0001752724-22-259231.txt : 20221121 0001752724-22-259231.hdr.sgml : 20221121 20221121163800 ACCESSION NUMBER: 0001752724-22-259231 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: 221406243 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 S000018008 Virtus Newfleet Multi-Sector Short Term Bond Fund C000049918 Class A NARAX C000049920 Class C PSTCX C000049921 Class C1 PMSTX C000066828 Class I PIMSX C000176709 Class R6 VMSSX NPORT-P 1 primary_doc.xml NPORT-P false 0001005020 XXXXXXXX S000018008 C000049921 C000176709 C000066828 C000049918 C000049920 Virtus Opportunities Trust 811-07455 0001005020 549300O4C4QVD88M4N75 101 Munson Street Greenfield 01301-9668 800-243-1574 Virtus Newfleet Multi-Sector Short Term Bond Fund S000018008 54930019MXE721TIBN19 2022-09-30 2022-09-30 N 5304857494.68 25327107.35 5279530387.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 183000.00000000 0.00000000 0.00000000 10313623.83000000 USD N Towd Point Mortgage Trust N/A 89177JAB4 925000.00000000 PA USD 812081.55000000 0.015381700462 Long ABS-O CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873KAA4 11096670.51000000 PA USD 10225057.00000000 0.193673608253 Long ABS-MBS CORP US N 2 2051-12-26 Variable 2.73440000 N N N N N N Tricon American Homes N/A 89613JAG5 5243000.00000000 PA USD 4329760.63000000 0.082010336381 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.28100000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 6405000.00000000 PA USD 5219274.38000000 0.098858686229 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 8395000.00000000 PA USD 6925875.00000000 0.131183542699 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables 549300KR7NUJOX0UJ040 30167DAD9 6307159.28000000 PA USD 6305127.11000000 0.119425908128 Long ABS-O CORP US N 2 2024-12-16 Fixed 4.13000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 1804000.00000000 PA USD 1644675.59000000 0.031151929610 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N VFI ABS LLC N/A 91824CAA4 8217480.53000000 PA USD 7991739.77000000 0.151372171077 Long ABS-O CORP US N 2 2028-03-24 Fixed 2.23000000 N N N N N N SRS Distribution Inc 549300ZQ3XP75BCYM468 78466YAQ1 746250.00000000 PA USD 684311.25000000 0.012961593168 Long LON CORP US N 2 2028-06-02 Floating 6.17674000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FKM7 11219.83000000 PA USD 10524.78000000 0.000199350685 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N ACC Auto Trust N/A 00108XAC2 6948000.00000000 PA USD 6523532.78000000 0.123562747089 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.79000000 N N N N N N Mileage Plus Holdings, LLC N/A 59921PAB2 4963750.00000000 PA USD 4975265.90000000 0.094236902432 Long LON CORP US N 2 2027-06-21 Floating 8.77714000 N N N N N N GLS Auto Receivables Trust N/A 36265NAE3 4565000.00000000 PA USD 4484496.23000000 0.084941195541 Long ABS-O CORP US N 2 2028-04-17 Fixed 6.15000000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAE9 15930000.00000000 PA USD 14459488.80000000 0.273878313773 Long DBT CORP US N 2 2026-02-15 Fixed 3.87500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 4680000.00000000 PA USD 3521156.61000000 0.066694504087 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 90385KAK7 8888926.59160000 PA USD 8437102.45000000 0.159807820601 Long LON CORP US N 2 2026-05-04 Floating 5.53514000 N N N N N N BXG Receivables Note Trust N/A 12434KAB2 2917968.21000000 PA USD 2717506.42000000 0.051472502677 Long ABS-O CORP US N 2 2037-09-28 Fixed 4.61000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 10640000.00000000 PA USD 10166839.20000000 0.192570900328 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Dext ABS 2020-1, LLC N/A 25216AAD6 6258000.00000000 PA USD 5818766.00000000 0.110213704119 Long ABS-O CORP US N 2 2028-02-15 Fixed 7.21000000 N N N N N N Visio 2019-2 Trust N/A 92837DAA5 3812534.35000000 PA USD 3482654.82000000 0.065965238657 Long ABS-MBS CORP US N 2 2054-11-25 Variable 2.72200000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAA2 2773588.74000000 PA USD 2274433.46000000 0.043080222920 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.83000000 N N N N N N Agiliti Health Inc 25490002CCQ55NKGNB14 00847YAD4 1139999.99470000 PA USD 1100099.99000000 0.020837080370 Long LON CORP US N 2 2026-01-04 Floating 5.93750000 N N N N N N Octane Receivables Trust N/A 67576TAB5 2390045.60000000 PA USD 2383551.13000000 0.045147029283 Long ABS-O CORP US N 2 2024-07-22 Fixed 3.77000000 N N N N N N CoreVest American Finance Ltd N/A 21873EAA7 4986904.01000000 PA USD 4849119.34000000 0.091847550525 Long ABS-O CORP US N 2 2055-06-17 Variable 4.74400000 N N N N N N Pawnee Equipment Receivables N/A 70410LAA8 2866680.65000000 PA USD 2823852.15000000 0.053486805507 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.37000000 N N N N N N Aqua Finance Trust N/A 038413AB6 2160000.00000000 PA USD 1964422.37000000 0.037208278499 Long ABS-O CORP US N 2 2046-07-17 Fixed 2.79000000 N N N N N N CIM Trust N/A 12567NAA7 5575487.34000000 PA USD 5257634.38000000 0.099585266004 Long ABS-MBS CORP US N 2 2061-12-25 Variable 3.75000000 N N N N N N Accelerated Assets N/A 00439KAA4 2608097.72000000 PA USD 2375961.37000000 0.045003271042 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.35000000 N N N N N N NMLT Trust N/A 62923JAA0 6486971.23000000 PA USD 5507273.81000000 0.104313706067 Long ABS-MBS CORP US N 2 2056-05-25 Variable 1.18500000 N N N N N N VM Master Issuer, LLC 549300DTHP15ZDVADB72 92859MAA8 11785000.00000000 PA USD 11733146.00000000 0.222238440527 Long ABS-MBS CORP US N 2 2025-05-24 Variable 5.16300000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 6370000.00000000 PA USD 6002323.60000000 0.113690483047 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCY0 13015000.00000000 PA USD 12511152.00000000 0.236974713319 Long DBT CORP US N 2 2028-02-24 Floating 3.59211800 N N N N N N MFRA Trust N/A 55285QAA0 9309679.77000000 PA USD 8670390.58000000 0.164226549406 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.00000000 N N N N N N Raptor Acquisition Corp 549300FU60SSFLTE0M84 000000000 2550000.00000000 PA USD 2428875.00000000 0.046005512267 Long LON CORP CA N 2 2026-11-01 Floating 7.60171000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 3400000.00000000 PA USD 2832200.00000000 0.053644922790 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N RCKT Mortgage Trust 2020-1 N/A 749389AA0 4122733.11000000 PA USD 3451846.52000000 0.065381696225 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N Ellington Financial Mortgage T N/A 31573WAA9 6353201.32000000 PA USD 5844747.63000000 0.110705824215 Long ABS-MBS CORP US N 2 2065-10-25 Variable 1.17800000 N N N N N N Spectrum Holdings III Corp N/A 84763NAB6 2587835.19000000 PA USD 2359096.44000000 0.044683831078 Long LON CORP US N 2 2025-01-31 Floating 6.87971666 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 6290000.00000000 PA USD 5306286.27000000 0.100506785276 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 1482128.17000000 PA USD 1452983.31000000 0.027521071068 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N DT Auto Owner Trust N/A 23344GAJ0 2000000.00000000 PA USD 1847904.40000000 0.035001302472 Long ABS-O CORP US N 2 2028-01-18 Fixed 2.38000000 N N N N N N Preston Ridge Partners Mortgag N/A 693587AA5 11500942.40000000 PA USD 10935962.05000000 0.207138916677 Long ABS-MBS CORP US N 2 2025-11-25 Variable 2.36300000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 7650180.61440000 PA USD 7620421.41000000 0.144339000837 Long LON CORP US N 2 2024-03-01 Floating 5.02386000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVWK5 135213.42000000 PA USD 130992.74000000 0.002481143783 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 24642000.00000000 PA USD 22573737.31000000 0.427570932524 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Verus Securitization Trust N/A 92539LAA8 11244815.71000000 PA USD 9211524.76000000 0.174476214439 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.04600000 N N N N N N Towd Point Mortgage Trust N/A 89172RAC9 5255000.00000000 PA USD 5106950.36000000 0.096731148138 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N First Investors Auto Owner Tru N/A 32057JAE3 6395000.00000000 PA USD 5741427.16000000 0.108748823072 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.47000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 2930000.00000000 PA USD 1084100.00000000 0.020534023302 Long DBT CORP CA N 2 2027-10-15 Fixed 6.50000000 N N N N N N Metlife Securitization Trust N/A 59166DAA5 20084439.49000000 PA USD 18936051.41000000 0.358669237995 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 36258HAC9 1729085.33000000 PA USD 1727397.40000000 0.032718769914 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.78000000 N N N N N N UFC Holdings LLC 549300JEOTH7UMZ3C491 90266UAJ2 9079924.53280000 PA USD 8709191.21000000 0.164961475189 Long LON CORP US N 2 2026-04-29 Floating 5.52000000 N N N N N N Consolidated Communications Inc 549300WW675Y48HDVX34 20903EBB0 3784225.00000000 PA USD 3259163.78000000 0.061732077304 Long LON CORP US N 2 2027-10-02 Floating 6.06250000 N N N N N N Aqua Finance Trust N/A 03842VAA5 15529730.10000000 PA USD 14061443.81000000 0.266338912334 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N United Auto Credit Securitizat N/A 90944DAE1 2785000.00000000 PA USD 2680585.06000000 0.050773172296 Long ABS-O CORP US N 2 2027-06-10 Fixed 2.61000000 N N N N N N AXIS Equipment Finance Receiva 549300INEWFFGID70G60 03237KAD6 5388000.00000000 PA USD 4936718.90000000 0.093506780675 Long ABS-O CORP US N 2 2027-06-21 Fixed 1.75000000 N N N N N N GLS Auto Receivables Trust N/A 36260CAE2 18060000.00000000 PA USD 17305415.27000000 0.327783230711 Long ABS-O CORP US N 2 2027-07-15 Fixed 4.31000000 N N N N N N Aqua Finance Trust N/A 038413AD2 7435000.00000000 PA USD 6979624.84000000 0.132201622643 Long ABS-O CORP US N 2 2046-07-17 Fixed 7.15000000 N N N N N N Froneri US Inc N/A 000000000 6084937.50000000 PA USD 5730489.89000000 0.108541659382 Long LON CORP US N 2 2027-01-29 Floating 5.36529000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 2550000.00000000 PA USD 2164623.27000000 0.041000299481 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAS9 1378075.00000000 PA USD 1326741.71000000 0.025129919001 Long LON CORP US N 2 2029-01-18 Floating 6.28184000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 5930000.00000000 PA USD 5557028.62000000 0.105256115834 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N BXG Receivables Note Trust N/A 12434KAA4 8493046.88000000 PA USD 8009012.00000000 0.151699325743 Long ABS-O CORP US N 2 2037-09-28 Fixed 4.12000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAS0 5995000.00000000 PA USD 4992186.38000000 0.094557394573 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 20349450.00000000 PA USD 16634820.70000000 0.315081446257 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Flagship Credit Auto Trust N/A 33844TAE7 3490000.00000000 PA USD 3334996.54000000 0.063168431571 Long ABS-O CORP US N 2 2026-09-15 Fixed 1.73000000 N N N N N N Upstart Securitization Trust N/A 91679TAA3 3608232.77000000 PA USD 3525544.34000000 0.066777612426 Long ABS-O CORP US N 2 2032-05-20 Fixed 4.37000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAB2 9666369.89540000 PA USD 9166908.56000000 0.173631135488 Long LON CORP US N 2 2028-06-07 Floating 5.61529000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 45672JAK6 13309154.93695000 PA USD 12852784.01000000 0.243445592070 Long LON CORP US N 2 2024-04-01 Floating 5.11529000 N N N N N N Dominion Mortgage Trust N/A 257463AA7 10050000.00000000 PA USD 9080926.74000000 0.172002547078 Long ABS-MBS CORP US N 2 2027-07-25 Variable 2.48700000 N N N N N N OSCAR US Funding Trust N/A 68785BAD5 6000000.00000000 PA USD 5370928.80000000 0.101731184517 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.27000000 N N N N N N Credit Suisse Mortgage Trust N/A 22945AAA7 8649715.74000000 PA USD 8310364.90000000 0.157407274706 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 14055000.00000000 PA USD 12019695.45000000 0.227665996181 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 13175000.00000000 PA USD 12734669.10000000 0.241208368277 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N COLT Funding LLC N/A 19687YAA3 9401589.72000000 PA USD 8090554.02000000 0.153243819552 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.38970000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 5605000.00000000 PA USD 5238096.70000000 0.099215201271 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N CIG Auto Receivables Trust N/A 12597UAD9 7910000.00000000 PA USD 7702802.30000000 0.145899383749 Long ABS-O CORP US N 2 2026-01-12 Fixed 2.35000000 N N N N N N SG Capital Partners N/A 784212AC6 4304789.99000000 PA USD 3529624.30000000 0.066854891269 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.56000000 N N N N N N OneMain Direct Auto Receivable N/A 682687AB4 17610000.00000000 PA USD 15667057.00000000 0.296750957956 Long ABS-O CORP US N 2 2028-07-14 Fixed 1.26000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 9000000.00000000 PA USD 8151455.70000000 0.154397363060 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PAU5 5500000.00000000 PA USD 5238750.00000000 0.099227575478 Long DBT NUSS QA N 2 2026-06-02 Fixed 3.25000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 2795000.00000000 PA USD 2730284.99000000 0.051714542576 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N ALLIED UNIVERSAL N/A 019576AA5 8120000.00000000 PA USD 7236950.00000000 0.137075638722 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N INTOWN 2022-STAY N/A 46117NAA0 7340000.00000000 PA USD 7257276.73000000 0.137460648913 Long ABS-MBS CORP US N 2 2037-08-15 Floating 5.33360000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 5760000.00000000 PA USD 4303353.60000000 0.081510158750 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 20999000.00000000 PA USD 1574925.00000000 0.029830778202 Long DBT NUSS VE N 2 2018-12-01 Fixed 7.00000000 Y Y N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 4865000.00000000 PA USD 3926541.50000000 0.074372931149 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 68764JAB7 6038615.10000000 PA USD 5848036.41000000 0.110768117255 Long LON CORP US N 2 2028-10-05 Floating 6.21057000 N N N N N N Chase Mortgage Finance Corpora N/A 16163YAC8 4800749.15000000 PA USD 4059489.48000000 0.076891109287 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 7025000.00000000 PA USD 6463000.00000000 0.122416190945 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 72108PAT1 1080000.00000000 PA USD 1051650.00000000 0.019919385302 Long LON CORP US N 2 2028-01-21 Floating 6.53409000 N N N N N N New Residential Mortgage Loan N/A 64829KBV1 11348874.83000000 PA USD 10775467.25000000 0.204098972057 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 059578AF1 4495000.00000000 PA USD 3962679.63000000 0.075057426310 Long DBT CORP BR N 2 2026-09-30 Fixed 3.25000000 N N N N N N Palisades Mortgage Loan Trust N/A 69639AAA9 7890000.00000000 PA USD 7396725.88000000 0.140101966223 Long ABS-MBS CORP US N 2 2026-06-25 Variable 2.85700000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JAL3 956717.40000000 PA USD 873697.58000000 0.016548774529 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N Onslow Bay Financial LLC N/A 670857AA9 5851196.25000000 PA USD 4804462.88000000 0.091001709006 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 695000.00000000 PA USD 557366.13000000 0.010557115673 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 8000000.00000000 PA USD 6980844.24000000 0.132224719394 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N AMSR Trust N/A 00180AAB5 6739000.00000000 PA USD 6241830.95000000 0.118227010587 Long ABS-O CORP US N 2 2037-04-17 Fixed 2.12000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NH0 8147000.00000000 PA USD 7825078.95000000 0.148215435387 Long DBT CORP US N 2 2028-02-24 Floating 3.75622300 N N N N N N DirectV Financing LLC N/A 25460HAB8 4072890.03600000 PA USD 3784244.32000000 0.071677669079 Long LON CORP US N 2 2027-08-02 Floating 8.11529000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAR4 6770000.00000000 PA USD 6505111.29000000 0.123213824199 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N AMSR Trust N/A 66981YAC3 2000000.00000000 PA USD 1777035.40000000 0.033658967173 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 12659YAA2 16374232.04000000 PA USD 14928511.80000000 0.282762115278 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.90100000 N N N N N N Flagship Credit Auto Trust N/A 33845XAC1 5284000.00000000 PA USD 5040031.91000000 0.095463640518 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.28000000 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAN5 3750000.00000000 PA USD 3543175.88000000 0.067111572811 Long ABS-MBS CORP US N 2 2037-12-15 Floating 4.06771000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 4164410.02000000 PA USD 4164894.34000000 0.078887591025 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N Chase Mortgage Finance Corpora N/A 16164AAC9 6956758.51000000 PA USD 6121522.43000000 0.115948237454 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N Flagship Credit Auto Trust N/A 33843FAE8 13785000.00000000 PA USD 13505361.63000000 0.255806116059 Long ABS-O CORP US N 2 2026-01-15 Fixed 2.24000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 05604XAP1 8203547.59430000 PA USD 7624213.06000000 0.144410818778 Long LON CORP US N 2 2024-04-03 Floating 6.09593000 N N N N N N Prestige Auto Receivables Trus 549300L40MNGIY25DE37 74114NAL1 3258678.57000000 PA USD 3252411.15000000 0.061604175208 Long ABS-O CORP US N 2 2024-10-15 Fixed 4.14000000 N N N N N N COLT Funding LLC N/A 19688BAA2 6199498.13000000 PA USD 5448600.04000000 0.103202361578 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.85700000 N N N N N N Playa Resorts Holding BV 5493005SPBUMPZZCIZ96 72812NAD8 9151011.74280000 PA USD 8805011.99000000 0.166776424113 Long LON CORP NL N 2 2024-04-29 Floating 5.87000000 N N N N N N Commerical Equipment Finance 2 N/A 20166QAA8 2343812.82000000 PA USD 2243290.44000000 0.042490340530 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.05000000 N N N N N N Ajax Mortgage Loan Trust N/A 00968FAA4 3605385.17000000 PA USD 3341756.16000000 0.063296466064 Long ABS-MBS CORP US N 2 2065-09-25 Variable 2.95600000 N N N N N N Oportun Funding LLC N/A 68377BAB3 7620000.00000000 PA USD 7004183.60000000 0.132666792046 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.76000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 6000000.00000000 PA USD 5397540.00000000 0.102235229348 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Verus Securitization Trust N/A 92538NAA5 12610806.06000000 PA USD 12022755.35000000 0.227723953987 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.47400000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 000000000 1721470.58800000 PA USD 1633864.95000000 0.030947164428 Long LON CORP CA N 2 2028-08-11 Floating 6.42100000 N N N N N N Scientific Games Holdings LP 549300W5GPFXXB6TQ330 80875CAB3 2180000.00000000 PA USD 2014232.80000000 0.038151741769 Long LON CORP US N 2 2029-04-04 Floating 5.61654000 N N N N N N Santander Drive Auto Receivabl N/A 80287EAE5 13700000.00000000 PA USD 13233832.84000000 0.250663067907 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAB5 16410192.51620000 PA USD 16001578.72000000 0.303087160145 Long LON CORP US N 2 2024-12-23 Floating 5.86529000 N N N N N N Structured Adjustable Rate Mor N/A 863579CP1 1919458.00000000 PA USD 1838966.10000000 0.034832001429 Long ABS-MBS CORP US N 2 2034-10-25 Variable 3.44567900 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 000000000 355000.00000000 PA USD 333700.00000000 0.006320637926 Long LON CORP US N 2 2027-05-03 Floating 5.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 4332000.00000000 PA USD 4212870.00000000 0.079796301771 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N Imperial Fund LLC N/A 45276KAA5 9645253.78000000 PA USD 9115097.58000000 0.172649779644 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.38000000 N N N N N N BX Trust N/A 05610HAG8 10654943.56000000 PA USD 9909728.28000000 0.187700942185 Long ABS-MBS CORP US N 2 2039-02-15 Floating 4.88280000 N N N N N N Titan Acquisition Limited(861) N/A 000000000 4871323.53760000 PA USD 4351699.46000000 0.082425881484 Long LON CORP CA N 2 2025-03-28 Floating 5.87686000 N N N N N N Purchasing Power Funding N/A 74615JAA8 12425000.00000000 PA USD 11865391.67000000 0.224743316156 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.57000000 N N N N N N Exeter Automobile Receivables N/A 30166YAE2 8423000.00000000 PA USD 8244825.75000000 0.156165892515 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.30000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 2630000.00000000 PA USD 2586605.00000000 0.048993088593 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAD1 5087000.00000000 PA USD 3814780.11000000 0.072256049878 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N Dext ABS 2020-1, LLC N/A 25216AAA2 3586028.68000000 PA USD 3527346.91000000 0.066811755046 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.46000000 N N N N N N CHC Commercial Mortgage Trust N/A 162665AA1 17507796.55000000 PA USD 17195672.81000000 0.325704590151 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.93800000 N N N N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 090572AR9 8928000.00000000 PA USD 8103382.78000000 0.153486810104 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N LendingPoint Asset Securitizat N/A 52605AAB3 7745000.00000000 PA USD 7407763.34000000 0.140311027620 Long ABS-O CORP US N 2 2029-06-15 Fixed 2.41000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 5200000.00000000 PA USD 4968600.00000000 0.094110643096 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Verus Securitization Trust N/A 92538BAA1 4809458.68000000 PA USD 4388189.54000000 0.083117042957 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 11000000.00000000 PA USD 10263738.43000000 0.194406276259 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N DT Auto Owner Trust N/A 23344GAG6 3930000.00000000 PA USD 3628222.37000000 0.068722445062 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.16000000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAB7 2190962.68000000 PA USD 1844033.38000000 0.034927981178 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.30500000 N N N N N N Tricon Residential N/A 89614YAB2 6490000.00000000 PA USD 5673463.90000000 0.107461525623 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.24400000 N N N N N N ACM Auto Trust N/A 00091QAB8 6780000.00000000 PA USD 6720064.12000000 0.127285262646 Long ABS-O CORP US N 2 2029-04-20 Fixed 4.47000000 N N N N N N Angel Oak Mortgage Trust N/A 03464NAA0 98024.66000000 PA USD 97417.63000000 0.001845194986 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.64900000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAA8 5660000.00000000 PA USD 4992680.00000000 0.094566744269 Long DBT CORP US N 2 2026-03-09 Fixed 3.37500000 N N N N N N Bankers Healthcare Group Secur N/A 08861YAA4 7008047.44000000 PA USD 6515235.94000000 0.123405595990 Long ABS-O CORP US N 2 2033-11-17 Fixed 1.42000000 N N N N N N Genesis Sales Finance Master T N/A 37186XAK1 9020000.00000000 PA USD 8410241.69000000 0.159299048835 Long ABS-O CORP US N 2 2026-12-21 Fixed 1.20000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 2005000.00000000 PA USD 1853884.23000000 0.035114566902 Long DBT CORP US N 2 2025-07-01 Fixed 6.00000000 N N N N N N Home Partners of America Trust N/A 437301AA2 5051650.61000000 PA USD 4161476.02000000 0.078822844357 Long ABS-O CORP US N 2 2041-01-17 Fixed 1.53200000 N N N N N N BRAVO Residential Funding Trus N/A 105693AA3 5092463.86000000 PA USD 4823119.37000000 0.091355083050 Long ABS-MBS CORP US N 2 2059-10-25 Variable 1.99100000 N N N N N N New Residential Mortgage Loan N/A 64830TAD0 5485806.62000000 PA USD 5108333.20000000 0.096757340619 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N CarNow Auto Receivables Trust N/A 14367LAC5 5000000.00000000 PA USD 4961264.55000000 0.093971701761 Long ABS-O CORP US N 2 2026-03-16 Fixed 4.89000000 N N N N N N VCAT Asset Securitization, LLC N/A 91824AAA8 9365950.72000000 PA USD 8569655.72000000 0.162318522506 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86770000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAG4 7965037.50000000 PA USD 7649781.32000000 0.144895109200 Long LON CORP US N 2 2028-06-09 Floating 6.11529000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAA0 2151592.91000000 PA USD 2088750.04000000 0.039563178668 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.54000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 8541000.00000000 PA USD 6274074.43000000 0.118837736876 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFXA3 927126.40000000 PA USD 908385.79000000 0.017205806641 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N New Residential Mortgage Loan N/A 64829HAA5 2184790.10000000 PA USD 2026563.01000000 0.038385289245 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.75000000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 6940000.00000000 PA USD 6886215.00000000 0.130432339522 Long DBT CORP ID N 2 2023-05-20 Fixed 4.30000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 6681000.00000000 PA USD 5366103.70000000 0.101639791919 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 9000000.00000000 PA USD 8950347.00000000 0.169529225960 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAE5 12685000.00000000 PA USD 11702981.85000000 0.221667098992 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.58000000 N N N N N N Planet Fitness Master Issuer L 549300NX9W3U2DO53T22 72703PAB9 17409600.00000000 PA USD 16389223.34000000 0.310429567359 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N CPG International LLC 549300SVLALB4NVWP891 12594VAD0 5885000.00000000 PA USD 5664312.50000000 0.107288188237 Long LON CORP US N 2 2029-04-28 Floating 4.09229000 N N N N N N Firstkey Homes Trust N/A 33767JAA0 6640942.24000000 PA USD 5950703.95000000 0.112712751200 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.26600000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 5355000.00000000 PA USD 5066981.33000000 0.095974091600 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 5470000.00000000 PA USD 4712193.09000000 0.089254019662 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 6685714.00000000 PA USD 6370368.06000000 0.120661642090 Long DBT CORP US N 2 2026-09-15 Fixed 4.45000000 N N N N N N NAB Holdings LLC 549300G4QOYNTNBXSH82 62871NAM7 5943196.97000000 PA USD 5634923.34000000 0.106731525847 Long LON CORP US N 2 2028-11-23 Floating 5.95382000 N N N N N N ACC Auto Trust N/A 00108XAB4 7835000.00000000 PA USD 7474275.82000000 0.141570845731 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.79000000 N N N N N N Morgan Stanley Residential Mor N/A 61763YAJ3 3199811.63000000 PA USD 3133522.09000000 0.059352288179 Long ABS-MBS CORP US N 2 2044-06-25 Variable 3.72094000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 7280000.00000000 PA USD 6245366.40000000 0.118293975823 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N SG Capital Partners N/A 78432BAA7 1294089.40000000 PA USD 1253820.44000000 0.023748711495 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.70300000 N N N N N N Avid Automobile Receivables Tr N/A 05369LAE7 1590000.00000000 PA USD 1405321.34000000 0.026618301949 Long ABS-O CORP US N 2 2028-04-17 Fixed 3.39000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 8106000.00000000 PA USD 6639791.26000000 0.125764808096 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAG8 9060000.00000000 PA USD 8227939.48000000 0.155846048348 Long DBT CORP NO N 2 2026-01-15 Fixed 2.87500000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBQ6 5296198.65710000 PA USD 5073970.16000000 0.096106467578 Long LON CORP US N 2 2025-05-30 Floating 5.92414000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJF8 55457.21000000 PA USD 58260.65000000 0.001103519550 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 5714104.92000000 PA USD 5515539.77000000 0.104470272265 Long LON CORP US N 2 2026-02-06 Floating 6.33029000 N N N N N N Onslow Bay Financial LLC N/A 67115DAA0 5372200.07000000 PA USD 4405587.63000000 0.083446581547 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZT0 28025000.00000000 PA USD 25207173.69000000 0.477451057967 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N CCG Receivables Trust N/A 12511JAD7 3750000.00000000 PA USD 3622800.75000000 0.068619753732 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.67000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAF6 4340000.00000000 PA USD 4299717.86000000 0.081441293913 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N COLT Funding LLC N/A 19688HAA9 10964494.11000000 PA USD 9544815.80000000 0.180789106222 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 19345000.00000000 PA USD 16596635.15000000 0.314358170753 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N COLT Funding LLC N/A 19688DAC4 826691.72000000 PA USD 725157.44000000 0.013735264063 Long ABS-MBS CORP US N 2 2064-12-25 Variable 1.25700000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAX9 14317710.97000000 PA USD 13943732.36000000 0.264109330509 Long LON CORP US N 2 2024-09-19 Floating 6.39270000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 4890000.00000000 PA USD 3655275.00000000 0.069234851053 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAP4 7950000.00000000 PA USD 7122882.00000000 0.134915067769 Long DBT CORP CA N 2 2025-05-01 Fixed 5.00000000 N N N N N N Regional Management Issuance T N/A 75907DAA5 6500000.00000000 PA USD 5874540.75000000 0.111270138042 Long ABS-O CORP US N 2 2032-03-15 Fixed 3.07000000 N N N N N N Credito Real USA Auto Receivab N/A 22551EAA4 2004237.22000000 PA USD 1950844.54000000 0.036951099754 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.35000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 955000.00000000 PA USD 836445.37000000 0.015843177491 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N DT Auto Owner Trust N/A 23345EAG0 4350000.00000000 PA USD 4028534.57000000 0.076304789904 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.50000000 N N N N N N Arterra Wines Canada Inc 5493000SZ7NOM4G34E58 000000000 5139532.13000000 PA USD 4810293.70000000 0.091112151026 Long LON CORP CA N 2 2027-11-24 Floating 7.14186000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 1581992.65000000 PA USD 1498021.43000000 0.028374141639 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N Phoenix Guarantor Inc 254900JIOIDL3GSUFE55 71913BAH5 6034155.14500000 PA USD 5719413.61000000 0.108331862692 Long LON CORP US N 2 2026-03-05 Floating 6.61529000 N N N N N N New Residential Mortgage Loan N/A 64828AAA1 4031889.34000000 PA USD 3767431.27000000 0.071359211778 Long ABS-MBS CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N Phoenix Newco Inc 254900PHGVI5379Z9791 71911KAC8 2144625.00000000 PA USD 2042755.31000000 0.038691988872 Long LON CORP US N 2 2028-11-15 Floating 5.77386000 N N N N N N Verus Securitization Trust N/A 92538FAA2 8497022.36000000 PA USD 7053359.57000000 0.133598237959 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03100000 N N N N N N AXIS Equipment Finance Receiva 549300INEWFFGID70G60 03237KAC8 1830000.00000000 PA USD 1688193.67000000 0.031976208983 Long ABS-O CORP US N 2 2027-02-22 Fixed 1.38000000 N N N N N N Sutherland Commercial Mortgage N/A 86933YAA4 167063.57000000 PA USD 166621.29000000 0.003155986949 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.19200000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 3000000.00000000 PA USD 2092500.00000000 0.039634206955 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAL3 3790000.00000000 PA USD 3387273.46000000 0.064158612821 Long ABS-O CORP US N 2 2026-06-25 Fixed 2.63000000 N N N N N N Foursight Capital Automobile R N/A 35105JAD0 2140000.00000000 PA USD 1966280.15000000 0.037243466856 Long ABS-O CORP US N 2 2027-05-17 Fixed 2.15000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAG8 5000000.00000000 PA USD 4141337.00000000 0.078441389596 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.60500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWJ6 9985.97000000 PA USD 10490.50000000 0.000198701384 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Business Jet Securities, LLC N/A 12327FAA5 3058373.63000000 PA USD 2789410.16000000 0.052834437068 Long ABS-O CORP US N 2 2035-11-15 Fixed 2.98100000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 5950000.00000000 PA USD 5696351.50000000 0.107895041454 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N Onslow Bay Financial LLC N/A 67098AAC3 996973.39000000 PA USD 956340.94000000 0.018114128906 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEK3 191140000.00000000 PA USD 185808986.89000000 3.519422623949 Long DBT UST US N 2 2024-04-30 Fixed 2.50000000 N N N N N N CarNow Auto Receivables Trust N/A 14369HAC2 3030000.00000000 PA USD 2961670.77000000 0.056097238820 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.30000000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAB9 4448185.17000000 PA USD 4209837.62000000 0.079738865223 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.10000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AD5 7964550.00000000 PA USD 6899164.00000000 0.130677607549 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.44500000 N N N N N N Clear Channel Outdoor Holdings Inc N/A 18452RAD7 2535182.05000000 PA USD 2257097.93000000 0.042751869283 Long LON CORP US N 2 2026-08-21 Floating 6.16486000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 10911000.00000000 PA USD 9536212.91000000 0.180626158206 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N American Credit Acceptance Rec N/A 025286AC9 2385000.00000000 PA USD 2305274.94000000 0.043664393816 Long ABS-O CORP US N 2 2027-11-15 Fixed 0.98000000 N N N N N N NMEF Funding LLC N/A 62920KAC6 5495000.00000000 PA USD 5079224.12000000 0.096205983247 Long ABS-O CORP US N 2 2028-10-16 Fixed 3.35000000 N N N N N N Progress Residential Trust N/A 74332WAC7 10340000.00000000 PA USD 9801403.88000000 0.185649161211 Long ABS-O CORP US N 2 2036-09-17 Fixed 2.57100000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 13125000.00000000 PA USD 11424252.92000000 0.216387672422 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N BX Trust N/A 12433UAG0 19910000.00000000 PA USD 19009098.38000000 0.360052826395 Long ABS-MBS CORP US N 2 2035-05-15 Floating 3.83800000 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 3395000.00000000 PA USD 2684848.57000000 0.050853927774 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Progress Residential Trust N/A 74333AAA8 3644533.08000000 PA USD 3275213.96000000 0.062036085024 Long ABS-O CORP US N 2 2027-10-17 Fixed 1.29400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406EVK7 71770.80000000 PA USD 74119.64000000 0.001403905926 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22534LAA0 7275000.00000000 PA USD 7095081.98000000 0.134388505406 Long ABS-O CORP US N 2 2032-06-15 Fixed 4.60000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAR8 3345000.00000000 PA USD 2679512.55000000 0.050752857800 Long DBT CORP US N 2 2029-01-15 Fixed 4.00000000 N N N N N N Pawnee Equipment Receivables N/A 70410DAD0 10570000.00000000 PA USD 10166306.33000000 0.192560807195 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.40000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDY7 9205000.00000000 PA USD 8203941.52000000 0.155391501101 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Towd Point Mortgage Trust N/A 89178WAC2 4820000.00000000 PA USD 3982058.91000000 0.075424490775 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 1305000.00000000 PA USD 1228041.31000000 0.023260426968 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Metlife Securitization Trust N/A 59166EAB1 6499338.63000000 PA USD 6359506.01000000 0.120455903147 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 85350EAB2 5950780.59000000 PA USD 5762973.95000000 0.109156942515 Long LON CORP US N 2 2028-09-22 Floating 6.67514000 N N N N N N LendingPoint Asset Securitizat N/A 52607FAA2 1200394.22000000 PA USD 1195662.99000000 0.022647146664 Long ABS-O CORP US N 2 2028-12-15 Fixed 1.00000000 N N N N N N AMSR Trust N/A 00180AAA7 8626722.61000000 PA USD 7987583.40000000 0.151293444946 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.81900000 N N N N N N Exeter Automobile Receivables N/A 30166RAE7 5000000.00000000 PA USD 4902383.00000000 0.092856421695 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.74000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 14195000.00000000 PA USD 13483783.37000000 0.255397400540 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Towd Point Mortgage Trust N/A 89170VAA6 2357336.85000000 PA USD 2178494.90000000 0.041263043115 Long ABS-MBS CORP US N 2 2062-07-25 Variable 3.75000000 N N N N N N Hilton Grand Vacations Trust N/A 43283GAC6 1053711.55000000 PA USD 1011501.97000000 0.019158938310 Long ABS-O CORP US N 2 2037-01-25 Fixed 5.57000000 N N N N N N Pretium Mortgage Credit Partne N/A 741389AA8 15130453.70000000 PA USD 14328221.91000000 0.271391977293 Long ABS-MBS CORP US N 2 2060-09-27 Variable 2.23950000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAC6 9490000.00000000 PA USD 8544663.14000000 0.161845136084 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N BPR Trust N/A 05592DAA2 6815000.00000000 PA USD 6712852.69000000 0.127148670383 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.74338000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17326QAA1 4616701.51000000 PA USD 4479365.72000000 0.084844018148 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 5090000.00000000 PA USD 4436019.49000000 0.084022993799 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 72108PAR5 8226365.83000000 PA USD 7969291.90000000 0.150946984207 Long LON CORP US N 2 2028-01-21 Floating 6.12000000 N N N N N N FHF Trust 2020-1 N/A 30260YAA5 65296.97000000 PA USD 65243.77000000 0.001235787375 Long ABS-O CORP US N 2 2023-12-15 Fixed 2.59000000 N N N N N N Select Medical Corp 549300X05KS0JKR8CB50 816194AV6 6265000.00000000 PA USD 6045725.00000000 0.114512552376 Long LON CORP US N 2 2025-03-06 Floating 5.62000000 N N N N N N MFRA Trust N/A 552757AA4 2301700.73000000 PA USD 2105548.41000000 0.039881357914 Long ABS-MBS CORP US N 2 2065-01-26 Variable 1.01400000 N N N N N N Progress Residential Trust N/A 74333FAD1 2500000.00000000 PA USD 2118119.00000000 0.040119458448 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.10900000 N N N N N N Ellington Financial Mortgage T N/A 31572LAA4 6675853.25000000 PA USD 5558997.69000000 0.105293412144 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93100000 N N N N N N COLT Funding LLC N/A 19688LAA0 13847064.08000000 PA USD 13188691.57000000 0.249808043564 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 4159000.00000000 PA USD 3622904.90000000 0.068621726445 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N Paragon Offshore Finance Company N/A 000000000 65729.22000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 3 2021-07-16 Floating 3.25000000 Y Y N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REH3 1870000.00000000 PA USD 1609854.58000000 0.030492382122 Long ABS-O CORP US N 2 2027-08-20 Fixed 1.38000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 5940000.00000000 PA USD 4915825.20000000 0.093111031462 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TXW3 1000014.42000000 PA USD 1007907.84000000 0.019090861611 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 000000000 5828945.49000000 PA USD 5600159.38000000 0.106073058949 Long LON CORP NL N 2 2026-07-21 Floating 5.30900000 N N N N N N CoreVest American Finance Ltd N/A 21872UAA2 9915230.23000000 PA USD 9275558.08000000 0.175689074586 Long ABS-O CORP US N 2 2050-03-15 Fixed 1.83200000 N N N N N N Westlake Automobile Receivable N/A 96042PAE2 10355000.00000000 PA USD 10249162.58000000 0.194130193939 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.01000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAB6 11390000.00000000 PA USD 10316852.42000000 0.195412312518 Long ABS-MBS CORP US N 2 2057-10-25 Variable 3.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AZ3 9867000.00000000 PA USD 8033415.39000000 0.152161552271 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 6420000.00000000 PA USD 5003106.00000000 0.094764223954 Long DBT CORP AT N 2 2028-09-15 Fixed 2.50000000 N N N N N N Horizon Therapeutics USA Inc 254900IS87RLPXY88S03 44055UAD7 6553708.33000000 PA USD 6279304.56000000 0.118936801179 Long LON CORP US N 2 2028-03-15 Floating 4.87500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBN4 14050000.00000000 PA USD 13533956.00000000 0.256347724268 Long DBT CORP CA N 2 2083-01-15 Fixed 7.37500000 N N N N N N American Credit Acceptance Rec N/A 02530WAJ3 11425000.00000000 PA USD 10140037.11000000 0.192063239835 Long ABS-O CORP US N 2 2028-03-13 Fixed 3.64000000 N N N N N N Towd Point Mortgage Trust N/A 89176LAA2 4253943.80000000 PA USD 4178042.38000000 0.079136629084 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 15795000.00000000 PA USD 12856142.81000000 0.243509211365 Long DBT CORP MX N 2 N/A Fixed 5.87500000 N N N N N N R1 RCM Inc. N/A 74919EAP9 7455000.00000000 PA USD 7327668.60000000 0.138793946855 Long LON CORP US N 2 2029-06-21 Floating 5.74469000 N N N N N N Reach Financial LLC N/A 53934QAA0 2727700.38000000 PA USD 2615806.84000000 0.049546202940 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.07000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAA7 11154000.00000000 PA USD 11084415.77000000 0.209950790255 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.51800000 N N N N N N UBS-Barclays Commercial Mortga 549300G1IXWLFE766Q13 90349GAN5 8691000.00000000 PA USD 8489348.81000000 0.160797423012 Long ABS-MBS CORP US N 2 2046-04-10 Variable 3.87510000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAG7 5960000.00000000 PA USD 5588842.31000000 0.105858701437 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N JP Morgan Mortgage Trust N/A 46644XAC6 1630517.53000000 PA USD 1590778.39000000 0.030131058508 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.58606300 N N N N N N MFRA Trust N/A 55284TAA5 11859636.10000000 PA USD 11220665.00000000 0.212531497629 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.90700000 N N N N N N Westlake Automobile Receivable N/A 96042QAJ9 11365000.00000000 PA USD 11057600.62000000 0.209442882392 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.24000000 N N N N N N Hostess Brands LLC 549300SW7FLS4O41LD19 44108HAJ0 8467706.99480000 PA USD 8172522.73000000 0.154796395331 Long LON CORP US N 2 2025-08-03 Floating 5.06271750 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 13230000.00000000 PA USD 10652898.53000000 0.201777388298 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03464HAA3 2777757.72000000 PA USD 2652494.18000000 0.050241100730 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.50000000 N N N N N N COLT Funding LLC N/A 12656YAA5 2295739.96000000 PA USD 2031084.07000000 0.038470922998 Long ABS-MBS CORP US N 2 2054-07-27 Fixed 0.79800000 N N N N N N Citigroup Mortgage Loan Trust N/A 17328JAB3 1727349.42000000 PA USD 1591164.85000000 0.030138378478 Long ABS-MBS CORP US N 2 2060-05-25 Variable 1.80400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RLS8 7390.49000000 PA USD 7353.50000000 0.000139283221 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949803AA8 125179.59000000 PA USD 120359.25000000 0.002279734013 Long ABS-MBS CORP US N 2 2034-10-25 Variable 3.66922300 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 9880000.00000000 PA USD 9883661.33000000 0.187207206037 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N Triton Water Holdings Inc 5493005IYCEL7QJFZZ63 89678QAB2 6422575.63240000 PA USD 5749104.35000000 0.108894237332 Long LON CORP US N 2 2028-03-31 Floating 7.17414000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 1695000.00000000 PA USD 1493625.56000000 0.028290879120 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N Resideo Funding Inc 5493000IFJ6XJKH66598 76090LAE4 7135185.19000000 PA USD 6898867.86000000 0.130671998338 Long LON CORP US N 2 2028-02-11 Floating 4.95000000 N N N N N N Octane Receivables Trust N/A 67571AAB1 3700000.00000000 PA USD 3333594.18000000 0.063141869360 Long ABS-O CORP US N 2 2027-04-20 Fixed 1.53000000 N N N N N N Carvana Auto Receivables Trust N/A 14686GAE6 6815000.00000000 PA USD 6424646.34000000 0.121689731257 Long ABS-O CORP US N 2 2028-12-11 Fixed 4.13000000 N N N N N N Mariner Finance Issuance Trust N/A 56847MAA8 5806533.17000000 PA USD 5700421.10000000 0.107972124067 Long ABS-O CORP US N 2 2032-07-20 Fixed 2.96000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 1934662.00000000 PA USD 1674301.36000000 0.031713073647 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62100000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 4374013.00000000 PA USD 4068899.35000000 0.077069342374 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.75000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2C8 12700000.00000000 PA USD 12271375.00000000 0.232433078317 Long DBT CORP SA N 2 2024-04-16 Fixed 2.87500000 N N N N N N Deephaven Residential Mortgage N/A 24382JAA4 5576428.09000000 PA USD 4915002.38000000 0.093095446363 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20500000 N N N N N N Foursight Capital Automobile R N/A 35105UAE3 2110000.00000000 PA USD 1952166.51000000 0.036976139292 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.57000000 N N N N N N GLS Auto Receivables Trust N/A 36258HAE5 14855000.00000000 PA USD 14644777.98000000 0.277387890694 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.06000000 N N N N N N DT Auto Owner Trust N/A 23345AAG8 7500000.00000000 PA USD 7081720.50000000 0.134135424563 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.46000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAN7 15472751.14000000 PA USD 13435933.65000000 0.254491075233 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.08000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 12305000.00000000 PA USD 10626905.63000000 0.201285054737 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 7944737.00000000 PA USD 7397247.46000000 0.140111845510 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N Mercury Financial Credit Card N/A 58940BAE6 14120000.00000000 PA USD 13375487.70000000 0.253346163744 Long ABS-O CORP US N 2 2026-09-21 Fixed 2.50000000 N N N N N N OneMain Direct Auto Receivable N/A 68269DAD6 7485000.00000000 PA USD 7219546.72000000 0.136746001828 Long ABS-O CORP US N 2 2029-06-14 Fixed 5.31000000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 24736CBS2 5410000.00000000 PA USD 5414219.80000000 0.102551162751 Long LON CORP KY N 2 2027-10-20 Floating 6.45986000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 9580000.00000000 PA USD 8959057.55000000 0.169694213172 Long DBT CORP US N 2 N/A Floating 6.62257000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAB2 11970000.00000000 PA USD 10588213.13000000 0.200552177053 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N Starwood Mortgage Residential N/A 85573JAB2 2747771.68000000 PA USD 2252631.47000000 0.042667269714 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.39500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 9925000.00000000 PA USD 8560874.06000000 0.162152188394 Long DBT CORP NO N 2 2026-07-15 Fixed 2.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FRB6 287625.69000000 PA USD 266947.70000000 0.005056277365 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.00000000 N N N N N N Countrywide Home Loans N/A 12669FVE0 311936.34000000 PA USD 291563.90000000 0.005522534744 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.06486300 N N N N N N SG Capital Partners N/A 784212AA0 7417348.58000000 PA USD 6049455.99000000 0.114583221350 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.16000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268BAA8 2434811.81000000 PA USD 2098823.61000000 0.039753982949 Long ABS-O CORP US N 2 2051-10-25 Fixed 1.69000000 N N N N N N Residential Mortgage Loan Trus N/A 76119DAA7 959938.24000000 PA USD 942708.69000000 0.017855919387 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.91300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RVS7 1189966.82000000 PA USD 1199303.45000000 0.022716100903 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17320XAA2 2724819.55000000 PA USD 2629784.66000000 0.049810957927 Long ABS-MBS CORP US N 2 2042-05-25 Variable 3.00000000 N N N N N N VCAT Asset Securitization, LLC N/A 91823DAA3 17016434.87000000 PA USD 15633208.02000000 0.296109821765 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86770000 N N N N N N Veros Auto Receivables Trust N/A 92512VAB5 16900000.00000000 PA USD 16228813.12000000 0.307391224775 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.39000000 N N N N N N Preston Ridge Partners Mortgag N/A 69359UAA3 2651260.31000000 PA USD 2476152.26000000 0.046900994564 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 9545000.00000000 PA USD 8215514.84000000 0.155610712265 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 4131250.00000000 PA USD 4071715.09000000 0.077122675527 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 12315000.00000000 PA USD 10346549.46000000 0.195974806487 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N GLS Auto Receivables Trust N/A 36258HAG0 3500000.00000000 PA USD 3354723.40000000 0.063542079576 Long ABS-O CORP US N 2 2026-08-17 Fixed 4.09000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 8885000.00000000 PA USD 7636316.67000000 0.144640074206 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N New Residential Mortgage Loan N/A 64829LAA6 2833715.10000000 PA USD 2628278.41000000 0.049782427927 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N Pretium Mortgage Credit Partne N/A 74143JAA9 11115860.72000000 PA USD 10251907.12000000 0.194182178486 Long ABS-MBS CORP US N 2 2051-09-25 Variable 1.84290000 N N N N N N BXG Receivables Note Trust N/A 05608TAB7 3975521.35000000 PA USD 3612689.43000000 0.068428234425 Long ABS-O CORP US N 2 2036-02-28 Fixed 2.49000000 N N N N N N GLS Auto Receivables Trust N/A 36260CAD4 11735000.00000000 PA USD 11317920.50000000 0.214373621698 Long ABS-O CORP US N 2 2026-05-15 Fixed 2.27000000 N N N N N N RETAIL OPPORTUNITY IN 549300KH0PNTJK9NTE57 76132FAA5 10874000.00000000 PA USD 10762215.93000000 0.203847977763 Long DBT CORP US N 2 2023-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404NF27 59420.55000000 PA USD 61255.17000000 0.001160238989 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Visio 2019-2 Trust N/A 92837DAB3 2249860.15000000 PA USD 2055602.27000000 0.038935324151 Long ABS-MBS CORP US N 2 2054-11-25 Variable 2.92400000 N N N N N N First Investors Auto Owner Tru N/A 32057KAC4 5745000.00000000 PA USD 5301047.66000000 0.100407560352 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.13000000 N N N N N N PUG LLC N/A 74530DAC9 4073883.01000000 PA USD 3523908.80000000 0.066746633534 Long LON CORP US N 2 2027-02-12 Floating 6.61529000 N N N N N N CarNow Auto Receivables Trust N/A 14369GAE0 3100000.00000000 PA USD 2997958.23000000 0.056784562452 Long ABS-O CORP US N 2 2026-02-17 Fixed 2.16000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 6735000.00000000 PA USD 5528835.72000000 0.104722111899 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 183000.00000000 PA USD 180319.97000000 0.003415454723 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N Asplundh Tree Expert LLC N/A 04538FAD1 5966068.42000000 PA USD 5804149.32000000 0.109936848435 Long LON CORP US N 2 2027-09-07 Floating 4.27386000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AF6 6625750.00000000 PA USD 6425868.35000000 0.121712877444 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.06800000 N N N N N N SRS Distribution Inc 549300ZQ3XP75BCYM468 78466YAN8 3356099.99990000 PA USD 3090397.56000000 0.058535463067 Long LON CORP US N 2 2028-06-02 Floating 6.30586000 N N N N N N Starwood Residential Mortgage N/A 85573GAA0 6154174.77000000 PA USD 5714996.24000000 0.108248192939 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N Angel Oak Mortgage Trust N/A 03463WAA1 17146.76000000 PA USD 17080.12000000 0.000323515895 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.62800000 N N N N N N New Residential Mortgage Loan N/A 64829GAA7 4271190.23000000 PA USD 3990001.55000000 0.075574932944 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3100915.39000000 PA USD 2980471.81000000 0.056453350797 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.51800000 N N N N N N Onslow Bay Financial LLC N/A 67114JAA8 7400722.20000000 PA USD 5904835.68000000 0.111843956693 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.05400000 N N N N N N Ccc Intelligent Solutions Inc. 5493006JEEL9RIWY5T17 12511BAC6 4107601.79160000 PA USD 3963835.73000000 0.075079324091 Long LON CORP US N 2 2028-09-21 Floating 4.50040000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 5423964.47730000 PA USD 5211507.79000000 0.098711578637 Long LON CORP US N 2 2027-02-01 Floating 4.87000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 9540000.00000000 PA USD 8132003.80000000 0.154028923093 Long DBT CORP US N 2 2026-11-15 Fixed 1.63100000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DF1 6060000.00000000 PA USD 5802450.00000000 0.109904661481 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465MAA1 11670832.21000000 PA USD 9965764.47000000 0.188762328064 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 3970867.22990000 PA USD 3226888.33000000 0.061120745469 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAT9 4896322.78000000 PA USD 4695034.95000000 0.088929025984 Long LON CORP US N 2 2027-03-31 Floating 5.02386000 N N N N N N VFI ABS LLC N/A 91824CAD8 2794000.00000000 PA USD 2619414.67000000 0.049614539131 Long ABS-O CORP US N 2 2029-11-26 Fixed 6.68000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 6034864.60890000 PA USD 5868905.83000000 0.111163406580 Long LON CORP US N 2 2027-12-01 Floating 5.26386000 N N N N N N Angel Oak Mortgage Trust N/A 03465HAA2 8088559.06000000 PA USD 6683899.89000000 0.126600273123 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.95100000 N N N N N N Sierra Receivables Funding Co N/A 82653EAB3 993340.99000000 PA USD 961352.33000000 0.018209050037 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.42000000 N N N N N N TOBACCO SETTLEMENT FING CORP V N/A 88880NAT6 4215000.00000000 PA USD 3673642.68000000 0.069582754724 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N Tidewater Auto Receivables Tru N/A 88641WAD1 10051272.75000000 PA USD 9952318.97000000 0.188507655792 Long ABS-O CORP US N 2 2026-09-15 Fixed 1.91000000 N N N N N N NMLT Trust N/A 62917JAA8 11625405.51000000 PA USD 9756170.51000000 0.184792392395 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.16200000 N N N N N N Credit Suisse Mortgage Trust N/A 126401AA6 3285689.88000000 PA USD 3003934.42000000 0.056897757937 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.20800000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65336RAW8 4695185.72000000 PA USD 4623067.67000000 0.087565888077 Long LON CORP US N 2 2026-09-18 Floating 5.61529000 N N N N N N CoreVest American Finance Ltd N/A 12468RAA8 9555000.00000000 PA USD 8624171.01000000 0.163351100898 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N LAD Auto Receivables Trust N/A 501683AD8 2705000.00000000 PA USD 2435657.47000000 0.046133979564 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.99000000 N N N N N N Firstkey Homes Trust N/A 33768NAA0 6482884.79000000 PA USD 6119222.18000000 0.115904668238 Long ABS-O CORP US N 2 2039-05-17 Fixed 4.14500000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAL5 4304000.00000000 PA USD 4049224.42000000 0.076696677979 Long DBT CORP US N 2 2025-03-21 Fixed 5.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 716558AG6 9545000.00000000 PA USD 205217.50000000 0.003887040796 Long DBT CORP VE N 2 2024-05-16 Fixed 6.00000000 Y Y N N N N AMSR Trust N/A 00180UAD7 6675000.00000000 PA USD 5592917.75000000 0.105935894666 Long ABS-O CORP US N 2 2038-10-17 Fixed 2.17700000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 8741885.39000000 PA USD 8428925.89000000 0.159652947736 Long LON CORP US N 2 2025-12-31 Floating 4.80436000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAD7 10350000.00000000 PA USD 9919016.69000000 0.187876874689 Long DBT CORP US N 2 2025-05-15 Fixed 3.62500000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 3525000.00000000 PA USD 2515598.63000000 0.047648151359 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824MAA2 11447758.58000000 PA USD 10493682.92000000 0.198761672916 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.74300000 N N N N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 6305000.00000000 PA USD 5399160.65000000 0.102265926207 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJX3 36923.54000000 PA USD 38900.12000000 0.000736810230 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N GCAT N/A 36167FAA7 1223104.82000000 PA USD 1162864.83000000 0.022025914137 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.24700000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBG3 5995000.00000000 PA USD 5520920.20000000 0.104572183413 Long ABS-O CORP US N 2 2026-09-25 Fixed 6.56000000 N N N N N N Maps LTD N/A 55292RAA9 15518246.00000000 PA USD 12724953.96000000 0.241024353047 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.52100000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAJ3 9870000.00000000 PA USD 9432604.04000000 0.178663694457 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 11669842.62000000 PA USD 10460405.80000000 0.198131368371 Long ABS-O CORP US N 2 2041-05-15 Fixed 1.27000000 N N N N N N American Credit Acceptance Rec N/A 025291AC9 9705000.00000000 PA USD 9464792.52000000 0.179273378986 Long ABS-O CORP US N 2 2027-07-13 Fixed 0.97000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 24315000.00000000 PA USD 23469199.08000000 0.444531944286 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N AMSR Trust N/A 00179VAC0 4535000.00000000 PA USD 3824955.50000000 0.072448782739 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.87700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406CYP7 114334.17000000 PA USD 113782.31000000 0.002155159676 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 1863000.00000000 PA USD 1744529.63000000 0.033043272829 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Verus Securitization Trust N/A 92537HAA9 3576096.48000000 PA USD 3517708.84000000 0.066629199605 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.91300000 N N N N N N Ellington Financial Mortgage T N/A 31574PAA3 1836101.75000000 PA USD 1768787.87000000 0.033502750059 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N AMSR Trust N/A 00179WAC8 1985000.00000000 PA USD 1758437.26000000 0.033306698342 Long ABS-MBS CORP US N 2 2039-03-17 Fixed 3.74000000 N N N N N N Upstart Securitization Trust N/A 91680FAB8 7140000.00000000 PA USD 6788509.22000000 0.128581686664 Long ABS-O CORP US N 2 2031-06-20 Fixed 1.75000000 N N N N N N Jersey Mike's Funding, LLC N/A 476681AA9 19017292.50000000 PA USD 17232576.65000000 0.326403588685 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N Aqua Finance Trust N/A 038370AA0 2923654.86000000 PA USD 2767089.63000000 0.052411662155 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.14000000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 5605000.00000000 PA USD 5449231.67000000 0.103214325332 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N Preston Ridge Partners Mortgag N/A 69357QAA4 22929362.31000000 PA USD 20357563.76000000 0.385594215138 Long ABS-MBS CORP US N 2 2051-10-25 Variable 1.45500000 N N N N N N CCG Receivables Trust N/A 12510KAG8 1415000.00000000 PA USD 1313650.06000000 0.024881949030 Long ABS-O CORP US N 2 2027-06-14 Fixed 0.84000000 N N N N N N GLS Auto Receivables Trust N/A 36261EAC1 6955000.00000000 PA USD 6811863.32000000 0.129024038508 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.14000000 N N N N N N Pegasus Bidco Bv 254900U303DPAFR7MA71 000000000 2290000.00000000 PA USD 2183125.70000000 0.041350755461 Long LON CORP NL N 2 2029-07-12 Floating 6.96174000 N N N N N N NewRez Warehouse Securitizatio N/A 65246PAC5 13845000.00000000 PA USD 13556788.64000000 0.256780199097 Long ABS-MBS CORP US N 2 2055-05-25 Floating 4.13400000 N N N N N N Residential Mortgage Loan Trus N/A 76119CAA9 2273148.88000000 PA USD 2139356.11000000 0.040521712217 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N Verus Securitization Trust N/A 92537QAA9 1562833.10000000 PA USD 1346265.38000000 0.025499718369 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.81500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAD2 8250000.00000000 PA USD 5775000.00000000 0.109384728873 Long DBT NUSS EG N 2 2027-09-30 Fixed 5.80000000 N N N N N N Trinity Rail Leasing L.P. N/A 89657BAA2 15047827.69000000 PA USD 13858185.56000000 0.262488981846 Long ABS-O CORP US N 2 2049-04-17 Fixed 3.82000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAF8 343088.01000000 PA USD 342889.53000000 0.006494697536 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 000000000 1411462.50000000 PA USD 1326774.75000000 0.025130544814 Long LON CORP US N 2 2029-02-23 Floating 6.92555000 N N N N N N NMEF Funding LLC N/A 65489MAB0 719911.69000000 PA USD 718996.61000000 0.013618571298 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.06000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AD0 12645000.00000000 PA USD 12512374.18000000 0.236997862727 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 9355000.00000000 PA USD 7638265.26000000 0.144676982603 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CCU3 28060000.00000000 PA USD 27019807.10000000 0.511784289845 Long DBT UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N Mercury Financial Credit Card N/A 58940BAA4 10570000.00000000 PA USD 10041495.77000000 0.190196760569 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.54000000 N N N N N N DPL INC N/A 233293AR0 1881000.00000000 PA USD 1731118.06000000 0.032789243228 Long DBT CORP US N 2 2025-07-01 Fixed 4.12500000 N N N N N N RCO Mortgage LLC N/A 74938JAA8 6778158.00000000 PA USD 6396719.19000000 0.121160760914 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.11560000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 9925000.00000000 PA USD 7667737.50000000 0.145235218617 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 12546FAF9 6079450.00000000 PA USD 5805874.75000000 0.109969529940 Long LON CORP US N 2 2028-12-08 Floating 6.12500000 N N N N N N Affirm Inc N/A 00834WAA9 4765000.00000000 PA USD 4534809.52000000 0.085894183522 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDN8 61195000.00000000 PA USD 57023700.35000000 1.080090389987 Long DBT UST US N 2 2024-12-15 Fixed 1.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687JAG4 4590000.00000000 PA USD 3921863.08000000 0.074284316828 Long ABS-O CORP US N 2 2027-08-10 Fixed 1.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5N32 1454423.59000000 PA USD 1386553.03000000 0.026262809914 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAD9 6828452.25000000 PA USD 6482418.38000000 0.122783996007 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.87800000 N N N N N N GLS Auto Receivables Trust N/A 36265NAD5 3075000.00000000 PA USD 3010344.13000000 0.057019164757 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.30000000 N N N N N N New Residential Mortgage Loan N/A 64831LAA2 8710000.00000000 PA USD 8295680.11000000 0.157129128945 Long ABS-MBS CORP US N 2 2026-12-25 Fixed 4.33560000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAC3 6405000.00000000 PA USD 5224463.71000000 0.098956977736 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.45900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKS7 4915000.00000000 PA USD 4781389.66000000 0.090564677333 Long DBT CORP US N 2 2025-04-25 Fixed 3.84100000 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAL9 1676250.00000000 PA USD 1587997.78000000 0.030078390756 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.81771000 N N N N N N ACC Trust N/A 00091KAC9 3025000.00000000 PA USD 2947680.09000000 0.055832240251 Long ABS-O CORP US N 2 2024-12-20 Fixed 2.08000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAG4 6800000.00000000 PA USD 6638500.00000000 0.125740350238 Long DBT NUSS SA N 2 2025-04-17 Fixed 4.00000000 N N N N N N Verus Securitization Trust N/A 92538LAA9 6321124.47000000 PA USD 6001926.65000000 0.113682964386 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.50200000 N N N N N N Preston Ridge Partners Mortgag N/A 69360GAA1 4733607.89000000 PA USD 4220191.78000000 0.079934984182 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.31900000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DP7 3045000.00000000 PA USD 2493664.69000000 0.047232698877 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 6610080.03000000 PA USD 6253135.71000000 0.118441134935 Long LON CORP US N 2 2028-02-01 Floating 6.86529000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGGZ1 1945530.84000000 PA USD 1847015.33000000 0.034984462527 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 6466000.00000000 PA USD 5396006.32000000 0.102206179794 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Amur Equipment Finance Receiva 549300LUWIM31186Z163 03237PAC7 2122271.91000000 PA USD 2075410.66000000 0.039310516423 Long ABS-O CORP US N 2 2026-04-20 Fixed 3.06000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAB7 5561154.04000000 PA USD 5224264.89000000 0.098953211871 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.36000000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAA7 2888679.68000000 PA USD 2508632.27000000 0.047516200986 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.26100000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AA3 7941972.51000000 PA USD 7367839.38000000 0.139554824756 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 5550000.00000000 PA USD 5159002.50000000 0.097717071813 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 4820000.00000000 PA USD 4370776.00000000 0.082787211727 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Upstart Pass Through Trust N/A 91683LAA4 4316098.43000000 PA USD 4020734.43000000 0.076157046839 Long ABS-O CORP US N 2 2029-10-20 Fixed 1.75000000 N N N N N N Octane Receivables Trust N/A 67576TAC3 17822000.00000000 PA USD 17571376.34000000 0.332820820241 Long ABS-O CORP US N 2 2025-06-20 Fixed 4.74000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 9755000.00000000 PA USD 8635711.30000000 0.163569686438 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N PAI Holdco Inc 2549001NJ55NUV372F56 69315JAG8 1789531.72040000 PA USD 1692592.79000000 0.032059533061 Long LON CORP US N 2 2027-10-28 Floating 6.55586000 N N N N N N Aqua Finance Trust N/A 038370AC6 20680000.00000000 PA USD 18920415.32000000 0.358373073586 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAC3 1957881.03000000 PA USD 1792657.02000000 0.033954857505 Long ABS-O CORP US N 2 2039-10-09 Fixed 3.42000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 6405000.00000000 PA USD 3020598.00000000 0.057213384115 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N New Residential Mortgage Loan N/A 64830GAB2 8068668.36000000 PA USD 7669341.89000000 0.145265607494 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464LAA4 4440980.11000000 PA USD 4095816.48000000 0.077579181849 Long ABS-MBS CORP US N 2 2065-06-25 Variable 1.46900000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 18405000.00000000 PA USD 15577057.03000000 0.295046261451 Long ABS-MBS CORP US N 2 2038-08-17 Fixed 2.18900000 N N N N N N Starfruit Finco BV 549300K7VB5G6LULFT41 000000000 5202911.00070000 PA USD 4871225.42000000 0.092266263523 Long LON CORP US N 2 2025-10-01 Floating 5.86529000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 11736827.08920000 PA USD 11080118.75000000 0.209869400062 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N Starwood Mortgage Residential N/A 85573AAA3 564404.85000000 PA USD 560888.38000000 0.010623830887 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Starwood Mortgage Residential N/A 85573JAC0 2284049.20000000 PA USD 1862338.57000000 0.035274701220 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.51800000 N N N N N N JP Morgan Mortgage Trust N/A 46641CBF7 691158.59000000 PA USD 640554.24000000 0.012132788202 Long ABS-MBS CORP US N 2 2044-01-25 Variable 3.50000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873BAA4 5572791.58000000 PA USD 5179361.97000000 0.098102702134 Long ABS-O CORP US N 2 2051-03-27 Variable 2.23960000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAD4 8710635.83550000 PA USD 8447139.10000000 0.159997925578 Long LON CORP US N 2 2028-02-02 Floating 5.35917000 N N N N N N Regional Management Issuance T N/A 75907VAA5 2610000.00000000 PA USD 2333556.11000000 0.044200069680 Long ABS-O CORP US N 2 2031-03-17 Fixed 1.68000000 N N N N N N GCT Commercial Mortgage Trust N/A 36167RAA1 5700000.00000000 PA USD 5497779.39000000 0.104133871512 Long ABS-MBS CORP US N 2 2038-02-15 Floating 3.61800000 N N N N N N CIG Auto Receivables Trust N/A 12597UAE7 9485000.00000000 PA USD 9290053.85000000 0.175963640105 Long ABS-O CORP US N 2 2027-02-12 Fixed 4.43000000 N N N N N N Velocity Commercial Capital Lo N/A 92259LAB4 7116553.74000000 PA USD 6626819.55000000 0.125519109917 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.61000000 N N N N N N Santander Drive Auto Receivabl N/A 80286WAF3 6349294.05000000 PA USD 6275698.75000000 0.118868503249 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Credit Suisse Mortgage Trust N/A 12653VAA4 22785000.00000000 PA USD 22471546.76000000 0.425635333285 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.79800000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 6690000.00000000 PA USD 4791712.50000000 0.090760203057 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N DORIC NIMROD 2013-1 CL A N/A 233283AA8 11802234.11420000 PA USD 11630044.24000000 0.220285581988 Long DBT CORP GG N 2 2023-05-30 Fixed 5.25000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 6466000.00000000 PA USD 5608442.55000000 0.106229951123 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N LHOME Mortgage Trust N/A 501895AA4 8940000.00000000 PA USD 8453058.76000000 0.160110050323 Long ABS-MBS CORP US N 2 2026-06-25 Variable 2.09000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 9560000.00000000 PA USD 8315477.77000000 0.157504117979 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N Octane Receivables Trust N/A 67571AAA3 4891233.35000000 PA USD 4724686.37000000 0.089490655860 Long ABS-O CORP US N 2 2027-03-22 Fixed 0.93000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAR7 6110389.44000000 PA USD 5787027.63000000 0.109612545159 Long LON CORP US N 2 2028-10-21 Floating 6.61529000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002VAA7 2538890.85000000 PA USD 2116503.20000000 0.040088853453 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.00000000 N N N N N N VCAT Asset Securitization, LLC N/A 91822YAA8 7681545.44000000 PA USD 7252568.77000000 0.137371475072 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAE2 4298611.72960000 PA USD 4086389.27000000 0.077400620324 Long LON CORP US N 2 2025-07-17 Floating 5.06771000 N N N N N N Agiliti Health Inc 25490002CCQ55NKGNB14 00847YAC6 4973057.46330000 PA USD 4799000.45000000 0.090898244690 Long LON CORP US N 2 2026-01-04 Floating 5.65625000 N N N N N N Citigroup Mortgage Loan Trust N/A 17327RAA8 5095990.31000000 PA USD 4824988.60000000 0.091390488282 Long ABS-MBS CORP US N 2 2066-01-25 Variable 3.50000000 N N N N N N LendingPoint Asset Securitizat N/A 52607HAA8 1471332.16000000 PA USD 1446032.16000000 0.027389408790 Long ABS-O CORP US N 2 2029-02-15 Fixed 1.11000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 4864194.90910000 PA USD 4590583.95000000 0.086950611384 Long LON CORP CA N 2 2026-04-30 Floating 6.36529000 N N N N N N TRP LLC N/A 87267CAA6 9135616.23000000 PA USD 7793438.90000000 0.147616138713 Long ABS-O CORP US N 2 2051-06-19 Fixed 2.07000000 N N N N N N JP Morgan Mortgage Trust N/A 46628BBK5 321281.25000000 PA USD 244562.63000000 0.004632279995 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.37313200 N N N N N N Preston Ridge Partners Mortgag N/A 69357PAA6 6923279.30000000 PA USD 6303769.73000000 0.119400197887 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041LAF2 6470000.00000000 PA USD 5612725.00000000 0.106311065345 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N Navient Student Loan Trust N/A 63942EAA6 4696162.30000000 PA USD 3935855.03000000 0.074549339453 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97000000 N N N N N N Navient Student Loan Trust N/A 63939XAB7 640287.48000000 PA USD 630465.15000000 0.011941689956 Long ABS-O CORP US N 2 2058-12-16 Fixed 2.88000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BL9 2844000.00000000 PA USD 2812317.84000000 0.053268333235 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.37500000 N N N N N Mill City Mortgage Trust N/A 59980CAF0 9032238.73000000 PA USD 8419173.72000000 0.159468231117 Long ABS-MBS CORP US N 2 2061-01-25 Variable 3.25000000 N N N N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 52729KAP1 4326876.05600000 PA USD 4103090.03000000 0.077716950731 Long LON CORP US N 2 2027-03-01 Floating 4.86529000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 1865000.00000000 PA USD 1712256.50000000 0.032431984937 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N PODS LLC N/A 73044EAB0 7122900.25000000 PA USD 6723732.92000000 0.127354753675 Long LON CORP US N 2 2028-03-31 Floating 5.81957500 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAN9 8938000.00000000 PA USD 8173423.10000000 0.154813449310 Long DBT CORP US N 2 2052-12-15 Fixed 6.87500000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 88037HAG9 5890500.00000000 PA USD 5791127.27000000 0.109690196762 Long LON CORP US N 2 2025-10-01 Floating 6.11529000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDU5 8025000.00000000 PA USD 7382421.40000000 0.139831023943 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33000000 N N N N N N Sierra Receivables Funding Co N/A 826525AB3 2613500.77000000 PA USD 2462387.63000000 0.046640277626 Long ABS-O CORP US N 2 2037-07-20 Fixed 2.32000000 N N N N N N BRE Grand Islander Timeshare I N/A 05584AAA8 2164538.32000000 PA USD 2089767.37000000 0.039582447996 Long ABS-O CORP US N 2 2029-05-25 Fixed 2.94000000 N N N N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAC3 1623303.31000000 PA USD 1534573.88000000 0.029066484467 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.48811600 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 3415000.00000000 PA USD 2757660.28000000 0.052233060095 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AM8 9990000.00000000 PA USD 8858632.50000000 0.167792054408 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BP3 12860000.00000000 PA USD 9710833.94000000 0.183933668860 Long DBT CORP US N 2 2067-04-20 Floating 4.74986000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 3055000.00000000 PA USD 2371627.05000000 0.044921174347 Long DBT CORP US N 2 2025-09-15 Fixed 5.62500000 N N N N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 8000.59000000 PA USD 7152.53000000 0.000135476632 Long LON CORP US N 2 2029-02-15 Floating 6.57555000 N N N N N N Carvana Auto Receivables Trust N/A 14686GAD8 4435000.00000000 PA USD 4278105.22000000 0.081031927200 Long ABS-O CORP US N 2 2028-12-11 Fixed 3.32000000 N N N N N N NMEF Funding LLC N/A 65489MAC8 9145000.00000000 PA USD 9017436.40000000 0.170799971558 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.30000000 N N N N N N ROC Securities Trust N/A 77118TAA1 19655000.00000000 PA USD 18394281.13000000 0.348407524543 Long ABS-MBS CORP US N 2 2026-08-25 Variable 2.48700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 32165000.00000000 PA USD 26934971.00000000 0.510177402608 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Banc of America Funding Corpor N/A 05946XNE9 991876.18000000 PA USD 988388.05000000 0.018721135735 Long ABS-MBS CORP US N 2 2035-01-25 Variable 2.74485200 N N N N N N Freeport LNG Investments, LLP 549300LR5YVRZH4YPQ33 35670CAB4 6040842.99000000 PA USD 5579141.36000000 0.105674954980 Long LON CORP US N 2 2028-12-21 Floating 6.20986000 N N N N N N VISTRA ENERGY CORP RIGHTS N/A 000000000 98789.00000000 NS USD 118546.80000000 0.002245404255 Long EC CORP US N 3 N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAA9 920000.00000000 PA USD 749800.00000000 0.014202020728 Long DBT CORP LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N Encina Equipment Finance N/A 29252VAC9 9548000.00000000 PA USD 9207224.24000000 0.174394757952 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.15000000 N N N N N N MFRA Trust N/A 552747AA5 1671663.58000000 PA USD 1538869.30000000 0.029147844355 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.85200000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAL5 1908807.76000000 PA USD 1841999.49000000 0.034889457108 Long LON CORP US N 2 2025-03-11 Floating 4.86529000 N N N N N N BPR Trust N/A 05591QAA4 1975000.00000000 PA USD 1916582.07000000 0.036302131617 Long ABS-MBS CORP US N 2 2029-02-15 Floating 4.06800000 N N N N N N American Homes 4 Rent N/A 02665XAA7 19348187.39000000 PA USD 18650634.93000000 0.353263142016 Long ABS-O CORP US N 2 2036-12-17 Fixed 3.67800000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BT2 11290000.00000000 PA USD 11041620.00000000 0.209140192212 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N Verus Securitization Trust N/A 924921AA7 22023218.17000000 PA USD 20350598.80000000 0.385462291283 Long ABS-MBS CORP US N 2 2067-04-25 Variable 3.80000000 N N N N N N Carvana Auto Receivables Trust N/A 14687AAR9 2250000.00000000 PA USD 2006739.90000000 0.038009818161 Long ABS-O CORP US N 2 2026-11-09 Fixed 1.32000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 2745000.00000000 PA USD 2597881.26000000 0.049206673120 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N COLT Funding LLC N/A 19688DAA8 3528755.07000000 PA USD 3101409.07000000 0.058744032943 Long ABS-MBS CORP US N 2 2064-12-25 Variable 1.05100000 N N N N N N Perrigo Investments, LLC 549300POZGC78VHAAJ73 000000000 2573550.00000000 PA USD 2528512.88000000 0.047892761183 Long LON CORP IE N 2 2029-04-20 Floating 5.63409000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 6800000.00000000 PA USD 5966421.80000000 0.113010464232 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BF0 10000000.00000000 PA USD 9061250.00000000 0.171629848399 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N KNDL Mortgage Trust N/A 482598AA7 5740000.00000000 PA USD 5644114.45000000 0.106905615384 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.61800000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 12610000.00000000 PA USD 11797411.60000000 0.223455700308 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N LHOME Mortgage Trust N/A 501894AA7 11065000.00000000 PA USD 10638602.48000000 0.201506605692 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.09000000 N N N N N N New Residential Mortgage Loan 549300U1MV4J7YQZG974 64828CAA7 6590342.75000000 PA USD 6296060.88000000 0.119254183953 Long ABS-MBS CORP US N 2 2058-02-25 Variable 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 2731000.00000000 PA USD 2489188.38000000 0.047147912738 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAG3 6689000.00000000 PA USD 6381411.69000000 0.120870820353 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.93100000 N N N N N N New Residential Mortgage Loan N/A 64831EAA8 4572984.23000000 PA USD 4278481.30000000 0.081039050561 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N Oasis Securitisation N/A 53161NAA1 3231017.55000000 PA USD 3173687.02000000 0.060113055275 Long ABS-O CORP US N 2 2034-05-15 Fixed 4.75000000 N N N N N N Preston Ridge Partners Mortgag N/A 69360LAA0 7491216.69000000 PA USD 6866065.67000000 0.130050689479 Long ABS-MBS CORP US N 2 2026-08-25 Variable 1.86700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBU4 14085000.00000000 PA USD 13826408.13000000 0.261887083047 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N Ellington Financial Mortgage T N/A 31573CAA3 9195605.00000000 PA USD 7743550.00000000 0.146671189138 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N BMC Software (Boxer/ Bladelogic) 5493006T045HLTF7YX04 05988HAE7 2369088.19130000 PA USD 2239925.50000000 0.042426604937 Long LON CORP US N 2 2025-10-02 Floating 6.11529000 N N N N N N BRAVO Residential Funding Trus N/A 105690AA9 1902631.86000000 PA USD 1716632.85000000 0.032514877726 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.69900000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAB4 8787000.00000000 PA USD 8326245.75000000 0.157708075134 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N Bankers Healthcare Group Secur N/A 08862BAB1 8195000.00000000 PA USD 7133091.90000000 0.135108454288 Long ABS-O CORP US N 2 2034-10-17 Fixed 1.67000000 N N N N N N Business Jet Securities, LLC N/A 12327BAA4 3677718.40000000 PA USD 3228863.53000000 0.061158157887 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N Mill City Mortgage Trust N/A 59981AAH9 12130656.68000000 PA USD 10327754.81000000 0.195618815544 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 04047AAA2 5412839.89000000 PA USD 5217363.84000000 0.098822498541 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.19000000 N N N N N N CIG Auto Receivables Trust N/A 12598NAD4 4015000.00000000 PA USD 3703675.70000000 0.070151612516 Long ABS-O CORP US N 2 2027-04-12 Fixed 2.11000000 N N N N N N Starwood Mortgage Residential N/A 85573MAA7 2598663.96000000 PA USD 2497789.02000000 0.047310818136 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.48600000 N N N N N N Arroyo Mortgage Trust N/A 042859AA6 3888366.24000000 PA USD 3649273.71000000 0.069121180148 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.80500000 N N N N N N Arbys Funding LLC N/A 038779AB0 14881300.00000000 PA USD 12598106.78000000 0.238621730641 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N Mariner Finance Issuance Trust N/A 56848MAA7 1954000.00000000 PA USD 1886160.44000000 0.035725913132 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N Onslow Bay Financial LLC N/A 67112FAD2 2454939.65000000 PA USD 2378018.29000000 0.045042231326 Long ABS-MBS CORP US N 2 2057-06-25 Floating 3.73400000 N N N N N N MVW Owner Trust N/A 55389PAA7 2265596.93000000 PA USD 2144710.57000000 0.040623131465 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N iShares JP Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 621261.00000000 NS USD 49328123.40000000 0.934327862159 Long EC RF US N 1 N N Diamond Resorts Owner Trust N/A 252722AB9 2055937.37000000 PA USD 1996861.04000000 0.037822701897 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBX8 155450000.00000000 PA USD 151970592.19000000 2.878486930479 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N Progress Residential Trust N/A 74333VAG9 11130000.00000000 PA USD 9489574.90000000 0.179742783994 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.28800000 N N N N N N ACC Trust N/A 00091HAC6 6580000.00000000 PA USD 6241018.14000000 0.118211615089 Long ABS-O CORP US N 2 2025-10-20 Fixed 3.24000000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 62886VAP5 5458645.33000000 PA USD 5226652.90000000 0.098998443356 Long LON CORP US N 2 2026-08-28 Floating 5.31000000 N N N N N N CCG Receivables Trust N/A 12510FAC8 8620000.00000000 PA USD 8506020.33000000 0.161113199583 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.55000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAH5 3870047.94910000 PA USD 3613657.27000000 0.068446566358 Long LON CORP US N 2 2026-01-15 Floating 5.06771000 N N N N N N PetsMart LLC N/A 71677HAL9 4815479.40000000 PA USD 4546631.19000000 0.086118098702 Long LON CORP US N 2 2028-02-11 Floating 6.87000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAG4 4399000.00000000 PA USD 4202678.79000000 0.079603269262 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.60000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 8725000.00000000 PA USD 8200191.25000000 0.155320466943 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 2790805.48000000 PA USD 2454947.39000000 0.046499351455 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAW4 1735000.00000000 PA USD 1698100.37000000 0.032163852566 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.26600000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AF8 11340000.00000000 PA USD 9960341.58000000 0.188659612678 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBG6 6016286.91910000 PA USD 5817508.80000000 0.110189891395 Long LON CORP US N 2 2026-07-01 Floating 4.17757000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 251761.61000000 PA USD 252446.23000000 0.004781603882 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.65130200 N N N N N N Diamond Resorts Owner Trust N/A 25273CAB6 774049.30000000 PA USD 704966.33000000 0.013352822661 Long ABS-O CORP US N 2 2033-11-21 Fixed 2.05000000 N N N N N N Blackhawk Network Holdings Inc. 549300LFU3K8UIR03132 09238FAK7 6066831.04020000 PA USD 5657319.94000000 0.107155741608 Long LON CORP US N 2 2025-06-15 Floating 5.54426500 N N N N N N Westgate Resorts N/A 96034LAA9 1667377.03000000 PA USD 1624266.16000000 0.030765352992 Long ABS-O CORP US N 2 2034-03-20 Fixed 2.71300000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418ABC0 4257628.11000000 PA USD 4015636.02000000 0.076060477455 Long ABS-MBS CORP US N 2 2059-06-25 Variable 3.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 105000.00000000 PA USD 100077.60000000 0.001895577686 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Tricolor Auto Securitization T N/A 89616BAC8 3040000.00000000 PA USD 2965598.13000000 0.056171627255 Long ABS-O CORP US N 2 2025-08-15 Fixed 4.71000000 N N N N N N Lendbuzz Securitization Trust N/A 52607KAA1 10434942.69000000 PA USD 10163908.62000000 0.192515391982 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.22000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 6685000.00000000 PA USD 5882800.00000000 0.111426577146 Long DBT CORP US N 2 2026-04-01 Fixed 5.37500000 N N N N N N DT Auto Owner Trust N/A 23345EAE5 5985000.00000000 PA USD 5703037.07000000 0.108021673361 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.10000000 N N N N N N New York Mortgage Trust N/A 62955VAA4 5026088.82000000 PA USD 4491494.41000000 0.085073748619 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.04240000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VCC9 14789.67000000 PA USD 14760.52000000 0.000279580169 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 8705000.00000000 PA USD 7486300.00000000 0.141798596669 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N Towd Point Mortgage Trust N/A 89178YAB0 14281000.00000000 PA USD 12056548.60000000 0.228364034591 Long ABS-O CORP US N 3 2060-02-25 Variable 2.50000000 N N N N N N Conn Funding II, L.P N/A 20825YAB2 11380000.00000000 PA USD 11339119.63000000 0.214775156086 Long ABS-O CORP US N 2 2026-12-15 Fixed 9.52000000 N N N N N N Exeter Automobile Receivables N/A 30166NAJ5 3015000.00000000 PA USD 2871919.56000000 0.054397254098 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.44000000 N N N N N N Global SC Finance SRL N/A 37959PAA5 11423525.12000000 PA USD 10201210.22000000 0.193221924519 Long ABS-O CORP BB N 2 2040-10-17 Fixed 2.17000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 1021491.99000000 PA USD 1005176.92000000 0.019039135041 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66000000 N N N N N N First Investors Auto Owner Tru N/A 32059TAE9 659789.98000000 PA USD 659518.94000000 0.012492000076 Long ABS-O CORP US N 2 2025-03-17 Fixed 3.26000000 N N N N N N COLT Funding LLC N/A 19685GAA4 6917985.10000000 PA USD 6623496.85000000 0.125456174395 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.30100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 11909000.00000000 PA USD 9841374.66000000 0.186406250897 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAE1 2930000.00000000 PA USD 2740589.86000000 0.051909727929 Long ABS-O CORP US N 2 2027-03-15 Fixed 0.91000000 N N N N N N Arroyo Mortgage Trust N/A 042858AA8 3435969.89000000 PA USD 3215438.69000000 0.060903876937 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.34700000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 11965000.00000000 PA USD 11014000.74000000 0.208617053638 Long DBT CORP US N 2 2053-08-15 Fixed 5.75000000 N N N N N N CPS Auto Trust N/A 12656NAE1 6500000.00000000 PA USD 6383710.45000000 0.120914361347 Long ABS-O CORP US N 2 2026-09-15 Fixed 0.83000000 N N N N N N MVW Owner Trust N/A 55389TAB7 2415242.49000000 PA USD 2198672.77000000 0.041645233736 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.44000000 N N N N N N New Residential Mortgage Loan N/A 64829EAA2 3473204.73000000 PA USD 3230192.93000000 0.061183338157 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Ellington Financial Mortgage T N/A 31574XAB4 1233390.84000000 PA USD 1035041.86000000 0.019604809217 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.00300000 N N N N N N MVW Owner Trust N/A 553894AA4 611751.40000000 PA USD 610902.59000000 0.011571153969 Long ABS-O CORP US N 2 2033-12-20 Fixed 2.25000000 N N N N N N Barclays Commercial Mortgage S N/A 05548WAA5 5490000.00000000 PA USD 5166793.27000000 0.097864637400 Long ABS-MBS CORP US N 2 2037-03-15 Floating 3.54000000 N N N N N N Freed ABS Trust N/A 35633KAC0 4650000.00000000 PA USD 4316938.64000000 0.081767474060 Long ABS-O CORP US N 2 2029-03-19 Fixed 2.51000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 12804913.14000000 PA USD 11395836.17000000 0.215849428527 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 14745000.00000000 PA USD 13268211.13000000 0.251314229800 Long DBT CORP US N 2 2025-09-01 Fixed 1.62500000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAA7 3146705.94000000 PA USD 3134648.39000000 0.059373621516 Long ABS-MBS CORP US N 2 2024-09-25 Fixed 3.47400000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22536BAC6 11195000.00000000 PA USD 10539343.55000000 0.199626534498 Long ABS-O CORP US N 2 2029-12-17 Fixed 1.77000000 N N N N N N Kronos Acquisition Holdings Inc N/A 49387TAW6 6412740.23000000 PA USD 5924666.57000000 0.112219575139 Long LON CORP US N 2 2026-12-22 Floating 6.81957000 N N N N N N St. George's University Scholastic Services LLC N/A 78957LAF9 3517185.29410000 PA USD 3324830.43000000 0.062975874482 Long LON CORP US N 2 2029-02-10 Floating 6.36529000 N N N N N N Towd Point Mortgage Trust N/A 89175VAB9 9400000.00000000 PA USD 8655728.68000000 0.163948837206 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 6933000.00000000 PA USD 6689998.35000000 0.126715784533 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414BAF3 6113094.43010000 PA USD 5803649.59000000 0.109927383009 Long LON CORP US N 2 2027-08-01 Floating 4.87786000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406CYZ5 99844.72000000 PA USD 99466.39000000 0.001884000710 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 9794000.00000000 PA USD 8148868.13000000 0.154348351693 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N JP Morgan Mortgage Trust N/A 46590YAA2 4140214.82000000 PA USD 3985541.36000000 0.075490452134 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.12369100 N N N N N N Visio Trust N/A 92837UAA7 8711943.28000000 PA USD 7957702.43000000 0.150727467145 Long ABS-MBS CORP US N 2 2056-05-25 Fixed 1.28000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 24722.00000000 NS USD 180470.60000000 0.003418307818 Long EC CORP CA N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 19090000.00000000 PA USD 16480487.68000000 0.312158212396 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 15669GAH7 5657219.60000000 PA USD 5134831.94000000 0.097259255336 Long LON CORP US N 2 2027-03-15 Floating 5.36529000 N N N N N N AL GCX Holdings LLC 2549009G4C2J89LNWS21 00162DAB1 1765000.00000000 PA USD 1737642.50000000 0.032912823158 Long LON CORP US N 2 2029-05-17 Floating 6.06599000 N N N N N N GLS Auto Receivables Trust N/A 36258AAD2 3000000.00000000 PA USD 2909760.30000000 0.055113998528 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.84000000 N N N N N N United Auto Credit Securitizat N/A 90943UAC8 6200000.00000000 PA USD 6122509.92000000 0.115966941580 Long ABS-O CORP US N 2 2026-06-10 Fixed 0.84000000 N N N N N N GLS Auto Receivables Trust N/A 36263XAE3 6000000.00000000 PA USD 5668810.80000000 0.107373390891 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.19000000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAN1 1008304.35000000 PA USD 917540.02000000 0.017379197630 Long ABS-MBS CORP US N 2 2045-05-10 Variable 6.65989700 N N N N N N Westlake Automobile Receivable N/A 96043JAL9 4720000.00000000 PA USD 4264469.50000000 0.080773651956 Long ABS-O CORP US N 2 2027-01-15 Fixed 2.12000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066GAF6 6988437.07000000 PA USD 6964085.16000000 0.131907284343 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.36000000 N N N N N N TricorBraun Inc 2549009AB5YVVW5J1U62 00184NAB3 6119423.37080000 PA USD 5735429.55000000 0.108635221870 Long LON CORP US N 2 2028-03-03 Floating 6.36529000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701YAA0 2049064.26000000 PA USD 2019762.64000000 0.038256482903 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.60986000 N N N N N N Exeter Automobile Receivables N/A 30167HAG3 8775000.00000000 PA USD 8638860.26000000 0.163629331137 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.73000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAD9 4355790.58000000 PA USD 4151402.08000000 0.078632033067 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.07000000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAA3 13417337.50000000 PA USD 11406977.57000000 0.216060458660 Long ABS-O CORP US N 2 2051-11-20 Fixed 3.93100000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAN3 1028591.01000000 PA USD 960200.30000000 0.018187229347 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.35954100 N N N N N N Avant Credit Card Master Trust N/A 05351KAA7 4270000.00000000 PA USD 3871536.41000000 0.073331075417 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.37000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AZ9 16510000.00000000 PA USD 13353456.24000000 0.252928864128 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N Sierra Receivables Funding Co N/A 82653DAA7 1079002.33000000 PA USD 1063268.43000000 0.020139450897 Long ABS-O CORP US N 2 2035-06-20 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89179YAW3 12970000.00000000 PA USD 10170477.38000000 0.192639811381 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 6410000.00000000 PA USD 5489764.38000000 0.103982058578 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Octane Receivables Trust N/A 67592LAB2 1114000.00000000 PA USD 1076086.68000000 0.020382242378 Long ABS-O CORP US N 2 2025-06-20 Fixed 1.98000000 N N N N N N Sierra Receivables Funding Co N/A 82650TAC1 3510179.81000000 PA USD 3404993.41000000 0.064494247787 Long ABS-O CORP US N 2 2040-06-20 Fixed 6.36000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAS0 4656113.98540000 PA USD 4546974.67000000 0.086124604584 Long LON CORP US N 2 2028-04-06 Floating 5.61529000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 6580000.00000000 PA USD 4812131.73000000 0.091146965297 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N CoreVest American Finance Ltd N/A 21873AAA5 14603481.52000000 PA USD 12873277.09000000 0.243833753109 Long ABS-O CORP US N 2 2052-12-15 Fixed 1.17400000 N N N N N N BAYPORT POLYMERS LLC N/A 073096AA7 15200000.00000000 PA USD 14083989.40000000 0.266765950126 Long DBT CORP US N 2 2027-04-14 Fixed 4.74300000 N N N N N N Hardee's Funding LLC and Carls N/A 411707AH5 19478062.50000000 PA USD 16718683.30000000 0.316669894355 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98100000 N N N N N N Tesla Auto Lease Trust N/A 88167HAF3 3045000.00000000 PA USD 2996330.55000000 0.056753732437 Long ABS-O CORP US N 2 2024-02-20 Fixed 1.68000000 N N N N N N Republic Finance Issuance Trus N/A 76042EAA7 7335000.00000000 PA USD 6921980.82000000 0.131109782730 Long ABS-O CORP US N 2 2030-11-20 Fixed 2.47000000 N N N N N N Verus Securitization Trust N/A 92538DAA7 4047261.90000000 PA USD 3700816.28000000 0.070097452017 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.91800000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 330.00000000 PA USD 269.44000000 0.000005103484 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N BXG Receivables Note Trust N/A 05607BAA9 3682722.58000000 PA USD 3524508.77000000 0.066757997613 Long ABS-O CORP US N 2 2032-10-04 Fixed 2.95000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAE3 2653350.00000000 PA USD 2527315.88000000 0.047870088712 Long LON CORP US N 2 2029-02-15 Floating 7.11373250 N N N N N N Mill City Mortgage Trust N/A 59982HAC4 5090534.22000000 PA USD 4718953.73000000 0.089382073476 Long ABS-MBS CORP US N 2 2060-11-25 Variable 1.12500000 N N N N N N Progress Residential Trust N/A 74333LAJ5 6890000.00000000 PA USD 6548643.91000000 0.124038378976 Long ABS-O CORP US N 2 2037-06-17 Fixed 5.11500000 N N N N N N JP Morgan Mortgage Trust N/A 46643UDJ5 1224682.68000000 PA USD 1188271.88000000 0.022507151068 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.41320500 N N N N N N Cascade Funding Mortgage Trust N/A 12529KAA0 1581708.33000000 PA USD 1462732.55000000 0.027705732189 Long ABS-MBS CORP US N 2 2041-03-20 Fixed 1.10000000 N N N N N N CPS Auto Trust N/A 12597TAC4 2085693.63000000 PA USD 2071292.33000000 0.039232510811 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.71000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AX8 16145000.00000000 PA USD 13529599.77000000 0.256265212573 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHB8 11312000.00000000 PA USD 11114791.00000000 0.210526129874 Long DBT CORP US N 2 2026-02-05 Floating 3.60229000 N N N N N N JP Morgan Mortgage Trust N/A 46647SBY5 2183840.89000000 PA USD 1925364.32000000 0.036468476905 Long ABS-MBS CORP US N 2 2047-08-25 Variable 2.50000000 N N N N N N FAT Brands Royalty I, LLC N/A 31189TAF1 11870000.00000000 PA USD 11415367.13000000 0.216219365976 Long ABS-O CORP US N 2 2051-04-25 Fixed 4.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46643KBS9 885798.07000000 PA USD 736107.23000000 0.013942664896 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.81995300 N N N N N N USASF Receivables LLC N/A 90353QAC0 7338000.00000000 PA USD 7255996.38000000 0.137436397703 Long ABS-O CORP US N 2 2024-08-15 Fixed 5.94000000 N N N N N N Alliance Laundry Systems LLC 549300YBOGK6MBI5ND34 01862LAW8 6065174.23000000 PA USD 5804856.95000000 0.109950251710 Long LON CORP US N 2 2027-10-08 Floating 5.95514000 N N N N N N United Auto Credit Securitizat N/A 90943UAD6 10160000.00000000 PA USD 9726337.67000000 0.184227326228 Long ABS-O CORP US N 2 2026-06-10 Fixed 1.14000000 N N N N N N Purchasing Power Funding N/A 74615JAB6 5465000.00000000 PA USD 5113597.22000000 0.096857046836 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.92000000 N N N N N N Avid Automobile Receivables Tr N/A 05369LAD9 3200000.00000000 PA USD 2868705.92000000 0.054336384290 Long ABS-O CORP US N 2 2028-04-17 Fixed 1.99000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBR4 6430694.62080000 PA USD 6151216.63000000 0.116510677630 Long LON CORP US N 2 2025-12-09 Floating 5.92414000 N N N N N N NBC Funding LLC N/A 62878YAA2 9319575.00000000 PA USD 7942607.79000000 0.150441558382 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.98900000 N N N N N N Aligned Data Centers Issuer LL N/A 01627AAA6 16110000.00000000 PA USD 13735764.59000000 0.260170196632 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAJ2 1656984.60000000 PA USD 1562800.10000000 0.029601119519 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.50000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 6625000.00000000 PA USD 5697500.00000000 0.107916795283 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 775000.00000000 PA USD 716828.50000000 0.013577504956 Long DBT CORP KY N 2 2027-01-30 Fixed 11.50000000 N N N N N N Vericrest Opportunity Loan Tra N/A 91835DAA9 3716277.45000000 PA USD 3385774.77000000 0.064130226016 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99180000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 6000000.00000000 PA USD 5503660.08000000 0.104245258123 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N Progress Residential Trust N/A 74333DAG9 16205000.00000000 PA USD 13756463.39000000 0.260562254230 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.19700000 N N N N N N American Credit Acceptance Rec N/A 02528BAE4 11021088.53000000 PA USD 10854228.15000000 0.205590788454 Long ABS-O CORP US N 2 2027-03-15 Fixed 0.83000000 N N N N N N CPS Auto Trust N/A 12656NAC5 535474.06000000 PA USD 534757.70000000 0.010128887623 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.61000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17324VAH7 624705.08000000 PA USD 587154.00000000 0.011121330060 Long ABS-MBS CORP US N 2 2042-09-25 Variable 3.75000000 N N N N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 43289DAH6 5826189.81000000 PA USD 5627108.90000000 0.106583511925 Long LON CORP US N 2 2026-06-22 Floating 4.80900000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAM2 6190000.00000000 PA USD 5849550.00000000 0.110796786283 Long DBT CORP US N 2 2025-01-15 Fixed 5.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 4455000.00000000 PA USD 4139897.85000000 0.078414130543 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CIM Trust N/A 12566DAA0 9990783.61000000 PA USD 9205896.66000000 0.174369612155 Long ABS-MBS CORP US N 2 2061-10-25 Variable 2.81600000 N N N N N N Arroyo Mortgage Trust N/A 042853AA9 12881264.76000000 PA USD 11019046.08000000 0.208712617820 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.17500000 N N N N N N Oportun Funding LLC N/A 68377BAA5 9015000.00000000 PA USD 8370047.97000000 0.158537736426 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.21000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 9851000.00000000 PA USD 738825.00000000 0.013994142391 Long DBT NUSS VE N 2 2019-10-13 Fixed 7.75000000 Y Y N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAE4 3680000.00000000 PA USD 3237185.60000000 0.061315786869 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N Brookfield WEC Holdings Inc 5493002M6GRSU1IWMG57 11284EAM5 8830947.26000000 PA USD 8426489.88000000 0.159606807079 Long LON CORP US N 2 2025-08-01 Floating 5.27386000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46590JBA4 2495000.00000000 PA USD 2336956.97000000 0.044264485636 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.98440000 N N N N N N Exeter Automobile Receivables N/A 30166EAG1 5121791.03000000 PA USD 5114479.16000000 0.096873751731 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.35000000 N N N N N N Westlake Automobile Receivable N/A 96042WAE7 6090000.00000000 PA USD 5886436.27000000 0.111495452022 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.75000000 N N N N N N Hilton USA Trust N/A 43289VAJ2 16760000.00000000 PA USD 16057489.52000000 0.304146171002 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 3.32283500 N N N N N N New Residential Mortgage Loan N/A 64830HAD6 595000.00000000 PA USD 502062.43000000 0.009509603945 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.75000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 296959.52000000 PA USD 291168.96000000 0.005515054155 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.22000000 N N N N N N Aqua Finance Trust N/A 03837PAA5 1869521.01000000 PA USD 1845090.11000000 0.034947996784 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.72000000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAA0 9100057.63000000 PA USD 7997181.61000000 0.151475245396 Long ABS-MBS CORP US N 2 2065-09-25 Variable 1.06500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDJ5 15850000.00000000 PA USD 13916850.00000000 0.263600149615 Long DBT CORP US N 2 2026-04-15 Fixed 1.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 6080000.00000000 PA USD 5289966.75000000 0.100197675965 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N Drive Auto Receivables Trust N/A 26209WAF0 1108548.51000000 PA USD 1107620.10000000 0.020979519365 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.90000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 9245000.00000000 PA USD 7540776.70000000 0.142830444126 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Lendmark Funding Trust N/A 52604AAA6 8000000.00000000 PA USD 7782448.80000000 0.147407974365 Long ABS-O CORP US N 2 2028-04-20 Fixed 2.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TWU7 688230.48000000 PA USD 665552.88000000 0.012606289407 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 7699000.00000000 PA USD 6283711.31000000 0.119020269777 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545700 N N N N N N Arroyo Mortgage Trust N/A 042855AL0 4252000.00000000 PA USD 3571548.19000000 0.067648974965 Long ABS-MBS CORP US N 2 2056-12-25 Variable 3.26900000 N N N N N N BLUELINX HOLDING 549300YSX7GU28F5I540 09624HAA7 7176000.00000000 PA USD 5629156.87000000 0.106622302686 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413CG78 5521.44000000 PA USD 5612.91000000 0.000106314569 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Mill City Mortgage Trust N/A 59981HAC5 1983000.00000000 PA USD 1874452.96000000 0.035504160834 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.25000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBL1 4075000.00000000 PA USD 3406268.05000000 0.064518390843 Long ABS-MBS CORP US N 2 2053-02-13 Variable 3.17310000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAB0 1055000.00000000 PA USD 984372.19000000 0.018645071015 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 3615000.00000000 PA USD 2516943.75000000 0.047673629382 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEP5 10541000.00000000 PA USD 10594913.95000000 0.200679097811 Long DBT CORP US N 2 2025-05-15 Floating 4.00514000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 1505000.00000000 PA USD 1271627.18000000 0.024085990357 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Oportun Funding LLC N/A 68377WAA9 6210000.00000000 PA USD 5481188.81000000 0.103819628032 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.18000000 N N N N N N Carvana Auto Receivables Trust N/A 14687PAG0 11730000.00000000 PA USD 11471449.69000000 0.217281630152 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.43000000 N N N N N N ACM Auto Trust N/A 00091QAA0 3886232.86000000 PA USD 3873495.73000000 0.073368187051 Long ABS-O CORP US N 2 2029-04-20 Fixed 3.23000000 N N N N N N Progress Residential Trust N/A 74331FAE1 1430000.00000000 PA USD 1205913.28000000 0.022841298212 Long ABS-O CORP US N 2 2038-04-17 Fixed 1.55500000 N N N N N N CPS Auto Trust N/A 12597JAC6 233606.89000000 PA USD 233436.50000000 0.004421539092 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.54000000 N N N N N N CoreVest American Finance Ltd N/A 21873CAA1 4895706.45000000 PA USD 4303034.68000000 0.081504118061 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N JP Morgan Mortgage Trust N/A 46643KBQ3 1881949.76000000 PA USD 1569997.02000000 0.029737436946 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.81995300 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAC5 375985.31000000 PA USD 364677.10000000 0.006907377612 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.71272100 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 000000000 3231900.00000000 PA USD 3133327.05000000 0.059348593911 Long LON CORP US N 2 2029-04-13 Floating 5.90624000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873AAA6 5190255.56000000 PA USD 4813007.54000000 0.091163554083 Long ABS-MBS CORP US N 2 2051-02-27 Variable 2.23950000 N N N N N N Vericrest Opportunity Loan Tra N/A 91835MAA9 12590880.33000000 PA USD 11430650.85000000 0.216508856117 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89250000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAC9 7020000.00000000 PA USD 6280424.75000000 0.118958018786 Long ABS-O CORP US N 2 2037-08-17 Fixed 1.74000000 N N N N N N Towd Point Mortgage Trust N/A 89176LAB0 1704999.93000000 PA USD 1589446.29000000 0.030105827098 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N Provident Funding Mortgage Tru N/A 74387LAC5 2147139.35000000 PA USD 1817407.02000000 0.034423649201 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N RCO Mortgage LLC N/A 74934VAA5 9568092.31000000 PA USD 8977787.90000000 0.170048986204 Long ABS-MBS CORP US N 2 2027-01-25 Variable 3.00000000 N N N N N N GCI Funding I LLC N/A 36166VAE5 4779133.33000000 PA USD 4078621.35000000 0.077253487541 Long ABS-O CORP US N 2 2046-06-18 Fixed 2.38000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAA8 1727451.49000000 PA USD 1571818.13000000 0.029771930734 Long ABS-O CORP US N 2 2033-11-21 Fixed 1.51000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 1000000.00000000 PA USD 962730.00000000 0.018235144593 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N Imperial Fund LLC N/A 45276JAA8 12908853.76000000 PA USD 10448794.14000000 0.197911431006 Long ABS-MBS CORP US N 2 2057-01-25 Variable 2.09100000 N N N N N N AMSR Trust N/A 001807AB2 4362000.00000000 PA USD 3910172.26000000 0.074062880088 Long ABS-O CORP US N 2 2037-09-17 Fixed 1.80600000 N N N N N N Upstart Pass Through Trust N/A 91682CAA5 3330119.92000000 PA USD 3181701.47000000 0.060264857602 Long ABS-O CORP US N 2 2027-04-20 Fixed 2.50000000 N N N N N N Tricolor Auto Securitization T N/A 89616BAD6 4640000.00000000 PA USD 4473818.40000000 0.084738945924 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 13774000.00000000 PA USD 13570971.24000000 0.257048832838 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 15150000.00000000 PA USD 12707654.26000000 0.240696678070 Long DBT UST US N 2 2027-12-31 Fixed 0.62500000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAH3 6510000.00000000 PA USD 5249764.71000000 0.099436205966 Long DBT CORP US N 2 2028-08-09 Fixed 2.37500000 N N N N N N AMSR Trust N/A 66982FAB5 4106000.00000000 PA USD 3553496.64000000 0.067307059137 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.41700000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 9651479.18000000 PA USD 8572784.50000000 0.162377784974 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 21430000.00000000 PA USD 19912049.67000000 0.377155697745 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N TRANSOCEAN GUARDIAN LTD N/A 893800AA0 2146751.57760000 PA USD 2021399.64000000 0.038287489448 Long DBT CORP KY N 2 2024-01-15 Fixed 5.87500000 N N N N N N Progress Residential Trust N/A 74333HAE5 3770000.00000000 PA USD 3201939.04000000 0.060648179006 Long ABS-O CORP US N 2 2038-07-17 Fixed 1.85500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 2749000.00000000 PA USD 2430101.95000000 0.046028752023 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N Towd Point Mortgage Trust N/A 89172UAE8 8095000.00000000 PA USD 7407726.41000000 0.140310328126 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.82315300 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CX1 6330000.00000000 PA USD 5795115.00000000 0.109765728669 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 69360XAA4 7892037.80000000 PA USD 7286978.94000000 0.138023240807 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 5892000.00000000 PA USD 4889204.93000000 0.092606814835 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61762MBW0 2075000.00000000 PA USD 2057189.65000000 0.038965390841 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.20601100 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 5598514.98000000 PA USD 4856127.26000000 0.091980288088 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAM7 4930000.00000000 PA USD 4636250.09000000 0.087815577331 Long DBT CORP IE N 2 2024-08-14 Fixed 2.87500000 N N N N N N Towd Point Asset Funding, LLC N/A 89180DAC0 2116262.37000000 PA USD 1991406.49000000 0.037719386837 Long ABS-MBS CORP US N 2 2063-02-25 Variable 1.50000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 10518046.49000000 PA USD 10068180.18000000 0.190702192076 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.46700000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 2903000.00000000 PA USD 1961883.69000000 0.037160193162 Long DBT CORP CL N 2 2028-01-15 Fixed 5.12500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824WAA0 9369014.78000000 PA USD 8709521.40000000 0.164967729343 Long ABS-MBS CORP US N 2 2051-09-25 Variable 1.91730000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAF7 6514000.00000000 PA USD 5536346.83000000 0.104864380424 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 4112990.38000000 PA USD 3772988.80000000 0.071464477390 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AN1 7666000.00000000 PA USD 6717950.76000000 0.127245233328 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N AMSR Trust N/A 00178UAD1 1680000.00000000 PA USD 1558893.17000000 0.029527118050 Long ABS-O CORP US N 2 2037-07-17 Fixed 3.28200000 N N N N N N Upstart Securitization Trust N/A 91681NAA2 182614.59000000 PA USD 181273.30000000 0.003433511822 Long ABS-O CORP US N 2 2031-03-20 Fixed 0.87000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 154399008.33000000 NS USD 154399008.33000000 2.924483751443 Long STIV RF US N 1 N N GoldenTree Loan Management US N/A 38138JAC7 18315000.00000000 PA USD 17813169.00000000 0.337400634017 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.77986000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22535KAC7 10397469.45000000 PA USD 10369841.29000000 0.196415978869 Long ABS-O CORP US N 2 2029-01-16 Fixed 2.86000000 N N N N N N USASF Receivables LLC N/A 90355EAB7 5725000.00000000 PA USD 5557058.84000000 0.105256688233 Long ABS-O CORP US N 2 2025-03-17 Fixed 1.49000000 N N N N N N First Investors Auto Owner Tru N/A 32059FAE9 2915000.00000000 PA USD 2740403.74000000 0.051906202615 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.17000000 N N N N N N DT Auto Owner Trust N/A 23343JAE6 2844128.41000000 PA USD 2840442.42000000 0.053801043115 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.73000000 N N N N N N Verus Securitization Trust N/A 92538EAA5 5487115.92000000 PA USD 5043792.62000000 0.095534872421 Long ABS-MBS CORP US N 2 2064-04-25 Variable 1.02000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 1832496.35000000 PA USD 1768666.65000000 0.033500454022 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 3525000.00000000 PA USD 3397218.75000000 0.064346987341 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N DORIC NIMROD AIR 2012-1A N/A 258258AA0 1183627.20220000 PA USD 1174513.27000000 0.022246548155 Long DBT CORP GG N 2 2022-11-30 Fixed 5.12500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BV7 13053000.00000000 PA USD 12802545.56000000 0.242494021641 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 6715000.00000000 PA USD 5924701.38000000 0.112220234478 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22534GAC7 4650000.00000000 PA USD 4602795.99000000 0.087181920593 Long ABS-O CORP US N 2 2029-04-16 Fixed 2.39000000 N N N N N N Diamond Resorts Owner Trust N/A 252724AB5 1179133.46000000 PA USD 1158393.33000000 0.021941219105 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.19000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213S2N4 5723.98000000 PA USD 5915.01000000 0.000112036669 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N RealPage Inc 5493001RSFZX4122A604 75605VAD4 6663415.62000000 PA USD 6232159.36000000 0.118043820241 Long LON CORP US N 2 2028-04-24 Floating 5.52386000 N N N N N N Avid Automobile Receivables Tr N/A 05369DAD7 1615000.00000000 PA USD 1599147.64000000 0.030289581130 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.03000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 13578000.00000000 PA USD 11010265.51000000 0.208546304353 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N Affirm Inc N/A 00834WAF8 4930000.00000000 PA USD 4764628.08000000 0.090247194929 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.30000000 N N N N N N Verus Securitization Trust N/A 92537KAD6 6070000.00000000 PA USD 5544882.48000000 0.105026054842 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.20700000 N N N N N N Genesis Sales Finance Master T N/A 37186XAE5 10425000.00000000 PA USD 10197775.66000000 0.193156870248 Long ABS-O CORP US N 2 2025-09-22 Fixed 1.65000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17322GAA7 1723293.38000000 PA USD 1620638.86000000 0.030696648017 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N Onslow Bay Financial LLC N/A 67114JAB6 2551186.51000000 PA USD 2045238.26000000 0.038739018623 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.26000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 4191000.00000000 PA USD 4089195.79000000 0.077453778840 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 16550000.00000000 PA USD 13894888.63000000 0.263184177580 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N Octane Receivables Trust N/A 67592LAA4 3610763.97000000 PA USD 3567335.15000000 0.067569175443 Long ABS-O CORP US N 2 2025-02-20 Fixed 1.71000000 N N N N N N New Residential Mortgage Loan N/A 64829FAA9 1862194.58000000 PA USD 1732124.01000000 0.032808297006 Long ABS-MBS CORP US N 2 2056-03-25 Variable 3.75000000 N N N N N N Sierra Receivables Funding Co N/A 82652MAB6 3445543.87000000 PA USD 3311651.76000000 0.062726256258 Long ABS-O CORP US N 2 2036-05-20 Fixed 2.82000000 N N N N N N Welk Resorts LLC N/A 94946DAB7 4357477.65000000 PA USD 4200357.03000000 0.079559292623 Long ABS-O CORP US N 2 2038-06-15 Fixed 2.99000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFY3 8918000.00000000 PA USD 8925469.18000000 0.169058013216 Long DBT CORP US N 2 2023-02-15 Floating 3.79514000 N N N N N N Conn Funding II, L.P N/A 20825GAB1 5250000.00000000 PA USD 5120389.05000000 0.096985691422 Long ABS-O CORP US N 2 2026-05-15 Fixed 2.87000000 N N N N N N CPS Auto Trust N/A 12655CAD8 136577.87000000 PA USD 136611.10000000 0.002587561581 Long ABS-O CORP US N 2 2024-06-17 Fixed 4.40000000 N N N N N N New Residential Mortgage Loan N/A 64829DAG1 3328329.88000000 PA USD 3100976.99000000 0.058735848882 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LR79 3041465.07000000 PA USD 2872233.85000000 0.054403207090 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Pawnee Equipment Receivables N/A 704102AC6 3635000.00000000 PA USD 3606608.83000000 0.068313061302 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.52000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REL4 11500000.00000000 PA USD 9517952.00000000 0.180280276875 Long ABS-O CORP US N 2 2027-08-20 Fixed 3.71000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAE6 6420000.00000000 PA USD 6184580.53000000 0.117142625882 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 6040000.00000000 PA USD 4995200.80000000 0.094614490940 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REP5 11905000.00000000 PA USD 10745603.00000000 0.203533310951 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.04000000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 6450000.00000000 PA USD 5611500.00000000 0.106287862524 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N LendingPoint Asset Securitizat N/A 52606WAA6 5666704.92000000 PA USD 5553563.49000000 0.105190482534 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.77000000 N N N N N N Oportun Funding LLC N/A 68377XAA7 5591329.59000000 PA USD 5472800.67000000 0.103660747613 Long ABS-O CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAA1 18282000.00000000 PA USD 16103235.15000000 0.305012642576 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 5870000.00000000 PA USD 4668987.84000000 0.088435665626 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12061RAA9 2016262.83000000 PA USD 1871238.69000000 0.035443279093 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.87900000 N N N N N N Metlife Securitization Trust N/A 59166BAB7 7930000.00000000 PA USD 7094786.23000000 0.134382903582 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.42062700 N N N N N N Angel Oak Mortgage Trust N/A 03464JAA9 9719511.90000000 PA USD 8057915.66000000 0.152625613810 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N Firstkey Homes Trust N/A 33767JAC6 21440000.00000000 PA USD 19166155.07000000 0.363027649504 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.56700000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBB0 4930000.00000000 PA USD 4484830.86000000 0.084947533795 Long DBT CORP IE N 2 2024-10-29 Fixed 1.75000000 N N N N N N Veros Auto Receivables Trust N/A 92512BAB9 4235000.00000000 PA USD 4029358.56000000 0.076320397163 Long ABS-O CORP US N 2 2026-10-15 Fixed 1.49000000 N N N N N N Avid Automobile Receivables Tr N/A 05369DAC9 3180000.00000000 PA USD 3157607.39000000 0.059808489739 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.14000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 3250000.00000000 PA USD 2916184.38000000 0.055235677532 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAA1 1687330.30000000 PA USD 1432668.96000000 0.027136295368 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.98500000 N N N N N N AmeriCredit Automobile Receiva 5493003R0K8V08JVGR27 03066HAG2 7410031.15000000 PA USD 7407402.81000000 0.140304198793 Long ABS-O CORP US N 2 2024-03-18 Fixed 3.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RHT1 1259403.63000000 PA USD 1230621.55000000 0.023309299496 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 3650000.00000000 PA USD 3195593.25000000 0.060527982899 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BC5 3445000.00000000 PA USD 3505287.50000000 0.066393926028 Long DBT CORP LR N 2 2023-06-15 Fixed 9.12500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AZ9 3430000.00000000 PA USD 3327100.00000000 0.063018862586 Long DBT CORP US N 2 2025-04-01 Fixed 5.62500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 14667000.00000000 PA USD 14097034.81000000 0.267013044263 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 16025000.00000000 PA USD 14819456.88000000 0.280696497468 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 1559053.76000000 PA USD 1410943.65000000 0.026724794564 Long LON CORP PA N 2 2025-06-30 Floating 5.87686000 N N N N N N WR Grace Holdings LLC N/A 92943HAB5 2257937.50000000 PA USD 2108349.14000000 0.039934406762 Long LON CORP US N 2 2028-09-22 Floating 7.43750000 N N N N N N Oasis Securitisation N/A 67422AAA4 1130204.55000000 PA USD 1114628.18000000 0.021112259959 Long ABS-O CORP US N 2 2033-02-15 Fixed 2.57920000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36416UAG0 1037839.60000000 PA USD 965603.27000000 0.018289567426 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.50000000 N N N N N N Westgate Resorts N/A 96034JAB2 4237026.93000000 PA USD 3991796.71000000 0.075608935210 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.28800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 6265000.00000000 PA USD 5781597.55000000 0.109509693587 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N COLT Funding LLC N/A 19685WAB7 5488837.79000000 PA USD 4503325.75000000 0.085297846960 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.13000000 N N N N N N Oasis Securitisation N/A 67422CAA0 3677727.63000000 PA USD 3575244.07000000 0.067718978918 Long ABS-O CORP US N 2 2033-10-15 Fixed 2.14300000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 650785.88000000 PA USD 632688.44000000 0.011983801466 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N Flagship Credit Auto Trust N/A 33845WAE9 1496679.14000000 PA USD 1488038.96000000 0.028185062890 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.09000000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 000000000 6637063.90000000 PA USD 6323197.15000000 0.119768174176 Long LON CORP US N 2 2028-09-22 Floating 5.86529000 N N N N N N Bankers Healthcare Group Secur N/A 06616PAA5 1637191.72000000 PA USD 1599130.12000000 0.030289249283 Long ABS-O CORP US N 2 2031-09-17 Fixed 2.56000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABD2 6075000.00000000 PA USD 5842167.30000000 0.110656949982 Long DBT CORP DK N 2 2025-03-28 Fixed 3.77300000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 72814CAF5 6034567.68000000 PA USD 5768503.59000000 0.109261679861 Long LON CORP US N 2 2028-03-13 Floating 5.27386000 N N N N N N Verus Securitization Trust N/A 92539NAA4 8415745.91000000 PA USD 8174413.46000000 0.154832207796 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15200000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AX7 11513000.00000000 PA USD 9827958.93000000 0.186152142500 Long DBT CORP US N 2 2026-04-01 Fixed 1.40000000 N N N N N N 2022-11-18 Virtus Opportunities Trust Amy Hackett Amy Hackett Vice President and Assistant Treasurer