0001752724-19-168194.txt : 20191119
0001752724-19-168194.hdr.sgml : 20191119
20191119140110
ACCESSION NUMBER: 0001752724-19-168194
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191119
PERIOD START: 20190930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07455
FILM NUMBER: 191230459
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000001336
Virtus Newfleet Core Plus Bond Fund
C000003572
CLASS A
SAVAX
C000003574
CLASS C
SAVCX
C000003575
CLASS I
SAVYX
C000176707
Class R6
VBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000001336
C000176707
C000003575
C000003572
C000003574
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Core Plus Bond
S000001336
549300U1U6DG3SZD7A72
2019-09-30
2019-09-30
N
95360284.02
418288.94
94941995.08
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1396466.85000000
USD
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
155000.00000000
PA
USD
166382.81000000
0.175246801860
Long
DBT
CORP
US
N
2
N/A
Floating
5.90000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
190000.00000000
PA
USD
194970.16000000
0.205357133938
Long
DBT
CORP
US
N
2
2022-06-01
Variable
3.49700000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAB0
111340.19830000
PA
USD
109192.45000000
0.115009643422
Long
LON
CORP
US
N
2
2023-02-01
Floating
5.86850000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A1
45660LEW5
95954.33000000
PA
USD
99299.68000000
0.104589839213
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
90000.00000000
PA
USD
90873.35000000
0.095714599133
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
75000.00000000
PA
USD
77989.73000000
0.082144608330
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
GUANAY FINANCE LTD
N/A
Guanay Finance Ltd
40066NAA4
113720.32000000
PA
USD
114857.52000000
0.120976518244
Long
DBT
CORP
KY
N
2
2020-12-15
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
399977.74000000
PA
USD
409937.83000000
0.431777138930
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
90000.00000000
PA
USD
91462.50000000
0.096335135914
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
185000.00000000
PA
USD
182931.75000000
0.192677381432
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
45000.00000000
PA
USD
49275.00000000
0.051900110123
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
120000.00000000
PA
USD
132792.00000000
0.139866452024
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AH5
27000.00000000
PA
USD
28692.65000000
0.030221241902
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
6.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
270000.00000000
PA
USD
278916.23000000
0.293775404408
Long
DBT
CORP
CA
N
2
2031-09-15
Floating
3.62500000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
275000.00000000
PA
USD
295649.68000000
0.311400323693
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Primrose Schools
N/A
Primose Funding LLC
74166YAA8
235000.00000000
PA
USD
234748.55000000
0.247254705151
Long
ABS-O
CORP
US
N
2
2049-07-30
Fixed
4.47500000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
160000.00000000
PA
USD
167484.63000000
0.176407320974
Long
DBT
CORP
US
N
2
2054-09-15
Floating
4.37500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
140000.00000000
PA
USD
150849.81000000
0.158886286171
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
61877.00000000
PA
USD
62350.64000000
0.065672350731
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
E*TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BS2
175000.00000000
PA
USD
190597.99000000
0.200752037956
Long
DBT
CORP
US
N
2
2028-06-20
Fixed
4.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
180079.36000000
PA
USD
187549.25000000
0.197540877292
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
170000.00000000
PA
USD
172627.54000000
0.181824217886
Long
DBT
CORP
US
N
2
2025-05-15
Floating
3.25813000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAL1
218884.80660000
PA
USD
215054.32000000
0.226511271243
Long
LON
CORP
US
N
2
2025-12-31
Floating
5.34860000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
121771.86000000
PA
USD
122907.16000000
0.129455000283
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
IAA INC
549300PZCOPC5178W747
IAA Inc
449253AB9
20000.00000000
PA
USD
21100.00000000
0.022224095862
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688239AF9
316000.00000000
PA
USD
340578.48000000
0.358722691379
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
224191.14000000
PA
USD
226913.74000000
0.239002498113
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.17785600
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAB3
155000.00000000
PA
USD
158383.18000000
0.166820994088
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
295000.00000000
PA
USD
304886.56000000
0.321129295569
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
190000.00000000
PA
USD
198132.00000000
0.208687419969
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
220000.00000000
PA
USD
225909.46000000
0.237944715412
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
NVA HOLDINGS
549300PQXWQYUO44P605
NVA Holdings Inc/United States
62943XAK3
14962.50000000
PA
USD
14943.80000000
0.015739926243
Long
LON
CORP
US
N
2
2025-02-02
Floating
5.75550000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
120000.00000000
PA
USD
120706.80000000
0.127137416796
Long
LON
CORP
US
N
2
2026-02-08
Floating
7.18100000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05967BAB1
215000.00000000
PA
USD
223215.26000000
0.235106982755
Long
DBT
CORP
CL
N
2
2022-09-20
Fixed
3.87500000
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAN8
170000.00000000
PA
USD
183600.00000000
0.193381232241
Long
DBT
CORP
US
N
2
2027-04-01
Variable
5.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
145000.00000000
PA
USD
149149.45000000
0.157095340027
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BC7
190000.00000000
PA
USD
201083.15000000
0.211795791557
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
07331QAD9
100000.00000000
PA
USD
104412.37000000
0.109974906164
Long
ABS-MBS
CORP
US
N
2
2053-06-28
Variable
4.25000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAA6
5000.00000000
PA
USD
5262.50000000
0.005542858031
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
135000.00000000
PA
USD
144559.90000000
0.152261283195
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
84000.00000000
PA
USD
85429.31000000
0.089980529614
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
120057.36000000
PA
USD
126231.30000000
0.132956232796
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
4.02600000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
115000.00000000
PA
USD
121930.23000000
0.128426024645
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
140000.00000000
PA
USD
144725.00000000
0.152435178845
Long
DBT
CORP
US
N
2
N/A
Floating
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAB3
220000.00000000
PA
USD
223863.29000000
0.235789536349
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
3.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
60000.00000000
PA
USD
64050.00000000
0.067462243600
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Carvana Auto Receivables trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AF1
225000.00000000
PA
USD
232036.85000000
0.244398540187
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-1
03464MAA2
199747.18000000
PA
USD
202870.11000000
0.213677951289
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.92000000
N
N
N
N
N
N
Aventura Mall Trust
N/A
Aventura Mall Trust 2013-AVM
05357HAJ9
325000.00000000
PA
USD
328817.48000000
0.346335127804
Long
ABS-MBS
CORP
US
N
2
2032-12-05
Variable
3.86742600
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20337EAQ4
130000.00000000
PA
USD
129420.20000000
0.136315020440
Long
LON
CORP
US
N
2
2026-04-04
Floating
5.34860000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2017-1
36253UAC5
194739.88000000
PA
USD
195092.53000000
0.205486023161
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
2.98000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
250000.00000000
PA
USD
251532.92000000
0.264933257183
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONALF
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XLK2
485000.00000000
PA
USD
551896.05000000
0.581298138442
Long
DBT
MUN
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAB9
213949.44000000
PA
USD
214458.64000000
0.225883856579
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.78680000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
300000.00000000
PA
USD
385823.83000000
0.406378473166
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
320000.00000000
PA
USD
435981.11000000
0.459207866479
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
Verus Securitization Trust
549300LXNRS6WHH3MM19
Verus Securitization Trust 2017-2
92536EAA7
73416.75000000
PA
USD
73014.82000000
0.076904661565
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
2.48500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
215000.00000000
PA
USD
244560.35000000
0.257589225709
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAB3
133987.50000000
PA
USD
128800.84000000
0.135662664231
Long
LON
CORP
US
N
2
2025-10-02
Floating
6.34860000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAC1
100000.00000000
PA
USD
101621.23000000
0.107035069059
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.84100000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-1
33844RAE1
150000.00000000
PA
USD
154584.38000000
0.162819814213
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.60000000
N
N
N
N
N
N
Centre Point Funding LLC
CRYY0P1QBVL5M2COWL45
Centre Point Funding LLC
151608AB2
53690.90000000
PA
USD
53481.25000000
0.056330446769
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
2.61000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAG0
95000.00000000
PA
USD
106666.00000000
0.112348597593
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
200000.00000000
PA
USD
205671.40000000
0.216628479132
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.12500000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
15670BAB8
172085.25230000
PA
USD
170842.80000000
0.179944396424
Long
LON
CORP
US
N
2
2025-01-31
Floating
4.90890000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
204637.06000000
PA
USD
209374.12000000
0.220528460375
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JAG3
115000.00000000
PA
USD
122185.23000000
0.128694609689
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC Series 2019-1
85236KAA0
188891.67000000
PA
USD
197983.40000000
0.208530903351
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
338000.00000000
PA
USD
350549.94000000
0.369225377773
Long
DBT
CORP
CA
N
2
2032-12-15
Floating
3.80300000
N
N
N
N
N
N
SUMMIT MATERIALS LLC
549300C97P3BW8QROE16
Summit Materials LLC
86614DAH1
228108.66230000
PA
USD
228323.08000000
0.240486920258
Long
LON
CORP
US
N
2
2024-11-21
Floating
4.13230000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
100000.00000000
PA
USD
104038.42000000
0.109581034095
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
CRH AMERICA INC
549300RN11MJ182CNF63
CRH America Inc
12626PAM5
35000.00000000
PA
USD
37177.79000000
0.039158425066
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
3.87500000
N
N
N
N
N
N
CAPITAL AUTOMOTIVE LP
549300C2Y7WDWSMFEY87
Capital Automotive LP
13973UAP4
115563.18880000
PA
USD
115527.36000000
0.121682043760
Long
LON
CORP
US
N
2
2024-03-24
Floating
4.68100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
150000.00000000
PA
USD
152830.20000000
0.160972180826
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
655000.00000000
PA
USD
953442.17000000
1.004236501662
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
HELMERICH & PAYNE INC
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452AC5
115000.00000000
PA
USD
124302.04000000
0.130924192076
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.65000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-1
12061AAA6
340323.53000000
PA
USD
344225.07000000
0.362563552314
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.61300000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
92000.00000000
PA
USD
97473.63000000
0.102666506973
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
185000.00000000
PA
USD
197865.89000000
0.208407133042
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXI LLC
91832XAA8
43846.46000000
PA
USD
44057.56000000
0.046404712648
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.96700000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31572XAA8
279723.54000000
PA
USD
278401.90000000
0.293233673639
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
2.68700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
87000.00000000
PA
USD
94725.44000000
0.099771908016
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
WILLIAM LYON HOMES INC
5493001MTHCP4IWKJU06
William Lyon Homes Inc
96926DAU4
130000.00000000
PA
USD
135200.00000000
0.142402737467
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.00000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAD3
215000.00000000
PA
USD
216782.18000000
0.228331182441
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
3.47000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
88000.00000000
PA
USD
95260.00000000
0.100334946532
Long
DBT
CORP
US
N
2
N/A
Floating
5.87500000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAB8
225000.00000000
PA
USD
235689.29000000
0.248245562779
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VYN7
24599.57000000
PA
USD
27612.78000000
0.029083842167
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXX LLC
91832WAA0
78144.79000000
PA
USD
78371.32000000
0.082546527418
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.11470000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
265000.00000000
PA
USD
264999.58000000
0.279117349258
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.00750000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
270000.00000000
PA
USD
265866.43000000
0.280030380419
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AE7
200000.00000000
PA
USD
196500.00000000
0.206968475682
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
500000.00000000
PA
USD
522747.45000000
0.550596655947
Long
DBT
CORP
US
N
2
2028-08-09
Floating
4.68200000
N
N
N
N
N
N
LHFC Depositor, LLC
549300VCHJCK9EK5QK41
LHOME Mortgage Trust 2019-RTL1
501890AA5
195000.00000000
PA
USD
197127.24000000
0.207629131696
Long
ABS-MBS
CORP
US
N
3
2023-10-25
Variable
4.58000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AA9
305000.00000000
PA
USD
318011.09000000
0.334953030776
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.37500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
120000.00000000
PA
USD
131741.85000000
0.138760355613
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
350675.35000000
PA
USD
349491.89000000
0.368110960492
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2017-2
68267CAC2
185000.00000000
PA
USD
185518.04000000
0.195401455218
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.82000000
N
N
N
N
N
N
UBS AG STAMFORD CT
BFM8T61CT2L1QCEMIK50
UBS AG/Stamford CT
90261AAB8
500000.00000000
PA
USD
564350.00000000
0.594415568710
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
7.62500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
168861.39000000
PA
USD
170704.60000000
0.179798833862
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
105000.00000000
PA
USD
103162.50000000
0.108658449733
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
220000.00000000
PA
USD
227512.05000000
0.239632682890
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust 2019-1
52604FAA5
270000.00000000
PA
USD
270999.70000000
0.285437123763
Long
ABS-O
CORP
US
N
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2019-A
831645AA4
235000.00000000
PA
USD
234886.35000000
0.247399846403
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.85000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
135000.00000000
PA
USD
140062.50000000
0.147524285625
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
95000.00000000
PA
USD
121226.55000000
0.127684856314
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
316410.41000000
PA
USD
322135.98000000
0.339297672993
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76300000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
215000.00000000
PA
USD
226838.31000000
0.238923049603
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CF4
50000.00000000
PA
USD
50016.72000000
0.052681345023
Long
DBT
CORP
US
N
2
2020-12-29
Floating
2.97938000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
215000.00000000
PA
USD
222288.50000000
0.234130849907
Long
DBT
CORP
IE
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
220000.00000000
PA
USD
228250.00000000
0.240409946944
Long
DBT
CORP
US
N
2
N/A
Floating
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
200000.00000000
PA
USD
224500.00000000
0.236460166874
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.37500000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2019-NPL3 LLC
74142RAA2
100000.00000000
PA
USD
100067.32000000
0.105398374992
Long
ABS-MBS
CORP
US
N
2
2059-07-27
Variable
3.10490000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
160756.68000000
PA
USD
165948.43000000
0.174789280402
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
100000.00000000
PA
USD
103925.79000000
0.109462403768
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.71616000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
180000.00000000
PA
USD
184682.75000000
0.194521665406
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
67176.95000000
PA
USD
67836.63000000
0.071450605122
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207VDD5
18559.31000000
PA
USD
20541.96000000
0.021636326456
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
255000.00000000
PA
USD
282929.47000000
0.298002448507
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.90000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-2
33843NAE1
136125.34000000
PA
USD
136729.37000000
0.144013584172
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
3.84000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
95000.00000000
PA
USD
102006.25000000
0.107440600878
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2005-12
362341TK5
42136.00000000
PA
USD
44197.86000000
0.046552487087
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.99900000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAF9
160000.00000000
PA
USD
168004.50000000
0.176954886884
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
144594.23000000
PA
USD
147807.23000000
0.155681613679
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
65000.00000000
PA
USD
68012.75000000
0.071636107860
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
200000.00000000
PA
USD
190500.00000000
0.200648827570
Long
DBT
CORP
US
N
2
2033-01-18
Floating
5.12500000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98310CAC6
103950.00000000
PA
USD
104398.02000000
0.109959791672
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.88760000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAK3
300000.00000000
PA
USD
315062.61000000
0.331847471431
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.71900000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-1
03463TAA8
72941.44000000
PA
USD
73127.97000000
0.077023839596
Long
ABS-MBS
CORP
US
N
2
2048-04-27
Variable
3.25800000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAQ8
140000.00000000
PA
USD
139637.65000000
0.147076801875
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
70000.00000000
PA
USD
74280.50000000
0.078237770269
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.62500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
129918.00000000
PA
USD
134439.74000000
0.141601974854
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300AK9XBIDV7T6V58
Gateway Casinos & Entertainment Ltd
36760BAE9
95000.00000000
PA
USD
98562.50000000
0.103813386180
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
215000.00000000
PA
USD
231481.42000000
0.243813519828
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQW3
845000.00000000
PA
USD
885160.71000000
0.932317368361
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAC0
215000.00000000
PA
USD
216908.83000000
0.228464579680
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.99000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXIX LLC
92872HAA2
153928.39000000
PA
USD
154328.22000000
0.162550007370
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.21290000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2017-1
35104XAC2
175000.00000000
PA
USD
176027.88000000
0.185405709930
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.05000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2018-1
31573NAA9
366833.61000000
PA
USD
371449.99000000
0.391238871362
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.14000000
N
N
N
N
N
N
BRISTOL VA
N/A
City of Bristol VA
110331PQ2
285000.00000000
PA
USD
299631.90000000
0.315594695211
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.21000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
02474RAF0
172348.50240000
PA
USD
172186.49000000
0.181359671086
Long
LON
CORP
US
N
2
2023-10-31
Floating
4.09860000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BR7
225000.00000000
PA
USD
235687.50000000
0.248243677417
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HBU6
140000.00000000
PA
USD
155477.00000000
0.163759988263
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.42800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-SST2
17327XAA5
200000.00000000
PA
USD
199750.10000000
0.210391723737
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.94750000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
100894.26000000
PA
USD
104486.77000000
0.110053269801
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
231000.00000000
PA
USD
219161.25000000
0.230836996647
Long
DBT
CORP
US
N
2
N/A
Floating
5.00000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2017-1
74113YAE4
220000.00000000
PA
USD
221036.29000000
0.232811928813
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.81000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
210000.00000000
PA
USD
235151.00000000
0.247678595548
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AL0
225000.00000000
PA
USD
234067.50000000
0.246537372426
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.62500000
N
N
N
N
N
N
KIK CUSTOM PRODUCTS INC
54930093YQIEW0FV8L89
KIK Custom Products Inc
49387TAR7
137744.00000000
PA
USD
130359.54000000
0.137304403483
Long
LON
CORP
CA
N
2
2023-05-15
Floating
6.10210000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
13134MBQ5
149625.00000000
PA
USD
149906.30000000
0.157892510973
Long
LON
CORP
US
N
2
2026-04-01
Floating
4.84860000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAE9
225000.00000000
PA
USD
228969.77000000
0.241168062464
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
19750.00000000
PA
USD
18505.75000000
0.019491638009
Long
LON
CORP
US
N
2
2025-05-31
Floating
5.82510000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AE0
230000.00000000
PA
USD
248695.64000000
0.261944821983
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.50000000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
120000.00000000
PA
USD
118500.00000000
0.124813050220
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
AMER AIRLINE 19-1A PTT
N/A
American Airlines 2019-1 Class A Pass Through Trust
02378MAA9
230000.00000000
PA
USD
238289.20000000
0.250983982166
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.50000000
N
N
N
N
N
N
SEMINOLE TRIBE
549300EWYRB8UULZD884
Seminole Tribe of Florida Inc
81683UAN7
157499.64500000
PA
USD
158156.42000000
0.166582153520
Long
LON
CORP
US
N
2
2024-07-06
Floating
4.02760000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BJC7
520000.00000000
PA
USD
879699.60000000
0.926565319444
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
39000.00000000
PA
USD
41972.28000000
0.044208340012
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.12500000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
240000.00000000
PA
USD
239995.18000000
0.252780847714
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2019-1
74937LAA4
419745.39000000
PA
USD
421490.10000000
0.443944852480
Long
ABS-MBS
CORP
US
N
2
2024-05-24
Variable
3.72100000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-2
02530DAC0
220000.00000000
PA
USD
222320.89000000
0.234164965474
Long
ABS-O
CORP
US
N
2
2025-06-12
Fixed
3.17000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271RAA7
342000.00000000
PA
USD
364033.97000000
0.383427765229
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
240000.00000000
PA
USD
240245.81000000
0.253044829948
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
208345.08820000
PA
USD
208353.42000000
0.219453382904
Long
LON
CORP
US
N
2
2025-04-11
Floating
4.30340000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
188248.54000000
PA
USD
192667.43000000
0.202931726721
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2017-2
24702JAD1
112989.44000000
PA
USD
112994.45000000
0.119014193776
Long
ABS-O
CORP
US
N
2
2022-10-24
Fixed
2.19000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-6
12669FVE0
137496.68000000
PA
USD
138604.57000000
0.145988684863
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
4.61365800
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AX6
200000.00000000
PA
USD
233750.00000000
0.246202957714
Long
DBT
CORP
AU
N
2
2075-10-19
Floating
6.75000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
126000.00000000
PA
USD
132300.00000000
0.139348240879
Long
DBT
CORP
US
N
2
N/A
Floating
5.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXIV LLC
91830UAA6
86708.68000000
PA
USD
86841.17000000
0.091467606012
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.37500000
N
N
N
N
N
N
ATLANTIC AVIATION FBO INC
549300IFVVFYQ4SH7939
Atlantic Aviation FBO Inc
04822DAJ8
19850.00000000
PA
USD
19974.06000000
0.021038171762
Long
LON
CORP
US
N
2
2025-12-06
Floating
5.88410000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-1
31573MAA1
188905.82000000
PA
USD
189265.14000000
0.199348180792
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
2.93400000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust 2017-1MKT
68245HAA2
150000.00000000
PA
USD
155388.63000000
0.163666910379
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
48667DAD6
215000.00000000
PA
USD
287801.58000000
0.303134118634
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAG1
295000.00000000
PA
USD
300487.10000000
0.316495455721
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.60000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
42000.00000000
PA
USD
47124.95000000
0.049635516886
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
220000.00000000
PA
USD
217481.80000000
0.229068074477
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC
91833JAA8
195068.60000000
PA
USD
196400.55000000
0.206863727515
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
4.33570000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
190000.00000000
PA
USD
190415.11000000
0.200559415082
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
223241.07000000
PA
USD
224826.68000000
0.236804250648
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
63000.00000000
PA
USD
65101.05000000
0.068569287958
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AC9
235000.00000000
PA
USD
241740.01000000
0.254618632983
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
370000.00000000
PA
USD
388692.25000000
0.409399707339
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171YAD3
165000.00000000
PA
USD
167764.87000000
0.176702490671
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.25000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-1
76119MAA7
75389.12000000
PA
USD
76305.14000000
0.080370272328
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
3.93600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-3
92537BAA2
119039.78000000
PA
USD
120350.29000000
0.126761913838
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.10800000
N
N
N
N
N
N
OneMain Financial Issuance Tru
549300I1P51W2UFIED29
Onemain Financial Issuance Trust 2018-1
68267BAA8
180000.00000000
PA
USD
183169.55000000
0.192927850152
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
15000.00000000
PA
USD
15764.40000000
0.016604243450
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAP7
245000.00000000
PA
USD
245004.30000000
0.258056827006
Long
DBT
CORP
US
N
2
2021-03-19
Floating
2.91413000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387PR53
5473.11000000
PA
USD
6077.50000000
0.006401276900
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
200000.00000000
PA
USD
213500.00000000
0.224874145334
Long
DBT
CORP
US
N
2
2053-08-15
Floating
5.75000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
140195.92000000
PA
USD
141476.18000000
0.149013278982
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
97824.11000000
PA
USD
100286.66000000
0.105629400262
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.52883300
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAJ4
95000.00000000
PA
USD
98800.00000000
0.104063538918
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JDZ6
120296.13000000
PA
USD
138109.90000000
0.145467661474
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911UAH3
30625.00000000
PA
USD
30670.94000000
0.032304924679
Long
LON
CORP
US
N
2
2025-11-27
Floating
4.86740000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-A
88161DAA9
5185.00000000
PA
USD
5185.19000000
0.005461429366
Long
ABS-O
CORP
US
N
2
2019-12-20
Fixed
2.32000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding 2015-1A LLC
038779AA2
134750.00000000
PA
USD
138637.54000000
0.146023411329
Long
ABS-O
CORP
US
N
2
2045-10-30
Fixed
4.96900000
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
549300HYB2ZMNKF8SB89
Hyundai Auto Lease Securitization Trust 2018-A
44935AAB1
22646.89000000
PA
USD
22650.16000000
0.023856840148
Long
ABS-O
CORP
US
N
2
2020-08-17
Fixed
2.55000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-2
03463VAA3
315173.10000000
PA
USD
318081.20000000
0.335026875864
Long
ABS-MBS
CORP
US
N
2
2048-07-27
Variable
3.67400000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
295000.00000000
PA
USD
291877.02000000
0.307426676418
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
120000.00000000
PA
USD
128552.41000000
0.135400999201
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAP8
310000.00000000
PA
USD
324423.74000000
0.341707312687
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAA1
274676.77000000
PA
USD
278514.99000000
0.293352788473
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
210000.00000000
PA
USD
220900.93000000
0.232669357552
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
181762.50000000
PA
USD
186132.07000000
0.196048197473
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
210000.00000000
PA
USD
234370.17000000
0.246856167076
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-3
33844KAC0
220000.00000000
PA
USD
221373.46000000
0.233167061439
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.91000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
80000.00000000
PA
USD
81600.00000000
0.085947214329
Long
DBT
CORP
US
N
2
N/A
Floating
4.85000000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAD3
79400.00000000
PA
USD
74993.30000000
0.078988544465
Long
LON
CORP
US
N
2
2025-05-31
Floating
6.14440000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
85000.00000000
PA
USD
92651.34000000
0.097587310991
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65336RAW8
145000.00000000
PA
USD
145588.70000000
0.153344892191
Long
LON
CORP
US
N
2
2026-09-19
Floating
4.90890000
N
N
N
N
N
N
ACC Trust 2018-1
549300U9SU9NK6P6TK25
ACC Trust 2018-1
00435QAA5
24102.45000000
PA
USD
24132.54000000
0.025418193476
Long
ABS-O
CORP
US
N
2
2020-12-21
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
106445.18000000
PA
USD
106046.01000000
0.111695577821
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
1855000.00000000
PA
USD
1998690.04000000
2.105169623111
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP
000000000
140000.00000000
PA
USD
138513.20000000
0.145892447155
Long
LON
CORP
US
N
2
2026-04-30
Floating
5.76560000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
255000.00000000
PA
USD
276280.58000000
0.290999340984
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAJ7
45000.00000000
PA
USD
47691.04000000
0.050231765152
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
23330JAA9
140000.00000000
PA
USD
184377.20000000
0.194199837326
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
CPS Auto Trust
54930087Z25SUMBR4I05
CPS Auto Receivables Trust 2017-D
12652BAB7
156485.22000000
PA
USD
156499.55000000
0.164837014292
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.43000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
240000.00000000
PA
USD
248024.40000000
0.261237821883
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAT3
169000.00000000
PA
USD
173250.67000000
0.182480544941
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AB3
185000.00000000
PA
USD
185466.93000000
0.195347622349
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
4.25000000
N
N
N
N
N
N
ACC Trust 2018-1
549300U9SU9NK6P6TK25
ACC Trust 2018-1
00435QAB3
165000.00000000
PA
USD
166244.73000000
0.175101365691
Long
ABS-O
CORP
US
N
2
2021-05-20
Fixed
4.82000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBE9
205000.00000000
PA
USD
217416.15000000
0.228998926994
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
160000.00000000
PA
USD
164776.58000000
0.173555000462
Long
ABS-O
CORP
US
N
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBN3
233216.16160000
PA
USD
232075.73000000
0.244439491506
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.63760000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
215000.00000000
PA
USD
214999.12000000
0.226453130481
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
2.82750000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
404326.61000000
PA
USD
414425.31000000
0.436503688015
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
305000.00000000
PA
USD
304129.87000000
0.320332293147
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
MASTR Specialized Loan Trust
N/A
Mastr Specialized Loan Trust
576436CN7
43303.33000000
PA
USD
43720.30000000
0.046049485228
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.70400000
N
N
N
N
N
N
BERRY PLASTICS GROUP INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBC5
89775.00000000
PA
USD
90168.21000000
0.094971893021
Long
LON
CORP
US
N
2
2026-05-15
Floating
4.59860000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-1
92536FAA4
62838.06000000
PA
USD
62835.90000000
0.066183462804
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
2.92900000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
130000.00000000
PA
USD
134134.00000000
0.141279946652
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
4515000.00000000
PA
USD
5373555.47000000
5.659829947192
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
000000000
17226.17895000
PA
USD
17289.05000000
0.018210118699
Long
LON
CORP
US
N
2
2025-06-01
Floating
5.13760000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
200000.00000000
PA
USD
239000.00000000
0.251732649812
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
230000.00000000
PA
USD
236728.71000000
0.249340357552
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
85000.00000000
PA
USD
86555.50000000
0.091166717032
Long
DBT
CORP
US
N
2
2024-06-12
Floating
3.31163000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
165857.00000000
PA
USD
179110.24000000
0.188652281689
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
190000.00000000
PA
USD
194810.32000000
0.205188778512
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
155739.44000000
PA
USD
164647.74000000
0.173419296551
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.63600000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAR2
82588.36930000
PA
USD
82858.43000000
0.087272686791
Long
LON
CORP
US
N
2
2023-06-08
Floating
4.67560000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust
92922FHA9
62491.07000000
PA
USD
64012.57000000
0.067422819528
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.95000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
136741.32000000
PA
USD
137871.06000000
0.145216097348
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-1 Trust
05946XPV9
56619.67000000
PA
USD
58076.58000000
0.061170591529
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
140000.00000000
PA
USD
153715.80000000
0.161904960887
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
125000.00000000
PA
USD
136295.19000000
0.143556273370
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAB6
200000.00000000
PA
USD
222212.80000000
0.234051117013
Long
DBT
CORP
NL
N
2
2028-10-10
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
100000.00000000
PA
USD
110368.53000000
0.116248378714
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411H7D6
12860.63000000
PA
USD
14812.10000000
0.015601209967
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
189448.20000000
PA
USD
190915.67000000
0.201086642258
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
61763BAW4
360000.00000000
PA
USD
385998.19000000
0.406562122140
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.26600000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-MCSF
05607AAA1
161000.00000000
PA
USD
160444.73000000
0.168992372516
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
2.60420000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-3
30166PAE1
205000.00000000
PA
USD
208501.03000000
0.219608856780
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.71000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
297166.94000000
PA
USD
311663.84000000
0.328267633029
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
231000.00000000
PA
USD
244277.38000000
0.257291180572
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
230000.00000000
PA
USD
236037.33000000
0.248612144500
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
150000.00000000
PA
USD
163689.00000000
0.172409479979
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
70077.38000000
PA
USD
70188.38000000
0.073927643863
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BZ1
240000.00000000
PA
USD
254859.42000000
0.268436975424
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
285000.00000000
PA
USD
291073.35000000
0.306580191152
Long
DBT
CORP
US
N
2
2023-12-20
Floating
3.00400000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
115000.00000000
PA
USD
115716.45000000
0.121881207470
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
90000.00000000
PA
USD
93843.38000000
0.098842856547
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
N/A
Brightsphere Investment Group Inc
10948WAA1
200000.00000000
PA
USD
208613.88000000
0.219727718828
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
45000.00000000
PA
USD
46350.00000000
0.048819281668
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
69919.91000000
PA
USD
70518.70000000
0.074275561557
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC67
922393.91000000
PA
USD
949101.65000000
0.999664741825
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
80000.00000000
PA
USD
85587.90000000
0.090147568447
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
TGIF Funding, LLC
N/A
TGIF Funding LLC 2017-1A
87244BAA6
100275.00000000
PA
USD
98340.70000000
0.103579769855
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
6.20200000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAF0
185000.00000000
PA
USD
186730.47000000
0.196678477045
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
200000.00000000
PA
USD
214852.64000000
0.226298846805
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
227489.49000000
PA
USD
235942.82000000
0.248512599510
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
CITADEL LP
N/A
Citadel LP
17288XAB0
190000.00000000
PA
USD
193758.27000000
0.204080680879
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
448000.00000000
PA
USD
480541.09000000
0.506141765395
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAA0
208551.06000000
PA
USD
210152.92000000
0.221348750700
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.13000000
N
N
N
N
N
N
PG&E CORP
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co
69431EBL6
20000.00000000
PA
USD
20100.00000000
0.021170821176
Long
LON
CORP
US
N
2
2020-12-31
Floating
4.53680000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
290000.00000000
PA
USD
290355.42000000
0.305824013657
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAM9
71770.35000000
PA
USD
72505.69000000
0.076368407825
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
260000.00000000
PA
USD
264877.03000000
0.278988270445
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
44969CBJ8
128375.00000000
PA
USD
128455.88000000
0.135299326595
Long
LON
CORP
US
N
2
2025-06-11
Floating
3.87730000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
52000.00000000
PA
USD
60554.34000000
0.063780353413
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
71230.78000000
PA
USD
71019.32000000
0.074802851930
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
2.76838000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-2
92535TAD9
240000.00000000
PA
USD
243016.82000000
0.255963464634
Long
ABS-MBS
CORP
US
N
2
2058-06-01
Variable
4.42600000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
206828.37000000
PA
USD
215160.20000000
0.226622791967
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
160785.48000000
PA
USD
173398.22000000
0.182635955620
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
285000.00000000
PA
USD
311506.67000000
0.328102089847
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
68291.50000000
PA
USD
69387.46000000
0.073084055102
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
410000.00000000
PA
USD
422251.75000000
0.444747079144
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
312233.48000000
PA
USD
313306.94000000
0.329998268664
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
225000.00000000
PA
USD
222713.93000000
0.234578944556
Long
DBT
CORP
US
N
2
2026-02-05
Floating
3.05675000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
235000.00000000
PA
USD
233986.37000000
0.246451920251
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
100000.00000000
PA
USD
106500.00000000
0.112173753996
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
110000.00000000
PA
USD
121206.25000000
0.127663474838
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LAZ7
245000.00000000
PA
USD
275725.83000000
0.290415036852
Long
DBT
CORP
LU
N
2
2025-06-01
Fixed
6.12500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
270000.00000000
PA
USD
290225.70000000
0.305687382865
Long
DBT
CORP
US
N
2
2043-06-15
Floating
5.62500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
85000.00000000
PA
USD
90281.05000000
0.095090744537
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
07332HAC0
160000.00000000
PA
USD
167347.87000000
0.176263275128
Long
ABS-MBS
CORP
US
N
2
2055-04-28
Fixed
4.25000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
128000.00000000
PA
USD
133519.67000000
0.140632888415
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAF1
215000.00000000
PA
USD
225124.27000000
0.237117694662
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VW81
631.59000000
PA
USD
703.73000000
0.000741220994
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
6.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
144779.55000000
PA
USD
146950.45000000
0.154779188994
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
100000.00000000
PA
USD
103750.00000000
0.109277248611
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-ALOHA
36192HAA2
255000.00000000
PA
USD
262354.10000000
0.276330932143
Long
ABS-MBS
CORP
US
N
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XHZ9
28656.52000000
PA
USD
29309.97000000
0.030871449431
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
4.94283300
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX 2018-EXP2 Trust
67097XBJ8
332515.12000000
PA
USD
336205.74000000
0.354116995031
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAA3
250260.18000000
PA
USD
251888.15000000
0.265307411949
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.93000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-4
66987WBX4
97735.55000000
PA
USD
98530.57000000
0.103779755119
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
3.74338000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
265000.00000000
PA
USD
265014.42000000
0.279132979854
Long
ABS-MBS
CORP
US
N
3
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
FINANCIAL & RISK US HOLD
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740MAC5
183612.50000000
PA
USD
184530.56000000
0.194361367532
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.84860000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
90000.00000000
PA
USD
98426.70000000
0.103670351478
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAN4
280000.00000000
PA
USD
289750.89000000
0.305187277511
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAV9
260000.00000000
PA
USD
285773.92000000
0.300998435686
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
200000.00000000
PA
USD
213150.76000000
0.224506299683
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
215000.00000000
PA
USD
231418.11000000
0.243746837008
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABA5
70000.00000000
PA
USD
69993.00000000
0.073721855055
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
8.50000000
N
N
N
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAA0
400000.00000000
PA
USD
413222.50000000
0.435236798691
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage Trust 2005-3
05949A2S8
40346.68000000
PA
USD
41791.04000000
0.044017444508
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
225000.00000000
PA
USD
234008.48000000
0.246475208155
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
290000.00000000
PA
USD
298141.25000000
0.314024631301
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2018-2
43789CAA8
391115.66000000
PA
USD
397681.08000000
0.418867414430
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.98500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCD4
200000.00000000
PA
USD
202169.66000000
0.212940185035
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.99000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
527288BE3
170000.00000000
PA
USD
184751.43000000
0.194594004312
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAF6
165000.00000000
PA
USD
168820.05000000
0.177813885054
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.62500000
N
N
N
N
N
N
PG&E CORP
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co
69431EBK8
55000.00000000
PA
USD
55275.00000000
0.058219758235
Long
LON
CORP
US
N
2
2020-12-31
Floating
4.53680000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
212000.00000000
PA
USD
234178.24000000
0.246654012065
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2019-NPL2
92872KAA5
132477.32000000
PA
USD
132919.00000000
0.140000217909
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.96720000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-4
02529MAE9
195000.00000000
PA
USD
198244.31000000
0.208805713249
Long
ABS-O
CORP
US
N
2
2025-01-13
Fixed
3.97000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
195000.00000000
PA
USD
206730.41000000
0.217743907557
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGL0
204000.00000000
PA
USD
220912.61000000
0.232681659800
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
Drug Royalty II LP 1
549300ENH0TPK7N8PS57
Drug Royalty II LP 2
26223UAD1
16375.05000000
PA
USD
16372.83000000
0.017245087367
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
3.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
480000.00000000
PA
USD
490162.50000000
0.516275752986
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019 LLC
89657BAA2
182605.91000000
PA
USD
189624.59000000
0.199726780378
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAD0
100000.00000000
PA
USD
103881.50000000
0.109415754232
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AL4
200000.00000000
PA
USD
220795.25000000
0.232558047483
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAZ3
215000.00000000
PA
USD
232021.72000000
0.244382604141
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAG4
205000.00000000
PA
USD
212090.70000000
0.223389765320
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC
12546FAB8
69125.00000000
PA
USD
69125.00000000
0.072807612628
Long
LON
CORP
US
N
2
2025-03-30
Floating
4.84860000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAE7
210000.00000000
PA
USD
219506.41000000
0.231200544938
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.18400000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAH5
149250.00000000
PA
USD
149026.13000000
0.156965450193
Long
LON
CORP
US
N
2
2026-01-15
Floating
4.55330000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2015-A LLC
83401LAB0
21859.99000000
PA
USD
21860.85000000
0.023025479906
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.42000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
235000.00000000
PA
USD
253549.02000000
0.267056764276
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
44500.00000000
PA
USD
44722.50000000
0.047105077118
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
170000.00000000
PA
USD
185707.78000000
0.195601303557
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAB9
260000.00000000
PA
USD
263475.03000000
0.277511579336
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.32000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
65000.00000000
PA
USD
68925.91000000
0.072597916171
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
200000.00000000
PA
USD
212602.00000000
0.223928304667
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
110000.00000000
PA
USD
114400.00000000
0.120494624010
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2019-2 LLC
69358XAA8
399342.84000000
PA
USD
403390.38000000
0.424880875591
Long
ABS-MBS
CORP
US
N
2
2024-04-25
Variable
3.96700000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2018-1 Mortgage Loan Trust
19687UAA1
42912.71000000
PA
USD
42888.53000000
0.045173402943
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
2.93000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
125000.00000000
PA
USD
135103.75000000
0.142301359778
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAB6
190000.00000000
PA
USD
190950.00000000
0.201122801178
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
ROCKDALE CNTY GA WTR & SEWERAG
N/A
Rockdale County Water & Sewerage Authority
773038DP6
255000.00000000
PA
USD
262519.95000000
0.276505617749
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.06000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
490000.00000000
PA
USD
518391.46000000
0.546008601950
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2015-2
30165UAC5
40498.72000000
PA
USD
40523.44000000
0.042682313517
Long
ABS-O
CORP
US
N
2
2021-03-15
Fixed
3.90000000
N
N
N
N
N
N
AZEK CO LLC
N/A
AZEK Co LLC/The
12626JAE7
129007.60980000
PA
USD
128362.57000000
0.135201045535
Long
LON
CORP
US
N
2
2024-05-05
Floating
5.95900000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
55000.00000000
PA
USD
56982.75000000
0.060018488079
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
253000.00000000
PA
USD
268081.33000000
0.282363278519
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-IMC1
17328BAA2
235000.00000000
PA
USD
234651.17000000
0.247152137262
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
84575.00000000
PA
USD
84786.44000000
0.089303410917
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.09860000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
238110.70000000
PA
USD
242195.13000000
0.255097999358
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-4
59980YAB1
440000.00000000
PA
USD
450402.70000000
0.474397762149
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
225000.00000000
PA
USD
227241.00000000
0.239347192787
Long
DBT
CORP
US
N
2
N/A
Floating
5.30000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAB3
150000.00000000
PA
USD
150433.73000000
0.158448039640
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Variable
3.25000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
145000.00000000
PA
USD
137931.25000000
0.145279493951
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406KQD5
4276.99000000
PA
USD
4411.37000000
0.004646384348
Long
ABS-MBS
USGSE
US
N
2
2020-04-01
Fixed
5.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAE6
215000.00000000
PA
USD
218182.06000000
0.229805640608
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.18000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
215069.34000000
PA
USD
221930.65000000
0.233753935561
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YFP2
88460.37000000
PA
USD
99913.55000000
0.105236412944
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
280000.00000000
PA
USD
291786.49000000
0.307331323461
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAC5
90000.00000000
PA
USD
97707.00000000
0.102912309687
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
80120.90000000
PA
USD
82524.58000000
0.086921051038
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
12541HAR4
117951.13000000
PA
USD
117730.56000000
0.124002618547
Long
LON
CORP
US
N
2
2023-06-07
Floating
5.12730000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AP4
263000.00000000
PA
USD
259840.95000000
0.273683894867
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
245000.00000000
PA
USD
246225.00000000
0.259342559414
Long
DBT
CORP
US
N
2
N/A
Floating
4.95000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
242830.06000000
PA
USD
247210.88000000
0.260380961861
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAH7
200000.00000000
PA
USD
209019.34000000
0.220154779582
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.44100000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AT6
210000.00000000
PA
USD
220464.14000000
0.232209297702
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.90000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BA7
150000.00000000
PA
USD
158014.82000000
0.166433009825
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TRX9
14281.70000000
PA
USD
16053.00000000
0.016908218524
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAR2
200000.00000000
PA
USD
206582.64000000
0.217588265156
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
225000.00000000
PA
USD
243450.93000000
0.256420701708
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AB1
109000.00000000
PA
USD
110548.55000000
0.116437989223
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
80000.00000000
PA
USD
83800.00000000
0.088264418637
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
UNDER ARMOUR INC
549300D4549QKWETZ406
Under Armour Inc
904311AA5
100000.00000000
PA
USD
96456.78000000
0.101595484610
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2019-HE1
89178AAA4
318665.32000000
PA
USD
318700.09000000
0.335678737034
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
2.91838000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
215000.00000000
PA
USD
228893.62000000
0.241087855597
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2019-NPL1 LLC
91819GAA2
101538.64000000
PA
USD
102383.61000000
0.107838064613
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
4.36020000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
45000.00000000
PA
USD
50745.92000000
0.053449392923
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAA7
256949.78000000
PA
USD
259206.18000000
0.273015307695
Long
ABS-O
CORP
US
N
2
2022-05-20
Fixed
3.75000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAA1
199104.38000000
PA
USD
200359.71000000
0.211033810518
Long
ABS-O
CORP
US
N
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AA9
108701.98000000
PA
USD
108862.10000000
0.114661694130
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAX7
155000.00000000
PA
USD
157691.08000000
0.166092022678
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAA1
300000.00000000
PA
USD
313950.00000000
0.330675587484
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
135000.00000000
PA
USD
139218.75000000
0.146635585109
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBD7
195000.00000000
PA
USD
208646.30000000
0.219761865994
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
3.80120000
N
N
N
N
N
N
GREIF INC
54930070FVGKR0Z1FI24
Greif Inc
397624AH0
85000.00000000
PA
USD
90142.50000000
0.094944813329
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
145000.00000000
PA
USD
145362.50000000
0.153106641457
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
IDAHO ST HLTH FACS AUTH REVENU
549300X43KY1C2WW0J97
Idaho Health Facilities Authority
451295A25
170000.00000000
PA
USD
217397.70000000
0.228979494076
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
5.02000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAN0
190000.00000000
PA
USD
190252.85000000
0.200388510731
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
245000.00000000
PA
USD
247682.38000000
0.260877580875
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar Inc
63937YAE1
93575.00000000
PA
USD
93019.16000000
0.097974726486
Long
LON
CORP
US
N
2
2024-11-06
Floating
5.68700000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
85000.00000000
PA
USD
91559.45000000
0.096437250894
Long
DBT
CORP
US
N
2
2042-09-15
Floating
5.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
55000.00000000
PA
USD
60087.50000000
0.063288642659
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2017-2
26208FAJ0
67546.18000000
PA
USD
67603.32000000
0.071204865605
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.75000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAM6
210000.00000000
PA
USD
210886.80000000
0.222121727926
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
HOSPITALITY PROP TRUST
529900IS770AG1K9QG27
Hospitality Properties Trust
44106MAW2
245000.00000000
PA
USD
248269.65000000
0.261496137500
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAK6
320000.00000000
PA
USD
321092.93000000
0.338199054832
Long
DBT
CORP
US
N
2
2021-07-09
Fixed
2.87700000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
397080.20000000
PA
USD
410169.87000000
0.432021540788
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
371000.00000000
PA
USD
383012.67000000
0.403417549501
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CA8
270000.00000000
PA
USD
289737.48000000
0.305173153098
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
315000.00000000
PA
USD
326842.36000000
0.344254783907
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-1 LLC
83405AAA2
48149.54000000
PA
USD
48484.74000000
0.051067749270
Long
ABS-O
CORP
US
N
2
2026-01-26
Fixed
3.28000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-3
23343CAE1
145000.00000000
PA
USD
148086.95000000
0.155976235674
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QMQ6
7502.22000000
PA
USD
8476.45000000
0.008928030207
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
215000.00000000
PA
USD
221695.57000000
0.233506331748
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-3 Mortgage Loan Trust
19688CAA0
375474.45000000
PA
USD
377389.97000000
0.397495301928
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
2.76400000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
70000.00000000
PA
USD
74550.00000000
0.078521627797
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-1
92537DAA8
199828.12000000
PA
USD
202029.45000000
0.212792505392
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.83600000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding VIII LLC
68376HAA3
250000.00000000
PA
USD
252760.68000000
0.266226425710
Long
ABS-O
CORP
US
N
2
2024-03-08
Fixed
3.61000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
20000.00000000
PA
USD
20800.00000000
0.021908113456
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
65000.00000000
PA
USD
59150.00000000
0.062301197641
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
131245.54000000
PA
USD
132746.46000000
0.139818485895
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
610000.00000000
PA
USD
657228.18000000
0.692241804531
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828C57
215000.00000000
PA
USD
216578.91000000
0.228117083296
Long
DBT
UST
US
N
2
2021-03-31
Fixed
2.25000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2018-1
12508VAB9
267900.03000000
PA
USD
268453.35000000
0.282755117768
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.50000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AJ3
140000.00000000
PA
USD
146401.52000000
0.154201014921
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Thornburg Mortgage Securities
N/A
Thornburg Mortgage Securities Trust 2004-2
885220FE8
383120.83000000
PA
USD
383491.19000000
0.403921562504
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
2.63838000
N
N
N
N
N
N
KRONOS INC/MA
5493000E2HBSA8M27B95
Kronos Inc/MA
50105JAM9
103195.25000000
PA
USD
103359.33000000
0.108865765789
Long
LON
CORP
US
N
2
2023-11-01
Floating
5.13460000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
200000.00000000
PA
USD
204884.00000000
0.215799130645
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
375000.00000000
PA
USD
390921.29000000
0.411747498744
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
4.37500000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAA2
85000.00000000
PA
USD
89778.37000000
0.094561284418
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
30000.00000000
PA
USD
31125.00000000
0.032783174583
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
200000.00000000
PA
USD
206755.66000000
0.217770502743
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
30000.00000000
PA
USD
30503.95000000
0.032129038339
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PRTNRS
N/A
RegionalCare Hospital Partners Holdings Inc
75915TAD4
138950.00000000
PA
USD
138972.23000000
0.146375931833
Long
LON
CORP
US
N
2
2025-11-16
Floating
6.63590000
N
N
N
N
N
N
Mello Warehouse Securitization
54930071PMO0D7K08N34
Mello Warehouse Securitization Trust 2019-1
585503AC9
85000.00000000
PA
USD
85000.00000000
0.089528348259
Long
ABS-MBS
CORP
US
N
3
2052-06-25
Floating
3.21838000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
195000.00000000
PA
USD
210460.24000000
0.221672443077
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
Caesars Palace Las Vegas Trust
N/A
Caesars Palace Las Vegas Trust 2017-VICI
12770QAJ4
250000.00000000
PA
USD
261299.50000000
0.275220148660
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Fixed
4.13840000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-1 Mortgage Loan Trust
19687XAA5
199368.37000000
PA
USD
202171.89000000
0.212942533838
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.70500000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
90000.00000000
PA
USD
95287.50000000
0.100363911585
Long
DBT
CORP
US
N
2
2029-02-07
Floating
5.90000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
292180.52000000
PA
USD
304493.77000000
0.320715579805
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
585000.00000000
PA
USD
633308.20000000
0.667047495122
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
280000.00000000
PA
USD
288050.00000000
0.303395773132
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
600000.00000000
PA
USD
608839.75000000
0.641275496145
Long
DBT
CORP
US
N
2
2026-07-01
Floating
3.34863000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2017-2
96042MAJ8
220000.00000000
PA
USD
220157.54000000
0.231886363683
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.59000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
200000.00000000
PA
USD
184942.40000000
0.194795148178
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
225000.00000000
PA
USD
226095.00000000
0.238140139997
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2019-1 LLC
69359AAA7
458063.97000000
PA
USD
461300.92000000
0.485876581391
Long
ABS-MBS
CORP
US
N
2
2024-01-25
Variable
4.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
190000.00000000
PA
USD
192907.00000000
0.203184059738
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
150000.00000000
PA
USD
158437.50000000
0.166878207969
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416QX75
358478.19000000
PA
USD
395908.84000000
0.417000758901
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
2019-11-13
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer