0001752724-23-261352.txt : 20231121
0001752724-23-261352.hdr.sgml : 20231121
20231121145206
ACCESSION NUMBER: 0001752724-23-261352
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230929
FILED AS OF DATE: 20231121
DATE AS OF CHANGE: 20231121
PERIOD START: 20230930
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: 231427074
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000055179
Virtus Newfleet Low Duration Core Plus Bond Fund
C000173503
Class A
HIMZX
C000173504
Class C
PCMZX
C000173505
Class I
HIBIX
C000210350
Class R6
VLDRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000055179
C000173503
C000173504
C000173505
C000210350
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Low Duration Core Plus Bond Fund
S000055179
549300INF8MRMW88KO98
2023-09-30
2023-09-29
N
399125914.05
6692657.00
392433257.05
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
942952.00000000
0.00000000
0.00000000
5947094.89000000
USD
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
370000.00000000
PA
USD
375620.17000000
0.095715682412
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.32500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
475000.00000000
PA
USD
477921.25000000
0.121784084660
Long
DBT
CORP
US
N
2
2026-05-15
Floating
6.79618000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BX0
633000.00000000
PA
USD
630775.88000000
0.160734562799
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
5.75100000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
955000.00000000
PA
USD
940961.42000000
0.239776166544
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
900000.00000000
PA
USD
898290.00000000
0.228902618180
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
CITADEL FINANCE LLC
549300BQL283NCR7P163
Citadel Finance LLC
17287HAA8
1190000.00000000
PA
USD
1073316.79000000
0.273503015026
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
3.37500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
1181623.76000000
PA
USD
1072486.27000000
0.273291381587
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAC3
1596622.36000000
PA
USD
1578972.50000000
0.402354405910
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.89000000
N
N
N
N
N
N
Agiliti Health Inc
25490002CCQ55NKGNB14
AGILITI HEALTH INC
00847YAE2
643384.62390000
PA
USD
640167.70000000
0.163127790139
Long
LON
CORP
US
N
2
2030-05-01
Floating
8.24665000
N
N
N
N
N
N
Ccc Intelligent Solutions Inc.
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
623333.46000000
PA
USD
621126.86000000
0.158275795652
Long
LON
CORP
US
N
2
2028-09-21
Floating
7.68056000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
281054.16000000
PA
USD
255489.47000000
0.065103929244
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
Zodiac Pool Solutions LLC
9598001EJ2RDDXG5CK22
Fluidra Finco SL
98975VAM8
762888.76000000
PA
USD
757357.82000000
0.192990223533
Long
LON
CORP
ES
N
2
2029-01-29
Floating
7.34857000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
830000.00000000
PA
USD
585623.93000000
0.149228924786
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
547000.00000000
PA
USD
449701.99000000
0.114593241505
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAA0
1765000.00000000
PA
USD
1767211.72000000
0.450321599470
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.82060000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
5000.00000000
PA
USD
5009.96000000
0.001276640017
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
1875000.00000000
PA
USD
1741443.38000000
0.443755300733
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET CORP/THE
26483NAT7
597779.65760000
PA
USD
596470.52000000
0.151992857201
Long
LON
CORP
US
N
2
2026-02-06
Floating
8.16745000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NBY6
61917.25000000
PA
USD
60581.00000000
0.015437274724
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
2347100.00000000
PA
USD
1948480.27000000
0.496512524103
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAT4
1382136.15000000
PA
USD
1308644.79000000
0.333469390397
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.54100000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
360000.00000000
PA
USD
369346.39000000
0.094116995276
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2022-1
29252VAC9
1210000.00000000
PA
USD
1170572.39000000
0.298285726036
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.15000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
595000.00000000
PA
USD
427904.41000000
0.109038773425
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
1155000.00000000
PA
USD
1122452.10000000
0.286023694433
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
275000.00000000
PA
USD
264200.20000000
0.067323600957
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
218479.46000000
PA
USD
198171.23000000
0.050498072332
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
425000.00000000
PA
USD
424816.32000000
0.108251865092
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Floating
7.95220000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
965000.00000000
PA
USD
911547.39000000
0.232280871619
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AK5
220000.00000000
PA
USD
213204.20000000
0.054328779778
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
665000.00000000
PA
USD
686610.06000000
0.174962250947
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1626200.02000000
PA
USD
1404527.33000000
0.357902217706
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
232004.40000000
PA
USD
230832.71000000
0.058820883768
Long
ABS-MBS
CORP
US
N
2
2026-02-25
Variable
2.09000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
770000.00000000
PA
USD
712317.38000000
0.181513000542
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.25201000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
168152.75000000
PA
USD
161777.36000000
0.041224171777
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
420140.48000000
PA
USD
383923.87000000
0.097831634578
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
966697.67000000
PA
USD
938458.50000000
0.239138371465
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
325000.00000000
PA
USD
330687.50000000
0.084265921417
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
900000.00000000
PA
USD
786032.73000000
0.200297175603
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAE4
293555.99000000
PA
USD
291634.40000000
0.074314394807
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.83000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
579627.05000000
PA
USD
551646.19000000
0.140570703448
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2022-2
04047JAA3
551545.05000000
PA
USD
549334.68000000
0.139981683542
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
6.90000000
N
N
N
N
N
N
Republic Finance Issuance Trus
N/A
Republic Finance Issuance Trust 2020-A
76042EAA7
1020000.00000000
PA
USD
991867.48000000
0.252748069176
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
440000.00000000
PA
USD
403228.72000000
0.102750904199
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.74000000
N
N
N
N
N
N
Lobel Automobile Receivables T
N/A
Lobel Automobile Receivables Trust 2023-1
53946XAA1
876297.06000000
PA
USD
876342.80000000
0.223310023871
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.97000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
449839.18000000
PA
USD
414785.91000000
0.105695911992
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
1155000.00000000
PA
USD
985484.29000000
0.251121502139
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
1727825.43000000
PA
USD
1646362.78000000
0.419526824096
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
700000.00000000
PA
USD
642861.49000000
0.163814222788
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
370817.60480000
PA
USD
370179.80000000
0.094329365146
Long
LON
CORP
US
N
2
2026-09-18
Floating
7.93056000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
1140000.00000000
PA
USD
1028327.65000000
0.262038864323
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Hostess Brands LLC
549300SW7FLS4O41LD19
HOSTESS BRANDS LLC
000000000
888970.27840000
PA
USD
889894.81000000
0.226763352497
Long
LON
CORP
US
N
2
2030-06-21
Floating
7.89008000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2023-1
35105NAC3
1435000.00000000
PA
USD
1409380.66000000
0.359138945204
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.39000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
223711.73000000
PA
USD
221039.07000000
0.056325264495
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1640000.00000000
PA
USD
1430403.41000000
0.364495970793
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAB8
587051.44000000
PA
USD
586858.71000000
0.149543571921
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.81000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AR0
147000.00000000
PA
USD
139282.50000000
0.035492022528
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2020-1 LLC
96034LAA9
266935.84000000
PA
USD
261919.29000000
0.066742378556
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.71300000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
1931779.46000000
PA
USD
1826443.20000000
0.465414988966
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2023-2
35104AAB4
875000.00000000
PA
USD
873311.16000000
0.222537500150
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.99000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
858656.38000000
PA
USD
789597.48000000
0.201205546628
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2023-1
75525AAB1
1025000.00000000
PA
USD
1022715.28000000
0.260608717948
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
7.33000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAD9
551815.63000000
PA
USD
510701.89000000
0.130137260495
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
1970000.00000000
PA
USD
1791596.60000000
0.456535364374
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
970000.00000000
PA
USD
865658.72000000
0.220587502320
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
1510000.00000000
PA
USD
1435070.93000000
0.365685350112
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
GO DADDY OPERATING CO LLC
38017BAT3
1366334.99000000
PA
USD
1366758.55000000
0.348277962034
Long
LON
CORP
US
N
2
2029-11-09
Floating
7.83106000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2021-RN3 LLC
74143JAA9
1091243.83000000
PA
USD
986937.62000000
0.251491840273
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
1.84290000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
716000.00000000
PA
USD
616075.34000000
0.156988565299
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
40703.22000000
PA
USD
40437.90000000
0.010304401901
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
840000.00000000
PA
USD
841441.97000000
0.214416580369
Long
DBT
CORP
US
N
2
2026-02-05
Floating
6.40146000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
1881410.08000000
PA
USD
1747155.48000000
0.445210860346
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Reach Financial LLC
N/A
LL ABS Trust 2021-1
53934QAA0
239446.56000000
PA
USD
235703.51000000
0.060062062979
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment Inc
12768EAG1
258700.00000000
PA
USD
258539.61000000
0.065881167142
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.66608000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
260137.40000000
PA
USD
248636.31000000
0.063357604263
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAB2
1473559.86000000
PA
USD
1462587.44000000
0.372697118229
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.98000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
297.00000000
PA
USD
255.55000000
0.000065119353
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAA7
607751.20000000
PA
USD
571588.79000000
0.145652484780
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
1339492.19000000
PA
USD
1193169.14000000
0.304043838936
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAE5
195000.00000000
PA
USD
196429.81000000
0.050054322988
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.95000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-A
88167PAE8
1090000.00000000
PA
USD
1084894.99000000
0.276453376595
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
6.41000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAB9
1565000.00000000
PA
USD
1422308.46000000
0.362433212386
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust
92837UAA7
1503812.19000000
PA
USD
1358594.31000000
0.346197547122
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Fixed
1.28000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AN9
420000.00000000
PA
USD
417287.90000000
0.106333470087
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.80000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2023-A LLC
62890QAC9
1000000.00000000
PA
USD
996085.30000000
0.253822855760
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
6.83000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
672000.00000000
PA
USD
656743.59000000
0.167351665079
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-B
08862BAB1
1495000.00000000
PA
USD
1330699.80000000
0.339089456893
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
615000.00000000
PA
USD
600449.10000000
0.153006680553
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.62500000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
422000.00000000
PA
USD
417403.44000000
0.106362912036
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.60200000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
370000.00000000
PA
USD
361952.76000000
0.092232947513
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
98177.62000000
PA
USD
80343.83000000
0.020473246993
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAT1
108900.00000000
PA
USD
108900.00000000
0.027749941689
Long
LON
CORP
US
N
2
2028-01-21
Floating
8.81608000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAL5
500000.00000000
PA
USD
483651.52000000
0.123244274360
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
457647.06000000
PA
USD
457116.19000000
0.116482530924
Long
LON
CORP
US
N
2
2025-08-01
Floating
8.18056000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
1385000.00000000
PA
USD
1138656.98000000
0.290153028456
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
1895000.00000000
PA
USD
1818638.89000000
0.463426291561
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
632177.20870000
PA
USD
631153.08000000
0.160830681055
Long
LON
CORP
US
N
2
2027-02-01
Floating
7.09832500
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
937828.87190000
PA
USD
935484.30000000
0.238380484628
Long
LON
CORP
US
N
2
2026-08-28
Floating
7.93056000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
1026526.61000000
PA
USD
1011180.96000000
0.257669537898
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.14648000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
1525000.00000000
PA
USD
1497454.54000000
0.381581966639
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.23020000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
970000.00000000
PA
USD
820356.65000000
0.209043610668
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
265000.00000000
PA
USD
261231.70000000
0.066567166596
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAB3
137810.57000000
PA
USD
134314.14000000
0.034225983039
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
733891.00210000
PA
USD
733487.36000000
0.186907543339
Long
LON
CORP
US
N
2
2026-07-01
Floating
7.29251000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAC7
1435000.00000000
PA
USD
1428255.50000000
0.363948639505
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
6.65775000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
88425.23000000
PA
USD
82382.19000000
0.020992662706
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
1035000.00000000
PA
USD
967291.44000000
0.246485592804
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
2888780.89000000
PA
USD
2810911.20000000
0.716277519680
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15200000
N
N
N
N
N
N
Paragon Offshore Finance Company
N/A
Paragon Offshore Finance Co
000000000
908.92000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2021-07-16
Floating
0.00000000
Y
Y
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
1155000.00000000
PA
USD
1098368.50000000
0.279886701819
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
2400000.00000000
PA
USD
2199874.32000000
0.560572856780
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
450000.00000000
PA
USD
434687.50000000
0.110767243140
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
42512.58000000
PA
USD
37161.21000000
0.009469434440
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
2085000.00000000
PA
USD
1636726.04000000
0.417071186143
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
6.24748000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAF2
315000.00000000
PA
USD
314945.54000000
0.080254548854
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
465000.00000000
PA
USD
473222.27000000
0.120586688691
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2014-1
61763YAJ3
207527.62000000
PA
USD
206897.61000000
0.052721731984
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
6.81522600
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-1
24382JAA4
99214.78000000
PA
USD
85804.34000000
0.021864696342
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAJ7
86308.89000000
PA
USD
80127.97000000
0.020418241461
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAA7
2095679.78000000
PA
USD
1762475.92000000
0.449114821014
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
1066560.56000000
PA
USD
955169.62000000
0.243396705768
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
470000.00000000
PA
USD
462371.19000000
0.117821612132
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAE5
1367373.79000000
PA
USD
1295230.88000000
0.330051252469
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.58000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2022-A
00834WAF8
1113000.00000000
PA
USD
1089262.38000000
0.277566276667
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.30000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAT8
366300.00000000
PA
USD
365842.13000000
0.093224038337
Long
LON
CORP
US
N
2
2029-04-13
Floating
8.43356000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
225304.57000000
PA
USD
218030.59000000
0.055558642414
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
514250.00000000
PA
USD
532058.48000000
0.135579355327
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.07614000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBJ9
640000.00000000
PA
USD
628073.24000000
0.160045874990
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
1154000.00000000
PA
USD
1149725.93000000
0.292973622735
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
2288061.86000000
PA
USD
1880211.63000000
0.479116281870
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-2
505713AF4
825000.00000000
PA
USD
806422.82000000
0.205492986517
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
6.30000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
273683.14000000
PA
USD
254639.80000000
0.064887415993
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
1060000.00000000
PA
USD
887211.77000000
0.226079659167
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
1452000.00000000
PA
USD
1457216.02000000
0.371328370830
Long
ABS-O
CORP
US
N
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAE4
500000.00000000
PA
USD
443123.35000000
0.112916869821
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.08800000
N
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings LLC
59921PAB2
453750.00000000
PA
USD
470815.54000000
0.119973404787
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.79785000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
69192.07000000
PA
USD
68926.79000000
0.017563952280
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
843000.00000000
PA
USD
679241.57000000
0.173084609369
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1235000.00000000
PA
USD
1188390.73000000
0.302826202583
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
1222737.73000000
PA
USD
1113390.13000000
0.283714519602
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAE4
718407.16000000
PA
USD
705297.09000000
0.179724087428
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6FJ4
3000000.00000000
PA
USD
3007395.78000000
0.766345799183
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1106000.00000000
PA
USD
1034651.39000000
0.263650282286
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
HOMES Trust
N/A
HOMES 2023-NQM2 Trust
43761KAA2
1145774.42000000
PA
USD
1144382.42000000
0.291611987373
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.45600000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
527000.00000000
PA
USD
454169.61000000
0.115731682226
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BY8
495000.00000000
PA
USD
495660.99000000
0.126304532323
Long
DBT
CORP
US
N
2
2028-11-04
Fixed
5.82000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBB0
266000.00000000
PA
USD
253588.11000000
0.064619423926
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAC4
1534000.00000000
PA
USD
1511281.92000000
0.385105465158
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.19000000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAB0
1455000.00000000
PA
USD
1447803.42000000
0.368929848322
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
6.84000000
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-A Asset Securitization Trust
52605AAB3
803325.60000000
PA
USD
800020.88000000
0.203861641598
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
2.41000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
479794.47000000
PA
USD
437247.78000000
0.111419654717
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAA5
1645000.00000000
PA
USD
1640712.92000000
0.418087124504
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
2405000.00000000
PA
USD
2217673.06000000
0.565108338847
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1906100.00000000
PA
USD
1603666.74000000
0.408647002054
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAD1
3370000.00000000
PA
USD
2997474.13000000
0.763817560349
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.00000000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AA7
1185000.00000000
PA
USD
1093868.36000000
0.278739974339
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.74300000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
550000.00000000
PA
USD
527616.87000000
0.134447542485
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-3
23345WAC9
650000.00000000
PA
USD
647331.10000000
0.164953170601
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.40000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAQ1
1340000.00000000
PA
USD
1227264.86000000
0.312732123986
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
0.92000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAB7
551182.42000000
PA
USD
499316.32000000
0.127235984980
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
2.49000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAA2
1875076.75000000
PA
USD
1686440.28000000
0.429739388724
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
3.90100000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAG9
1010000.00000000
PA
USD
891039.68000000
0.227055088729
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.28800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1615000.00000000
PA
USD
1431147.24000000
0.364685513852
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
184000.00000000
PA
USD
164845.60000000
0.042006021925
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
394497.63000000
PA
USD
363847.57000000
0.092715783757
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQS31
1275546.84000000
PA
USD
1233206.49000000
0.314246172526
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688DAA8
898783.91000000
PA
USD
770281.00000000
0.196283313445
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
1.05100000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
695000.00000000
PA
USD
684292.14000000
0.174371597642
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFLL8
311964.66000000
PA
USD
290785.94000000
0.074098189889
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAE1
1050000.00000000
PA
USD
926299.29000000
0.236039956695
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
1.55500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
141698.16000000
PA
USD
141398.30000000
0.036031171532
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
410000.00000000
PA
USD
378523.10000000
0.096455408199
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
478436.33000000
PA
USD
450630.81000000
0.114829923790
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
203663.82000000
PA
USD
200027.81000000
0.050971166792
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
6.65148600
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2022-1
89616BAC8
1725000.00000000
PA
USD
1702025.59000000
0.433710843671
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.71000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
439147.01000000
PA
USD
409951.07000000
0.104463896123
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
570000.00000000
PA
USD
589647.39000000
0.150254184477
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
300828.99000000
PA
USD
278502.46000000
0.070968108588
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
504517.01000000
PA
USD
476708.79000000
0.121475125116
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
403735.16000000
PA
USD
401142.90000000
0.102219394710
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAL5
870718.64000000
PA
USD
794306.98000000
0.202405623308
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
2.10000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
265000.00000000
PA
USD
241836.18000000
0.061624792408
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAK1
700000.00000000
PA
USD
664699.98000000
0.169379115571
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
1815000.00000000
PA
USD
1707976.53000000
0.435227264589
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
196887.63000000
PA
USD
172654.11000000
0.043995789576
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
84737.77000000
PA
USD
83570.92000000
0.021295575361
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAL3
1000000.00000000
PA
USD
932169.20000000
0.237535729516
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
510000.00000000
PA
USD
457454.70000000
0.116568790178
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
284568.60000000
PA
USD
221760.53000000
0.056509107221
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
783883.83000000
PA
USD
724059.07000000
0.184505022699
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQLN0
113987.77000000
PA
USD
109521.36000000
0.027908276893
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1115000.00000000
PA
USD
996167.09000000
0.253843697521
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAD8
1109000.00000000
PA
USD
1081496.47000000
0.275587364366
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.92000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
973000.00000000
PA
USD
817343.96000000
0.208275915793
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
65193.68000000
PA
USD
60242.34000000
0.015350977247
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAB6
1170000.00000000
PA
USD
1039730.33000000
0.264944499815
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
3.00000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
5493000K1GV1VHEHGY40
Amur Equipment Finance Receivables XII LLC
03236YAB1
1300000.00000000
PA
USD
1300696.67000000
0.331444047269
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
6.09000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
510000.00000000
PA
USD
501456.59000000
0.127781369440
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
241154.39000000
PA
USD
230912.54000000
0.058841226081
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
OCCU Auto Receivables Trust
N/A
OCCU Auto Receivables Trust 2023-1
674921AB7
1181000.00000000
PA
USD
1181290.04000000
0.301016801909
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.23000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
1510796.85000000
PA
USD
1252496.67000000
0.319161703932
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.04600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
440279.05000000
PA
USD
359997.73000000
0.091734765984
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2023-1
90945CAC6
1434000.00000000
PA
USD
1423910.81000000
0.362841523856
Long
ABS-O
CORP
US
N
2
2028-07-10
Fixed
5.91000000
N
N
N
N
N
N
OSCAR US Funding Trust
353800KY84862IDYBM21
Oscar US Funding XV LLC
68785CAC5
1100000.00000000
PA
USD
1092827.87000000
0.278474836260
Long
ABS-O
CORP
JP
N
2
2027-12-10
Fixed
5.81000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
615959.23000000
PA
USD
568352.30000000
0.144827761100
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2023-1
05368QAA5
807085.25000000
PA
USD
805849.36000000
0.205346857210
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50065WAP1
200000.00000000
PA
USD
194710.00000000
0.049616080314
Long
DBT
NUSS
KR
N
2
2028-04-03
Fixed
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBK4
690000.00000000
PA
USD
650141.36000000
0.165669282182
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAA5
1966182.82000000
PA
USD
1843405.32000000
0.469737283189
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.72200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAG4
1445000.00000000
PA
USD
1428915.99000000
0.364116945832
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
1016000.00000000
PA
USD
905884.67000000
0.230837895037
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2R Mortgage Loan Trust
12656YAA5
313589.13000000
PA
USD
268231.41000000
0.068350835506
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Fixed
0.79800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
760000.00000000
PA
USD
680728.58000000
0.173463529854
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZW3
600000.00000000
PA
USD
590008.50000000
0.150346202672
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AC9
801036.51000000
PA
USD
791206.27000000
0.201615499141
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.98000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAJ8
1605000.00000000
PA
USD
1594834.57000000
0.406396384951
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.68000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
1125000.00000000
PA
USD
1028268.66000000
0.262023832467
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
1750000.00000000
PA
USD
1794208.99000000
0.457201054642
Long
DBT
CORP
US
N
2
2027-10-28
Floating
7.37720000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAA5
89896.54000000
PA
USD
82885.54000000
0.021120926555
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
1040000.00000000
PA
USD
1035370.44000000
0.263833510896
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.32801000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
651562.50000000
PA
USD
627957.69000000
0.160016430493
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422CAA0
376574.36000000
PA
USD
375270.47000000
0.095626571718
Long
ABS-O
CORP
US
N
2
2033-10-15
Fixed
2.14300000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2023-A LLC
28415AAA5
943000.00000000
PA
USD
943852.84000000
0.240512959348
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.16000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
2015000.00000000
PA
USD
1878057.38000000
0.478567335020
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1135000.00000000
PA
USD
992703.92000000
0.252961211152
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
1273450.54310000
PA
USD
1221059.64000000
0.311150907336
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
1090000.00000000
PA
USD
996750.50000000
0.253992362291
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
950000.00000000
PA
USD
878027.62000000
0.223739350380
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
1825000.00000000
PA
USD
1785233.98000000
0.454914038993
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHV6
6390000.00000000
PA
USD
6377020.31000000
1.624994873762
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.00000000
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
850000.00000000
PA
USD
818379.32000000
0.208539746644
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
292949.66000000
PA
USD
290253.15000000
0.073962424128
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
720000.00000000
PA
USD
638676.00000000
0.162747674547
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
2045000.00000000
PA
USD
1857101.92000000
0.473227456296
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
879750.00000000
PA
USD
873067.33000000
0.222475367292
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.69668000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
1050000.00000000
PA
USD
915190.19000000
0.233209131376
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
1070000.00000000
PA
USD
1064493.67000000
0.271254704048
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-D
12663UAD8
1335000.00000000
PA
USD
1382718.91000000
0.352344987372
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
8.73000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
2015000.00000000
PA
USD
1970411.68000000
0.502101094798
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
954265.00000000
PA
USD
900808.21000000
0.229544309463
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGE
N/A
DREYFUS GOVERNMENT CASH MANAGE
000000000
3448896.55000000
NS
USD
3448896.55000000
0.878849202518
Long
STIV
RF
US
N
1
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JBA3
1395000.00000000
PA
USD
1365114.64000000
0.347859060228
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RHT1
18763.67000000
PA
USD
17700.94000000
0.004510560632
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1020000.00000000
PA
USD
846713.94000000
0.215759985880
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAB9
500000.00000000
PA
USD
499256.70000000
0.127220792588
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.82000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
808891.89000000
PA
USD
782647.39000000
0.199434521906
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAH7
358200.00000000
PA
USD
357874.04000000
0.091193606446
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.15943000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
335000.00000000
PA
USD
329244.06000000
0.083898103457
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
190000.00000000
PA
USD
172662.80000000
0.043998003965
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC
74839XAH2
630400.00000000
PA
USD
630040.67000000
0.160547216292
Long
LON
CORP
US
N
2
2029-03-18
Floating
8.18805000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
1610000.00000000
PA
USD
1520993.89000000
0.387580273250
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAS0
583110.32020000
PA
USD
582235.65000000
0.148365521917
Long
LON
CORP
US
N
2
2028-04-06
Floating
7.93056000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc
90385KAK7
504434.44390000
PA
USD
502598.30000000
0.128072300441
Long
LON
CORP
US
N
2
2026-05-04
Floating
8.61836000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
150000.00000000
PA
USD
128621.73000000
0.032775440839
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-CP1
62955VAA4
2106014.82000000
PA
USD
1864367.52000000
0.475078879403
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.04240000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
861000.00000000
PA
USD
759402.00000000
0.193511122301
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
738740.90000000
PA
USD
731198.36000000
0.186324259441
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.17357000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
1205000.00000000
PA
USD
1062161.87000000
0.270660513837
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
2443000.00000000
PA
USD
2320308.14000000
0.591261851108
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
1080000.00000000
PA
USD
1099416.27000000
0.280153694991
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.78343000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
525000.00000000
PA
USD
535324.72000000
0.136411659914
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
627000.00000000
PA
USD
605975.87000000
0.154415014302
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
1786740.00000000
PA
USD
1582469.16000000
0.403245426214
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAD8
1297106.41000000
PA
USD
1260335.26000000
0.321159136581
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
260000.00000000
PA
USD
238016.66000000
0.060651500790
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
Select Medical Corp
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816194AX2
645000.00000000
PA
USD
642581.25000000
0.163742811919
Long
LON
CORP
US
N
2
2027-03-08
Floating
8.31608000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNH3
810000.00000000
PA
USD
749981.79000000
0.191110660609
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-KEN
05591QAA4
755000.00000000
PA
USD
746426.14000000
0.190204608450
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
6.69648000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK4Y3
2248190.64000000
PA
USD
2122923.14000000
0.540964126220
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
1351227.40000000
PA
USD
1241243.03000000
0.316294046873
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAG0
543950.70000000
PA
USD
540122.76000000
0.137634298392
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
1280000.00000000
PA
USD
1170192.17000000
0.298188838223
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
200000.00000000
PA
USD
191761.81000000
0.048864821356
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
403000.00000000
PA
USD
396742.94000000
0.101098195138
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2021-1
67571AAA3
351297.73000000
PA
USD
343974.65000000
0.087651758310
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
0.93000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2021-1
12598NAD4
1985000.00000000
PA
USD
1853376.83000000
0.472278227368
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
2.11000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1475000.00000000
PA
USD
1382082.97000000
0.352182936887
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
2412992.48000000
PA
USD
2046840.90000000
0.521576819300
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
1068000.00000000
PA
USD
913588.54000000
0.232800998281
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418ABC0
396534.01000000
PA
USD
343110.21000000
0.087431481363
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
837000.00000000
PA
USD
725680.87000000
0.184918290426
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
209256.22000000
PA
USD
192880.02000000
0.049149764077
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48600000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
2000000.00000000
PA
USD
1869515.20000000
0.476390613286
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TWU7
3999.28000000
PA
USD
3826.99000000
0.000975195127
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
Commerical Equipment Finance 2
N/A
Commercial Equipment Finance 2021-A LLC
20166QAA8
350121.56000000
PA
USD
340145.44000000
0.086675997482
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.05000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
612258.97000000
PA
USD
611787.53000000
0.155895943834
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.93793000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
1394000.00000000
PA
USD
923525.00000000
0.235333011004
Long
DBT
CORP
US
N
2
2067-04-20
Floating
7.62775000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAA7
258136.88000000
PA
USD
205622.29000000
0.052396754430
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
DirectV Financing LLC
N/A
Directv Financing LLC
25460HAB8
603989.77210000
PA
USD
589560.46000000
0.150232032940
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.43056000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-2
32057JAE3
1845000.00000000
PA
USD
1687294.75000000
0.429957125113
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.47000000
N
N
N
N
N
N
Tidewater Auto Receivables Tru
N/A
Tidewater Auto Receivables Trust 2020-A
88641WAD1
44803.66000000
PA
USD
44724.10000000
0.011396613104
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.91000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
273000.00000000
PA
USD
255731.37000000
0.065165570299
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1215000.00000000
PA
USD
1065451.73000000
0.271498837282
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
95000.00000000
PA
USD
92743.75000000
0.023632999582
Long
DBT
CORP
N/A
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LVWK5
31341.17000000
PA
USD
30144.28000000
0.007681377523
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAJ5
1985000.00000000
PA
USD
1908242.63000000
0.486259152535
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2021-1
00091KAC9
899084.66000000
PA
USD
882683.83000000
0.224925847680
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
2.08000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
74743.04000000
PA
USD
68285.59000000
0.017400561438
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680FAB8
1145833.43000000
PA
USD
1131880.62000000
0.288426273682
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
1.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAC0
1010000.00000000
PA
USD
883212.78000000
0.225060634931
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAA9
525000.00000000
PA
USD
521837.96000000
0.132974958321
Long
DBT
CORP
US
N
2
2026-08-02
Fixed
6.65000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
938859.39000000
PA
USD
864270.77000000
0.220233824344
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAA8
232289.41000000
PA
USD
231479.39000000
0.058985671025
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.57000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHU8
8590000.00000000
PA
USD
8483296.05000000
2.161716902836
Long
DBT
UST
US
N
2
2026-08-15
Fixed
4.37500000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2023-1
30331GAC5
1188197.53000000
PA
USD
1175727.99000000
0.299599478096
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
1265000.00000000
PA
USD
1242711.97000000
0.316668362753
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
6.65001000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AAY6
59.35000000
PA
USD
59.24000000
0.000015095560
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.00000000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2022-1 LLC
96034JAB2
901084.59000000
PA
USD
852583.44000000
0.217255654224
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.28800000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
955000.00000000
PA
USD
935321.84000000
0.238339086506
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAD5
1825000.00000000
PA
USD
1785058.60000000
0.454869348591
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.30000000
N
N
N
N
N
N
Freeport LNG Investments, LLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments LLLP
35670CAB4
624769.52110000
PA
USD
618328.15000000
0.157562627247
Long
LON
CORP
US
N
2
2028-12-21
Floating
9.08775000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
607493.69000000
PA
USD
557120.37000000
0.141965636191
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
477246.36000000
PA
USD
459833.41000000
0.117174934014
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.91300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
257262.76000000
PA
USD
251710.23000000
0.064140901791
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.54195400
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AB9
344811.99000000
PA
USD
344625.45000000
0.087817595427
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
95987.05000000
PA
USD
90984.46000000
0.023184696598
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
6.08420000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
840000.00000000
PA
USD
627262.99000000
0.159839406760
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
1864305.47000000
PA
USD
1841331.63000000
0.469208864672
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
1161000.00000000
PA
USD
1136873.00000000
0.289698433956
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
612000.00000000
PA
USD
512942.41000000
0.130708190701
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
835166.65000000
PA
USD
833838.74000000
0.212479122250
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.36897000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAH4
292000.00000000
PA
USD
285404.11000000
0.072726789810
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.69900000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
575901.15000000
PA
USD
526549.70000000
0.134175605798
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AB5
632006.26000000
PA
USD
567962.85000000
0.144728521295
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
1.24700000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DE7
255000.00000000
PA
USD
234666.25000000
0.059797747969
Long
DBT
CORP
US
N
2
2028-04-25
Fixed
4.05500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
610000.00000000
PA
USD
603405.89000000
0.153760130967
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.97500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
325023.77000000
PA
USD
310193.07000000
0.079043522542
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAR8
415000.00000000
PA
USD
352780.14000000
0.089895576805
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
1130000.00000000
PA
USD
1112168.60000000
0.283403248837
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
349000.00000000
PA
USD
300399.62000000
0.076547951684
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
495000.00000000
PA
USD
444571.88000000
0.113285984817
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
523208.98860000
PA
USD
521419.61000000
0.132868354206
Long
LON
CORP
US
N
2
2027-03-31
Floating
7.92357000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
216000.00000000
PA
USD
201412.53000000
0.051324021698
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
2136678.56000000
PA
USD
2065667.48000000
0.526374215969
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
373000.00000000
PA
USD
253740.86000000
0.064658347742
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
200000.00000000
PA
USD
202328.12000000
0.051557332709
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
339000.00000000
PA
USD
341600.27000000
0.087046717846
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
1775000.00000000
PA
USD
1743733.91000000
0.444338974506
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAC5
1179000.00000000
PA
USD
1178832.23000000
0.300390501778
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2021-A LLC
62919TAC0
2658825.59000000
PA
USD
2617656.33000000
0.667032236176
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-1
46641CBF7
97045.58000000
PA
USD
85767.35000000
0.021855270535
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
3.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
574995.98000000
PA
USD
518220.88000000
0.132053252544
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAE8
287449.97000000
PA
USD
286218.94000000
0.072934425117
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
250450.80000000
PA
USD
212421.17000000
0.054129247759
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
170000.00000000
PA
USD
164167.30000000
0.041833177247
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Finco I LLC
5493001RSEZ0X6VJMC68
Fortress Inves 06/27/28
31774BAF1
125000.00000000
PA
USD
124896.25000000
0.031826112531
Long
LON
CORP
US
N
2
2029-06-27
Floating
8.36941000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAD6
730468.11000000
PA
USD
724751.25000000
0.184681404284
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAB6
2355000.00000000
PA
USD
2265739.14000000
0.577356556636
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
1125000.00000000
PA
USD
1036184.45000000
0.264040937251
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2023-2
22537EAA3
920000.00000000
PA
USD
909797.57000000
0.231834981784
Long
ABS-O
CORP
US
N
2
2033-05-16
Fixed
5.92000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-HY2
89177HAC6
1450000.00000000
PA
USD
1450074.82000000
0.369508647381
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
7.03420000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
811000.00000000
PA
USD
684401.76000000
0.174399531055
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.60500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAE2
895000.00000000
PA
USD
881696.90000000
0.224674357781
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
719000.00000000
PA
USD
641113.86000000
0.163368891010
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCY0
1500000.00000000
PA
USD
1498008.98000000
0.381723249263
Long
DBT
CORP
US
N
2
2028-02-24
Floating
6.49803400
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2021-1
05369LAD9
400000.00000000
PA
USD
375741.04000000
0.095746482554
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
1.99000000
N
N
N
N
N
N
Ineos Finance PLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
000000000
1027219.24330000
PA
USD
1021918.79000000
0.260405756046
Long
LON
CORP
US
N
2
2027-11-08
Floating
9.16608000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAB6
142982.18000000
PA
USD
138593.70000000
0.035316502235
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291AN8
985000.00000000
PA
USD
912086.05000000
0.232418133176
Long
DBT
CORP
US
N
2
2027-02-15
Variable
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEK3
1145000.00000000
PA
USD
1125543.94000000
0.286811558342
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
435000.00000000
PA
USD
426552.21000000
0.108694205278
Long
DBT
CORP
US
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
1111411.19000000
PA
USD
1023094.12000000
0.260705254108
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
773080.07000000
PA
USD
711362.46000000
0.181269667445
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
256000.00000000
PA
USD
253146.02000000
0.064506770374
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-1
67571BAC7
1450000.00000000
PA
USD
1424728.39000000
0.363049859920
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
Freed ABS Trust
N/A
FREED ABS Trust 2022-1FP
35633KAC0
1205000.00000000
PA
USD
1179767.30000000
0.300628776691
Long
ABS-O
CORP
US
N
2
2029-03-19
Fixed
2.51000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
1038000.00000000
PA
USD
920711.94000000
0.234616185927
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
267065.90000000
PA
USD
243345.85000000
0.062009487123
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2022-1
68269DAD6
1210000.00000000
PA
USD
1161562.85000000
0.295989911439
Long
ABS-O
CORP
US
N
2
2029-06-14
Fixed
5.31000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AD5
391000.00000000
PA
USD
380312.62000000
0.096911414404
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
170668.58000000
PA
USD
148893.18000000
0.037941019861
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
518826.15000000
PA
USD
447018.64000000
0.113909469182
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.07000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBA4
2200000.00000000
PA
USD
2029309.04000000
0.517109343702
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.98440000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
1426000.00000000
PA
USD
1143457.07000000
0.291376189315
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAE9
1055000.00000000
PA
USD
1017823.17000000
0.259362108515
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.11000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAC7
845000.00000000
PA
USD
835442.19000000
0.212887714023
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.35000000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2023-1
36267FAG3
1315000.00000000
PA
USD
1295750.37000000
0.330183629119
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.09000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
1451389.12000000
PA
USD
1449818.86000000
0.369443423551
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.36001000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
831290.52000000
PA
USD
738074.34000000
0.188076399423
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701YAA0
612332.70000000
PA
USD
609577.20000000
0.155332706657
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.48775000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
735000.00000000
PA
USD
651264.28000000
0.165955425107
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
1100000.00000000
PA
USD
1087100.30000000
0.277015334574
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.74000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGU2
1181000.00000000
PA
USD
1159557.88000000
0.295479004179
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.44000000
N
N
N
N
N
N
Stars Group Holdings BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
620809.28000000
PA
USD
619971.19000000
0.157981307359
Long
LON
CORP
NL
N
2
2026-07-21
Floating
7.90169000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
1600000.00000000
PA
USD
1487100.08000000
0.378943438988
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
964000.00000000
PA
USD
959059.10000000
0.244387824622
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
673338.00000000
PA
USD
613366.57000000
0.156298315441
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
Cogeco Communications Finance (USA) LP
549300UVJTPYOZ6XKH79
COGECO COMMUNICATIONS USA II LP
000000000
715000.00000000
PA
USD
703080.95000000
0.179159369744
Long
LON
CORP
US
N
2
2030-09-18
Floating
0.00000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAF3
590000.00000000
PA
USD
549113.00000000
0.139925194956
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.03000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
1480000.00000000
PA
USD
1406441.78000000
0.358390058623
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
342134.78000000
PA
USD
311315.69000000
0.079329589021
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-1
46643UDJ5
34990.61000000
PA
USD
33659.03000000
0.008577007528
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
6.56476400
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
939000.00000000
PA
USD
899552.53000000
0.229224336582
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAB2
825550.65000000
PA
USD
818994.54000000
0.208696517251
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
6.28000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
358668.18000000
PA
USD
312466.41000000
0.079622815953
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
939888.98820000
PA
USD
778156.37000000
0.198290118388
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
1150000.00000000
PA
USD
1137292.16000000
0.289805244476
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
304000.00000000
PA
USD
274445.53000000
0.069934320058
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
115965.70000000
PA
USD
103337.89000000
0.026332602587
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CZ6
1300000.00000000
PA
USD
1284100.35000000
0.327214966349
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
4.93000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAB4
835000.00000000
PA
USD
811235.90000000
0.206719457494
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
1925450.00000000
PA
USD
1670272.04000000
0.425619391321
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG HEALTHCARE SERVICES INC
12541HAU7
50000.00000000
PA
USD
49875.00000000
0.012709167509
Long
LON
CORP
US
N
2
2028-09-30
Floating
9.06900000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
656849.32000000
PA
USD
655345.14000000
0.166995311489
Long
LON
CORP
US
N
2
2028-01-21
Floating
8.43056000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAC1
353022.32000000
PA
USD
350412.60000000
0.089292279312
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
90000.00000000
PA
USD
89045.36000000
0.022690574358
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
1443569.61000000
PA
USD
1374053.22000000
0.350136792770
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
690000.00000000
PA
USD
683302.11000000
0.174119317801
Long
DBT
CORP
FR
N
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAA0
1015539.05000000
PA
USD
933794.96000000
0.237950006332
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
1.91730000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAG3
632683.58000000
PA
USD
621283.82000000
0.158315792262
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBZ6
1124339.79180000
PA
USD
1124159.90000000
0.286458876714
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.56597500
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
1198716.44000000
PA
USD
1189590.01000000
0.303131803594
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-4 Mortgage Loan Trust
19685GAA4
609065.27000000
PA
USD
570455.89000000
0.145363798748
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30100000
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 US LLC
05400KAH3
515584.50810000
PA
USD
515068.92000000
0.131250068832
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.67484000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NH0
962000.00000000
PA
USD
960258.78000000
0.244693527561
Long
DBT
CORP
US
N
2
2028-02-24
Floating
6.60061700
N
N
N
N
N
Generation Bridge Northeast LLC
254900T9J93GNTVC6J73
GENERATION BRIDGE NORTHE
37147YAB7
155000.00000000
PA
USD
154806.25000000
0.039447790731
Long
LON
CORP
US
N
2
2029-08-07
Floating
9.56608000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
191596.05000000
PA
USD
160248.96000000
0.040834704276
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
940000.00000000
PA
USD
881379.53000000
0.224593485431
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
953656.57000000
PA
USD
893497.62000000
0.227681421986
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
1185000.00000000
PA
USD
1141173.59000000
0.290794312026
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
678169.14000000
PA
USD
641801.85000000
0.163544204898
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
950000.00000000
PA
USD
907891.25000000
0.231349212557
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
88233FAK6
909164.52530000
PA
USD
908691.76000000
0.231553198837
Long
LON
CORP
US
N
2
2025-12-31
Floating
7.18056000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
1750000.00000000
PA
USD
1544085.20000000
0.393464410128
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
GCI Funding I LLC
N/A
GCI Funding I LLC
36166VAE5
1113921.88000000
PA
USD
941038.20000000
0.239795731654
Long
ABS-O
CORP
US
N
2
2046-06-18
Fixed
2.38000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
400000.00000000
PA
USD
365018.24000000
0.093014094356
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
500000.00000000
PA
USD
492559.28000000
0.125514153337
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
2193425.00000000
PA
USD
2013722.08000000
0.513137468301
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAK8
909848.48700000
PA
USD
907009.76000000
0.231124590922
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.93056000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
1430000.00000000
PA
USD
1272293.41000000
0.324206317161
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAD3
745822.54000000
PA
USD
744659.06000000
0.189754320415
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.69189000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-3PL
000876AB8
1090000.00000000
PA
USD
1094761.45000000
0.278967551891
Long
ABS-O
CORP
US
N
2
2030-08-19
Fixed
7.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
2230600.75000000
PA
USD
2048908.50000000
0.522103685962
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAA9
2212000.00000000
PA
USD
2133613.58000000
0.543688268430
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.76000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
801000.00000000
PA
USD
785952.65000000
0.200276769585
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
3923869.10000000
PA
USD
3873728.84000000
0.987105137092
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
395269.59000000
PA
USD
302091.62000000
0.076979107803
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
703691.98000000
PA
USD
620679.13000000
0.158161704914
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAM7
628406.00000000
PA
USD
625936.36000000
0.159501354371
Long
LON
CORP
US
N
2
2028-11-23
Floating
8.54008000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGG0
8145000.00000000
PA
USD
8019007.03000000
2.043406588493
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
1764983.61000000
PA
USD
1596226.82000000
0.406751158655
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
520000.00000000
PA
USD
512911.36000000
0.130700278527
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2023-2
35042RAA4
983000.00000000
PA
USD
982910.30000000
0.250465596975
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
6.53000000
N
N
N
N
N
N
2023-11-20
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer