0001752724-22-259233.txt : 20221121
0001752724-22-259233.hdr.sgml : 20221121
20221121163759
ACCESSION NUMBER: 0001752724-22-259233
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: 221406242
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000001336
Virtus Newfleet Core Plus Bond Fund
C000003572
CLASS A
SAVAX
C000003574
CLASS C
SAVCX
C000003575
CLASS I
SAVYX
C000176707
Class R6
VBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000001336
C000003572
C000176707
C000003575
C000003574
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Core Plus Bond Fund
S000001336
549300U1U6DG3SZD7A72
2022-09-30
2022-09-30
N
112958477.74
19898397.11
93060080.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6000.00000000
0.00000000
0.00000000
343985.64000000
USD
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
253064.00000000
PA
USD
207512.35000000
0.222987502906
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
108000.00000000
PA
USD
98559.27000000
0.105909289281
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
62591.79000000
PA
USD
61838.96000000
0.066450576424
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2020-2 Trust
437301AA2
165944.21000000
PA
USD
136702.42000000
0.146896949878
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
1.53200000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
285663.84000000
PA
USD
251818.70000000
0.270597981750
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
282924.29090000
PA
USD
229915.79000000
0.247061670743
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP
80875CAB3
40000.00000000
PA
USD
36958.40000000
0.039714558325
Long
LON
CORP
US
N
2
2029-04-04
Floating
5.61654000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
6643.00000000
NS
USD
527454.20000000
0.566788892110
Long
EC
RF
US
N
1
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
175000.00000000
PA
USD
158150.13000000
0.169944114521
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
260000.00000000
PA
USD
240327.26000000
0.258249572075
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
Cooper-Standard Automotive Inc
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
21676TAC9
169802.01000000
PA
USD
156341.80000000
0.168000929014
Long
LON
CORP
US
N
2
2023-11-02
Floating
5.11529000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
85737.27000000
PA
USD
80465.35000000
0.086466022224
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAA0
305000.00000000
PA
USD
301562.59000000
0.324051503027
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
5.33360000
N
N
N
N
N
N
Perrigo Investments, LLC
549300POZGC78VHAAJ73
Perrigo Investments LLC
000000000
174562.50000000
PA
USD
171507.66000000
0.184297777133
Long
LON
CORP
IE
N
2
2029-04-20
Floating
5.63409000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
330000.00000000
PA
USD
243972.77000000
0.262166944567
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207VDD5
8333.07000000
PA
USD
8611.18000000
0.009253355404
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
220547.17000000
PA
USD
200224.10000000
0.215155734493
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAA4
175000.00000000
PA
USD
124274.68000000
0.133542415994
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
155000.00000000
PA
USD
146141.75000000
0.157040214247
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
354000.00000000
PA
USD
286318.81000000
0.307670924054
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
120000.00000000
PA
USD
120093.60000000
0.129049533577
Long
LON
CORP
KY
N
2
2027-10-20
Floating
6.45990000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
335000.00000000
PA
USD
297380.18000000
0.319557191426
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO VII Mortgage LLC 2021-2
74938JAA8
135217.92000000
PA
USD
127608.57000000
0.137124929546
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.11560000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
873785.45000000
PA
USD
724408.51000000
0.778430993285
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAG8
303493.13000000
PA
USD
282266.58000000
0.303316500575
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
4.88280000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
34270.83000000
PA
USD
34019.11000000
0.036556071915
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Sophia LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAN3
122077.87740000
PA
USD
117194.76000000
0.125934513710
Long
LON
CORP
US
N
2
2027-10-07
Floating
7.17414000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
44000.00000000
PA
USD
41078.35000000
0.044141751997
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
322523.56000000
PA
USD
306227.90000000
0.329064726708
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAD6
100000.00000000
PA
USD
91348.97000000
0.098161283959
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
SANTA CLARA VLY CA WTR DIST WT
N/A
Santa Clara Valley Water District
80168ADF1
250000.00000000
PA
USD
167082.70000000
0.179542827460
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.96700000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
26600.63000000
PA
USD
25146.64000000
0.027021940911
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.48811600
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-6 LLC
693587AA5
249521.69000000
PA
USD
237264.01000000
0.254957881396
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36300000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
000000000
30000.00000000
PA
USD
28473.30000000
0.030596685288
Long
LON
CORP
CA
N
2
2028-08-11
Floating
6.42100000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
270000.00000000
PA
USD
225018.26000000
0.241798909346
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
136000.00000000
PA
USD
127351.60000000
0.136848796108
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
255000.00000000
PA
USD
236187.40000000
0.253800983623
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAM7
123888.36000000
PA
USD
117462.27000000
0.126221973164
Long
LON
CORP
US
N
2
2028-11-23
Floating
5.95382000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3264751.69000000
NS
USD
3264751.69000000
3.508219279306
Long
STIV
RF
US
N
1
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
140000.00000000
PA
USD
134050.00000000
0.144046726687
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
45672JAK6
279374.77030000
PA
USD
269795.01000000
0.289914868086
Long
LON
CORP
US
N
2
2024-04-01
Floating
5.11529000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
820000.00000000
PA
USD
653245.31000000
0.701960825283
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
165000.00000000
PA
USD
140063.86000000
0.150509067961
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
52756.59000000
PA
USD
52628.61000000
0.056553368150
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QMQ6
1664.41000000
PA
USD
1712.44000000
0.001840144547
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
230000.00000000
PA
USD
187421.25000000
0.201398116927
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411H7D6
8465.20000000
PA
USD
8925.26000000
0.009590857798
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAB7
99200.75000000
PA
USD
96069.97000000
0.103234350700
Long
LON
CORP
US
N
2
2028-10-05
Floating
6.21057000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
260000.00000000
PA
USD
231124.92000000
0.248360971143
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
96115.62000000
PA
USD
81355.32000000
0.087422361391
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
280000.00000000
PA
USD
233604.00000000
0.251024927572
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
42610.67000000
PA
USD
39629.30000000
0.042584639656
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
124816.21000000
PA
USD
118076.13000000
0.126881611535
Long
LON
CORP
US
N
2
2028-02-01
Floating
6.86529000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
176012.42000000
PA
USD
147711.59000000
0.158727124455
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
60000.00000000
PA
USD
36270.29000000
0.038975132789
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-2
89177JAB4
190000.00000000
PA
USD
166805.94000000
0.179245428190
Long
ABS-O
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
140000.00000000
PA
USD
124551.69000000
0.133840083907
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
275000.00000000
PA
USD
167392.50000000
0.179875730675
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
90552.51000000
PA
USD
83066.96000000
0.089261646280
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
300000.00000000
PA
USD
261331.19000000
0.280819861997
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
395000.00000000
PA
USD
337800.05000000
0.362991357532
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAE8
310000.00000000
PA
USD
283680.69000000
0.304836067279
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.82315300
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
361000.00000000
PA
USD
274965.27000000
0.295470698218
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
PODS LLC
N/A
PODS LLC
73044EAB0
127582.76250000
PA
USD
120433.02000000
0.129414265692
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.81957500
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAH6
576588.79000000
PA
USD
504465.95000000
0.542086302295
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
3.25000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
7724.73000000
PA
USD
7054.41000000
0.007580489885
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
222998.74000000
PA
USD
212600.15000000
0.228454723615
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.47400000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
264231.06000000
PA
USD
262715.99000000
0.282307932919
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BB2
250000.00000000
PA
USD
195693.75000000
0.210287535402
Long
DBT
CORP
IN
N
2
2032-01-12
Fixed
2.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
140000.00000000
PA
USD
92762.60000000
0.099680334867
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
975000.00000000
PA
USD
761215.97000000
0.817983355319
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-1
24382JAA4
100393.96000000
PA
USD
88486.13000000
0.095084948778
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
280000.00000000
PA
USD
253871.24000000
0.272803589123
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
245000.00000000
PA
USD
238532.00000000
0.256320431258
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP
17288YAE2
71000.00000000
PA
USD
70023.75000000
0.075245743960
Long
LON
CORP
US
N
2
2028-02-02
Floating
5.56977000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
144500.00000000
PA
USD
140140.81000000
0.150591756477
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
4.06800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAA5
143729.73000000
PA
USD
132117.30000000
0.141969896335
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
60936.54000000
PA
USD
56939.61000000
0.061185859301
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
360000.00000000
PA
USD
266731.20000000
0.286622575646
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
391050.00000000
PA
USD
319666.95000000
0.343505988642
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
81337.24000000
PA
USD
80087.90000000
0.086060424037
Long
LON
CORP
US
N
2
2026-09-18
Floating
5.61529000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
122247.24000000
PA
USD
116788.47000000
0.125497924791
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
212894.81000000
PA
USD
189467.46000000
0.203596922243
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAB3
460000.00000000
PA
USD
414638.94000000
0.445560477911
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
22048.68000000
PA
USD
20878.35000000
0.022435344842
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
153888.70310000
PA
USD
142759.47000000
0.153405702029
Long
LON
CORP
US
N
2
2025-11-16
Floating
6.87057000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
320000.00000000
PA
USD
296527.00000000
0.318640385858
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAA7
445739.75000000
PA
USD
384280.35000000
0.412937907853
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAC8
335000.00000000
PA
USD
330813.04000000
0.355483293975
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
0.84000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
000000000
64837.50000000
PA
USD
62859.96000000
0.067547717103
Long
LON
CORP
US
N
2
2029-04-13
Floating
5.90624000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
260000.00000000
PA
USD
248452.46000000
0.266980705709
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
189357.19000000
PA
USD
179761.46000000
0.193167101063
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAA4
153467.38000000
PA
USD
149251.51000000
0.160381883391
Long
ABS-O
CORP
US
N
2
2028-03-24
Fixed
2.23000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSIONS
N/A
Texas Transportation Commission State Highway Fund
88283LKV7
80000.00000000
PA
USD
73257.66000000
0.078720821542
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
95000.00000000
PA
USD
93683.24000000
0.100669631237
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
260000.00000000
PA
USD
256320.58000000
0.275435587702
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
242000.00000000
PA
USD
220627.21000000
0.237080398497
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
335000.00000000
PA
USD
290526.83000000
0.312192755511
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
270000.00000000
PA
USD
245684.58000000
0.264006412133
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
144000.00000000
PA
USD
118211.19000000
0.127026743582
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AB6
270000.00000000
PA
USD
245552.80000000
0.263864804691
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.79000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
72321.08000000
PA
USD
68462.22000000
0.073567763466
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SS8
455000.00000000
PA
USD
282491.02000000
0.303557678101
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
220000.00000000
PA
USD
185900.00000000
0.199763420299
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
305000.00000000
PA
USD
235633.24000000
0.253205497356
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
255000.00000000
PA
USD
212344.88000000
0.228180416954
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-5
924921AA7
414887.75000000
PA
USD
383377.86000000
0.411968115011
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
3.80000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
175000.00000000
PA
USD
155119.95000000
0.166687960025
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
280000.00000000
PA
USD
254152.97000000
0.273106329028
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
200752.48000000
PA
USD
191903.97000000
0.206215134030
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL4 LLC
91823DAA3
232947.13000000
PA
USD
214011.39000000
0.229971206290
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86770000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
88000.00000000
PA
USD
76290.72000000
0.081980070813
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
6000.00000000
PA
USD
5912.13000000
0.006353024798
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
1135000.00000000
PA
USD
750563.08000000
0.806536030184
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
279788.52000000
PA
USD
268399.17000000
0.288414933860
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
975000.00000000
PA
USD
669817.39000000
0.719768761713
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
200000.00000000
PA
USD
170725.00000000
0.183456750568
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
19277.31000000
PA
USD
18491.65000000
0.019870657616
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
PUG LLC
N/A
Pug LLC
74530DAC9
81662.91000000
PA
USD
70638.42000000
0.075906252736
Long
LON
CORP
US
N
2
2027-02-12
Floating
6.61529000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
1185000.00000000
PA
USD
993733.59000000
1.067840886524
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
130000.00000000
PA
USD
113061.00000000
0.121492480163
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
216615.97000000
PA
USD
200573.24000000
0.215530911473
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
270000.00000000
PA
USD
259595.36000000
0.278954583149
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
180000.00000000
PA
USD
177030.00000000
0.190231943494
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
100000.00000000
PA
USD
89464.74000000
0.096136538238
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.74000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM4
45276JAA8
595850.99000000
PA
USD
482298.77000000
0.518266013455
Long
ABS-MBS
CORP
US
N
2
2057-01-25
Variable
2.09100000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AD5
321750.00000000
PA
USD
278710.79000000
0.299495538917
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.44500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAC3
100000.00000000
PA
USD
91787.77000000
0.098632807298
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
2.53300000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR4
12566DAA0
110237.50000000
PA
USD
101577.12000000
0.109152194273
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
2.81600000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-RTL1
64831LAA2
255000.00000000
PA
USD
242870.08000000
0.260982021889
Long
ABS-MBS
CORP
US
N
2
2026-12-25
Fixed
4.33560000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JDZ6
107602.84000000
PA
USD
113163.47000000
0.121602591824
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAN9
290000.00000000
PA
USD
265192.74000000
0.284969385589
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
154715.03000000
PA
USD
131720.73000000
0.141543752281
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
216700.73000000
PA
USD
211304.88000000
0.227062859358
Long
LON
CORP
US
N
2
2024-12-23
Floating
5.86529000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
175000.00000000
PA
USD
170136.58000000
0.182824449375
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2021-RN3 LLC
74143JAA9
337739.79000000
PA
USD
311489.78000000
0.334719009366
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.84290000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AF7
255000.00000000
PA
USD
249953.44000000
0.268593620710
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAJ9
220000.00000000
PA
USD
183973.59000000
0.197693349021
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.26500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
190000.00000000
PA
USD
147002.19000000
0.157964821226
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
230000.00000000
PA
USD
214602.47000000
0.230606365852
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YFP2
46143.02000000
PA
USD
47546.59000000
0.051092358482
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-1
89170VAA6
582058.48000000
PA
USD
537899.97000000
0.578013651351
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
3.75000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-1 Mortgage Loan Trust
19688HAA9
260524.64000000
PA
USD
226792.01000000
0.243704936063
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28400000
N
N
N
N
N
N
Brookfield WEC Holdings Inc
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
122987.41340000
PA
USD
117354.59000000
0.126106262970
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.27386000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
3760000.00000000
PA
USD
3180137.50000000
3.417295018950
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
375000.00000000
PA
USD
277399.06000000
0.298085987162
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
260000.00000000
PA
USD
232581.67000000
0.249926357709
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
365000.00000000
PA
USD
258036.35000000
0.277279310584
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
355000.00000000
PA
USD
276213.08000000
0.296811563164
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-RPL1 Trust
19687YAA3
148956.65000000
PA
USD
128184.90000000
0.137744239132
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.38970000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
155000.00000000
PA
USD
125743.75000000
0.135121041319
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TRX9
6522.43000000
PA
USD
6755.67000000
0.007259471466
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAB3
280000.00000000
PA
USD
212800.00000000
0.228669477352
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JGT9
160000.00000000
PA
USD
116073.92000000
0.124730087502
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
340000.00000000
PA
USD
304162.26000000
0.326845042407
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
90000.00000000
PA
USD
77400.00000000
0.083172074939
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
92835.68000000
PA
USD
78501.39000000
0.084355600670
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO VI Mortgage LLC 2022-1
74934VAA5
216002.08000000
PA
USD
202675.81000000
0.217790279814
Long
ABS-MBS
CORP
US
N
2
2027-01-25
Variable
3.00000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
215000.00000000
PA
USD
197546.84000000
0.212278818869
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
62673.69000000
PA
USD
62700.38000000
0.067376236486
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
265000.00000000
PA
USD
242452.13000000
0.260532903430
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
265000.00000000
PA
USD
258741.60000000
0.278037154329
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
33000.00000000
PA
USD
24806.80000000
0.026656757475
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
370000.00000000
PA
USD
364909.91000000
0.392122924813
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.79800000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
124163.66000000
PA
USD
118834.56000000
0.127696601158
Long
LON
CORP
US
N
2
2027-10-08
Floating
5.95514000
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
Cajun Global LLC
12803VAA3
163143.75000000
PA
USD
138699.43000000
0.149042886123
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
33283.95000000
PA
USD
30959.13000000
0.033267895095
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAE5
220000.00000000
PA
USD
202968.55000000
0.218104850786
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.58000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
188703.22000000
PA
USD
167612.86000000
0.180112523936
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BDK8
30000.00000000
PA
USD
23032.06000000
0.024749666929
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41100000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
310000.00000000
PA
USD
285360.65000000
0.306641309644
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
395000.00000000
PA
USD
380986.47000000
0.409398388031
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
3.61800000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
318072.90000000
PA
USD
309764.84000000
0.332865432635
Long
LON
CORP
US
N
2
2024-09-19
Floating
6.39270000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
425000.00000000
PA
USD
325975.00000000
0.350284459021
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
32525.28000000
PA
USD
31310.17000000
0.033645113767
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.12369100
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
212607.82000000
PA
USD
201622.37000000
0.216658279935
Long
LON
CORP
US
N
2
2028-06-07
Floating
5.61529000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
135000.00000000
PA
USD
119797.54000000
0.128731395018
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
80000.00000000
PA
USD
75712.39000000
0.081358612078
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
11457.66000000
PA
USD
10893.35000000
0.011705717345
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CDY4
1280000.00000000
PA
USD
1084600.00000000
1.165483623759
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
190783.24000000
PA
USD
167661.38000000
0.180164662296
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.06500000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust 2021-1
35041LAA8
154787.11000000
PA
USD
138745.31000000
0.149092187606
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
196407.99000000
PA
USD
179635.42000000
0.193031661679
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
DirectV Financing LLC
N/A
Directv Financing LLC
25460HAB8
116368.30530000
PA
USD
108121.28000000
0.116184382463
Long
LON
CORP
US
N
2
2027-08-02
Floating
8.11529000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2022-1
00091QAB8
250000.00000000
PA
USD
247789.98000000
0.266268821521
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
4.47000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
265000.00000000
PA
USD
248572.48000000
0.267109676154
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
46657.23000000
PA
USD
42759.12000000
0.045947864767
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAA2
47303.17000000
PA
USD
41573.70000000
0.044674042530
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
2235000.00000000
PA
USD
1876003.13000000
2.015905334811
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL2
501895AA4
110000.00000000
PA
USD
104008.55000000
0.111764947221
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
2.09000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
1060000.00000000
PA
USD
861250.00000000
0.925477384254
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
142131.37000000
PA
USD
121249.86000000
0.130292021218
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.07000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAB8
295000.00000000
PA
USD
271791.57000000
0.292060320773
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
532000.00000000
PA
USD
414200.61000000
0.445089459622
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAK1
280000.00000000
PA
USD
261071.80000000
0.280541128089
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
125000.00000000
PA
USD
120728.75000000
0.129732049642
Long
LON
CORP
US
N
2
2026-06-22
Floating
4.80900000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-9 LLC
69360XAA4
129249.25000000
PA
USD
119340.10000000
0.128239841607
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
255000.00000000
PA
USD
240967.51000000
0.258937568470
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
135000.00000000
PA
USD
127575.00000000
0.137088856076
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
Hostess Brands LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
186192.13880000
PA
USD
179701.48000000
0.193102648077
Long
LON
CORP
US
N
2
2025-08-03
Floating
5.06271750
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
223312.50000000
PA
USD
190318.08000000
0.204510976899
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
106000.00000000
PA
USD
92336.60000000
0.099222566083
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Ccc Intelligent Solutions Inc.
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
123963.00000000
PA
USD
119624.30000000
0.128545235712
Long
LON
CORP
US
N
2
2028-09-21
Floating
4.36529000
N
N
N
N
N
N
KKR Apple Bidco LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
163613.26000000
PA
USD
155875.99000000
0.167500381414
Long
LON
CORP
US
N
2
2028-09-22
Floating
5.86529000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
149245.23600000
PA
USD
144314.17000000
0.155076343178
Long
LON
CORP
US
N
2
2026-07-01
Floating
4.17757000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
220132.61000000
PA
USD
184493.21000000
0.198251719481
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
530000.00000000
PA
USD
402406.64000000
0.432415958889
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
15669GAH7
38315.99420000
PA
USD
34777.90000000
0.037371448385
Long
LON
CORP
US
N
2
2027-03-15
Floating
5.36529000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
150000.00000000
PA
USD
138439.50000000
0.148763571944
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
BLUELINX HOLDING
549300YSX7GU28F5I540
BlueLinx Holdings Inc
09624HAA7
295000.00000000
PA
USD
231410.43000000
0.248667772941
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-KEN
05591QAA4
360000.00000000
PA
USD
349351.67000000
0.375404435107
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
4.06800000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
285000.00000000
PA
USD
245828.63000000
0.264161204606
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
25000.00000000
PA
USD
20150.00000000
0.021652678424
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
108487.47000000
PA
USD
103118.32000000
0.110808328664
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2022-1 LLC
70410DAD0
300000.00000000
PA
USD
288542.28000000
0.310060208465
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.40000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
340000.00000000
PA
USD
261051.73000000
0.280519561376
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
255000.00000000
PA
USD
250318.36000000
0.268985754477
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
215000.00000000
PA
USD
221877.80000000
0.238424250761
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
600000.00000000
PA
USD
538124.40000000
0.578254818131
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
194059.90000000
PA
USD
185759.78000000
0.199612743447
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-3 LLC
69357PAA6
618082.64000000
PA
USD
562775.31000000
0.604744060170
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
160093.14000000
PA
USD
148386.99000000
0.159452892148
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
257000.00000000
PA
USD
271950.52000000
0.292231124407
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
300770.53000000
PA
USD
282550.15000000
0.303621217698
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Agiliti Health Inc
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAC6
64333.32540000
PA
USD
62081.66000000
0.066711375683
Long
LON
CORP
US
N
2
2026-01-04
Floating
5.65625000
N
N
N
N
N
N
Blackhawk Network Holdings Inc.
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc
09238FAK7
187881.94900000
PA
USD
175199.92000000
0.188265385989
Long
LON
CORP
US
N
2
2025-06-15
Floating
5.54426500
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
285000.00000000
PA
USD
264586.76000000
0.284318214865
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
330000.00000000
PA
USD
325135.80000000
0.349382676007
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
190000.00000000
PA
USD
172761.83000000
0.185645476374
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
408963.36940000
PA
USD
386080.72000000
0.414872539746
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
185073.21000000
PA
USD
162853.12000000
0.174997828174
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-5 Mortgage Loan Trust
19688LAA0
285458.23000000
PA
USD
271885.83000000
0.292161610176
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.55000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
121090.91000000
PA
USD
116883.00000000
0.125599504329
Long
LON
CORP
US
N
2
2026-02-06
Floating
6.33029000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-1
59981HAC5
175000.00000000
PA
USD
165420.71000000
0.177756895201
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.25000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-1
33850BAC1
42568.67000000
PA
USD
38298.68000000
0.041154789186
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
3.50000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AT2
255000.00000000
PA
USD
251819.19000000
0.270598508291
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
290000.00000000
PA
USD
270935.41000000
0.291140312973
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Citgo Petroleum Corporation
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
74775.31000000
PA
USD
74737.92000000
0.080311471357
Long
LON
CORP
US
N
2
2024-03-28
Floating
9.36529000
N
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings LLC
59921PAB2
114000.00000000
PA
USD
114264.48000000
0.122785709217
Long
LON
CORP
US
N
2
2027-06-21
Floating
8.77714000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
198000.00000000
PA
USD
144802.75000000
0.155601358842
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
250000.00000000
PA
USD
174062.50000000
0.187043143334
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCY0
265000.00000000
PA
USD
254741.09000000
0.273738307849
Long
DBT
CORP
US
N
2
2028-02-24
Floating
3.59211800
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
2225000.00000000
PA
USD
1616601.56000000
1.737158993475
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
235000.00000000
PA
USD
184225.31000000
0.197963840943
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2020-3 Trust
21873CAA1
206739.51000000
PA
USD
181711.73000000
0.195262811690
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.35800000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AC3
395000.00000000
PA
USD
359149.60000000
0.385933041932
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
5.14000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
214377.50000000
PA
USD
196510.91000000
0.211165634791
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.74300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
351062.40000000
PA
USD
340995.23000000
0.366424816840
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15200000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
124398.25000000
PA
USD
120472.24000000
0.129456410508
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.67514000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAA3
25000.00000000
PA
USD
22029.88000000
0.023672749744
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64986DMK8
1070000.00000000
PA
USD
1148609.48000000
1.234266585870
Long
DBT
MUN
US
N
2
2051-06-15
Fixed
5.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
170000.00000000
PA
USD
138234.89000000
0.148543703233
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
SAN ANTONIO TX
N/A
City of San Antonio TX
79623PEY7
255000.00000000
PA
USD
197126.17000000
0.211826777567
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
1.96300000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
351000.00000000
PA
USD
328249.39000000
0.352728460772
Long
DBT
CORP
US
N
2
N/A
Floating
6.62257000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1615000.00000000
PA
USD
1069180.47000000
1.148914188298
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAB6
210683.57000000
PA
USD
168901.06000000
0.181496790951
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.26000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
724500NSQCZ1PR6DVD13
Kazakhstan Temir Zholy Finance BV
48667DAD6
215000.00000000
PA
USD
211893.25000000
0.227695106822
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
240000.00000000
PA
USD
189442.06000000
0.203569628048
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Sophia LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAP8
54862.50000000
PA
USD
52873.73000000
0.056816767879
Long
LON
CORP
US
N
2
2027-10-07
Floating
6.70933000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
350000.00000000
PA
USD
309030.03000000
0.332075824465
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-RPL1 LLC
69360GAA1
71182.07000000
PA
USD
63461.53000000
0.068194148952
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
1.31900000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
319780.85000000
PA
USD
299150.48000000
0.321459510860
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
50261.60000000
PA
USD
48697.58000000
0.052329183115
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
BRISTOL VA
N/A
City of Bristol VA
110331PQ2
285000.00000000
PA
USD
248736.86000000
0.267286314729
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.21000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
109894.56000000
PA
USD
101752.66000000
0.109340825100
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
200000.00000000
PA
USD
156662.50000000
0.168345545092
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAB6
245000.00000000
PA
USD
235284.23000000
0.252830460071
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
305000.00000000
PA
USD
272876.39000000
0.293226040803
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.42062700
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
235000.00000000
PA
USD
222759.18000000
0.239371359332
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-2 LLC
69359UAA3
344001.03000000
PA
USD
321280.76000000
0.345240147896
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
Kite Realty Group Trust
76131VAB9
350000.00000000
PA
USD
304210.33000000
0.326896697209
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
90000.00000000
PA
USD
71101.70000000
0.076404081662
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-6
12669FVE0
58878.90000000
PA
USD
55033.54000000
0.059137644871
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.06486300
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
105000.00000000
PA
USD
83036.55000000
0.089228968466
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AD6
370000.00000000
PA
USD
325682.55000000
0.349970199676
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
265000.00000000
PA
USD
239424.66000000
0.257279661030
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
84794.79000000
PA
USD
82823.47000000
0.088999998107
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
59461.85000000
PA
USD
58491.00000000
0.062852943608
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
189997.04000000
PA
USD
155784.18000000
0.167401724719
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
110000.00000000
PA
USD
85723.00000000
0.092115759431
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-RPL2
64830HAD6
650000.00000000
PA
USD
548471.56000000
0.589373613569
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
510000.00000000
PA
USD
431268.75000000
0.463430449533
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59260XAW8
1290000.00000000
PA
USD
1352064.61000000
1.452894303171
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
32568.20600000
PA
USD
30666.50000000
0.032953442327
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
228575.28000000
PA
USD
212847.22000000
0.228720218765
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
61765TAE3
305000.00000000
PA
USD
289086.20000000
0.310644691088
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.37200000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
305000.00000000
PA
USD
235637.75000000
0.253210343688
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAA8
335000.00000000
PA
USD
319911.97000000
0.343769280914
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.57000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
219000.00000000
PA
USD
187334.30000000
0.201304682664
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
27076.67000000
PA
USD
26722.83000000
0.028715674668
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAC5
110502.18000000
PA
USD
101741.40000000
0.109328725390
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.35200000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAA1
601.64000000
PA
USD
599.30000000
0.000643992564
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
384000.00000000
PA
USD
361493.76000000
0.388452016753
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BV4
150000.00000000
PA
USD
135341.72000000
0.145434776204
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
4.16400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
29184.97000000
PA
USD
25730.67000000
0.027649524721
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
123339.59000000
PA
USD
118303.63000000
0.127126077260
Long
LON
CORP
US
N
2
2026-04-29
Floating
5.52000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
164888.38000000
PA
USD
163936.50000000
0.176162000817
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAC8
200000.00000000
PA
USD
197210.20000000
0.211917074071
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.30000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
155000.00000000
PA
USD
145676.75000000
0.156540537052
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2021-1R
042853AA9
97303.49000000
PA
USD
83236.52000000
0.089443851151
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.17500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
6283.59000000
PA
USD
5846.24000000
0.006282221077
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AP6
355000.00000000
PA
USD
335167.46000000
0.360162443156
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
41855.92000000
PA
USD
38266.68000000
0.041120402798
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
340000.00000000
PA
USD
316282.96000000
0.339869638902
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AS8
285000.00000000
PA
USD
269338.48000000
0.289424292539
Long
DBT
CORP
LU
N
2
2032-07-15
Fixed
5.90000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
305000.00000000
PA
USD
279797.85000000
0.300663665994
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
123062.35000000
PA
USD
118986.52000000
0.127859893516
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.95000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAH5
220000.00000000
PA
USD
174741.03000000
0.187772274445
Long
DBT
CORP
CA
N
2
2031-04-15
Fixed
2.72400000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAF8
185000.00000000
PA
USD
162037.28000000
0.174121147223
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
420000.00000000
PA
USD
313372.50000000
0.336742132478
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BR6
185000.00000000
PA
USD
111489.77000000
0.119804076296
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
136870.87000000
PA
USD
128795.21000000
0.138400062763
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.69221300
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
210000.00000000
PA
USD
189425.42000000
0.203551747126
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
226000.00000000
PA
USD
184526.77000000
0.198287782205
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
339000.00000000
PA
USD
264253.76000000
0.283960381520
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
165000.00000000
PA
USD
141550.20000000
0.152106251189
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
NMLT Trust
N/A
NMLT 2021-INV1 Trust
62923JAA0
204314.05000000
PA
USD
173457.44000000
0.186392961220
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Variable
1.18500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
83862.63000000
PA
USD
77800.12000000
0.083602033732
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
103835.88000000
PA
USD
94480.87000000
0.101526744185
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
1541.00000000
PA
USD
1258.21000000
0.001352040522
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2022-SFR1 Trust
00179WAC8
515000.00000000
PA
USD
456219.24000000
0.490241612635
Long
ABS-MBS
CORP
US
N
2
2039-03-17
Fixed
3.74000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
109156.01010000
PA
USD
104516.88000000
0.112311185733
Long
LON
CORP
US
N
2
2026-08-28
Floating
5.31000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
122722.02000000
PA
USD
117173.76000000
0.125911947643
Long
LON
CORP
US
N
2
2027-02-08
Floating
5.37000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
24260.98000000
PA
USD
23825.53000000
0.025602309646
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
43792.36000000
PA
USD
42931.22000000
0.046132799057
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VYN7
21540.01000000
PA
USD
21832.74000000
0.023460908106
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
12845.73000000
PA
USD
12838.30000000
0.013795711236
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
930969.44000000
PA
USD
783962.38000000
0.842426070010
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20600000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-A
08861YAA4
264174.60000000
PA
USD
245597.63000000
0.263912977871
Long
ABS-O
CORP
US
N
2
2033-11-17
Fixed
1.42000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
335000.00000000
PA
USD
283526.98000000
0.304670894416
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
285000.00000000
PA
USD
262443.58000000
0.282015208049
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
221656.65650000
PA
USD
215284.03000000
0.231338752924
Long
LON
CORP
US
N
2
2025-04-11
Floating
4.87000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAP8
310000.00000000
PA
USD
290559.34000000
0.312227689932
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
355000.00000000
PA
USD
315034.16000000
0.338527710127
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VW81
314.39000000
PA
USD
324.01000000
0.000348172919
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
6.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
320000.00000000
PA
USD
308536.93000000
0.331545951724
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
34865.82000000
PA
USD
32628.02000000
0.035061241919
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
200000.00000000
PA
USD
177403.13000000
0.190632899519
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
330000.00000000
PA
USD
284282.22000000
0.305482456146
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
500000.00000000
PA
USD
461187.50000000
0.495580378694
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-1
46648CAB0
55234.17000000
PA
USD
48443.01000000
0.052055628656
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
3.44989700
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
390000.00000000
PA
USD
376963.90000000
0.405075836436
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387PR53
3143.74000000
PA
USD
3212.53000000
0.003452103177
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
135716.35000000
PA
USD
128137.26000000
0.137693046398
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
121764.15880000
PA
USD
116654.93000000
0.125354426097
Long
LON
CORP
US
N
2
2025-05-30
Floating
5.92414000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
335000.00000000
PA
USD
287295.25000000
0.308720181688
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
200000.00000000
PA
USD
161041.55000000
0.173051161045
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
261480.40000000
PA
USD
237079.44000000
0.254759547160
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT C LLC
91835DAA9
56229.78000000
PA
USD
51229.05000000
0.055049436507
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99180000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
315000.00000000
PA
USD
237862.57000000
0.255601078775
Long
DBT
CORP
US
N
2
2067-04-20
Floating
4.74986000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
270000.00000000
PA
USD
249135.40000000
0.267714575694
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
DORIC NIMROD 2013-1 CL A
N/A
Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust
233283AA8
179040.65000000
PA
USD
176428.52000000
0.189585608357
Long
DBT
CORP
GG
N
2
2023-05-30
Fixed
5.25000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
79062.96000000
PA
USD
78760.01000000
0.084633507156
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47400000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
335000.00000000
PA
USD
246085.35000000
0.264437069400
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEK3
610000.00000000
PA
USD
592986.72000000
0.637208474337
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.50000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
425000.00000000
PA
USD
398511.07000000
0.428229878270
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAC0
100000.00000000
PA
USD
84343.01000000
0.090632857213
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SP4
1595000.00000000
PA
USD
923542.39000000
0.992415205045
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
158000.00000000
PA
USD
136378.85000000
0.146549249771
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
290000.00000000
PA
USD
234048.13000000
0.251502178394
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
28000.00000000
PA
USD
25706.80000000
0.027623874625
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAA6
355000.00000000
PA
USD
257724.87000000
0.276944602084
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882724QP5
80000.00000000
PA
USD
62546.31000000
0.067210676776
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
3.21100000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
193537.50000000
PA
USD
175374.59000000
0.188453081936
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAB3
87253.87000000
PA
USD
82087.43000000
0.088209068210
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.56700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
260000.00000000
PA
USD
269803.53000000
0.289924023462
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR2 Trust
89613JAG5
310000.00000000
PA
USD
256003.39000000
0.275094743381
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.28100000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
373000.00000000
PA
USD
285854.38000000
0.307171859367
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
310000.00000000
PA
USD
274858.28000000
0.295355729480
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2022-1
22534LAA0
300000.00000000
PA
USD
292580.70000000
0.314399792069
Long
ABS-O
CORP
US
N
2
2032-06-15
Fixed
4.60000000
N
N
N
N
N
N
TEXAS ST PUBLIC FIN AUTH LEASE
N/A
Texas Public Finance Authority
882669CD4
205000.00000000
PA
USD
151204.39000000
0.162480398658
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
2.14000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-1
89179YAW3
355000.00000000
PA
USD
278374.67000000
0.299134352899
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416QX75
202481.00000000
PA
USD
204075.78000000
0.219294652033
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
270000.00000000
PA
USD
258747.09000000
0.278043053743
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
270000.00000000
PA
USD
243115.53000000
0.261245776227
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
240000.00000000
PA
USD
237772.42000000
0.255504205874
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAF0
261189.79000000
PA
USD
243461.48000000
0.261617525314
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
3.25000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AL0
270000.00000000
PA
USD
226791.63000000
0.243704527725
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Variable
3.26900000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
245000.00000000
PA
USD
203457.38000000
0.218630135094
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2022-R2
12567NAA7
116935.56000000
PA
USD
110269.18000000
0.118492461271
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
3.75000000
N
N
N
N
N
N
Tenable Inc
N/A
Tenable Inc
88025XAC7
123813.76000000
PA
USD
117623.07000000
0.126394764762
Long
LON
CORP
US
N
2
2028-07-07
Floating
5.55586000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
165000.00000000
PA
USD
112702.74000000
0.121107503063
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
280000.00000000
PA
USD
243549.56000000
0.261712173846
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
160000.00000000
PA
USD
153179.20000000
0.164602479347
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
425000.00000000
PA
USD
379926.12000000
0.408258962842
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
1870000.00000000
PA
USD
1432887.50000000
1.539744528802
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAG9
380000.00000000
PA
USD
322582.91000000
0.346639405227
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.19700000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
190000.00000000
PA
USD
173942.63000000
0.186914334075
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
164599.08000000
PA
USD
155871.87000000
0.167495954167
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.23950000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
300000.00000000
PA
USD
282031.26000000
0.303063631678
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
213000.00000000
PA
USD
187615.64000000
0.201607003486
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
270000.00000000
PA
USD
238312.56000000
0.256084626605
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
715000.00000000
PA
USD
583563.27000000
0.627082274214
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAB0
240000.00000000
PA
USD
207832.66000000
0.223331699900
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
255000.00000000
PA
USD
241139.36000000
0.259122234117
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
63365.80000000
PA
USD
51666.39000000
0.055519390967
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
530000.00000000
PA
USD
516972.12000000
0.555525115065
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAC4
525000.00000000
PA
USD
515121.13000000
0.553536088205
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
3.50000000
N
N
N
N
N
N
BROWARD CNTY FL WTR & SWR UTIL
N/A
Broward County FL Water & Sewer Utility Revenue
115117NJ8
1065000.00000000
PA
USD
965926.78000000
1.037960394468
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc
90385KAK7
122616.61000000
PA
USD
116384.01000000
0.125063302344
Long
LON
CORP
US
N
2
2026-05-04
Floating
5.53510000
N
N
N
N
N
N
IDAHO ST HLTH FACS AUTH REVENU
549300X43KY1C2WW0J97
Idaho Health Facilities Authority
451295A25
170000.00000000
PA
USD
156002.90000000
0.167636755678
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
5.02000000
N
N
N
N
N
N
ROC Securities Trust
N/A
Roc Mortgage Trust 2021-RTL1
77118TAA1
275000.00000000
PA
USD
257360.84000000
0.276553424688
Long
ABS-MBS
CORP
US
N
2
2026-08-25
Variable
2.48700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
405000.00000000
PA
USD
341915.99000000
0.367414242159
Long
ABS-O
CORP
US
N
3
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
272000.00000000
PA
USD
192648.80000000
0.207015509438
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
425486.36000000
PA
USD
398084.78000000
0.427771797859
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
359000.00000000
PA
USD
291109.54000000
0.312818920883
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
200000.00000000
PA
USD
165037.50000000
0.177345107464
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
204000.00000000
PA
USD
169733.42000000
0.182391223874
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
215000.00000000
PA
USD
211408.47000000
0.227174174542
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.61800000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
130000.00000000
PA
USD
119376.01000000
0.128278429582
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAS9
14925.00000000
PA
USD
14369.04000000
0.015440605577
Long
LON
CORP
US
N
2
2029-01-18
Floating
6.28184000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912828Z94
1515000.00000000
PA
USD
1285737.90000000
1.381621304533
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC
12546FAF9
194025.00000000
PA
USD
185293.88000000
0.199112099135
Long
LON
CORP
US
N
2
2028-12-08
Floating
6.12500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
250000.00000000
PA
USD
231978.15000000
0.249277830439
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
245000.00000000
PA
USD
204794.03000000
0.220066465248
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2021-A LLC
62919TAC0
385000.00000000
PA
USD
361104.86000000
0.388034114687
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
SEMPRA GLOBAL
549300L0B3MD11PUAA07
Sempra Global
81685VAA1
339000.00000000
PA
USD
269821.25000000
0.289943064924
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
142500.00000000
PA
USD
134997.57000000
0.145064961351
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
3.81771000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
330000.00000000
PA
USD
258012.98000000
0.277254197775
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
250000.00000000
PA
USD
205346.99000000
0.220660662025
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
129376.89000000
PA
USD
108323.57000000
0.116401758161
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
53137.15000000
PA
USD
52994.49000000
0.056946533509
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
118934.19000000
PA
USD
116375.33000000
0.125053975036
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
79808.59000000
PA
USD
75534.74000000
0.081167713899
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
Freeport LNG Investments, LLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments LLLP
35670CAB4
124257.26800000
PA
USD
114760.29000000
0.123318494055
Long
LON
CORP
US
N
2
2028-12-21
Floating
6.20986000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
158407.20000000
PA
USD
145883.94000000
0.156763178166
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
430000.00000000
PA
USD
411725.00000000
0.442429231967
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAC6
265000.00000000
PA
USD
249479.77000000
0.268084626953
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
1.77000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
125000.00000000
PA
USD
121220.79000000
0.130260783334
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
200000.00000000
PA
USD
190803.16000000
0.205032231552
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
61763BAW4
360000.00000000
PA
USD
352343.59000000
0.378619476379
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.26600000
N
N
N
N
N
N
2022-11-18
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer