NPORT-P false 0000034273 XXXXXXXX S000021179 C000224195 C000211088 C000060293 C000060291 Virtus Equity Trust 811-00945 0000034273 549300BN8LS7IJSSNN03 101 Munson Street Greenfield 01301-9668 800-243-1574 Virtus Tactical Allocation Fund S000021179 5493000BQ75WRC0WLH98 2022-09-30 2022-06-30 N 627748464.89 6551225.84 621197239.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 547752.80000000 0.00000000 0.00000000 506955.20000000 USD N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AY6 685000.00000000 PA USD 533085.54000000 0.085815825713 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 87626.00000000 NS USD 8955377.20000000 1.441631842037 Long EC CORP US N 1 N N N Anhui Gujing Distillery Co Ltd N/A 000000000 202700.00000000 NS 3161859.61000000 0.508994472485 Long EC CORP CN N 1 N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 65000.00000000 PA USD 53638.00000000 0.008634616612 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAJ2 22679.71000000 PA USD 21832.45000000 0.003514576148 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 750000.00000000 PA USD 619214.66000000 0.099680845482 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N BLUELINX HOLDING 549300YSX7GU28F5I540 09624HAA7 460000.00000000 PA USD 358800.00000000 0.057759432503 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22534LAA0 595000.00000000 PA USD 592017.21000000 0.095302614497 Long ABS-O CORP US N 2 2032-06-15 Fixed 4.60000000 N N N N N N Hilton USA Trust N/A 43289VAJ2 500000.00000000 PA USD 488025.75000000 0.078562124768 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 3.32283500 N N N N N N Countrywide Home Loans N/A 12669FVE0 123317.01000000 PA USD 118515.12000000 0.019078500764 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.06482600 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 716558AG6 255000.00000000 PA USD 14025.00000000 0.002257737014 Long DBT CORP VE N 2 2024-05-16 Fixed 6.00000000 Y Y N N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 15287.00000000 NS USD 3966976.50000000 0.638601759735 Long EC CORP US N 1 N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 23045.00000000 NS USD 3204637.70000000 0.515880866582 Long EC CORP US N 1 N N N Preston Ridge Partners Mortgag N/A 69360GAA1 178468.80000000 PA USD 164560.35000000 0.026490837314 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.31900000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 45000.00000000 PA USD 38713.50000000 0.006232078568 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 38000.00000000 PA USD 28886.66000000 0.004650159109 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Nakanishi Inc 353800EXA7IQ42YKF224 000000000 80900.00000000 NS 1426840.36000000 0.229691999626 Long EC CORP JP N 1 N N N Aqua Finance Trust N/A 03837PAA5 22835.16000000 PA USD 22648.40000000 0.003645927344 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.72000000 N N N N N N Bouvet ASA 5967007LIEEXZXFMBC26 000000000 424107.00000000 NS 2536107.93000000 0.408261301012 Long EC CORP NO N 1 N N N FDM Group Holdings PLC 213800YR62D7GUZLMZ71 000000000 156435.00000000 NS 1616736.48000000 0.260261375673 Long EC CORP GB N 1 N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 730000.00000000 PA USD 688312.99000000 0.110804257767 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 92506.00000000 NS USD 18213506.34000000 2.932000529792 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 69476.00000000 NS USD 11942229.64000000 1.922453753700 Long EC CORP US N 1 N N N UFC HOLDINGS LLC 549300JEOTH7UMZ3C491 90266UAJ2 242905.02060000 PA USD 225658.76000000 0.036326426747 Long LON CORP US N 2 2026-04-29 Floating 4.40230000 N N N N N N CIG Auto Receivables Trust N/A 12597UAE7 545000.00000000 PA USD 537315.61000000 0.086496780124 Long ABS-O CORP US N 2 2027-02-12 Fixed 4.43000000 N N N N N N Flagship Credit Auto Trust N/A 33845XAC1 965000.00000000 PA USD 927715.10000000 0.149343081662 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.28000000 N N N N N N Adevinta ASA 529900W8V3YLHRSZH763 000000000 199477.00000000 NS 1440936.12000000 0.231961127548 Long EC CORP NO N 1 N N N GMRF Mortgage Acquisition Co., N/A 36416UAG0 16593.61000000 PA USD 16016.02000000 0.002578250351 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.50000000 N N N N N N SEDGWICK CMS INC 549300BIN4DWJG5VWF64 81527CAL1 237236.06050000 PA USD 222290.19000000 0.035784156146 Long LON CORP US N 2 2025-12-31 Floating 5.54000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 865000.00000000 PA USD 807266.51000000 0.129953331929 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Arbys Funding LLC N/A 038779AB0 815475.00000000 PA USD 732654.54000000 0.117942336820 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 350000.00000000 PA USD 331698.50000000 0.053396647497 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LAW8 248233.69670000 PA USD 235357.81000000 0.037887774639 Long LON CORP US N 2 2027-10-08 Floating 5.29000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 41591.00000000 NS USD 2292080.01000000 0.368977816692 Long EC CORP US N 1 N N N PUG LLC N/A 74530DAC9 172899.52500000 PA USD 155609.57000000 0.025049945527 Long LON CORP US N 2 2027-02-13 Floating 4.82000000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAB8 585000.00000000 PA USD 598046.80000000 0.096273254677 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JAL3 24772.87000000 PA USD 23673.30000000 0.003810915199 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46590YAA2 121302.02000000 PA USD 119074.59000000 0.019168563946 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.05261500 N N N N N N NBC Funding LLC N/A 62878YAA2 585575.00000000 PA USD 519341.20000000 0.083603269195 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.98900000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 470000.00000000 PA USD 415441.23000000 0.066877507478 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 365000.00000000 PA USD 338537.50000000 0.054497586067 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N Avalara Inc 549300Q16CMW239SS315 05338G106 91982.00000000 NS USD 6493929.20000000 1.045389256708 Long EC CORP US N 1 N N N Rightmove PLC 2138001JXGCFKBXYB828 000000000 625567.00000000 NS 4328381.40000000 0.696780527650 Long EC CORP GB N 1 N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 481000.00000000 PA USD 415507.83000000 0.066888228710 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Starwood Mortgage Residential N/A 85573JAC0 183532.09000000 PA USD 163233.02000000 0.026277164439 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.51800000 N N N N N N SBA SENIOR FINANCE II LLC 549300PVT2ADFWMYEW87 78404XAH8 359080.82360000 PA USD 345367.53000000 0.055597080651 Long LON CORP US N 2 2025-04-11 Floating 3.54000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 000000000 77647.05900000 PA USD 71241.18000000 0.011468367133 Long LON CORP CA N 2 2028-08-11 Floating 5.29000000 N N N N N N VCAT Asset Securitization, LLC N/A 91823DAA3 674619.35000000 PA USD 632508.06000000 0.101820809919 Long ABS-MBS CORP US N 2 2051-08-25 Variable 1.86770000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 750000.00000000 PA USD 581694.78000000 0.093640915225 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 25868.00000000 NS USD 6587803.56000000 1.060501101079 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03464LAA4 469893.60000000 PA USD 448956.50000000 0.072272777755 Long ABS-MBS CORP US N 2 2065-06-25 Variable 1.46900000 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAB9 780000.00000000 PA USD 726172.75000000 0.116898901725 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 210000.00000000 PA USD 201969.27000000 0.032512905290 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N MVW Owner Trust N/A 553894AA4 59894.81000000 PA USD 59648.52000000 0.009602186914 Long ABS-O CORP US N 2 2033-12-20 Fixed 2.25000000 N N N N N N New Residential Mortgage Loan N/A 64829KBV1 85153.48000000 PA USD 82902.35000000 0.013345576056 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAE9 770000.00000000 PA USD 705955.99000000 0.113644418490 Long DBT CORP US N 2 2026-02-15 Fixed 3.87500000 N N N N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 44449.00000000 NS USD 12451053.88000000 2.004364008288 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 1200000.00000000 PA USD 1049015.63000000 0.168869976242 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N Pretium Mortgage Credit Partne N/A 741389AA8 714576.11000000 PA USD 676412.89000000 0.108888586020 Long ABS-MBS CORP US N 2 2060-09-27 Variable 2.23950000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAB3 620000.00000000 PA USD 505997.50000000 0.081455207491 Long DBT CORP MX N 2 N/A Fixed 6.62500000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 245000.00000000 PA USD 219724.23000000 0.035371089275 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N CIM Trust N/A 12567NAA7 239874.33000000 PA USD 232651.55000000 0.037452122349 Long ABS-MBS CORP US N 2 2061-12-25 Variable 3.75000000 N N N N N N BROWARD CNTY FL WTR & SWR UTIL N/A 115117NJ8 2115000.00000000 PA USD 2072502.46000000 0.333630339885 Long DBT MUN US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Boa Vista Servicos SA N/A 000000000 1324504.00000000 NS 1354000.97000000 0.217966353500 Long EC CORP BR N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VYN7 3279.75000000 PA USD 3479.65000000 0.000560152199 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust N/A 89176LAC8 1270000.00000000 PA USD 1209938.65000000 0.194775278114 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAG3 685000.00000000 PA USD 621637.50000000 0.100070872972 Long DBT CORP CA N 2 2082-03-07 Fixed 5.60000000 N N N N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 090572AQ1 119000.00000000 PA USD 105746.16000000 0.017022960398 Long DBT CORP US N 2 2032-03-15 Fixed 3.70000000 N N N N N N Credit Suisse Mortgage Trust N/A 22945AAA7 436428.90000000 PA USD 424584.61000000 0.068349403910 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N Preston Ridge Partners Mortgag N/A 69357PAA6 472781.48000000 PA USD 445727.93000000 0.071753044279 Long ABS-MBS CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N ZoomInfo Technologies Inc N/A 98980F104 84274.00000000 NS USD 2801267.76000000 0.450946588926 Long EC CORP US N 1 N N N ODEBRECHT OIL & FINANCE N/A 67576JAB7 25239.00000000 PA USD 67.83000000 0.000010919237 Long DBT CORP KY N 3 N/A None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCY0 530000.00000000 PA USD 509465.02000000 0.082013407010 Long DBT CORP US N 2 2028-02-24 Floating 2.17000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BR6 365000.00000000 PA USD 250720.20000000 0.040360803982 Long DBT CORP US N 2 2051-02-15 Fixed 3.12500000 N N N N N N SKOPOS AUTO RECEIVABLES TRUST N/A 83085DAC9 249626.14000000 PA USD 248996.23000000 0.040083280212 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.63000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAE4 245989.97180000 PA USD 236150.37000000 0.038015360525 Long LON CORP US N 2 2028-02-12 Floating 4.04000000 N N N N N N Aqua Finance Trust N/A 038370AC6 720000.00000000 PA USD 690710.04000000 0.111190133596 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N ROC Securities Trust N/A 77118TAA1 865000.00000000 PA USD 816319.53000000 0.131410682257 Long ABS-MBS CORP US N 2 2026-08-25 Variable 2.48700000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 870000.00000000 PA USD 762228.75000000 0.122703177362 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066PAE9 1245000.00000000 PA USD 1183846.10000000 0.190574913341 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06000000 N N N N N N Starwood Mortgage Residential N/A 85573MAA7 125818.78000000 PA USD 122476.28000000 0.019716166186 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.48600000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 99750.00000000 PA USD 93465.75000000 0.015046066550 Long LON CORP US N 2 2028-11-15 Floating 5.02340000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 498000.00000000 PA USD 394921.43000000 0.063574241025 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAB6 485000.00000000 PA USD 476042.68000000 0.076633096555 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.50000000 N N N N N N New Residential Mortgage Loan N/A 64829EAA2 113912.36000000 PA USD 109929.35000000 0.017696368092 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 407852.41000000 PA USD 386290.03000000 0.062184762860 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 705000.00000000 PA USD 654787.83000000 0.105407395403 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAS9 29925.00000000 PA USD 27867.66000000 0.004486121033 Long LON CORP US N 2 2029-01-18 Floating 4.75680000 N N N N N N Flagstar Mortgage Trust N/A 33850BAC1 89543.42000000 PA USD 84673.08000000 0.013630627227 Long ABS-MBS CORP US N 2 2047-03-25 Variable 3.50000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 391213.99000000 PA USD 354493.08000000 0.057066106820 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N S-1 Corp N/A 000000000 72665.00000000 NS 3592955.18000000 0.578392007262 Long EC CORP KR N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 5255000.00000000 PA USD 3941865.83000000 0.634559457480 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 105000.00000000 PA USD 92137.50000000 0.014832245574 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N CIM Trust N/A 12566DAA0 453181.79000000 PA USD 424836.18000000 0.068389901514 Long ABS-MBS CORP US N 2 2061-10-25 Variable 2.81600000 N N N N N N Mill City Mortgage Trust N/A 59980CAH6 365423.03000000 PA USD 335164.76000000 0.053954644182 Long ABS-MBS CORP US N 2 2061-01-25 Variable 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 3715000.00000000 PA USD 3150203.91000000 0.507118144120 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 695000.00000000 PA USD 618865.38000000 0.099624618574 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N Hargreaves Lansdown PLC 2138008ZCE93ZDSESG90 000000000 202026.00000000 NS 1937407.00000000 0.311882744836 Long EC CORP GB N 1 N N N CPS Auto Trust N/A 12597TAC4 466655.88000000 PA USD 463670.82000000 0.074641481135 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.71000000 N N N N N N CAE Inc 549300FFM2BEH2GF1E44 124765108 117106.00000000 NS 2885800.44000000 0.464554614636 Long EC CORP CA N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 1445000.00000000 PA USD 1154950.44000000 0.185923305416 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Palisades Mortgage Loan Trust N/A 69639AAA9 430000.00000000 PA USD 408044.72000000 0.065686821246 Long ABS-MBS CORP US N 2 2026-06-25 Variable 2.85700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K64H0 53140.90000000 PA USD 55790.89000000 0.008981187695 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N RCO Mortgage LLC N/A 74934VAA5 236002.90000000 PA USD 224584.11000000 0.036153430163 Long ABS-MBS CORP US N 2 2027-01-25 Variable 3.00000000 N N N N N N New Residential Mortgage Loan N/A 64829HAM9 367793.40000000 PA USD 352893.72000000 0.056808642700 Long ABS-MBS CORP US N 2 2056-09-25 Variable 4.00000000 N N N N N N CoreVest American Finance Ltd N/A 21872MAA0 288932.49000000 PA USD 288027.44000000 0.046366503566 Long ABS-O CORP US N 2 2052-11-15 Fixed 4.02600000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAH5 1200000.00000000 PA USD 1014086.95000000 0.163247175977 Long DBT CORP CA N 2 2031-04-15 Fixed 2.72400000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 608297.05070000 PA USD 535640.41000000 0.086227107322 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N Marel HF 5299008YTLEN09WTHW26 000000000 553485.00000000 NS 2476705.07000000 0.398698660314 Long EC CORP IS N 1 N N N Ellington Financial Mortgage T N/A 31572LAC0 576824.47000000 PA USD 518580.72000000 0.083480847531 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.29100000 N N N N N N TVC Mortgage Trust 2020-RTL1 N/A 90114YAC3 510000.00000000 PA USD 485468.69000000 0.078150490614 Long ABS-MBS CORP US N 2 2024-09-25 Variable 5.19300000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 295000.00000000 PA USD 238581.25000000 0.038406682290 Long DBT CORP AT N 2 2028-09-15 Fixed 2.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 50455.00000000 NS USD 6862384.55000000 1.104703002301 Long EC CORP US N 1 N N N BHN MERGER SUB INC 549300LFU3K8UIR03132 09238FAK7 371036.34400000 PA USD 349857.59000000 0.056319888113 Long LON CORP US N 2 2025-06-15 Floating 5.02960000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCG8 573000.00000000 PA USD 437046.13000000 0.070355452749 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 000000000 839826.00000000 NS 1779859.45000000 0.286520824323 Long EC CORP GB N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 1195000.00000000 PA USD 1166245.31000000 0.187741547561 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Arroyo Mortgage Trust N/A 042858AA8 1007457.70000000 PA USD 978198.61000000 0.157469890158 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.34700000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AC1 155000.00000000 PA USD 128398.13000000 0.020669462439 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N Corp Moctezuma SAB de CV N/A 000000000 721710.00000000 NS 2296896.49000000 0.369753171072 Long EC CORP MX N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 1725000.00000000 PA USD 1448168.29000000 0.233125358415 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 454445.04340000 PA USD 448392.34000000 0.072181959579 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 231622.00000000 NS USD 7210392.86000000 1.160725194308 Long EC CORP US N 1 N N N Flagship Credit Auto Trust N/A 33844TAE7 540000.00000000 PA USD 517496.96000000 0.083306384424 Long ABS-O CORP US N 2 2026-09-15 Fixed 1.73000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 88151.00000000 NS USD 13362810.09000000 2.151138036356 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 7650000.00000000 PA USD 7228353.50000000 1.163616488549 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 580000.00000000 PA USD 664354.75000000 0.106947473078 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N CoreVest American Finance Ltd N/A 21873AAA5 544107.86000000 PA USD 493334.05000000 0.079416652069 Long ABS-O CORP US N 2 2052-12-15 Fixed 1.17400000 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 165000.00000000 PA USD 125400.00000000 0.020186825072 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 85769EAZ4 241054.09190000 PA USD 226255.78000000 0.036422534708 Long LON CORP US N 2 2027-02-08 Floating 4.04000000 N N N N N N Cascade MH Asset Trust N/A 14731QAA7 1131948.75000000 PA USD 1013221.02000000 0.163107779028 Long ABS-MBS CORP US N 2 2046-02-25 Fixed 1.75300000 N N N N N N New Residential Mortgage Loan N/A 64831EAA8 196401.06000000 PA USD 189166.94000000 0.030451993039 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N PHILLIPS EDISON GROCERY 549300WUPIVS6ZE0ZI51 71845JAA6 760000.00000000 PA USD 587989.85000000 0.094654292234 Long DBT CORP US N 2 2031-11-15 Fixed 2.62500000 N N N N N N Progress Residential Trust N/A 74333HAE5 145000.00000000 PA USD 127836.58000000 0.020579064420 Long ABS-O CORP US N 2 2038-07-17 Fixed 1.85500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412YFP2 64820.99000000 PA USD 69414.42000000 0.011174296284 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 11138.00000000 NS USD 2484665.04000000 0.399980052036 Long EC CORP US N 1 N N N Ascential PLC 213800VDXQDA7KD2IQ21 000000000 533970.00000000 NS 1687404.36000000 0.271637453279 Long EC CORP GB N 1 N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAB5 607463.41200000 PA USD 583796.64000000 0.093979271526 Long LON CORP US N 2 2024-12-22 Floating 4.93460000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 605000.00000000 PA USD 510643.18000000 0.082203066578 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 45672JAK6 682542.19000000 PA USD 659185.60000000 0.106115346070 Long LON CORP US N 2 2024-03-31 Floating 3.36330000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646BL7 130000.00000000 PA USD 11050.00000000 0.001778823102 Long DBT NUSS VE N 2 2034-01-13 Fixed 9.37500000 Y Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JDZ6 60025.78000000 PA USD 65419.07000000 0.010531126973 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBL1 565000.00000000 PA USD 508412.09000000 0.081843906901 Long ABS-MBS CORP US N 2 2053-02-13 Variable 3.17310000 N N N N N N Victorian Plumbing Group PLC 894500R59II0S4WXGZ04 000000000 1405019.00000000 NS 957784.59000000 0.154183652114 Long EC CORP GB N 1 N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 44447.00000000 NS 2534787.48000000 0.408048735676 Long EC CORP DE N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 1170000.00000000 PA USD 1007205.47000000 0.162139398999 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 47151.00000000 NS USD 6779842.29000000 1.091415393340 Long EC CORP US N 1 N N N VNV Global AB 549300ONMNSTOBAU0S14 000000000 169419.00000000 NS 398467.33000000 0.064145058115 Long EC CORP SE N 1 N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 000000000 135000.00000000 PA USD 127912.50000000 0.020591285981 Long LON CORP US N 2 2029-04-14 Floating 4.33380000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17326QAA1 407359.98000000 PA USD 400252.85000000 0.064432490172 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N Howden Joinery Group PLC 213800KC1LJOJTY3JP45 000000000 128917.00000000 NS 945664.18000000 0.152232514981 Long EC CORP GB N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 27904.00000000 NS USD 5711948.80000000 0.919506469271 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 159692.00000000 NS USD 10280970.96000000 1.655025218032 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 575000.00000000 PA USD 531903.75000000 0.085625581790 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAA3 426775.00000000 PA USD 386594.56000000 0.062233785937 Long ABS-O CORP US N 2 2051-11-20 Fixed 3.93100000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 260000.00000000 PA USD 246417.60000000 0.039668173731 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 400000.00000000 PA USD 384258.00000000 0.061857647755 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAA8 319152.12000000 PA USD 298796.53000000 0.048100105927 Long ABS-O CORP US N 2 2033-11-21 Fixed 1.51000000 N N N N N N NAB HOLDINGS LLC 549300G4QOYNTNBXSH82 62871NAM7 248076.69330000 PA USD 231177.71000000 0.037214864372 Long LON CORP US N 2 2028-11-23 Floating 4.59850000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 809000.00000000 PA USD 668367.49000000 0.107593441822 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N VCAT Asset Securitization, LLC N/A 91822YAA8 289603.14000000 PA USD 276026.02000000 0.044434521380 Long ABS-MBS CORP US N 2 2051-03-27 Variable 2.11500000 N N N N N N United Auto Credit Securitizat N/A 90943UAC8 900000.00000000 PA USD 883759.59000000 0.142267147122 Long ABS-O CORP US N 2 2026-06-10 Fixed 0.84000000 N N N N N N SAN ANTONIO TX N/A 79623PEY7 530000.00000000 PA USD 438734.69000000 0.070627276236 Long DBT MUN US N 2 2033-02-01 Fixed 1.96300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2045000.00000000 PA USD 1584715.24000000 0.255106613548 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Mill City Mortgage Trust N/A 59981HAC5 395000.00000000 PA USD 383393.95000000 0.061718553447 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.25000000 N N N N N N Provident Funding Mortgage Tru N/A 74387LAC5 247357.12000000 PA USD 222623.24000000 0.035837770357 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 53231.00000000 NS USD 4741817.48000000 0.763335247151 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89178YAB0 1115000.00000000 PA USD 1000315.11000000 0.161030192524 Long ABS-O CORP US N 2 2060-02-25 Variable 2.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 20290.00000000 NS USD 5564938.30000000 0.895840797443 Long EC CORP US N 1 N N N Ajax Mortgage Loan Trust N/A 00968FAA4 419137.99000000 PA USD 393720.12000000 0.063380854783 Long ABS-MBS CORP US N 2 2065-09-25 Variable 2.95600000 N N N N N N JP Morgan Mortgage Trust N/A 46641CBF7 16811.83000000 PA USD 16185.01000000 0.002605454271 Long ABS-MBS CORP US N 2 2044-01-25 Variable 3.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 248386.12720000 PA USD 239451.68000000 0.038546803647 Long LON CORP US N 2 2026-07-01 Floating 2.23810000 N N N N N N Angel Oak Mortgage Trust N/A 03465BAA5 638114.54000000 PA USD 614290.09000000 0.098888090832 Long ABS-MBS CORP US N 2 2050-05-25 Variable 2.06800000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 230000.00000000 PA USD 196707.50000000 0.031665868364 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Foundation Finance Trust 549300RIQ1R4PTXR5G48 35040UAA9 71840.90000000 PA USD 71885.48000000 0.011572086204 Long ABS-O CORP US N 2 2033-07-15 Fixed 3.30000000 N N N N N N Arroyo Mortgage Trust N/A 042855AL0 670000.00000000 PA USD 605135.49000000 0.097414388210 Long ABS-MBS CORP US N 2 2056-12-25 Variable 3.26900000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 200000.00000000 PA USD 174924.89000000 0.028159315432 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Foursight Capital Automobile R N/A 35105RAG5 745000.00000000 PA USD 742244.25000000 0.119486083218 Long ABS-O CORP US N 2 2025-09-15 Fixed 4.30000000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAM7 240000.00000000 PA USD 231891.39000000 0.037329752198 Long DBT CORP US N 2 2029-02-07 Fixed 5.90000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 520000.00000000 PA USD 513595.43000000 0.082678318207 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N First Investors Auto Owner Tru N/A 32059FAE9 790000.00000000 PA USD 745780.62000000 0.120055366173 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.17000000 N N N N N N Preston Ridge Partners Mortgag N/A 693587AA5 752104.35000000 PA USD 719798.99000000 0.115872857242 Long ABS-MBS CORP US N 2 2025-11-25 Variable 2.36300000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 645000.00000000 PA USD 530835.00000000 0.085453534985 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Gruppo MutuiOnline SpA 8156004E40D6A02C5046 000000000 75613.00000000 NS 1911236.08000000 0.307669764103 Long EC CORP IT N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 15794.00000000 NS USD 4043421.94000000 0.650907905866 Long EC CORP US N 1 N N N Foursight Capital Automobile R N/A 35105JAD0 545000.00000000 PA USD 511395.19000000 0.082324124746 Long ABS-O CORP US N 2 2027-05-17 Fixed 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411H7D6 6642.47000000 PA USD 7280.42000000 0.001171998125 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N CoreVest American Finance Ltd N/A 21873CAA1 535744.04000000 PA USD 484087.01000000 0.077928068505 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N SOPHIA LP 549300RP8NIJ7FY7OS79 83578BAN3 242596.85740000 PA USD 225767.91000000 0.036343997656 Long LON CORP US N 2 2027-10-07 Floating 5.15230000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 710000.00000000 PA USD 693670.00000000 0.111666626377 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 900000.00000000 PA USD 804164.06000000 0.129453901184 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 56793.00000000 NS USD 3988572.39000000 0.642078254581 Long EC CORP US N 1 N N N New Residential Mortgage Loan N/A 64828EAA3 60094.86000000 PA USD 58096.66000000 0.009352369319 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N Max Stock Ltd N/A 000000000 572792.00000000 NS 1132645.57000000 0.182332679348 Long EC CORP IL N 1 N N N SEMPRA GLOBAL 549300L0B3MD11PUAA07 81685VAA1 729000.00000000 PA USD 612491.64000000 0.098598577311 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N TENABLE INC N/A 88025XAC7 243450.00000000 PA USD 230870.94000000 0.037165480701 Long LON CORP US N 2 2028-07-07 Floating 4.54000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 725000.00000000 PA USD 635245.00000000 0.102261401060 Long DBT CORP US N 2 N/A Floating 5.15886000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 84611WAB0 5000.00000000 PA USD 4582.70000000 0.000737720600 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N Westgate Resorts N/A 96034LAA9 375230.33000000 PA USD 367932.96000000 0.059229651529 Long ABS-O CORP US N 2 2034-03-20 Fixed 2.71300000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 38620.00000000 NS USD 9790942.40000000 1.576140681979 Long EC CORP US N 1 N N N NMLT Trust N/A 62917JAA8 465086.52000000 PA USD 420511.42000000 0.067693703958 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.16200000 N N N N N N Dominion Mortgage Trust N/A 257463AA7 875000.00000000 PA USD 822509.98000000 0.132407217594 Long ABS-MBS CORP US N 2 2027-07-25 Variable 2.48700000 N N N N N N Visio Trust N/A 92837MAB3 165375.07000000 PA USD 159813.23000000 0.025726648470 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.56700000 N N N N N N FREEPORT LNG INVESTMENTS 549300LR5YVRZH4YPQ33 35670CAB4 248879.17000000 PA USD 214451.71000000 0.034522321819 Long LON CORP US N 2 2028-12-21 Floating 5.14160000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 305000.00000000 PA USD 284412.50000000 0.045784572454 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N Towd Point Mortgage Trust N/A 89172UAE8 585000.00000000 PA USD 559606.03000000 0.090085080039 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.79083800 N N N N N N Towd Point Mortgage Trust N/A 89176LAB0 419999.98000000 PA USD 408562.79000000 0.065770219878 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 240000.00000000 PA USD 170960.24000000 0.027521088191 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Purchasing Power Funding N/A 74615JAA8 900000.00000000 PA USD 862825.95000000 0.138897260927 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.57000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AL6 285000.00000000 PA USD 279798.75000000 0.045041853442 Long DBT CORP US N 2 2042-09-15 Fixed 5.87500000 N N N N N N PERRIGO INVESTMENTS LLC 549300POZGC78VHAAJ73 000000000 105000.00000000 PA USD 100800.00000000 0.016226730201 Long LON CORP IE N 2 2029-04-20 Floating 4.00680000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AJ4 330000.00000000 PA USD 300374.82000000 0.048354178209 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 325000.00000000 PA USD 329363.13000000 0.053020700881 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 280000.00000000 PA USD 244923.00000000 0.039427573820 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAB0 565000.00000000 PA USD 546612.24000000 0.087993346660 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N Genesis Sales Finance Master T N/A 37186XAE5 775000.00000000 PA USD 762490.96000000 0.122745387787 Long ABS-O CORP US N 2 2025-09-22 Fixed 1.65000000 N N N N N N Credit Suisse Mortgage Trust N/A 126401AA6 92416.51000000 PA USD 87572.09000000 0.014097308309 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.20800000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 365000.00000000 PA USD 286787.46000000 0.046166892248 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Tricon American Homes N/A 89612LAC0 435000.00000000 PA USD 413874.05000000 0.066625223678 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.14900000 N N N N N N Preston Ridge Partners Mortgag N/A 69359UAA3 958070.00000000 PA USD 912672.33000000 0.146921504576 Long ABS-MBS CORP US N 2 2026-03-25 Variable 2.11500000 N N N N N N Residential Mortgage Loan Trus N/A 76119DAA7 77959.84000000 PA USD 77151.71000000 0.012419841098 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.91300000 N N N N N N Jersey Mike's Funding, LLC N/A 476681AA9 517400.00000000 PA USD 492305.07000000 0.079251007418 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N Haw Par Corp Ltd N/A 000000000 547500.00000000 NS 4330976.03000000 0.697198209802 Long EC CORP SG N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 720000.00000000 PA USD 701964.00000000 0.113001790071 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N First Investors Auto Owner Tru N/A 32057KAC4 685000.00000000 PA USD 648813.92000000 0.104445718559 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.13000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302UAM4 255776.70910000 PA USD 253326.37000000 0.040780343838 Long LON CORP US N 2 2024-03-28 Floating 7.91610000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AZ9 778000.00000000 PA USD 663559.09000000 0.106819388156 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 640000.00000000 PA USD 615267.44000000 0.099045424113 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 605000.00000000 PA USD 497896.09000000 0.080151046833 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 98971DAB6 405000.00000000 PA USD 352427.70000000 0.056733623050 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Onslow Bay Financial LLC N/A 67098AAC3 69052.42000000 PA USD 68459.26000000 0.011020535137 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.50000000 N N N N N N Dayamitra Telekomunikasi PT N/A 000000000 47262000.00000000 NS 2220735.02000000 0.357492738280 Long EC CORP ID N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 304000.00000000 PA USD 256734.40000000 0.041328966689 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N Progress Residential Trust N/A 74331UAA6 230000.00000000 PA USD 217044.77000000 0.034939751234 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.20000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 320000.00000000 PA USD 26400.00000000 0.004249857909 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65000000 Y Y N N N N VNV GLOBAL AB 549300ONMNSTOBAU0S14 000000000 88478.00000000 NC 2335.25000000 0.000375927298 N/A DE CORP SE N 1 VNV GLOBAL AB 549300ONMNSTOBAU0S14 Call Purchased VNV Global AB VNV Global AB 1.00000000 94.32000000 SEK 2023-08-10 XXXX 2334.70000000 N N N Arroyo Mortgage Trust N/A 042853AA9 817731.77000000 PA USD 755268.10000000 0.121582655640 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.17500000 N N N N N N Barclays Commercial Mortgage S N/A 05548WAA5 800000.00000000 PA USD 762868.32000000 0.122806134999 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.04600000 N N N N N N Trinity Rail Leasing L.P. N/A 89657BAA2 339154.70000000 PA USD 327652.61000000 0.052745342284 Long ABS-O CORP US N 2 2049-04-17 Fixed 3.82000000 N N N N N N Tricon Residential N/A 89614YAB2 515000.00000000 PA USD 465635.34000000 0.074957728516 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.24400000 N N N N N N Progress Residential Trust N/A 74333VAG9 450000.00000000 PA USD 395377.56000000 0.063647668589 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.28800000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 330000.00000000 PA USD 279675.00000000 0.045021932233 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 540000.00000000 PA USD 457920.00000000 0.073715717201 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 800000.00000000 PA USD 637321.46000000 0.102595668482 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N American Credit Acceptance Rec N/A 025291AC9 900000.00000000 PA USD 873207.72000000 0.140568512721 Long ABS-O CORP US N 2 2027-07-13 Fixed 0.97000000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 360000.00000000 PA USD 348486.93000000 0.056099239998 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N Towd Point Mortgage Trust N/A 89171YAD3 100084.19000000 PA USD 99950.93000000 0.016090047366 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.25000000 N N N N N N Drive Auto Receivables Trust N/A 26209AAF8 149710.19000000 PA USD 149654.51000000 0.024091303146 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAJ5 594000.00000000 PA USD 693366.97000000 0.111617844770 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Avant Credit Card Master Trust N/A 05351KAA7 730000.00000000 PA USD 666767.77000000 0.107335919750 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.37000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 1659.00000000 NS USD 3565390.08000000 0.573954592176 Long EC CORP US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 26167.00000000 NS USD 4023437.92000000 0.647690888992 Long EC CORP US N 1 N N N Pason Systems Inc 984500DC6T2FLR969F65 702925108 173647.00000000 NS 1968233.17000000 0.316845125231 Long EC CORP CA N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 775000.00000000 PA USD 596556.25000000 0.096033306733 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BB2 695000.00000000 PA USD 577642.30000000 0.092988549157 Long DBT CORP IN N 2 2032-01-12 Fixed 2.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46647SBY5 54385.56000000 PA USD 50200.13000000 0.008081190134 Long ABS-MBS CORP US N 2 2047-08-25 Variable 2.50000000 N N N N N N HF SINCLAIR CORP N/A 403949AF7 630000.00000000 PA USD 635443.58000000 0.102293368362 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N New Work SE 5299002VHN50DM9T9H37 000000000 15527.00000000 NS 2203163.76000000 0.354664126223 Long EC CORP DE N 1 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 190000.00000000 PA USD 149032.20000000 0.023991124015 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N Duck Creek Technologies Inc N/A 264120106 219670.00000000 NS USD 3262099.50000000 0.525131036478 Long EC CORP US N 1 N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAG5 715000.00000000 PA USD 602798.07000000 0.097038111586 Long DBT CORP US N 2 2028-08-09 Fixed 2.37500000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CS6 835000.00000000 PA USD 704877.29000000 0.113470769940 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JCL8 55842.71000000 PA USD 59984.23000000 0.009656229330 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N BX Trust N/A 05610HAG8 247463.63000000 PA USD 230162.14000000 0.037051378456 Long ABS-MBS CORP US N 2 2039-02-15 Floating 3.29480000 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 165000.00000000 PA USD 134186.97000000 0.021601346813 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N HealthEquity Inc 529900LRJU1RAFQHM467 42226A107 43290.00000000 NS USD 2657573.10000000 0.427814699251 Long EC CORP US N 1 N N N COOPER-STANDARD AUTOMOTIVE ITCH5B3Q4RTX2PH9UN62 21676TAC9 487650.41210000 PA USD 424343.64000000 0.068310612688 Long LON CORP US N 2 2023-11-02 Floating 3.66500000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 11638.00000000 NS USD 4665674.20000000 0.751077742575 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 440000.00000000 PA USD 340054.69000000 0.054741822503 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Arroyo Mortgage Trust N/A 042859AA6 194929.78000000 PA USD 187687.03000000 0.030213757918 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.80500000 N N N N N N Meitec Corp N/A 000000000 143400.00000000 NS 2311437.21000000 0.372093928417 Long EC CORP JP N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 235280.00000000 NS USD 24989088.80000000 4.022730177973 Long EC CORP US N 1 N N N Bankers Healthcare Group Secur N/A 06616PAA5 206913.06000000 PA USD 203608.31000000 0.032776757074 Long ABS-O CORP US N 2 2031-09-17 Fixed 2.56000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 244503.83420000 PA USD 231831.20000000 0.037320062844 Long LON CORP US N 2 2025-05-30 Floating 4.04000000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 240000.00000000 PA USD 236640.00000000 0.038094180901 Long LON CORP US N 2 2027-06-20 Floating 7.04000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 210000.00000000 PA USD 201705.00000000 0.032470363247 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AA3 152165.38000000 PA USD 145831.62000000 0.023475896355 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N RCO Mortgage LLC N/A 74938JAA8 354509.07000000 PA USD 337682.94000000 0.054360019454 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.11560000 N N N N N N Chase Mortgage Finance Corpora N/A 16163YAC8 169277.34000000 PA USD 155440.59000000 0.025022743217 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 2570.00000000 NS USD 2952338.90000000 0.475265940414 Long EC CORP US N 1 N N N CoreVest American Finance Ltd N/A 12468RAA8 290000.00000000 PA USD 271609.30000000 0.043723520152 Long ABS-MBS CORP US N 2 2029-03-28 Variable 2.23900000 N N N N N N DORIC NIMROD 2013-1 CL A N/A 233283AA8 27013.15000000 PA USD 26646.44000000 0.004289529689 Long DBT CORP GG N 2 2023-05-30 Fixed 5.25000000 N N N N N N DUBAI GOVT INT'L BONDS N/A 000000000 540000.00000000 PA USD 489982.50000000 0.078877121339 Long DBT NUSS AE N 2 2043-01-30 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWJ6 14470.11000000 PA USD 15779.45000000 0.002540167439 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Veros Auto Receivables Trust N/A 92511FAB1 272898.71000000 PA USD 271932.18000000 0.043775497202 Long ABS-O CORP US N 2 2025-06-16 Fixed 2.19000000 N N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAA3 365000.00000000 PA USD 360618.18000000 0.058052122149 Long DBT CORP US N 2 2025-05-01 Fixed 7.50000000 N N N N N N Allegro.eu SA 222100VRLXV3FPMG4982 000000000 401378.00000000 NS 2135684.92000000 0.343801418574 Long EC CORP PL N 1 N N N Mello Warehouse Securitization N/A 58550LAC9 400000.00000000 PA USD 392102.56000000 0.063120460837 Long ABS-MBS CORP US N 2 2055-02-25 Floating 1.76786000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 243260.86650000 PA USD 223294.01000000 0.035945750554 Long LON CORP US N 2 2027-08-02 Floating 6.79000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 475000.00000000 PA USD 378729.51000000 0.060967674386 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAW2 340000.00000000 PA USD 250410.00000000 0.040310868152 Long DBT CORP US N 2 2027-02-15 Fixed 4.95000000 N N N N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 000000000 119896.00000000 NS 1434866.05000000 0.230983970919 Long EC CORP IT N 1 N N N Sabre Insurance Group PLC 2138006RXRQ8P8VKGV98 000000000 804806.00000000 NS 2013263.66000000 0.324094109477 Long EC CORP GB N 1 N N N Tricon American Homes N/A 89613JAG5 880000.00000000 PA USD 748213.49000000 0.120447008287 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.28100000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAE1 384000.00000000 PA USD 350276.48000000 0.056387320802 Long DBT CORP US N 2 2027-02-08 Fixed 4.70000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 424873.54000000 PA USD 414497.92000000 0.066725653937 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.65599200 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2335000.00000000 PA USD 2205480.47000000 0.355037068962 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BN8 265000.00000000 PA USD 253538.43000000 0.040814481144 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAC4 433000.00000000 PA USD 344843.30000000 0.055512690385 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 524.00000000 PA USD 452.65000000 0.000072867355 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002VAA7 100548.78000000 PA USD 89947.92000000 0.014479768155 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 515000.00000000 PA USD 511137.50000000 0.082282641948 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 70661.00000000 NS USD 6550274.70000000 1.054459725226 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AK5 655000.00000000 PA USD 639804.00000000 0.102995306447 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N AGILITI HEALTH INC 25490002CCQ55NKGNB14 00847YAC6 163730.76310000 PA USD 156772.21000000 0.025237106694 Long LON CORP US N 2 2026-01-04 Floating 5.29000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 435334.41720000 PA USD 405335.52000000 0.065250695675 Long LON CORP US N 2 2025-11-16 Floating 4.49870000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 805000.00000000 PA USD 740863.61000000 0.119263828527 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAA7 785000.00000000 PA USD 640970.23000000 0.103183045529 Long DBT CORP US N 2 2031-06-30 Fixed 3.36300000 N N N N N N IDAHO ST HLTH FACS AUTH REVENU 549300X43KY1C2WW0J97 451295A25 450000.00000000 PA USD 439803.32000000 0.070799303723 Long DBT MUN US N 2 2048-03-01 Fixed 5.02000000 N N N N N N Mortgage Advice Bureau Holding 2138008AY1RA61T6W960 000000000 248987.00000000 NS 2727826.88000000 0.439124115260 Long EC CORP GB N 1 N N N GCAT N/A 36167FAA7 28306.23000000 PA USD 27529.91000000 0.004431750218 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.24700000 N N N N N N GCT Commercial Mortgage Trust N/A 36167RAA1 1080000.00000000 PA USD 1045474.56000000 0.168299936683 Long ABS-MBS CORP US N 2 2038-02-15 Floating 2.12400000 N N N N N N Heineken Malaysia Bhd N/A 000000000 509500.00000000 NS 2661075.44000000 0.428378504075 Long EC CORP MY N 1 N N N Vericrest Opportunity Loan Tra N/A 91835DAA9 246194.47000000 PA USD 233453.00000000 0.037581139342 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.99180000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 535000.00000000 PA USD 504019.61000000 0.081136807814 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 280000.00000000 PA USD 230695.60000000 0.037137254562 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N GLS Auto Receivables Trust N/A 36261EAC1 930000.00000000 PA USD 900453.34000000 0.144954498087 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.14000000 N N N N N N Enento Group Oyj 743700EPLUWXE25HGM03 000000000 65677.00000000 NS 1428143.90000000 0.229901842800 Long EC CORP FI N 1 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 183925.00000000 NS USD 3763105.50000000 0.605782714964 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KSN65 101837.61000000 PA USD 111245.40000000 0.017908225118 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414P6E4 71244.07000000 PA USD 73461.85000000 0.011825849405 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Metlife Securitization Trust N/A 59166BAB7 860000.00000000 PA USD 802421.19000000 0.129173334901 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.43221300 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBS7 266000.00000000 PA USD 260744.51000000 0.041974512056 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N CoreVest American Finance Ltd N/A 21872UAA2 296841.18000000 PA USD 281723.65000000 0.045351722816 Long ABS-O CORP US N 2 2050-03-15 Fixed 1.83200000 N N N N N N TRANSOCEAN GUARDIAN LTD N/A 893800AA0 81865.09620000 PA USD 75659.72000000 0.012179661344 Long DBT CORP KY N 2 2024-01-15 Fixed 5.87500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAG3 675000.00000000 PA USD 661214.95000000 0.106442029750 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.93100000 N N N N N N BIO-RAD LABS 549300ZC1GPV35XYDK53 090572AR9 376000.00000000 PA USD 354773.21000000 0.057111201998 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 85350EAB2 245459.00390000 PA USD 236693.66000000 0.038102819059 Long LON CORP US N 2 2028-09-22 Floating 4.13270000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 235000.00000000 PA USD 233310.35000000 0.037558175621 Long LON CORP KY N 2 2027-10-20 Floating 5.94730000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 230000.00000000 PA USD 225020.50000000 0.036223679993 Long DBT CORP US N 2 2025-05-01 Fixed 6.37500000 N N N N N N Progress Residential Trust N/A 74333DAG9 940000.00000000 PA USD 838474.55000000 0.134977185552 Long ABS-O CORP US N 2 2038-04-19 Fixed 2.19700000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 215000.00000000 PA USD 177375.00000000 0.028553732832 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N SANTA CLARA VLY CA WTR DIST WT N/A 80168ADF1 510000.00000000 PA USD 365477.27000000 0.058834335863 Long DBT MUN US N 2 2050-06-01 Fixed 2.96700000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 315000.00000000 PA USD 290387.13000000 0.046746365203 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 300000.00000000 PA USD 300049.95000000 0.048301880809 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N CoStar Group Inc N/A 22160N109 109544.00000000 NS USD 6617553.04000000 1.065290156492 Long EC CORP US N 1 N N N SCIENTIFIC GAMES HOLDIN 549300W5GPFXXB6TQ330 80875CAB3 95000.00000000 PA USD 87756.25000000 0.014126954288 Long LON CORP US N 2 2029-04-04 Floating 5.18600000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873KAA4 249972.77000000 PA USD 234941.93000000 0.037820826499 Long ABS-MBS CORP US N 2 2051-12-26 Variable 2.73440000 N N N N N N HAITIAN INT'L 30030093DDRS825TVP62 000000000 1535047.00000000 NS 3922324.05000000 0.631413632165 Long EC CORP CN N 1 N N N Verus Securitization Trust N/A 92538NAA5 468033.43000000 PA USD 462440.57000000 0.074443436147 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.47400000 N N N N N N American Homes 4 Rent N/A 02666AAA6 931998.87000000 PA USD 912665.02000000 0.146920327816 Long ABS-O CORP US N 2 2052-04-17 Fixed 3.46700000 N N N N N N Infrastrutture Wireless Italia 81560066183FE361C071 000000000 207635.00000000 NS 2107152.20000000 0.339208236537 Long EC CORP IT N 1 N N N Alten SA 969500Y7G9TY7Y24GN07 000000000 27211.00000000 NS 2959936.66000000 0.476489023764 Long EC CORP FR N 1 N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAC3 72286.23000000 PA USD 70966.75000000 0.011424189538 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.48583300 N N N N N N Progress Residential Trust N/A 74332WAC7 460000.00000000 PA USD 440898.59000000 0.070975619704 Long ABS-O CORP US N 2 2036-09-17 Fixed 2.57100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 830000.00000000 PA USD 719895.31000000 0.115888362784 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAA0 494319.78000000 PA USD 451289.09000000 0.072648276848 Long ABS-MBS CORP US N 2 2065-09-25 Variable 1.06500000 N N N N N N BPR Trust N/A 05591QAA4 920000.00000000 PA USD 907355.24000000 0.146065562266 Long ABS-MBS CORP US N 2 2029-02-15 Floating 2.57400000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 43250.05000000 PA USD 41857.83000000 0.006738251133 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N Onslow Bay Financial LLC N/A 67114JAB6 577549.07000000 PA USD 497911.70000000 0.080153559723 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.26000000 N N N N N N SALES TAX SECURITIZATION CORP N/A 79467BDK8 70000.00000000 PA USD 59146.77000000 0.009521415467 Long DBT MUN US N 2 2043-01-01 Fixed 3.41100000 N N N N N N Accenture PLC N/A 000000000 25812.00000000 NS USD 7166701.80000000 1.153691830787 Long EC CORP IE N 1 N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412HBU6 380000.00000000 PA USD 365597.62000000 0.058853709742 Long DBT MUN US N 2 2048-05-15 Fixed 4.42800000 N N N N N N TEXAS ST TRANSPRTN COMMISSIONS N/A 88283LKV7 160000.00000000 PA USD 158791.26000000 0.025562132285 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAA1 758000.00000000 PA USD 705870.91000000 0.113630722357 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N New Residential Mortgage Loan N/A 64828AAA1 186569.15000000 PA USD 181255.87000000 0.029178473213 Long ABS-MBS CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 179000.00000000 PA USD 165243.85000000 0.026600866779 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 560000.00000000 PA USD 493787.91000000 0.079489714209 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BP3 615000.00000000 PA USD 415171.23000000 0.066834043022 Long DBT CORP US N 2 2067-04-20 Floating 3.10271000 N N N N N N TEXAS ST PUBLIC FIN AUTH LEASE N/A 882669CD4 585000.00000000 PA USD 460602.62000000 0.074147563937 Long DBT MUN US N 2 2035-02-01 Fixed 2.14000000 N N N N N N NMEF Funding LLC N/A 62920KAC6 525000.00000000 PA USD 496770.12000000 0.079969788783 Long ABS-O CORP US N 2 2028-10-16 Fixed 3.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 140000.00000000 PA USD 96042.38000000 0.015460851073 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N RCKT Mortgage Trust 2020-1 N/A 749389AA0 279850.71000000 PA USD 249532.52000000 0.040169611890 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N SG Capital Partners N/A 78432BAA7 108139.32000000 PA USD 105739.65000000 0.017021912422 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.70300000 N N N N N N AMSR Trust N/A 00180AAB5 530000.00000000 PA USD 502176.70000000 0.080840137146 Long ABS-O CORP US N 2 2037-04-17 Fixed 2.12000000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAW4 275000.00000000 PA USD 272448.33000000 0.043858586753 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.26600000 N N N N N N MET TRANSPRTN AUTH NY DEDICATE 5493000TKYODLXADQD60 59260XAW8 2555000.00000000 PA USD 2772684.72000000 0.446345306402 Long DBT MUN US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 17851.00000000 NS USD 7044897.15000000 1.134083783239 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 1155000.00000000 PA USD 994743.75000000 0.160133317965 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N Octane Receivables Trust N/A 67592LAA4 172142.91000000 PA USD 170467.80000000 0.027441815462 Long ABS-O CORP US N 2 2025-02-20 Fixed 1.71000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 460000.00000000 PA USD 377200.00000000 0.060721454682 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 370000.00000000 PA USD 300862.54000000 0.048432691114 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AM4 453000.00000000 PA USD 396030.34000000 0.063752752765 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 410000.00000000 PA USD 323145.60000000 0.052019806220 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 592475.89000000 PA USD 555254.36000000 0.089384550525 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2565000.00000000 PA USD 2204096.50000000 0.354814278210 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Exeter Automobile Receivables 549300KR7NUJOX0UJ040 30167DAD9 91842.55000000 PA USD 92090.58000000 0.014824692418 Long ABS-O CORP US N 2 2024-12-16 Fixed 4.13000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBT4 277000.00000000 PA USD 257128.46000000 0.041392402257 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 794000.00000000 PA USD 674637.98000000 0.108602861956 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N Rotork PLC 213800AH5RZIHGWRJ718 000000000 31755.00000000 NS 93004.80000000 0.014971863065 Long EC CORP GB N 1 N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07331UAD0 100000.00000000 PA USD 98459.20000000 0.015849909466 Long ABS-MBS CORP US N 2 2057-06-28 Variable 4.00000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AT2 490000.00000000 PA USD 461208.80000000 0.074245146469 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 27592.00000000 NS USD 5043265.76000000 0.811862230378 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12648HAK1 9793.76000000 PA USD 9077.70000000 0.001461323301 Long ABS-MBS CORP US N 2 2044-04-25 Variable 3.80801600 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 415000.00000000 PA USD 320331.49000000 0.051566792294 Long DBT CORP US N 2 2031-06-10 Fixed 3.12500000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 458348.07000000 PA USD 423767.36000000 0.068217843441 Long ABS-O CORP US N 2 2041-05-15 Fixed 1.27000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 25919.00000000 NS USD 2745858.86000000 0.442026893776 Long EC CORP US N 1 N N N AMSR Trust N/A 00178UAD1 770000.00000000 PA USD 727125.40000000 0.117052258814 Long ABS-O CORP US N 2 2037-07-17 Fixed 3.28200000 N N N N N N New Residential Mortgage Loan N/A 64830TAD0 498121.06000000 PA USD 478233.73000000 0.076985810614 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N GLS Auto Receivables Trust N/A 36255XAC7 294461.76000000 PA USD 295059.61000000 0.047498538540 Long ABS-O CORP US N 2 2024-07-15 Fixed 4.18000000 N N N N N N Verus Securitization Trust N/A 924921AA7 835708.09000000 PA USD 806647.09000000 0.129853618028 Long ABS-MBS CORP US N 2 2067-04-25 Variable 3.80000000 N N N N N N PENTAIR FINANCE SARL 549300H2U8U8TZPV3T89 709629AS8 560000.00000000 PA USD 560521.06000000 0.090232381080 Long DBT CORP LU N 2 2032-07-15 Fixed 5.90000000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 04365XAA6 745000.00000000 PA USD 672276.12000000 0.108222650993 Long DBT CORP BM N 2 2030-12-15 Fixed 4.25000000 N N N N N N KKR APPLE BIDCO LLC 2549001SCJD3WEYJFM53 000000000 342676.50000000 PA USD 322828.68000000 0.051968788607 Long LON CORP US N 2 2028-09-23 Floating 4.62360000 N N N N N N TRINSEO MATERIALS OPERATING 549300WNMXD3KV7LO256 000000000 221130.72230000 PA USD 208249.86000000 0.033523951316 Long LON CORP LU N 2 2028-05-03 Floating 4.29000000 N N N N N N Exeter Automobile Receivables N/A 30167GAE0 140206.37000000 PA USD 140213.51000000 0.022571496005 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.44000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 15669GAH7 101191.79480000 PA USD 92874.84000000 0.014950942174 Long LON CORP US N 2 2027-03-15 Floating 4.04000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 680000.00000000 PA USD 615400.00000000 0.099066763551 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886VAP5 248619.19200000 PA USD 239502.33000000 0.038554957257 Long LON CORP US N 2 2026-08-28 Floating 4.16610000 N N N N N N Carvana Auto Receivables Trust N/A 14686UAF2 660000.00000000 PA USD 656538.83000000 0.105689270448 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.28000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AF9 486000.00000000 PA USD 383976.99000000 0.061812410915 Long DBT CORP US N 2 2032-01-15 Fixed 3.15000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 505000.00000000 PA USD 404631.25000000 0.065137322667 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAD8 870000.00000000 PA USD 740001.62000000 0.119125065837 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 69360XAA4 356387.96000000 PA USD 334578.48000000 0.053860265140 Long ABS-MBS CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N Towd Point Mortgage Trust N/A 89172YAC4 1080000.00000000 PA USD 1067851.84000000 0.171902219274 Long ABS-MBS CORP US N 2 2056-04-25 Variable 3.50000000 N N N N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 146668.00000000 NS USD 6143922.52000000 0.989045368166 Long EC CORP US N 1 N N N American Homes 4 Rent N/A 02665UAC9 1050000.00000000 PA USD 1056462.86000000 0.170068827352 Long ABS-O CORP US N 2 2036-10-17 Fixed 4.70500000 N N N N N N VCAT Asset Securitization, LLC N/A 91824MAA2 583829.14000000 PA USD 546754.94000000 0.088016318429 Long ABS-MBS CORP US N 2 2051-05-25 Variable 1.74300000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 23607.00000000 NS USD 3806628.75000000 0.612789064520 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 712000.00000000 PA USD 652343.99000000 0.105013987344 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Block Inc 549300OHIIUWSTIZME52 852234103 32253.00000000 NS USD 1982269.38000000 0.319104666825 Long EC CORP US N 1 N N N LUNDIN ENERGY FI 549300JSNI1KL271GM17 55037AAA6 740000.00000000 PA USD 660942.82000000 0.106398222408 Long DBT CORP NL N 2 2026-07-15 Fixed 2.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 40000.00000000 PA USD 32372.56000000 0.005211317431 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 950000.00000000 PA USD 850752.47000000 0.136953678561 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Aqua Finance Trust N/A 038413AB6 755000.00000000 PA USD 707757.61000000 0.113934442316 Long ABS-O CORP US N 2 2046-07-17 Fixed 2.79000000 N N N N N N New Residential Mortgage Loan N/A 64829LAA6 40134.71000000 PA USD 38811.56000000 0.006247864214 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 109522.09000000 PA USD 117822.75000000 0.018967043411 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69370PAA9 980000.00000000 PA USD 992250.00000000 0.159731875421 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 1379000.00000000 PA USD 1199634.85000000 0.193116577889 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545700 N N N N N N CHG PPC PARENT LLC 54930019XJQNJAGXQ664 12546FAF9 154612.50000000 PA USD 145722.28000000 0.023458294860 Long LON CORP US N 2 2028-12-08 Floating 4.79000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 16814823.06000000 NS USD 16814823.06000000 2.706841241875 Long STIV RF US N 1 N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 455000.00000000 PA USD 409500.00000000 0.065921091443 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 12745000.00000000 PA USD 8389296.71000000 1.350504506882 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 4736.00000000 NS USD 3016216.32000000 0.485548893393 Long EC CORP AR N 1 N N N Towd Point Mortgage Trust N/A 89177JAB4 500000.00000000 PA USD 470132.50000000 0.075681678933 Long ABS-O CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N New Residential Mortgage Loan N/A 64829LAQ1 501543.57000000 PA USD 492754.17000000 0.079323303296 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.50000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAX9 388943.51250000 PA USD 372413.41000000 0.059950911979 Long LON CORP US N 2 2024-09-19 Floating 5.04000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AE5 540000.00000000 PA USD 572263.63000000 0.092122693731 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N BROOKFIELD WEC HOLDINGS 5493002M6GRSU1IWMG57 11284EAM5 241613.46110000 PA USD 227940.56000000 0.036693749693 Long LON CORP US N 2 2025-08-01 Floating 4.54000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAC1 313000.00000000 PA USD 262240.57000000 0.042215346996 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAK7 246230.63300000 PA USD 230072.98000000 0.037037025527 Long LON CORP US N 2 2026-05-03 Floating 5.04000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 366000.00000000 PA USD 273731.40000000 0.044065134677 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N COLT Funding LLC N/A 19687YAA3 154940.20000000 PA USD 140239.89000000 0.022575742644 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.38970000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 40000.00000000 PA USD 3300.00000000 0.000531232238 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y Y N N N N Verus Securitization Trust N/A 92537HAA9 104984.44000000 PA USD 104723.53000000 0.016858337966 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.91300000 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAL9 652500.00000000 PA USD 622996.69000000 0.100289674653 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.32400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NH0 339000.00000000 PA USD 325177.95000000 0.052346972838 Long DBT CORP US N 2 2028-02-24 Floating 2.32000000 N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 241388.81710000 PA USD 227282.05000000 0.036587743105 Long LON CORP US N 2 2026-02-08 Floating 4.90230000 N N N N N N Santander Drive Auto Receivabl N/A 80287EAE5 880000.00000000 PA USD 846719.90000000 0.136304517594 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N Banc of America Funding Corpor N/A 05946XPV9 81927.45000000 PA USD 74526.17000000 0.011997183070 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N BRISTOL VA N/A 110331PQ2 640000.00000000 PA USD 603858.69000000 0.097208849627 Long DBT MUN US N 2 2042-01-01 Fixed 4.21000000 N N N N N N KAZAKHSTAN TEMIR ZHOLY 724500NSQCZ1PR6DVD13 48667DAD6 440000.00000000 PA USD 394570.00000000 0.063517668012 Long DBT CORP NL N 2 2042-07-10 Fixed 6.95000000 N N N N N N KNDL Mortgage Trust N/A 482598AA7 565000.00000000 PA USD 553610.33000000 0.089119895453 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.12400000 N N N N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 34315.00000000 NS USD 1968994.70000000 0.316967715924 Long EC CORP US N 1 N N N CoreVest American Finance Ltd N/A 21872NAJ9 295000.00000000 PA USD 257160.62000000 0.041397579357 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.26500000 N N N N N N COMM Mortgage Trust N/A 20049AAE8 490000.00000000 PA USD 458412.25000000 0.073794959343 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 3.09900000 N N N N N N BROWN GROUP HOLDING LLC 25490094PF4HHK9QS109 11565HAB2 320000.54000000 PA USD 303002.11000000 0.048777117951 Long LON CORP US N 2 2028-06-07 Floating 4.54000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAS0 340000.00000000 PA USD 289015.11000000 0.046525498156 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 640000.00000000 PA USD 625011.69000000 0.100614048278 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAB3 455000.00000000 PA USD 349111.45000000 0.056199774894 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAE5 585000.00000000 PA USD 547154.71000000 0.088080673191 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.58000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAF6 575000.00000000 PA USD 570269.19000000 0.091801629844 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.04000000 N N N N N N RETAIL OPPORTUNITY IN 549300KH0PNTJK9NTE57 76132FAB3 485000.00000000 PA USD 471426.21000000 0.075889939678 Long DBT CORP US N 2 2024-12-15 Fixed 4.00000000 N N N N N N PULTEGROUP INC N/A 745867AP6 780000.00000000 PA USD 802728.58000000 0.129222818380 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N GLS Auto Receivables Trust N/A 36258HAE5 745000.00000000 PA USD 736065.29000000 0.118491397535 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.06000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAP8 835000.00000000 PA USD 806666.20000000 0.129856694346 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.56100000 N N N N N N Visio Trust N/A 92837UAA7 271082.63000000 PA USD 253854.60000000 0.040865378021 Long ABS-MBS CORP US N 2 2056-05-25 Fixed 1.28000000 N N N N N N LAD Auto Receivables Trust N/A 501683AD8 710000.00000000 PA USD 659013.55000000 0.106087649553 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.99000000 N N N N N N PODS LLC N/A 73044EAB0 250801.50820000 PA USD 232931.90000000 0.037497252942 Long LON CORP US N 2 2028-03-31 Floating 4.79000000 N N N N N N COLT Funding LLC N/A 19688LAA0 589341.93000000 PA USD 582012.93000000 0.093692130842 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBU4 4655000.00000000 PA USD 4564627.55000000 0.734811306788 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEK3 1200000.00000000 PA USD 1189546.87000000 0.191492620253 Long DBT UST US N 2 2024-04-30 Fixed 2.50000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22536BAC6 540000.00000000 PA USD 510863.71000000 0.082238567380 Long ABS-O CORP US N 2 2029-12-17 Fixed 1.77000000 N N N N N N AMSR Trust N/A 00178UAC3 750000.00000000 PA USD 704694.83000000 0.113441397627 Long ABS-O CORP US N 2 2037-07-17 Fixed 2.53300000 N N N N N N New Residential Mortgage Loan N/A 64829FAA9 54251.10000000 PA USD 52512.28000000 0.008453398807 Long ABS-MBS CORP US N 2 2056-03-25 Variable 3.75000000 N N N N N N Mello Warehouse Securitization N/A 58552NAC3 180000.00000000 PA USD 177803.14000000 0.028622654581 Long ABS-MBS CORP US N 2 2055-04-25 Floating 2.72357000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MYW2 72517.45000000 PA USD 77876.08000000 0.012536449794 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 60000.00000000 PA USD 56305.80000000 0.009064077632 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 320630.92000000 PA USD 299816.36000000 0.048264277616 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 975000.00000000 PA USD 950991.65000000 0.153090128258 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAM2 200000.00000000 PA USD 185000.00000000 0.029781201262 Long DBT CORP US N 2 2025-01-15 Fixed 5.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 635000.00000000 PA USD 521875.59000000 0.084011253945 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 245000.00000000 PA USD 235035.85000000 0.037835945690 Long LON CORP US N 2 2026-06-21 Floating 3.90440000 N N N N N N Baltic Classifieds Group PLC 213800I1RPHCFSSQS969 000000000 1990994.00000000 NS 3160422.64000000 0.508763149822 Long EC CORP GB N 1 N N N Bankers Healthcare Group Secur N/A 08861YAA4 588278.39000000 PA USD 550507.74000000 0.088620442170 Long ABS-O CORP US N 2 2033-11-17 Fixed 1.42000000 N N N N N N Bill.com Holdings Inc 549300IBF9VZZIGOZW63 090043100 65992.00000000 NS USD 7255160.48000000 1.167931861882 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89173UAB3 670000.00000000 PA USD 628154.28000000 0.101119940739 Long ABS-O CORP US N 2 2057-06-25 Variable 3.00000000 N N N N N N Vericrest Opportunity Loan Tra N/A 91835MAA9 609673.31000000 PA USD 578659.66000000 0.093152323227 Long ABS-MBS CORP US N 2 2051-02-27 Variable 1.89250000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAB7 25000.00000000 PA USD 23587.75000000 0.003797143405 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N LHOME Mortgage Trust N/A 501895AA4 295000.00000000 PA USD 280013.38000000 0.045076404465 Long ABS-MBS CORP US N 2 2026-06-25 Variable 2.09000000 N N N N N N OSCAR US Funding Trust N/A 68785AAD7 550000.00000000 PA USD 505481.47000000 0.081372137257 Long ABS-O CORP JP N 2 2028-04-10 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CLW4 86278.53000000 PA USD 95591.54000000 0.015388275090 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 240000.00000000 PA USD 203611.20000000 0.032777222305 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 19904.00000000 NS 3623103.52000000 0.583245270944 Long EC CORP DE N 1 N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 385000.00000000 PA USD 310818.92000000 0.050035463852 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Verus Securitization Trust N/A 92537KAD6 280000.00000000 PA USD 277778.42000000 0.044716621797 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.20700000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 648000.00000000 PA USD 629172.62000000 0.101283872568 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336RAW8 159678.54100000 PA USD 157061.41000000 0.025283661955 Long LON CORP US N 2 2026-09-19 Floating 4.36230000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 45855.00000000 NS USD 6400440.90000000 1.030339560070 Long EC CORP US N 1 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAE3 580000.00000000 PA USD 596675.00000000 0.096052423045 Long DBT NUSS OM N 2 2032-10-28 Fixed 7.37500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEN4 815000.00000000 PA USD 677876.25000000 0.109124156932 Long DBT NUSS DO N 2 2033-02-22 Fixed 6.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 72000.00000000 PA USD 57705.86000000 0.009289458544 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 45949.00000000 NS USD 5342490.23000000 0.860031225858 Long EC CORP US N 1 N N N Home Partners of America Trust N/A 437301AA2 508273.73000000 PA USD 442428.44000000 0.071221894140 Long ABS-O CORP US N 2 2041-01-17 Fixed 1.53200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZT0 1610000.00000000 PA USD 1485665.24000000 0.239161597413 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAN5 710000.00000000 PA USD 692563.38000000 0.111488483280 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36259WAC5 239951.10000000 PA USD 230440.01000000 0.037096109820 Long ABS-MBS CORP US N 2 2060-09-27 Variable 2.35200000 N N N N N N Chase Mortgage Finance Corpora N/A 16164AAC9 361801.28000000 PA USD 337470.72000000 0.054325856392 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 880000.00000000 PA USD 775703.54000000 0.124872341864 Long ABS-MBS CORP US N 2 2038-08-17 Fixed 2.18900000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 865000.00000000 PA USD 812731.35000000 0.130833058956 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 35540.00000000 NS USD 4181281.00000000 0.673100383767 Long EC CORP US N 1 N N N Mill City Mortgage Trust N/A 59981AAH9 509062.36000000 PA USD 458462.63000000 0.073803069489 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286WAF3 1390000.00000000 PA USD 1370005.82000000 0.220542805710 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 319002.50000000 PA USD 298892.58000000 0.048115568004 Long LON CORP US N 2 2028-02-01 Floating 5.54000000 N N N N N N BAYPORT POLYMERS LLC N/A 073096AC3 785000.00000000 PA USD 758514.59000000 0.122105273867 Long DBT CORP US N 2 2032-04-14 Fixed 5.14000000 N N N N N N Nordnet AB publ 549300D6WW5ZTWLZ4C08 000000000 66366.00000000 NS 867385.24000000 0.139631212998 Long EC CORP SE N 1 N N N Exeter Automobile Receivables N/A 30166EAG1 81973.33000000 PA USD 82192.04000000 0.013231230732 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.35000000 N N N N N N OFFICE PPTY INCOME TRST N/A 81618TAC4 555000.00000000 PA USD 531772.64000000 0.085604475772 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N TEXAS ST 549300X9CH74QB747L76 882724QP5 180000.00000000 PA USD 153772.87000000 0.024754274541 Long DBT MUN US N 2 2044-04-01 Fixed 3.21100000 N N N N N N Navient Student Loan Trust N/A 63942EAA6 707642.13000000 PA USD 634655.57000000 0.102166514933 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 365000.00000000 PA USD 288328.08000000 0.046414900433 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAB0 118198.27000000 PA USD 110271.08000000 0.017751379605 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.45815300 N N N N N N Firstkey Homes Trust N/A 33767JAC6 645000.00000000 PA USD 587247.99000000 0.094534868007 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.56700000 N N N N N N Towd Point Mortgage Trust N/A 89179YAW3 1265000.00000000 PA USD 1084792.27000000 0.174629280654 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.75000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 235000.00000000 PA USD 226187.50000000 0.036411543030 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N New Residential Mortgage Loan N/A 64830HAD6 660000.00000000 PA USD 608551.55000000 0.097964303725 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14687AAQ1 775000.00000000 PA USD 709386.41000000 0.114196645671 Long ABS-O CORP US N 2 2026-11-09 Fixed 0.92000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 415000.00000000 PA USD 357418.91000000 0.057537105371 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N BRAVO Residential Funding Trus N/A 105693AA3 375847.76000000 PA USD 359033.68000000 0.057797050184 Long ABS-MBS CORP US N 2 2059-10-25 Variable 1.99100000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 225000.00000000 PA USD 197971.88000000 0.031869407581 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N HOSTESS BRANDS LLC 549300SW7FLS4O41LD19 44108HAJ0 296642.47960000 PA USD 283610.98000000 0.045655544192 Long LON CORP US N 2 2025-08-03 Floating 4.04000000 N N N N N N Mercari Inc 3538009SK4V5AXSTUJ26 000000000 163400.00000000 NS 2348393.28000000 0.378043096841 Long EC CORP JP N 1 N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 460000.00000000 PA USD 379500.00000000 0.061091707455 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 185000.00000000 PA USD 179420.59000000 0.028883030818 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.75000000 N N N N N N Imperial Fund LLC N/A 45276JAA8 1198802.46000000 PA USD 1025105.21000000 0.165020889591 Long ABS-MBS CORP US N 2 2057-01-25 Variable 2.09100000 N N N N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 586064.00000000 NS 3959457.17000000 0.637391302005 Long EC CORP GB N 1 N N N NEW YORK ST ENVRNMNTL FACS COR 549300QJ33JJW73OQO60 64986DMK8 2130000.00000000 PA USD 2391244.71000000 0.384941297172 Long DBT MUN US N 2 2051-06-15 Fixed 5.00000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 350000.00000000 PA USD 329819.00000000 0.053094086590 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 565000.00000000 PA USD 495081.25000000 0.079697915392 Long DBT CORP US N 2 2053-08-15 Fixed 5.75000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAD8 790000.00000000 PA USD 714215.24000000 0.114973988147 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 275000.00000000 PA USD 258500.00000000 0.041613192034 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N Brockhaus Technologies AG 5299007DQ4OLATJQIX97 000000000 52904.00000000 NS 939720.66000000 0.151275730303 Long EC CORP DE N 1 N N N HeadHunter Group PLC 549300IMUCFEWXP6RU11 42207L106 115928.00000000 NS USD 115.93000000 0.000018662349 Long EC CORP RU N 3 N N N Towd Point Mortgage Trust N/A 89172EAE4 160000.00000000 PA USD 158855.22000000 0.025572428532 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.50000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAB7 234298.22000000 PA USD 225359.72000000 0.036278287447 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.36000000 N N N N N N JP Morgan Mortgage Trust N/A 46648UAC8 165858.95000000 PA USD 159446.33000000 0.025667585104 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AT6 537000.00000000 PA USD 397382.56000000 0.063970432419 Long DBT CORP US N 2 2031-08-18 Fixed 2.40000000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JGT9 920000.00000000 PA USD 710021.23000000 0.114298838656 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701818 6400.00000000 NS USD 167168.00000000 0.026910615419 Long EP CORP US N 1 N N N Mariner Finance Issuance Trust N/A 56848MAA7 555000.00000000 PA USD 533107.25000000 0.085819320577 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N LHOME Mortgage Trust N/A 501894AA7 480000.00000000 PA USD 460003.54000000 0.074051124358 Long ABS-MBS CORP US N 2 2026-09-25 Variable 2.09000000 N N N N N N American Homes 4 Rent N/A 02666BAC0 335000.00000000 PA USD 332477.01000000 0.053521971621 Long ABS-O CORP US N 2 2052-10-17 Fixed 4.69100000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 565000.00000000 PA USD 523404.72000000 0.084257412476 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N CCC INTELLIGENT SOLUTION 5493006JEEL9RIWY5T17 12511BAC6 248301.12780000 PA USD 235017.02000000 0.037832914447 Long LON CORP US N 2 2028-09-21 Floating 4.65440000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAD1 445000.00000000 PA USD 499930.39000000 0.080478527361 Long DBT CORP US N 2 2040-11-15 Fixed 7.50000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 1798.00000000 NS USD 14276.12000000 0.002298162178 Long EC CORP CA N 1 N N N ORYX MIDSTREAM SERVICES 254900YYHRDANYFAHC43 68764JAB7 218850.00000000 PA USD 207771.81000000 0.033446995082 Long LON CORP US N 2 2028-10-05 Floating 5.04000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAB0 650000.00000000 PA USD 591144.06000000 0.095162055276 Long ABS-O CORP US N 2 2059-10-25 Variable 3.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 560000.00000000 PA USD 373800.00000000 0.060174124497 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 64032.00000000 NS USD 5330664.00000000 0.858127445664 Long EC CORP US N 1 N N N 2022-08-22 Virtus Equity Trust Amy Hackett Amy Hackett Vice President and Assistant Treasurer XXXX