0001752724-22-259230.txt : 20221121
0001752724-22-259230.hdr.sgml : 20221121
20221121163759
ACCESSION NUMBER: 0001752724-22-259230
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221121
DATE AS OF CHANGE: 20221121
PERIOD START: 20220930
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: 221406240
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
S000055179
Virtus Newfleet Low Duration Core Plus Bond Fund
C000173503
Class A
HIMZX
C000173504
Class C
PCMZX
C000173505
Class I
HIBIX
C000210350
Class R6
VLDRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000055179
C000173503
C000173504
C000173505
C000210350
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Low Duration Core Plus Bond Fund
S000055179
549300INF8MRMW88KO98
2022-09-30
2022-09-30
N
554959702.35
1461061.16
553498641.19
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
1647385.84000000
USD
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAF7
915000.00000000
PA
USD
913088.20000000
0.164966656112
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.74000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
1000000.00000000
PA
USD
961464.30000000
0.173706713702
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAG4
1445000.00000000
PA
USD
1380511.67000000
0.249415548163
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.60000000
N
N
N
N
N
N
PODS LLC
N/A
PODS LLC
73044EAB0
638791.28000000
PA
USD
602993.42000000
0.108942168078
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.81957500
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1885000.00000000
PA
USD
1726787.39000000
0.311976807438
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-SFP
43289VAJ2
1070000.00000000
PA
USD
1025149.99000000
0.185212738335
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
3.32283500
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AR0
147000.00000000
PA
USD
135286.74000000
0.024442108784
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
57549.81000000
PA
USD
52555.88000000
0.009495213915
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQLN0
167200.24000000
PA
USD
158818.20000000
0.028693512175
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
607174.55000000
PA
USD
523036.07000000
0.094496360257
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
719493.22000000
PA
USD
677145.36000000
0.122339118763
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2022-1 LLC
70410DAD0
1460000.00000000
PA
USD
1404239.10000000
0.253702357241
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.40000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
324750.96000000
PA
USD
301231.81000000
0.054423224843
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2022-1
89616BAC8
1725000.00000000
PA
USD
1682781.83000000
0.304026370576
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.71000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAJ5
1985000.00000000
PA
USD
1890799.44000000
0.341608686867
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
15035.92000000
PA
USD
14742.73000000
0.002663553060
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC
05584AAA8
173200.92000000
PA
USD
167217.94000000
0.030211084103
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
940000.00000000
PA
USD
870651.59000000
0.157299679747
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
1857600.00000000
PA
USD
1748726.06000000
0.315940443185
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
800000.00000000
PA
USD
715717.92000000
0.129307981400
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.74000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1106000.00000000
PA
USD
963436.60000000
0.174063047007
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
124940.55000000
PA
USD
122945.02000000
0.022212343599
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAB2
1825000.00000000
PA
USD
1762888.86000000
0.318499220921
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.98000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
196103.89000000
PA
USD
188914.47000000
0.034130972678
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
Mission Lane Credit Card Maste
N/A
Mission Lane Credit Card Master Trust
60510MAA6
2310000.00000000
PA
USD
2227718.26000000
0.402479445154
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.59000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust 2015-A
05606XAA2
47618.48000000
PA
USD
46294.28000000
0.008363937425
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
1167386.56000000
PA
USD
1068871.74000000
0.193111899552
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
5595000.00000000
PA
USD
5469768.18000000
0.988217092681
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-RPL2 LLC
69357QAA4
612286.98000000
PA
USD
543611.77000000
0.098213749690
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
1.45500000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
811000.00000000
PA
USD
671724.86000000
0.121359802899
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.60500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
4075000.00000000
PA
USD
3496060.39000000
0.631629444018
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAE2
895000.00000000
PA
USD
876067.80000000
0.158278220542
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.30000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
618959.72000000
PA
USD
598459.77000000
0.108123078443
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.95000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAA5
1810299.04000000
PA
USD
1639141.06000000
0.296141839928
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.54000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
1130000.00000000
PA
USD
1070747.43000000
0.193450778433
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
1125373.04000000
PA
USD
1026799.59000000
0.185510769781
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-2
38014RAC8
1095665.01000000
PA
USD
1091045.25000000
0.197117963587
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.16000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
1592078.24000000
PA
USD
1443507.89000000
0.260797006998
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
KKR Apple Bidco LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
650087.50000000
PA
USD
619344.86000000
0.111896365033
Long
LON
CORP
US
N
2
2028-09-22
Floating
5.86529000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
230460.63000000
PA
USD
203183.61000000
0.036708962747
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
994071.05000000
PA
USD
977804.07000000
0.176658802250
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
755000.00000000
PA
USD
685661.62000000
0.123877742233
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
2193425.00000000
PA
USD
1987578.64000000
0.359093680108
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AAY6
427.58000000
PA
USD
430.10000000
0.000077705701
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
3154685.75000000
PA
USD
3064221.04000000
0.553609496386
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15200000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2019-3
22535KAC7
1162939.71000000
PA
USD
1159849.55000000
0.209548761945
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.86000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
1970000.00000000
PA
USD
1738799.03000000
0.314146937427
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-D
22411XAD6
225782.91000000
PA
USD
225883.88000000
0.040810195940
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.34000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAE5
1490000.00000000
PA
USD
1374650.61000000
0.248356636801
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.58000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
939098.93000000
PA
USD
869522.69000000
0.157095722607
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
299172.13000000
PA
USD
273563.00000000
0.049424330909
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
2203360.84000000
PA
USD
1987962.93000000
0.359163109366
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.69900000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
424100.53000000
PA
USD
347732.54000000
0.062824461366
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAB0
2385000.00000000
PA
USD
2276263.08000000
0.411249985204
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.92000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIV LLC
92873AAA6
332752.67000000
PA
USD
308566.91000000
0.055748449415
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.23950000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
950000.00000000
PA
USD
883072.50000000
0.159543752104
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
952000.89190000
PA
USD
911540.85000000
0.164687098064
Long
LON
CORP
US
N
2
2026-08-28
Floating
5.31000000
N
N
N
N
N
N
Freeport LNG Investments, LLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments LLLP
35670CAB4
631160.58110000
PA
USD
582920.98000000
0.105315702084
Long
LON
CORP
US
N
2
2028-12-21
Floating
6.20986000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
2165000.00000000
PA
USD
1980788.16000000
0.357866851441
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2020-1 LLC
70410LAA8
208874.61000000
PA
USD
205754.00000000
0.037173352324
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
1600000.00000000
PA
USD
1467792.00000000
0.265184390849
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
658512.50000000
PA
USD
633907.18000000
0.114527323614
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
1468528.32000000
PA
USD
1430385.21000000
0.258426146616
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
Paragon Offshore Finance Company
N/A
Paragon Offshore Finance Co
000000000
908.92000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2021-07-16
Floating
3.25000000
Y
Y
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
233996.78000000
PA
USD
197866.51000000
0.035748328049
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
778107.08000000
PA
USD
734653.61000000
0.132729072002
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1565000.00000000
PA
USD
1244798.29000000
0.224896358792
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2022-1 LLC
96034JAB2
1318458.28000000
PA
USD
1242148.68000000
0.224417656623
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.28800000
N
N
N
N
N
N
Encina Equipment Finance
N/A
Encina Equipment Finance 2022-1 LLC
29252VAC9
1210000.00000000
PA
USD
1166814.13000000
0.210807045070
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.15000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
1580000.00000000
PA
USD
1422609.88000000
0.257021386166
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
505703.08000000
PA
USD
487440.42000000
0.088065332726
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
216000.00000000
PA
USD
198309.60000000
0.035828380639
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
570000.00000000
PA
USD
563259.38000000
0.101763462108
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
520027.13000000
PA
USD
519284.74000000
0.093818611529
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
882892.95000000
PA
USD
841723.03000000
0.152073188145
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.47400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
818286.50000000
PA
USD
804926.17000000
0.145425139304
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
489161.57000000
PA
USD
459219.99000000
0.082966778204
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
1084363.32000000
PA
USD
1005973.61000000
0.181748162531
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings LLC
59921PAB2
574750.00000000
PA
USD
576083.42000000
0.104080367525
Long
LON
CORP
US
N
2
2027-06-21
Floating
8.77714000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
520000.00000000
PA
USD
481000.00000000
0.086901749020
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Commerical Equipment Finance 2
N/A
Commercial Equipment Finance 2021-A LLC
20166QAA8
740151.42000000
PA
USD
708407.51000000
0.127987217543
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.05000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
760000.00000000
PA
USD
641141.11000000
0.115834269912
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAR8
415000.00000000
PA
USD
332435.79000000
0.060060814112
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
335000.00000000
PA
USD
326862.46000000
0.059053886617
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1680000.00000000
PA
USD
1450351.98000000
0.262033521325
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
107983.81000000
PA
USD
91400.93000000
0.016513307025
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-B
08862BAB1
1495000.00000000
PA
USD
1301277.90000000
0.235100468756
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-1
33843FAE8
1490000.00000000
PA
USD
1459774.31000000
0.263735843481
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.24000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
1515000.00000000
PA
USD
1459355.40000000
0.263660159465
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCY0
1500000.00000000
PA
USD
1441930.70000000
0.260512057789
Long
DBT
CORP
US
N
2
2028-02-24
Floating
3.59211800
N
N
N
N
N
N
Reach Financial LLC
N/A
LL ABS Trust 2021-1
53934QAA0
833903.43000000
PA
USD
799695.71000000
0.144480157761
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
1385000.00000000
PA
USD
1070006.69000000
0.193316949739
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
1895000.00000000
PA
USD
1781497.46000000
0.321861216527
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
131426.26000000
PA
USD
129509.82000000
0.023398398905
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
1690000.00000000
PA
USD
1612286.70000000
0.291290091793
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422AAA4
442795.57000000
PA
USD
436693.01000000
0.078896853127
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
2.57920000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
5000.00000000
PA
USD
4765.60000000
0.000860995790
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
1620000.00000000
PA
USD
1538999.35000000
0.278049345648
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAB0
154358.29000000
PA
USD
154162.09000000
0.027852297824
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.06000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
263214.30000000
PA
USD
252996.85000000
0.045708666864
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48600000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
411273.79000000
PA
USD
361895.81000000
0.065383324017
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
400863.53000000
PA
USD
385887.75000000
0.069717921830
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.12369100
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAG9
1010000.00000000
PA
USD
861138.42000000
0.155580945627
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.28800000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
1715000.00000000
PA
USD
1295029.57000000
0.233971589743
Long
DBT
CORP
US
N
2
2067-04-20
Floating
4.74986000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-1 Mortgage Loan Trust
19688HAA9
2147082.42000000
PA
USD
1869079.05000000
0.337684487532
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28400000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
1810000.00000000
PA
USD
1531892.05000000
0.276765277455
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAF0
1015190.52000000
PA
USD
946284.26000000
0.170964152317
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
3.25000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAF3
590000.00000000
PA
USD
537713.91000000
0.097148189712
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.03000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
925000.00000000
PA
USD
903274.65000000
0.163193652663
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AB6
1355000.00000000
PA
USD
1232311.25000000
0.222640338800
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.79000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
954265.00000000
PA
USD
888504.47000000
0.160525140240
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
562635.24000000
PA
USD
537836.14000000
0.097170272874
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K51
26123.12000000
PA
USD
26194.16000000
0.004732470515
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.65130200
N
N
N
N
N
N
CPG International LLC
549300SVLALB4NVWP891
CPG International LLC
12594VAD0
555000.00000000
PA
USD
534187.50000000
0.096511077037
Long
LON
CORP
US
N
2
2029-04-28
Floating
4.09229000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAF0
170493.67000000
PA
USD
170350.88000000
0.030777108979
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.90000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO VI Mortgage LLC 2022-1
74934VAA5
772007.45000000
PA
USD
724378.37000000
0.130872655521
Long
ABS-MBS
CORP
US
N
2
2027-01-25
Variable
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
251772.97000000
PA
USD
230737.89000000
0.041687164670
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-PS1
17324VAH7
30801.75000000
PA
USD
28950.25000000
0.005230410310
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
194653.85000000
PA
USD
177201.55000000
0.032014812108
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
636229.00390000
PA
USD
604023.09000000
0.109128197442
Long
LON
CORP
US
N
2
2027-08-01
Floating
4.87786000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAD1
3370000.00000000
PA
USD
3085378.90000000
0.557432064036
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
474417.76000000
PA
USD
449012.12000000
0.081122533387
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAG2
893050.73000000
PA
USD
892733.96000000
0.161289277617
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
3.82000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-RPL1 Trust
19687YAA3
883347.60000000
PA
USD
760166.28000000
0.137338418458
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.38970000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAB7
630478.38000000
PA
USD
610580.48000000
0.110312913991
Long
LON
CORP
US
N
2
2028-10-05
Floating
6.21057000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
638762.36870000
PA
USD
613742.05000000
0.110884111419
Long
LON
CORP
US
N
2
2027-02-01
Floating
4.87000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2021-1
14369GAC4
2750000.00000000
PA
USD
2723756.75000000
0.492098181875
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
1.38000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
2400000.00000000
PA
USD
2151401.52000000
0.388691382398
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAA2
1614008.67000000
PA
USD
1603965.02000000
0.289786622881
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-A Asset Securitization Trust
52605AAB3
2010000.00000000
PA
USD
1922479.58000000
0.347332303448
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
2.41000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
1845088.35000000
PA
USD
1642051.32000000
0.296667633450
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
1610000.00000000
PA
USD
1479304.23000000
0.267264292974
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
370000.00000000
PA
USD
341451.09000000
0.061689598598
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAS0
583110.32020000
PA
USD
569442.21000000
0.102880507308
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.61529000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBK4
690000.00000000
PA
USD
638092.06000000
0.115283401351
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
926849.32000000
PA
USD
897885.28000000
0.162219961022
Long
LON
CORP
US
N
2
2028-01-21
Floating
6.12000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110NAB2
1683078.68000000
PA
USD
1655524.33000000
0.299101787574
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
1.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
802000.00000000
PA
USD
644157.34000000
0.116379208920
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1115000.00000000
PA
USD
958900.00000000
0.173243424399
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAE8
1335000.00000000
PA
USD
1319942.13000000
0.238472514975
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688DAA8
1133071.45000000
PA
USD
995852.08000000
0.179919516669
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
1.05100000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAE4
500000.00000000
PA
USD
428895.80000000
0.077488139641
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.08800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RHT1
23887.63000000
PA
USD
23341.71000000
0.004217121463
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2R Mortgage Loan Trust
12656YAA5
400863.68000000
PA
USD
354651.59000000
0.064074518636
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Fixed
0.79800000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
1016820.02000000
PA
USD
964280.93000000
0.174215591194
Long
LON
CORP
US
N
2
2028-06-07
Floating
5.61529000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
584340.97000000
PA
USD
490369.59000000
0.088594542697
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
2504062.97000000
NS
USD
2504062.97000000
0.452406344596
Long
STIV
RF
US
N
1
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
150000.37000000
PA
USD
147838.73000000
0.026709863222
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-CP1
62955VAA4
2470318.77000000
PA
USD
2207566.03000000
0.398838563587
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.04240000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
59946.73000000
PA
USD
59912.05000000
0.010824245181
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422CAA0
1120535.59000000
PA
USD
1089310.75000000
0.196804593351
Long
ABS-O
CORP
US
N
2
2033-10-15
Fixed
2.14300000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
435000.00000000
PA
USD
425430.00000000
0.076861977309
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAC8
975783.81000000
PA
USD
849392.58000000
0.153458837437
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.42100000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
883162.06000000
PA
USD
803970.77000000
0.145252528221
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
1203777.24000000
PA
USD
1139761.09000000
0.205919401635
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-3 LLC
69357PAA6
520093.93000000
PA
USD
473554.83000000
0.085556638220
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAS9
179100.00000000
PA
USD
172428.53000000
0.031152475754
Long
LON
CORP
US
N
2
2029-01-18
Floating
6.28184000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-1
46643UDJ5
59774.92000000
PA
USD
57997.76000000
0.010478392480
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
3.41320500
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
2371050.00000000
PA
USD
1938233.79000000
0.350178599505
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
1068000.00000000
PA
USD
888604.37000000
0.160543189065
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
1400042.60000000
PA
USD
1165818.55000000
0.210627174710
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
160854.35000000
PA
USD
148076.34000000
0.026752791963
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
901026.56000000
PA
USD
824240.54000000
0.148914645612
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT C LLC
91835DAA9
347602.29000000
PA
USD
316688.70000000
0.057215804418
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99180000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFLL8
382167.72000000
PA
USD
360892.30000000
0.065202020952
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
673338.00000000
PA
USD
582722.32000000
0.105279810397
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAA0
1241477.22000000
PA
USD
1154088.52000000
0.208507922895
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.91730000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAA8
2015000.00000000
PA
USD
1924246.62000000
0.347651552651
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.57000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAC3
2150000.00000000
PA
USD
2072463.69000000
0.374429770151
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.89000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
1518856.71540000
PA
USD
1234284.78000000
0.222996894327
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
1925450.00000000
PA
USD
1640964.76000000
0.296471325832
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
2015000.00000000
PA
USD
1820530.94000000
0.328913353081
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CHQ8
262.24000000
PA
USD
262.36000000
0.000047400297
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
GCI Funding I LLC
N/A
GCI Funding I LLC
36166VAE5
1250200.00000000
PA
USD
1066949.18000000
0.192764552719
Long
ABS-O
CORP
US
N
2
2046-06-18
Fixed
2.38000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
740976.34000000
PA
USD
686889.22000000
0.124099531395
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
685000.00000000
PA
USD
649319.31000000
0.117311816448
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-4 Mortgage Loan Trust
19685GAA4
663368.43000000
PA
USD
635129.83000000
0.114748218466
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAA7
773701.13000000
PA
USD
743346.82000000
0.134299664837
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
1813000.00000000
PA
USD
1547649.57000000
0.279612171526
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-KEN
05591QAA4
755000.00000000
PA
USD
732668.08000000
0.132370348448
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
4.06800000
N
N
N
N
N
N
Go Daddy Operating Company, LLC (GD Finance Co, Inc.)
5493005GJOH8HLL11157
Go Daddy Operating Co LLC
38017BAN6
1283200.97460000
PA
USD
1267802.56000000
0.229052515336
Long
LON
CORP
US
N
2
2024-02-15
Floating
4.86529000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AA7
1755000.00000000
PA
USD
1626144.83000000
0.293793825130
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.74300000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
45672JAK6
1962381.14330000
PA
USD
1895091.09000000
0.342384054624
Long
LON
CORP
US
N
2
2024-04-01
Floating
5.11529000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
127831.84920000
PA
USD
122468.02000000
0.022126164526
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.77390000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
837000.00000000
PA
USD
711477.52000000
0.128541872924
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAL5
500000.00000000
PA
USD
470402.47000000
0.084987104753
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
1100000.00000000
PA
USD
912784.36000000
0.164911761668
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
1809392.90000000
PA
USD
1692661.55000000
0.305811328887
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680FAB8
1730000.00000000
PA
USD
1644834.87000000
0.297170534414
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
1.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
403000.00000000
PA
USD
372626.11000000
0.067321955696
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAT4
1426889.95000000
PA
USD
1351274.20000000
0.244133246125
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.54100000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
335033.75000000
PA
USD
325248.22000000
0.058762243625
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
Tenable Inc
N/A
Tenable Inc
88025XAC7
614131.14000000
PA
USD
583424.58000000
0.105406686951
Long
LON
CORP
US
N
2
2028-07-07
Floating
5.55586000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEK3
6095000.00000000
PA
USD
5925006.67000000
1.070464537593
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.50000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2021-RN3 LLC
74143JAA9
1266524.20000000
PA
USD
1168086.65000000
0.211036949880
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.84290000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
531554.09000000
PA
USD
496688.61000000
0.089736193196
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
875000.00000000
PA
USD
826875.00000000
0.149390610647
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
408343.48480000
PA
USD
402071.33000000
0.072641791700
Long
LON
CORP
US
N
2
2026-09-18
Floating
5.61529000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
802943.01000000
PA
USD
756516.68000000
0.136679049179
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2014-1
61763YAJ3
273018.94000000
PA
USD
267362.89000000
0.048304163751
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
3.72094000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
1060677.42000000
PA
USD
978239.03000000
0.176737386002
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
911963.16000000
PA
USD
865885.77000000
0.156438644210
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-A
12597JAC6
68135.34000000
PA
USD
68085.64000000
0.012300958834
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAC0
1010000.00000000
PA
USD
851864.40000000
0.153905418479
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
000000000
194117.64700000
PA
USD
184239.00000000
0.033286260577
Long
LON
CORP
CA
N
2
2028-08-11
Floating
6.42100000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
1940000.00000000
PA
USD
1675432.50000000
0.302698575085
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1858850.02000000
PA
USD
1614152.86000000
0.291627248899
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
618750.00000000
PA
USD
589565.34000000
0.106516131409
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-1
24382JAA4
711884.44000000
PA
USD
627447.11000000
0.113360189765
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
1875000.00000000
PA
USD
1700030.63000000
0.307142692589
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1925700.00000000
PA
USD
1652893.78000000
0.298626528955
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
2370000.00000000
PA
USD
2156564.67000000
0.389624203117
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAB6
1170000.00000000
PA
USD
1059764.47000000
0.191466498945
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
3.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
1090000.00000000
PA
USD
933516.88000000
0.168657483601
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
2191984.79000000
PA
USD
2144824.46000000
0.387503112092
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust
92837UAA7
1821187.38000000
PA
USD
1663517.17000000
0.300545845320
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Fixed
1.28000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-K Trust
94981VAB3
39763.38000000
PA
USD
40382.43000000
0.007295849889
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.61499600
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFY3
475000.00000000
PA
USD
475397.83000000
0.085889611034
Long
DBT
CORP
US
N
2
2023-02-15
Floating
3.79514000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
1280000.00000000
PA
USD
1113369.41000000
0.201151245395
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
NMLT Trust
N/A
NMLT 2021-INV1 Trust
62923JAA0
1371261.63000000
PA
USD
1164166.29000000
0.210328662685
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Variable
1.18500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
570000.00000000
PA
USD
536037.03000000
0.096845229619
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
475000.00000000
PA
USD
471267.98000000
0.085143475508
Long
DBT
CORP
US
N
2
2026-05-15
Floating
4.07514000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAA5
2912943.68000000
PA
USD
2660901.23000000
0.480742143156
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.72200000
N
N
N
N
N
N
Ccc Intelligent Solutions Inc.
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
629677.82000000
PA
USD
607639.10000000
0.109781498052
Long
LON
CORP
US
N
2
2028-09-21
Floating
4.36529000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2021-1
05369LAD9
400000.00000000
PA
USD
358588.24000000
0.064785748927
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
1.99000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
1035000.00000000
PA
USD
933596.70000000
0.168671904594
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
000000000
369075.00000000
PA
USD
357818.21000000
0.064646628441
Long
LON
CORP
US
N
2
2029-04-13
Floating
5.90624000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1200000.00000000
PA
USD
966249.30000000
0.174571214469
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
150000.00000000
PA
USD
120294.85000000
0.021733540256
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NBY6
80899.86000000
PA
USD
81538.16000000
0.014731411051
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc
90385KAK7
508275.31390000
PA
USD
482439.68000000
0.087161854446
Long
LON
CORP
US
N
2
2026-05-04
Floating
5.53514000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
1948000.00000000
PA
USD
1575562.25000000
0.284655125189
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
2443000.00000000
PA
USD
2290735.38000000
0.413864679970
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
1430000.00000000
PA
USD
1297995.54000000
0.234507448330
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-5
03464HAA3
1479831.99000000
PA
USD
1413098.67000000
0.255303006157
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
1900000.00000000
PA
USD
1855128.46000000
0.335164049546
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
Republic Finance Issuance Trus
N/A
Republic Finance Issuance Trust 2020-A
76042EAA7
1020000.00000000
PA
USD
962565.84000000
0.173905727741
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
1075000.00000000
PA
USD
927248.32000000
0.167524949655
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2022-A
12434KAA4
1149501.40000000
PA
USD
1083989.13000000
0.195843142030
Long
ABS-O
CORP
US
N
2
2037-09-28
Fixed
4.12000000
N
N
N
N
N
N
Zodiac Pool Solutions LLC
9598001EJ2RDDXG5CK22
Fluidra Finco SL
98975VAM8
1216842.51000000
PA
USD
1175993.11000000
0.212465401445
Long
LON
CORP
ES
N
2
2029-01-29
Floating
5.13409000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
622090.49000000
PA
USD
602457.31000000
0.108845309665
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.67514000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
1060397.91000000
PA
USD
1004174.55000000
0.181423128309
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.23950000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-6 LLC
693587AA5
739960.88000000
PA
USD
703610.52000000
0.127120550555
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36300000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
88233FAK6
919552.32530000
PA
USD
886632.35000000
0.160186906347
Long
LON
CORP
US
N
2
2025-12-31
Floating
4.80436000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
1118207.19000000
PA
USD
1049449.52000000
0.189602908101
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
2200000.00000000
PA
USD
2125141.04000000
0.383946929920
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAB9
1565000.00000000
PA
USD
1441086.74000000
0.260359580450
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
621277.45600000
PA
USD
604415.99000000
0.109199182260
Long
LON
CORP
US
N
2
2027-09-07
Floating
4.27386000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
1398021.50000000
PA
USD
1232385.45000000
0.222653744433
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
1040000.00000000
PA
USD
846736.80000000
0.152979020540
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
344012.01000000
PA
USD
309151.52000000
0.055854070271
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NH0
962000.00000000
PA
USD
923987.47000000
0.166935815418
Long
DBT
CORP
US
N
2
2028-02-24
Floating
3.75622300
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
1414355.66000000
PA
USD
1311818.69000000
0.237004861869
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
315783.24000000
PA
USD
272207.21000000
0.049179381798
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAG3
1225000.00000000
PA
USD
1205994.74000000
0.217885763442
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
ROC Securities Trust
N/A
Roc Mortgage Trust 2021-RTL1
77118TAA1
780000.00000000
PA
USD
729968.93000000
0.131882695941
Long
ABS-MBS
CORP
US
N
2
2026-08-25
Variable
2.48700000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-3F
36228FPE0
66887.99000000
PA
USD
64008.39000000
0.011564326492
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.00000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2019-1 LLC
704102AC6
1365000.00000000
PA
USD
1354338.67000000
0.244686900601
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.52000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
260000.00000000
PA
USD
242735.71000000
0.043854797814
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAD6
1840000.00000000
PA
USD
1761462.73000000
0.318241563558
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
744000.00000000
PA
USD
610757.80000000
0.110344950203
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAC4
1350000.00000000
PA
USD
1306982.39000000
0.236131092786
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.12000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
1455000.00000000
PA
USD
1434983.57000000
0.259256927336
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.79800000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
400000.00000000
PA
USD
356499.36000000
0.064408353240
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
650000.00000000
PA
USD
640990.60000000
0.115807077434
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
300000.00000000
PA
USD
289875.00000000
0.052371402281
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
1130304.24000000
PA
USD
1026148.51000000
0.185393139862
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
373000.00000000
PA
USD
279715.55000000
0.050535905453
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
1458750.00000000
PA
USD
1381948.85000000
0.249675201917
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
3.81771000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
955000.00000000
PA
USD
944983.58000000
0.170729159870
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
2605315.24000000
PA
USD
2224687.80000000
0.401931935228
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
556711.12000000
PA
USD
520858.59000000
0.094102957304
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-AFC1 Trust
12657LAA2
1002899.86000000
PA
USD
822410.68000000
0.148584046788
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
622749.24000000
PA
USD
601469.90000000
0.108666915370
Long
LON
CORP
US
N
2
2026-06-22
Floating
4.80900000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAB7
715143.36000000
PA
USD
649874.73000000
0.117412163578
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
2.49000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
57337.63000000
PA
USD
55000.79000000
0.009936933157
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
146557.42240000
PA
USD
137999.72000000
0.024932259942
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
2003128.45000000
PA
USD
1700805.09000000
0.307282613439
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
2085000.00000000
PA
USD
2011029.83000000
0.363330581205
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
3.61800000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
1232847.50000000
PA
USD
1148016.37000000
0.207410874131
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAD9
1255302.16000000
PA
USD
1196399.11000000
0.216152131363
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
731170.64000000
PA
USD
668471.08000000
0.120771945991
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
573193.36000000
PA
USD
561921.97000000
0.101521833692
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAJ8
1605000.00000000
PA
USD
1588995.42000000
0.287082081463
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.68000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
770000.00000000
PA
USD
676319.49000000
0.122189909725
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Freed ABS Trust
N/A
FREED ABS Trust 2022-1FP
35633KAC0
1205000.00000000
PA
USD
1118690.55000000
0.202112609995
Long
ABS-O
CORP
US
N
2
2029-03-19
Fixed
2.51000000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAE5
1325000.00000000
PA
USD
1296120.17000000
0.234168627264
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2021-1
682687AB4
2110000.00000000
PA
USD
1877199.90000000
0.339151672705
Long
ABS-O
CORP
US
N
2
2028-07-14
Fixed
1.26000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
737627.90000000
PA
USD
689067.05000000
0.124492997583
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAA2
464684.11000000
PA
USD
408400.46000000
0.073785268762
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM2 Trust
670857AA9
947588.97000000
PA
USD
778072.69000000
0.140573550158
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.10100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-2
92538FAA2
1613390.00000000
PA
USD
1339271.49000000
0.241964729510
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03100000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
319976.76000000
PA
USD
267907.39000000
0.048402537976
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
869875.81000000
PA
USD
772654.40000000
0.139594633572
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2021-1R
042853AA9
1035995.97000000
PA
USD
886224.10000000
0.160113148262
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.17500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
1750000.00000000
PA
USD
1506548.40000000
0.272186467659
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
636000.00000000
PA
USD
639252.94000000
0.115493136284
Long
DBT
CORP
US
N
2
2025-05-15
Floating
4.00514000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
1380000.00000000
PA
USD
1371390.87000000
0.247767703106
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.51800000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
02474RAH6
615286.97710000
PA
USD
594908.67000000
0.107481505053
Long
LON
CORP
US
N
2
2027-01-15
Floating
4.52386000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
1195270.41000000
PA
USD
1071037.83000000
0.193503244686
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
FHF Trust 2020-1
N/A
FHF Trust 2020-1
30260YAA5
8266.38000000
PA
USD
8259.65000000
0.001492262019
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.59000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
927463.80000000
PA
USD
880464.29000000
0.159072529628
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
USASF Receivables LLC
N/A
US Auto Funding 2021-1
90355EAB7
2210000.00000000
PA
USD
2145170.31000000
0.387565596437
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.49000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
2070000.00000000
PA
USD
1984079.27000000
0.358461452720
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
1055582.38060000
PA
USD
1025234.39000000
0.185227986792
Long
LON
CORP
US
N
2
2025-04-11
Floating
4.87000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
1170000.00000000
PA
USD
1093084.22000000
0.197486342089
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
529934.03860000
PA
USD
508148.45000000
0.091806630077
Long
LON
CORP
US
N
2
2027-03-31
Floating
5.02386000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
1426000.00000000
PA
USD
1191984.84000000
0.215354609983
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAD8
1825000.00000000
PA
USD
1760437.89000000
0.318056406826
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
2000000.00000000
PA
USD
1800855.80000000
0.325358666848
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
1535000.00000000
PA
USD
1252038.10000000
0.226204367423
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
604099.89760000
PA
USD
583107.43000000
0.105349387804
Long
LON
CORP
US
N
2
2026-02-06
Floating
6.33029000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
1088690.18580000
PA
USD
1061581.80000000
0.191794833988
Long
LON
CORP
US
N
2
2024-12-23
Floating
5.86529000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
113229.71000000
PA
USD
111750.02000000
0.020189755075
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
832858.18000000
PA
USD
732628.28000000
0.132363157825
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAL5
345085.14000000
PA
USD
333007.16000000
0.060164042911
Long
LON
CORP
US
N
2
2025-03-11
Floating
4.86529000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
170000.00000000
PA
USD
159974.73000000
0.028902461197
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
1445000.00000000
PA
USD
1431588.09000000
0.258643469642
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
1948000.00000000
PA
USD
1919286.48000000
0.346755409529
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418ABC0
416974.56000000
PA
USD
393274.85000000
0.071052541186
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
1403967.03090000
PA
USD
1325411.14000000
0.239460595088
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
719000.00000000
PA
USD
625573.37000000
0.113021663188
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
1005000.00000000
PA
USD
1000316.70000000
0.180726134728
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
Tidewater Auto Receivables Tru
N/A
Tidewater Auto Receivables Trust 2020-A
88641WAD1
1468810.63000000
PA
USD
1454350.34000000
0.262755900696
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.91000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAE4
1662643.26000000
PA
USD
1637470.67000000
0.295840052376
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.83000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
1441000.00000000
PA
USD
1176562.29000000
0.212568234579
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
381097.80000000
PA
USD
365537.58000000
0.066041278658
Long
LON
CORP
US
N
2
2026-04-29
Floating
5.52000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
1156940.63000000
PA
USD
1136297.80000000
0.205293692782
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
2880000.00000000
PA
USD
2862631.30000000
0.517188496406
Long
DBT
CORP
US
N
2
2027-10-28
Floating
4.54286000
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
265000.00000000
PA
USD
259998.13000000
0.046973580538
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2021-A LLC
62919TAC0
3160000.00000000
PA
USD
2963873.65000000
0.535479842123
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
1510000.00000000
PA
USD
1401845.65000000
0.253269935222
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-1
46641CBF7
113839.76000000
PA
USD
105504.79000000
0.019061436135
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
3.50000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
45625.13000000
PA
USD
44806.22000000
0.008095091237
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AX8
1825000.00000000
PA
USD
1529360.15000000
0.276307841824
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
711532.89000000
PA
USD
675399.26000000
0.122023652767
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
78419.20000000
PA
USD
72961.02000000
0.013181788458
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAE1
1050000.00000000
PA
USD
885460.80000000
0.159975243678
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
1.55500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBB0
570000.00000000
PA
USD
518530.14000000
0.093682278764
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
103118.91000000
PA
USD
98040.13000000
0.017712804098
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-C
12597TAC4
660426.14000000
PA
USD
655866.03000000
0.118494605260
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.71000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AB9
586026.91000000
PA
USD
569187.72000000
0.102834528875
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
1130193.45000000
PA
USD
1115800.78000000
0.201590518379
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
1125000.00000000
PA
USD
936708.75000000
0.169234155297
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBR4
702396.03260000
PA
USD
671869.90000000
0.121386007119
Long
LON
CORP
US
N
2
2025-12-09
Floating
5.92414000
N
N
N
N
N
N
DirectV Financing LLC
N/A
Directv Financing LLC
25460HAB8
670281.33210000
PA
USD
622778.49000000
0.112516715246
Long
LON
CORP
US
N
2
2027-08-02
Floating
8.11529000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
900000.00000000
PA
USD
744318.00000000
0.134475126876
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
1080000.00000000
PA
USD
1074875.69000000
0.194196626696
Long
DBT
CORP
US
N
2
2026-07-01
Floating
3.52714000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAB6
229126.51000000
PA
USD
220222.77000000
0.039787409328
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
Hostess Brands LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
1079855.02840000
PA
USD
1042211.28000000
0.188295183120
Long
LON
CORP
US
N
2
2025-08-03
Floating
5.06271750
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
792000.00000000
PA
USD
660939.84000000
0.119411285017
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
190000.00000000
PA
USD
167959.03000000
0.030344976030
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAM7
634802.00000000
PA
USD
601874.82000000
0.108740071828
Long
LON
CORP
US
N
2
2028-11-23
Floating
5.95382000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
566982.84000000
PA
USD
527312.41000000
0.095268961973
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAA7
281591.61000000
PA
USD
234744.06000000
0.042410955064
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-U Trust
949803AA8
11651.71000000
PA
USD
11203.03000000
0.002024039295
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.66922300
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2021-A
00108XAB4
1835000.00000000
PA
USD
1750516.42000000
0.316263905587
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.79000000
N
N
N
N
N
N
Starfruit Finco BV
549300K7VB5G6LULFT41
Nouryon USA LLC
000000000
339285.54520000
PA
USD
317656.09000000
0.057390581721
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.86529000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
592304.96000000
PA
USD
571673.73000000
0.103283673609
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
116635.60000000
PA
USD
112981.02000000
0.020412158511
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
3.73400000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
313948.76000000
PA
USD
255983.49000000
0.046248259878
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAC3
1715000.00000000
PA
USD
1690882.64000000
0.305489935145
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
4.74000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAL5
1016758.63000000
PA
USD
963732.53000000
0.174116512359
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
2.10000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-A
08861YAA4
1225888.86000000
PA
USD
1139683.37000000
0.205905360047
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
1.42000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAC8
2005000.00000000
PA
USD
1979940.71000000
0.357713743568
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
0.84000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
1155000.00000000
PA
USD
1124371.25000000
0.203138935911
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc
44055UAD7
689753.79000000
PA
USD
660873.80000000
0.119399353642
Long
LON
CORP
US
N
2
2028-03-15
Floating
4.87500000
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
1921224.01000000
PA
USD
1638963.54000000
0.296109767582
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.07000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2021- HE1
89180DAC0
595649.32000000
PA
USD
560507.02000000
0.101266196208
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
1.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
1128969.64000000
PA
USD
1073095.80000000
0.193875055897
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
441642.07000000
PA
USD
405133.60000000
0.073195048704
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
950000.00000000
PA
USD
857452.90000000
0.154915086721
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
772124.44000000
PA
USD
669737.34000000
0.121000719813
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-2
32057JAE3
1845000.00000000
PA
USD
1656439.89000000
0.299267200808
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.47000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
387590.89000000
PA
USD
364111.02000000
0.065783543608
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1215000.00000000
PA
USD
1017441.00000000
0.183819963462
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
1120000.00000000
PA
USD
1072400.00000000
0.193749346465
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Starwood Residential Mortgage
N/A
STAR 2021-1 Trust
85573GAA0
1048585.27000000
PA
USD
973755.39000000
0.175927331620
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21900000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAB3
226057.77000000
PA
USD
218778.01000000
0.039526386104
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2021-1
67571AAA3
885223.21000000
PA
USD
855081.27000000
0.154486606897
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
617229.03120000
PA
USD
589324.11000000
0.106472548646
Long
LON
CORP
US
N
2
2027-02-08
Floating
5.37000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
1875000.00000000
PA
USD
1687208.94000000
0.304826211745
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAA5
1778888.78000000
PA
USD
1635166.13000000
0.295423693630
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
730000.00000000
PA
USD
727583.70000000
0.131451759020
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
347142.44000000
PA
USD
338681.85000000
0.061189283007
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
3.58606300
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBA4
2200000.00000000
PA
USD
2060643.42000000
0.372294214773
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.98440000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
1775000.00000000
PA
USD
1743697.88000000
0.315032007350
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
879750.00000000
PA
USD
853210.23000000
0.154148568127
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.06800000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
1090000.00000000
PA
USD
1052157.05000000
0.190092074614
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2022-1
00091QAA0
818649.54000000
PA
USD
815966.42000000
0.147419769314
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
3.23000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated 2021-1H LLC
00439KAA4
1265247.92000000
PA
USD
1152633.26000000
0.208245002647
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust 2021-1
92512BAB9
2345000.00000000
PA
USD
2231132.43000000
0.403096279550
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.49000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAE9
126366.49000000
PA
USD
125885.73000000
0.022743638490
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
2135000.00000000
PA
USD
1764324.03000000
0.318758511530
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
792732.60000000
PA
USD
788156.23000000
0.142395332408
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-3
91679LAB8
2430000.00000000
PA
USD
2238012.26000000
0.404339250985
Long
ABS-O
CORP
US
N
2
2031-07-20
Fixed
1.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAJ7
105575.36000000
PA
USD
100725.24000000
0.018197920013
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAC1
1615000.00000000
PA
USD
1581762.65000000
0.285775344741
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
1040000.00000000
PA
USD
1022627.01000000
0.184756914271
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.61800000
N
N
N
N
N
N
Agiliti Health Inc
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAC6
425589.74390000
PA
USD
410694.10000000
0.074199658217
Long
LON
CORP
US
N
2
2026-01-04
Floating
5.65625000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
1465000.00000000
PA
USD
1275164.23000000
0.230382540282
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAN3
307901.69000000
PA
USD
287429.40000000
0.051929558378
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.35954100
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
817007.73210000
PA
USD
790013.80000000
0.142730937568
Long
LON
CORP
US
N
2
2026-07-01
Floating
4.17757000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
945000.00000000
PA
USD
694181.05000000
0.125416938424
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAL3
2415000.00000000
PA
USD
2158381.38000000
0.389952426144
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2022-1
00091QAB8
1390000.00000000
PA
USD
1377712.26000000
0.248909781790
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
4.47000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1020000.00000000
PA
USD
878690.49000000
0.158752059103
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAD5
1825000.00000000
PA
USD
1786627.00000000
0.322787964963
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.30000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
1073393.79000000
PA
USD
1031701.78000000
0.186396443138
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.51800000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2019-1
32059TAE9
143493.77000000
PA
USD
143434.82000000
0.025914213572
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
3.26000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
314063.98000000
PA
USD
292127.24000000
0.052778312042
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1475000.00000000
PA
USD
1356893.65000000
0.245148506070
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
322172.97000000
PA
USD
303164.12000000
0.054772333198
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.69221300
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAE4
1375000.00000000
PA
USD
1357436.30000000
0.245246546058
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAE5
725000.00000000
PA
USD
615757.51000000
0.111248242394
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.85500000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
1474784.71000000
PA
USD
1296049.06000000
0.234155779897
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.06500000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
2068000.00000000
PA
USD
1821545.25000000
0.329096607370
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
605000.00000000
PA
USD
605471.90000000
0.109389952376
Long
LON
CORP
KY
N
2
2027-10-20
Floating
6.45990000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-7
03464JAA9
991461.89000000
PA
USD
821966.82000000
0.148503855083
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.97800000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
332141.09000000
PA
USD
321805.66000000
0.058140280039
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
507000.00000000
PA
USD
488424.31000000
0.088243091067
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAF3
1205000.00000000
PA
USD
1185740.00000000
0.214226361504
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
900000.00000000
PA
USD
874988.14000000
0.158083159539
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
216619.16000000
PA
USD
204306.33000000
0.036911803353
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
240795.42000000
PA
USD
209115.32000000
0.037780638368
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
1105000.00000000
PA
USD
951088.94000000
0.171832208649
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-4
26209BAG4
67839.33000000
PA
USD
67847.22000000
0.012257883750
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
1161000.00000000
PA
USD
1115883.10000000
0.201605391045
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2022-1
68269DAD6
1210000.00000000
PA
USD
1167087.71000000
0.210856472473
Long
ABS-O
CORP
US
N
2
2029-06-14
Fixed
5.31000000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCU3
2305000.00000000
PA
USD
2219552.94000000
0.401004225634
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAA2
2047958.71000000
PA
USD
1867139.52000000
0.337334074747
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
3.90100000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
1215000.00000000
PA
USD
1136247.90000000
0.205284677403
Long
DBT
CORP
US
N
2
N/A
Floating
6.62257000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2021-1
12598NAD4
1985000.00000000
PA
USD
1831082.50000000
0.330819691998
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
2.11000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JBA3
1395000.00000000
PA
USD
1361823.13000000
0.246039109883
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LVWK5
41338.36000000
PA
USD
40047.98000000
0.007235425169
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAH3
755000.00000000
PA
USD
608843.68000000
0.109999128216
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
1205000.00000000
PA
USD
1151481.61000000
0.208036935289
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2021-1
00091KAC9
1785000.00000000
PA
USD
1739374.86000000
0.314250972009
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
2.08000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-4
23343JAE6
299722.40000000
PA
USD
299333.96000000
0.054080342339
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.73000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAB4
612577.60000000
PA
USD
570422.34000000
0.103057586333
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.61000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAC5
150372.85000000
PA
USD
150171.68000000
0.027131354772
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.61000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AA0
1089090.15000000
PA
USD
888242.32000000
0.160477777884
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.16000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
45202.75000000
PA
USD
44922.83000000
0.008116159039
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.64900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAQ1
1340000.00000000
PA
USD
1216629.82000000
0.219807191826
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
0.92000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
382118.76000000
PA
USD
379927.73000000
0.068641131472
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAB2
625017.25000000
PA
USD
512391.02000000
0.092573130603
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.39500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
181757.82000000
PA
USD
180422.83000000
0.032596797277
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
1309642.36000000
PA
USD
1221351.90000000
0.220660324905
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1000000.00000000
PA
USD
929167.04000000
0.167871602720
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
1825000.00000000
PA
USD
1763997.73000000
0.318699559263
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
953402.19000000
PA
USD
867506.18000000
0.156731401929
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-A
105693AA3
793206.25000000
PA
USD
751252.94000000
0.135728054974
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
1.99100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
1016000.00000000
PA
USD
887983.90000000
0.160431089422
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
1393000.00000000
PA
USD
1141034.94000000
0.206149546735
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1800000.00000000
PA
USD
1459602.14000000
0.263704737713
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
930000.00000000
PA
USD
826716.05000000
0.149361893323
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAT1
110000.00000000
PA
USD
107112.50000000
0.019351899359
Long
LON
CORP
US
N
2
2028-01-21
Floating
6.53409000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing Inc
52729KAP1
252130.38110000
PA
USD
239090.20000000
0.043196167471
Long
LON
CORP
US
N
2
2027-03-01
Floating
4.86529000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
782000.00000000
PA
USD
571897.72000000
0.103324141640
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
CITADEL FINANCE LLC
549300BQL283NCR7P163
Citadel Finance LLC
17287HAA8
1190000.00000000
PA
USD
1049697.74000000
0.189647753740
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
3.37500000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
1480000.00000000
PA
USD
1368016.69000000
0.247158093660
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
1519309.27000000
PA
USD
1432438.20000000
0.258797058095
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAE9
1055000.00000000
PA
USD
982644.30000000
0.177533281362
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
595000.00000000
PA
USD
492410.10000000
0.088963199429
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
1040000.00000000
PA
USD
1001863.51000000
0.181005595216
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
261276.83000000
PA
USD
247408.41000000
0.044699009462
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579CP1
57410.90000000
PA
USD
55003.39000000
0.009937402896
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.44567900
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74839XAG4
638400.00000000
PA
USD
613132.13000000
0.110773917833
Long
LON
CORP
US
N
2
2028-06-09
Floating
6.11529000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAB6
2355000.00000000
PA
USD
2261609.65000000
0.408602565877
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAC1
781026.10000000
PA
USD
757621.79000000
0.136878708206
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
6.36000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
560000.00000000
PA
USD
436408.00000000
0.078845360679
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2020-1
14368RAE7
463022.21000000
PA
USD
461400.61000000
0.083360748457
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.84000000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
1815000.00000000
PA
USD
1622760.28000000
0.293182342148
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
550000.00000000
PA
USD
486893.00000000
0.087966430947
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
486858.58000000
PA
USD
451259.04000000
0.081528481990
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAC5
210958.70000000
PA
USD
194233.58000000
0.035091970520
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.35200000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
15669GAH7
662227.52000000
PA
USD
601077.43000000
0.108596008240
Long
LON
CORP
US
N
2
2027-03-15
Floating
5.36529000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAA7
2409404.04000000
PA
USD
2077191.07000000
0.375283860775
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAA7
2577649.46000000
PA
USD
2484718.50000000
0.448911400154
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
1900000.00000000
PA
USD
1619581.47000000
0.292608029988
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2014-A
17322GAA7
97316.09000000
PA
USD
91519.09000000
0.016534654864
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2021-2
14369HAC2
1970000.00000000
PA
USD
1925574.73000000
0.347891500846
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.30000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
388099.23000000
PA
USD
379076.66000000
0.068487369577
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2019-2
12510FAC8
1720000.00000000
PA
USD
1697256.96000000
0.306641576635
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.55000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAA5
113298.38000000
PA
USD
110873.13000000
0.020031328308
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
347697.50000000
PA
USD
329145.27000000
0.059466319428
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAC7
1435000.00000000
PA
USD
1395681.00000000
0.252156174584
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.77986000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
820718.59000000
PA
USD
758984.30000000
0.137124871412
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP
17288YAD4
919127.23700000
PA
USD
891323.64000000
0.161034476630
Long
LON
CORP
US
N
2
2028-02-02
Floating
5.35917000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAA5
1645000.00000000
PA
USD
1628089.50000000
0.294145166553
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
275000.00000000
PA
USD
267437.50000000
0.048317643458
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TWU7
7519.89000000
PA
USD
7272.11000000
0.001313844237
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
CHC Commercial Mortgage Trust
N/A
CHC Commercial Mortgage Trust 2019 - CHC
162665AA1
367227.03000000
PA
USD
360680.22000000
0.065163704688
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
3.93800000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
2045000.00000000
PA
USD
1828115.07000000
0.330283569634
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701YAA0
847678.37000000
PA
USD
835556.57000000
0.150959100496
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
3.60986000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
1266090.75000000
PA
USD
1179606.12000000
0.213118160048
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2020-1 LLC
96034LAA9
572235.90000000
PA
USD
557440.45000000
0.100712162328
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.71300000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
1805160.00000000
PA
USD
1528199.72000000
0.276098188193
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
1650000.00000000
PA
USD
1509750.00000000
0.272764897264
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAF7
1132000.00000000
PA
USD
962103.87000000
0.173822264121
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
82258.59000000
PA
USD
81746.09000000
0.014768977539
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-C
12655CAD8
85835.40000000
PA
USD
85856.28000000
0.015511561115
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
187004.60000000
PA
USD
184135.86000000
0.033267626385
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
836364.87000000
PA
USD
821080.64000000
0.148343749902
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
793000.00000000
PA
USD
687827.86000000
0.124269114468
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2019-1
35105RAG5
1290000.00000000
PA
USD
1284343.87000000
0.232041015898
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
4.30000000
N
N
N
N
N
N
Select Medical Corp
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
645000.00000000
PA
USD
622425.00000000
0.112452850590
Long
LON
CORP
US
N
2
2025-03-06
Floating
5.62000000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAK1
700000.00000000
PA
USD
652679.51000000
0.117918900143
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
297.00000000
PA
USD
242.50000000
0.000043812212
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
1766248.84000000
PA
USD
1446875.19000000
0.261405373442
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.04600000
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 US LLC
05400KAH3
947819.78810000
PA
USD
921754.74000000
0.166532430507
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.26386000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
627144.08000000
PA
USD
602528.67000000
0.108858202199
Long
LON
CORP
NL
N
2
2026-07-21
Floating
5.30900000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO VII Mortgage LLC 2021-2
74938JAA8
546625.65000000
PA
USD
515864.46000000
0.093200673246
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.11560000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2016-1
553894AA4
171985.46000000
PA
USD
171746.83000000
0.031029313754
Long
ABS-O
CORP
US
N
2
2033-12-20
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746SJ1
1175000.00000000
PA
USD
1174895.52000000
0.212267101049
Long
DBT
CORP
US
N
2
2023-10-31
Floating
4.03586000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
585000.00000000
PA
USD
571455.00000000
0.103244155897
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
1738195.46000000
PA
USD
1599085.77000000
0.288905094068
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2021-A Asset Securitization Trust
52607FAA2
184366.04000000
PA
USD
183639.38000000
0.033177927881
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
1.00000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AC9
1840000.00000000
PA
USD
1778493.03000000
0.321318409414
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.98000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
828022.78000000
PA
USD
794316.46000000
0.143508294490
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAN9
939000.00000000
PA
USD
858675.80000000
0.155136026739
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
468958.26000000
PA
USD
435227.41000000
0.078632064762
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
1265000.00000000
PA
USD
1207760.39000000
0.218204761515
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
3.83800000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
273000.00000000
PA
USD
248889.38000000
0.044966574708
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAA0
1765000.00000000
PA
USD
1745108.10000000
0.315286790270
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
5.33360000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
189000.00000000
PA
USD
176347.25000000
0.031860466652
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
495000.00000000
PA
USD
425700.00000000
0.076910757917
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
840000.00000000
PA
USD
825355.77000000
0.149116133009
Long
DBT
CORP
US
N
2
2026-02-05
Floating
3.60229000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
172497.69000000
PA
USD
165119.81000000
0.029832017228
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AB5
872515.18000000
PA
USD
820525.66000000
0.148243482266
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
1.24700000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2022-1
22534LAA0
1520000.00000000
PA
USD
1482408.88000000
0.267825206727
Long
ABS-O
CORP
US
N
2
2032-06-15
Fixed
4.60000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
1840000.00000000
PA
USD
1568827.24000000
0.283438318227
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAC9
246133.14000000
PA
USD
245892.86000000
0.044425196685
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.78000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
30265000.00000000
PA
USD
29709353.36000000
5.367556692845
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAG0
1270000.00000000
PA
USD
1242006.91000000
0.224392043190
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
2015000.00000000
PA
USD
1920070.13000000
0.346896990726
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
734735.68000000
PA
USD
618715.41000000
0.111782642983
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20600000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
500000.00000000
PA
USD
480836.82000000
0.086872267466
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2021-A LLC
20825GAB1
2000000.00000000
PA
USD
1950624.40000000
0.352417197593
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
2.87000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
1615000.00000000
PA
USD
1561023.95000000
0.282028506274
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
830000.00000000
PA
USD
700716.71000000
0.126597729037
Long
ABS-O
CORP
US
N
3
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AR9
1054000.00000000
PA
USD
956649.36000000
0.172836803707
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1235000.00000000
PA
USD
1181277.50000000
0.213420126463
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2021-B Asset Securitization Trust
52607HAA8
636398.75000000
PA
USD
625455.68000000
0.113000400263
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
1.11000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2021-2
35105UAE3
2200000.00000000
PA
USD
2035434.28000000
0.367739706754
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.57000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
1275000.00000000
PA
USD
1240513.93000000
0.224122308111
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
2022-11-18
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer