 2,722,623 | $2.7M | 0.27% | LON |
| 145 | ASB BANK LIMITED V/R 06/17/32 | 04342JAA5 | Apr 2024 | 2,790,000 | $2.7M | 0.27% | DBT |
| 146 | US TREAS NTS 3.375% 05/15/33 | 91282CHC8 | Apr 2024 | 3,000,000 | $2.7M | 0.27% | DBT |
| 147 | NEUB 2021-40A A V/R 04/16/33 | 64134JAA1 | Apr 2024 | 2,700,000 | $2.7M | 0.27% | ABS-CBDO |
| 148 | SILVER POINT SPEC 4% 11/4/26 | N/A | Apr 2024 | 3,050,000 | $2.7M | 0.27% | DBT |
| 149 | AMERICAN COASTA 7.25% 12/15/27 | 910710AA0 | Apr 2024 | 2,940,000 | $2.7M | 0.27% | DBT |
| 150 | ADMSO 2023-1 6.967% 07/15/28 | 006346AW0 | Apr 2024 | 2,630,000 | $2.7M | 0.27% | ABS-CBDO |
| 151 | REXFORD INDUSTRIAL 5% 06/15/28 | 76169XAC8 | Apr 2024 | 2,750,000 | $2.7M | 0.27% | DBT |
| 152 | AVOLON HOLDINGS 3.95% 07/01/24 | 05401AAF8 | Apr 2024 | 2,685,000 | $2.7M | 0.27% | DBT |
| 153 | SCOTT 2023-SF 5.909% 03/10/28 | 810064AA3 | Apr 2024 | 2,700,000 | $2.7M | 0.27% | ABS-CBDO |
| 154 | T/L ALLEN MEDIA 0% 02/10/2027 | 01771JAG8 | Apr 2024 | 2,980,311 | $2.7M | 0.27% | LON |
| 155 | DBRG 2021-1A 3.933% 09/25/26 | 25402JAA7 | Apr 2024 | 2,850,000 | $2.6M | 0.26% | ABS-CBDO |
| 156 | RCMT 2021-FL7 A V/R 09/25/26 | 75575WAA4 | Apr 2024 | 2,635,877 | $2.6M | 0.26% | ABS-CBDO |
| 157 | COMERICA BANK 4% 07/27/25 | 200339DX4 | Apr 2024 | 2,665,000 | $2.6M | 0.26% | DBT |
| 158 | COMERICA BANK V/R 08/25/33 | 200339EX3 | Apr 2024 | 2,920,000 | $2.6M | 0.26% | DBT |
| 159 | WELLS FARGO & COM V/R 03/02/33 | 95000U2U6 | Apr 2024 | 3,020,000 | $2.5M | 0.26% | DBT |
| 160 | STEWART INFORMAT 3.6% 11/15/31 | 86038AAA0 | Apr 2024 | 3,125,000 | $2.5M | 0.25% | DBT |
| 161 | BLUE OWL TECHNO 6.75% 06/30/25 | 691205AA6 | Apr 2024 | 2,560,000 | $2.5M | 0.25% | DBT |
| 162 | T/L JAZZ FINANCI 0% 05/05/28 | G5080AAH5 | Apr 2024 | 2,513,333 | $2.5M | 0.25% | LON |
| 163 | LFT 2023-1A A 5.59% 05/20/33 | 52604EAA8 | Apr 2024 | 2,540,000 | $2.5M | 0.25% | ABS-CBDO |
| 164 | GLENCORE FUNDI 6.125% 10/06/28 | 378272BN7 | Apr 2024 | 2,485,000 | $2.5M | 0.25% | DBT |
| 165 | TPDC 2023-1A A2 6% 06/25/26 | 88651CAA8 | Apr 2024 | 2,620,000 | $2.5M | 0.25% | ABS-CBDO |
| 166 | NATWEST GROUP PLC V/R 11/10/26 | 639057AG3 | Apr 2024 | 2,445,000 | $2.5M | 0.25% | DBT |
| 167 | STRAT CREDIT OP 4.25% 04/01/26 | 86275#AA1 | Apr 2024 | 2,655,000 | $2.5M | 0.25% | DBT |
| 168 | DC 2023-DC B 6.804% 09/10/28 | 24023AAC4 | Apr 2024 | 2,460,000 | $2.5M | 0.25% | ABS-CBDO |
| 169 | US TREAS BDS 1.75% 08/15/41 | 912810TA6 | Apr 2024 | 3,900,000 | $2.5M | 0.25% | DBT |
| 170 | NAVMT 2023-1 A 6.18% 08/25/25 | 63938PBU2 | Apr 2024 | 2,465,000 | $2.5M | 0.25% | ABS-CBDO |
| 171 | CNH INDUSTRIAL C 5.5% 01/12/29 | 12592BAR5 | Apr 2024 | 2,450,000 | $2.4M | 0.24% | DBT |
| 172 | HARVEST MIDSTREA 7.5% 09/01/28 | 417558AA1 | Apr 2024 | 2,430,000 | $2.4M | 0.24% | DBT |
| 173 | FIRST AMERICAN F 2.4% 08/15/31 | 31847RAH5 | Apr 2024 | 3,128,000 | $2.4M | 0.24% | DBT |
| 174 | CRESCENT CAP BDC 5% 5/25/26/ | 225655208 | Apr 2024 | 99,600 | $2.4M | 0.24% | EP |
| 175 | T/L ATHENAHEAL 0% 02/15/29 | N/A | Apr 2024 | 2,399,926 | $2.4M | 0.24% | LON |
| 176 | SANTANDER HOLDING V/R 03/09/29 | 80282KBF2 | Apr 2024 | 2,360,000 | $2.4M | 0.24% | DBT |
| 177 | CAALT 2023-1A 7.71% 11/16/26 | 224927AE3 | Apr 2024 | 2,330,000 | $2.4M | 0.24% | ABS-CBDO |
| 178 | PENNANTPARK FLO 4.25% 04/01/26 | 70806AAA4 | Apr 2024 | 2,535,000 | $2.4M | 0.24% | DBT |
| 179 | T/L ORGANON & CO 0% 06/02/28 | 68621XAE3 | Apr 2024 | 2,360,288 | $2.4M | 0.24% | LON |
| 180 | CAPITAL SOUTHWES 4.5% 01/31/26 | 140501AB3 | Apr 2024 | 2,490,000 | $2.4M | 0.24% | DBT |
| 181 | WESTF 2023-A A 8% 10/15/29 | 97064YAA2 | Apr 2024 | 2,253,500 | $2.4M | 0.24% | ABS-CBDO |
| 182 | PNTPK 2023-7A B V/R 07/20/35 | 70806FAE5 | Apr 2024 | 2,320,000 | $2.4M | 0.24% | ABS-CBDO |
| 183 | DRAWBRIDGE SPE 3.875% 02/15/26 | 26150TAE9 | Apr 2024 | 2,485,000 | $2.3M | 0.23% | DBT |
| 184 | ASCOT GROUP LTD 4.25% 12/15/30 | 04365XAA6 | Apr 2024 | 2,880,000 | $2.3M | 0.23% | DBT |
| 185 | MSC 2019-BPR A V/R 05/15/21 | 61769GAA5 | Apr 2024 | 2,326,739 | $2.3M | 0.23% | ABS-CBDO |
| 186 | SORT 2022-1A A 5.97% 02/15/27 | 12530MAL9 | Apr 2024 | 2,374,427 | $2.3M | 0.23% | ABS-CBDO |
| 187 | STHWK 2019-4A A1 V/R 07/20/32 | 846031AN2 | Apr 2024 | 2,310,000 | $2.3M | 0.23% | ABS-CBDO |
| 188 | T/L ELANCO ANIMAL 0% 8/1/27 | 28414BAF3 | Apr 2024 | 2,293,243 | $2.3M | 0.23% | LON |
| 189 | SDART 2023-5 C 6.43% 12/15/27 | 80286PAE1 | Apr 2024 | 2,240,000 | $2.3M | 0.23% | ABS-CBDO |
| 190 | T/L ALLSPRING BUY ZCP 11/01/28 | 98922AAC0 | Apr 2024 | 2,273,363 | $2.3M | 0.23% | LON |
| 191 | T/L TPF II POWER 0% 10/02/2025 | 87264NAB3 | Apr 2024 | 2,260,442 | $2.3M | 0.23% | LON |
| 192 | BRIGHTSPHERE INV 4.8% 07/27/26 | 10948WAA1 | Apr 2024 | 2,338,000 | $2.3M | 0.23% | DBT |
| 193 | GLADSTONE CAPI 5.125% 01/31/26 | 376535AC4 | Apr 2024 | 2,330,000 | $2.2M | 0.23% | DBT |
| 194 | US T BILL ZCP 10/10/24 | 912797KT3 | Apr 2024 | 2,300,000 | $2.2M | 0.23% | STIV |
| 195 | HSBC HOLDINGS PLC V/R 11/03/28 | 404280DR7 | Apr 2024 | 2,140,000 | $2.2M | 0.22% | DBT |
| 196 | HORIZON TECHNOLOGY FINAN /PFD/ | 44045A409 | Apr 2024 | 93,600 | $2.2M | 0.22% | EP |
| 197 | LLOYDS BANKING GR V/R 11/15/33 | 539439AW9 | Apr 2024 | 2,025,000 | $2.2M | 0.22% | DBT |
| 198 | CAPITAL ONE FIN 3.65% 05/11/27 | 14040HCE3 | Apr 2024 | 2,345,000 | $2.2M | 0.22% | DBT |
| 199 | MET LIFE GLOB F 5.15% 03/28/33 | 59217GFP9 | Apr 2024 | 2,280,000 | $2.2M | 0.22% | DBT |
| 200 | SPGN 2022-TFLM C V/R 02/25/27 | 78473HAJ5 | Apr 2024 | 2,270,000 | $2.2M | 0.22% | ABS-CBDO |
| 201 | T/L AL NGPL HOLD 0% 04/14/28 | 01021AAB6 | Apr 2024 | 2,196,675 | $2.2M | 0.22% | LON |
| 202 | CNH INDUSTRIAL 4.55% 04/10/28 | 12592BAQ7 | Apr 2024 | 2,275,000 | $2.2M | 0.22% | DBT |
| 203 | ONDK 2021-1A A 1.59% 05/17/24 | 68236WAA0 | Apr 2024 | 2,180,000 | $2.2M | 0.22% | ABS-CBDO |
| 204 | LLOYDS BANKING GR V/R 03/06/29 | 539439AX7 | Apr 2024 | 2,160,000 | $2.2M | 0.22% | DBT |
| 205 | MORGAN STANLEY V/R 10/18/33 | 61747YEY7 | Apr 2024 | 2,055,000 | $2.1M | 0.21% | DBT |
| 206 | DUKE ENERGY FLO 5.95% 11/15/52 | 26444HAN1 | Apr 2024 | 2,100,000 | $2.1M | 0.21% | DBT |
| 207 | APOLLO GLOBAL V/R 09/15/53 | 03769M205 | Apr 2024 | 79,000 | $2.1M | 0.21% | EP |
| 208 | NEVADA POWER CO 5.9% 05/01/53 | 641423CF3 | Apr 2024 | 2,120,000 | $2.1M | 0.21% | DBT |
| 209 | US T BILL ZCP 07/25/24 | 912797JT5 | Apr 2024 | 2,100,000 | $2.1M | 0.21% | STIV |
| 210 | SDCP 2020-1 A 3.812% 04/20/25 | 78520EAA4 | Apr 2024 | 2,130,000 | $2.1M | 0.21% | ABS-CBDO |
| 211 | T/L AMERICAN AIR 0% 05/17/29 | 02376CBM6 | Apr 2024 | 2,050,000 | $2.1M | 0.21% | LON |
| 212 | ABDLF 2022-2A 4.986% 03/01/32 | 00090NAE0 | Apr 2024 | 2,261,310 | $2.0M | 0.20% | ABS-CBDO |
| 213 | SBA TOWER TRUS 6.599% 01/15/28 | 78403DAZ3 | Apr 2024 | 2,000,000 | $2.0M | 0.20% | DBT |
| 214 | APOLLO MANAGEMENT V/R 01/14/50 | 03765HAE1 | Apr 2024 | 2,095,000 | $2.0M | 0.20% | DBT |
| 215 | GCM GROSVENOR DIV 6% 11/15/31 | 36831FAB1 | Apr 2024 | 2,550,000 | $2.0M | 0.20% | DBT |
| 216 | BAE SYSTEMS PLC 3.4% 04/15/30 | 05523RAD9 | Apr 2024 | 2,220,000 | $2.0M | 0.20% | DBT |
| 217 | MAIN STREET CAPI 5.2% 05/01/24 | 56035LAD6 | Apr 2024 | 1,965,000 | $2.0M | 0.20% | DBT |
| 218 | ATHENE GLOBAL F 2.55% 06/29/25 | 04685A2N0 | Apr 2024 | 2,035,000 | $2.0M | 0.20% | DBT |
| 219 | FHMS K753 X3 V/R 12/25/30 | 3137HB2P8 | Apr 2024 | 7,660,000 | $1.9M | 0.19% | ABS-CBDO |
| 220 | MORGAN STANLEY V/R 04/20/28 | 61747YER2 | Apr 2024 | 2,000,000 | $1.9M | 0.19% | DBT |
| 221 | HAT HOLDINGS I 3.375% 06/15/26 | 418751AE3 | Apr 2024 | 2,065,000 | $1.9M | 0.19% | DBT |
| 222 | STARWOOD PROPE 4.375% 01/15/27 | 85571BAY1 | Apr 2024 | 2,065,000 | $1.9M | 0.19% | DBT |
| 223 | OFS CAPITAL COR 4.75% 02/10/26 | 67103BAA8 | Apr 2024 | 2,095,000 | $1.9M | 0.19% | DBT |
| 224 | HAT HOLDINGS I 3.75% 09/15/30 | 418751AD5 | Apr 2024 | 2,300,000 | $1.9M | 0.19% | DBT |
| 225 | T/L GEON PERFORMANC 0% 8/18/28 | 37254YAB6 | Apr 2024 | 1,886,625 | $1.9M | 0.19% | LON |
| 226 | SCENTRE GROUP 3.625% 01/28/26 | 80622GAD6 | Apr 2024 | 1,945,000 | $1.9M | 0.19% | DBT |
| 227 | MCAF 2023-1A A 6.65% 01/22/26 | 61035MAA0 | Apr 2024 | 1,870,000 | $1.9M | 0.19% | ABS-CBDO |
| 228 | NARRAGANSETT E 3.395% 04/09/30 | 631005BJ3 | Apr 2024 | 2,095,000 | $1.9M | 0.19% | DBT |
| 229 | SPIRIT AEROSYS 9.375% 11/30/29 | 85205TAN0 | Apr 2024 | 1,708,000 | $1.8M | 0.19% | DBT |
| 230 | CARGILL INC 5.125% 10/11/32 | 141781BZ6 | Apr 2024 | 1,890,000 | $1.8M | 0.18% | DBT |
| 231 | MCFCL 2023-1A C V/R 04/15/35 | 55293LAL7 | Apr 2024 | 1,840,000 | $1.8M | 0.18% | ABS-CBDO |
| 232 | T/L BAUSCH HEAL 0% 1/27/2027 | N/A | Apr 2024 | 2,171,750 | $1.8M | 0.18% | LON |
| 233 | DUKE ENERGY OHI 5.65% 04/01/53 | 26442EAK6 | Apr 2024 | 1,880,000 | $1.8M | 0.18% | DBT |
| 234 | SDCP 2023-1 A2 6.25% 04/20/28 | 78520EAE6 | Apr 2024 | 1,795,000 | $1.8M | 0.18% | ABS-CBDO |
| 235 | T/L STARWOOD PROP 0% 11/18/27 | N/A | Apr 2024 | 1,787,375 | $1.8M | 0.18% | LON |
| 236 | T/L AXALTA COAT 0% 12/20/29 | N/A | Apr 2024 | 1,779,206 | $1.8M | 0.18% | LON |
| 237 | NATWEST GROUP PLC V/R 03/02/34 | 639057AH1 | Apr 2024 | 1,780,000 | $1.8M | 0.18% | DBT |
| 238 | T/L VISTRA OPERAT ZCP 12/31/25 | 88233FAK6 | Apr 2024 | 1,774,339 | $1.8M | 0.18% | LON |
| 239 | CAPITAL ONE FINAN V/R 10/30/31 | 14040HDC6 | Apr 2024 | 1,630,000 | $1.8M | 0.18% | DBT |
| 240 | TRUIST FINANCIAL V/R 10/30/29 | 89788MAQ5 | Apr 2024 | 1,620,000 | $1.7M | 0.17% | DBT |
| 241 | STELLUS CAPITA 4.875% 03/30/26 | 858568AB4 | Apr 2024 | 1,775,000 | $1.6M | 0.16% | DBT |
| 242 | NFAS 2022-1 A 6.86% 09/15/25 | 62909JAA8 | Apr 2024 | 1,660,000 | $1.6M | 0.16% | ABS-CBDO |
| 243 | BANK LEUMI LE- 5.125% 07/27/27 | M1R786AY4 | Apr 2024 | 1,635,000 | $1.6M | 0.16% | DBT |
| 244 | ALABAMA POWER C 3.05% 03/15/32 | 010392FX1 | Apr 2024 | 1,840,000 | $1.6M | 0.16% | DBT |
| 245 | MUNICH RE V/R 05/23/42 | 62582PAA8 | Apr 2024 | 1,580,000 | $1.6M | 0.16% | DBT |
| 246 | MCIP 2022-1A B 5.15% 04/30/32 | 61033MAC8 | Apr 2024 | 1,790,000 | $1.6M | 0.16% | ABS-CBDO |
| 247 | ENSTAR FINANCE LL V/R 09/01/40 | 29360AAA8 | Apr 2024 | 1,600,000 | $1.6M | 0.16% | DBT |
| 248 | CION INVESTMENT 4.5% 02/11/26 | 17259UAA3 | Apr 2024 | 1,635,000 | $1.6M | 0.16% | DBT |
| 249 | ELLINGTON FINANCIAL /PFD/ | 28852N406 | Apr 2024 | 66,200 | $1.5M | 0.15% | EP |
| 250 | MET LIFE GLOB FU 3.3% 03/21/29 | 59217GEZ8 | Apr 2024 | 1,690,000 | $1.5M | 0.15% | DBT |
| 251 | VCRRL 2021-1A 2.152% 10/20/31 | 92243RAA2 | Apr 2024 | 1,574,114 | $1.5M | 0.15% | ABS-CBDO |
| 252 | UBS GROUP AG V/R 05/12/28 | 902613AP3 | Apr 2024 | 1,525,000 | $1.5M | 0.15% | DBT |
| 253 | T/L AIR MEDICAL GR 0% 03/14/25 | 00169QAD1 | Apr 2024 | 1,539,354 | $1.5M | 0.15% | LON |
| 254 | T/L DELOS AIRCRA 0% 10/13/27 | N/A | Apr 2024 | 1,445,000 | $1.4M | 0.14% | LON |
| 255 | ARES PBN FIN 6% 9/15/36 | 04019VAB8 | Apr 2024 | 1,480,000 | $1.4M | 0.14% | DBT |
| 256 | BPR 2022-OANA C V/R 04/15/24 | 05592DAJ3 | Apr 2024 | 1,390,000 | $1.4M | 0.14% | ABS-CBDO |
| 257 | CAUTO 2020-1A 4.17% 02/15/25 | 12510HAG5 | Apr 2024 | 1,430,000 | $1.4M | 0.14% | ABS-CBDO |
| 258 | SCENTRE GROUP TR 3.5% 02/12/25 | 806213AB0 | Apr 2024 | 1,380,000 | $1.4M | 0.14% | DBT |
| 259 | FS KKR CAPITAL 4.125% 02/01/25 | 302635AE7 | Apr 2024 | 1,370,000 | $1.3M | 0.13% | DBT |
| 260 | SPGN 2022-TFLM D V/R 02/25/27 | 78473HAL0 | Apr 2024 | 1,310,000 | $1.3M | 0.13% | ABS-CBDO |
| 261 | APTARGROUP INC 3.6% 03/15/32 | 038336AA1 | Apr 2024 | 1,465,000 | $1.3M | 0.13% | DBT |
| 262 | SCENTRE GROUP TRU V/R 09/24/80 | 76025LAB0 | Apr 2024 | 1,345,000 | $1.2M | 0.12% | DBT |
| 263 | WELLS FARGO & COM V/R 04/30/26 | 95000U2N2 | Apr 2024 | 1,245,000 | $1.2M | 0.12% | DBT |
| 264 | AMERICAN EXPRESS V/R 05/26/33 | 025816CX5 | Apr 2024 | 1,250,000 | $1.2M | 0.12% | DBT |
| 265 | T/L AVOLON TLB 0% 06/22/28 | N/A | Apr 2024 | 1,174,849 | $1.2M | 0.12% | LON |
| 266 | AMERICAN EXPRES 2.55% 03/04/27 | 025816CS6 | Apr 2024 | 1,265,000 | $1.2M | 0.12% | DBT |
| 267 | SIDC 2023-1A A2 5.9% 03/25/28 | 85236KAF9 | Apr 2024 | 1,150,000 | $1.1M | 0.11% | ABS-CBDO |
| 268 | NORTHRIVER MID 5.625% 02/15/26 | 66679NAA8 | Apr 2024 | 1,150,000 | $1.1M | 0.11% | DBT |
| 269 | T/L VERSCEND HOLDIN 0% 8/27/25 | 92531HAD9 | Apr 2024 | 1,114,348 | $1.1M | 0.11% | LON |
| 270 | INDIANA ST FIN 3.313% 03/01/51 | 45506EDG5 | Apr 2024 | 1,645,000 | $1.1M | 0.11% | DBT |
| 271 | MDCP 2020-4A 2.286% 01/20/27 | 28924AAB7 | Apr 2024 | 1,138,870 | $1.1M | 0.11% | ABS-CBDO |
| 272 | BXMT 2020-FL2 A V/R 07/15/22 | 12434LAA2 | Apr 2024 | 1,106,902 | $1.1M | 0.11% | ABS-CBDO |
| 273 | BXMT 2020-FL3 C V/R 11/15/37 | 05608XAG7 | Apr 2024 | 1,250,000 | $1.1M | 0.11% | ABS-CBDO |
| 274 | WELLS FARGO & COM V/R 06/02/28 | 95000U2S1 | Apr 2024 | 1,165,000 | $1.1M | 0.11% | DBT |
| 275 | TMCL 2020-1A A 2.73% 05/21/29 | 88315LAE8 | Apr 2024 | 1,137,974 | $1.1M | 0.11% | ABS-CBDO |
| 276 | BHG 2022-A A 1.71% 02/20/35 | 054977AA1 | Apr 2024 | 1,044,380 | $1.0M | 0.10% | ABS-CBDO |
| 277 | NADG 2019-1 A 3.368% 12/28/24 | 629682AA3 | Apr 2024 | 1,058,537 | $1.0M | 0.10% | ABS-CBDO |
| 278 | MCAF 2021-1A 2.815% 04/22/31 | 610331AA8 | Apr 2024 | 1,065,620 | $1.0M | 0.10% | ABS-CBDO |
| 279 | SEACO 2020-1A 2.17% 03/18/30 | 37959PAA5 | Apr 2024 | 1,094,193 | $1.0M | 0.10% | ABS-CBDO |
| 280 | HSBC HOLDINGS PLC V/R 06/04/31 | 404280CH0 | Apr 2024 | 1,140,000 | $961K | 0.10% | DBT |
| 281 | SEACO 2020-2A 2.26% 03/17/30 | 37959PAC1 | Apr 2024 | 1,033,259 | $948K | 0.09% | ABS-CBDO |
| 282 | SORT 2020-1 B1 2.28% 07/15/25 | 12530MAC9 | Apr 2024 | 1,025,375 | $943K | 0.09% | ABS-CBDO |
| 283 | T/L ALLSPRING 0% 11/01/28 | 98922AAD8 | Apr 2024 | 940,675 | $940K | 0.09% | LON |
| 284 | T/L DELTA AIR 0% 10/20/2027 | 24736CBS2 | Apr 2024 | 905,771 | $933K | 0.09% | LON |
| 285 | AVOLON HOLDINGS 5.5% 01/15/26 | 05401AAK7 | Apr 2024 | 925,000 | $911K | 0.09% | DBT |
| 286 | T/L BUCKEYE PART 0% 11/01/26 | 11823LAM7 | Apr 2024 | 890,589 | $893K | 0.09% | LON |
| 287 | T/L GIP II BLU 0% 09/29/2028 | 31575AAB3 | Apr 2024 | 881,326 | $886K | 0.09% | LON |
| 288 | STWD 2019-FL1 B V/R 02/15/24 | 78485WAE9 | Apr 2024 | 890,000 | $880K | 0.09% | ABS-CBDO |
| 289 | CONNECT FINCO S 6.75% 10/01/26 | 20752TAA2 | Apr 2024 | 875,000 | $847K | 0.08% | DBT |
| 290 | HBCT 2015-HB10 C V/R 08/05/25 | 44422PBY7 | Apr 2024 | 1,000,000 | $814K | 0.08% | ABS-CBDO |
| 291 | REPS 2020-A A 2.47% 11/20/30 | 76042EAA7 | Apr 2024 | 779,836 | $772K | 0.08% | ABS-CBDO |
| 292 | T/L LUMEN TECHNO 0% 06/01/28 | N/A | Apr 2024 | 876,023 | $740K | 0.07% | LON |
| 293 | CGCC 2014-FL2 ST V/R 11/15/31 | 12528PAK8 | Apr 2024 | 1,361,180 | $645K | 0.06% | ABS-CBDO |
| 294 | OXFIN 2020-1A 3.101% 12/15/24 | 69144AAA7 | Apr 2024 | 649,133 | $639K | 0.06% | ABS-CBDO |
| 295 | FREMF 2023-K753 0.1% 01/01/50 | 30333UAN8 | Apr 2024 | 126,956,393 | $573K | 0.06% | ABS-CBDO |
| 296 | CGCC 2014-FL2 D V/R 11/15/31 | 12528PAD4 | Apr 2024 | 786,000 | $548K | 0.05% | ABS-CBDO |
| 297 | FNH 2019-1 A V/R 12/10/31 | 30312PAA2 | Apr 2024 | 538,891 | $508K | 0.05% | ABS-CBDO |
| 298 | BAUSCH HEALTH 4.875% 06/01/28 | 071734AN7 | Apr 2024 | 730,000 | $472K | 0.05% | DBT |
| 299 | LAFI 2018-1A A 5.956% 07/25/28 | 53000LAA0 | Apr 2024 | 448,264 | $407K | 0.04% | ABS-CBDO |
| 300 | MDCP 2020-3A 2.954% 11/20/26 | 289338AB1 | Apr 2024 | 384,450 | $368K | 0.04% | ABS-CBDO |
| 301 | CFMT 2018-RM2 A V/R 10/25/23 | 14727QAA3 | Apr 2024 | 359,709 | $353K | 0.04% | ABS-CBDO |
| 302 | MFIT 2020-AA A 2.19% 08/21/34 | 56848MAA7 | Apr 2024 | 344,971 | $341K | 0.03% | ABS-CBDO |
| 303 | BLUE OWL CAPIT 4.625% 11/26/24 | 69121DAA8 | Apr 2024 | 317,000 | $314K | 0.03% | DBT |
| 304 | RCLT 2019-2 A V/R 12/27/44 | 75576QAA6 | Apr 2024 | 305,287 | $305K | 0.03% | ABS-CBDO |
| 305 | RPIT 2019-1 A V/R 10/25/24 | 74968RAA3 | Apr 2024 | 303,988 | $257K | 0.03% | ABS-CBDO |
| 306 | CFMT 2019-RM3 A V/R 06/25/69 | 147271AA8 | Apr 2024 | 186,420 | $183K | 0.02% | ABS-CBDO |
| 307 | JPMBB 2014-C24 D V/R 10/15/24 | 46643GAY6 | Apr 2024 | 240,000 | $177K | 0.02% | ABS-CBDO |
| 308 | FIFTH THIRD BANCO V/R 07/28/30 | 316773DG2 | Apr 2024 | 165,000 | $156K | 0.02% | DBT |
| 309 | NWSB 2018-1 A V/R 11/25/24 | 65252MAA7 | Apr 2024 | 140,866 | $140K | 0.01% | ABS-CBDO |
| 310 | SWC 2018-1A A 4.75% 02/15/24 | 78488LAA8 | Apr 2024 | 123,833 | $124K | 0.01% | ABS-CBDO |
| 311 | FREMF 2023-K753 0.1% 12/25/30 | 30333UAQ1 | Apr 2024 | 26,240,000 | $122K | 0.01% | ABS-CBDO |
| 312 | CGCC 2014-FL2 ST V/R 11/15/31 | 12528PAJ1 | Apr 2024 | 144,567 | $104K | 0.01% | ABS-CBDO |
| 313 | NWSB 2018-1 B V/R 11/25/24 | 65252MAB5 | Apr 2024 | 66,821 | $66K | 0.01% | ABS-CBDO |
| 314 | FREED 2022-2CP 4.49% 10/18/24 | 35633LAB0 | Apr 2024 | 39,434 | $39K | 0.00% | ABS-CBDO |
| 315 | UBSBM 2012-WR 3.663% 06/10/22 | 90269PAA9 | Apr 2024 | 9,507 | $9K | 0.00% | ABS-CBDO |
| 316 | F/C US 5YR NOTE (CBT) JUN24 | FVM4 XCBT | Apr 2024 | -456 | $-47762438 | -4.78% | DIR |