0001752724-21-114748.txt : 20210527
0001752724-21-114748.hdr.sgml : 20210527
20210527101959
ACCESSION NUMBER: 0001752724-21-114748
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210527
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07455
FILM NUMBER: 21969286
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000055179
Virtus Newfleet Low Duration Core Plus Bond Fund
C000173503
Class A
HIMZX
C000173504
Class C
PCMZX
C000173505
Class I
HIBIX
C000210350
Class R6
VLDRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000055179
C000173503
C000173504
C000173505
C000210350
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Low Duration Core Plus Bond Fund
S000055179
549300INF8MRMW88KO98
2021-09-30
2021-03-31
N
684404443.90
31708316.17
652696127.73
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
503802.00000000
0.00000000
0.00000000
0.00000000
USD
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBF0
455168.35210000
PA
USD
450047.71000000
0.068952103571
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.86510000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
1260000.00000000
PA
USD
1332179.40000000
0.204104075909
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
19485000.00000000
PA
USD
19029081.40000000
2.915457989030
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAE5
1325000.00000000
PA
USD
1332776.29000000
0.204195525816
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
945000.00000000
PA
USD
928935.00000000
0.142322738029
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AB5
2523288.00000000
PA
USD
2526176.16000000
0.387037099298
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
1.24700000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2016-1
553894AA4
348227.33000000
PA
USD
352132.91000000
0.053950513116
Long
ABS-O
CORP
US
N
2
2033-12-20
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
1810000.00000000
PA
USD
2011788.95000000
0.308227498912
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
1642737.43000000
PA
USD
1641836.22000000
0.251546799535
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
420000.00000000
PA
USD
426661.20000000
0.065369041100
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1316700.00000000
PA
USD
1358952.90000000
0.208206061329
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
1045000.00000000
PA
USD
1068338.72000000
0.163680873014
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAE4
1710000.00000000
PA
USD
1704232.68000000
0.261106601923
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.83000000
N
N
N
N
N
N
PARAGON OFFSHORE FINANCE CO
N/A
Paragon Offshore Finance Co
000000000
908.92000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2021-07-18
Floating
3.75000000
Y
Y
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAE8
1335000.00000000
PA
USD
1399344.86000000
0.214394539901
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2017-1
32058NAJ2
880000.00000000
PA
USD
890865.98000000
0.136490158613
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.60000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-2
38014RAC8
1385000.00000000
PA
USD
1446560.76000000
0.221628518776
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.16000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
1005000.00000000
PA
USD
1049361.92000000
0.160773425092
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
1209665.31000000
PA
USD
1229223.30000000
0.188330104588
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
715000.00000000
PA
USD
768323.45000000
0.117715337560
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
570668.07000000
PA
USD
581952.80000000
0.089161368556
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-3
02530AAE2
115464.43000000
PA
USD
115657.27000000
0.017719925871
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.75000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAA5
208677.08000000
PA
USD
214038.37000000
0.032792958454
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
140000.00000000
PA
USD
152215.00000000
0.023320959560
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2
21054PAB1
206648.82000000
PA
USD
207517.10000000
0.031793830418
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.47000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
939098.93000000
PA
USD
950268.38000000
0.145591239112
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA
46611VAU9
1290000.00000000
PA
USD
1281137.70000000
0.196283943717
Long
LON
CORP
LU
N
2
2026-05-01
Floating
2.10610000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAJ7
725000.00000000
PA
USD
726634.06000000
0.111328078891
Long
DBT
CORP
US
N
2
2022-07-22
Floating
1.15238000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
88233FAK6
1136842.88000000
PA
USD
1128009.61000000
0.172823089041
Long
LON
CORP
US
N
2
2025-12-31
Floating
1.85750000
N
N
N
N
N
N
Social Professional Loan Progr
549300MIP15HTYPHSM46
Sofi Professional Loan Program 2016-A LLC
78469PAB0
94035.27000000
PA
USD
95407.43000000
0.014617434660
Long
ABS-O
CORP
US
N
2
2036-12-26
Fixed
2.76000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAB4
1370000.00000000
PA
USD
1391777.52000000
0.213235142797
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
3.19000000
N
N
N
N
N
N
Foundation Finance Trust
549300RIQ1R4PTXR5G48
Foundation Finance Trust 2017-1
35040UAA9
1200107.74000000
PA
USD
1220500.57000000
0.186993689428
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
3.30000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
685000.00000000
PA
USD
691989.74000000
0.106020199998
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
OneMain Financial Issuance Tru
549300I1P51W2UFIED29
Onemain Financial Issuance Trust 2018-1
68267BAA8
1828735.74000000
PA
USD
1835084.38000000
0.281154476338
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
National City Mortgage Capital
N/A
National City Mortgage Capital Trust
635419AE4
56383.84000000
PA
USD
56904.63000000
0.008718395526
Long
ABS-MBS
CORP
US
N
2
2038-03-25
Fixed
6.00000000
N
N
N
N
N
N
TRIP Rail Master Funding LLC
5493004VSVYOZVEYVJ29
TRIP Rail Master Funding LLC
89690EAF4
207753.22000000
PA
USD
207887.30000000
0.031850549002
Long
ABS-O
CORP
US
N
2
2047-08-15
Fixed
2.70900000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2018-A
68504WAA5
112053.27000000
PA
USD
115462.73000000
0.017690120271
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
945000.00000000
PA
USD
943867.61000000
0.144610572960
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.10600000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
1058000.00000000
PA
USD
1104319.02000000
0.169193438275
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-PS1
17324VAH7
83971.47000000
PA
USD
86382.00000000
0.013234642635
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCQ82
1522845.04000000
PA
USD
1589506.84000000
0.243529381050
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
410541.01000000
PA
USD
419305.16000000
0.064242017408
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding XVII LLC
05493CAC0
1280000.00000000
PA
USD
1282096.38000000
0.196430823706
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.46000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAX2
712584.64890000
PA
USD
707240.26000000
0.108356742127
Long
LON
CORP
US
N
2
2026-11-13
Floating
1.86510000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2019-1
585503AC9
1040000.00000000
PA
USD
1040690.87000000
0.159444927859
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Floating
1.30863000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
536169.76000000
PA
USD
538327.84000000
0.082477559943
Long
ABS-O
CORP
US
N
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAU1
630000.00000000
PA
USD
682443.41000000
0.104557600544
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.85000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
190000.00000000
PA
USD
186070.04000000
0.028507912349
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
945000.00000000
PA
USD
1004792.45000000
0.153944907486
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
882230.39000000
PA
USD
895309.10000000
0.137170891930
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
1287500.00000000
PA
USD
1363011.88000000
0.208827940306
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
1726737.85000000
PA
USD
1843282.29000000
0.282410483483
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
930000.00000000
PA
USD
976602.30000000
0.149625876193
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
479891.86000000
PA
USD
506720.86000000
0.077635033895
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
920000.00000000
PA
USD
963513.28000000
0.147620498891
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAC0
720576.01000000
PA
USD
723729.83000000
0.110883119916
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.99000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAE1
1050000.00000000
PA
USD
1023432.17000000
0.156800711160
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
1.55500000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAJ7
310000.00000000
PA
USD
333688.65000000
0.051124655995
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
Carnow Auto Receivables Trust 2019-1
14366LAA0
213414.33000000
PA
USD
214221.44000000
0.032821006728
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
2.72000000
N
N
N
N
N
N
TURKIYE IS BANKASI A.S
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
900151AJ0
800000.00000000
PA
USD
799392.00000000
0.122475370396
Long
DBT
CORP
TR
N
2
2022-04-21
Fixed
5.50000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
55316HAB1
962569.27000000
PA
USD
958661.24000000
0.146877114674
Long
LON
CORP
US
N
2
2026-12-30
Floating
2.11510000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-1
02528CAE2
1032389.07000000
PA
USD
1046343.56000000
0.160310980185
Long
ABS-O
CORP
US
N
2
2025-04-14
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
13145000.00000000
PA
USD
13404819.07000000
2.053761084292
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422AAA4
1955000.00000000
PA
USD
1954687.20000000
0.299478902502
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
2.57920000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1106000.00000000
PA
USD
1118442.50000000
0.171357305870
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
1377000.00000000
PA
USD
1379632.23000000
0.211374354984
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.57263000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-SFP
43289VAJ2
1070000.00000000
PA
USD
1071460.98000000
0.164159236508
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
3.32283500
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAA0
207284.44000000
PA
USD
208772.29000000
0.031986138898
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.13000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
498095.17000000
PA
USD
499758.06000000
0.076568258760
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
276567.15000000
PA
USD
281555.92000000
0.043137366385
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
1380000.00000000
PA
USD
1380435.80000000
0.211497470469
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
0.80600000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1475000.00000000
PA
USD
1531348.98000000
0.234618977337
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
971795.87000000
PA
USD
973458.32000000
0.149144184964
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
1202340.45000000
PA
USD
1190894.65000000
0.182457747090
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-AFC1 Trust
12657LAA2
1574356.61000000
PA
USD
1570659.86000000
0.240641822935
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
1189025.00000000
PA
USD
1212318.00000000
0.185740032534
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
1265000.00000000
PA
USD
1264215.45000000
0.193691274743
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.12600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
730000.00000000
PA
USD
780610.83000000
0.119597895074
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT1
07332BAA7
324438.72000000
PA
USD
329475.99000000
0.050479231605
Long
ABS-MBS
CORP
US
N
2
2057-03-28
Variable
3.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
449021.76000000
PA
USD
452416.99000000
0.069315102507
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
2255723.80000000
PA
USD
2254457.66000000
0.345406930456
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAG2
975000.00000000
PA
USD
1020898.32000000
0.156412498347
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
3.82000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAA7
2672153.56000000
PA
USD
2868546.16000000
0.439491830597
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAF6
1200000.00000000
PA
USD
1252125.12000000
0.191838907387
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.36000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
1790000.00000000
PA
USD
1854962.32000000
0.284199988507
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
871304.80000000
PA
USD
870990.69000000
0.133445052451
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A5
466247SE4
168562.87000000
PA
USD
174958.30000000
0.026805475406
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.80304800
N
N
N
N
N
N
INGERSOLL-RAND SERVICES
N/A
Ingersoll-Rand Services Co
365556AU3
450450.00000000
PA
USD
444256.31000000
0.068064799395
Long
LON
CORP
US
N
2
2027-02-28
Floating
1.85720000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAA7
2505887.73000000
PA
USD
2497476.22000000
0.382639962747
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Fixed
1.75300000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
1569750.00000000
PA
USD
1603782.18000000
0.245716515214
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAA2
1430595.23000000
PA
USD
1426784.98000000
0.218598658607
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
1130000.00000000
PA
USD
1148593.25000000
0.175976721969
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAC4
1350000.00000000
PA
USD
1347220.89000000
0.206408592415
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.12000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
1146000.00000000
PA
USD
1387937.79000000
0.212646855256
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-3
91680EAA3
1020277.64000000
PA
USD
1028338.55000000
0.157552420844
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2019-A
831645AA4
226108.01000000
PA
USD
225779.36000000
0.034591803200
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.85000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
750000.00000000
PA
USD
750392.25000000
0.114968086697
Long
ABS-MBS
CORP
US
N
3
2060-09-27
Variable
2.23950000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
550000.00000000
PA
USD
561379.50000000
0.086009319827
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
470000.00000000
PA
USD
487643.24000000
0.074712139276
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-1 LLC
69359GAA4
918788.15000000
PA
USD
920862.13000000
0.141085888344
Long
ABS-O
CORP
US
N
2
2025-02-25
Variable
2.98100000
N
N
N
N
N
N
NMEF Funding LLC
549300LKWL3P0UPHKL72
NMEF Funding 2015-A LLC
62919TAC0
1400000.00000000
PA
USD
1396205.16000000
0.213913504413
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
632243.68000000
PA
USD
639016.59000000
0.097904149090
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48600000
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX 2018-EXP2 Trust
67097XBJ8
524834.65000000
PA
USD
531065.54000000
0.081364898217
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
2140000.00000000
PA
USD
2144873.42000000
0.328617457477
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MB4
1080000.00000000
PA
USD
1105791.32000000
0.169419010320
Long
DBT
CORP
US
N
2
2026-07-01
Floating
1.48750000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
973429.11000000
PA
USD
973428.82000000
0.149139665250
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.35600000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
1070832.09000000
PA
USD
1144465.40000000
0.175344291374
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
4.02600000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-IMC1
17328BAA2
1143872.73000000
PA
USD
1164899.51000000
0.178475014713
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
1200000.00000000
PA
USD
1252034.28000000
0.191824989732
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
659964.98000000
PA
USD
676883.91000000
0.103705825918
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
925000.00000000
PA
USD
947875.25000000
0.145224586102
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
1810966.26000000
PA
USD
1844665.81000000
0.282622453486
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
4708521.33000000
PA
USD
4891615.01000000
0.749447530355
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAF0
920000.00000000
PA
USD
925894.16000000
0.141856848947
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
820000.00000000
PA
USD
823436.08000000
0.126159179596
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
1290000.00000000
PA
USD
1289987.62000000
0.197639845740
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAA7
440250.32000000
PA
USD
445147.27000000
0.068201303958
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
1383437.28000000
PA
USD
1417952.52000000
0.217245431642
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAD6
1840000.00000000
PA
USD
1836979.82000000
0.281444877938
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Koitere Fund Trust 2017-RT4
07332CAA5
147501.90000000
PA
USD
151493.80000000
0.023210464037
Long
ABS-MBS
CORP
US
N
2
2057-07-28
Variable
3.50000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
2085000.00000000
PA
USD
2085392.81000000
0.319504394373
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
0.90600000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
13134MBT9
854885.83000000
PA
USD
848935.82000000
0.130066011415
Long
LON
CORP
US
N
2
2027-12-16
Floating
2.60810000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AA9
552000.00000000
PA
USD
549118.56000000
0.084130813202
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAB7
1111991.78000000
PA
USD
1118705.88000000
0.171397658492
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
2.49000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABG9
475000.00000000
PA
USD
470364.00000000
0.072064775630
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA LLC
000000000
810753.68000000
PA
USD
797749.19000000
0.122223674403
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.10720000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-2
24381CAA0
321584.61000000
PA
USD
322468.61000000
0.049405626339
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
2.45300000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
1365000.00000000
PA
USD
1418834.92000000
0.217380624722
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
1090000.00000000
PA
USD
1090088.27000000
0.167013135774
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-1
36258XAB6
1810000.00000000
PA
USD
1855078.05000000
0.284217719576
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
2.43000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
790002.74810000
PA
USD
780127.71000000
0.119523875944
Long
LON
CORP
US
N
2
2026-08-28
Floating
2.60720000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
820000.00000000
PA
USD
893058.24000000
0.136826036199
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-1
33843FAE8
1490000.00000000
PA
USD
1534781.50000000
0.235144875968
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.24000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2017-3
30165YAG8
1580000.00000000
PA
USD
1642234.30000000
0.251607789632
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
5.28000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2015-A
68504TAA2
70774.46000000
PA
USD
71411.94000000
0.010941069965
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RHT1
39975.87000000
PA
USD
44828.11000000
0.006868144009
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1 Mortgage Loan Trust
12597KAA7
835835.63000000
PA
USD
843604.64000000
0.129249217845
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.48800000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
810281.15200000
PA
USD
805824.61000000
0.123460914775
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.86030000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
1191064.87000000
PA
USD
1180452.48000000
0.180857895404
Long
LON
CORP
US
N
2
2026-07-01
Floating
1.86510000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIV LLC
92873AAA6
476938.12000000
PA
USD
476569.59000000
0.073015538127
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.23950000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAG3
1225000.00000000
PA
USD
1261606.19000000
0.193291508314
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
265000.00000000
PA
USD
292226.10000000
0.044772151631
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-C
12597TAC4
1265000.00000000
PA
USD
1287812.76000000
0.197306634019
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.71000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
575000.00000000
PA
USD
543375.00000000
0.083250838623
Long
DBT
CORP
US
N
2
N/A
Floating
3.51388000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-1
24380TAB2
35134.13000000
PA
USD
35118.80000000
0.005380574283
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Variable
2.92800000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAD3
1035000.00000000
PA
USD
1046584.44000000
0.160347885568
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
3.47000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-4
02529MAE9
443622.79000000
PA
USD
446554.12000000
0.068416848366
Long
ABS-O
CORP
US
N
2
2025-01-13
Fixed
3.97000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
965000.00000000
PA
USD
971658.50000000
0.148868433367
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
1225000.00000000
PA
USD
1262933.35000000
0.193494843364
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAA4
572606.03000000
PA
USD
582844.57000000
0.089297997220
Long
ABS-MBS
CORP
US
N
2
2050-01-28
Variable
2.52100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
520411.13000000
PA
USD
520308.77000000
0.079716846461
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
890000.00000000
PA
USD
944654.90000000
0.144731194175
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Trust
12655CAD8
905000.00000000
PA
USD
933034.91000000
0.142950887918
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
2385000.00000000
PA
USD
2392791.32000000
0.366601120849
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
763364.71000000
PA
USD
806521.46000000
0.123567679619
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
1322412.06000000
PA
USD
1328883.15000000
0.203599055294
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
1522800.01000000
PA
USD
1518218.97000000
0.232607319930
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-A
17323MAA3
94267.05000000
PA
USD
95688.85000000
0.014660551202
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCD2
855000.00000000
PA
USD
881676.00000000
0.135082155775
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
2226112.17000000
PA
USD
2234008.86000000
0.342273956453
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
Amur Equipment Finance Receiva
549300LUWIM31186Z163
Amur Equipment Finance Receivables VIII LLC
03237PAB9
1633226.65000000
PA
USD
1671096.11000000
0.256029726392
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.50000000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
1815000.00000000
PA
USD
1809228.48000000
0.277193077013
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAE9
565000.00000000
PA
USD
569882.15000000
0.087312016386
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.27300000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AQ7
1165000.00000000
PA
USD
1213268.50000000
0.185885659260
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Earnest Student Loan Program L
549300RPRMBC4KSBJ337
Earnest Student Loan Program 2017-A LLC
27035BAB3
130052.62000000
PA
USD
130977.20000000
0.020067102352
Long
ABS-O
CORP
US
N
2
2041-01-25
Fixed
2.65000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
1010000.00000000
PA
USD
1098397.56000000
0.168286207522
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
549300O6TO32N91PEI50
Sofi Consumer Loan Program 2017-5 LLC
83405LAB6
79751.46000000
PA
USD
80175.55000000
0.012283748377
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
2.78000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2019-HE1
89178AAA4
1322526.01000000
PA
USD
1324870.06000000
0.202984207154
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
1.00863000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAB3
275000.00000000
PA
USD
280468.27000000
0.042970726818
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
3.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2018-2
52603JAA8
1425000.00000000
PA
USD
1452739.19000000
0.222575120071
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
4.23000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
2400000.00000000
PA
USD
2388390.24000000
0.365926828508
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAA9
3983799.74000000
PA
USD
4016266.51000000
0.615334814987
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.50200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
1441357.59000000
PA
USD
1538111.02000000
0.235654993901
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
286095.48000000
PA
USD
294346.04000000
0.045096949023
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
45672JAK6
1061769.23000000
PA
USD
1048974.91000000
0.160714131038
Long
LON
CORP
US
N
2
2024-03-31
Floating
2.19510000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
645000.00000000
PA
USD
642581.25000000
0.098450292977
Long
LON
CORP
US
N
2
2028-02-12
Floating
2.75000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
1280000.00000000
PA
USD
1409908.31000000
0.216012972974
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
328450.31000000
PA
USD
333666.53000000
0.051121266976
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Genesis Private Label Amortiza
N/A
Genesis Private Label Amortizing Trust 2020-1
37187PAB7
1380000.00000000
PA
USD
1386079.18000000
0.212362096404
Long
ABS-O
CORP
US
N
2
2030-07-20
Fixed
2.83000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-2
96042PAE2
1645000.00000000
PA
USD
1682900.96000000
0.257838355170
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.01000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
178275.69000000
PA
USD
190780.11000000
0.029229545250
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
864000.00000000
PA
USD
891154.22000000
0.136534320051
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
1193336.62000000
PA
USD
1213331.57000000
0.185895322256
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
1250000.00000000
PA
USD
1298889.50000000
0.199003708589
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27
22541QP71
5339.11000000
PA
USD
5399.80000000
0.000827306884
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2017-SFR1 Trust
74333JAD3
690000.00000000
PA
USD
694188.30000000
0.106357042811
Long
ABS-O
CORP
US
N
2
2034-08-17
Fixed
3.01700000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
195000.00000000
PA
USD
201093.75000000
0.030809704770
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
2932737.47000000
PA
USD
2994943.47000000
0.458857245011
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAD4
665000.00000000
PA
USD
657239.45000000
0.100696085372
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.61510000
N
N
N
N
N
N
Fair Square Issuance Trust
N/A
Fair Square Issuance Trust
303394AA8
2435000.00000000
PA
USD
2462326.30000000
0.377254620548
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.90000000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust 2020-1
50202HAA1
851474.27000000
PA
USD
857650.10000000
0.131401131945
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
2.33000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
1205000.00000000
PA
USD
1228777.54000000
0.188261809407
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
520000.00000000
PA
USD
543400.00000000
0.083254668890
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
1275000.00000000
PA
USD
1274555.20000000
0.195275434593
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
CITYCENTER HOLDINGS LLC
54930012KUDSU3GT0X08
CityCenter Holdings LLC
17875LAL3
1293932.00000000
PA
USD
1276321.59000000
0.195546064359
Long
LON
CORP
US
N
2
2024-04-18
Floating
3.00000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
2229670.51000000
PA
USD
2239288.42000000
0.343082841289
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWC4
1375000.00000000
PA
USD
1377151.27000000
0.210994245482
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
3.00000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2020-1
14368RAE7
730000.00000000
PA
USD
746504.57000000
0.114372452705
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.84000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
1385377.07000000
PA
USD
1385176.19000000
0.212223748717
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
10330JAU2
1024171.68120000
PA
USD
1021078.68000000
0.156440131420
Long
LON
CORP
US
N
2
2023-09-15
Floating
2.45250000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust
9292274D5
88859.17000000
PA
USD
92120.00000000
0.014113765362
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
3.07160100
N
N
N
N
N
N
Welk Resorts LLC
549300TIITBU8G1Z5089
Welk Resorts 2015-A LLC
949458AA1
491470.04000000
PA
USD
491650.70000000
0.075326124840
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
2.79000000
N
N
N
N
N
N
PPD INC
N/A
PPD Inc
69355HAB4
1030000.00000000
PA
USD
1023933.30000000
0.156877489615
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.75000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911UAH3
153750.00000000
PA
USD
152770.61000000
0.023406084931
Long
LON
CORP
US
N
2
2025-11-27
Floating
2.93840000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
1167481.99000000
PA
USD
1193969.82000000
0.182928895894
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-HYB1
12647JBJ0
94321.98000000
PA
USD
96105.10000000
0.014724325136
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
2.92873300
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
2030000.00000000
PA
USD
2082854.10000000
0.319115436955
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
Westlake Automobile Receivable
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAL6
1435000.00000000
PA
USD
1472747.24000000
0.225640566479
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2021- HE1
89180DAC0
1501922.88000000
PA
USD
1508185.45000000
0.231070077778
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
1.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
1446712.55000000
PA
USD
1443288.47000000
0.221127169088
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
832000.00000000
PA
USD
902718.35000000
0.138306067961
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
1168000.00000000
PA
USD
1251678.32000000
0.191770452868
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
1135000.00000000
PA
USD
1209720.25000000
0.185342029560
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAA3
1834834.72000000
PA
USD
1845300.62000000
0.282719713140
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.93000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
840000.00000000
PA
USD
824201.10000000
0.126276388809
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
1955000.00000000
PA
USD
1954331.00000000
0.299424328867
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership
000000000
520000.00000000
PA
USD
518330.80000000
0.079413800385
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.60840000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAF1
1285000.00000000
PA
USD
1301589.86000000
0.199417432508
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DAH2
132716.97000000
PA
USD
133104.80000000
0.020393073337
Long
ABS-O
CORP
US
N
2
2021-09-25
Fixed
2.67000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
2323547.78000000
PA
USD
2350973.78000000
0.360194228235
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
2.37600000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
670000.00000000
PA
USD
695969.60000000
0.106629956948
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Oportun Funding LLC
549300GGHBCT645S8T42
Oportun Funding IX LLC
68376VAA2
905000.00000000
PA
USD
905483.63000000
0.138729738316
Long
ABS-O
CORP
US
N
2
2024-07-08
Fixed
3.91000000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAE2
800000.00000000
PA
USD
809795.68000000
0.124069325003
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.61000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2017-1 Trust
21871VAA1
779755.08000000
PA
USD
784969.61000000
0.120265706605
Long
ABS-O
CORP
US
N
2
2049-10-15
Fixed
2.96800000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
276605.89090000
PA
USD
272951.93000000
0.041819143457
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.61510000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2019-2
12510FAC8
1185000.00000000
PA
USD
1218491.77000000
0.186685919868
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.55000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
470000.00000000
PA
USD
338400.00000000
0.051846485006
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
746104.01000000
PA
USD
759713.54000000
0.116396207626
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAN3
585078.98000000
PA
USD
593414.54000000
0.090917429227
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.35831100
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
1420436.63000000
PA
USD
1460994.78000000
0.223839964407
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.11476500
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
799480.82000000
PA
USD
820283.31000000
0.125676141645
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BG9
450000.00000000
PA
USD
451959.26000000
0.069244973395
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.35000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
905000.00000000
PA
USD
974006.25000000
0.149228133677
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
1155000.00000000
PA
USD
1157194.50000000
0.177294525099
Long
DBT
CORP
US
N
2
N/A
Floating
4.00500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
310000.00000000
PA
USD
312325.00000000
0.047851517226
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
493760.32000000
PA
USD
511837.08000000
0.078418893303
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2014-1
61763YAJ3
340212.34000000
PA
USD
352900.08000000
0.054068051732
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
2.52167400
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
219472.67000000
PA
USD
225854.30000000
0.034603284806
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING
549300WNMXD3KV7LO256
Trinseo Materials Operating SCA
000000000
570000.00000000
PA
USD
563587.50000000
0.086347608949
Long
LON
CORP
LU
N
2
2028-03-18
Floating
2.61510000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AH6
1275000.00000000
PA
USD
1337602.50000000
0.204934952602
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PT
549300FMN7FEICZ8D332
Aristocrat International Pty Ltd
04044PAF1
965000.00000000
PA
USD
959103.85000000
0.146944927241
Long
LON
CORP
AU
N
2
2024-10-19
Floating
1.94370000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAE9
526000.00000000
PA
USD
549476.59000000
0.084185667212
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
1277029.77000000
PA
USD
1324650.98000000
0.202950641764
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-K Trust
94981VAB3
64426.54000000
PA
USD
63668.50000000
0.009754692466
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
2.98999800
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
171947.95000000
PA
USD
179315.70000000
0.027473075506
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2020-A
00086CAA8
1023149.24000000
PA
USD
1054448.30000000
0.161552712694
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
6.00000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
000000000
925000.00000000
PA
USD
922576.50000000
0.141348548092
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.36510000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
1575000.00000000
PA
USD
1574997.01000000
0.241306320519
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
800000.00000000
PA
USD
795590.16000000
0.121892888007
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
1.74000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AS8
605000.00000000
PA
USD
640949.10000000
0.098200230209
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
955000.00000000
PA
USD
1069331.99000000
0.163833052559
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TWU7
19431.12000000
PA
USD
20684.40000000
0.003169070432
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
USASF Receivables LLC
549300P0OJXVYBPHN411
US Auto Funding 2019-1 LLC
90352VAB2
710781.86000000
PA
USD
717634.01000000
0.109949175352
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.99000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAU1
630000.00000000
PA
USD
626950.80000000
0.096055541524
Long
LON
CORP
US
N
2
2023-02-05
Floating
3.11510000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
965000.00000000
PA
USD
966211.85000000
0.148033948563
Long
ABS-MBS
CORP
US
N
3
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAB3
456579.06000000
PA
USD
471628.45000000
0.072258502841
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
1120000.00000000
PA
USD
1142539.78000000
0.175049265877
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAE1
1500000.00000000
PA
USD
1531935.15000000
0.234708784825
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
4.29000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAA7
605000.00000000
PA
USD
604300.56000000
0.092585283461
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Venture CDO Ltd
549300Q6VG2813TG2830
Venture 41 Clo Ltd
92326JAA0
1395000.00000000
PA
USD
1392907.50000000
0.213408267771
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.53250000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300CLUTIE6U42KJ43
Amur Equipment Finance Receivables V LLC
03236TAG1
108542.62000000
PA
USD
108896.28000000
0.016684070178
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
3.24000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72814CAF5
775000.00000000
PA
USD
770156.25000000
0.117996142045
Long
LON
CORP
US
N
2
2028-03-11
Floating
2.85600000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2017-1
36253UAD3
134888.36000000
PA
USD
135287.16000000
0.020727434138
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
785781.91000000
PA
USD
794944.21000000
0.121793921585
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAR2
212850.00000000
PA
USD
209391.19000000
0.032080960971
Long
LON
CORP
US
N
2
2027-01-15
Floating
1.85750000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
950000.00000000
PA
USD
992750.00000000
0.152099875856
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-3
36258AAB6
1285000.00000000
PA
USD
1311866.27000000
0.200991887995
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
2.72000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AF1
1195000.00000000
PA
USD
1244214.88000000
0.190626974351
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
44969CBJ8
519383.40460000
PA
USD
515919.12000000
0.079044305317
Long
LON
CORP
US
N
2
2025-06-11
Floating
1.86510000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
904031.72000000
PA
USD
919782.76000000
0.140920517362
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
800000.00000000
PA
USD
799000.00000000
0.122415311820
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.00000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem LLC
000000000
860000.00000000
PA
USD
856775.00000000
0.131267057302
Long
LON
CORP
US
N
2
2026-01-29
Floating
3.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
260614.73000000
PA
USD
270692.60000000
0.041472990033
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
70000.00000000
PA
USD
75576.90000000
0.011579186207
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAA7
670130.93000000
PA
USD
681713.74000000
0.104445807327
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBC2
289316.57000000
PA
USD
290583.26000000
0.044520451042
Long
ABS-O
CORP
US
N
2
2022-07-25
Fixed
2.65000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAD2
915000.00000000
PA
USD
935273.74000000
0.143293900525
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.15000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
1865102.13000000
PA
USD
1869638.24000000
0.286448495795
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
655000.00000000
PA
USD
715520.36000000
0.109625341656
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAG4
425000.00000000
PA
USD
467568.00000000
0.071636398644
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
BPR 2021-KEN A 1.40% 2/15/2049
N/A
BPR 2021-KEN A 1.40% 2/15/2049
05591QAA4
755000.00000000
PA
USD
754999.77000000
0.115674007845
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
1.35600000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
300000.00000000
PA
USD
325875.00000000
0.049927521576
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
710000.00000000
PA
USD
771390.85000000
0.118185295917
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
1408540.96000000
PA
USD
1486674.84000000
0.227774423171
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
385000.00000000
PA
USD
439050.49000000
0.067267212313
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.90000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-U Trust
949803AA8
23467.13000000
PA
USD
23283.37000000
0.003567260323
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.27290600
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
1548427.04000000
PA
USD
1554333.36000000
0.238140429207
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300NOANH9X4RIOF97
Amur Equipment Finance Receivables VI LLC
03237JAB3
399103.46000000
PA
USD
404731.70000000
0.062009208083
Long
ABS-O
CORP
US
N
2
2022-07-20
Fixed
3.89000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAA9
458872.90000000
PA
USD
461934.04000000
0.070773215953
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
1254292.82000000
PA
USD
1272282.39000000
0.194927215889
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2020-3 Trust
21873CAA1
2949113.43000000
PA
USD
2907736.78000000
0.445496251082
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.35800000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
72766TAD1
658329.11000000
PA
USD
654379.14000000
0.100257855409
Long
LON
CORP
US
N
2
2026-01-31
Floating
2.10720000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
507000.00000000
PA
USD
578014.43000000
0.088557968316
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
607154.08000000
PA
USD
606940.79000000
0.092989794823
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
515000.00000000
PA
USD
537479.75000000
0.082347623521
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
1384741.88000000
PA
USD
1373031.67000000
0.210363078876
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.06500000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2020-A
83165WAA4
416935.34000000
PA
USD
418509.94000000
0.064120181232
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
2.62000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAB6
468632.02000000
PA
USD
477443.24000000
0.073149390614
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
1160000.00000000
PA
USD
1141532.80000000
0.174894985813
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Exantas Capital Corp
549300RUJWPCMY4JFR46
Exantas Capital Corp
30070RAA0
896101.27000000
PA
USD
896086.39000000
0.137289981038
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
1.25750000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
1302819.36000000
PA
USD
1296532.87000000
0.198642647767
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
218147.83000000
PA
USD
220596.58000000
0.033797746091
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LVWK5
59082.82000000
PA
USD
62387.73000000
0.009558464858
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-A
00833MAA2
945000.00000000
PA
USD
945747.02000000
0.144898518593
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K51
39860.31000000
PA
USD
41833.08000000
0.006409273507
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.05299700
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
1225000.00000000
PA
USD
1297211.67000000
0.198746647159
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-1
24380TAA4
21452.04000000
PA
USD
21445.24000000
0.003285639226
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Variable
2.72500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-A
12597JAC6
1225000.00000000
PA
USD
1252166.58000000
0.191845259501
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2P5
1540000.00000000
PA
USD
1558328.19000000
0.238752479721
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.45000000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding Corp XVI LLC
05492MAC9
1370000.00000000
PA
USD
1384211.01000000
0.212075872858
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.64000000
N
N
N
N
N
N
SITEONE LANDSCAPE SUPPLY
N/A
SiteOne Landscape Supply Holding LLC
000000000
875000.00000000
PA
USD
872812.50000000
0.133724173151
Long
LON
CORP
US
N
2
2028-03-18
Floating
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
860415.23000000
PA
USD
912276.59000000
0.139770492154
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
975000.00000000
PA
USD
1005712.50000000
0.154085868947
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
365000.00000000
PA
USD
365674.38000000
0.056025210578
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.93300000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1R Mortgage Loan Trust
12597VAA3
1606928.10000000
PA
USD
1613499.63000000
0.247205332075
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.25500000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-1 Trust
05946XPV9
68742.82000000
PA
USD
70544.73000000
0.010808204155
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
1035000.00000000
PA
USD
1005078.39000000
0.153988716540
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
1450000.00000000
PA
USD
1532771.80000000
0.234836968518
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
205472.38000000
PA
USD
213377.70000000
0.032691736772
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAC5
1435000.00000000
PA
USD
1434970.58000000
0.219852779729
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.61000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XHZ9
17751.07000000
PA
USD
19273.80000000
0.002952951485
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
2.67341500
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
1040000.00000000
PA
USD
1040938.60000000
0.159482882734
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
0.90600000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAL5
2609118.59000000
PA
USD
2644341.17000000
0.405141237653
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
2.10000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-4
576434QC1
64247.43000000
PA
USD
66181.99000000
0.010139785910
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2019-SH1
85211XAA1
1218211.06000000
PA
USD
1235852.46000000
0.189345762521
Long
ABS-MBS
CORP
US
N
2
2049-04-29
Variable
3.39500000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
1275000.00000000
PA
USD
1286384.48000000
0.197087806307
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2014-A
17322GAA7
157370.77000000
PA
USD
165684.46000000
0.025384624323
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
206778.17000000
PA
USD
207191.54000000
0.031743951158
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
0.75863000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
249465.40000000
PA
USD
255881.20000000
0.039203725765
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust 2015-A
05606XAA2
103588.58000000
PA
USD
105243.04000000
0.016124354891
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
1733260.27000000
PA
USD
1732181.84000000
0.265388710980
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
1412749.24000000
PA
USD
1398974.93000000
0.214337862684
Long
LON
CORP
US
N
2
2026-06-21
Floating
1.94690000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-3
30166PAE1
450675.77000000
PA
USD
453416.78000000
0.069468280986
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.71000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
29102685.24000000
NS
USD
29102685.24000000
4.458841412345
Long
STIV
RF
US
N
1
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2017-1
92257LAB6
864.19000000
PA
USD
863.53000000
0.000132301995
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
475000.00000000
PA
USD
481203.03000000
0.073725430496
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.36375000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359Q5F7
36.15000000
PA
USD
36.13000000
0.000005535500
Long
ABS-MBS
USGSE
US
N
2
2022-04-25
None
0.00000000
N
N
N
N
N
N
GREATBATCH LTD
C59TZ5M84XYPM9PQ3G72
Greatbatch Ltd
39154EAG6
769045.63000000
PA
USD
769045.63000000
0.117825983229
Long
LON
CORP
US
N
2
2022-10-27
Floating
3.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAQ1
1340000.00000000
PA
USD
1321826.38000000
0.202517882953
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
0.92000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AB6
1355000.00000000
PA
USD
1382332.38000000
0.211788046729
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.79000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579CP1
86539.71000000
PA
USD
89472.37000000
0.013708120241
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
2.52449000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
904482.46000000
PA
USD
906489.33000000
0.138883822270
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2018-1 LLC
96033WAA6
573446.79000000
PA
USD
579518.22000000
0.088788364964
Long
ABS-O
CORP
US
N
2
2031-12-20
Fixed
3.38000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFY3
475000.00000000
PA
USD
479384.12000000
0.073446754107
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.08375000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAU3
495000.00000000
PA
USD
495229.53000000
0.075874439721
Long
DBT
CORP
US
N
2
2021-05-14
Fixed
2.30000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
595000.00000000
PA
USD
625886.44000000
0.095892470233
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
705000.00000000
PA
USD
708308.57000000
0.108520418600
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.96513000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
2730000.00000000
PA
USD
2840265.52000000
0.435158935273
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAJ7
165586.26000000
PA
USD
181592.79000000
0.027821949952
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-2
00108GAA3
2046756.95000000
PA
USD
2060338.41000000
0.315665793386
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.82000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
668690.70000000
PA
USD
681045.56000000
0.104343435032
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701YAA0
1390000.00000000
PA
USD
1391010.53000000
0.213117631758
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.05495000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
2880000.00000000
PA
USD
3013885.81000000
0.461759413294
Long
DBT
CORP
US
N
2
2027-10-28
Floating
1.96850000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-6 LLC
83405QAB5
22297.51000000
PA
USD
22324.79000000
0.003420395656
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
2.82000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
1504988.25000000
PA
USD
1544371.08000000
0.236614101782
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAE6
1040000.00000000
PA
USD
1057165.82000000
0.161969065708
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.18000000
N
N
N
N
N
N
Republic Finance Issuance Trus
N/A
Republic Finance Issuance Trust 2020-A
76042EAA7
1020000.00000000
PA
USD
1038276.67000000
0.159075046700
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
558262.70000000
PA
USD
567148.23000000
0.086893150718
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
455000.00000000
PA
USD
452332.43000000
0.069302147014
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
1475000.00000000
PA
USD
1531870.38000000
0.234698861371
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAF9
320463.39000000
PA
USD
321463.75000000
0.049251671082
Long
ABS-O
CORP
US
N
2
2022-08-18
Fixed
2.71000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
000000000
348938.35650000
PA
USD
347615.88000000
0.053258455999
Long
LON
CORP
US
N
2
2025-06-01
Floating
3.18420000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
1270000.00000000
PA
USD
1282046.08000000
0.196423117210
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCV LLC
92873BAA4
645000.00000000
PA
USD
644610.61000000
0.098761212548
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.23960000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2019-1 LLC
704102AC6
1365000.00000000
PA
USD
1380082.84000000
0.211443393237
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.52000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2019-2
74937DAA2
1155928.08000000
PA
USD
1162441.62000000
0.178098439781
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
3.47480000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
863478.47000000
PA
USD
877441.00000000
0.134433308659
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd
02376CBJ3
1295000.00000000
PA
USD
1325354.80000000
0.203058474486
Long
LON
CORP
US
N
2
2028-03-24
Floating
5.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
901888.00000000
PA
USD
908630.42000000
0.139211860067
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAK7
211830.34690000
PA
USD
210970.32000000
0.032322900510
Long
LON
CORP
US
N
2
2024-03-28
Floating
1.86030000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
965000.00000000
PA
USD
1118193.75000000
0.171319194720
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
944016.03000000
PA
USD
952821.43000000
0.145982393570
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.64900000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2018-2
80285FAF1
298021.40000000
PA
USD
299545.12000000
0.045893503465
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.35000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
195750.00000000
PA
USD
171281.25000000
0.026242112174
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAR9
479029.00000000
PA
USD
478596.48000000
0.073326079268
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.35600000
N
N
N
N
N
N
Prosper Marketplace Issuance T
N/A
Prosper Marketplace Issuance Trust Series 2019-4
74362GAA9
223065.21000000
PA
USD
223867.73000000
0.034298921119
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
2.48000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404122BB8
1752377.35080000
PA
USD
1750730.12000000
0.268230505072
Long
LON
CORP
US
N
2
2026-03-18
Floating
1.85840000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
1510000.00000000
PA
USD
1500302.33000000
0.229862299814
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
1090000.00000000
PA
USD
1106250.05000000
0.169489292643
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
Provident Funding Mortgage War
N/A
Provident Funding Mortgage Warehouse Securitization Trust 2021-1
74387PAC6
1160000.00000000
PA
USD
1159275.00000000
0.177613279862
Long
ABS-MBS
CORP
US
N
3
2055-02-25
Floating
0.01000000
N
N
N
N
N
N
Starwood Residential Mortgage
N/A
STAR 2021-1 Trust
85573GAA0
2175000.00000000
PA
USD
2175000.00000000
0.333233170474
Long
ABS-MBS
CORP
US
N
3
2065-05-25
Variable
1.21900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAE9
1580000.00000000
PA
USD
1623714.97000000
0.248770430988
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.71000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAG4
220000.00000000
PA
USD
227573.92000000
0.034866748909
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
830000.00000000
PA
USD
834648.75000000
0.127877080089
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
837000.00000000
PA
USD
843784.39000000
0.129276757460
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
487214.23000000
PA
USD
496243.04000000
0.076029720250
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1020000.00000000
PA
USD
1165350.00000000
0.178544034580
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-AR30
22541Q2D3
90609.28000000
PA
USD
91781.86000000
0.014061958712
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
2.70388000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
170000.00000000
PA
USD
179299.00000000
0.027470516888
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
AVOLON TLB BORROWER 1 US LLC
05400KAG5
1935000.00000000
PA
USD
1932581.25000000
0.296092035465
Long
LON
CORP
US
N
2
2027-12-01
Floating
3.25000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAB9
1240000.00000000
PA
USD
1262204.80000000
0.193383221743
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.32000000
N
N
N
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
13326.00000000
NS
USD
1449868.80000000
0.222135345745
Long
EC
RF
US
N
1
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAC9
892000.00000000
PA
USD
957112.59000000
0.146639844996
Long
DBT
CORP
SG
N
2
2026-02-01
Fixed
3.75000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis 2020-1 LLC
67420BAA4
518793.00000000
PA
USD
521600.40000000
0.079914737936
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
3.81960000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
1568337.38000000
PA
USD
1573636.32000000
0.241097848316
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2017-A VOI Mortgage LLC
918288AA9
298124.74000000
PA
USD
303750.83000000
0.046537863041
Long
ABS-O
CORP
US
N
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
61763BAW4
1515000.00000000
PA
USD
1619183.82000000
0.248076210537
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.26600000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-3F
36228FPE0
133733.94000000
PA
USD
138991.70000000
0.021295009131
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.00000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST
N/A
Upstart Pass-Through Trust Series 2020-ST1
91679MAA8
638831.94000000
PA
USD
657237.71000000
0.100695818785
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
3.75000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
1435490.17000000
PA
USD
1436616.89000000
0.220105011959
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-3
33843PAJ5
1189437.97000000
PA
USD
1201459.26000000
0.184076357887
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.89000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver Inc
365556AW9
34737.50000000
PA
USD
34636.07000000
0.005306614905
Long
LON
CORP
US
N
2
2027-02-28
Floating
2.85850000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-2 Trust
05949QBE4
12619.22000000
PA
USD
12721.28000000
0.001949035616
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
581410.20000000
PA
USD
612844.72000000
0.093894339795
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAA1
2481389.74000000
PA
USD
2497699.91000000
0.382674234438
Long
ABS-O
CORP
US
N
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCD4
400000.00000000
PA
USD
401446.36000000
0.061505858996
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.99000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAF0
1255000.00000000
PA
USD
1285459.48000000
0.196946086453
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.90000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBF6
1533488.34380000
PA
USD
1531433.47000000
0.234631922105
Long
LON
CORP
US
N
2
2025-09-19
Floating
2.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GHB7
86925.22000000
PA
USD
94106.87000000
0.014418175013
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
1395000.00000000
PA
USD
1529559.08000000
0.234344745589
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAU7
740000.00000000
PA
USD
771597.82000000
0.118217005926
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PT
549300FMN7FEICZ8D332
Aristocrat International Pty Ltd
04044PAH7
248448.37000000
PA
USD
249121.67000000
0.038168093760
Long
LON
CORP
AU
N
2
2024-10-19
Floating
4.75000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAC3
1715000.00000000
PA
USD
1801314.41000000
0.275980557179
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
4.74000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
1175000.00000000
PA
USD
1193330.00000000
0.182830868654
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.44150000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2020-1 LLC
96034LAA9
1191355.30000000
PA
USD
1217052.95000000
0.186465477316
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.71300000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAB6
2100000.00000000
PA
USD
2099799.24000000
0.321711612922
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAL5
345085.14000000
PA
USD
340988.98000000
0.052243144322
Long
LON
CORP
US
N
2
2025-03-11
Floating
1.85610000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
335000.00000000
PA
USD
373005.07000000
0.057148350381
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAC3
2150000.00000000
PA
USD
2149981.08000000
0.329400005401
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.89000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAA7
134275.49000000
PA
USD
134721.75000000
0.020640807303
Long
ABS-O
CORP
US
N
2
2022-05-20
Fixed
3.75000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-7
576434TM6
54147.70000000
PA
USD
56474.00000000
0.008652418422
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6.00000000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
899000.00000000
PA
USD
974213.59000000
0.149259900374
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
1060000.00000000
PA
USD
1110350.00000000
0.170117448660
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBM7
975000.00000000
PA
USD
979233.32000000
0.150028976486
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
3.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
441875.62000000
PA
USD
447064.65000000
0.068495067000
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
857751.26000000
PA
USD
874366.67000000
0.133962288552
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
1654230.97000000
PA
USD
1648934.62000000
0.252634350035
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
275000.00000000
PA
USD
303784.25000000
0.046542983341
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
925000.00000000
PA
USD
962827.88000000
0.147515488309
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434J39
242679.75000000
PA
USD
256090.01000000
0.039235717682
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAB2
1855000.00000000
PA
USD
1894369.96000000
0.290237658769
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.22000000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAC9
775000.00000000
PA
USD
774892.04000000
0.118721715524
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
1.20863000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX INC
000000000
485000.00000000
PA
USD
483181.25000000
0.074028514874
Long
LON
CORP
US
N
2
2028-03-19
Floating
0.01000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-4
66987WBX4
275482.33000000
PA
USD
276788.80000000
0.042406992816
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.83363000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQLN0
294064.42000000
PA
USD
310498.35000000
0.047571654987
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
1136434.09000000
PA
USD
1163464.97000000
0.178255227903
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
481765.08000000
PA
USD
504593.04000000
0.077309029203
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2018-2
43789CAA8
2502403.30000000
PA
USD
2546277.19000000
0.390116791232
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.98500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
345000.00000000
PA
USD
341913.15000000
0.052384737012
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
3000000.00000000
PA
USD
2934492.18000000
0.449595463390
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAX7
495000.00000000
PA
USD
516324.33000000
0.079106387806
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
Psmc 2018-1 Trust
N/A
PSMC 2018-2 Trust
693680AA8
409003.01000000
PA
USD
413483.68000000
0.063350104655
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
1445000.00000000
PA
USD
1498503.73000000
0.229586735133
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
518716.07000000
PA
USD
553135.27000000
0.084746215964
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
755000.00000000
PA
USD
779711.36000000
0.119460086688
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
1113000.00000000
PA
USD
1089348.75000000
0.166899833432
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAF7
1175000.00000000
PA
USD
1237951.21000000
0.189667313379
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.74000000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
1072118.91000000
PA
USD
1058674.54000000
0.162200217685
Long
LON
CORP
US
N
2
2025-04-11
Floating
1.85840000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
507518.18000000
PA
USD
535913.57000000
0.082107668060
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
485000.00000000
PA
USD
486212.50000000
0.074492934666
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XII LLC
68785AAD7
1140000.00000000
PA
USD
1132739.64000000
0.173547780027
Long
ABS-O
CORP
JP
N
2
2028-04-10
Fixed
1.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-1
46643UDJ5
128515.94000000
PA
USD
130637.73000000
0.020015091931
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
2.12589900
N
N
N
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1
55388PAB6
68333.75000000
PA
USD
68559.74000000
0.010504082541
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
2.96000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAC1
1615000.00000000
PA
USD
1622016.04000000
0.248510136813
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A
86359A5V1
162060.94000000
PA
USD
157519.25000000
0.024133627167
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.52052000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
618750.00000000
PA
USD
686374.34000000
0.105159860896
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2019-3
91678WAA7
478682.43000000
PA
USD
482111.47000000
0.073864613181
Long
ABS-O
CORP
US
N
2
2030-01-21
Fixed
2.68400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFSR8
259153.79000000
PA
USD
273926.40000000
0.041968442643
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAA4
1500000.00000000
PA
USD
1532234.55000000
0.234754656095
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
2.07800000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Co LLC
38017BAN6
1310457.29000000
PA
USD
1299606.70000000
0.199113591269
Long
LON
CORP
US
N
2
2024-02-15
Floating
1.86510000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAD9
1280000.00000000
PA
USD
1300573.44000000
0.199261706136
Long
ABS-O
CORP
US
N
2
2026-12-14
Fixed
1.77000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAF3
590000.00000000
PA
USD
585281.65000000
0.089671383839
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.03000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
925000.00000000
PA
USD
944928.18000000
0.144773063582
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
855000.00000000
PA
USD
860711.40000000
0.131870155717
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
IMC Home Equity Loan Trust
N/A
Imc Home Equity Loan Trust 1997-5
449670DD7
45521.55000000
PA
USD
45760.11000000
0.007010936338
Long
ABS-MBS
CORP
US
N
2
2028-11-20
Fixed
7.31000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
935000.00000000
PA
USD
770814.00000000
0.118096916352
Long
DBT
CORP
US
N
2
2067-04-20
Floating
2.26400000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2019-1
32059TAE9
1240000.00000000
PA
USD
1275434.74000000
0.195410189491
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
3.26000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
2182971.74000000
PA
USD
2192395.41000000
0.335898332601
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
370900.50000000
PA
USD
376017.00000000
0.057609810143
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAA3
1227725.24000000
PA
USD
1244109.72000000
0.190610862719
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.33000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1625000.00000000
PA
USD
1645181.98000000
0.252059405610
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA INC
N/A
HORIZON THERAPEUTICS USA INC
44055UAD7
1350000.00000000
PA
USD
1345275.00000000
0.206110461338
Long
LON
CORP
US
N
2
2028-03-15
Floating
2.50000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
386035.50000000
PA
USD
384841.30000000
0.058961786909
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAA7
799813.08000000
PA
USD
818939.17000000
0.125470205078
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
418641.74000000
PA
USD
423563.67000000
0.064894466506
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
81825.62000000
PA
USD
82050.40000000
0.012570995370
Long
ABS-O
CORP
US
N
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
1875000.00000000
PA
USD
1982175.00000000
0.303690326292
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-3
30167EAC9
1060000.00000000
PA
USD
1079648.58000000
0.165413664051
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
2.79000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
3121994.38000000
PA
USD
3181143.69000000
0.487385102323
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAA5
2016394.59000000
PA
USD
2041110.14000000
0.312719817581
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.67500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
2058985.10000000
PA
USD
2113375.04000000
0.323791570106
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
2204726.72000000
PA
USD
2346684.88000000
0.359537123065
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFLL8
623592.11000000
PA
USD
659524.57000000
0.101046190099
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271LAC6
1190000.00000000
PA
USD
1307536.01000000
0.200328446033
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAA7
896907.01000000
PA
USD
930730.36000000
0.142597806307
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
940000.00000000
PA
USD
943789.70000000
0.144598636318
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
2155000.00000000
PA
USD
2376869.10000000
0.364161667124
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
645000.00000000
PA
USD
640504.35000000
0.098132089771
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.71850000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAB9
157228.69000000
PA
USD
159136.44000000
0.024381397903
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.78000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
965000.00000000
PA
USD
1081842.20000000
0.165749750004
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
1342357.91000000
PA
USD
1409218.74000000
0.215907323504
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AAY6
1443.09000000
PA
USD
1534.36000000
0.000235080297
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBR4
713229.91880000
PA
USD
697774.23000000
0.106906445488
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.36510000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAA2
256225.64000000
PA
USD
260112.69000000
0.039852035112
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
758355.53000000
PA
USD
788230.57000000
0.120765320416
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
1110000.00000000
PA
USD
1145271.14000000
0.175467739326
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
727000.00000000
PA
USD
710657.96000000
0.108880370176
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
Westlake Automobile Receivable
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAJ1
876726.43000000
PA
USD
882156.00000000
0.135155696888
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.61000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
740000.00000000
PA
USD
800310.00000000
0.122616017775
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC
918290AA5
300617.19000000
PA
USD
302678.22000000
0.046373527762
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
351444.51480000
PA
USD
345452.39000000
0.052926986284
Long
LON
CORP
US
N
2
2027-02-08
Floating
2.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAB5
925000.00000000
PA
USD
932613.03000000
0.142886251408
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.12000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
693000.00000000
PA
USD
677597.00000000
0.103815078903
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
395000.00000000
PA
USD
387064.39000000
0.059302387980
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2019-3
22535KAC7
1180000.00000000
PA
USD
1227380.07000000
0.188047702116
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.86000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAF3
1205000.00000000
PA
USD
1221183.51000000
0.187098323112
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
1887250.51000000
PA
USD
1906506.13000000
0.292097049300
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
1385036.56000000
PA
USD
1433309.52000000
0.219598287641
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65336RAW8
903039.68480000
PA
USD
895481.24000000
0.137197265611
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.85840000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
1455000.00000000
PA
USD
1456353.30000000
0.223128840225
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.08600000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CK8
1195000.00000000
PA
USD
1207586.83000000
0.185015166889
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.20000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAC9
1400000.00000000
PA
USD
1433594.96000000
0.219642020090
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.78000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2020-1
14368RAC1
1420000.00000000
PA
USD
1436463.76000000
0.220081550812
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.71000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAH0
400000.00000000
PA
USD
407585.50000000
0.062446440645
Long
DBT
CORP
CH
N
2
2022-02-01
Fixed
2.65000000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AC5
644000.00000000
PA
USD
632723.56000000
0.096939989854
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAE1
1790000.00000000
PA
USD
1777770.72000000
0.272373413058
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
1520000.00000000
PA
USD
1531440.68000000
0.234633026754
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.11775000
N
N
N
N
N
N
SUMMIT MATERIALS LLC
549300C97P3BW8QROE16
Summit Materials LLC
86614DAH1
1286760.92000000
PA
USD
1281137.77000000
0.196283954442
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.17550000
N
N
N
N
N
N
Towd Point Mortgage Trust
549300ZHISOOIT5VZP03
Towd Point Mortgage Trust 2015-3
89172HAK3
6157.71000000
PA
USD
6155.95000000
0.000943157119
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
3.00000000
N
N
N
N
N
N
LEVEL 3 PARENT LLC
N/A
Level 3 Parent LLC
52729KAP1
440348.07110000
PA
USD
434293.29000000
0.066538358594
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.85850000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAA1
2474799.18000000
PA
USD
2480816.16000000
0.380087464074
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2020-1 LLC
70410LAA8
947849.21000000
PA
USD
950690.10000000
0.145655851108
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-2
85573DAA7
4719899.91000000
PA
USD
4800588.96000000
0.735501369786
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
2.71800000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
1161000.00000000
PA
USD
1243300.49000000
0.190486880062
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
412913.00000000
PA
USD
417353.09000000
0.063942939488
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
1140000.00000000
PA
USD
1209446.60000000
0.185300103465
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
704761.37000000
PA
USD
730170.55000000
0.111869906833
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Visio 2019-1 Trust
N/A
Visio 2019-1 Trust
92837BAB7
1427511.29000000
PA
USD
1436809.53000000
0.220134526459
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
3.57200000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
645765.76680000
PA
USD
636770.25000000
0.097559985871
Long
LON
CORP
US
N
2
2027-08-01
Floating
1.86510000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc
96208UAP6
957557.25000000
PA
USD
952874.80000000
0.145990570422
Long
LON
CORP
US
N
2
2026-05-17
Floating
2.43140000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
1405000.00000000
PA
USD
1383925.00000000
0.212032053080
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAE0
1370000.00000000
PA
USD
1392491.98000000
0.213344605680
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.44000000
N
N
N
N
N
N
LHFC Depositor, LLC
549300VCHJCK9EK5QK41
LHOME Mortgage Trust 2019-RTL1
501890AA5
725121.80000000
PA
USD
728803.97000000
0.111660532219
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
4.58000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAC7
1435000.00000000
PA
USD
1435450.59000000
0.219926322374
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.19475000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-3 Mortgage Loan Trust
19688CAA0
2070992.15000000
PA
USD
2080312.24000000
0.318725996925
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
2.76400000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
490000.00000000
PA
USD
550172.00000000
0.084292211432
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAC5
580582.93000000
PA
USD
589910.23000000
0.090380531603
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.35200000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
1010000.00000000
PA
USD
1003828.90000000
0.153797281361
Long
LON
CORP
US
N
2
2025-08-03
Floating
3.00000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAA5
405000.00000000
PA
USD
435825.32000000
0.066773081911
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-RPL1 Trust
19687YAA3
1187713.68000000
PA
USD
1177333.18000000
0.180379985414
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.38970000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAA0
1210611.61000000
PA
USD
1238088.50000000
0.189688347670
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
3.14700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CHQ8
658.78000000
PA
USD
661.14000000
0.000101293691
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
1610000.00000000
PA
USD
1608744.52000000
0.246476798567
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2R Mortgage Loan Trust
12656YAA5
1463459.01000000
PA
USD
1457514.29000000
0.223306716261
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Variable
0.79800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
1035000.00000000
PA
USD
1033770.73000000
0.158384688690
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY 1.45 4/26
25746UDJ5
1620000.00000000
PA
USD
1613516.03000000
0.247207844730
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
ZODIAC POOL SOLUTIONS
549300YNQVQUS06LKK61
ZODIAC POOL SOLUTIONS LLC
98975VAK2
962563.13000000
PA
USD
952937.50000000
0.146000176730
Long
LON
CORP
US
N
2
2025-07-02
Floating
2.10720000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
430000.00000000
PA
USD
430000.00000000
0.065880580829
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
NEWCO FINANCING PARTNER
213800WOI14YQDY3SW28
Newco Financing Partnership
000000000
520000.00000000
PA
USD
518330.80000000
0.079413800385
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.60840000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
660000.00000000
PA
USD
679820.65000000
0.104155765771
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
790000.00000000
PA
USD
846287.50000000
0.129660260578
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
1374003.02000000
PA
USD
1368945.59000000
0.209737047891
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
1592936.66000000
PA
USD
1571263.64000000
0.240734328463
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
962587.50000000
PA
USD
959382.08000000
0.146987555041
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300IYSLLRKXUYO938
BXG Receivables Note Trust 2013-A
05606VAA6
314526.28000000
PA
USD
314547.76000000
0.048192067738
Long
ABS-O
CORP
US
N
2
2028-12-04
Fixed
3.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NBY6
123151.73000000
PA
USD
143306.79000000
0.021956126888
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2018-1
32059RAJ2
1175000.00000000
PA
USD
1209301.19000000
0.185277825104
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.11000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-1
46641CBF7
278148.90000000
PA
USD
281292.26000000
0.043096970864
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
1858001.39000000
PA
USD
1856864.66000000
0.284491447261
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-A
105693AA3
873171.81000000
PA
USD
872431.10000000
0.133665738608
Long
ABS-MBS
CORP
US
N
2
2049-02-01
Variable
1.99100000
N
N
N
N
N
N
Tidewater Auto Receivables Tru
N/A
Tidewater Auto Receivables Trust 2020-A
88641WAD1
1530000.00000000
PA
USD
1558686.58000000
0.238807388887
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.91000000
N
N
N
N
N
N
BBVA BANCO CONTINENTAL
549300H1JNU0HLNFU552
Banco BBVA Peru SA
000000000
520000.00000000
PA
USD
547804.40000000
0.083929469890
Long
DBT
CORP
PE
N
2
2022-08-26
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NPL2
64831CAA2
257420.31000000
PA
USD
259484.02000000
0.039755716171
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.22750000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-3 LLC
693585AA9
1979443.62000000
PA
USD
1993580.01000000
0.305437695322
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
2.85700000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418ABC0
1115000.00000000
PA
USD
1145167.55000000
0.175451868235
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAP5
590181.11000000
PA
USD
601590.43000000
0.092170062674
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Welk Resorts LLC
549300F550YAS8CK8S36
Welk Resorts 2013-A LLC
949456AA5
15385.66000000
PA
USD
15402.44000000
0.002359817891
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.10000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
905000.00000000
PA
USD
957603.13000000
0.146715000950
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2020-NPL2
91834UAA2
619085.28000000
PA
USD
621189.55000000
0.095172856649
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98140000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
485000.00000000
PA
USD
513406.30000000
0.078659314524
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST
N/A
FOUNDATION FINANCE TRUST 2021-1
35041LAA8
1605000.00000000
PA
USD
1596717.64000000
0.244634152427
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
1360000.00000000
PA
USD
1380400.00000000
0.211491985527
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
1663813.00000000
PA
USD
1681675.03000000
0.257650529634
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
570000.00000000
PA
USD
635843.55000000
0.097418005559
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14880BAH4
164204.26000000
PA
USD
164135.29000000
0.025147274976
Long
LON
CORP
US
N
2
2028-02-22
Floating
2.50000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AG6
570000.00000000
PA
USD
661200.00000000
0.101302883824
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.12500000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond Credit Trust 2019-P1
21054AAB4
1275000.00000000
PA
USD
1291078.52000000
0.197806983241
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
3.28000000
N
N
N
N
N
N
Morgan Stanley Capital Barclay
N/A
Morgan Stanley Capital Barclays Bank Trust 2016-MART
61691BAA9
1660000.00000000
PA
USD
1660995.17000000
0.254482154778
Long
ABS-MBS
CORP
US
N
2
2031-09-13
Fixed
2.20040000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAA2
384837.83000000
PA
USD
387114.11000000
0.059310005614
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.73000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
25000.00000000
PA
USD
26437.50000000
0.004050506641
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2R Mortgage Loan Trust
12656GAA4
756385.82000000
PA
USD
757113.46000000
0.115997847671
Long
ABS-MBS
CORP
US
N
2
2065-10-26
Variable
1.32500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
380000.00000000
PA
USD
401034.62000000
0.061442776042
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
1260000.00000000
PA
USD
1332450.00000000
0.204145534712
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2020-1
90945BAE4
1410000.00000000
PA
USD
1428347.91000000
0.218838116133
Long
ABS-O
CORP
US
N
2
2025-02-10
Fixed
2.15000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
51361.84000000
PA
USD
51979.68000000
0.007963840720
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
Upstart Securitization Trust
549300PN2KS41LBX8D66
Upstart Securitization Trust 2019-2
916780AA7
241200.49000000
PA
USD
242347.40000000
0.037130203429
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.89700000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
175000.00000000
PA
USD
172038.56000000
0.026358140134
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
FHF Trust 2020-1
N/A
FHF Trust 2020-1
30260YAA5
1236863.05000000
PA
USD
1246228.45000000
0.190935474726
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.59000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
1226000.00000000
PA
USD
1253585.00000000
0.192062576556
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.29763000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
1430000.00000000
PA
USD
1466831.35000000
0.224734189109
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAJ8
1605000.00000000
PA
USD
1696774.38000000
0.259963910909
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.68000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-1
36256DAB2
1250000.00000000
PA
USD
1266081.63000000
0.193977193399
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.65000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
15597.00000000
NS
USD
1359746.46000000
0.208327643175
Long
EC
RF
US
N
1
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAC1
1750000.00000000
PA
USD
1758543.33000000
0.269427572079
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.84100000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAA2
1540000.00000000
PA
USD
1546810.50000000
0.236987846914
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.10600000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC
05584AAA8
285734.24000000
PA
USD
292569.80000000
0.044824810132
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-2
64828YAR2
71134.58000000
PA
USD
75377.80000000
0.011548681966
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.75000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BC2
470000.00000000
PA
USD
486680.38000000
0.074564618866
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
435000.00000000
PA
USD
476435.46000000
0.072994987982
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
735000.00000000
PA
USD
758887.50000000
0.116269649498
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AB9
1327680.79000000
PA
USD
1361201.94000000
0.208550638217
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
2045000.00000000
PA
USD
2034642.89000000
0.311728965985
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2014-IVR2
12648HAK1
257748.77000000
PA
USD
262941.81000000
0.040285486435
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Variable
3.76238800
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAA8
300000.00000000
PA
USD
302250.00000000
0.046307919896
Long
DBT
CORP
US
N
2
2021-09-20
Variable
3.36000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
1270000.00000000
PA
USD
1321336.45000000
0.202442820458
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BQ8
755000.00000000
PA
USD
854062.94000000
0.130851540818
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
1620000.00000000
PA
USD
1620244.94000000
0.248238785426
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
1868128.60000000
PA
USD
1989919.94000000
0.304876933607
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAH1
534000.00000000
PA
USD
519188.50000000
0.079545209162
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-SST2
17327XAA5
1200000.00000000
PA
USD
1200377.88000000
0.183910678951
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.02600000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1565000.00000000
PA
USD
1540823.25000000
0.236070536431
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
490000.00000000
PA
USD
504293.30000000
0.077263105842
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
1380000.00000000
PA
USD
1379701.01000000
0.211384892813
Long
DBT
CORP
US
N
2
N/A
Floating
3.60663000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
513894.80000000
PA
USD
544465.01000000
0.083417839767
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.73482700
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAH5
730100.00000000
PA
USD
719148.50000000
0.110181211354
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.47340000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
1113560.00000000
PA
USD
1133860.20000000
0.173719461756
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1
21055JAB4
1175000.00000000
PA
USD
1196819.99000000
0.183365572301
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
2.92000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-D
152314LE8
60873.61000000
PA
USD
61809.41000000
0.009469860073
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.85000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
15669GAH7
834078.63700000
PA
USD
824328.26000000
0.126295871076
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.36510000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-2
30167BAC5
104208.49000000
PA
USD
104418.39000000
0.015998009726
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.69000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAB6
643000.00000000
PA
USD
631965.22000000
0.096823804087
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAG0
1270000.00000000
PA
USD
1323308.12000000
0.202744901306
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAA4
1662149.72000000
PA
USD
1685948.21000000
0.258305226333
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
3.88000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AG9
1480000.00000000
PA
USD
1574838.10000000
0.241281973814
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.64000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
716085.35000000
PA
USD
742405.43000000
0.113744420789
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
2.48243600
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
225775.41910000
PA
USD
220955.11000000
0.033852676707
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.36510000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-4
23343JAE6
1390000.00000000
PA
USD
1418738.53000000
0.217365856747
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.73000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
774984.03000000
PA
USD
811299.24000000
0.124299686413
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAB0
1205000.00000000
PA
USD
1226513.23000000
0.187914892994
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.06000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-D
22411XAD6
1450000.00000000
PA
USD
1502588.60000000
0.230212580734
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.34000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-2
02530DAC0
1040000.00000000
PA
USD
1053725.92000000
0.161442036382
Long
ABS-O
CORP
US
N
2
2025-06-12
Fixed
3.17000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
1208302.79000000
PA
USD
1279740.79000000
0.196069922224
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2019-1
35105RAG5
1290000.00000000
PA
USD
1357719.32000000
0.208017063732
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
4.30000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBB4
145000.00000000
PA
USD
145023.74000000
0.022219181919
Long
DBT
CORP
US
N
2
2021-10-05
Floating
0.95838000
N
N
N
N
N
N
2021-05-26
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer