0001752724-25-116293.txt : 20250522
0001752724-25-116293.hdr.sgml : 20250522
20250522154636
ACCESSION NUMBER: 0001752724-25-116293
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250331
FILED AS OF DATE: 20250522
DATE AS OF CHANGE: 20250522
PERIOD START: 20250930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
ORGANIZATION NAME:
EIN: 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: 25976867
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
2025-09-30
2025-03-31
N
482239677.03
9301479.50
472938197.53
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
13120464.22000000
USD
N
ACM Auto Trust
N/A
ACM Auto Trust 2024-2
00461WAA9
658606.35000000
PA
USD
660215.06000000
0.139598590988
Long
ABS-O
CORP
US
N
2
2029-02-20
Fixed
6.06000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAQ4
605000.00000000
PA
USD
609773.93000000
0.128933110749
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.37500000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2023-1
75525AAB1
895740.74000000
PA
USD
901399.04000000
0.190595524892
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
7.33000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
5299003TKRYXBBT76K08
JP Morgan Mortgage Trust Series 2025-CES1
46658XAC9
872513.47000000
PA
USD
876449.29000000
0.185320047011
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
5.66600000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
Onemain Direct Auto Receivables Trust 2022-1
68269DAD6
1210000.00000000
PA
USD
1208470.68000000
0.255524016945
Long
ABS-O
CORP
US
N
2
2029-06-14
Fixed
5.31000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
5493000K1GV1VHEHGY40
Amur Equipment Finance Receivables XII LLC
03236YAB1
707272.12000000
PA
USD
715451.65000000
0.151278043037
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
6.09000000
N
N
N
N
N
N
Mission Lane Credit Card Maste
N/A
Mission Lane Credit Card Master Trust
60510MAT5
1085000.00000000
PA
USD
1088851.32000000
0.230231206886
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.69000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
785000.00000000
PA
USD
733573.55000000
0.155109812197
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Belron Finance US LLC
N/A
BELRON FINANCE 2019 LLC
08078UAM5
472625.00000000
PA
USD
471150.41000000
0.099621982842
Long
LON
CORP
US
N
2
2031-10-16
Floating
7.05191000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
1418127.21000000
PA
USD
1384077.12000000
0.292654965749
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
MFRA Trust
254900MMVXALAH2X8D73
MFA 2024-NQM2 Trust
58004JAA0
1123137.97000000
PA
USD
1118262.54000000
0.236450036355
Long
ABS-MBS
CORP
US
N
2
2069-08-25
Variable
5.27200000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAF3
523002.19000000
PA
USD
520148.27000000
0.109982292129
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.03000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBN6
510000.00000000
PA
USD
515515.04000000
0.109002622899
Long
DBT
CORP
US
N
2
2029-07-16
Fixed
5.95000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
1385000.00000000
PA
USD
1326115.19000000
0.280399256589
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
1100000.00000000
PA
USD
1109022.86000000
0.234496360368
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.74000000
N
N
N
N
N
N
Froneri International Limited
N/A
FRONERI US INC
000000000
740000.00000000
PA
USD
734479.60000000
0.155301391140
Long
LON
CORP
US
N
2
2031-09-17
Floating
6.23682000
N
N
N
N
N
N
Epic Crude Services LP
549300FRS682IQ7J9S42
EPIC CRUDE SERVICES LP
29428XAG5
395000.00000000
PA
USD
394292.95000000
0.083370925008
Long
LON
CORP
US
N
2
2031-10-15
Floating
7.30198000
N
N
N
N
N
N
CCC INTELLIGENT SOLUTION
5493006JEEL9RIWY5T17
CCC INTELLIGENT SOLUTIONS INC
12511BAC6
59850.00000000
PA
USD
59700.38000000
0.012623294187
Long
LON
CORP
US
N
2
2032-01-23
Floating
6.31920000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
825000.00000000
PA
USD
761010.35000000
0.160911162171
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2021-1R Trust
92837UAA7
974333.53000000
PA
USD
897081.94000000
0.189682699491
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Fixed
1.28000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC HOLDINGS LLC
90266UAK9
708225.00000000
PA
USD
706008.26000000
0.149281293768
Long
LON
CORP
US
N
2
2031-11-21
Floating
6.58003000
N
N
N
N
N
N
AL GCX Holdings LLC
254900KQJGH397AKYT16
AL GCX FUND VIII HOLDINGS LLC
00162AAB7
410000.00000000
PA
USD
406925.00000000
0.086041897678
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.32492000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAL5
614740.24000000
PA
USD
586478.23000000
0.124007372012
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
2.10000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-N1
14687QAD5
1330000.00000000
PA
USD
1344759.54000000
0.284341494728
Long
ABS-O
CORP
US
N
2
2030-05-10
Fixed
5.63000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2024-3
52609YAB7
1061736.56000000
PA
USD
1062565.14000000
0.224673148743
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.97000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
1750000.00000000
PA
USD
1684798.85000000
0.356240806684
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Issuer Trust 2024-1
31568AAB2
931160.36000000
PA
USD
940667.60000000
0.198898630923
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
5.69000000
N
N
N
N
N
N
Radnet Management Inc
549300T3TJ6A0P5TXM13
RADNET MANAGEMENT INC
75049EAR5
114137.50000000
PA
USD
113833.89000000
0.024069506458
Long
LON
CORP
US
N
2
2031-04-18
Floating
6.56804000
N
N
N
N
N
N
EquipmentShare
N/A
OWN Equipment Fund I LLC
69121NAA6
1241319.59000000
PA
USD
1250491.82000000
0.264409139826
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
5.70000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2018-1 Trust
21872BAL0
1038703.25000000
PA
USD
1028988.88000000
0.217573646064
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
4.92000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2025-NPL1 Trust
74143VAA2
659072.16000000
PA
USD
660675.81000000
0.139696013866
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
6.06300000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
665000.00000000
PA
USD
709940.45000000
0.150112732214
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-4
379930AB6
277518.86000000
PA
USD
278027.89000000
0.058787361953
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.89000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAD5
1058561.16000000
PA
USD
1059414.15000000
0.224006890442
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.30000000
N
N
N
N
N
N
Five Guys Funding, LLC
549300XWT8G8Q3Z3HJ19
Five Guys Holdings Inc
33830JAE5
1306725.00000000
PA
USD
1355376.07000000
0.286586297549
Long
ABS-O
CORP
US
N
2
2054-01-26
Fixed
7.54900000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES9
749426AA0
944064.56000000
PA
USD
946993.33000000
0.200236169323
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
5.58200000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
1775000.00000000
PA
USD
1796291.30000000
0.379815229427
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
13134MBW2
665000.00000000
PA
USD
662333.35000000
0.140046490949
Long
LON
CORP
US
N
2
2031-01-31
Floating
6.06940000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2024-1
039943AB1
1169000.00000000
PA
USD
1202032.78000000
0.254162760859
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
6.87000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHV6
6390000.00000000
PA
USD
6408321.34000000
1.355001852983
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.00000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
204059.15000000
PA
USD
205871.20000000
0.043530254285
Long
LON
CORP
KY
N
2
2027-10-20
Floating
8.04317000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES3
74942AAA1
907990.87000000
PA
USD
919829.25000000
0.194492484388
Long
ABS-MBS
CORP
US
N
2
2044-05-25
Variable
6.59100000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAE3
422000.00000000
PA
USD
432829.37000000
0.091519224342
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
5.44800000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC
68764JAJ0
736143.14000000
PA
USD
734950.59000000
0.155400979205
Long
LON
CORP
US
N
2
2028-10-05
Floating
6.56919000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DS5
415000.00000000
PA
USD
416166.15000000
0.087995884488
Long
DBT
CORP
US
N
2
2027-04-23
Floating
5.10204600
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
2023869.30000000
PA
USD
1939495.18000000
0.410094847514
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-CP1
62955VAA4
1665141.77000000
PA
USD
1538412.16000000
0.325288202144
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.04240000
N
N
N
N
N
N
Red SPV LLC
N/A
RED SPV LLC
000000000
100000.00000000
PA
USD
99250.00000000
0.020985828702
Long
LON
CORP
US
N
2
2032-03-08
Floating
6.57480000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAD8
258362.17000000
PA
USD
253636.78000000
0.053630005215
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418ABC0
276837.90000000
PA
USD
251292.96000000
0.053134418262
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAB9
188213.69000000
PA
USD
189207.48000000
0.040006808709
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.82000000
N
N
N
N
N
N
Perrigo Investments LLC
549300POZGC78VHAAJ73
PERRIGO INVESTMENTS LLC
71429TAF7
226175.16000000
PA
USD
225327.00000000
0.047644068755
Long
LON
CORP
US
N
2
2029-04-20
Floating
6.32492000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
161271.62000000
PA
USD
160925.24000000
0.034026695420
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding LLC
476681AA9
999900.00000000
PA
USD
988664.82000000
0.209047360767
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
1525000.00000000
PA
USD
1525334.28000000
0.322522961343
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
6.21718000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
400000.00000000
PA
USD
405841.60000000
0.085812819120
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAB0
455000.00000000
PA
USD
470615.15000000
0.099508805264
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
9.62500000
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
1208000.00000000
PA
USD
1102154.17000000
0.233044016270
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
APTIV SWISS HOLDINGS LTD
N/A
Aptiv Swiss Holdings Ltd
03837AAD2
800000.00000000
PA
USD
783120.08000000
0.165586134528
Long
DBT
CORP
JE
N
2
2054-12-15
Fixed
6.87500000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2024-3
505709AF2
1295000.00000000
PA
USD
1283649.45000000
0.271420125653
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
4.93000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2024-INV4
61776XAA9
528223.68000000
PA
USD
531318.54000000
0.112344180016
Long
ABS-MBS
CORP
US
N
2
2054-09-25
Variable
6.00000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2025-1
12515XAD2
1165000.00000000
PA
USD
1167761.87000000
0.246916378524
Long
ABS-O
CORP
US
N
2
2032-10-14
Fixed
4.89000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
992000.00000000
PA
USD
917628.47000000
0.194027142403
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
165000.00000000
PA
USD
158551.56000000
0.033524794746
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAJ8
268000.00000000
PA
USD
219215.96000000
0.046351925292
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Merchants Fleet Funding LLC
254900Z2OOQUA5IN2X83
Merchants Fleet Funding LLC
588926AA3
564542.67000000
PA
USD
569679.90000000
0.120455463943
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
7.21000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
939000.00000000
PA
USD
959608.83000000
0.202903642592
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBW9
830000.00000000
PA
USD
825801.38000000
0.174610844358
Long
DBT
CORP
US
N
2
2031-01-17
Fixed
5.54300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EJ0
1055000.00000000
PA
USD
1054295.47000000
0.222924575664
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.20000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900IAVXYLOCPK6W54
OBX 2025-NQM4 Trust
67120QAA4
1035608.27000000
PA
USD
1032758.79000000
0.218370771359
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.40000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAE6
282035.68000000
PA
USD
278774.70000000
0.058945270535
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
4.13000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
395000.00000000
PA
USD
428985.80000000
0.090706524074
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
Frontdoor Inc
5493008RB0JZJI3QGZ06
FRONTDOOR INC
35905CAK1
239400.00000000
PA
USD
239100.75000000
0.050556447174
Long
LON
CORP
US
N
2
2031-12-17
Floating
6.57492000
N
N
N
N
N
N
GIP Pilot Acquisition Partners LP
254900NQOAOPPA12X060
GIP PILOT ACQUISITION PA
31773HAE2
465000.00000000
PA
USD
462386.70000000
0.097768947912
Long
LON
CORP
US
N
2
2030-10-04
Floating
6.30198000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBC3
180000.00000000
PA
USD
184500.00000000
0.039011439753
Long
DBT
NUSS
MX
N
2
2037-05-13
Fixed
6.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-CES1
89183CAA3
340227.35000000
PA
USD
341367.04000000
0.072180052654
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
5.84800000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2022-RTL3
50204UAA0
553595.39000000
PA
USD
557684.85000000
0.117919181176
Long
ABS-MBS
CORP
US
N
2
2027-11-25
Variable
8.15000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT 2024-A LLC
40472QAA5
1203527.33000000
PA
USD
1224023.28000000
0.258812522733
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
5.49000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2023-1
92539BAA0
785895.47000000
PA
USD
785454.82000000
0.166079801568
Long
ABS-MBS
CORP
US
N
2
2067-12-25
Variable
5.85000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES BOR
03765VAP5
553612.51000000
PA
USD
550844.45000000
0.116472818832
Long
LON
CORP
US
N
2
2030-10-13
Floating
6.32471000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
BOOST NEWCO BORROWER LLC
92943EAG1
480000.00000000
PA
USD
476251.20000000
0.100700514884
Long
LON
CORP
US
N
2
2031-01-31
Floating
6.29917000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
169000.00000000
PA
USD
161848.21000000
0.034221851997
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2022-2
90944KAE5
860797.78000000
PA
USD
861399.31000000
0.182137817266
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
6.84000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
1847613.87000000
PA
USD
1636919.56000000
0.346117012444
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
SBNA Auto Receivables Trust
N/A
SBNA Auto Receivables Trust 2024-A
78437PAF0
722000.00000000
PA
USD
734318.19000000
0.155267261945
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
5.59000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
1038000.00000000
PA
USD
1001673.52000000
0.211797973864
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
315000.00000000
PA
USD
312394.45000000
0.066053968918
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007JKD4UEFDCFB08
OBX 2023-NQM9 Trust
673921AA0
1954591.35000000
PA
USD
1992402.33000000
0.421281753177
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.15900000
N
N
N
N
N
N
Greensky Home Improvement Issu
N/A
GreenSky Home Improvement Issuer Trust 2024-2
39571XAB0
743367.54000000
PA
USD
745776.05000000
0.157689959046
Long
ABS-O
CORP
US
N
2
2059-10-27
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
265000.00000000
PA
USD
265132.50000000
0.056060707590
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AB9
415000.00000000
PA
USD
429848.96000000
0.090889034179
Long
DBT
CORP
US
N
2
2030-01-25
Fixed
5.90000000
N
N
N
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life Inc
30190AAF1
835000.00000000
PA
USD
849961.32000000
0.179719321560
Long
DBT
CORP
US
N
2
2029-06-04
Fixed
6.50000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2023-B
08862GAA2
504085.34000000
PA
USD
524351.94000000
0.110871133424
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
6.92000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1110000.00000000
PA
USD
1081032.43000000
0.228577948587
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
WRANGLER HOLDCO CORP
N/A
Wrangler Holdco Corp
37441QAA9
275000.00000000
PA
USD
279990.16000000
0.059202272403
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
1185000.00000000
PA
USD
1201235.87000000
0.253994258927
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CT4
1035000.00000000
PA
USD
1051298.30000000
0.222290841697
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
5.45000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AY1
640000.00000000
PA
USD
643660.65000000
0.136098258368
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.80000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
371791.26000000
PA
USD
358671.56000000
0.075838991621
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
870000.00000000
PA
USD
899932.35000000
0.190285401919
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp
X8NPN6PWJOM1QCTYFV34
TRANS UNION LLC
89334GBG8
523687.50000000
PA
USD
521781.28000000
0.110327582488
Long
LON
CORP
US
N
2
2031-06-24
Floating
6.07492000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2024-1 LLC
62847RAA5
927728.08000000
PA
USD
940207.79000000
0.198801406803
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FCB5
1080000.00000000
PA
USD
1064157.71000000
0.225009888302
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.35000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC
74839XAK5
620928.00000000
PA
USD
614371.00000000
0.129905134161
Long
LON
CORP
US
N
2
2029-03-19
Floating
6.57492000
N
N
N
N
N
N
Harbor Freight Tools USA Inc
549300Y48HLCFTTB4249
HARBOR FREIGHT TOOLS USA INC
41151PAR6
247025.00000000
PA
USD
240513.42000000
0.050855147936
Long
LON
CORP
US
N
2
2031-06-11
Floating
6.82492000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2024-C
223920AC3
1045000.00000000
PA
USD
1059730.95000000
0.224073875938
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
5.76000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAN2
1363442.98700000
PA
USD
1361234.21000000
0.287824966794
Long
LON
CORP
US
N
2
2031-10-31
Floating
6.32492000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAT3
490000.00000000
PA
USD
492181.15000000
0.104068809110
Long
DBT
CORP
GB
N
2
2032-03-14
Fixed
5.00000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-2 LLC
25216CAC4
1000000.00000000
PA
USD
1018314.00000000
0.215316505479
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
6.41000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2024-2
74113SAD9
1080000.00000000
PA
USD
1075287.64000000
0.227363246533
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.73000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
530186.61000000
PA
USD
502341.53000000
0.106217161697
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-HYB2 Trust
67118RAA6
887023.64000000
PA
USD
875778.13000000
0.185178134177
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
3.66518800
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
LIGHT & WONDER INTERNATIONAL INC
80875AAW1
361721.17000000
PA
USD
360306.84000000
0.076184761958
Long
LON
CORP
US
N
2
2029-04-14
Floating
6.56640000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-3 Mortgage Loan Trust
12659YAA2
1260423.16000000
PA
USD
1216829.91000000
0.257291526959
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
3.90100000
N
N
N
N
N
N
SAFCO Auto Receivables Trust
N/A
SAFCO Auto Receivables Trust 2024-1
78637EAB2
995000.00000000
PA
USD
1002945.57000000
0.212066941354
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
6.31000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DN6
1045000.00000000
PA
USD
1047980.95000000
0.221589407553
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.62500000
N
N
N
N
N
N
American Airlines Inc
N/A
AADVANTAGE LOYALTY IP LTD
02376CBS3
325000.00000000
PA
USD
320836.75000000
0.067839043595
Long
LON
CORP
KY
N
2
2028-04-20
Floating
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TWU7
382.14000000
PA
USD
380.58000000
0.000080471402
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2024-2 LLC
12326TAA6
1027762.24000000
PA
USD
1020757.32000000
0.215833131121
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
5.36400000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KDE7
1150000.00000000
PA
USD
1151238.55000000
0.243422619702
Long
DBT
CORP
US
N
2
2055-08-15
Fixed
6.37500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2025-1 Trust
83406YAA9
1160000.00000000
PA
USD
1160597.52000000
0.245401518858
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
4.80000000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
PEER HOLDING III BV
000000000
248125.00000000
PA
USD
247661.01000000
0.052366463798
Long
LON
CORP
NL
N
2
2030-10-26
Floating
6.81397500
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2024-1 LLC
737473AB4
966259.22000000
PA
USD
971098.05000000
0.205332970580
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
5.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK4Y3
1979321.44000000
PA
USD
1945595.88000000
0.411384804644
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1640000.00000000
PA
USD
1593594.49000000
0.336956181235
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
512772.20000000
PA
USD
511339.92000000
0.108119818333
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAA3
666224.54000000
PA
USD
670988.65000000
0.141876603223
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.25912000
N
N
N
N
N
N
JP Morgan Seasoned Mortgage Tr
N/A
JP Morgan Seasoned Mortgage Trust Series 2024-1
61777HAH8
752997.59000000
PA
USD
734428.29000000
0.155290541943
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Variable
4.45068700
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-1
67571BAC7
1450000.00000000
PA
USD
1476004.59000000
0.312092488555
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
431849.32000000
PA
USD
432281.17000000
0.091403310677
Long
LON
CORP
US
N
2
2028-01-21
Floating
7.43940000
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
924985.11000000
0.195582660658
Long
ABS-O
CORP
US
N
2
2033-05-16
Fixed
5.92000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
964000.00000000
PA
USD
967405.87000000
0.204552280837
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
1265000.00000000
PA
USD
1092254.14000000
0.230950713159
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
647835.65000000
PA
USD
626280.93000000
0.132423418804
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
COLT Funding LLC
213800AWBXHFGYDU9Q16
COLT 2024-5 Mortgage Loan Trust
19685AAA7
1030392.11000000
PA
USD
1023989.05000000
0.216516461420
Long
ABS-MBS
CORP
US
N
2
2069-08-25
Variable
5.12300000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
322977.69000000
PA
USD
309564.52000000
0.065455596865
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
433817.37000000
PA
USD
434274.57000000
0.091824803381
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
N/A
STANDARD INDUSTRIES INC
85350EAB2
204250.20000000
PA
USD
204011.23000000
0.043136974569
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.43940000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AR4
730000.00000000
PA
USD
737359.18000000
0.155910261393
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
SOUTH BOW USA INFRA HLDS
254900Z1WAY7QFQ7O850
South Bow USA Infrastructure Holdings LLC
83007CAC6
780000.00000000
PA
USD
773954.88000000
0.163648206899
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.02600000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2025-A
68377TAA6
1100000.00000000
PA
USD
1100134.53000000
0.232616975271
Long
ABS-O
CORP
US
N
2
2033-02-08
Fixed
5.01000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
860000.00000000
PA
USD
848217.40000000
0.179350579934
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2021-1
05369LAD9
81125.17000000
PA
USD
80867.44000000
0.017098944517
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
1.99000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
765000.00000000
PA
USD
753525.00000000
0.159328428943
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
Amentum Holdings LLC
2549009FJIBLW40CU216
AMAZON HOLDCO INC
02351XAB4
573562.50000000
PA
USD
553487.81000000
0.117031741756
Long
LON
CORP
US
N
2
2031-09-29
Floating
6.57492000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAD1
3370000.00000000
PA
USD
3196343.23000000
0.675847974786
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
1078125.00000000
PA
USD
1076699.93000000
0.227661866946
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
370000.00000000
PA
USD
375325.96000000
0.079360466538
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.32500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
601223.22000000
PA
USD
582817.79000000
0.123233393505
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
720000.00000000
PA
USD
698482.15000000
0.147689942078
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
THPT 2023-THL Mortgage Trust
87252LAA3
1416482.69000000
PA
USD
1444062.32000000
0.305338483451
Long
ABS-MBS
CORP
US
N
2
2034-12-10
Variable
6.99398000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N4
14688LAC7
1005000.00000000
PA
USD
1037536.57000000
0.219381004837
Long
ABS-O
CORP
US
N
2
2030-02-11
Fixed
6.59000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
370000.00000000
PA
USD
385159.21000000
0.081439649411
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2025-1
525938AC0
1000000.00000000
PA
USD
1001086.20000000
0.211673788505
Long
ABS-O
CORP
US
N
2
2030-10-15
Fixed
5.10000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
850607.34000000
PA
USD
816381.45000000
0.172619055568
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
Virtus Newfleet Short Duration High Yield Bond ETF
549300CTRZXMY9595O30
Virtus Newfleet Short Duration High Yield Bond ETF
92790A207
103000.00000000
NS
USD
2230083.90000000
0.471538123088
Long
EC
RF
US
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DY2
360000.00000000
PA
USD
364550.89000000
0.077082141367
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.08500000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAF0
1044750.00000000
PA
USD
1055405.30000000
0.223159242690
Long
ABS-O
CORP
US
N
2
2054-06-05
Fixed
5.76500000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2023-2
36269EAC3
805000.00000000
PA
USD
826385.23000000
0.174734296006
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
EOC Borrower LLC
N/A
ENDEAVOR OPERATING CO LLC
000000000
150000.00000000
PA
USD
149719.50000000
0.031657307610
Long
LON
CORP
US
N
2
2032-01-27
Floating
7.31919000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-1
24382JAA4
79669.42000000
PA
USD
71598.33000000
0.015139045730
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2025-1
74388NAC0
615862.14000000
PA
USD
614783.89000000
0.129992437322
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2024-3
33843YAC1
1070000.00000000
PA
USD
1079507.27000000
0.228255462476
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.35000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
1080233.72000000
PA
USD
1007741.94000000
0.213081105578
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
360000.00000000
PA
USD
382423.27000000
0.080861150991
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
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
1402456.30000000
0.296541135252
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
1160000.00000000
PA
USD
1099207.30000000
0.232420917942
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
5.23901000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
296399.82000000
PA
USD
273922.78000000
0.057919360591
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.74861000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MCA0
467978.44200000
PA
USD
465072.30000000
0.098336802235
Long
LON
CORP
US
N
2
2031-02-28
Floating
6.81680000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
98450051B2E65CAA7E94
Global Atlantic Fin Co
37959GAG2
195000.00000000
PA
USD
202351.11000000
0.042785951960
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
7.95000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BE3
505000.00000000
PA
USD
510373.78000000
0.107915533713
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.27200000
N
N
N
N
N
N
COSTAR GROUP INC
984500Q1D53D08E2E698
CoStar Group Inc
22160NAA7
1083000.00000000
PA
USD
964142.04000000
0.203862163182
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CU1
150000.00000000
PA
USD
159063.27000000
0.033632992816
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAA9
789000.00000000
PA
USD
801827.56000000
0.169541721135
Long
DBT
CORP
IE
N
2
2030-01-15
Fixed
5.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
3413098.86000000
PA
USD
3051759.20000000
0.645276532100
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CLC3
9735000.00000000
PA
USD
9760478.34000000
2.063795732925
Long
DBT
UST
US
N
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EH9
375000.00000000
PA
USD
377958.50000000
0.079917101636
Long
DBT
CORP
US
N
2
2055-03-10
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
1110000.00000000
PA
USD
1084336.25000000
0.229276521892
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-D
12598VAC8
972000.00000000
PA
USD
995513.65000000
0.210495505585
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
7.17000000
N
N
N
N
N
N
Freeport LNG Investments, LLP
549300LR5YVRZH4YPQ33
FREEPORT LNG INVESTMENTS LLLP
35670CAC2
390300.39100000
PA
USD
384769.83000000
0.081357317300
Long
LON
CORP
US
N
2
2028-12-21
Floating
7.54317000
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
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
312225.59000000
PA
USD
294129.74000000
0.062192003423
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
253086.73000000
PA
USD
251516.66000000
0.053181718311
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAC5
1179000.00000000
PA
USD
1203067.99000000
0.254381649924
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAZ4
235000.00000000
PA
USD
235042.30000000
0.049698311793
Long
DBT
CORP
KY
N
2
2030-05-30
Fixed
5.37500000
N
N
N
N
N
N
Whitewater DBR Holdco LLC
21380025GXMNBTSJP816
WHITEWATER DBR HOLDCO LL
96616PAD0
213926.34000000
PA
USD
212856.71000000
0.045007299285
Long
LON
CORP
US
N
2
2031-03-03
Floating
6.54917000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AR0
147000.00000000
PA
USD
146183.14000000
0.030909565089
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
321423.40000000
PA
USD
322814.30000000
0.068257184910
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
1743327.96000000
PA
USD
1729057.77000000
0.365599094983
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
PEAC Solutions Receivables LLC
N/A
PEAC Solutions Receivables 2024-1 LLC
69433BAD9
1050000.00000000
PA
USD
1077177.05000000
0.227762751164
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
5.79000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DP7
320000.00000000
PA
USD
329235.60000000
0.069614931024
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.25900000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
129667.03000000
PA
USD
129049.14000000
0.027286681573
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
5.86614000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
379374.75000000
PA
USD
328299.11000000
0.069416915722
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AF2
425000.00000000
PA
USD
427446.98000000
0.090381149636
Long
DBT
CORP
CA
N
2
2026-06-15
Variable
5.36500000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CZ6
1890000.00000000
PA
USD
1903162.15000000
0.402412442035
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
4.93000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2024-1
68377JAA8
114901.96000000
PA
USD
114996.11000000
0.024315251041
Long
ABS-O
CORP
US
N
2
2031-04-08
Fixed
6.33400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAB6
1170000.00000000
PA
USD
1099982.87000000
0.232584907657
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
3.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
454697.71000000
PA
USD
426909.95000000
0.090267597802
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAJ3
1090000.00000000
PA
USD
1083597.67000000
0.229120353496
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
3.64000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
484680.01000000
PA
USD
466467.67000000
0.098631845014
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFLL8
204025.10000000
PA
USD
198343.52000000
0.041938570628
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
700000.00000000
PA
USD
685903.83000000
0.145030330301
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-N2
14687VAC6
1060000.00000000
PA
USD
1071608.17000000
0.226585244244
Long
ABS-O
CORP
US
N
2
2028-07-10
Fixed
5.71000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
529750.41000000
PA
USD
523354.63000000
0.110660258091
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
31579.05000000
PA
USD
28741.18000000
0.006077153452
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2024-5
30165BAE3
1085000.00000000
PA
USD
1082217.95000000
0.228828619817
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
4.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6FJ4
2699051.24000000
PA
USD
2775515.44000000
0.586866413940
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
525000.00000000
PA
USD
544000.24000000
0.115025650886
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAR6
510000.00000000
PA
USD
517081.86000000
0.109333917772
Long
DBT
CORP
US
N
2
2054-11-30
Fixed
6.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
217933.78000000
PA
USD
209895.25000000
0.044381115988
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
1155000.00000000
PA
USD
1099462.63000000
0.232474905969
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2025-INV1
17332GAB3
795240.91000000
PA
USD
802882.38000000
0.169764756620
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
6.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAM2
305000.00000000
PA
USD
305352.91000000
0.064565076704
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
5.35000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAD7
20000.00000000
PA
USD
20190.60000000
0.004269183606
Long
DBT
CORP
N/A
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
573751.91000000
PA
USD
566202.94000000
0.119720281203
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP INC
03234TBA5
468824.94000000
PA
USD
464703.97000000
0.098258921023
Long
LON
CORP
US
N
2
2032-01-30
Floating
6.57492000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQS31
1093936.94000000
PA
USD
1095236.09000000
0.231581228947
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
610000.00000000
PA
USD
615456.29000000
0.130134612347
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.97500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAE2
648257.14000000
PA
USD
649124.05000000
0.137253462162
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.30000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC
914908BG2
666641.60000000
PA
USD
647195.66000000
0.136845715440
Long
LON
CORP
US
N
2
2029-01-31
Floating
7.93940000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2024-2
35040VAA7
887269.95000000
PA
USD
884933.95000000
0.187114078461
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
4.60000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400JE4
670000.00000000
PA
USD
678907.58000000
0.143551014391
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
475000.00000000
PA
USD
475621.75000000
0.100567421384
Long
DBT
CORP
US
N
2
2026-05-15
Floating
5.75459000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2024-1
22537GAA8
800000.00000000
PA
USD
809767.36000000
0.171220545142
Long
ABS-O
CORP
US
N
2
2034-03-15
Fixed
5.68000000
N
N
N
N
N
N
Finco I LLC
5493001RSEZ0X6VJMC68
FINCO I LLC
31774BAG9
123128.91000000
PA
USD
123216.33000000
0.026053368208
Long
LON
CORP
US
N
2
2029-06-27
Floating
6.57492000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2025-1
505712AG4
1225000.00000000
PA
USD
1228058.09000000
0.259665659575
Long
ABS-O
CORP
US
N
2
2032-05-17
Fixed
5.52000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2025-1
75525PAA0
1136444.82000000
PA
USD
1136427.09000000
0.240290823607
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
4.96000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-HYB1 Trust
67448MAA8
910412.03000000
PA
USD
891885.24000000
0.188583887843
Long
ABS-MBS
CORP
US
N
2
2053-03-25
Variable
3.64633400
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CX5
430000.00000000
PA
USD
427951.57000000
0.090487842224
Long
DBT
CORP
DE
N
2
2030-09-11
Fixed
4.99900000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DR3
330000.00000000
PA
USD
351654.23000000
0.074355218469
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.38800000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
660000.00000000
PA
USD
641216.40000000
0.135581436083
Long
LON
CORP
US
N
2
2028-01-31
Floating
6.92630000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
GO DADDY OPERATING CO LLC
38017BAX4
702177.21000000
PA
USD
698104.58000000
0.147610107123
Long
LON
CORP
US
N
2
2029-11-09
Floating
6.07438000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust 2025-1
14856VAA5
1326258.03000000
PA
USD
1333929.37000000
0.282051518986
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
5.78300000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-4 Mortgage Loan Trust
19685GAA4
507689.68000000
PA
USD
501611.31000000
0.106062760973
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30100000
N
N
N
N
N
N
Verus Securitization Trust
2138005NRONUFED1TZ38
Verus Securitization Trust 2024-3
92540MAA3
1281662.88000000
PA
USD
1297735.32000000
0.274398500010
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.33800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-HY2
89177HAC6
1450000.00000000
PA
USD
1458360.99000000
0.308361853116
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
6.03459000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AV4
965000.00000000
PA
USD
962231.99000000
0.203458294344
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.37500000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2022-1 LLC
96034JAB2
373984.54000000
PA
USD
368867.57000000
0.077994877962
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.28800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
200000.00000000
PA
USD
199900.97000000
0.042267884269
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
12768EAG1
213850.00000000
PA
USD
212246.13000000
0.044878195736
Long
LON
CORP
US
N
2
2030-02-06
Floating
6.56324000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV98
3631697.19000000
PA
USD
3689295.80000000
0.780079896119
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Igloo Holdings Corp
549300RKTIVJWNROR778
MX HOLDINGS US INC
55404TAF9
320000.00000000
PA
USD
318800.00000000
0.067408384787
Long
LON
CORP
US
N
2
2032-02-20
Floating
0.00000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2025-1
505712AF6
1370000.00000000
PA
USD
1376903.98000000
0.291138247490
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
5.11000000
N
N
N
N
N
N
PEAC Solutions Receivables LLC
N/A
PEAC Solutions Receivables 2025-1 LLC
69392HAE3
435624.85000000
PA
USD
438312.22000000
0.092678540724
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
5.49000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
5000.00000000
PA
USD
5105.57000000
0.001079542745
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Issuer Trust 2024-1
31568AAC0
1000000.00000000
PA
USD
1031681.80000000
0.218143048158
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
6.26000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
193928.14000000
PA
USD
186418.27000000
0.039417046661
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
360000.00000000
PA
USD
322061.96000000
0.068098107042
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
SOUTH BOW CAN INFRA HOLD
2549004FYUSYLPBT1G26
South Bow Canadian Infrastructure Holdings Ltd
836720AF9
830000.00000000
PA
USD
841997.65000000
0.178035450381
Long
DBT
CORP
CA
N
2
2055-03-01
Fixed
7.62500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAA4
890016.22000000
PA
USD
767984.49000000
0.162385803052
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.12700000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
610000.00000000
PA
USD
656838.78000000
0.138884696442
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2024-1
26208WAE4
1035000.00000000
PA
USD
1050568.26000000
0.222136479033
Long
ABS-O
CORP
US
N
2
2031-11-17
Fixed
5.43000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
170000.00000000
PA
USD
169956.63000000
0.035936329712
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2022-1
29252VAC9
1210000.00000000
PA
USD
1207863.87000000
0.255395710540
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.15000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AE3
1355000.00000000
PA
USD
1347597.64000000
0.284941594279
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
5.43600000
N
N
N
N
N
N
Cogeco Communications Finance (USA) LP
549300UVJTPYOZ6XKH79
COGECO COMMUNICATIONS USA II LP
19239BAD0
915750.00000000
PA
USD
900218.88000000
0.190345987002
Long
LON
CORP
US
N
2
2030-09-18
Floating
7.57492000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2024-2
525920AB0
1024453.05000000
PA
USD
1034234.02000000
0.218682700065
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
5.99000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAV3
775000.00000000
PA
USD
789339.59000000
0.166901213334
Long
DBT
CORP
KY
N
2
2029-11-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
354159.68000000
PA
USD
341765.37000000
0.072264277189
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
1884745.32000000
PA
USD
1884703.23000000
0.398509411978
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2025-1
02528DAE0
1320000.00000000
PA
USD
1325226.41000000
0.280211329285
Long
ABS-O
CORP
US
N
2
2031-08-12
Fixed
5.09000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAA7
236989.12000000
PA
USD
201653.57000000
0.042638461230
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-2
505713AF4
825000.00000000
PA
USD
836795.77000000
0.176935543453
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
6.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQLN0
53282.71000000
PA
USD
52483.04000000
0.011097230097
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-1
46643UDJ5
24356.39000000
PA
USD
23821.85000000
0.005036990060
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
5.64860800
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
1600000.00000000
PA
USD
1583804.46000000
0.334886136977
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
Thunder Generation Funding LLC
254900JBXSZJDYE69921
THUNDER GENERATION FUNDI
88604KAB6
228850.00000000
PA
USD
228563.94000000
0.048328500678
Long
LON
CORP
US
N
2
2031-10-03
Floating
8.04265000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCK9
395000.00000000
PA
USD
398598.06000000
0.084281215195
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
7.60000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
1438547.21000000
PA
USD
1410473.10000000
0.298236240457
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
825000.00000000
PA
USD
826541.10000000
0.174767253801
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
6.93918000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
1205000.00000000
PA
USD
1153346.11000000
0.243868250867
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291AN8
1203000.00000000
PA
USD
1188352.73000000
0.251270194754
Long
DBT
CORP
US
N
2
2027-02-15
Variable
4.20000000
N
N
N
N
N
N
CPS Auto Trust
N/A
Consumer Portfolio Services Auto Trust 2025-A
12633SAC2
1000000.00000000
PA
USD
1002516.40000000
0.211976195882
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
5.25000000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC
16117LCE7
643387.50000000
PA
USD
640813.95000000
0.135496340398
Long
LON
CORP
US
N
2
2031-12-15
Floating
6.56044000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
366270.55000000
PA
USD
348179.71000000
0.073620551653
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2024-3
37989EAE6
840000.00000000
PA
USD
862838.59000000
0.182442144556
Long
ABS-O
CORP
US
N
2
2030-08-15
Fixed
5.64000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
2000000.00000000
PA
USD
1987989.00000000
0.420348580508
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
PowerPay Issuance Trust
N/A
PowerPay Issuance Trust 2024-1
73934RAA6
608758.90000000
PA
USD
622895.62000000
0.131707614917
Long
ABS-O
CORP
US
N
2
2039-02-18
Fixed
6.53000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2024-1
12515PAC1
1250000.00000000
PA
USD
1257168.00000000
0.265820778817
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.08000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
146234.44000000
PA
USD
128414.59000000
0.027152509708
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
JBT Marel Corporation (f/k/a John Bean Technologies Corporation)
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES CORP
000000000
315000.00000000
PA
USD
314410.95000000
0.066480345982
Long
LON
CORP
US
N
2
2032-01-02
Floating
6.67492000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG HEALTHCARE SERVICES INC
12541HAW3
311366.17000000
PA
USD
310762.12000000
0.065708822341
Long
LON
CORP
US
N
2
2028-09-29
Floating
7.30620500
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAQ6
835000.00000000
PA
USD
845221.24000000
0.178717059525
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
7.12500000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach Abs Trust 2024-1
75526PAB7
1205000.00000000
PA
USD
1222186.07000000
0.258424055486
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
6.29000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAD9
267152.81000000
PA
USD
258307.06000000
0.054617508450
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
1137789.24000000
PA
USD
1090132.94000000
0.230502197896
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment Inc
549300UZV72O3371JJ53
SEAWORLD PARKS & ENTERTAINMENT INC
78488CAL4
383075.00000000
PA
USD
379723.09000000
0.080290213812
Long
LON
CORP
US
N
2
2031-12-04
Floating
6.32492000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
625382.17000000
PA
USD
623553.55000000
0.131846730345
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS Trust 2025-1PL
00112MAB2
1170000.00000000
PA
USD
1167758.28000000
0.246915619440
Long
ABS-O
CORP
US
N
2
2032-04-26
Fixed
5.04000000
N
N
N
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
AppLovin Corp
03831WAB4
830000.00000000
PA
USD
833215.77000000
0.176178573511
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.12500000
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
629627.16000000
0.133130959454
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.62500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REU4
1185000.00000000
PA
USD
1121830.73000000
0.237204509142
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
ADNOC MURBAN RSC LTD
213800OWGH7RAYG61M70
Adnoc Murban Rsc Ltd
00723L2A6
90000.00000000
PA
USD
88290.00000000
0.018668401169
Long
DBT
CORP
AE
N
2
2029-09-11
Fixed
4.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
115000.00000000
PA
USD
121020.02000000
0.025588971377
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
8.00000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
320000.00000000
PA
USD
314800.00000000
0.066562608316
Long
LON
CORP
US
N
2
2032-01-28
Floating
7.07492000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
1404067.56000000
PA
USD
1374017.28000000
0.290527871754
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.24700000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
161450.77000000
PA
USD
147944.69000000
0.031282034475
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
148161.00000000
PA
USD
134654.32000000
0.028471863914
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
400000.00000000
PA
USD
392703.44000000
0.083034832468
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
520000.00000000
PA
USD
504224.56000000
0.106615317314
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
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
1033267.50000000
0.218478335096
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
Zaxbys Funding LLC
98920MAA0
1278625.00000000
PA
USD
1168865.14000000
0.247149658476
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AC2
1047375.00000000
PA
USD
1062686.58000000
0.224698826516
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.26800000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AA7
1185000.00000000
PA
USD
1182313.30000000
0.249993192805
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.74300000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900UI1468MQ7I8472
OBX 2024-NQM1 Trust
67448LAA0
376826.51000000
PA
USD
378156.33000000
0.079958931626
Long
ABS-MBS
CORP
US
N
2
2063-11-25
Variable
5.92800000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2024-1
67571FAC8
1045000.00000000
PA
USD
1058907.91000000
0.223899848971
Long
ABS-O
CORP
US
N
2
2030-05-20
Fixed
5.66000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AR3
1145000.00000000
PA
USD
1128393.09000000
0.238592081564
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.60000000
N
N
N
N
N
N
TIC Home Improvement Trust
N/A
TIC Home Improvement Trust 2024-A
87252DAA1
692552.00000000
PA
USD
705747.19000000
0.149226092053
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
6.67000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1020000.00000000
PA
USD
992504.57000000
0.209859253319
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
1060000.00000000
PA
USD
951007.67000000
0.201084977903
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
155000.00000000
PA
USD
145115.65000000
0.030683850608
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
823000.00000000
PA
USD
765116.52000000
0.161779387665
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-5
30168DAD8
997000.00000000
PA
USD
1005967.12000000
0.212705830329
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NBY6
52878.62000000
PA
USD
53341.90000000
0.011278830992
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAT4
1322088.19000000
PA
USD
1313008.22000000
0.277627864879
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.54100000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
265000.00000000
PA
USD
261655.99000000
0.055325619999
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
616000.00000000
PA
USD
614160.32000000
0.129860587114
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
1428622.69000000
PA
USD
1395179.06000000
0.295002405660
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAA1
807279.61000000
PA
USD
812631.87000000
0.171826228933
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.12900000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286DC8
140000.00000000
PA
USD
135712.50000000
0.028695609851
Long
DBT
NUSS
PH
N
2
2035-03-05
Fixed
4.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAQ6
1030000.00000000
PA
USD
1036759.99000000
0.219216801564
Long
DBT
CORP
GB
N
2
2029-09-02
Fixed
5.15000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1876700.00000000
PA
USD
1786356.41000000
0.377714555375
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
603175.29000000
PA
USD
605601.56000000
0.128050887655
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
785000.00000000
PA
USD
798243.17000000
0.168783822953
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-B
00835AAA6
1080000.00000000
PA
USD
1077870.24000000
0.227909322112
Long
ABS-O
CORP
US
N
2
2029-09-15
Fixed
4.62000000
N
N
N
N
N
N
LENDBUZZ AUTO RECEIVABLES TRUST
N/A
LENDBUZZ AUTO RECEIVABLES TRUST
000000000
1180000.00000000
PA
USD
1179961.06000000
0.249495825493
Long
ABS-MBS
CORP
US
N
3
2030-06-17
Floating
0.00010000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2025-1
36271KAL5
1150000.00000000
PA
USD
1165477.62000000
0.246433387298
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
5.61000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2024-RTL1
50205DAA7
500000.00000000
PA
USD
505344.55000000
0.106852132612
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
7.01700000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
1327251.74000000
PA
USD
1277769.27000000
0.270176796180
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
Hilcorp Energy I LP
549300ITPIHLG0LHEC09
HILCORP ENERGY I LP
431319AH5
160000.00000000
PA
USD
159600.00000000
0.033746481217
Long
LON
CORP
US
N
2
2030-02-05
Floating
6.32221000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
462067.96000000
PA
USD
462871.27000000
0.097871407388
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWH30
1755977.50000000
PA
USD
1784490.47000000
0.377320013337
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2024-A
22411CAC4
990000.00000000
PA
USD
1000033.06000000
0.211451108246
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
5.74000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DX4
86000.00000000
PA
USD
86538.88000000
0.018298137146
Long
DBT
CORP
US
N
2
2028-07-26
Floating
5.28281000
N
N
N
N
N
N
Formula One Management Limited
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL
000000000
146666.66000000
PA
USD
146254.53000000
0.030924660085
Long
LON
CORP
LU
N
2
2031-09-30
Floating
0.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2024-1
525935AB8
660797.25000000
PA
USD
667632.80000000
0.141167028480
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
6.19000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
635000.00000000
PA
USD
633768.42000000
0.134006604522
Long
DBT
CORP
US
N
2
N/A
Variable
5.87500000
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCZ6
450000.00000000
PA
USD
455803.34000000
0.096376935164
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
5.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAC4
717730.05000000
PA
USD
717959.72000000
0.151808359686
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.19000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
1081000.00000000
PA
USD
1016491.22000000
0.214931089370
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGE
N/A
DREYFUS GOVERNMENT CASH MANAGE
000000000
2747570.76000000
NS
USD
2747570.76000000
0.580957675727
Long
STIV
RF
US
N
1
N
N
Onslow Bay Financial LLC
254900O44XNRXAW7W466
OBX 2023-NQM10 Trust
67449CAA9
366536.41000000
PA
USD
370374.05000000
0.078313414296
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.46500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
905000.00000000
PA
USD
746665.19000000
0.157877962469
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
390000.00000000
PA
USD
399854.13000000
0.084546803808
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
HF SINCLAIR CORP
2549009G116AM01XHN24
HF Sinclair Corp
403949AR1
895000.00000000
PA
USD
906362.11000000
0.191644936850
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
TricorBraun Inc
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc
00184NAB3
447677.42000000
PA
USD
443240.94000000
0.093720689577
Long
LON
CORP
US
N
2
2028-03-03
Floating
0.00000000
N
N
N
N
N
N
OCCU Auto Receivables Trust
N/A
OCCU Auto Receivables Trust 2023-1
674921AB7
256753.78000000
PA
USD
257399.18000000
0.054425542564
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.23000000
N
N
N
N
N
N
HUNTERSTOWN GENERATION LLC
549300ER0JUHJLPPMH08
KESTREL ACQUISITION LLC
44579UAB8
562175.00000000
PA
USD
563113.83000000
0.119067107064
Long
LON
CORP
US
N
2
2031-11-06
Floating
7.79917000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397G31
90000.00000000
PA
USD
88174.26000000
0.018643928627
Long
DBT
CORP
US
N
2
2031-11-05
Fixed
6.05400000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
322560.99000000
PA
USD
307130.06000000
0.064940844618
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
2252607.88000000
PA
USD
2205873.93000000
0.466419067337
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.41700000
N
N
N
N
N
N
Formula One Management Limited
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL
000000000
292590.57000000
PA
USD
291768.39000000
0.061692709855
Long
LON
CORP
LU
N
2
2031-09-30
Floating
6.29917000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
3265009.00000000
PA
USD
3320614.68000000
0.702124441912
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNH3
380000.00000000
PA
USD
379194.41000000
0.080178427536
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286DE4
140000.00000000
PA
USD
137900.00000000
0.029158143859
Long
DBT
NUSS
PH
N
2
2030-03-05
Fixed
4.37500000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAA8
1155000.00000000
PA
USD
1163812.53000000
0.246081313811
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
5.38834000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAB9
1565000.00000000
PA
USD
1503299.41000000
0.317863817693
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
795000.00000000
PA
USD
795930.95000000
0.168294917635
Long
DBT
CORP
US
N
2
2053-08-15
Floating
7.52259000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2024-1
89182NAA0
828249.23000000
PA
USD
836128.70000000
0.176794495426
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
4.78020000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
54216.95000000
PA
USD
51577.25000000
0.010905706130
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES2
748956AA7
508553.58000000
PA
USD
514109.12000000
0.108705349384
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
6.80800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBQ7
475000.00000000
PA
USD
470601.55000000
0.099505929624
Long
DBT
CORP
IE
N
2
2056-01-31
Fixed
6.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES8
749421AA1
686196.82000000
PA
USD
686050.45000000
0.145061332238
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
5.48955000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
615000.00000000
PA
USD
607330.99000000
0.128416565456
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KCL5
1265000.00000000
PA
USD
1269304.16000000
0.268386898463
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.00000000
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
1816528.14000000
0.384094190210
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.47000000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
DYNASTY ACQUISITION CO INC
26812CAN6
480145.17000000
PA
USD
478455.06000000
0.101166508118
Long
LON
CORP
US
N
2
2031-10-31
Floating
6.32492000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAR1
485000.00000000
PA
USD
493361.40000000
0.104318366031
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2024-1PL
00092BAA2
386165.23000000
PA
USD
389312.17000000
0.082317768375
Long
ABS-O
CORP
US
N
2
2031-04-25
Fixed
5.90000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2024-4
024945AE7
1080000.00000000
PA
USD
1078883.39000000
0.228123546720
Long
ABS-O
CORP
US
N
2
2031-08-12
Fixed
4.91000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2021-1
12598NAD4
724358.91000000
PA
USD
721419.90000000
0.152539994394
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
2.11000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2023-2
35104AAB4
336673.95000000
PA
USD
338699.35000000
0.071615985295
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.99000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAA7
1599748.41000000
PA
USD
1551048.55000000
0.327960092481
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CF8
435000.00000000
PA
USD
451635.60000000
0.095495691056
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
5.68400000
N
N
N
N
N
N
DirectV Financing LLC
N/A
DIRECTV FINANCING LLC
25460HAD4
521332.48210000
PA
USD
512860.83000000
0.108441405807
Long
LON
CORP
US
N
2
2029-08-02
Floating
9.80236000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAA5
60239.80000000
PA
USD
56700.22000000
0.011988928002
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAE4
500000.00000000
PA
USD
486103.95000000
0.102783820917
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.08800000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAF0
766150.00000000
PA
USD
764395.52000000
0.161626936456
Long
LON
CORP
US
N
2
2028-10-23
Floating
6.57384000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAA9
303693.84000000
PA
USD
296017.22000000
0.062591099967
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.50200000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
304000.00000000
PA
USD
298653.11000000
0.063148443403
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
Upgrade Receivables Trust
N/A
Upgrade Receivables Trust 2024-1
91533NAB0
880000.00000000
PA
USD
884471.37000000
0.187016268641
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
5.77000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBG9
243000.00000000
PA
USD
250841.97000000
0.053039059080
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XQXV4
2041421.07000000
PA
USD
2083115.05000000
0.440462424240
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
6.00000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
460000.00000000
PA
USD
424730.01000000
0.089806662311
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAC7
425000.00000000
PA
USD
441027.18000000
0.093252603046
Long
DBT
CORP
US
N
2
N/A
Fixed
6.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2025-CES2
46595TAC4
1100000.00000000
PA
USD
1101139.60000000
0.232829491411
Long
ABS-MBS
CORP
US
N
3
2055-06-25
Fixed
5.59200000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT 2025-A LLC
433403AB8
1180000.00000000
PA
USD
1185520.04000000
0.250671239115
Long
ABS-O
CORP
US
N
2
2044-03-15
Fixed
5.45000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2023-A LLC
62890QAC9
1000000.00000000
PA
USD
1027051.90000000
0.217164083037
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
6.83000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-1
59981HAC5
1063842.44000000
PA
USD
1045100.94000000
0.220980446379
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.25000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJG6
490000.00000000
PA
USD
471895.25000000
0.099779474879
Long
DBT
CORP
US
N
2
2033-07-22
Floating
4.96700000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAF5
435000.00000000
PA
USD
452956.80000000
0.095775051024
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
NAB Holdings LLC
N/A
NORTHAB LLC
66345FAB7
593117.52000000
PA
USD
587927.74000000
0.124313862375
Long
LON
CORP
US
N
2
2028-11-23
Floating
6.79917000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2024-2
75907AAA1
1065000.00000000
PA
USD
1069586.42000000
0.226157757099
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
5.11000000
N
N
N
N
N
N
American Heritage Auto Receiva
N/A
American Heritage Auto Receivables Trust 2024-1
026944AC2
1060000.00000000
PA
USD
1067186.38000000
0.225650282758
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
4.90000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576BAB8
1005000.00000000
PA
USD
1044158.86000000
0.220781249104
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.80000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2025-A LLC
62919VAC5
1160000.00000000
PA
USD
1160454.26000000
0.245371227374
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
5.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LVWK5
16568.81000000
PA
USD
16329.68000000
0.003452814783
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
275000.00000000
PA
USD
274024.71000000
0.057940913089
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Bridgecrest Lending Auto Secur
N/A
Bridgecrest Lending Auto Securitization Trust 2025-1
10806HAE7
955000.00000000
PA
USD
964213.08000000
0.203877184172
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
5.15000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AL7
256000.00000000
PA
USD
257938.05000000
0.054539483456
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
Entain PLC
213800GNI3K45LQR8L28
ENTAIN PLC
36270BAC6
426775.00000000
PA
USD
426907.30000000
0.090267037475
Long
LON
CORP
IM
N
2
2029-10-31
Floating
7.05267000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NH0
962000.00000000
PA
USD
972217.62000000
0.205569697071
Long
DBT
CORP
US
N
2
2028-02-24
Floating
5.61749300
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
96821.64000000
PA
USD
97519.61000000
0.020619947914
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
5.01119600
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKY6
10590000.00000000
PA
USD
10668597.71000000
2.255812232067
Long
DBT
UST
US
N
2
2026-06-30
Fixed
4.62500000
N
N
N
N
N
N
Burlington Coat Factory Warehouse Corp
549300SIFDMGE3Y2SW49
BURLINGTON COAT FACTORY WAREHOUSE CORP
121575AL8
512425.00000000
PA
USD
510185.70000000
0.107875765303
Long
LON
CORP
US
N
2
2031-09-19
Floating
6.07492000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
965000.00000000
PA
USD
960218.39000000
0.203032530469
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
The Huntington National Bank
N/A
Huntington Bank Auto Credit-Linked Notes Series 2024-1
44644NAA7
567203.75000000
PA
USD
574090.51000000
0.121388061484
Long
ABS-O
CORP
US
N
2
2032-05-20
Fixed
6.15300000
N
N
N
N
N
N
STAR 2025-SFR5 Trust
N/A
STAR 2025-SFR5 Trust
85520CAA3
660000.00000000
PA
USD
662007.46000000
0.139977583425
Long
ABS-O
CORP
US
N
2
2042-02-17
Floating
5.77000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1115000.00000000
PA
USD
1066514.89000000
0.225508300147
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAB7
348970.17000000
PA
USD
330856.35000000
0.069957629078
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
2.49000000
N
N
N
N
N
N
WEC Us Holdings Ltd.
5493002M6GRSU1IWMG57
WEC US HOLDINGS INC
92943LAC4
640677.17000000
PA
USD
634270.40000000
0.134112745240
Long
LON
CORP
US
N
2
2031-01-27
Floating
0.00000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
21937.87000000
PA
USD
21904.69000000
0.004631617855
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2014-1
61763YAJ3
93278.85000000
PA
USD
93265.77000000
0.019720498468
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
5.88740700
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
1077675.81820000
PA
USD
1073853.63000000
0.227060033553
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBW1
560000.00000000
PA
USD
569703.71000000
0.120460498427
Long
DBT
CORP
FR
N
2
2030-01-19
Fixed
5.63400000
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM6 Trust
36167KAA6
849356.67000000
PA
USD
764948.54000000
0.161743869282
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.85500000
N
N
N
N
N
N
GoldenTree Loan Management US
549300CQMHYJ3DLMP206
Goldentree Loan Management US Clo 9 Ltd
38138JAN3
1300000.00000000
PA
USD
1303510.00000000
0.275619522129
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
5.79317000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AM5
391000.00000000
PA
USD
401117.38000000
0.084813910590
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2024-2 Receivables Funding LLC
82650DAA0
604750.74000000
PA
USD
611640.42000000
0.129327769081
Long
ABS-O
CORP
US
N
2
2041-06-20
Fixed
5.14000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
735000.00000000
PA
USD
727868.56000000
0.153903525619
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
LV Trust
N/A
Fashion Show Mall LLC
50245XAA5
895000.00000000
PA
USD
895440.34000000
0.189335592827
Long
ABS-MBS
CORP
US
N
2
2041-10-10
Variable
4.76396700
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
202744.14000000
PA
USD
197295.25000000
0.041716920102
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50065WAP1
200000.00000000
PA
USD
201528.00000000
0.042611910193
Long
DBT
NUSS
KR
N
2
2028-04-03
Fixed
4.87500000
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2024-2
43283JAA4
612833.93000000
PA
USD
624430.77000000
0.132032213354
Long
ABS-O
CORP
US
N
2
2038-03-25
Fixed
5.50000000
N
N
N
N
N
N
Ineos Finance PLC
5493008MHJ4R367SNK31
INEOS US FINANCE LLC
000000000
459747.06300000
PA
USD
440782.50000000
0.093200866900
Long
LON
CORP
US
N
2
2030-02-18
Floating
7.57438000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
1155000.00000000
PA
USD
1153769.00000000
0.243957668470
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AN3
450000.00000000
PA
USD
468011.68000000
0.098958316846
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
960000.00000000
PA
USD
872255.71000000
0.184433339187
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
PHOENIX GUARANTOR INC
71913BAK8
420760.62000000
PA
USD
418753.59000000
0.088542983456
Long
LON
CORP
US
N
2
2031-02-21
Floating
6.82492000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAE0
465000.00000000
PA
USD
479714.04000000
0.101432712034
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
6.47127000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DM9
638000.00000000
PA
USD
636471.77000000
0.134578211978
Long
DBT
CORP
US
N
2
2030-09-06
Fixed
4.89500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475CB9
1105000.00000000
PA
USD
1124367.68000000
0.237740932297
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
5.22200000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAA5
863019.71000000
PA
USD
842921.19000000
0.178230727482
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.72200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAJ7
61482.61000000
PA
USD
60798.40000000
0.012855464057
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
297.00000000
PA
USD
279.64000000
0.000059128233
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy Inc
92763MAB1
90000.00000000
PA
USD
94065.93000000
0.019889687593
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2018-CBM
05549RAA5
1350000.00000000
PA
USD
1334259.00000000
0.282121217310
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
5.61701000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
847239.33040000
PA
USD
759531.51000000
0.160598470152
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Cornerstone Generation, LLC
254900JBGAU2N55LVN75
CORNERSTONE GENERATION L
21924NAB4
665000.00000000
PA
USD
664308.40000000
0.140464103654
Long
LON
CORP
US
N
2
2031-10-28
Floating
0.00000000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2023-2
35042RAA4
610939.97000000
PA
USD
636964.91000000
0.134682483530
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
6.53000000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT 2023-3 Mortgage Loan Trust
19688RAA7
886614.15000000
PA
USD
899130.30000000
0.190115813164
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.18000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBH8
1050000.00000000
PA
USD
1041993.44000000
0.220323383782
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
692000.00000000
PA
USD
642791.58000000
0.135914498629
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RHT1
15860.75000000
PA
USD
15658.67000000
0.003310933665
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72814CAF5
600615.40000000
PA
USD
594086.71000000
0.125616140354
Long
LON
CORP
US
N
2
2028-03-13
Floating
7.18940000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
348940.74000000
PA
USD
343835.95000000
0.072702089151
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
1426000.00000000
PA
USD
1306395.25000000
0.276229591270
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
214973.55000000
PA
USD
208945.82000000
0.044180364599
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAD8
1109000.00000000
PA
USD
1122349.25000000
0.237314147146
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.92000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
817286.48000000
PA
USD
794426.08000000
0.167976721725
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAC2
750000.00000000
PA
USD
763372.50000000
0.161410624894
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
110636.23000000
PA
USD
110378.83000000
0.023338954344
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2022-2
04047JAA3
255397.71000000
PA
USD
257585.50000000
0.054464938832
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
6.90000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
89841EAB1
651716.80000000
PA
USD
649989.75000000
0.137436509335
Long
LON
CORP
US
N
2
2031-02-10
Floating
7.29984000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL5
05612GAA1
1080879.10000000
PA
USD
1082506.69000000
0.228889672192
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
5.71083000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2024-A
03837DAB0
1080000.00000000
PA
USD
1058342.65000000
0.223780328069
Long
ABS-O
CORP
US
N
2
2050-04-18
Fixed
5.06000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAA9
1721000.00000000
PA
USD
1741088.89000000
0.368143004539
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.76000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2025-SPRL Mortgage Trust
44855PAA6
1720000.00000000
PA
USD
1749884.83000000
0.370002854313
Long
ABS-MBS
CORP
US
N
2
2040-01-13
Variable
5.46684000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
1144000.00000000
PA
USD
1137072.05000000
0.240427196605
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AW9
80000.00000000
PA
USD
80560.00000000
0.017033938138
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AW1
290000.00000000
PA
USD
293742.60000000
0.062110144947
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-ROIC
05593VAJ2
895000.00000000
PA
USD
889417.89000000
0.188062181199
Long
ABS-MBS
CORP
US
N
2
2030-03-15
Floating
5.86245000
N
N
N
N
N
N
Life Time Inc (f/k/a Life Time Fitness Inc)
549300PALKE96VYH4X17
LIFE TIME INC
50218KAM0
423937.50000000
PA
USD
422665.69000000
0.089370173990
Long
LON
CORP
US
N
2
2031-11-05
Floating
6.79605000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816194AY0
379050.00000000
PA
USD
378102.38000000
0.079947524216
Long
LON
CORP
US
N
2
2031-12-03
Floating
6.32492000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AL7
1090000.00000000
PA
USD
1128400.70000000
0.238593690654
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBK0
411000.00000000
PA
USD
420673.44000000
0.088948924446
Long
DBT
CORP
IE
N
2
2055-03-10
Fixed
6.95000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AS3
695000.00000000
PA
USD
671349.76000000
0.141952957808
Long
DBT
CORP
US
N
2
2032-05-08
Fixed
3.37500000
N
N
N
N
N
N
OSCAR US Funding Trust
353800KY84862IDYBM21
Oscar US Funding XV LLC
68785CAC5
1100000.00000000
PA
USD
1109274.07000000
0.234549477245
Long
ABS-O
CORP
JP
N
2
2027-12-10
Fixed
5.81000000
N
N
N
N
N
N
RFR Trust
N/A
RFR Trust 2025-SGRM
74984NAA2
1150000.00000000
PA
USD
1158252.98000000
0.244905779666
Long
ABS-MBS
CORP
US
N
2
2041-03-11
Variable
5.56183200
N
N
N
N
N
N
Iron Mountain Information Management LLC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284NAV1
1539805.28000000
PA
USD
1529226.82000000
0.323346016030
Long
LON
CORP
US
N
2
2031-01-31
Floating
0.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
540000.00000000
PA
USD
518685.28000000
0.109672951499
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2024-A LLC
62919UAB9
930748.02000000
PA
USD
933006.29000000
0.197278691988
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.15000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAJ8
1180000.00000000
PA
USD
1151776.52000000
0.243536370294
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-1
46641CBF7
90533.19000000
PA
USD
84624.70000000
0.017893395044
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
3.50000000
N
N
N
N
N
N
Flutter Entertainment Public Limited Company
635400VFWPBIKJK6GN11
FLUTTER ENTERTAINMENT PLC
000000000
582625.00000000
PA
USD
578773.85000000
0.122378326179
Long
LON
CORP
NL
N
2
2030-11-30
Floating
6.04917000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
690000.00000000
PA
USD
708263.70000000
0.149758193290
Long
DBT
CORP
FR
N
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
1564494.28000000
NS
USD
1564494.28000000
0.330803113000
Long
STIV
RF
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAQ1
1252588.68000000
PA
USD
1245699.44000000
0.263395819264
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
0.92000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZW3
600000.00000000
PA
USD
620359.19000000
0.131171301713
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1215000.00000000
PA
USD
1183288.50000000
0.250199393108
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
269622.55000000
PA
USD
267630.58000000
0.056588911912
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAC0
1010000.00000000
PA
USD
966913.40000000
0.204448150952
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2025-1
36271FAC6
1825000.00000000
PA
USD
1837283.89000000
0.388482871460
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
5.04000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc
50106GAG7
720000.00000000
PA
USD
638558.06000000
0.135019345727
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
8.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
719000.00000000
PA
USD
693642.70000000
0.146666668842
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-3
23345WAC9
1095000.00000000
PA
USD
1115536.18000000
0.235873563570
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.40000000
N
N
N
N
N
N
Terex Corporation
YAWJZJYEQ7M1SYMOS462
TEREX CORP
88078FBM9
395000.00000000
PA
USD
395197.50000000
0.083562186785
Long
LON
CORP
US
N
2
2031-10-08
Floating
6.29917000
N
N
N
N
N
N
MIRA Trust
N/A
MIRA Trust 2023-MILE
55318EAA8
775000.00000000
PA
USD
809605.53000000
0.171186327141
Long
ABS-MBS
CORP
US
N
2
2038-06-10
Fixed
6.75470000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
DYNASTY ACQUISITION CO INC
26812CAP1
183089.63000000
PA
USD
182445.15000000
0.038576953807
Long
LON
CORP
US
N
2
2031-10-31
Floating
6.32384000
N
N
N
N
N
N
COLT Funding LLC
213800EHDFO4A3F7P416
COLT 2023-4 Mortgage Loan Trust
12598WAA0
807650.92000000
PA
USD
819676.52000000
0.173315778738
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.16300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
1080000.00000000
PA
USD
1081519.96000000
0.228681033938
Long
DBT
CORP
US
N
2
2026-07-01
Floating
5.82205000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
1016000.00000000
PA
USD
979794.26000000
0.207171733033
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
730000.00000000
PA
USD
767626.89000000
0.162310190635
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2023-1
35105NAC3
751771.13000000
PA
USD
752605.45000000
0.159133995505
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.39000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-X2
00833QAA3
758645.60000000
PA
USD
758339.94000000
0.160346519684
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
5.22000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAG9
1010000.00000000
PA
USD
982444.98000000
0.207732212185
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.28800000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES3
749407AA0
1675255.29000000
PA
USD
1702504.99000000
0.359984665838
Long
ABS-MBS
CORP
US
N
2
2043-11-25
Variable
7.11300000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEQ2
905000.00000000
PA
USD
908973.57000000
0.192197114707
Long
DBT
CORP
US
N
2
2031-04-04
Fixed
5.12100000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-B
08862BAB1
1418598.89000000
PA
USD
1383736.11000000
0.292582861191
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
131209.57000000
PA
USD
130841.08000000
0.027665576746
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAZ9
452725.00000000
PA
USD
450479.48000000
0.095251236282
Long
LON
CORP
US
N
2
2030-06-20
Floating
6.78689000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
951000.00000000
PA
USD
882039.47000000
0.186502057690
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.60500000
N
N
N
N
N
N
GATES CORPORATION/DE
984500F43C791F4C7894
GATES CORPORATION
36740UAY8
593316.44000000
PA
USD
586807.76000000
0.124077049192
Long
LON
CORP
US
N
2
2031-06-04
Floating
6.07160000
N
N
N
N
N
N
RIDE 2025-SHRE
N/A
RIDE 2025-SHRE
765692AC2
900000.00000000
PA
USD
904987.17000000
0.191354213875
Long
ABS-MBS
CORP
US
N
2
2047-02-14
Variable
5.43773100
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
916693.11000000
PA
USD
873509.07000000
0.184698354787
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
427000.00000000
PA
USD
438597.45000000
0.092738850930
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2024-1
96043RAE7
1182000.00000000
PA
USD
1190419.86000000
0.251707277233
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
5.55000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AB5
341225.57000000
PA
USD
323909.77000000
0.068488815598
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
1.24700000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05366DAA6
205000.00000000
PA
USD
215096.76000000
0.045480944682
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.37500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAB2
377940.79000000
PA
USD
387288.10000000
0.081889790679
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
6.28000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
895000.00000000
PA
USD
875204.03000000
0.185056744109
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
223629.59000000
PA
USD
214223.42000000
0.045296282076
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
639792.36000000
PA
USD
621840.23000000
0.131484458909
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGU2
1181000.00000000
PA
USD
1196036.61000000
0.252894905982
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.44000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
68784.03000000
PA
USD
67248.96000000
0.014219397027
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
5.08459000
N
N
N
N
N
N
Construction Partners Inc
549300MHLFL4E8JLZU44
CONSTRUCTION PARTNERS INC
21043XAH5
495000.00000000
PA
USD
491495.40000000
0.103923811307
Long
LON
CORP
US
N
2
2031-11-03
Floating
6.82719000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
1750000.00000000
PA
USD
1784949.55000000
0.377417083103
Long
DBT
CORP
US
N
2
2027-10-28
Floating
6.31145000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAD5
1435000.00000000
PA
USD
1486636.18000000
0.314340475724
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
6.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJT8
675000.00000000
PA
USD
680524.15000000
0.143892828609
Long
DBT
CORP
US
N
2
2031-02-12
Fixed
5.04600000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAA8
95000.00000000
PA
USD
95603.25000000
0.020214744865
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.37500000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAA5
1590000.00000000
PA
USD
1574077.58000000
0.332829445416
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCY0
1500000.00000000
PA
USD
1515225.00000000
0.320385413551
Long
DBT
CORP
US
N
2
2028-02-24
Floating
5.51749300
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
1480235.46000000
PA
USD
1435443.09000000
0.303515997966
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
860000.00000000
PA
USD
788465.80000000
0.166716455578
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94399000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2025-1 LLC
252154AD1
1170000.00000000
PA
USD
1172654.89000000
0.247950978822
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
4.98000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
954265.00000000
PA
USD
951996.23000000
0.201294003100
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
ELM Trust 2024
N/A
ELM Trust 2024-ELM
26860XAU5
907000.00000000
PA
USD
918628.83000000
0.194238662640
Long
ABS-MBS
CORP
US
N
2
2039-06-10
Variable
5.41414500
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2024-1
57108VAB8
1045000.00000000
PA
USD
1056960.55000000
0.223488091154
Long
ABS-O
CORP
US
N
2
2034-07-17
Fixed
6.07000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAJ5
1149061.89000000
PA
USD
1145383.86000000
0.242184679939
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
830000.00000000
PA
USD
735586.59000000
0.155535457664
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DE7
255000.00000000
PA
USD
251853.31000000
0.053252900974
Long
DBT
CORP
US
N
2
2028-04-25
Fixed
4.05500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AV6
365000.00000000
PA
USD
358910.16000000
0.075889442188
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.37500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAE5
292866.36000000
PA
USD
282397.56000000
0.059711302972
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.58000000
N
N
N
N
N
N
PMT Loan Trust
N/A
PMT Loan Trust 2024-INV2
73015CAA1
766003.07000000
PA
USD
772406.09000000
0.163320724363
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
6.00000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
325000.00000000
PA
USD
335395.73000000
0.070917454278
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC
29267YAW2
200000.00000000
PA
USD
199500.00000000
0.042183101521
Long
LON
CORP
US
N
2
2032-03-13
Floating
6.31919000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
1005000.00000000
PA
USD
998351.93000000
0.211095643196
Long
DBT
NUSS
RO
N
2
2029-01-30
Fixed
5.87500000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
562076.87000000
PA
USD
546287.23000000
0.115509221469
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BX0
438000.00000000
PA
USD
440907.82000000
0.093227365077
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
5.75100000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2023-A LLC
28415AAA5
577757.50000000
PA
USD
595217.85000000
0.125855313254
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.16000000
N
N
N
N
N
N
HOMES Trust
N/A
HOMES 2023-NQM2 Trust
43761KAA2
1480672.80000000
PA
USD
1487701.85000000
0.314565805377
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.45600000
N
N
N
N
N
N
GCI Funding I LLC
N/A
GCI Funding I LLC
36166VAE5
935348.68000000
PA
USD
856815.21000000
0.181168536285
Long
ABS-O
CORP
US
N
2
2046-06-18
Fixed
2.38000000
N
N
N
N
N
N
LIGHTNING POWER LLC
254900BWCHJ03XRL8K59
Lightning Power LLC
53229KAA7
30000.00000000
PA
USD
30887.40000000
0.006530959047
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
7.25000000
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
1346232.04000000
0.284652846192
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.09000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2023-1
30331GAC5
462631.48000000
PA
USD
467526.63000000
0.098855755877
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
1906050.00000000
PA
USD
1826099.21000000
0.386117936664
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
617000.00000000
PA
USD
632848.98000000
0.133812194342
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.60200000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM5 Trust
673919AL0
548362.93000000
PA
USD
554298.14000000
0.117203081268
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Variable
6.56700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2024-CES1
46658CAA9
730350.86000000
PA
USD
732334.42000000
0.154847805447
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
5.91900000
N
N
N
N
N
N
Virtus Newfleet ABS/MBS ETF
549300OXQOLOW6OELM19
Virtus Newfleet ABS/MBS ETF
92790A603
93000.00000000
NS
USD
2268735.00000000
0.479710670833
Long
EC
RF
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
2389011.09000000
PA
USD
2377806.39000000
0.502773174680
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15200000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
127820.26000000
PA
USD
120915.70000000
0.025566913527
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1278759.06000000
PA
USD
1181148.95000000
0.249746997846
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2023-2
74113VAE0
1001000.00000000
PA
USD
1012414.70000000
0.214069133194
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.64000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAR3
455000.00000000
PA
USD
463743.22000000
0.098055776087
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.87500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAG8
830000.00000000
PA
USD
848682.01000000
0.179448818985
Long
DBT
CORP
GB
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
635000.00000000
PA
USD
627554.57000000
0.132692722490
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
325000.00000000
PA
USD
328858.28000000
0.069535148930
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2024-2
96042YAE3
1000000.00000000
PA
USD
1013989.40000000
0.214402094247
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.62000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-4
50571AAF8
1023000.00000000
PA
USD
1054372.55000000
0.222940873777
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.76000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAG8
660000.00000000
PA
USD
671970.70000000
0.142084251919
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
5.25000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2023-NQM2 Trust
36169DAA0
944078.90000000
PA
USD
943904.72000000
0.199583100906
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
5.83700000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-3
50168BAF5
1000000.00000000
PA
USD
1032519.00000000
0.218320069174
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.92000000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2024-A LLC
745935AB2
1290000.00000000
PA
USD
1305060.36000000
0.275947336632
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.43000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1175000.00000000
PA
USD
1132526.12000000
0.239465986447
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS2
59981TAC9
1255722.84000000
PA
USD
1207846.52000000
0.255392041985
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
2.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
486786.21000000
PA
USD
467583.61000000
0.098867803962
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAB6
1182916.39000000
PA
USD
1170469.51000000
0.247488893075
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.50000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-3
68269PAA5
850208.30000000
PA
USD
854486.38000000
0.180676118880
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.94000000
N
N
N
N
N
N
2025-05-21
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer