0001752724-21-175729.txt : 20210819
0001752724-21-175729.hdr.sgml : 20210819
20210819121915
ACCESSION NUMBER: 0001752724-21-175729
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210819
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS ASSET TRUST
CENTRAL INDEX KEY: 0001018593
IRS NUMBER: 956981193
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07705
FILM NUMBER: 211189357
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: (800) 243-4361
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX ASSET TRUST
DATE OF NAME CHANGE: 20060523
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX-KAYNE FUNDS
DATE OF NAME CHANGE: 20021223
FORMER COMPANY:
FORMER CONFORMED NAME: KAYNE ANDERSON RUDNICK MUTUAL FUNDS
DATE OF NAME CHANGE: 20010226
0001018593
S000057031
Virtus Seix Total Return Bond Fund
C000181187
Class A
CBPSX
C000181188
Class I
SAMFX
C000181189
Class R6
SAMZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001018593
XXXXXXXX
S000057031
C000181187
C000181189
C000181188
Virtus Asset Trust
811-07705
0001018593
5493001887IYOL1CRU72
101 Munson Street
Greenfield
01301-9668
800-263-4790
Virtus Seix Total Return Bond Fund
S000057031
549300IWC5TV58FXZZ22
2021-12-31
2021-06-30
N
425711507.81
5581547.19
420129960.62
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3402253.76000000
0.00000000
0.00000000
3550042.09000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4RK8
247719.95000000
PA
USD
259747.76000000
0.061825574071
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQTG2
2032967.36000000
PA
USD
2234796.07000000
0.531929707346
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
1522000.00000000
PA
USD
1586685.00000000
0.377665281870
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WGG76
1700259.70000000
PA
USD
1835708.80000000
0.436938321963
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
1019000.00000000
PA
USD
1159541.05000000
0.275995800987
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1311000.00000000
PA
USD
1484899.72000000
0.353438187985
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
2127000.00000000
PA
USD
2118191.88000000
0.504175392984
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACR69
479159.12000000
PA
USD
507905.95000000
0.120892580298
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
915000.00000000
PA
USD
1022416.63000000
0.243357228913
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-150E
61764BAA1
1175000.00000000
PA
USD
1261971.74000000
0.300376516384
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGE9
2710000.00000000
PA
USD
2768855.51000000
0.659047382841
Long
ABS-O
CORP
US
N
2
2029-05-14
Floating
0.84263000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1813000.00000000
PA
USD
2172906.48000000
0.517198648911
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L8EH9
1216083.47000000
PA
USD
1281575.67000000
0.305042674916
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
4142000.00000000
PA
USD
4526791.80000000
1.077474168545
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
1100000.00000000
PA
USD
1123875.43000000
0.267506613511
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.20700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVQD7
962446.01000000
PA
USD
1037533.49000000
0.246955367922
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPAH5
767758.79000000
PA
USD
808871.76000000
0.192528940046
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
1377000.00000000
PA
USD
1468507.24000000
0.349536423880
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers 2019-CPT
12654YAE9
1495000.00000000
PA
USD
1586765.64000000
0.377684475931
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XT5U8
238777.83000000
PA
USD
252627.05000000
0.060130691376
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMFJ0
2290000.00000000
PA
USD
2426364.32000000
0.577527086242
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
2355000.00000000
PA
USD
2596966.17000000
0.618134009335
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AR4
2013000.00000000
PA
USD
2035617.67000000
0.484520948469
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
1254000.00000000
PA
USD
1250574.34000000
0.297663689148
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
712000.00000000
PA
USD
1021720.00000000
0.243191415935
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
1224000.00000000
PA
USD
1299826.36000000
0.309386733115
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AW6
1857000.00000000
PA
USD
1858473.38000000
0.442356783424
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDNN0
344114.03000000
PA
USD
361270.09000000
0.085990080180
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
1202000.00000000
PA
USD
1191816.91000000
0.283678152408
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
675000.00000000
PA
USD
716471.93000000
0.170535785865
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
24832000.00000000
PA
USD
23699040.00000000
5.640883112698
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AQ8
2104000.00000000
PA
USD
1952761.79000000
0.464799460414
Long
DBT
CORP
US
N
2
2050-07-16
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMFH4
155360.00000000
PA
USD
164949.39000000
0.039261515593
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYYX1
1448844.24000000
PA
USD
1551802.97000000
0.369362605730
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
1451000.00000000
PA
USD
1541400.35000000
0.366886557608
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCVQ6
1838490.20000000
PA
USD
1939046.61000000
0.461534951503
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LSL0
423051.71000000
PA
USD
462492.67000000
0.110083239318
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NCG4
3024000.00000000
PA
USD
2994991.98000000
0.712872744324
Long
ABS-O
CORP
US
N
2
2028-05-15
Floating
0.73375000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BP7
1866000.00000000
PA
USD
1880990.21000000
0.447716275036
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
2.20000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
884000.00000000
PA
USD
946669.31000000
0.225327731591
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
764000.00000000
PA
USD
806519.89000000
0.191969144216
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31346YJK0
1500964.61000000
PA
USD
1613576.76000000
0.384066101265
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAE2
1220000.00000000
PA
USD
1224943.56000000
0.291563010215
Long
ABS-O
CORP
US
N
2
2046-03-26
Fixed
1.87700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1235000.00000000
PA
USD
1241398.58000000
0.295479660190
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
953000.00000000
PA
USD
983376.88000000
0.234064925659
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JY2U9
3031670.66000000
PA
USD
3200826.00000000
0.761865684436
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
488000.00000000
PA
USD
544583.60000000
0.129622652761
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
1846000.00000000
PA
USD
1939384.40000000
0.461615352815
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DD9
1989000.00000000
PA
USD
1927913.29000000
0.458884981007
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
2670000.00000000
PA
USD
2796825.00000000
0.665704725240
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
812000.00000000
PA
USD
818570.47000000
0.194837442393
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
810000.00000000
PA
USD
843727.51000000
0.200825360979
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
1245000.00000000
PA
USD
1355693.46000000
0.322684308921
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVP71
2083339.60000000
PA
USD
2211118.53000000
0.526293941697
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
1055000.00000000
PA
USD
1332148.38000000
0.317080071612
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LREX2
1746677.00000000
PA
USD
1846674.29000000
0.439548345296
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
5202000.00000000
PA
USD
5174567.57000000
1.231658785382
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-HULA
36259AAA7
508167.52000000
PA
USD
508724.83000000
0.121087491415
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Floating
0.99300000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
1751000.00000000
PA
USD
1912585.94000000
0.455236740835
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
983010.20000000
PA
USD
998872.94000000
0.237753322454
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
1125000.00000000
PA
USD
1190073.07000000
0.283263080843
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
2051000.00000000
PA
USD
2060579.28000000
0.490462350497
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
705000.00000000
PA
USD
906524.52000000
0.215772404963
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2080000.00000000
PA
USD
2564369.60000000
0.610375322011
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05551VBJ1
1500000.00000000
PA
USD
1556529.75000000
0.370487681407
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.49200000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
1972000.00000000
PA
USD
2091239.46000000
0.497760135200
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JXLE6
1357798.97000000
PA
USD
1463776.29000000
0.348410355652
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1606000.00000000
PA
USD
1642135.00000000
0.390863578873
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
1255000.00000000
PA
USD
1249051.30000000
0.297301172750
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
869000.00000000
PA
USD
912307.63000000
0.217148909983
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
16982000.00000000
PA
USD
17242036.88000000
4.103976982397
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AWW4
1263759.86000000
PA
USD
1364127.33000000
0.324691752044
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7F95
1027112.61000000
PA
USD
1115798.56000000
0.265584144095
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
953000.00000000
PA
USD
1072922.32000000
0.255378673403
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
1938000.00000000
PA
USD
2578976.23000000
0.613852015265
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BS4
1151000.00000000
PA
USD
1123772.20000000
0.267482042542
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JRN49
478901.08000000
PA
USD
504133.42000000
0.119994636720
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
2251000.00000000
PA
USD
2244664.09000000
0.534278509127
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
562890.00000000
PA
USD
596876.90000000
0.142069587019
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
2911000.00000000
PA
USD
2804585.69000000
0.667551936991
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
2554000.00000000
PA
USD
2732928.39000000
0.650495952720
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284W7
7589000.00000000
PA
USD
7614512.70000000
1.812418397574
Long
DBT
UST
US
N
2
2021-08-15
Fixed
2.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
4291000.00000000
PA
USD
5009742.50000000
1.192426860633
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
768123.45000000
PA
USD
771289.89000000
0.183583643704
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
1.22300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QK6D5
1859824.25000000
PA
USD
1982160.53000000
0.471796995166
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
2964000.00000000
PA
USD
3991414.37000000
0.950042782978
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
992000.00000000
PA
USD
1199613.56000000
0.285533923414
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4EM4
1352897.97000000
PA
USD
1435815.80000000
0.341755155447
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
3.50000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
750000.00000000
PA
USD
771146.92000000
0.183549613758
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A36C7
2370078.31000000
PA
USD
2477110.43000000
0.589605755881
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
1059000.00000000
PA
USD
1030308.02000000
0.245235550085
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
1975000.00000000
PA
USD
2115126.25000000
0.503445706866
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XWJ36
1649062.20000000
PA
USD
1795551.10000000
0.427379922476
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
966000.00000000
PA
USD
1096776.29000000
0.261056433200
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
783000.00000000
PA
USD
947670.40000000
0.225566012621
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
2117000.00000000
PA
USD
2106497.69000000
0.501391923320
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339SM44
757879.70000000
PA
USD
814742.60000000
0.193926326700
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
1138000.00000000
PA
USD
1163160.63000000
0.276857339163
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300KFTBTHU5DFH733
Wells Fargo Commercial Mortgage Trust 2013-BTC
94988MAA8
1320000.00000000
PA
USD
1367543.50000000
0.325504874249
Long
ABS-MBS
CORP
US
N
2
2035-04-16
Fixed
3.54400000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
759000.00000000
PA
USD
875980.81000000
0.208502342633
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
565725.00000000
PA
USD
591097.77000000
0.140694029325
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
2265000.00000000
PA
USD
2436071.21000000
0.579837535605
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZY4
770788.43000000
PA
USD
813342.78000000
0.193593139322
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
687152.76000000
PA
USD
698467.49000000
0.166250340482
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAB2
1591000.00000000
PA
USD
1594240.98000000
0.379463768222
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.95000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
463000.00000000
PA
USD
584222.66000000
0.139057604732
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
948000.00000000
PA
USD
888794.05000000
0.211552170354
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMEB8
545263.00000000
PA
USD
574606.54000000
0.136768760588
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
1429000.00000000
PA
USD
1570698.65000000
0.373860185472
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
1898000.00000000
PA
USD
1871092.26000000
0.445360349268
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ3C8
730224.16000000
PA
USD
772839.35000000
0.183952448632
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II Series 2005-ROCK
36228CUV3
1445000.00000000
PA
USD
1647231.36000000
0.392076622569
Long
ABS-MBS
CORP
US
N
2
2032-05-03
Fixed
5.36600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMBS4
1431479.36000000
PA
USD
1502262.69000000
0.357570949661
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDA91
760341.64000000
PA
USD
796347.58000000
0.189547914846
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
9455104.81000000
NS
USD
9455104.81000000
2.250519052734
Long
STIV
RF
US
N
1
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAC9
1446000.00000000
PA
USD
1548714.51000000
0.368627485579
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
797000.00000000
PA
USD
863689.84000000
0.205576826448
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
200000.00000000
PA
USD
211840.24000000
0.050422550128
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.43020000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
500000.00000000
PA
USD
507256.38000000
0.120737968616
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
081437AT2
544000.00000000
PA
USD
556135.51000000
0.132372256712
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYGZ6
1455426.71000000
PA
USD
1534222.11000000
0.365177981531
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALRV2
848677.97000000
PA
USD
903370.93000000
0.215021782466
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.35
000000000
1.00000000
NC
USD
-2663438.50000000
-0.63395585881
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.35.V1
Y
Default Event
2025-12-20
0.00000000
USD
-2113278.59000000
USD
-25940000.00000000
USD
-550159.91000000
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
532000.00000000
PA
USD
625027.19000000
0.148769963722
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
926000.00000000
PA
USD
946085.57000000
0.225188788869
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
2002000.00000000
PA
USD
2167668.16000000
0.515951815671
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
1905000.00000000
PA
USD
1812003.16000000
0.431295867908
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AM8
1231000.00000000
PA
USD
1782376.39000000
0.424244057093
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
579000.00000000
PA
USD
629733.97000000
0.149890278967
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMFD2
2836738.95000000
PA
USD
3032737.70000000
0.721857040503
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
2551000.00000000
PA
USD
2528678.75000000
0.601880129250
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDBA7
993974.65000000
PA
USD
1044294.74000000
0.248564691377
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
860000.00000000
PA
USD
873321.95000000
0.207869476557
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBLV0
2097356.86000000
PA
USD
2212838.55000000
0.526703343587
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSGV4
1567288.52000000
PA
USD
1684836.55000000
0.401027469574
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K04K1
544144.34000000
PA
USD
569211.40000000
0.135484600803
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1A85
253505.77000000
PA
USD
267366.11000000
0.063638905829
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPL1
712000.00000000
PA
USD
743396.52000000
0.176944419508
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
2.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S35
58784000.00000000
PA
USD
60104343.90000000
14.30613132453
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.37500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
662000.00000000
PA
USD
760915.35000000
0.181114279228
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
2219000.00000000
PA
USD
2234700.22000000
0.531906892977
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQAK6
3904000.00000000
PA
USD
4107299.32000000
0.977625902694
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
28489000.00000000
PA
USD
27889172.94000000
6.638225205087
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
185000.00000000
PA
USD
237433.17000000
0.056514219945
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
1196000.00000000
PA
USD
1356578.46000000
0.322894958026
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K43C2
345817.42000000
PA
USD
363928.47000000
0.086622832007
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XR6
24000000.00000000
PA
USD
24363750.00000000
5.799098441835
Long
DBT
UST
US
N
2
2022-05-31
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132VM2N4
1220615.29000000
PA
USD
1305460.53000000
0.310727787200
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
1725000.00000000
PA
USD
1649426.13000000
0.392599025207
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.60000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAK0
2805000.00000000
PA
USD
2926973.46000000
0.696682868244
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAC7
1465000.00000000
PA
USD
1547386.18000000
0.368311314364
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.88220000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAW9
1080000.00000000
PA
USD
1106488.51000000
0.263368151218
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.24100000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
1688000.00000000
PA
USD
1633105.95000000
0.388714470063
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AC2
1616000.00000000
PA
USD
1728669.52000000
0.411460662659
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
982575.00000000
PA
USD
1026274.34000000
0.244275447170
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBC40
2469865.19000000
PA
USD
2603793.31000000
0.619759016033
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAC0
1425000.00000000
PA
USD
1416761.08000000
0.337219720752
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.99200000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
926000.00000000
PA
USD
893480.02000000
0.212667532370
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1411296.95000000
PA
USD
1565949.55000000
0.372729797153
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
967000.00000000
PA
USD
949071.65000000
0.225899540370
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
1080000.00000000
PA
USD
1093378.72000000
0.260247738196
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
BARRICK PD AU FIN PTY LT
5493008DX0TK7OFLV260
Barrick PD Australia Finance Pty Ltd
06849UAD7
1747000.00000000
PA
USD
2418219.22000000
0.575588376613
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAA2
635000.00000000
PA
USD
652386.05000000
0.155281962999
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.29437000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LRVP0
943600.00000000
PA
USD
994130.45000000
0.236624507457
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
1283000.00000000
PA
USD
1280540.95000000
0.304796389219
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
368000.00000000
PA
USD
415180.06000000
0.098821816798
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAE4
1032000.00000000
PA
USD
1180196.51000000
0.280912246357
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AAU2
530325.20000000
PA
USD
588359.57000000
0.140042278615
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY 2013-1515 Mortgage Trust
05604FAC9
1830000.00000000
PA
USD
1958379.08000000
0.466136496694
Long
ABS-MBS
CORP
US
N
2
2033-03-10
Fixed
3.45430000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAN9
1231000.00000000
PA
USD
1503974.69000000
0.357978442618
Long
DBT
CORP
US
N
2
2048-03-07
Fixed
4.05000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
575000.00000000
PA
USD
586644.33000000
0.139634014468
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
472000.00000000
PA
USD
509652.02000000
0.121308182650
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AL7D4
919457.40000000
PA
USD
967867.75000000
0.230373417923
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
1044000.00000000
PA
USD
1080818.15000000
0.257258051390
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
1995000.00000000
PA
USD
2100514.23000000
0.499967730675
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
824000.00000000
PA
USD
866261.61000000
0.206188963225
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.37500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBL3
2981000.00000000
PA
USD
3341830.35000000
0.795427763606
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
2021-08-18
Virtus Asset Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer