0001752724-20-096411.txt : 20200520
0001752724-20-096411.hdr.sgml : 20200520
20200520133514
ACCESSION NUMBER: 0001752724-20-096411
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200520
PERIOD START: 20200930
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: 20897279
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
C000003575
C000176707
C000003574
C000003572
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Core Plus Bond Fund
S000001336
549300U1U6DG3SZD7A72
2020-09-30
2020-03-31
N
103591273.75
1385075.74
102206198.01
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
1671716.06000000
USD
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
000000000
170000.00000000
PA
USD
152362.50000000
0.149073640313
Long
LON
CORP
US
N
2
2026-02-08
Floating
4.81140000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
155000.00000000
PA
USD
152335.55000000
0.149047272050
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
120000.00000000
PA
USD
122291.67000000
0.119651911900
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAJ0
280000.00000000
PA
USD
269328.11000000
0.263514459244
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.98600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-3
92537BAA2
91205.85000000
PA
USD
89429.85000000
0.087499439115
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.10800000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
49008.91000000
PA
USD
48593.35000000
0.047544425823
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
000000000
74812.50000000
PA
USD
69435.73000000
0.067936907303
Long
LON
CORP
US
N
2
2027-03-15
Floating
3.23450000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
155000.00000000
PA
USD
139112.50000000
0.136109651575
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
233210.03000000
PA
USD
230831.89000000
0.225849209240
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
240000.00000000
PA
USD
203221.27000000
0.198834585335
Long
ABS-O
CORP
US
N
3
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
63000.00000000
PA
USD
60165.00000000
0.058866293014
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
315000.00000000
PA
USD
331572.88000000
0.324415628852
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
220000.00000000
PA
USD
209760.78000000
0.205232935070
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2017-2
68267CAC2
185000.00000000
PA
USD
184056.30000000
0.180083305693
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.82000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
191263.35000000
PA
USD
186948.58000000
0.182913153644
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
52000.00000000
PA
USD
57168.83000000
0.055934797608
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAU1
95000.00000000
PA
USD
96369.20000000
0.094288998002
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.85000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
231000.00000000
PA
USD
234968.02000000
0.229896057748
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
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
40762.51000000
0.039882620421
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAB3
155000.00000000
PA
USD
158221.61000000
0.154806276997
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
210000.00000000
PA
USD
170090.50000000
0.166418968038
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
350285.88000000
PA
USD
333264.47000000
0.326070704603
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
80000.00000000
PA
USD
80400.00000000
0.078664505250
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
448000.00000000
PA
USD
476186.51000000
0.465907664380
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
290000.00000000
PA
USD
264013.69000000
0.258314755015
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
231000.00000000
PA
USD
204134.70000000
0.199728298258
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
149421.42000000
PA
USD
143743.99000000
0.140641167364
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
BERRY PLASTICS GROUP INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBF8
89550.00000000
PA
USD
84624.75000000
0.082798060829
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.98450000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
275000.00000000
PA
USD
264630.30000000
0.258918055022
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGL0
204000.00000000
PA
USD
214244.09000000
0.209619469436
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
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
196219.15000000
0.191983611386
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust
92922FHA9
55988.93000000
PA
USD
53552.47000000
0.052396499471
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.95000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
215000.00000000
PA
USD
224303.06000000
0.219461308968
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
2155000.00000000
PA
USD
2323191.03000000
2.273043196238
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAA1
198584.82000000
PA
USD
195130.02000000
0.190917991080
Long
ABS-O
CORP
US
N
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
140000.00000000
PA
USD
121800.00000000
0.119170854969
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-1
33844RAE1
150000.00000000
PA
USD
148631.94000000
0.145423607270
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
245000.00000000
PA
USD
245980.76000000
0.240671079434
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
245000.00000000
PA
USD
217082.25000000
0.212396365608
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
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
204000.00000000
0.199596505859
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
90000.00000000
PA
USD
83700.00000000
0.081893272257
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387PR53
5099.67000000
PA
USD
5842.24000000
0.005716130835
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
55396.76000000
PA
USD
54751.71000000
0.053569852969
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAF0
185000.00000000
PA
USD
182631.41000000
0.178689173020
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.70000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
3335.00000000
NS
USD
257028.45000000
0.251480296698
Long
EC
RF
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
220000.00000000
PA
USD
207900.00000000
0.203412321412
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAB6
310000.00000000
PA
USD
284141.57000000
0.278008159517
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
3.00000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AW3
295000.00000000
PA
USD
267079.40000000
0.261314289348
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAC5
90000.00000000
PA
USD
93776.64000000
0.091752400368
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
600000.00000000
PA
USD
554544.02000000
0.542573768320
Long
DBT
CORP
US
N
2
2026-07-01
Floating
3.15938000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
340335.01000000
PA
USD
330050.87000000
0.322926472588
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
90000.00000000
PA
USD
79985.50000000
0.078258952546
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
LHFC Depositor, LLC
549300VCHJCK9EK5QK41
LHOME Mortgage Trust 2019-RTL1
501890AA5
195000.00000000
PA
USD
170531.99000000
0.166850928143
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
4.58000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAA7
167189.31000000
PA
USD
166908.90000000
0.163306045278
Long
ABS-O
CORP
US
N
2
2022-05-20
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
305000.00000000
PA
USD
323611.19000000
0.316625797946
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688239AF9
216000.00000000
PA
USD
209218.33000000
0.204702194263
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAE6
215000.00000000
PA
USD
212229.51000000
0.207648375668
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.18000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919XAB7
155000.00000000
PA
USD
145700.00000000
0.142554955410
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.72490000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
139367.23000000
PA
USD
142712.17000000
0.139631619978
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
215000.00000000
PA
USD
218313.32000000
0.213600862032
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
115000.00000000
PA
USD
117798.15000000
0.115255387925
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
264628.94000000
PA
USD
257574.20000000
0.252014266272
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76300000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
215000.00000000
PA
USD
172091.58000000
0.168376853215
Long
DBT
CORP
IE
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAE0
285000.00000000
PA
USD
275711.45000000
0.269760010027
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.44000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
153693.88000000
PA
USD
146955.40000000
0.143783256653
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
192297.35000000
PA
USD
189609.96000000
0.185517085746
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
31406KQD5
392.17000000
PA
USD
391.76000000
0.000383303564
Long
ABS-MBS
USGSE
US
N
2
2020-04-01
Fixed
5.00000000
N
N
N
N
N
N
UBS AG STAMFORD CT
BFM8T61CT2L1QCEMIK50
UBS AG/Stamford CT
90261AAB8
500000.00000000
PA
USD
515000.00000000
0.503883335871
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
7.62500000
N
N
N
N
N
N
Fair Square Issuance Trust
N/A
Fair Square Issuance Trust
303394AA8
410000.00000000
PA
USD
377347.40000000
0.369202071251
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.90000000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
240000.00000000
PA
USD
192645.91000000
0.188487502471
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
210000.00000000
PA
USD
182068.58000000
0.178138492131
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VYN7
24120.35000000
PA
USD
27196.24000000
0.026609188610
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
100000.00000000
PA
USD
93742.48000000
0.091718977738
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2020-NPL2
91834UAA2
94750.22000000
PA
USD
81656.88000000
0.079894254546
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98140000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
150000.00000000
PA
USD
118500.00000000
0.115942087962
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding 2015-1A LLC
038779AA2
134050.00000000
PA
USD
129568.71000000
0.126771871493
Long
ABS-O
CORP
US
N
2
2045-10-30
Fixed
4.96900000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
235000.00000000
PA
USD
244556.76000000
0.239277817550
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAA1
214248.56000000
PA
USD
215743.95000000
0.211086953825
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
80000.00000000
PA
USD
78687.75000000
0.076989215460
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
500000.00000000
PA
USD
509105.00000000
0.498115583900
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
85000.00000000
PA
USD
82450.00000000
0.080670254451
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
300000.00000000
PA
USD
326850.53000000
0.319795214345
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
44969CBJ8
127725.00000000
PA
USD
121338.75000000
0.118719561398
Long
LON
CORP
US
N
2
2025-06-11
Floating
2.52250000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
72374.96000000
PA
USD
74472.44000000
0.072864896111
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS
549300WW675Y48HDVX34
Consolidated Communications Inc
20903EAX3
84781.51240000
PA
USD
73971.87000000
0.072375131293
Long
LON
CORP
US
N
2
2023-10-05
Floating
4.43340000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2018-2
43789CAA8
318219.45000000
PA
USD
309793.51000000
0.303106383009
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.98500000
N
N
N
N
N
N
Exantas Capital Corp
549300RUJWPCMY4JFR46
Exantas Capital Corp
30070RAA0
265000.00000000
PA
USD
228471.50000000
0.223539770041
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
2.85000000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC
12546FAB8
68775.00000000
PA
USD
61209.75000000
0.059888491296
Long
LON
CORP
US
N
2
2025-03-30
Floating
4.18340000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
195000.00000000
PA
USD
178719.45000000
0.174861655633
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
85000.00000000
PA
USD
78939.67000000
0.077235697577
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.96413000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2019-1
585503AC9
85000.00000000
PA
USD
85000.00000000
0.083165210774
Long
ABS-MBS
CORP
US
N
3
2052-06-25
Floating
2.14663000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
100000.00000000
PA
USD
89000.00000000
0.087078867752
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
IDAHO ST HLTH FACS AUTH REVENU
549300X43KY1C2WW0J97
Idaho Health Facilities Authority
451295A25
170000.00000000
PA
USD
210381.80000000
0.205840549884
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
5.02000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
15000.00000000
PA
USD
14400.00000000
0.014089165119
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
329418.38000000
PA
USD
321846.34000000
0.314899043567
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-1
76119MAA7
57888.10000000
PA
USD
56463.60000000
0.055244790530
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
3.93600000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
490000.00000000
PA
USD
516807.17000000
0.505651496741
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
116119.32000000
PA
USD
119488.42000000
0.116909172170
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
100000.00000000
PA
USD
93750.00000000
0.091726335413
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
370497.96000000
PA
USD
375359.56000000
0.367257140279
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
000000000
177825.35220000
PA
USD
164155.92000000
0.160612490432
Long
LON
CORP
US
N
2
2025-11-16
Floating
4.67850000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
231000.00000000
PA
USD
190575.00000000
0.186461294628
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
200000.00000000
PA
USD
159274.20000000
0.155836146047
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47400000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AK5
129000.00000000
PA
USD
120064.96000000
0.117473267118
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.65000000
N
N
N
N
N
N
KRONOS INC/MA
5493000E2HBSA8M27B95
Kronos Inc/MA
50105JAM9
102900.00080000
PA
USD
93403.36000000
0.091387177899
Long
LON
CORP
US
N
2
2023-11-01
Floating
4.20410000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
200000.00000000
PA
USD
200336.51000000
0.196012095059
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YFP2
78728.50000000
PA
USD
88870.57000000
0.086952231596
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
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
92898.00000000
0.090892726477
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HBU6
140000.00000000
PA
USD
151138.40000000
0.147875963437
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.42800000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
23330JAA9
140000.00000000
PA
USD
131880.00000000
0.129033270552
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
95000.00000000
PA
USD
85025.00000000
0.083189671130
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
5100000.00000000
PA
USD
7090992.16000000
6.937927736345
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
000000000
40000.00000000
PA
USD
37600.00000000
0.036788375589
Long
LON
CORP
NL
N
2
2028-04-30
Floating
3.25000000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar Inc
63937YAE1
93100.00000000
PA
USD
80066.00000000
0.078337714892
Long
LON
CORP
US
N
2
2024-11-06
Floating
5.23410000
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX 2018-EXP2 Trust
67097XBJ8
270525.11000000
PA
USD
271211.49000000
0.265357185063
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
450000.00000000
PA
USD
532300.78000000
0.520810665462
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
320000.00000000
PA
USD
354724.64000000
0.347067640619
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
54329.12000000
PA
USD
52676.21000000
0.051539154205
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
2.48500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
160000.00000000
PA
USD
155289.25000000
0.151937214203
Long
ABS-O
CORP
US
N
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
370000.00000000
PA
USD
347765.59000000
0.340258806971
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.68463000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
190457.26000000
PA
USD
182925.32000000
0.178976738751
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.14697400
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-1 Trust
05946XPV9
55198.30000000
PA
USD
52739.02000000
0.051600608404
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
205840.69000000
PA
USD
212793.25000000
0.208199946914
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
103042.74000000
PA
USD
102897.33000000
0.100676213383
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAS8
75000.00000000
PA
USD
70650.00000000
0.069124966367
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BJC7
520000.00000000
PA
USD
865342.40000000
0.846663330452
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2019-HE1
89178AAA4
338122.27000000
PA
USD
327978.37000000
0.320898709066
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
1.84663000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
1115000.00000000
PA
USD
1401502.73000000
1.371250234611
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
250000.00000000
PA
USD
212096.04000000
0.207517786719
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-4
02529MAE9
195000.00000000
PA
USD
187967.01000000
0.183909600063
Long
ABS-O
CORP
US
N
2
2025-01-13
Fixed
3.97000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
200000.00000000
PA
USD
188615.71000000
0.184544297383
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
180000.00000000
PA
USD
167933.01000000
0.164308049090
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
240000.00000000
PA
USD
218013.67000000
0.213307680204
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
AI CONVOY LUXEM
222100GQMVQ4KP4KJS35
AI Convoy Luxembourg Sarl
00135BAC7
160000.00000000
PA
USD
141600.00000000
0.138543457008
Long
LON
CORP
LU
N
2
2027-01-20
Floating
4.50000000
N
N
N
N
N
N
ROCKDALE CNTY GA WTR & SEWERAG
N/A
Rockdale County Water & Sewerage Authority
773038DP6
255000.00000000
PA
USD
267783.15000000
0.262002848373
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.06000000
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
113929.82000000
0.111470558751
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
49883.58000000
PA
USD
50000.83000000
0.048921524304
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
31411H7D6
12652.57000000
PA
USD
14592.81000000
0.014277813169
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
200000.00000000
PA
USD
165600.00000000
0.162025398874
Long
DBT
CORP
US
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-2
33843NAE1
43268.95000000
PA
USD
43255.31000000
0.042321611450
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
3.84000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
162418.09000000
PA
USD
147374.24000000
0.144193055675
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.95463000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
178954.26000000
PA
USD
166590.90000000
0.162994909549
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAG1
295000.00000000
PA
USD
288843.60000000
0.282608692646
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.60000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
185000.00000000
PA
USD
154012.50000000
0.150688023817
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAL7
213324.75480000
PA
USD
200525.27000000
0.196196780532
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.75000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
200000.00000000
PA
USD
176000.00000000
0.172200907016
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
280000.00000000
PA
USD
259000.00000000
0.253409289302
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
200000.00000000
PA
USD
206639.35000000
0.202178883495
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
240000.00000000
PA
USD
246188.08000000
0.240873924276
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
237480.05000000
PA
USD
233862.11000000
0.228814019651
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
140000.00000000
PA
USD
149445.21000000
0.146219322222
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
90000.00000000
PA
USD
93122.00000000
0.091111891267
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
ATLANTIC AVIATION FBO INC
549300IFVVFYQ4SH7939
Atlantic Aviation FBO Inc
04822DAJ8
19750.00000000
PA
USD
18762.50000000
0.018357497260
Long
LON
CORP
US
N
2
2025-12-06
Floating
4.64600000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
125000.00000000
PA
USD
112601.54000000
0.110170950678
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
278010.42000000
PA
USD
290005.87000000
0.283745874170
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
200000.00000000
PA
USD
199297.17000000
0.194995189998
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207VDD5
16471.62000000
PA
USD
18071.89000000
0.017681794599
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
290000.00000000
PA
USD
261000.00000000
0.255366117791
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
84150.00000000
PA
USD
73210.50000000
0.071630196040
Long
LON
CORP
US
N
2
2024-03-28
Floating
6.45010000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
185000.00000000
PA
USD
180115.18000000
0.176227257746
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
10000.00000000
PA
USD
9487.50000000
0.009282705143
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
270000.00000000
PA
USD
268490.70000000
0.262695125371
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
200000.00000000
PA
USD
180740.07000000
0.176838659023
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
80000.00000000
PA
USD
68000.00000000
0.066532168619
Long
DBT
CORP
US
N
2
N/A
Fixed
4.85000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
250000.00000000
PA
USD
229045.90000000
0.224101771183
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
95000.00000000
PA
USD
109239.46000000
0.106881443715
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
379311.63000000
PA
USD
366082.49000000
0.358180322845
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2019-NPL3 LLC
74142RAA2
71806.05000000
PA
USD
62296.44000000
0.060951724272
Long
ABS-MBS
CORP
US
N
2
2059-07-27
Variable
3.10490000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAC6
195000.00000000
PA
USD
176046.00000000
0.172245914071
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
30000.00000000
PA
USD
29100.00000000
0.028471854512
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
91590.36000000
PA
USD
87984.74000000
0.086085522906
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
8583.00000000
NS
USD
175608.18000000
0.171817544746
Long
EC
RF
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AB1
109000.00000000
PA
USD
109273.10000000
0.106914357570
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
02376CBB0
195000.00000000
PA
USD
153806.25000000
0.150486225879
Long
LON
CORP
US
N
2
2025-06-27
Floating
3.44180000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CA8
270000.00000000
PA
USD
280336.46000000
0.274285185691
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
132983.62000000
PA
USD
133979.06000000
0.131087020756
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
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
94540.79000000
0.092500055613
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
12541HAR4
117581.84770000
PA
USD
103863.57000000
0.101621596363
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.00000000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882724QP5
80000.00000000
PA
USD
82296.00000000
0.080519578657
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
3.21100000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXIV LLC
91830UAA6
63101.48000000
PA
USD
57465.43000000
0.056224995273
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.37500000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300AK9XBIDV7T6V58
Gateway Casinos & Entertainment Ltd
36760BAE9
95000.00000000
PA
USD
82650.00000000
0.080865937300
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAB9
260000.00000000
PA
USD
242962.20000000
0.237717677333
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.32000000
N
N
N
N
N
N
Centre Point Funding LLC
CRYY0P1QBVL5M2COWL45
Centre Point Funding LLC
151608AB2
13482.58000000
PA
USD
13381.74000000
0.013092885030
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
2.61000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-6
12669FVE0
111042.27000000
PA
USD
96660.90000000
0.094574401437
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
4.53624600
N
N
N
N
N
N
UNDER ARMOUR INC
549300D4549QKWETZ406
Under Armour Inc
904311AA5
100000.00000000
PA
USD
84786.79000000
0.082956603073
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage Trust 2005-3
05949A2S8
35273.31000000
PA
USD
33888.83000000
0.033157313998
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JDZ6
118222.60000000
PA
USD
135916.71000000
0.132982845117
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
215000.00000000
PA
USD
195720.93000000
0.191496145841
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.50463000
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
368694.40000000
0.360735852794
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.26600000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAL9
95000.00000000
PA
USD
91204.75000000
0.089236026557
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
225000.00000000
PA
USD
212429.59000000
0.207844136790
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
210000.00000000
PA
USD
232273.73000000
0.227259926034
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
69543.43090000
PA
USD
58938.06000000
0.057665837441
Long
LON
CORP
US
N
2
2027-02-08
Floating
3.23450000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
000000000
15000.00000000
PA
USD
13950.00000000
0.013648878709
Long
LON
CORP
US
N
2
2026-12-19
Floating
4.30010000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
48667DAD6
215000.00000000
PA
USD
221450.00000000
0.216669834424
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKT8
1587063.13000000
PA
USD
1663714.14000000
1.627801613202
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
126000.00000000
PA
USD
120960.00000000
0.118348987003
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABA5
70000.00000000
PA
USD
63973.00000000
0.062592094457
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
8.50000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
270000.00000000
PA
USD
259790.81000000
0.254183029070
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
02474RAH6
159200.00000000
PA
USD
149648.00000000
0.146417734847
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.98450000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QMQ6
5437.76000000
PA
USD
6137.11000000
0.006004635843
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
115000.00000000
PA
USD
102350.00000000
0.100140697915
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
190000.00000000
PA
USD
153900.00000000
0.150577952214
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAE9
225000.00000000
PA
USD
208791.56000000
0.204284636416
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
238262.50000000
PA
USD
227857.58000000
0.222939101968
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AP4
263000.00000000
PA
USD
250240.65000000
0.244839016490
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
INGERSOLL-RAND SERVICES
N/A
Ingersoll-Rand Services Co
365556AU3
20000.00000000
PA
USD
18700.00000000
0.018296346370
Long
LON
CORP
US
N
2
2027-02-28
Floating
2.73940000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
527288BE3
170000.00000000
PA
USD
171553.17000000
0.167850065201
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAC8
200000.00000000
PA
USD
195174.84000000
0.190961843606
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.30000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
190000.00000000
PA
USD
148200.00000000
0.145000991021
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BA7
150000.00000000
PA
USD
155391.72000000
0.152037472311
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
35000.00000000
PA
USD
21525.00000000
0.021060366610
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
21676TAC9
128836.06030000
PA
USD
83743.44000000
0.081935774571
Long
LON
CORP
US
N
3
2023-11-02
Floating
2.89600000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
118786.09000000
PA
USD
120086.41000000
0.117494254104
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
4.02600000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
212000.00000000
PA
USD
227997.74000000
0.223076236509
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
270000.00000000
PA
USD
253894.50000000
0.248413995377
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
280144.33000000
PA
USD
281433.47000000
0.275358515901
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828C57
5105000.00000000
PA
USD
5211686.54000000
5.099188348137
Long
DBT
UST
US
N
2
2021-03-31
Fixed
2.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
162624.98000000
PA
USD
168881.08000000
0.165235654283
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
221241.14000000
PA
USD
206553.36000000
0.202094749654
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
360523.52000000
PA
USD
371990.44000000
0.363960745280
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAV9
140000.00000000
PA
USD
143595.88000000
0.140496254430
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-2
92535TAD9
240000.00000000
PA
USD
214638.84000000
0.210005698459
Long
ABS-MBS
CORP
US
N
2
2058-06-01
Variable
4.42600000
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
174223.75000000
0.170462998714
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
365000.00000000
PA
USD
339543.82000000
0.332214510089
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAT3
169000.00000000
PA
USD
167297.58000000
0.163686335327
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
371000.00000000
PA
USD
384257.45000000
0.375962962600
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
122446.88000000
PA
USD
118907.57000000
0.116340860256
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
100000.00000000
PA
USD
99338.00000000
0.097193714211
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis 2020-1 LLC
67420BAA4
239281.67000000
PA
USD
237827.20000000
0.232693520188
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
3.81960000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
100000.00000000
PA
USD
111277.60000000
0.108875588923
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AL0
225000.00000000
PA
USD
207056.25000000
0.202586784394
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.62500000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BDK8
30000.00000000
PA
USD
31328.40000000
0.030652152814
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41100000
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
72000.00000000
0.070445825597
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
245000.00000000
PA
USD
192180.25000000
0.188031894094
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.07545700
N
N
N
N
N
N
ACC Trust 2018-1
549300U9SU9NK6P6TK25
ACC Trust 2018-1
00435QAB3
113900.75000000
PA
USD
113901.81000000
0.111443153368
Long
ABS-O
CORP
US
N
2
2021-05-20
Fixed
4.82000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
45000.00000000
PA
USD
41400.00000000
0.040506349718
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
305000.00000000
PA
USD
232722.76000000
0.227699263382
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
325770.89000000
PA
USD
326794.92000000
0.319740804728
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding VIII LLC
68376HAA3
250000.00000000
PA
USD
236370.68000000
0.231268440272
Long
ABS-O
CORP
US
N
2
2024-03-08
Fixed
3.61000000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAB6
200000.00000000
PA
USD
208174.40000000
0.203680798281
Long
DBT
CORP
NL
N
2
2028-10-10
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-IMC1
17328BAA2
179869.69000000
PA
USD
173389.29000000
0.169646551164
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
230000.00000000
PA
USD
204128.95000000
0.199722672376
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
65000.00000000
PA
USD
66171.23000000
0.064742874002
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
110000.00000000
PA
USD
101992.07000000
0.099790494104
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AC9
235000.00000000
PA
USD
231757.24000000
0.226754584861
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-SST2
17327XAA5
200000.00000000
PA
USD
191868.34000000
0.187726716907
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.62463000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
85000.00000000
PA
USD
89269.43000000
0.087342481902
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
PG&E CORP
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co
69431EBK8
75000.00000000
PA
USD
72624.75000000
0.071057089896
Long
LON
CORP
US
N
2
2020-12-31
Floating
4.00110000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAG4
205000.00000000
PA
USD
201971.04000000
0.197611342494
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.51757800
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
180000.00000000
PA
USD
175714.12000000
0.171921197952
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAR2
45000.00000000
PA
USD
41625.00000000
0.040726492923
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.55010000
N
N
N
N
N
N
GUSAP III LP
549300WY05UJ7WTHIN64
GUSAP III LP
36258GAA5
200000.00000000
PA
USD
176502.00000000
0.172692070966
Long
DBT
CORP
US
N
2
2030-01-21
Fixed
4.25000000
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
197540.00000000
0.193275949840
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
560000.00000000
PA
USD
556282.61000000
0.544274829541
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
BRISTOL VA
N/A
City of Bristol VA
110331PQ2
285000.00000000
PA
USD
296967.15000000
0.290556889681
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.21000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AX6
200000.00000000
PA
USD
212052.00000000
0.207474697355
Long
DBT
CORP
AU
N
2
2075-10-19
Fixed
6.75000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2017-2
24702JAD1
18524.65000000
PA
USD
18500.67000000
0.018101319059
Long
ABS-O
CORP
US
N
2
2022-10-24
Fixed
2.19000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
215000.00000000
PA
USD
197666.77000000
0.193399983414
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
170000.00000000
PA
USD
181790.61000000
0.177866522324
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
190000.00000000
PA
USD
118750.00000000
0.116186691523
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
260000.00000000
PA
USD
254315.23000000
0.248825643602
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
Aventura Mall Trust
N/A
Aventura Mall Trust 2013-AVM
05357HAJ9
325000.00000000
PA
USD
320874.61000000
0.313948289093
Long
ABS-MBS
CORP
US
N
2
2032-12-05
Variable
3.74267000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
110000.00000000
PA
USD
110783.20000000
0.108391860921
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
TELENET FINANCING USD LLC
N/A
Telenet Financing USD LLC
000000000
200000.00000000
PA
USD
182200.00000000
0.178267075331
Long
LON
CORP
NL
N
2
2028-04-30
Floating
3.74530000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AA9
88403.07000000
PA
USD
86033.86000000
0.084176754125
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
145000.00000000
PA
USD
111831.25000000
0.109417287970
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
125000.00000000
PA
USD
128700.00000000
0.125921913255
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
225000.00000000
PA
USD
204368.21000000
0.199956767768
Long
DBT
CORP
US
N
2
2026-02-05
Floating
2.51100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
55000.00000000
PA
USD
55961.95000000
0.054753969024
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
REYNOLDS CONSUMER PRODUCTS LLC
76171JAB7
30000.00000000
PA
USD
28110.00000000
0.027503224410
Long
LON
CORP
US
N
2
2027-02-04
Floating
2.73450000
N
N
N
N
N
N
KIK CUSTOM PRODUCTS INC
54930093YQIEW0FV8L89
KIK Custom Products Inc
49387TAR7
137744.00000000
PA
USD
122621.09000000
0.119974221121
Long
LON
CORP
CA
N
2
2023-05-15
Floating
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-ALOHA
36192HAA2
255000.00000000
PA
USD
252805.06000000
0.247348071762
Long
ABS-MBS
CORP
US
N
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
245000.00000000
PA
USD
230552.01000000
0.225575370661
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
3.17310000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
145000.00000000
PA
USD
143419.43000000
0.140323613237
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
85000.00000000
PA
USD
81158.00000000
0.079406143247
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAA3
190498.71000000
PA
USD
183171.14000000
0.179217252540
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.93000000
N
N
N
N
N
N
Carvana Auto Receivables trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AF1
225000.00000000
PA
USD
219031.90000000
0.214303930940
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
210000.00000000
PA
USD
184155.13000000
0.180180002373
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
MASTR Specialized Loan Trust
N/A
Mastr Specialized Loan Trust
576436CN7
29384.05000000
PA
USD
29391.98000000
0.028757531903
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.70400000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
130000.00000000
PA
USD
113100.00000000
0.110658651042
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
180000.00000000
PA
USD
176632.20000000
0.172819460501
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
118540.91000000
PA
USD
113553.74000000
0.111102596722
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
256597.45000000
PA
USD
235547.50000000
0.230463029235
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
190000.00000000
PA
USD
132050.00000000
0.129199600974
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
145000.00000000
PA
USD
137118.90000000
0.134159084937
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
60000.00000000
PA
USD
61200.00000000
0.059878951757
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
65000.00000000
PA
USD
64675.00000000
0.063278941257
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
338000.00000000
PA
USD
328301.09000000
0.321214462911
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
GREIF INC
54930070FVGKR0Z1FI24
Greif Inc
397624AH0
85000.00000000
PA
USD
81523.50000000
0.079763753654
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
115000.00000000
PA
USD
113850.00000000
0.111392461726
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
180837.50000000
PA
USD
173976.53000000
0.170221115145
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
245316.38000000
PA
USD
244104.93000000
0.238835740642
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCD4
200000.00000000
PA
USD
195328.88000000
0.191112558536
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.99000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust 2017-1MKT
68245HAA2
150000.00000000
PA
USD
145557.20000000
0.142415237856
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61390000
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
152689.62000000
0.149393699181
Long
ABS-MBS
CORP
US
N
2
2055-04-28
Fixed
4.25000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
125242.38000000
PA
USD
119006.45000000
0.116437605856
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
215000.00000000
PA
USD
210398.48000000
0.205856869834
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Star US Bidco LLC
000000000
120000.00000000
PA
USD
102300.00000000
0.100091777203
Long
LON
CORP
US
N
2
2027-03-17
Floating
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
235000.00000000
PA
USD
212398.26000000
0.207813483071
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
220000.00000000
PA
USD
190897.84000000
0.186777165883
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
200000.00000000
PA
USD
177000.00000000
0.173179321260
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
146604.64000000
PA
USD
147038.88000000
0.143864934674
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAM6
210000.00000000
PA
USD
203703.97000000
0.199306865890
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AY9
160000.00000000
PA
USD
141634.40000000
0.138577114458
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
264977.40000000
PA
USD
267850.55000000
0.262068793493
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
190000.00000000
PA
USD
178482.20000000
0.174629526853
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
90000.00000000
PA
USD
77400.00000000
0.075729262517
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
255000.00000000
PA
USD
282456.24000000
0.276359208638
Long
DBT
CORP
CN
N
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AJ9
110000.00000000
PA
USD
96128.17000000
0.094053170817
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75000000
N
N
N
N
N
N
AZEK CO LLC
N/A
AZEK Co LLC/The
12626JAE7
128676.81470000
PA
USD
106721.98000000
0.104418305423
Long
LON
CORP
US
N
2
2024-05-05
Floating
5.49160000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGM8
910721.89000000
PA
USD
961994.59000000
0.941229209901
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAR2
190000.00000000
PA
USD
161262.50000000
0.157781527089
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAN4
280000.00000000
PA
USD
279642.83000000
0.273606528219
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14880BAG6
100000.00000000
PA
USD
96500.00000000
0.094416974585
Long
LON
CORP
US
N
2
2026-05-17
Floating
3.94180000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD
12434LAA2
255000.00000000
PA
USD
227403.85000000
0.222495166073
Long
ABS-MBS
CORP
KY
N
2
2037-02-16
Floating
1.70013000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
50000.00000000
PA
USD
48195.00000000
0.047154674509
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-2
02530DAC0
220000.00000000
PA
USD
204638.41000000
0.200221135297
Long
ABS-O
CORP
US
N
2
2025-06-12
Fixed
3.17000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
80000.00000000
PA
USD
77600.00000000
0.075924945366
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
SEMINOLE TRIBE
549300EWYRB8UULZD884
Seminole Tribe of Florida Inc
81683UAN7
149492.54560000
PA
USD
136038.22000000
0.133101732232
Long
LON
CORP
US
N
2
2024-07-06
Floating
3.56910000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
255000.00000000
PA
USD
268229.47000000
0.262439534218
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.90000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
549300474L1ZLXZY2P98
Clarios Global LP
000000000
139650.00000000
PA
USD
127081.50000000
0.124338349801
Long
LON
CORP
US
N
2
2026-04-30
Floating
5.25110000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-1
92536FAA4
46001.88000000
PA
USD
43684.52000000
0.042741556628
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
2.92900000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAC0
215000.00000000
PA
USD
212795.78000000
0.208202422302
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.99000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
45000.00000000
PA
USD
47881.87000000
0.046848303657
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2019-2
74937DAA2
137109.72000000
PA
USD
130284.19000000
0.127471907317
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
3.47480000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
195000.00000000
PA
USD
193794.78000000
0.189611573244
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAF1
215000.00000000
PA
USD
198446.13000000
0.194162520340
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.75000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
41750.52180000
PA
USD
33400.42000000
0.032679446697
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
40000.00000000
PA
USD
34388.00000000
0.033645709036
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416QX75
352225.17000000
PA
USD
390499.22000000
0.382069999279
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
225000.00000000
PA
USD
242744.14000000
0.237504324323
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
135000.00000000
PA
USD
124200.00000000
0.121519049155
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
190000.00000000
PA
USD
156256.00000000
0.152883096174
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
91472.66000000
PA
USD
86931.09000000
0.085054616738
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.51794400
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
185000.00000000
PA
USD
149834.68000000
0.146600385218
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAB3
150000.00000000
PA
USD
147545.99000000
0.144361098321
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Variable
3.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1 Mortgage Loan Trust
12597KAA7
97063.35000000
PA
USD
93880.70000000
0.091854214155
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.48800000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BZ1
240000.00000000
PA
USD
253457.41000000
0.247986340295
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
89710.62000000
PA
USD
92431.33000000
0.090436129901
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
120000.00000000
PA
USD
121284.00000000
0.118665993219
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
285000.00000000
PA
USD
290326.26000000
0.284059348310
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20337EAQ4
54725.00000000
PA
USD
51441.50000000
0.050331096353
Long
LON
CORP
US
N
2
2026-04-04
Floating
4.68340000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-4
66987WBX4
74740.94000000
PA
USD
73658.56000000
0.072068584326
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
2.67163000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
000000000
16499.99965000
PA
USD
15613.12000000
0.015276099007
Long
LON
CORP
US
N
2
2025-06-01
Floating
4.46280000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
225000.00000000
PA
USD
212625.00000000
0.208035328717
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911UAH3
29750.00000000
PA
USD
28113.75000000
0.027506893463
Long
LON
CORP
US
N
2
2025-11-27
Floating
4.33040000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
655000.00000000
PA
USD
935279.20000000
0.915090491780
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
270000.00000000
PA
USD
266794.98000000
0.261036008769
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
120000.00000000
PA
USD
105054.84000000
0.102787151900
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-3
33844KAC0
220000.00000000
PA
USD
216825.07000000
0.212144737033
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
86000.00000000
PA
USD
75267.20000000
0.073642500616
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
290000.00000000
PA
USD
292149.80000000
0.285843525821
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
165857.00000000
PA
USD
169174.26000000
0.165522505771
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAD3
215000.00000000
PA
USD
197560.10000000
0.193295615967
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
3.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBSS8
227026.29000000
PA
USD
238064.75000000
0.232925942491
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
816194AV6
24967.52780000
PA
USD
23594.31000000
0.023085008991
Long
LON
CORP
US
N
2
2025-03-06
Floating
4.29540000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2019-NPL2
92872KAA5
104234.64000000
PA
USD
92262.45000000
0.090270895304
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.96720000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
30000.00000000
PA
USD
26512.50000000
0.025940207654
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VW81
565.77000000
PA
USD
636.76000000
0.000623015054
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
6.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAC1
100000.00000000
PA
USD
98111.59000000
0.095993777197
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.84100000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
240000.00000000
PA
USD
231202.51000000
0.226211829127
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
80000.00000000
PA
USD
68704.87000000
0.067221823468
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2019-1
74937LAA4
383099.11000000
PA
USD
364229.03000000
0.356366871179
Long
ABS-MBS
CORP
US
N
2
2024-05-24
Variable
3.72100000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
215000.00000000
PA
USD
229531.78000000
0.224577163096
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2019-2 LLC
69358XAA8
359489.35000000
PA
USD
321552.26000000
0.314611311506
Long
ABS-MBS
CORP
US
N
2
2024-04-25
Variable
3.96700000
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
36781.25000000
0.035987298927
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
Dreyfus Government Cash Management
549300F7IDB6WRO7VJ11
Dreyfus Government Cash Management
262006208
4127979.97000000
NS
USD
4127979.97000000
4.038874403288
Long
STIV
RF
US
N
1
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAA7
205491.64000000
PA
USD
204226.51000000
0.199818126470
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
80000.00000000
PA
USD
72008.00000000
0.070453652911
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAJ9
220000.00000000
PA
USD
163424.05000000
0.159896418399
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.26500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
105000.00000000
PA
USD
87981.08000000
0.086081941910
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2019-1 LLC
69359AAA7
400069.22000000
PA
USD
403830.75000000
0.395113758130
Long
ABS-MBS
CORP
US
N
2
2024-01-25
Variable
4.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
285000.00000000
PA
USD
253470.75000000
0.247999392341
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
160109.69000000
PA
USD
155120.00000000
0.151771617592
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
160000.00000000
PA
USD
163177.19000000
0.159654887058
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
4.37500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-3
30166PAE1
205000.00000000
PA
USD
204749.59000000
0.200329915393
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.71000000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
207290.17640000
PA
USD
195474.64000000
0.191255172196
Long
LON
CORP
US
N
2
2025-04-11
Floating
2.67360000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
13134MBQ5
149250.00000000
PA
USD
141414.38000000
0.138361843756
Long
LON
CORP
US
N
2
2026-04-01
Floating
3.17850000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
15000.00000000
PA
USD
13732.80000000
0.013436367135
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
285000.00000000
PA
USD
256962.92000000
0.251416181213
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
410000.00000000
PA
USD
423814.02000000
0.414665674148
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Atlantic Power 04/11/25
5493007KQL803F6BK452
Atlantic Power 04/11/25
000000000
125000.00000000
PA
USD
120000.00000000
0.117409709329
Long
LON
CORP
CA
N
2
2025-04-19
Floating
3.50000000
N
N
N
N
N
N
CITADEL LP
N/A
Citadel LP
17288XAB0
190000.00000000
PA
USD
183222.67000000
0.179267670226
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
OneMain Financial Issuance Tru
549300I1P51W2UFIED29
Onemain Financial Issuance Trust 2018-1
68267BAA8
180000.00000000
PA
USD
179459.77000000
0.175585995266
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2017-1
74113YAE4
220000.00000000
PA
USD
217968.67000000
0.213263651563
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.81000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
275000.00000000
PA
USD
249970.97000000
0.244575157737
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
200000.00000000
PA
USD
177000.00000000
0.173179321260
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAD3
165000.00000000
PA
USD
153408.09000000
0.150096660463
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.25000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAP7
245000.00000000
PA
USD
242046.86000000
0.236822095638
Long
DBT
CORP
US
N
2
2021-03-19
Floating
1.80188000
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
309847.39000000
0.303159099969
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
80000.00000000
PA
USD
54400.00000000
0.053225734895
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
39000.00000000
PA
USD
39704.25000000
0.038847203763
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
90000.00000000
PA
USD
92955.97000000
0.090949445150
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
115000.00000000
PA
USD
59800.00000000
0.058509171815
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
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
98528.68000000
0.096401863994
Long
ABS-MBS
CORP
US
N
2
2053-06-28
Variable
4.25000000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAB0
110762.53330000
PA
USD
88277.74000000
0.086372198280
Long
LON
CORP
US
N
2
2023-02-01
Floating
4.75000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-3 Mortgage Loan Trust
19688CAA0
264913.18000000
PA
USD
256240.66000000
0.250709511741
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
2.76400000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2019-GS1
69359CAA3
224707.86000000
PA
USD
223424.04000000
0.218601263279
Long
ABS-MBS
CORP
US
N
3
2024-10-25
Variable
3.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271RAA7
342000.00000000
PA
USD
345656.88000000
0.338195615070
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
96428.02000000
PA
USD
96196.31000000
0.094119839963
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TRX9
12837.64000000
PA
USD
14449.92000000
0.014138007558
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XHZ9
28123.37000000
PA
USD
26640.47000000
0.026065415325
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
4.30733500
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
37000.00000000
PA
USD
30937.27000000
0.030269465651
Long
DBT
CORP
IE
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAL1
217782.11240000
PA
USD
191467.50000000
0.187334529341
Long
LON
CORP
US
N
2
2025-12-31
Floating
4.68340000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
255000.00000000
PA
USD
262947.45000000
0.257271530611
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
204809.11000000
PA
USD
199091.56000000
0.194794018245
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC 01/29/27
000000000
119700.00000000
PA
USD
101745.00000000
0.099548757297
Long
LON
CORP
US
N
2
2027-02-13
Floating
4.30010000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
250000.00000000
PA
USD
229224.52000000
0.224276535536
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AC5
150000.00000000
PA
USD
56213.92000000
0.055000500062
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
78707.61000000
PA
USD
78704.78000000
0.077005877855
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
200000.00000000
PA
USD
180000.00000000
0.176114563993
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
271982.43000000
PA
USD
279215.48000000
0.273188402891
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
263500.00000000
PA
USD
250089.57000000
0.244691197666
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
370000.00000000
PA
USD
322137.39000000
0.315183811033
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
585000.00000000
PA
USD
684038.67000000
0.669273178455
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
140000.00000000
PA
USD
135792.91000000
0.132861717433
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAH5
148500.00000000
PA
USD
141817.50000000
0.138756262106
Long
LON
CORP
US
N
2
2026-01-15
Floating
4.08610000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAB3
220000.00000000
PA
USD
214405.27000000
0.209777170244
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
3.50000000
N
N
N
N
N
N
MASSACHUSETTS ST BAY TRANSPRTN
549300D2U0XBUXGX8P68
Massachusetts Bay Transportation Authority
575579QD2
255000.00000000
PA
USD
352583.40000000
0.344972620902
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
110000.00000000
PA
USD
115258.00000000
0.112770068982
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2019-NPL2 LLC
91822VAA4
134824.30000000
PA
USD
132998.40000000
0.130127529043
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.57330000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
270000.00000000
PA
USD
236456.79000000
0.231352691523
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AJ3
140000.00000000
PA
USD
146328.87000000
0.143170250776
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
254751.64000000
PA
USD
254016.94000000
0.248533792417
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-1 LLC
83405AAA2
24601.09000000
PA
USD
24158.11000000
0.023636638942
Long
ABS-O
CORP
US
N
2
2026-01-26
Fixed
3.28000000
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
45000.00000000
PA
USD
40612.50000000
0.039735848501
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
285000.00000000
PA
USD
275882.88000000
0.269927739580
Long
DBT
CORP
US
N
2
2022-06-01
Variable
3.49700000
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAH8
45000.00000000
PA
USD
41040.00000000
0.040154120590
Long
LON
CORP
US
N
2
2026-11-01
Floating
4.41190000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65336RAW8
139290.63670000
PA
USD
129122.42000000
0.126335215000
Long
LON
CORP
US
N
2
2026-09-19
Floating
3.67360000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
232042.68180000
PA
USD
210578.73000000
0.206033229001
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.23450000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
50652.48000000
PA
USD
50288.91000000
0.049203385879
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAB3
53715.52260000
PA
USD
44328.74000000
0.043371870652
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.68340000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
30000.00000000
PA
USD
27708.13000000
0.027110029077
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
70000.00000000
PA
USD
65100.00000000
0.063694767311
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.62500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
240000.00000000
PA
USD
227252.24000000
0.222346828690
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC
549300C97P3BW8QROE16
Summit Materials LLC
86614DAH1
226947.80390000
PA
USD
196536.80000000
0.192294404670
Long
LON
CORP
US
N
2
2024-11-21
Floating
3.67930000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
245000.00000000
PA
USD
185750.75000000
0.181741179709
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAK3
300000.00000000
PA
USD
288116.58000000
0.281897365922
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.71900000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AL4
200000.00000000
PA
USD
211174.22000000
0.206615864900
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
RMF Proprietary Issuance Trust
N/A
RMF Proprietary Issuance Trust 2019-1
74968RAA3
279903.94000000
PA
USD
264118.31000000
0.258417116713
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
2.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
70000.00000000
PA
USD
44807.70000000
0.043840491939
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
190000.00000000
PA
USD
161883.06000000
0.158388691832
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
157394.19000000
PA
USD
153250.14000000
0.149942119933
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBE9
205000.00000000
PA
USD
177349.20000000
0.173520983514
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
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
116248.74000000
0.113739423110
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2018-1
31573NAA9
290408.24000000
PA
USD
286874.47000000
0.280682067805
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.14000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
90000.00000000
PA
USD
89174.06000000
0.087249170535
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.00000000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2019-A
831645AA4
160074.64000000
PA
USD
158056.32000000
0.154644554907
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.85000000
N
N
N
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust 2019-1
52604FAA5
270000.00000000
PA
USD
243201.29000000
0.237951606394
Long
ABS-O
CORP
US
N
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-3
23343CAE1
145000.00000000
PA
USD
142447.38000000
0.139372545670
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.79000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXXV LLC
91834TAA5
131765.43000000
PA
USD
116079.12000000
0.113573464486
Long
ABS-O
CORP
US
N
2
2050-01-25
Variable
3.22820000
N
N
N
N
N
N
Thornburg Mortgage Securities
N/A
Thornburg Mortgage Securities Trust 2004-2
885220FE8
340586.51000000
PA
USD
298991.05000000
0.292537102271
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
1.56663000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAK6
320000.00000000
PA
USD
318897.31000000
0.312013670608
Long
DBT
CORP
US
N
2
2021-07-09
Fixed
2.87700000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
88000.00000000
PA
USD
84040.00000000
0.082225933100
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAZ3
215000.00000000
PA
USD
221990.64000000
0.217198804301
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC67
786474.72000000
PA
USD
830812.12000000
0.812878412636
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
40000.00000000
PA
USD
39150.00000000
0.038304917668
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
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
81252.00000000
0.079498114186
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
110000.00000000
PA
USD
24200.00000000
0.023677624714
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
100000.00000000
PA
USD
87120.53000000
0.085239967532
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.68558500
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AR8
77000.00000000
PA
USD
76822.13000000
0.075163866277
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
2020-05-20
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer