0001752724-21-114749.txt : 20210527
0001752724-21-114749.hdr.sgml : 20210527
20210527102000
ACCESSION NUMBER: 0001752724-21-114749
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: 21969287
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
S000018008
Virtus Newfleet Multi-Sector Short Term Bond Fund
C000049918
Class A
NARAX
C000049920
Class C
PSTCX
C000049921
Class C1
PMSTX
C000066828
Class I
PIMSX
C000176709
Class R6
VMSSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000018008
C000049921
C000176709
C000066828
C000049918
C000049920
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Multi-Sector Short Term Bond Fund
S000018008
54930019MXE721TIBN19
2021-09-30
2021-03-31
N
6635547734.56
283216355.59
6352331378.97
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
21267535.07000000
0.00000000
0.00000000
198804448.53000000
USD
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2019-3
91678WAA7
1119149.50000000
PA
USD
1127166.53000000
0.017744139320
Long
ABS-O
CORP
US
N
2
2030-01-21
Fixed
2.68400000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AJ3
7960000.00000000
PA
USD
8046937.13000000
0.126676910411
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.90000000
N
N
N
N
N
N
Provident Funding Mortgage War
N/A
Provident Funding Mortgage Warehouse Securitization Trust 2021-1
74387PAC6
11350000.00000000
PA
USD
11342906.25000000
0.178562886179
Long
ABS-MBS
CORP
US
N
3
2055-02-25
Floating
0.01000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2R Mortgage Loan Trust
12656YAA5
8381206.51000000
PA
USD
8347161.21000000
0.131403113471
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Variable
0.79800000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
7330000.00000000
PA
USD
7917352.90000000
0.124636962835
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AA8
8250000.00000000
PA
USD
8621250.00000000
0.135717888215
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-IMC1
17328BAA2
1777440.16000000
PA
USD
1810113.24000000
0.028495258386
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
7960000.00000000
PA
USD
8015021.11000000
0.126174480388
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47400000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2021- HE1
89180DAC0
5336131.10000000
PA
USD
5358381.17000000
0.084352985546
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
1.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAC6
11195000.00000000
PA
USD
11373139.32000000
0.179038822780
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
1.77000000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
10125000.00000000
PA
USD
10388619.56000000
0.163540264829
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
National City Mortgage Capital
N/A
National City Mortgage Capital Trust
635419AE4
408355.66000000
PA
USD
412127.44000000
0.006487813928
Long
ABS-MBS
CORP
US
N
2
2038-03-25
Fixed
6.00000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A
86359A5V1
1050989.29000000
PA
USD
1021535.74000000
0.016081272828
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.52052000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
000000000
5014750.60030000
PA
USD
4995744.70000000
0.078644270929
Long
LON
CORP
US
N
2
2025-06-01
Floating
3.18420000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-5
46643KBQ3
1881949.76000000
PA
USD
1898075.62000000
0.029879984320
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.92975400
N
N
N
N
N
N
INGERSOLL-RAND SERVICES
N/A
Ingersoll-Rand Services Co
365556AU3
7058700.00000000
PA
USD
6961642.88000000
0.109591935065
Long
LON
CORP
US
N
2
2027-02-28
Floating
1.85720000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
2483200.00000000
PA
USD
2528468.74000000
0.039803791539
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2014-A
17322GAA7
2786754.08000000
PA
USD
2933974.68000000
0.046187368148
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-3
91680EAA3
6089531.13000000
PA
USD
6137642.69000000
0.096620316602
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
3985000.00000000
PA
USD
3992571.50000000
0.062852065829
Long
DBT
CORP
US
N
2
N/A
Floating
4.00500000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBB4
2830000.00000000
PA
USD
2830463.33000000
0.044557866413
Long
DBT
CORP
US
N
2
2021-10-05
Floating
0.95838000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
278883.00000000
NS
USD
24313019.94000000
0.382741681589
Long
EC
RF
US
N
1
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
716558AG6
9545000.00000000
PA
USD
415207.50000000
0.006536301008
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30166RAE7
9100000.00000000
PA
USD
9081242.17000000
0.142959200775
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
12130656.68000000
PA
USD
12713932.62000000
0.200145928502
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
13134MBT9
1910449.09000000
PA
USD
1897152.36000000
0.029865450128
Long
LON
CORP
US
N
2
2027-12-16
Floating
2.60810000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-AFC1 Trust
12657LAA2
4353991.82000000
PA
USD
4343768.21000000
0.068380692864
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
0.83000000
N
N
N
N
N
N
Oasis Securitisation
N/A
OASIS 2020-2 LLC
67421AAA5
1958836.41000000
PA
USD
1979005.76000000
0.031154006961
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
4.26240000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCD2
15820000.00000000
PA
USD
16313584.00000000
0.256812546870
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K51
384153.75000000
PA
USD
403166.29000000
0.006346745249
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.05299700
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY 1.45 4/26
25746UDJ5
15850000.00000000
PA
USD
15786561.17000000
0.248516020783
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
590000.00000000
PA
USD
627553.50000000
0.009879105206
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-7
576434TM6
5205914.89000000
PA
USD
5429572.45000000
0.085473696601
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6.00000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422AAA4
4990000.00000000
PA
USD
4989201.60000000
0.078541267801
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
2.57920000
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
1975000.00000000
PA
USD
1974999.41000000
0.031090937990
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
1.35600000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
1137000.00000000
PA
USD
1377037.76000000
0.021677675137
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
9657140.86210000
PA
USD
9571095.74000000
0.150670599013
Long
LON
CORP
US
N
2
2026-07-01
Floating
1.86510000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
11909000.00000000
PA
USD
11564713.55000000
0.182054632544
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
2139632.57000000
PA
USD
2222371.31000000
0.034985128725
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
17745000.00000000
PA
USD
17913313.10000000
0.281995885153
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2017-1
92257LAB6
17091.66000000
PA
USD
17078.66000000
0.000268856565
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.00000000
N
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGEMENT
N/A
DREYFUS GOVERNMENT CASH MANAGEMENT
000000000
36512203.81000000
NS
USD
36512203.81000000
0.574784305662
Long
STIV
RF
US
N
1
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
13975998.74120000
PA
USD
13846720.75000000
0.217978564465
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.25000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
840000.00000000
PA
USD
876120.00000000
0.013792101635
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213S2N4
9899.56000000
PA
USD
11054.60000000
0.000174024296
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.50000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
5911328.51000000
PA
USD
5996111.15000000
0.094392291464
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW22
5315000.00000000
PA
USD
5606687.20000000
0.088261881591
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.87500000
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
12770000.00000000
PA
USD
14066038.41000000
0.221431118290
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
5910000.00000000
PA
USD
5910000.00000000
0.093036708059
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
3967041.81000000
PA
USD
4013681.92000000
0.063184391376
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
55316HAB1
9770327.45000000
PA
USD
9730659.92000000
0.153182498510
Long
LON
CORP
US
N
2
2026-12-30
Floating
2.11510000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
10330JAU2
6094623.39000000
PA
USD
6076217.63000000
0.095653347841
Long
LON
CORP
US
N
2
2023-09-15
Floating
2.45250000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCJ3
2847000.00000000
PA
USD
2848000.15000000
0.044833935449
Long
DBT
CORP
US
N
2
2021-04-09
Fixed
3.55000000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAA0
1370751.96000000
PA
USD
1380590.94000000
0.021733610191
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 I LLC 2019-2
03463WAA1
3239904.71000000
PA
USD
3299498.22000000
0.051941531748
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAA7
8626722.61000000
PA
USD
8729327.12000000
0.137419265451
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
Exantas Capital Corp
549300RUJWPCMY4JFR46
Exantas Capital Corp
30070RAA0
8666979.46000000
PA
USD
8666835.59000000
0.136435508051
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
1.25750000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
2047150.92000000
PA
USD
2066245.92000000
0.032527363525
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.64900000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
1863000.00000000
PA
USD
2149100.91000000
0.033831687640
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding Corp XVI LLC
05492MAE5
3900000.00000000
PA
USD
3939804.18000000
0.062021389391
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
3.94000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
725000.00000000
PA
USD
757625.00000000
0.011926723509
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
5826922.91000000
PA
USD
5846376.09000000
0.092035124448
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417TXW3
1455359.02000000
PA
USD
1681259.24000000
0.026466806274
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
12340876.62000000
PA
USD
13173811.75000000
0.207385461558
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
OZARK HOLDINGS LLC
2549006ODGMBI60T0F58
Ozark Holdings LLC
000000000
6400000.00000000
PA
USD
6396032.00000000
0.100687946179
Long
LON
CORP
US
N
2
2027-12-16
Floating
4.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAC1
6955000.00000000
PA
USD
6985214.61000000
0.109963007174
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.14000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAE6
3655000.00000000
PA
USD
3715327.97000000
0.058487628373
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.18000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBF0
9328008.51150000
PA
USD
9223068.42000000
0.145191865313
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.86510000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
5800000.00000000
PA
USD
6165168.00000000
0.097053626963
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
2910000.00000000
PA
USD
3071883.30000000
0.048358360367
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
549300ZHISOOIT5VZP03
Towd Point Mortgage Trust 2015-3
89172HAK3
46028.84000000
PA
USD
46015.68000000
0.000724390420
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
14281000.00000000
PA
USD
14360986.45000000
0.226074264600
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
000000000
6570000.00000000
PA
USD
6498846.90000000
0.102306484222
Long
LON
CORP
US
N
2
2028-02-12
Floating
5.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2013-A
17320XAA2
4285144.85000000
PA
USD
4307433.60000000
0.067808704285
Long
ABS-MBS
CORP
US
N
2
2042-05-25
Variable
3.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AG9
6400000.00000000
PA
USD
6810110.72000000
0.107206477649
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.64000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
3614950.00000000
PA
USD
2467203.38000000
0.038839336816
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.35860000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding XVII LLC
05493CAE6
3554000.00000000
PA
USD
3558515.36000000
0.056019044783
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.89000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
10513423.54000000
PA
USD
10424515.72000000
0.164105351218
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.06500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
9870000.00000000
PA
USD
10583080.55000000
0.166601518696
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
7769461.36000000
PA
USD
7860699.70000000
0.123745113896
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
5270703.10000000
PA
USD
5588393.68000000
0.087973900393
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
10030000.00000000
PA
USD
10506425.00000000
0.165394787727
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
8541000.00000000
PA
USD
8395803.00000000
0.132168844777
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2019-2
74937DAA2
10744967.17000000
PA
USD
10805513.99000000
0.170103121914
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
3.47480000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
20341WAE5
2910000.00000000
PA
USD
2993662.50000000
0.047126988839
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
7.12500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-3 LLC
693585AA9
15508513.74000000
PA
USD
15619269.34000000
0.245882470673
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
2.85700000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
6255275.78000000
PA
USD
6685405.43000000
0.105243335574
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 2015-A
17323MAA3
336070.39000000
PA
USD
341139.24000000
0.005370299810
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-TWN3
36263JAA2
8285000.00000000
PA
USD
8321639.58000000
0.131001345546
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.10600000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
8210000.00000000
PA
USD
8790447.00000000
0.138381429991
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
11116276.16000000
PA
USD
11857211.54000000
0.186659209550
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2020-1
74114BAG8
10295000.00000000
PA
USD
10382940.92000000
0.163450870248
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.31000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAC1
5284000.00000000
PA
USD
5311319.87000000
0.083612134712
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.28000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
15065000.00000000
PA
USD
15007301.05000000
0.236248711767
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BG9
5740000.00000000
PA
USD
5764991.50000000
0.090753947740
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.35000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
9451700.04000000
PA
USD
9423266.49000000
0.148343433738
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
14670610.80000000
PA
USD
15089505.15000000
0.237542789407
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.11476500
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
5850000.00000000
PA
USD
5852193.75000000
0.092126707516
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAB5
2410000.00000000
PA
USD
2429835.02000000
0.038251074684
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.12000000
N
N
N
N
N
N
Amur Equipment Finance Receiva
549300LUWIM31186Z163
Amur Equipment Finance Receivables VIII LLC
03237PAC7
2122271.91000000
PA
USD
2196537.00000000
0.034578438512
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFXA3
1523158.60000000
PA
USD
1696313.45000000
0.026703793438
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAR2
3455100.01000000
PA
USD
3398954.63000000
0.053507199596
Long
LON
CORP
US
N
2
2027-01-15
Floating
1.85750000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-PS1
17324VAH7
1703065.83000000
PA
USD
1751954.89000000
0.027579714997
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
13643819.30000000
PA
USD
13902315.10000000
0.218853744721
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
7050000.00000000
PA
USD
7323328.50000000
0.115285681163
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
11748000.00000000
PA
USD
12482250.00000000
0.196498722363
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
ALLIANCE LAUNDRY SYSTEMS
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
5735625.00000000
PA
USD
5721859.50000000
0.090074952936
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25000000
N
N
N
N
N
N
KPEX HOLDINGS INC
N/A
KPEX Holdings Inc
84763NAB6
2621619.00000000
PA
USD
2490538.05000000
0.039206677067
Long
LON
CORP
US
N
2
2025-01-31
Floating
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LR79
5208269.94000000
PA
USD
5507540.26000000
0.086701085498
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AK7
3215000.00000000
PA
USD
3209534.50000000
0.050525300216
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2018-1 LLC
96033WAA6
2323150.38000000
PA
USD
2347746.97000000
0.036958823933
Long
ABS-O
CORP
US
N
2
2031-12-20
Fixed
3.38000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
10870360.03000000
PA
USD
11632816.87000000
0.183126732155
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
8897890.76960000
PA
USD
8856159.66000000
0.139415895230
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.75000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
12305000.00000000
PA
USD
12109104.40000000
0.190624570375
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
6235000.00000000
PA
USD
5892075.00000000
0.092754528195
Long
DBT
CORP
US
N
2
N/A
Floating
3.51388000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
5455000.00000000
PA
USD
5840068.45000000
0.091935827991
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
14667000.00000000
PA
USD
15706708.28000000
0.247258956483
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
14775000.00000000
PA
USD
15371766.68000000
0.241986221482
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAD0
5910000.00000000
PA
USD
6234600.25000000
0.098146646924
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
10065000.00000000
PA
USD
10058517.13000000
0.158343709260
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AF1
6620000.00000000
PA
USD
6892638.08000000
0.108505644129
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.88000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
3158050.70560000
PA
USD
3104205.94000000
0.048867191505
Long
LON
CORP
US
N
2
2027-02-08
Floating
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
23825000.00000000
PA
USD
26026370.44000000
0.409713676559
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
Prestige Auto Receivables Trus
549300L40MNGIY25DE37
Prestige Auto Receivables Trust 2018-1
74114NAL1
3785000.00000000
PA
USD
3921443.95000000
0.061732358028
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
4.14000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-D Trust
05946XNE9
1622732.25000000
PA
USD
1656845.17000000
0.026082473837
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
2.77003600
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
4723685.10000000
PA
USD
4859909.09000000
0.076505912555
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFSR8
7702050.64000000
PA
USD
8141092.56000000
0.128159128897
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BP5
6867000.00000000
PA
USD
7204650.39000000
0.113417420474
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
8.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
5400000.00000000
PA
USD
5440527.00000000
0.085646145886
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NPL2
64831CAA2
4350403.18000000
PA
USD
4385279.93000000
0.069034180813
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.22750000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AH6
12525000.00000000
PA
USD
13139977.50000000
0.206852834275
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBE3
1705823.02330000
PA
USD
1686086.65000000
0.026542800578
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.86510000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZR4
19155000.00000000
PA
USD
19160237.74000000
0.301625286795
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2020-NPL5
92870NAC7
3760000.00000000
PA
USD
3682139.42000000
0.057965165863
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.96710000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAE9
6775000.00000000
PA
USD
6887275.98000000
0.108421232601
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
11835000.00000000
PA
USD
12515512.50000000
0.197022349013
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-2
00108GAA3
1230769.10000000
PA
USD
1238935.99000000
0.019503642302
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.82000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
3110000.00000000
PA
USD
3110000.00000000
0.048958403056
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust 2015-A
05606XAA2
1415710.64000000
PA
USD
1438321.62000000
0.022642421092
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
11000000.00000000
PA
USD
12382109.41000000
0.194922283982
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
6370000.00000000
PA
USD
7022510.95000000
0.110550135549
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2019-1
32059TAE9
4690000.00000000
PA
USD
4824023.32000000
0.075940989728
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
3.26000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
12070000.00000000
PA
USD
12067384.91000000
0.189967811659
Long
DBT
CORP
US
N
2
N/A
Floating
3.60663000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LVWK5
193253.71000000
PA
USD
204063.73000000
0.003212422618
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
5490000.00000000
PA
USD
5435046.75000000
0.085559874410
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.82800000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Trust
12655CAD8
1440000.00000000
PA
USD
1484608.03000000
0.023371073412
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem LLC
000000000
8055000.00000000
PA
USD
8024793.75000000
0.126328323748
Long
LON
CORP
US
N
2
2026-01-29
Floating
3.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
12350000.00000000
PA
USD
12365437.50000000
0.194659830577
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2019-1
05369DAC9
3180000.00000000
PA
USD
3263349.07000000
0.051372462727
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
3.14000000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
5470000.00000000
PA
USD
5470827.06000000
0.086123137059
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAG2
8090000.00000000
PA
USD
8470838.37000000
0.133350070464
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
3.82000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
6910000.00000000
PA
USD
7087068.75000000
0.111566420691
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2020-NPL2
91834UAA2
8852634.16000000
PA
USD
8882724.26000000
0.139834081852
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98140000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
2695000.00000000
PA
USD
3108278.25000000
0.048931298834
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2020-1
22534GAC7
4650000.00000000
PA
USD
4787832.51000000
0.075371264884
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
2.39000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2018-2
22535FAB0
5500000.00000000
PA
USD
5546011.90000000
0.087306715741
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.94000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AR4
3165000.00000000
PA
USD
3502559.91000000
0.055138180001
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
16573732.49000000
PA
USD
16636951.34000000
0.261903076956
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
N/A
Triton Water Holdings Inc
000000000
6500000.00000000
PA
USD
6469515.00000000
0.101844734067
Long
LON
CORP
US
N
2
2028-03-29
Floating
4.00000000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON CORP
71360HAD9
5138973.83000000
PA
USD
5134708.48000000
0.080831873743
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DJF8
80680.63000000
PA
USD
96262.29000000
0.001515385206
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2004-SL1 Trust
760985W98
1134119.43000000
PA
USD
1132394.55000000
0.017826440127
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Fixed
6.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
8542119.38000000
PA
USD
9015963.56000000
0.141931568460
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
8645000.00000000
PA
USD
8917317.50000000
0.140378657346
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5N32
2098439.88000000
PA
USD
2322233.50000000
0.036557184464
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2019-1 LLC
704102AC6
3635000.00000000
PA
USD
3675165.66000000
0.057855383177
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.52000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
5200000.00000000
PA
USD
5665389.60000000
0.089185989552
Long
DBT
NUSS
RU
N
2
2023-09-16
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAA1
9166622.60000000
PA
USD
9188909.41000000
0.144654125576
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
9780000.00000000
PA
USD
10368756.00000000
0.163227567666
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON CORP
71360HAB3
2920026.17000000
PA
USD
2917602.55000000
0.045929633955
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
DORIC NIMROD 2013-1 CL A
N/A
Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust
233283AA8
6996581.43630000
PA
USD
6821125.36000000
0.107379872885
Long
DBT
CORP
GG
N
2
2023-05-30
Fixed
5.25000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
17421337.50000000
PA
USD
17980388.22000000
0.283051798581
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
9229608.11000000
PA
USD
9397488.22000000
0.147937625721
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-2
24381CAA0
483317.22000000
PA
USD
484645.81000000
0.007629416368
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
2.45300000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
4340000.00000000
PA
USD
4500696.31000000
0.070851094527
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406CYP7
123747.13000000
PA
USD
138175.66000000
0.002175196030
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2017-3
30165YAG8
2430000.00000000
PA
USD
2525714.78000000
0.039760438008
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
5.28000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-1
24380TAB2
79051.78000000
PA
USD
79017.30000000
0.001243910232
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Variable
2.92800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TWU7
1778363.06000000
PA
USD
1893064.77000000
0.029801102257
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911UAH3
1582500.00000000
PA
USD
1572419.48000000
0.024753423368
Long
LON
CORP
US
N
2
2025-11-27
Floating
2.93840000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
8000000.00000000
PA
USD
8221199.20000000
0.129420187794
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAA9
21186721.29000000
PA
USD
21359386.71000000
0.336244843597
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.50200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAG0
11730000.00000000
PA
USD
12222365.58000000
0.192407556388
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
AZEK CO LLC
N/A
AZEK Co LLC/The
12626JAE7
6863084.87560000
PA
USD
6854506.02000000
0.107905359639
Long
LON
CORP
US
N
3
2024-05-05
Floating
3.50000000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAM9
12973125.00000000
PA
USD
12887632.11000000
0.202880349609
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.17550000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-4
02529MAE9
959184.41000000
PA
USD
965522.41000000
0.015199496883
Long
ABS-O
CORP
US
N
2
2025-01-13
Fixed
3.97000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
3620000.00000000
PA
USD
3828150.00000000
0.060263701177
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
1954000.00000000
PA
USD
1983130.82000000
0.031218944694
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
ARTERRA WINES CANADA INC
000000000
6728137.50000000
PA
USD
6725311.68000000
0.105871549810
Long
LON
CORP
CA
N
2
2027-11-25
Floating
4.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-CB1 Trust
92922FRB6
710158.75000000
PA
USD
733618.06000000
0.011548800215
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
11710000.00000000
PA
USD
12179571.00000000
0.191733873335
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
12860000.00000000
PA
USD
10601784.00000000
0.166895953115
Long
DBT
CORP
US
N
2
2067-04-20
Floating
2.26400000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
1000000.00000000
PA
USD
1048380.00000000
0.016503861928
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-ALOHA
36192HAA2
12721000.00000000
PA
USD
12901882.44000000
0.203104681892
Long
ABS-MBS
CORP
US
N
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A2
466247NT6
294601.17000000
PA
USD
294542.96000000
0.004636769438
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
2.15398000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2
21054PAC9
5250000.00000000
PA
USD
5317061.40000000
0.083702519323
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.83000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAB9
1672645.59000000
PA
USD
1692940.80000000
0.026650700333
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.78000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC
549300C97P3BW8QROE16
Summit Materials LLC
86614DAH1
6080000.00000000
PA
USD
6053430.40000000
0.095294625529
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.17550000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2019-A
831645AA4
400037.26000000
PA
USD
399455.81000000
0.006288333938
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.85000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
5385000.00000000
PA
USD
5795606.25000000
0.091235892843
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
8025000.00000000
PA
USD
8331576.67000000
0.131157777718
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
12468750.00000000
PA
USD
12427229.06000000
0.195632568872
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
14423154.33000000
PA
USD
14415241.79000000
0.226928365823
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-1
33843FAE8
13865000.00000000
PA
USD
14281708.42000000
0.224826249891
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.24000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
5455000.00000000
PA
USD
5895463.98000000
0.092807878372
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Morgan Stanley Capital Barclay
N/A
Morgan Stanley Capital Barclays Bank Trust 2016-MART
61691BAA9
14805000.00000000
PA
USD
14813875.60000000
0.233203759631
Long
ABS-MBS
CORP
US
N
2
2031-09-13
Fixed
2.20040000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-1
36255GAC4
12181622.46000000
PA
USD
12324214.44000000
0.194010886787
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.52000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AB5
2557537.64000000
PA
USD
2673130.92000000
0.042081100001
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
4.19000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
9447000.00000000
PA
USD
9860587.68000000
0.155227854022
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
1442256.79000000
PA
USD
1443388.82000000
0.022722190230
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EVK7
94593.30000000
PA
USD
110662.05000000
0.001742069854
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAB9
12130000.00000000
PA
USD
12347213.12000000
0.194372937798
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.32000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAB6
7047164.52000000
PA
USD
7179665.31000000
0.113024099053
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.82000000
N
N
N
N
N
N
IND & COMM BK CHINA/NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAJ7
9450000.00000000
PA
USD
9760999.50000000
0.153660111818
Long
DBT
CORP
CN
N
2
2022-11-08
Fixed
2.95700000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
9015000.00000000
PA
USD
9011915.07000000
0.141867836111
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
5818885.11000000
PA
USD
5923847.32000000
0.093254696057
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
8370000.00000000
PA
USD
8843825.70000000
0.139221730926
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA
46611VAU9
9400000.00000000
PA
USD
9335422.00000000
0.146960563658
Long
LON
CORP
LU
N
2
2026-05-01
Floating
2.10610000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-RPL1 Trust
19687YAA3
11895767.59000000
PA
USD
11791799.77000000
0.185629480997
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.38970000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
9400000.00000000
PA
USD
9686060.80000000
0.152480407934
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Prosper Marketplace Issuance T
N/A
Prosper Marketplace Issuance Trust Series 2019-3
74362DAA6
126019.90000000
PA
USD
126141.77000000
0.001985755504
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.19000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
11440000.00000000
PA
USD
12104950.00000000
0.190559170764
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
3733827.00000000
PA
USD
3935700.09000000
0.061956781773
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1470000.00000000
PA
USD
1497636.00000000
0.023576162996
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Starwood Residential Mortgage
N/A
STAR 2021-1 Trust
85573GAA0
12515000.00000000
PA
USD
12515000.00000000
0.197014281109
Long
ABS-MBS
CORP
US
N
3
2065-05-25
Variable
1.21900000
N
N
N
N
N
N
Drug Royalty III LP 1
5493003XX9XM10JNJW35
Drug Royalty III LP 1
26224HAC1
344184.00000000
PA
USD
344181.56000000
0.005418192777
Long
ABS-O
CORP
US
N
2
2027-04-15
Floating
2.74125000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAX2
7949465.20630000
PA
USD
7889844.22000000
0.124203914268
Long
LON
CORP
US
N
2
2026-11-13
Floating
1.86510000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
4417253.44000000
PA
USD
4701672.00000000
0.074014904442
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
5350000.00000000
PA
USD
5697750.00000000
0.089695415117
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAC5
4740000.00000000
PA
USD
4669895.40000000
0.073514669204
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
5270000.00000000
PA
USD
5599375.00000000
0.088146771097
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
15630000.00000000
PA
USD
16658966.98000000
0.262249652704
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
6170000.00000000
PA
USD
6046600.00000000
0.095187099653
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
14745000.00000000
PA
USD
14739856.06000000
0.232038525395
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
14679191.97000000
PA
USD
15664556.22000000
0.246595388141
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413CG78
6107.33000000
PA
USD
6854.35000000
0.000107902903
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
9809704.87000000
PA
USD
9852052.38000000
0.155093489181
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Global SC Finance SRL
N/A
Global SC Finance VII Srl
37959PAA5
9478671.12000000
PA
USD
9496215.19000000
0.149491810541
Long
ABS-O
CORP
BB
N
2
2040-10-17
Fixed
2.17000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
4800000.00000000
PA
USD
5376000.00000000
0.084630345605
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
AVOLON TLB BORROWER 1 US LLC
05400KAG5
17365000.00000000
PA
USD
17343293.75000000
0.273022497022
Long
LON
CORP
US
N
2
2027-12-01
Floating
3.25000000
N
N
N
N
N
N
VISTRA ENERGY CORP RIGHTS
N/A
VISTRA ENERGY CORP RIGHTS
000000000
98789.00000000
NS
USD
108371.53000000
0.001706011911
Long
EC
CORP
US
N
3
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
2960000.00000000
PA
USD
3078400.00000000
0.048460947900
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAJ5
3250000.00000000
PA
USD
3420903.20000000
0.053852719512
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
5.11500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAC6
8500000.00000000
PA
USD
8493371.70000000
0.133704795819
Long
ABS-O
CORP
US
N
2
2028-01-10
Fixed
1.30000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
2039585.23000000
PA
USD
2092039.69000000
0.032933415547
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCIV LLC
92873AAA6
8019444.04000000
PA
USD
8013247.42000000
0.126146558514
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.23950000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-2
96042PAE2
10355000.00000000
PA
USD
10593580.24000000
0.166766807460
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.01000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
13134MBQ5
9702250.00000000
PA
USD
9587569.41000000
0.150929931674
Long
LON
CORP
US
N
2
2026-04-01
Floating
2.37850000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAL5
1908807.76000000
PA
USD
1886150.21000000
0.029692251513
Long
LON
CORP
US
N
2
2025-03-11
Floating
1.85610000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AA7
5740000.00000000
PA
USD
5745180.35000000
0.090442075629
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
0.90600000
N
N
N
N
N
N
SHEARER'S FOODS LLC
549300AQWIJSYS2CIH04
SHEARER'S FOODS LLC
82087UAL1
6454892.52000000
PA
USD
6437722.51000000
0.101344248685
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.25000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-4
66987WBX4
627958.44000000
PA
USD
630936.53000000
0.009932361716
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.83363000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAE0
5020000.00000000
PA
USD
5102415.85000000
0.080323515030
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.44000000
N
N
N
N
N
N
HLF FINANCING SARL LLC
549300VKVJUV5OGV2R51
HLF Financing Sarl LLC
000000000
2977365.73000000
PA
USD
2962478.90000000
0.046636088756
Long
LON
CORP
US
N
3
2025-08-16
Floating
2.85610000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-U Trust
949803AA8
252118.05000000
PA
USD
250143.79000000
0.003937826525
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.27290600
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC
12658HAG7
2905000.00000000
PA
USD
2883677.30000000
0.045395574128
Long
LON
CORP
US
N
2
2027-11-23
Floating
4.25000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
8530000.00000000
PA
USD
8775237.50000000
0.138141998212
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
6336000.00000000
PA
USD
7223470.28000000
0.113713687921
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
7500000.00000000
PA
USD
7524501.00000000
0.118452589310
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
5000000.00000000
PA
USD
5316924.50000000
0.083700364209
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.60500000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
000000000
9320000.00000000
PA
USD
9295581.60000000
0.146333386050
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.36510000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
4350000.00000000
PA
USD
4440001.50000000
0.069895621546
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAA7
6042045.34000000
PA
USD
6146478.47000000
0.096759411675
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC
15911AAC7
8065794.43970000
PA
USD
8052969.83000000
0.126771878694
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
6040000.00000000
PA
USD
6266681.20000000
0.098651673317
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
8460000.00000000
PA
USD
8967600.00000000
0.141170217121
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAA5
11418365.64000000
PA
USD
11558323.97000000
0.181954046167
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.67500000
N
N
N
N
N
N
Exeter Automobile Receivables
549300KR7NUJOX0UJ040
Exeter Automobile Receivables Trust 2019-1
30167DAD9
14555000.00000000
PA
USD
15159945.10000000
0.238651672836
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
4.13000000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA LLC
000000000
11692629.37420000
PA
USD
11505079.60000000
0.181115859888
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.10720000
N
N
N
N
N
N
LEB HOLDINGS USA INC
N/A
LEB Holdings USA Inc
05638UAB8
7825387.50000000
PA
USD
7835169.23000000
0.123343206809
Long
LON
CORP
US
N
2
2027-11-02
Floating
4.75000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAF8
6410000.00000000
PA
USD
6538999.97000000
0.102938583960
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AG6
1830000.00000000
PA
USD
2122800.00000000
0.033417652092
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAC1
9350000.00000000
PA
USD
9395645.77000000
0.147908621409
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.84100000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
11365000.00000000
PA
USD
3802160.75000000
0.059854571859
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
7930000.00000000
PA
USD
8307517.17000000
0.130779027012
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.55281900
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300CLUTIE6U42KJ43
Amur Equipment Finance Receivables V LLC
03236TAG1
955358.27000000
PA
USD
958471.11000000
0.015088493543
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
3.24000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
6295000.00000000
PA
USD
6019593.75000000
0.094761960465
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
23589539.30000000
PA
USD
23691295.14000000
0.372954333245
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76300000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2020-A LLC
20825XAC2
8845000.00000000
PA
USD
8935424.20000000
0.140663697576
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
4.27000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2016-1
553894AA4
1238642.81000000
PA
USD
1252534.93000000
0.019717720239
Long
ABS-O
CORP
US
N
2
2033-12-20
Fixed
2.25000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
1680000.00000000
PA
USD
1731527.78000000
0.027258146288
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAQ1
4794000.00000000
PA
USD
5035043.90000000
0.079262928830
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-3
36258AAD2
3000000.00000000
PA
USD
3106767.60000000
0.048907517801
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
3.84000000
N
N
N
N
N
N
AVID AUTOMOBILE RECEIVABLES TR
549300MXT4YCVL1BDV18
Avid Automobile Receivables Trust 2018-1
05367MAB3
2538072.22000000
PA
USD
2541040.50000000
0.040001699351
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.85000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
549300O6TO32N91PEI50
Sofi Consumer Loan Program 2017-5 LLC
83405LAB6
2060368.10000000
PA
USD
2071324.31000000
0.032607308819
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
2.78000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
12645000.00000000
PA
USD
14158851.31000000
0.222892202331
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
11690000.00000000
PA
USD
13361670.00000000
0.210342773430
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829229AQ6
6733998.65820000
PA
USD
6683493.67000000
0.105213240167
Long
LON
CORP
US
N
2
2024-01-03
Floating
2.45160000
N
N
N
N
N
N
Upstart Securitization Trust
549300PN2KS41LBX8D66
Upstart Securitization Trust 2019-2
916780AB5
7487000.00000000
PA
USD
7637724.54000000
0.120234982785
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
3.73400000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-2
24381CAB8
218200.25000000
PA
USD
218783.41000000
0.003444143526
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
2.60600000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAA7
1388936.32000000
PA
USD
1393552.45000000
0.021937653545
Long
ABS-O
CORP
US
N
2
2022-05-20
Fixed
3.75000000
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust 2020-A
83165WAA4
1471137.72000000
PA
USD
1476693.62000000
0.023246482777
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
2.62000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
9060000.00000000
PA
USD
9356536.34000000
0.147292950915
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
8205000.00000000
PA
USD
8536665.79000000
0.134386342284
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2017-1
32058NAJ2
2057000.00000000
PA
USD
2082399.22000000
0.032781652841
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.60000000
N
N
N
N
N
N
HILLMAN GROUP INC/THE
BDPO7HREUXNPHVMSIT54
HILLMAN GROUP INC/THE
000000000
974201.33000000
PA
USD
968521.74000000
0.015246713091
Long
LON
CORP
US
N
2
2028-02-24
Floating
3.25000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
12593282.42000000
PA
USD
13787504.65000000
0.217046369709
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
3665000.00000000
PA
USD
3932498.09000000
0.061906375083
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
ARISTOCRAT INTERNATIONAL PT
549300FMN7FEICZ8D332
Aristocrat International Pty Ltd
04044PAH7
1587005.00000000
PA
USD
1591305.78000000
0.025050736258
Long
LON
CORP
AU
N
2
2024-10-19
Floating
4.75000000
N
N
N
N
N
N
CHC Commercial Mortgage Trust
N/A
CHC Commercial Mortgage Trust 2019 - CHC
162665AA1
17564207.64000000
PA
USD
17469703.42000000
0.275012469875
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.22600000
N
N
N
N
N
N
Oportun Funding LLC
549300GGHBCT645S8T42
Oportun Funding IX LLC
68376VAA2
8455000.00000000
PA
USD
8459518.35000000
0.133171867859
Long
ABS-O
CORP
US
N
2
2024-07-08
Fixed
3.91000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2019-1
05369DAD7
1615000.00000000
PA
USD
1642463.88000000
0.025856079949
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.03000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2017-1
74113YAE4
3325537.87000000
PA
USD
3335593.96000000
0.052509759976
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.81000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
10428568.99000000
PA
USD
10540525.94000000
0.165931613311
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-1
02528CAE2
7570853.19000000
PA
USD
7673186.14000000
0.120793228221
Long
ABS-O
CORP
US
N
2
2025-04-14
Fixed
3.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-A
12597JAC6
4200000.00000000
PA
USD
4293142.56000000
0.067583731135
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
4545000.00000000
PA
USD
3272400.00000000
0.051514944746
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
6985602.74000000
PA
USD
6981681.72000000
0.109907391530
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2017-1
24380TAA4
309572.18000000
PA
USD
309473.98000000
0.004871817314
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Variable
2.72500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
9355000.00000000
PA
USD
9425162.50000000
0.148373281205
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FKM7
34022.18000000
PA
USD
37300.13000000
0.000587188038
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
ZIGGO FINANCING PARTNERS
213800TQASLF9JXH5J59
Ziggo BV
000000000
3145000.00000000
PA
USD
3110688.05000000
0.048969234512
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.61030000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
2000000.00000000
PA
USD
2126544.86000000
0.033476604621
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Co Inc
38469EAD5
6495152.54000000
PA
USD
6450141.13000000
0.101539745727
Long
LON
CORP
US
N
2
2027-08-04
Floating
3.75000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2020-A
00086CAA8
6932981.43000000
PA
USD
7145067.57000000
0.112479452719
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
6.00000000
N
N
N
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
Turning Point Brands Inc
90041LAF2
3120000.00000000
PA
USD
3237000.00000000
0.050957669033
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
4332000.00000000
PA
USD
4785430.44000000
0.075333450893
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC
918290AA5
1685163.21000000
PA
USD
1696716.69000000
0.026710141344
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-2
64828YAR2
529191.02000000
PA
USD
560757.58000000
0.008827587015
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.75000000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAD4
9180000.00000000
PA
USD
9072869.40000000
0.142827394522
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.61510000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
6230000.00000000
PA
USD
6292300.00000000
0.099054970917
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
12120000.00000000
PA
USD
13108695.42000000
0.206360383896
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KX8
7115000.00000000
PA
USD
7228887.96000000
0.113798974403
Long
DBT
CORP
US
N
2
2023-09-01
Floating
1.62050000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAB6
7666000.00000000
PA
USD
7534440.71000000
0.118609062728
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
3000000.00000000
PA
USD
3370860.00000000
0.053064926857
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
820165.60000000
PA
USD
820004.27000000
0.012908713684
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
6965000.00000000
PA
USD
7180218.50000000
0.113032807510
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG RECEIVABLES NOTE TRUST 2017-A
05607BAA9
6090500.75000000
PA
USD
6227012.02000000
0.098027191097
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC
05584AAA8
3570897.37000000
PA
USD
3656323.23000000
0.057558760900
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corp
92537EAC2
11152561.22000000
PA
USD
11057318.35000000
0.174067089550
Long
LON
CORP
US
N
2
2027-03-02
Floating
2.85590000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2019-SH1
85211XAA1
2088319.71000000
PA
USD
2118561.50000000
0.033350928558
Long
ABS-MBS
CORP
US
N
2
2049-04-29
Variable
3.39500000
N
N
N
N
N
N
Prosper Marketplace Issuance T
N/A
Prosper Marketplace Issuance Trust Series 2019-4
74362GAA9
1091426.18000000
PA
USD
1095352.80000000
0.017243319572
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
2.48000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR2 Trust
89613JAG5
5243000.00000000
PA
USD
5086749.16000000
0.080076886052
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.28100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
6854554.83000000
PA
USD
6821479.55000000
0.107385448633
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST2
91682CAA5
7215000.00000000
PA
USD
7284310.90000000
0.114671456280
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
2.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
6722170.31710000
PA
USD
6646545.90000000
0.104631599069
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.36510000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAB2
1600000.00000000
PA
USD
1596691.36000000
0.025135517414
Long
ABS-MBS
CORP
US
N
2
2050-12-26
Variable
4.82620000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-4
576434QC1
1043964.46000000
PA
USD
1075399.38000000
0.016929207811
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAR9
2250000.00000000
PA
USD
2235970.80000000
0.035199215321
Long
ABS-O
CORP
US
N
2
2026-11-09
Fixed
1.32000000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
15930000.00000000
PA
USD
16340296.11000000
0.257233055632
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BV7
14300000.00000000
PA
USD
16184597.00000000
0.254782001039
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAH5
7183400.00000000
PA
USD
7075649.00000000
0.111386648111
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.47340000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
15708000.00000000
PA
USD
15738026.94000000
0.247751982714
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.57263000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2020-3 Trust
21873CAA1
8366453.24000000
PA
USD
8249070.23000000
0.129858940566
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.35800000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
3465000.00000000
PA
USD
3693741.98000000
0.058147816284
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
2731000.00000000
PA
USD
3061314.45000000
0.048191982870
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
4959000.00000000
PA
USD
5140681.49000000
0.080925902370
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
555000.00000000
PA
USD
596236.50000000
0.009386105107
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
6480000.00000000
PA
USD
6925824.00000000
0.109028065238
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AD1
1026000.00000000
PA
USD
1059550.20000000
0.016679706028
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
10200000.00000000
PA
USD
11108773.18000000
0.174877104440
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAB5
3355000.00000000
PA
USD
3403375.41000000
0.053576792628
Long
ABS-O
CORP
US
N
2
2022-10-20
Fixed
4.47000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2018-2
52603JAA8
8445000.00000000
PA
USD
8609391.21000000
0.135531204157
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
4.23000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
4075000.00000000
PA
USD
4315214.32000000
0.067931190338
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
3490000.00000000
PA
USD
3558866.08000000
0.056024565906
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
2155000.00000000
PA
USD
2222343.75000000
0.034984694868
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
24315000.00000000
PA
USD
27140425.37000000
0.427251409771
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver Inc
365556AW9
769187.50000000
PA
USD
766941.47000000
0.012073385726
Long
LON
CORP
US
N
2
2027-02-28
Floating
2.85850000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
10800000.00000000
PA
USD
11615832.00000000
0.182859352055
Long
DBT
NUSS
SA
N
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
9305000.00000000
PA
USD
9246843.75000000
0.145566142544
Long
LON
CORP
US
N
2
2026-02-08
Floating
3.35720000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376AAB9
7345000.00000000
PA
USD
7532487.74000000
0.118578318582
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
000000000
5525000.00000000
PA
USD
5496601.50000000
0.086528884783
Long
LON
CORP
US
N
2
2028-02-18
Floating
3.75000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST
N/A
Upstart Pass-Through Trust Series 2020-ST1
91679MAA8
1916495.83000000
PA
USD
1971713.14000000
0.031039204700
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
6996605.02000000
PA
USD
7410262.50000000
0.116654218080
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAA7
5765621.37000000
PA
USD
5829752.95000000
0.091773438792
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
5835000.00000000
PA
USD
6005206.95000000
0.094535479837
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
7620000.00000000
PA
USD
8223275.40000000
0.129452871857
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
12735000.00000000
PA
USD
12734877.74000000
0.200475651855
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579CP1
2893341.35000000
PA
USD
2991390.90000000
0.047091228740
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
2.52449000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
27050000.00000000
PA
USD
27075159.21000000
0.426223973447
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.08600000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-4
23343JAE6
13370000.00000000
PA
USD
13646427.42000000
0.214825496433
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.73000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
8750000.00000000
PA
USD
9078464.50000000
0.142915473995
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
7255000.00000000
PA
USD
7417030.99000000
0.116760769353
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKNK7
2487371.07000000
PA
USD
2685737.02000000
0.042279548401
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWKG1
13772158.67000000
PA
USD
14570654.80000000
0.229374916557
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAB8
2660000.00000000
PA
USD
2775178.00000000
0.043687550828
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
7896979.58170000
PA
USD
7798267.34000000
0.122762287965
Long
LON
CORP
US
N
2
2026-08-28
Floating
2.60720000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
755000.00000000
PA
USD
773875.00000000
0.012182535101
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434J39
1625502.79000000
PA
USD
1715326.61000000
0.027003103390
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
07331QAD9
5822250.00000000
PA
USD
6075128.37000000
0.095636200436
Long
ABS-MBS
CORP
US
N
2
2053-06-28
Variable
4.25000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-2
00108GAB1
8030000.00000000
PA
USD
8180138.52000000
0.128773800231
Long
ABS-O
CORP
US
N
2
2023-08-21
Fixed
3.63000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
15150000.00000000
PA
USD
14426232.38000000
0.227101382458
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
4159000.00000000
PA
USD
4205788.75000000
0.066208585463
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
TCF Auto Receivables Owner Tru
N/A
TCF Auto Receivables Owner Trust 2016-PT1
87226VAC0
10900000.00000000
PA
USD
10911397.04000000
0.171769959547
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.21000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2017-SFR1 Trust
74333JAD3
4000000.00000000
PA
USD
4024280.00000000
0.063351229019
Long
ABS-O
CORP
US
N
2
2034-08-17
Fixed
3.01700000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
3400000.00000000
PA
USD
3876319.60000000
0.061021999148
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
Transocean Guardian Ltd
893800AA0
2867375.00000000
PA
USD
2508953.13000000
0.039496571893
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
07332HAC0
8108250.00000000
PA
USD
8473840.45000000
0.133397329963
Long
ABS-MBS
CORP
US
N
2
2055-04-28
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
20999000.00000000
PA
USD
2047402.50000000
0.032230725663
Long
DBT
NUSS
VE
N
2
2018-12-01
Fixed
7.00000000
Y
Y
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
3565000.00000000
PA
USD
3672306.50000000
0.057810373560
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
12395000.00000000
PA
USD
12797837.50000000
0.201466780249
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.37500000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2020-NPL3 LLC
741392AA2
16352739.90000000
PA
USD
16512332.83000000
0.259941300994
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.10480000
N
N
N
N
N
N
HILLMAN GROUP INC/THE
BDPO7HREUXNPHVMSIT54
HILLMAN GROUP INC/THE
000000000
4797941.51000000
PA
USD
4769969.51000000
0.075090061041
Long
LON
CORP
US
N
2
2028-02-24
Floating
3.25000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAU1
9500000.00000000
PA
USD
9454020.00000000
0.148827563236
Long
LON
CORP
US
N
2
2023-02-05
Floating
3.11510000
N
N
N
N
N
N
ALIXPARTNERS LLP
5493005G2MHUFTGARL57
ALIXPARTNERS LLP
01642PBB1
5660000.00000000
PA
USD
5635605.40000000
0.088717119177
Long
LON
CORP
US
N
2
2028-02-04
Floating
3.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
3489707.07000000
PA
USD
3721265.19000000
0.058581093585
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2P5
14530000.00000000
PA
USD
14702927.63000000
0.231457188752
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.45000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
9470000.00000000
PA
USD
9754396.32000000
0.153556162896
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
9064844.13000000
PA
USD
9161951.27000000
0.144229743749
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48600000
N
N
N
N
N
N
Upstart Securitization Trust
5493001JGB0VWKP2NJ75
Upstart Securitization Trust 2019-1
91679KAB0
384746.63000000
PA
USD
385320.52000000
0.006065812644
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
4.19000000
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING
549300WNMXD3KV7LO256
Trinseo Materials Operating SCA
000000000
5690000.00000000
PA
USD
5625987.50000000
0.088565711773
Long
LON
CORP
LU
N
2
2028-03-18
Floating
2.61510000
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
5958740.07300000
PA
USD
5866856.30000000
0.092357529070
Long
LON
CORP
US
N
2
2024-12-22
Floating
2.94050000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594088AR7
9103823.44180000
PA
USD
9090167.71000000
0.143099708873
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL1 Trust
22945AAA7
7122881.94000000
PA
USD
7391493.65000000
0.116358754117
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RHT1
2107607.82000000
PA
USD
2363427.57000000
0.037205671886
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
4115000.00000000
PA
USD
4768256.25000000
0.075063090470
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
6195000.00000000
PA
USD
6303412.50000000
0.099229906690
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
000000000
8365840.10650000
PA
USD
8365840.11000000
0.131697161418
Long
LON
CORP
CA
N
2
2025-05-31
Floating
3.50000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAF1
10000000.00000000
PA
USD
10129104.00000000
0.159454905541
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
4.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
5604246.42000000
PA
USD
5701889.77000000
0.089760584419
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
8842251.79870000
PA
USD
8788225.64000000
0.138346460782
Long
LON
CORP
US
N
2
2025-08-03
Floating
3.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
3005000.00000000
PA
USD
3120993.00000000
0.049131457630
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
5546325.66390000
PA
USD
5518594.04000000
0.086875096886
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.86030000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
8062000.00000000
PA
USD
8095782.52000000
0.127445846839
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAJ4
6245000.00000000
PA
USD
6522902.50000000
0.102685173534
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI US INC
000000000
12133312.50000000
PA
USD
11957986.13000000
0.188245628519
Long
LON
CORP
US
N
2
2027-01-31
Floating
2.36510000
N
N
N
N
N
N
KPAE FINANCE SUB INC
2549001NJ55NUV372F56
KPAE Finance Sub Inc
69315JAG8
1160000.00000000
PA
USD
1162900.00000000
0.018306664602
Long
LON
CORP
US
N
2
2027-10-29
Floating
5.00000000
N
N
N
N
N
N
DORIC NIMROD AIR 2012-1A
N/A
Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
258258AA0
4564094.49320000
PA
USD
4547003.47000000
0.071580073499
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAD3
15480000.00000000
PA
USD
15653263.00000000
0.246417607428
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
3.47000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-1
46643UDJ5
2633064.71000000
PA
USD
2676536.35000000
0.042134709137
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
2.12589900
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
5975000.00000000
PA
USD
6163354.11000000
0.097025072249
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2020-1
12597UAD9
7910000.00000000
PA
USD
8033972.64000000
0.126472820145
Long
ABS-O
CORP
US
N
2
2026-01-12
Fixed
2.35000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
1425000.00000000
PA
USD
1441031.25000000
0.022685076769
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
4000000.00000000
PA
USD
4100000.00000000
0.064543232325
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
6680223.52000000
PA
USD
6616630.46000000
0.104160662680
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2019-3
22535KAC7
10550000.00000000
PA
USD
10973609.93000000
0.172749330526
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.86000000
N
N
N
N
N
N
Tidewater Auto Receivables Tru
N/A
Tidewater Auto Receivables Trust 2020-A
88641WAD1
10470000.00000000
PA
USD
10666306.22000000
0.167911678148
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.91000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAE1
2930000.00000000
PA
USD
2909982.24000000
0.045809673116
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.91000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
4645000.00000000
PA
USD
4904887.75000000
0.077213977945
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2R Mortgage Loan Trust
12656GAA4
4286186.32000000
PA
USD
4290309.63000000
0.067539134438
Long
ABS-MBS
CORP
US
N
2
2065-10-26
Variable
1.32500000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
000000000
6040000.00000000
PA
USD
6026108.00000000
0.094864509429
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAA1
10452361.96000000
PA
USD
10521065.34000000
0.165625259646
Long
ABS-O
CORP
US
N
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
Sutherland Commercial Mortgage
N/A
Sutherland Commercial Mortgage Loans 2017-SBC6
86933YAA4
1437501.03000000
PA
USD
1429689.65000000
0.022506534447
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.19200000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAE4
11335000.00000000
PA
USD
11296770.45000000
0.177836604799
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.83000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2019-2
02530DAC0
12600000.00000000
PA
USD
12766294.80000000
0.200970227124
Long
ABS-O
CORP
US
N
2
2025-06-12
Fixed
3.17000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-3
30167EAC9
4580000.00000000
PA
USD
4664896.71000000
0.073435978567
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
2.79000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
6325000.00000000
PA
USD
6871897.32000000
0.108179137863
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAF0
8240000.00000000
PA
USD
8439988.92000000
0.132864430655
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.90000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2017-1
36253UAD3
2671271.28000000
PA
USD
2679168.89000000
0.042176151245
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJX3
50116.73000000
PA
USD
59592.79000000
0.000938124704
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
6.00000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
10465000.00000000
PA
USD
10308025.00000000
0.162271524973
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
3815547.84000000
PA
USD
3824013.78000000
0.060198587760
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
10350000.00000000
PA
USD
11229729.51000000
0.176781229442
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600VAE1
2650000.00000000
PA
USD
2640062.50000000
0.041560528607
Long
LON
CORP
US
N
2
2026-12-13
Floating
3.25000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
000000000
2800000.00000000
PA
USD
3041500.00000000
0.047880058809
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.62500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-C
12597TAC4
3995000.00000000
PA
USD
4067045.03000000
0.064024446889
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.71000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
11513000.00000000
PA
USD
11268348.75000000
0.177389183242
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
PARAGON OFFSHORE FINANCE CO
N/A
Paragon Offshore Finance Co
000000000
65729.22000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2021-07-18
Floating
3.75000000
Y
Y
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
6738586.61000000
PA
USD
6845604.13000000
0.107765223846
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
4875000.00000000
PA
USD
4861146.71000000
0.076525395480
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
3319856.51000000
PA
USD
3421790.38000000
0.053866685723
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.51117800
N
N
N
N
N
N
AI CONVOY LUXEM
222100GQMVQ4KP4KJS35
AI Convoy Luxembourg Sarl
00135BAC7
9870299.99990000
PA
USD
9853026.97000000
0.155108831422
Long
LON
CORP
LU
N
2
2027-01-20
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406CYZ5
110690.92000000
PA
USD
123531.90000000
0.001944670273
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAA6
7445524.63000000
PA
USD
7639257.18000000
0.120259109990
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
2.54000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
4327220.00000000
PA
USD
3678137.00000000
0.057902158759
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2019-ST3
91532RAA4
3335418.10000000
PA
USD
3377388.33000000
0.053167697472
Long
ABS-O
CORP
US
N
2
2025-11-15
Fixed
3.75000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
8270000.00000000
PA
USD
8671012.30000000
0.136501258871
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Welk Resorts LLC
549300TIITBU8G1Z5089
Welk Resorts 2015-A LLC
949458AA1
1094450.09000000
PA
USD
1094852.41000000
0.017235442307
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
2.79000000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAG8
1980000.00000000
PA
USD
1998894.35000000
0.031467098152
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
3.15000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
6265000.00000000
PA
USD
6221332.95000000
0.097937789747
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.71850000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
6060000.00000000
PA
USD
5983098.60000000
0.094187444625
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
5190518.02000000
PA
USD
5433742.06000000
0.085539335652
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
21430000.00000000
PA
USD
23507863.30000000
0.370066703034
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
10905000.00000000
PA
USD
10977845.40000000
0.172816006361
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
13175000.00000000
PA
USD
14770229.00000000
0.232516663864
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAB0
1704999.93000000
PA
USD
1828992.64000000
0.028792462654
Long
ABS-O
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBC2
1667626.09000000
PA
USD
1674927.29000000
0.026367127123
Long
ABS-O
CORP
US
N
2
2022-07-25
Fixed
2.65000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAL9
6445000.00000000
PA
USD
6723746.25000000
0.105846906417
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2020-1
12597UAE7
2415000.00000000
PA
USD
2487882.53000000
0.039164873202
Long
ABS-O
CORP
US
N
2
2027-02-12
Fixed
4.43000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
44969CBJ8
7577143.33440000
PA
USD
7526603.79000000
0.118485691960
Long
LON
CORP
US
N
2
2025-06-11
Floating
1.86510000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2015-A
68504TAA2
1203165.77000000
PA
USD
1214002.92000000
0.019111139636
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
2.88000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138JAC7
18315000.00000000
PA
USD
18320750.91000000
0.288409873745
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.19475000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAL9
2235000.00000000
PA
USD
2232321.80000000
0.035141771844
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.10600000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
13774000.00000000
PA
USD
14760802.42000000
0.232368268268
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAC3
3250000.00000000
PA
USD
3286472.48000000
0.051736477270
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.36000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
8900000.00000000
PA
USD
8911176.62000000
0.140281986067
Long
ABS-MBS
CORP
US
N
3
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
4362000.00000000
PA
USD
4340899.26000000
0.068335529131
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAP5
3954213.42000000
PA
USD
4030655.88000000
0.063451599728
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
6689000.00000000
PA
USD
7080772.72000000
0.111467307002
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
2585000.00000000
PA
USD
2811187.50000000
0.044254421444
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2014-IVR2
12648HAK1
3539236.90000000
PA
USD
3610544.38000000
0.056838098716
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Variable
3.76238800
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2020-1
90945BAE4
3990000.00000000
PA
USD
4041920.67000000
0.063628932888
Long
ABS-O
CORP
US
N
2
2025-02-10
Fixed
2.15000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
13830000.00000000
PA
USD
14622254.87000000
0.230187217852
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
5585000.00000000
PA
USD
5564056.25000000
0.087590774442
Long
LON
CORP
US
N
2
2028-02-12
Floating
2.75000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8
22541SX37
2246061.30000000
PA
USD
2315136.89000000
0.036445467842
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
LHFC Depositor, LLC
549300VCHJCK9EK5QK41
LHOME Mortgage Trust 2019-RTL1
501890AA5
11380468.16000000
PA
USD
11438258.18000000
0.180063940270
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
4.58000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAJ8
11735000.00000000
PA
USD
12406010.82000000
0.195298545996
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.68000000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX INC
000000000
5035000.00000000
PA
USD
5016118.75000000
0.078965004354
Long
LON
CORP
US
N
2
2028-03-19
Floating
0.01000000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2021-1
75907VAA5
2610000.00000000
PA
USD
2601700.46000000
0.040956623714
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
5543124.83000000
PA
USD
5525377.41000000
0.086981882404
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
9796189.81000000
PA
USD
9700676.96000000
0.152710499205
Long
LON
CORP
US
N
2
2026-06-21
Floating
1.94690000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
8790000.00000000
PA
USD
9329793.90000000
0.146871964691
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AS1
11800000.00000000
PA
USD
12817325.20000000
0.201773560529
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-2
38014RAC8
2560000.00000000
PA
USD
2673787.39000000
0.042091434317
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.16000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
7355140.01000000
PA
USD
7379990.82000000
0.116177673671
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAR9
9046662.31000000
PA
USD
9038494.08000000
0.142286249579
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.35600000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAC9
7335000.00000000
PA
USD
7333978.23000000
0.115453331894
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
1.20863000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAG3
8775000.00000000
PA
USD
9037219.82000000
0.142266189857
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust
9292274D5
226186.97000000
PA
USD
234487.26000000
0.003691357487
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
3.07160100
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAB2
16200000.00000000
PA
USD
16543823.94000000
0.260437041977
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.22000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAC0
1967726.79000000
PA
USD
1976339.14000000
0.031112028357
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.99000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
8580000.00000000
PA
USD
9759106.50000000
0.153630311735
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
4886042.18000000
PA
USD
5002260.11000000
0.078746838153
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
4517549.58000000
PA
USD
4599953.30000000
0.072413623055
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
9851000.00000000
PA
USD
960472.50000000
0.015119999929
Long
DBT
NUSS
VE
N
2
2018-12-30
Fixed
7.75000000
Y
Y
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
4355000.00000000
PA
USD
5053977.50000000
0.079560986329
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
7331284.98000000
PA
USD
7331282.78000000
0.115410899441
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.35600000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
3000000.00000000
PA
USD
3131250.00000000
0.049292925906
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
9274665.92000000
PA
USD
9517367.23000000
0.149824791280
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
FHF Trust 2020-1
N/A
FHF Trust 2020-1
30260YAA5
9770108.77000000
PA
USD
9844087.06000000
0.154968097108
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.59000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAE9
6990000.00000000
PA
USD
7183397.22000000
0.113082847720
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.71000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
3205000.00000000
PA
USD
3673731.25000000
0.057832802333
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-SFP
43289VAJ2
22020000.00000000
PA
USD
22050066.11000000
0.347117692615
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
3.32283500
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2020-A
05608TAB7
6181623.58000000
PA
USD
6218947.61000000
0.097900239124
Long
ABS-O
CORP
US
N
2
2036-02-28
Fixed
2.49000000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAA4
4026639.20000000
PA
USD
4098637.92000000
0.064521790118
Long
ABS-MBS
CORP
US
N
2
2050-01-28
Variable
2.52100000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAF9
1751166.06000000
PA
USD
1756632.50000000
0.027653351111
Long
ABS-O
CORP
US
N
2
2022-08-18
Fixed
2.71000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
2502157.51000000
PA
USD
2521077.32000000
0.039687433945
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
655000.00000000
PA
USD
561806.60000000
0.008844100952
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
ASTORIA ENERGY LLC
549300BXD26J7I0IPB62
Astoria Energy LLC
04626LAE9
4175000.00000000
PA
USD
4173497.00000000
0.065700240604
Long
LON
CORP
US
N
2
2027-12-10
Floating
4.50000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
4337629.94000000
PA
USD
4386320.70000000
0.069050564876
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
72108PAS3
3992737.02000000
PA
USD
3976326.87000000
0.062596338773
Long
LON
CORP
US
N
2
2028-01-21
Floating
3.10840000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
3050000.00000000
PA
USD
3027125.00000000
0.047653763939
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2018-2
35105MAF8
4650000.00000000
PA
USD
4860417.15000000
0.076513910563
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.33000000
N
N
N
N
N
N
CITYCENTER HOLDINGS LLC
54930012KUDSU3GT0X08
CityCenter Holdings LLC
17875LAL3
9505000.00000000
PA
USD
9375636.95000000
0.147593637527
Long
LON
CORP
US
N
2
2024-04-18
Floating
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
19595109.21000000
PA
USD
20112731.66000000
0.316619685909
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAE8
8095000.00000000
PA
USD
8657127.32000000
0.136282678020
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Floating
3.84790100
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
963563.00000000
NS
USD
21323649.19000000
0.335682254559
Long
EC
RF
US
N
1
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
3500000.00000000
PA
USD
3635662.10000000
0.057233508189
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2
21054PAB1
1255788.97000000
PA
USD
1261065.42000000
0.019852009361
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.47000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
4300331.82000000
PA
USD
4410575.56000000
0.069432390989
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2019-1
252722AB9
4657855.36000000
PA
USD
4775456.43000000
0.075176437517
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
3.53000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAC9
11130000.00000000
PA
USD
11942447.48000000
0.188001015179
Long
DBT
CORP
SG
N
2
2026-02-01
Fixed
3.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
7206250.00000000
PA
USD
5673850.31000000
0.089319180179
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.56975000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405VCC9
22856.10000000
PA
USD
26156.40000000
0.000411760634
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AS8
7835000.00000000
PA
USD
8300555.70000000
0.130669437798
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
Upstart Securitization Trust
549300PN2KS41LBX8D66
Upstart Securitization Trust 2019-2
916780AA7
1601721.97000000
PA
USD
1609338.16000000
0.025334606524
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.89700000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAJ0
2000000.00000000
PA
USD
1985532.60000000
0.031256754119
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
2.38000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAA3
2991749.24000000
PA
USD
3031675.33000000
0.047725396380
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.33000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434H72
3993464.78000000
PA
USD
4175006.09000000
0.065723997079
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
6.50000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd
02376CBJ3
10340000.00000000
PA
USD
10582369.60000000
0.166590326742
Long
LON
CORP
US
N
2
2028-03-24
Floating
5.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
1911442.93000000
PA
USD
1941866.22000000
0.030569346971
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
1018099.57000000
PA
USD
1020896.39000000
0.016071208019
Long
ABS-O
CORP
US
N
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
PODS LLC
N/A
PODS LLC
000000000
7825000.00000000
PA
USD
7781962.50000000
0.122505613069
Long
LON
CORP
US
N
2
2028-03-19
Floating
3.75000000
N
N
N
N
N
N
Republic Finance Issuance Trus
N/A
Republic Finance Issuance Trust 2020-A
76042EAA7
6835000.00000000
PA
USD
6957471.58000000
0.109526269410
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAA7
20057547.99000000
PA
USD
21531697.54000000
0.338957404068
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
14260474.54000000
PA
USD
14311060.72000000
0.225288321188
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
15475000.00000000
PA
USD
15183942.80000000
0.239029450671
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC WARRANT
000000000
20771.00000000
NC
USD
254444.75000000
0.004005533320
N/A
DE
CORP
US
N
3
IHEARTMEDIA INC
N/A
Call
Purchased
iHeartMedia Inc
iHeartMedia Inc
1.00000000
0.00000000
USD
2049-12-31
XXXX
-106318.43000000
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17326QAA1
9156153.12000000
PA
USD
9438544.45000000
0.148583943231
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
9331660.73160000
PA
USD
9280336.60000000
0.146093395422
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.86030000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
1000000.00000000
PA
USD
1027580.00000000
0.016176423090
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAB4
10691949.81000000
PA
USD
10814384.40000000
0.170242762142
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.61000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
212906.00000000
PA
USD
228341.69000000
0.003594612377
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72814CAF5
7480000.00000000
PA
USD
7433250.00000000
0.117016093093
Long
LON
CORP
US
N
2
2028-03-11
Floating
2.85600000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
9510000.00000000
PA
USD
10677828.00000000
0.168093056910
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AA9
5276000.00000000
PA
USD
5248459.28000000
0.082622567477
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAC3
17822000.00000000
PA
USD
18718965.22000000
0.294678663678
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
4.74000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
8650000.00000000
PA
USD
9449952.00000000
0.148763523755
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
11400000.00000000
PA
USD
12711000.00000000
0.200099762460
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
6675000.00000000
PA
USD
7405078.13000000
0.116572604422
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAU7
7365000.00000000
PA
USD
7679483.73000000
0.120892366469
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAD8
3000000.00000000
PA
USD
3066425.40000000
0.048272440731
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.75000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
8106000.00000000
PA
USD
7925831.59000000
0.124770436508
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
15875000.00000000
PA
USD
16072162.42000000
0.253012027571
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
4681394.53000000
PA
USD
4679749.96000000
0.073669802168
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-6
12669FVE0
386720.79000000
PA
USD
388887.97000000
0.006121972340
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.27345300
N
N
N
N
N
N
Westlake Automobile Receivable
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAL6
10900000.00000000
PA
USD
11186721.23000000
0.176104182269
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
4.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAG4
13505000.00000000
PA
USD
13969935.28000000
0.219918238621
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
05604XAP1
8333419.04930000
PA
USD
8145917.12000000
0.128235078336
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.43980000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAB3
2006295.53000000
PA
USD
2072425.44000000
0.032624643085
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
8835000.00000000
PA
USD
9218102.39000000
0.145113688818
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
5260272.55000000
PA
USD
5238652.83000000
0.082468191872
Long
LON
CORP
US
N
2
2028-01-21
Floating
3.10840000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-SST2
17327XAA5
7195000.00000000
PA
USD
7197265.71000000
0.113301168982
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.02600000
N
N
N
N
N
N
FERRELLGAS ESCROW LLC/FG
N/A
Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp
315289AA6
3050000.00000000
PA
USD
3029565.00000000
0.047692175034
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAD4
2660000.00000000
PA
USD
2626750.00000000
0.041350959880
Long
LON
CORP
US
N
2
2026-01-04
Floating
3.75000000
N
N
N
N
N
N
Welk Resorts LLC
N/A
Welk Resorts 2019-A LLC
94946DAB7
4862692.54000000
PA
USD
5029743.53000000
0.079179489071
Long
ABS-O
CORP
US
N
2
2038-06-15
Fixed
2.99000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
3405412.72000000
PA
USD
3532402.60000000
0.055607971141
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
1868000.00000000
PA
USD
1943280.40000000
0.030591609348
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAE2
4366663.62000000
PA
USD
4302080.67000000
0.067724437113
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.43200000
N
N
N
N
N
N
Capital Auto Receivables Asset
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAF0
3630000.00000000
PA
USD
3653256.32000000
0.057510480830
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
2.70000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
13444000.00000000
PA
USD
13974224.64000000
0.219985762806
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
7105000.00000000
PA
USD
7480961.08000000
0.117767172927
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
2260000.00000000
PA
USD
2331813.31000000
0.036707992245
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-2
85573DAA7
13193766.73000000
PA
USD
13419320.77000000
0.211250326367
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
2.71800000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
11840000.00000000
PA
USD
12034817.73000000
0.189455130912
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-A
105693AA3
9118691.98000000
PA
USD
9110956.59000000
0.143426972657
Long
ABS-MBS
CORP
US
N
2
2049-02-01
Variable
1.99100000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
15432231.67000000
PA
USD
15429994.00000000
0.242902850614
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
PLAYA RESORTS HOLDING B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV
72812NAD8
6583957.74070000
PA
USD
6311645.25000000
0.099359508713
Long
LON
CORP
NL
N
2
2024-04-27
Floating
3.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
300000.00000000
PA
USD
302985.00000000
0.004769666157
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.87500000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69338CAH4
1925450.00000000
PA
USD
1921233.26000000
0.030244537719
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271LAC6
9490000.00000000
PA
USD
10427325.02000000
0.164149575926
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
5210000.00000000
PA
USD
5288150.00000000
0.083247388785
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2020-EXP1
17328JAB3
9313219.95000000
PA
USD
9336098.81000000
0.146971218172
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.80400000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
3926500.98050000
PA
USD
3874631.90000000
0.060995430950
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.61510000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAS8
5000000.00000000
PA
USD
5365925.65000000
0.084471752650
Long
DBT
CORP
JP
N
2
2024-09-11
Fixed
3.92200000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AD2
7435000.00000000
PA
USD
7711729.21000000
0.121399982934
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
FREED ABS Trust
549300S83C1QQOPJBY76
FREED ABS TRUST 2018-2
35634BAB1
11604646.18000000
PA
USD
11708414.93000000
0.184316815850
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
4.61000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
18055000.00000000
PA
USD
18190895.65000000
0.286365659547
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.11775000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
3363431.19000000
PA
USD
3487055.79000000
0.054894110240
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
2.48243600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400RLS8
14084.64000000
PA
USD
15731.17000000
0.000247644039
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
24642000.00000000
PA
USD
26479757.24000000
0.416851005721
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
7780565.53000000
PA
USD
8061082.93000000
0.126899597157
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
10340000.00000000
PA
USD
10445509.36000000
0.164435838384
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
20230000.00000000
PA
USD
21386346.80000000
0.336669256122
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAU5
4500000.00000000
PA
USD
4887450.00000000
0.076939468494
Long
DBT
NUSS
QA
N
2
2026-06-02
Fixed
3.25000000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAE2
3900000.00000000
PA
USD
3947753.94000000
0.062146536515
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.61000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
9765000.00000000
PA
USD
10695154.53000000
0.168365815508
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-6 LLC
83405QAB5
310236.77000000
PA
USD
310616.31000000
0.004889800161
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
2.82000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
8208000.00000000
PA
USD
8274530.76000000
0.130259746640
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AC5
6156000.00000000
PA
USD
6048208.44000000
0.095212420120
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
8635000.00000000
PA
USD
8650954.11000000
0.136185497794
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.93300000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4755000.00000000
PA
USD
2769835.05000000
0.043603440764
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
5892000.00000000
PA
USD
5777223.84000000
0.090946512317
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
549300I1P51W2UFIED29
Onemain Financial Issuance Trust 2018-1
68267BAA8
21423711.57000000
PA
USD
21498086.13000000
0.338428284789
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AM8
2900000.00000000
PA
USD
3143020.00000000
0.049478212210
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAA7
3715000.00000000
PA
USD
3710705.09000000
0.058414853832
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBR4
3774882.71690000
PA
USD
3693081.01000000
0.058137411127
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.36510000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
6325000.00000000
PA
USD
6935097.61000000
0.109174052741
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
10130000.00000000
PA
USD
11193650.00000000
0.176213256711
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KWJ6
14854.19000000
PA
USD
17746.59000000
0.000279371288
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
9911753.83000000
PA
USD
10405443.42000000
0.163805110269
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
2830000.00000000
PA
USD
2933139.35000000
0.046174218173
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
4468000.00000000
PA
USD
4378237.25000000
0.068923313171
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAP4
7820000.00000000
PA
USD
8152350.00000000
0.128336346352
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
67091TAA3
3065000.00000000
PA
USD
3329356.25000000
0.052411564374
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.62500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAC9
9835000.00000000
PA
USD
10071004.59000000
0.158540290000
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
2.78000000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
6650000.00000000
PA
USD
6641687.50000000
0.104555116913
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2014-1
61763YAJ3
3987325.62000000
PA
USD
4136027.35000000
0.065110383940
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
2.52167400
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAK6
10250000.00000000
PA
USD
10418715.00000000
0.164014034823
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.62500000
N
N
N
N
N
N
TITAN ACQUISITION LTD
N/A
Titan Acquisition Ltd/Canada
000000000
6331056.48270000
PA
USD
6193862.49000000
0.097505342849
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.19900000
N
N
N
N
N
N
GEMINI HDPE LLC
N/A
Gemini HDPE LLC
36866KAB8
3515000.00000000
PA
USD
3495245.70000000
0.055023037865
Long
LON
CORP
US
N
2
2027-12-31
Floating
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
61763BAW4
1735000.00000000
PA
USD
1854312.83000000
0.029191059461
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.26600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGJ2
14445000.00000000
PA
USD
14568254.85000000
0.229337135940
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.21775000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAA1
973890.46000000
PA
USD
977292.16000000
0.015384779251
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.06000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
2750000.00000000
PA
USD
2875675.00000000
0.045269599906
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
1900749.53000000
PA
USD
1908400.05000000
0.030042514096
Long
ABS-O
CORP
US
N
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
1975719.52000000
PA
USD
1996964.63000000
0.031436720014
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-3
36258AAB6
3495000.00000000
PA
USD
3568072.06000000
0.056169488761
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
2.72000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2020-1 LLC
70410LAA8
10045708.96000000
PA
USD
10075817.96000000
0.158616063282
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919XAB7
7982302.63000000
PA
USD
7912297.84000000
0.124557384808
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.11510000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCQ82
16364541.12000000
PA
USD
17080890.89000000
0.268891685130
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
16811500.00000000
PA
USD
17797494.48000000
0.280172639275
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1
55388PAB6
247779.30000000
PA
USD
248598.73000000
0.003913503801
Long
ABS-O
CORP
US
N
2
2032-12-20
Fixed
2.96000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
14532945.71000000
PA
USD
14662626.09000000
0.230822751762
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
4651876.81000000
PA
USD
4737825.82000000
0.074584046979
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
DELOS FINANCE SARL
549300HX549YWOJQT076
Delos Finance Sarl
000000000
5774300.00100000
PA
USD
5757785.50000000
0.090640509074
Long
LON
CORP
LU
N
2
2023-10-06
Floating
1.93540000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis 2020-1 LLC
67420BAA4
3950808.26000000
PA
USD
3972187.66000000
0.062531178287
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
3.81960000
N
N
N
N
N
N
Visio 2019-1 Trust
N/A
Visio 2019-1 Trust
92837BAB7
2028932.51000000
PA
USD
2042148.16000000
0.032148010520
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
3.57200000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCV LLC
92873BAA4
9355000.00000000
PA
USD
9349352.39000000
0.147179859365
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.23960000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
9325000.00000000
PA
USD
9389342.50000000
0.147809393746
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
16155376.75000000
PA
USD
16521909.94000000
0.260092066271
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
4908685.83000000
PA
USD
4976400.17000000
0.078339744467
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
5700000.00000000
PA
USD
5701073.88000000
0.089747740473
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
0.90600000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
3648549.02000000
PA
USD
3754638.24000000
0.059106460541
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Foundation Finance Trust
549300T3IX83LHSHEB71
Foundation Finance Trust 2016-1
35040TAA2
186821.60000000
PA
USD
188282.71000000
0.002963993827
Long
ABS-O
CORP
US
N
2
2035-06-15
Fixed
3.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHB8
11312000.00000000
PA
USD
11365087.22000000
0.178912064594
Long
DBT
CORP
US
N
2
2026-02-05
Floating
0.96513000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
3536606.37000000
PA
USD
3523588.83000000
0.055469222554
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2003-A11
45660NVH5
1198814.24000000
PA
USD
1262093.17000000
0.019868188460
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.75000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418ABC0
11385000.00000000
PA
USD
11693033.70000000
0.184074680655
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
9585000.00000000
PA
USD
9528805.06000000
0.150004848480
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2020-NPL1 LLC
91822XAA0
4674553.62000000
PA
USD
4721461.83000000
0.074326440928
Long
ABS-O
CORP
US
N
2
2050-08-25
Variable
3.67100000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
11051675.98000000
PA
USD
11265756.89000000
0.177348381529
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GHB7
5597707.64000000
PA
USD
6060182.97000000
0.095400926186
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6.75000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
2749000.00000000
PA
USD
2692139.74000000
0.042380341631
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-1
46641CBF7
1688733.41000000
PA
USD
1707817.79000000
0.026884897655
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
3.50000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP V
N/A
TOBACCO SETTLEMENT FINANCING CORP/VA
88880NAT6
4455000.00000000
PA
USD
4675387.96000000
0.073601134466
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
5935000.00000000
PA
USD
6365287.50000000
0.100203958519
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
18640000.00000000
PA
USD
19245800.00000000
0.302972229435
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
3280000.00000000
PA
USD
3173400.00000000
0.049956461819
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
18060000.00000000
PA
USD
18998276.60000000
0.299075653749
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.31000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
6300000.00000000
PA
USD
6673786.81000000
0.105060432333
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2016-1
35563PAD1
2937991.37000000
PA
USD
2948459.14000000
0.046415386164
Long
ABS-MBS
CORP
US
N
2
2055-09-25
Variable
3.00000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
5890000.00000000
PA
USD
6099831.25000000
0.096025079393
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAX8
6003130.47000000
PA
USD
5961348.68000000
0.093845051908
Long
LON
CORP
US
N
2
2026-12-23
Floating
3.35860000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-1 Trust
05946XPV9
207434.47000000
PA
USD
212871.83000000
0.003351081946
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Koitere Fund Trust 2017-RT4
07332CAA5
4175272.94000000
PA
USD
4288270.02000000
0.067507026383
Long
ABS-MBS
CORP
US
N
2
2057-07-28
Variable
3.50000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
3581342.40000000
PA
USD
3706163.64000000
0.058343361183
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-3
33843PAJ5
3630150.14000000
PA
USD
3666838.98000000
0.057724302484
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.89000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
915000.00000000
PA
USD
987898.05000000
0.015551739842
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
7000000.00000000
PA
USD
7612656.38000000
0.119840353499
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust 2019-1
52604FAA5
8835000.00000000
PA
USD
9077163.82000000
0.142894998363
Long
ABS-O
CORP
US
N
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
6440000.00000000
PA
USD
6633200.00000000
0.104421504551
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAC5
5110000.00000000
PA
USD
5109895.25000000
0.080441257628
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.61000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
8642000.00000000
PA
USD
9075050.62000000
0.142861731836
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XHZ9
236680.97000000
PA
USD
256984.03000000
0.004045507305
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
2.67341500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404NF27
96347.65000000
PA
USD
111871.19000000
0.001761104440
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
19910000.00000000
PA
USD
19897651.82000000
0.313233844913
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.12600000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
9880000.00000000
PA
USD
10974165.05000000
0.172758069365
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAB0
5888427.60120000
PA
USD
5745397.69000000
0.090445497050
Long
LON
CORP
US
N
2
2023-02-01
Floating
4.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
1205000.00000000
PA
USD
1254031.45000000
0.019741278834
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
LEVEL 3 PARENT LLC
N/A
Level 3 Parent LLC
52729KAP1
9083384.34600000
PA
USD
8958487.81000000
0.141026770732
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.85850000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
3009251.81000000
PA
USD
3177617.94000000
0.050022861693
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGGZ1
3957629.12000000
PA
USD
4315142.54000000
0.067930060359
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2019-HE1
89178AAA4
11208406.42000000
PA
USD
11228272.20000000
0.176758288101
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
1.00863000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
5330000.00000000
PA
USD
5692040.25000000
0.089605530795
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
14855350.00000000
PA
USD
15146366.31000000
0.238437912104
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-HYB1
12647JBJ0
397631.90000000
PA
USD
405148.97000000
0.006377957096
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
2.92873300
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust 2020-1
50202HAA1
3137716.19000000
PA
USD
3160474.36000000
0.049752983140
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
2.33000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65336RAW8
10956280.65040000
PA
USD
10864576.58000000
0.171032900077
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.85840000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
15669GAH7
9421715.23280000
PA
USD
9311575.38000000
0.146585164162
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.36510000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
88037HAG9
5982300.00000000
PA
USD
5819282.33000000
0.091608607656
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.20160000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
3053631.51000000
PA
USD
3046404.17000000
0.047957261488
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1R Mortgage Loan Trust
12597VAA3
3249966.94000000
PA
USD
3263257.68000000
0.051371024043
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.25500000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAH1
5295000.00000000
PA
USD
5148133.17000000
0.081043208593
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
7985000.00000000
PA
USD
8467932.80000000
0.133304330250
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
148014.00000000
NS
USD
754871.40000000
0.011883375645
Long
EC
CORP
CA
N
1
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
6685714.00000000
PA
USD
7416408.12000000
0.116750963977
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
9635000.00000000
PA
USD
9651572.20000000
0.151937479709
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2020-1 LLC
96034LAA9
3471362.86000000
PA
USD
3546240.50000000
0.055825810847
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.71300000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
9980000.00000000
PA
USD
10183014.16000000
0.160303572853
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAD6
3197000.00000000
PA
USD
3532685.00000000
0.055612416752
Long
DBT
NUSS
PE
N
2
2025-07-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2004-2AR
61748HAC5
485566.29000000
PA
USD
512143.71000000
0.008062295233
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.17625900
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
3385000.00000000
PA
USD
3730033.05000000
0.058719119445
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
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
2493750.00000000
PA
USD
2512453.13000000
0.039551669774
Long
DBT
CORP
US
N
2
2021-09-20
Variable
3.36000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AA5
4011837.30000000
PA
USD
3999426.68000000
0.062959981798
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
11580000.00000000
PA
USD
12026480.68000000
0.189323886971
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
4834503.67000000
PA
USD
4893871.38000000
0.077040555475
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
14860000.00000000
PA
USD
15539102.00000000
0.244620456222
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.62500000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAE1
4605000.00000000
PA
USD
4703040.91000000
0.074036454168
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
4.29000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14880BAH4
1658282.57000000
PA
USD
1657586.09000000
0.026094137586
Long
LON
CORP
US
N
2
2028-02-22
Floating
2.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
18725000.00000000
PA
USD
19793897.90000000
0.311600524581
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
10215000.00000000
PA
USD
10220342.45000000
0.160891204193
Long
ABS-MBS
CORP
US
N
3
2060-09-27
Variable
2.23950000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
2730409.86000000
PA
USD
2784402.62000000
0.043832767119
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
3572732.68000000
PA
USD
3710189.64000000
0.058406739489
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
8375000.00000000
PA
USD
9308691.98000000
0.146539772953
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
11365000.00000000
PA
USD
11466478.09000000
0.180508185198
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
14335000.00000000
PA
USD
14643832.95000000
0.230526905420
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
7150000.00000000
PA
USD
7405255.00000000
0.116575388754
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAC8
9145000.00000000
PA
USD
9377135.77000000
0.147617232328
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.30000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAA1
3300000.00000000
PA
USD
3436950.00000000
0.054105332278
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
3335000.00000000
PA
USD
3343337.50000000
0.052631660732
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
185000.00000000
PA
USD
182965.00000000
0.002880281098
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
84 LUMBER CO
5493002K0S5LHQ16U436
84 LUMBER CO
28248CAH9
4520000.00000000
PA
USD
4512090.00000000
0.071030456864
Long
LON
CORP
US
N
2
2026-11-13
Floating
3.75000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2017-A VOI Mortgage LLC
918288AA9
3456281.29000000
PA
USD
3521506.85000000
0.055436447501
Long
ABS-O
CORP
US
N
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc
09238FAK7
3957369.74600000
PA
USD
3896584.55000000
0.061341015094
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.18200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
6739000.00000000
PA
USD
6766168.95000000
0.106514735241
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
3800000.00000000
PA
USD
4213478.00000000
0.066329631573
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
4180502.48000000
PA
USD
4257973.46000000
0.067030090308
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC
75025KAF5
1089554.88000000
PA
USD
1088443.53000000
0.017134552104
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
16061000.00000000
PA
USD
16422372.50000000
0.258525122829
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.29763000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAK7
3574934.33900000
PA
USD
3560420.11000000
0.056049029837
Long
LON
CORP
US
N
2
2024-03-28
Floating
1.86030000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
5615000.00000000
PA
USD
5832114.08000000
0.091810608295
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2018-2
80285FAF1
4024908.56000000
PA
USD
4045487.11000000
0.063685076685
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.35000000
N
N
N
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc
41151PAN5
9047325.00000000
PA
USD
9030858.87000000
0.142166054181
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
3140350.81000000
PA
USD
3207390.39000000
0.050491547097
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
800000.00000000
PA
USD
852000.00000000
0.013412398522
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
3293450.00000000
PA
USD
3288509.83000000
0.051768549746
Long
LON
CORP
US
N
2
2027-10-23
Floating
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFY3
8918000.00000000
PA
USD
9000310.64000000
0.141685156252
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.08375000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
12395000.00000000
PA
USD
12871401.83000000
0.202624848455
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
5230000.00000000
PA
USD
5772534.05000000
0.090872684462
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
IMC Home Equity Loan Trust
N/A
Imc Home Equity Loan Trust 1997-5
449670DD7
1014302.90000000
PA
USD
1019618.56000000
0.016051092097
Long
ABS-MBS
CORP
US
N
2
2028-11-20
Fixed
7.31000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2020-2 Trust
437301AA2
6976950.74000000
PA
USD
6827443.76000000
0.107479338729
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
1.53200000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
10780000.00000000
PA
USD
10950970.80000000
0.172392939641
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc
49387TAW6
7970000.00000000
PA
USD
7847580.80000000
0.123538592869
Long
LON
CORP
US
N
2
2026-12-22
Floating
4.25000000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAE5
10425000.00000000
PA
USD
10486183.28000000
0.165076137474
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-1
59981HAC5
1983000.00000000
PA
USD
2095292.93000000
0.032984628870
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAA7
1702923.05000000
PA
USD
1743645.39000000
0.027448904756
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAA2
1628902.56000000
PA
USD
1653613.66000000
0.026031602593
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A6
46628BBK5
452445.99000000
PA
USD
389336.61000000
0.006129034944
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.60199400
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
295000.00000000
PA
USD
296475.00000000
0.004667184098
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAG6
14069226.28000000
PA
USD
14069226.28000000
0.221481302543
Long
LON
CORP
US
N
2
2026-05-03
Floating
4.00000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2019-1
30308XAB9
2034546.34000000
PA
USD
2055292.61000000
0.032354933761
Long
ABS-O
CORP
US
N
2
2026-06-18
Fixed
3.87000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
15720102.92000000
PA
USD
15710485.36000000
0.247318416227
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
TEXAS COMPETITIVE/TCEH
N/A
ESCROW GCB144A TEXA 11.5000% DUE 10/01/20
000000000
5925000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2049-10-01
Fixed
0.01000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
173490.55000000
PA
USD
173385.47000000
0.002729477724
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
21440000.00000000
PA
USD
21331414.98000000
0.335804505580
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
PPD INC
N/A
PPD Inc
69355HAB4
9365000.00000000
PA
USD
9309840.15000000
0.146557847734
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
6680000.00000000
PA
USD
6746800.00000000
0.106209824354
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
6332000.00000000
PA
USD
6335522.49000000
0.099735390237
Long
ABS-MBS
CORP
US
N
3
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-AR30
22541Q2D3
1600932.77000000
PA
USD
1621650.60000000
0.025528432055
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
2.70388000
N
N
N
N
N
N
Fair Square Issuance Trust
N/A
Fair Square Issuance Trust
303394AA8
25795000.00000000
PA
USD
26084479.23000000
0.410628439762
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.90000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2020-4
02530QAD9
13725000.00000000
PA
USD
13945601.93000000
0.219535176898
Long
ABS-O
CORP
US
N
2
2026-12-14
Fixed
1.77000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
13947375.00000000
PA
USD
14249754.09000000
0.224323216782
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAC0
3338000.00000000
PA
USD
3514018.41000000
0.055318562593
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
5.94000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
10006662.10000000
PA
USD
10081470.91000000
0.158705053445
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
11173080.38000000
PA
USD
11169052.48000000
0.175826036358
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
OneMain Financial Issuance Tru
549300KQ3WN93FBBU117
OneMain Financial Issuance Trust 2017-1
68267LAA6
483985.57000000
PA
USD
484759.22000000
0.007631201697
Long
ABS-O
CORP
US
N
2
2032-09-14
Fixed
2.37000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
1588000.00000000
PA
USD
1635640.00000000
0.025748656712
Long
LON
CORP
PA
N
2
2025-06-30
Floating
8.50000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
45672JAK6
5914434.44365000
PA
USD
5843165.51000000
0.091984582689
Long
LON
CORP
US
N
2
2024-03-31
Floating
2.19510000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
18120085.42000000
PA
USD
18457274.84000000
0.290559067826
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
549876AH3
6700000.00000000
PA
USD
7082570.00000000
0.111495600236
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.56300000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
2965000.00000000
PA
USD
3076187.50000000
0.048426118167
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAA3
4025056.37000000
PA
USD
4048015.29000000
0.063724875931
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.93000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAA5
4474000.00000000
PA
USD
4814524.69000000
0.075791459903
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2004-SL2 Trust
7609856C0
757201.92000000
PA
USD
795621.36000000
0.012524871775
Long
ABS-MBS
CORP
US
N
2
2031-10-25
Fixed
7.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
9085018.59000000
PA
USD
9129475.22000000
0.143718497593
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
Foundation Finance Trust
549300RIQ1R4PTXR5G48
Foundation Finance Trust 2017-1
35040UAA9
3139746.77000000
PA
USD
3193098.92000000
0.050266567178
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
3.30000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2018-1
35105DAF8
1630000.00000000
PA
USD
1670678.93000000
0.026300248370
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
4.19000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BQ8
14420000.00000000
PA
USD
16312036.52000000
0.256788186050
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST
N/A
FOUNDATION FINANCE TRUST 2021-1
35041LAA8
8980000.00000000
PA
USD
8933660.06000000
0.140635926040
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABG9
6072000.00000000
PA
USD
6012737.28000000
0.094654024188
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAJ7
10760000.00000000
PA
USD
11582225.29000000
0.182330306764
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
6000000.00000000
PA
USD
6353733.30000000
0.100022069393
Long
DBT
CORP
ID
N
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DAH2
3974622.17000000
PA
USD
3986236.81000000
0.062752343544
Long
ABS-O
CORP
US
N
2
2021-09-25
Fixed
2.67000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAF9
7260000.00000000
PA
USD
7196475.00000000
0.113288721426
Long
LON
CORP
US
N
2
2026-03-05
Floating
4.25000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
1305000.00000000
PA
USD
1376383.50000000
0.021667375611
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
5555000.00000000
PA
USD
5815390.63000000
0.091547343535
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-2 LLC
69359UAA3
4000000.00000000
PA
USD
4000156.80000000
0.062971475531
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
2.11500000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership
000000000
6055000.00000000
PA
USD
6035563.45000000
0.095013359504
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.60840000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2018-2
43789CAA8
13214201.23000000
PA
USD
13445881.86000000
0.211668457733
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.98500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-2
33845WAE9
2360000.00000000
PA
USD
2452303.38000000
0.038604777265
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.09000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
11528140.27000000
PA
USD
11547763.47000000
0.181787800117
Long
ABS-MBS
CORP
US
N
2
2050-12-26
Variable
2.28910000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
3100000.00000000
PA
USD
3240430.00000000
0.051011664957
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2018-A
68504WAA5
2209501.03000000
PA
USD
2276729.74000000
0.035840852817
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
Welk Resorts LLC
549300F550YAS8CK8S36
Welk Resorts 2013-A LLC
949456AA5
369255.90000000
PA
USD
369658.54000000
0.005819257811
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
10712000.00000000
PA
USD
10712867.46000000
0.168644656912
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
11154000.00000000
PA
USD
11157522.43000000
0.175644527408
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
0.80600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
8260237.75000000
PA
USD
8382692.47000000
0.131962455512
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAD3
8448000.00000000
PA
USD
8721275.06000000
0.137292507895
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.25000000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2019-1
585503AC9
18395000.00000000
PA
USD
18407219.80000000
0.289771088783
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Floating
1.30863000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2019-2
12510FAC8
5405000.00000000
PA
USD
5557762.06000000
0.087491689718
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.55000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-A1
45660NZJ7
4803072.22000000
PA
USD
4956001.08000000
0.078018616856
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAP6
4188489.38020000
PA
USD
4104426.40000000
0.064612913828
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.85610000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
4191000.00000000
PA
USD
4666460.48000000
0.073460595828
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAG6
3930000.00000000
PA
USD
3913651.59000000
0.061609688735
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
5819033.60000000
PA
USD
5886884.11000000
0.092672811898
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
8950562.40000000
PA
USD
9140411.88000000
0.143890665248
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAA0
16397833.55000000
PA
USD
16770010.26000000
0.263997723977
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
3.14700000
N
N
N
N
N
N
NEWCO FINANCING PARTNER
213800WOI14YQDY3SW28
Newco Financing Partnership
000000000
6055000.00000000
PA
USD
6035563.45000000
0.095013359504
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.60840000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RVS7
2376626.27000000
PA
USD
2749493.12000000
0.043283212980
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
1014396.39000000
PA
USD
1026598.67000000
0.016160974746
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA INC
N/A
HORIZON THERAPEUTICS USA INC
44055UAD7
9470000.00000000
PA
USD
9436855.00000000
0.148557347484
Long
LON
CORP
US
N
2
2028-03-15
Floating
2.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
8215000.00000000
PA
USD
8541628.40000000
0.134464464940
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
8066000.00000000
PA
USD
7884686.48000000
0.124122719826
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
2659790.39000000
PA
USD
2665107.58000000
0.041954794562
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
0.75863000
N
N
N
N
N
N
Earnest Student Loan Program L
549300RPRMBC4KSBJ337
Earnest Student Loan Program 2017-A LLC
27035BAB3
912523.91000000
PA
USD
919011.32000000
0.014467307594
Long
ABS-O
CORP
US
N
2
2041-01-25
Fixed
2.65000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
7340958.76000000
PA
USD
7427607.77000000
0.116927271687
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
2.37600000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
9555000.00000000
PA
USD
9945751.73000000
0.156568527941
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
13310000.00000000
PA
USD
13908950.00000000
0.218958192987
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
4910981.49000000
PA
USD
5231149.49000000
0.082350072405
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBD5
2284627.59620000
PA
USD
2258194.45000000
0.035549065615
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.86510000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAB4
7320000.00000000
PA
USD
7436358.72000000
0.117065031346
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
3.19000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
3000000.00000000
PA
USD
2999110.20000000
0.047212747904
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2017-B
44932GAF2
3560000.00000000
PA
USD
3588089.11000000
0.056484602202
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.23000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAB0
5620000.00000000
PA
USD
5720335.55000000
0.090050962532
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.06000000
N
N
N
N
N
N
SEMINOLE TRIBE
549300EWYRB8UULZD884
Seminole Tribe of Florida Inc
81683UAN7
9430391.51620000
PA
USD
9406815.54000000
0.148084458741
Long
LON
CORP
US
N
2
2024-07-06
Floating
1.97340000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
4510000.00000000
PA
USD
4649656.66000000
0.073196065863
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
5790195.40000000
PA
USD
6117543.52000000
0.096303910407
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
3265000.00000000
PA
USD
3283773.75000000
0.051693993182
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
4740000.00000000
PA
USD
4912023.13000000
0.077326304894
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
4650000.00000000
PA
USD
4932952.50000000
0.077655780306
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
8705000.00000000
PA
USD
9325231.25000000
0.146800138306
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAB3
3901000.00000000
PA
USD
3978569.82000000
0.062631647857
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
3.50000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBF6
13013719.63000000
PA
USD
12996281.25000000
0.204590731727
Long
LON
CORP
US
N
2
2025-09-19
Floating
2.00000000
N
N
N
N
N
N
ISTAR FINANCIAL INC
QFFLKWYYS3UPWD86E794
iStar Inc
46521HAB1
9152605.77000000
PA
USD
9129724.26000000
0.143722418043
Long
LON
CORP
US
N
2
2023-06-28
Floating
2.94900000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-1 LLC
69359GAA4
14138905.81000000
PA
USD
14170821.56000000
0.223080641021
Long
ABS-O
CORP
US
N
2
2025-02-25
Variable
2.98100000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
4370000.00000000
PA
USD
2272400.00000000
0.035772692959
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAD4
11735000.00000000
PA
USD
12023324.26000000
0.189274197813
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
2.27000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
5505000.00000000
PA
USD
5953657.50000000
0.093723975416
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-2 Trust
05949QBE4
781189.80000000
PA
USD
787507.75000000
0.012397145284
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
5870000.00000000
PA
USD
5779317.89000000
0.090979477379
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAB5
5000000.00000000
PA
USD
5168001.00000000
0.081355972975
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
3.77000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
3245381.71140000
PA
USD
3176092.81000000
0.049998852712
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.36510000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
3655000.00000000
PA
USD
3622297.25000000
0.057023115355
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
11420000.00000000
PA
USD
11419978.30000000
0.179776173796
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding XVII LLC
05493CAC0
4575000.00000000
PA
USD
4582492.94000000
0.072138757672
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.46000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
17675000.00000000
PA
USD
17338070.31000000
0.272940268314
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
13960988.54000000
PA
USD
14503869.96000000
0.228323572791
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAE1
6500000.00000000
PA
USD
6489301.65000000
0.102156220493
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.83000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAF8
235000.00000000
PA
USD
240287.50000000
0.003782666326
Long
LON
CORP
US
N
2
2027-05-03
Floating
7.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAD2
18910000.00000000
PA
USD
19328990.57000000
0.304281836334
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.15000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAV2
4561666.18160000
PA
USD
4546475.83000000
0.071571767257
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.11510000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-3
30166PAE1
2699976.13000000
PA
USD
2716397.38000000
0.042762211508
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.71000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BL9
11800000.00000000
PA
USD
12380088.00000000
0.194890462436
Long
DBT
NUSS
ID
N
2
2023-04-15
Fixed
3.37500000
N
N
N
N
N
N
California Republic Auto Recei
N/A
California Republic Auto Receivables Trust 2017-1
13057DAE6
6091725.81000000
PA
USD
6116311.41000000
0.096284514221
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.91000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
5071833.62000000
PA
USD
5312157.38000000
0.083625319006
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2017-1 Trust
21871VAA1
1461115.01000000
PA
USD
1470886.07000000
0.023155058863
Long
ABS-O
CORP
US
N
2
2049-10-15
Fixed
2.96800000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
16702868.83000000
PA
USD
16972922.48000000
0.267192019235
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
2620000.00000000
PA
USD
2848595.00000000
0.044843299728
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
14684040.32000000
PA
USD
14617962.14000000
0.230119640615
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
10100000.00000000
PA
USD
10428250.00000000
0.164164137194
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd
69701YAA0
3360000.00000000
PA
USD
3362442.72000000
0.052932419916
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.05495000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAN3
1954542.62000000
PA
USD
1982388.79000000
0.031207263471
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.35831100
N
N
N
N
N
N
Westlake Automobile Receivable
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAJ1
878027.21000000
PA
USD
883464.83000000
0.013907725798
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.61000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
953931.08340000
PA
USD
940642.82000000
0.014807836113
Long
LON
CORP
US
N
2
2027-08-01
Floating
1.86510000
N
N
N
N
N
N
Venture CDO Ltd
549300Q6VG2813TG2830
Venture 41 Clo Ltd
92326JAA0
8380000.00000000
PA
USD
8367430.00000000
0.131722189867
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.53250000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
10473000.00000000
PA
USD
11551252.95000000
0.181842732390
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
9500000.00000000
PA
USD
9927500.00000000
0.156281204611
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
TRIP Rail Master Funding LLC
5493004VSVYOZVEYVJ29
TRIP Rail Master Funding LLC
89690EAF4
1233497.75000000
PA
USD
1234293.85000000
0.019430564565
Long
ABS-O
CORP
US
N
2
2047-08-15
Fixed
2.70900000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Transferee
91835NAA7
11830000.00000000
PA
USD
11830000.00000000
0.186230838636
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.11570000
N
N
N
N
N
N
Consumer Loan Underlying Bond
N/A
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1
21055JAB4
4000000.00000000
PA
USD
4074280.80000000
0.064138354203
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
2.92000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AQ7
14475000.00000000
PA
USD
15074730.95000000
0.237310210230
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2020-1
14368RAC1
3320000.00000000
PA
USD
3358492.74000000
0.052870238336
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.71000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
5582899.94000000
PA
USD
5596478.11000000
0.088101167526
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2019-1
74113NAF5
7060000.00000000
PA
USD
7250468.92000000
0.114138707309
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.01000000
N
N
N
N
N
N
BBVA BANCO CONTINENTAL
549300H1JNU0HLNFU552
Banco BBVA Peru SA
000000000
8905000.00000000
PA
USD
9381150.35000000
0.147680430858
Long
DBT
CORP
PE
N
2
2022-08-26
Fixed
5.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX 2018-EXP2 Trust
67097XBJ8
4983251.40000000
PA
USD
5042413.06000000
0.079378936002
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
4.00000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAD6
10160000.00000000
PA
USD
10143323.38000000
0.159678750601
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1 Mortgage Loan Trust
12597KAA7
9097530.68000000
PA
USD
9182091.32000000
0.144546793487
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.48800000
N
N
N
N
N
N
BXG Receivables Note Trust
549300IYSLLRKXUYO938
BXG Receivables Note Trust 2013-A
05606VAA6
1250660.72000000
PA
USD
1250746.14000000
0.019689560657
Long
ABS-O
CORP
US
N
2
2028-12-04
Fixed
3.01000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAF6
8800000.00000000
PA
USD
9182250.88000000
0.144549305321
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.36000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
3675000.00000000
PA
USD
4037869.50000000
0.063565158350
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
8352030.57000000
PA
USD
8657801.75000000
0.136293295067
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAA9
4200000.00000000
PA
USD
4271400.00000000
0.067241454281
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAB8
6145000.00000000
PA
USD
6232892.98000000
0.098119770650
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.62500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
12065000.00000000
PA
USD
12307265.20000000
0.193744067583
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
6795000.00000000
PA
USD
6791740.44000000
0.106917288076
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
7600000.00000000
PA
USD
7931740.00000000
0.124863448186
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings
N/A
Clear Channel Outdoor Holdings Inc
18453H106
48842.00000000
NS
USD
87915.60000000
0.001383989511
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-6 LLC
693587AA5
8322466.89000000
PA
USD
8342045.49000000
0.131322580519
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36300000
N
N
N
N
N
N
USASF Receivables LLC
549300P0OJXVYBPHN411
US Auto Funding 2019-1 LLC
90352VAB2
8072758.81000000
PA
USD
8150582.63000000
0.128308523969
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.99000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27
22541QP71
108468.28000000
PA
USD
109701.25000000
0.001726944698
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
8821124.87000000
PA
USD
9041202.23000000
0.142328881958
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
6370000.00000000
PA
USD
6758048.11000000
0.106386894933
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
5855000.00000000
PA
USD
5973388.10000000
0.094034579489
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
1415000.00000000
PA
USD
1405912.45000000
0.022132227777
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-2
30167BAC5
796653.97000000
PA
USD
798258.59000000
0.012566387714
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.69000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
Carnow Auto Receivables Trust 2019-1
14366LAG7
4140000.00000000
PA
USD
4258810.13000000
0.067043261378
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
4.62000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
16639530.26000000
PA
USD
16413137.80000000
0.258379747856
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAD6
6258000.00000000
PA
USD
6294265.74000000
0.099085916091
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
7.21000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAP4
11000000.00000000
PA
USD
11352704.00000000
0.178717124827
Long
DBT
NUSS
SA
N
2
2027-02-03
Fixed
2.50000000
N
N
N
N
N
N
HOYA MIDCO LLC
549300LK73TSUP0YKH27
Hoya Midco LLC
44325HAB4
8199559.02690000
PA
USD
8027860.26000000
0.126376597520
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAN5
5000000.00000000
PA
USD
4999998.50000000
0.078711235319
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.35600000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding Corp XVI LLC
05492MAC9
8410000.00000000
PA
USD
8497236.93000000
0.133765643242
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.64000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18452RAD7
6372949.99950000
PA
USD
6112742.45000000
0.096228330754
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.60860000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS
549300WW675Y48HDVX34
Consolidated Communications Inc
20903EBA2
3784225.00000000
PA
USD
3782257.20000000
0.059541245164
Long
LON
CORP
US
N
2
2027-10-02
Floating
5.75000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
3340380.30000000
PA
USD
3338301.92000000
0.052552389364
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAF3
3045000.00000000
PA
USD
3085895.26000000
0.048578940170
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
7250000.00000000
PA
USD
8087483.75000000
0.127315205512
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
88233FAK6
16833252.45000000
PA
USD
16702458.08000000
0.262934300551
Long
LON
CORP
US
N
2
2025-12-31
Floating
1.85750000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333DAG9
11495000.00000000
PA
USD
11474890.99000000
0.180640623188
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.19700000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
2885000.00000000
PA
USD
2957125.00000000
0.046551806314
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2018-3
02530AAE2
666833.56000000
PA
USD
667947.24000000
0.010514993632
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAG4
15800000.00000000
PA
USD
17382528.00000000
0.273640132464
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDT2
7280000.00000000
PA
USD
8190000.00000000
0.128929042132
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-2 LLC
693590AA9
5016330.40000000
PA
USD
5072036.75000000
0.079845279589
Long
ABS-MBS
CORP
US
N
2
2025-08-25
Variable
3.67100000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
9135000.00000000
PA
USD
9422099.35000000
0.148325060326
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-1
007036FS0
1309452.64000000
PA
USD
1315818.28000000
0.020713942669
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
2.68207300
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1RMortgage Pass-Through Certificates
19688BAA2
19086025.04000000
PA
USD
19035191.32000000
0.299656774566
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.85700000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
7020000.00000000
PA
USD
6981303.65000000
0.109901439857
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
1.74000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
14195000.00000000
PA
USD
15907460.38000000
0.250419246588
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-5
46643KBS9
885798.07000000
PA
USD
899958.97000000
0.014167380703
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.92975400
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT1
07332BAA7
1719040.96000000
PA
USD
1745730.96000000
0.027481736324
Long
ABS-MBS
CORP
US
N
2
2057-03-28
Variable
3.00000000
N
N
N
N
N
N
2021-05-26
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer