0001752724-24-116788.txt : 20240524
0001752724-24-116788.hdr.sgml : 20240524
20240523180634
ACCESSION NUMBER: 0001752724-24-116788
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240328
FILED AS OF DATE: 20240524
DATE AS OF CHANGE: 20240523
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
ORGANIZATION NAME:
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: 24980092
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
S000001336
Virtus Newfleet Core Plus Bond Fund
C000003572
CLASS A
SAVAX
C000003574
CLASS C
SAVCX
C000003575
CLASS I
SAVYX
C000176707
Class R6
VBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000001336
C000003572
C000176707
C000003575
C000003574
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Core Plus Bond Fund
S000001336
549300U1U6DG3SZD7A72
2024-09-30
2024-03-28
N
270640967.17
6195770.58
264445196.59
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
754950.00000000
0.00000000
0.00000000
3790904.52000000
USD
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
173664.79000000
PA
USD
173595.15000000
0.065645038079
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-2 LLC
69359UAA3
232171.49000000
PA
USD
229915.94000000
0.086942755234
Long
ABS-O
CORP
US
N
2
2026-03-25
Variable
5.11500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
245000.00000000
PA
USD
109605.65000000
0.041447396819
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
168049.60000000
PA
USD
133048.41000000
0.050312280848
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
130000.00000000
PA
USD
122996.62000000
0.046511194601
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-5 Mortgage Loan Trust
19688LAA0
461348.15000000
PA
USD
461039.78000000
0.174342278076
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.55000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
108534.45000000
PA
USD
102988.48000000
0.038945112759
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
000000000
317608.94880000
PA
USD
318603.06000000
0.120479806065
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.05942000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2023-A
123919AA0
312935.33000000
PA
USD
312131.84000000
0.118032713025
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
666000.00000000
PA
USD
591128.75000000
0.223535446142
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
383000.00000000
PA
USD
389434.44000000
0.147264705512
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
180000.00000000
PA
USD
176381.95000000
0.066698867014
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
20000.00000000
PA
USD
20496.26000000
0.007750664509
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AN1
645000.00000000
PA
USD
652957.93000000
0.246916161994
Long
DBT
CORP
US
N
2
2054-03-05
Fixed
5.90000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
275000.00000000
PA
USD
255632.25000000
0.096667382617
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
4580000.00000000
PA
USD
4504143.75000000
1.703242792109
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAN4
455000.00000000
PA
USD
469722.10000000
0.177625498990
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
5.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
171000.00000000
PA
USD
168112.44000000
0.063571750278
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
BLACKROCK FUNDING INC
N/A
BlackRock Funding Inc
09290DAC5
615000.00000000
PA
USD
618043.36000000
0.233713210891
Long
DBT
CORP
US
N
2
2054-03-14
Fixed
5.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBX9
545000.00000000
PA
USD
548245.33000000
0.207319072938
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.06600000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
294690.99000000
PA
USD
289486.16000000
0.109469244944
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
Eagle Broadband Investments LLC
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC
26943PAB5
144240.23000000
PA
USD
142978.13000000
0.054067206303
Long
LON
CORP
US
N
2
2027-11-12
Floating
8.57103000
N
N
N
N
N
N
COLT Funding LLC
213800EHDFO4A3F7P416
COLT 2023-4 Mortgage Loan Trust
12598WAA0
1324048.30000000
PA
USD
1342645.49000000
0.507721640367
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.16300000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
145000.00000000
PA
USD
131849.40000000
0.049858874995
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
170000.00000000
PA
USD
155163.62000000
0.058675151600
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
560000.00000000
PA
USD
511654.47000000
0.193482232461
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411H7D6
7323.05000000
PA
USD
7586.85000000
0.002868968730
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
19541.89000000
PA
USD
18534.69000000
0.007008896451
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.48002100
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-RTL1
64831LAA2
255000.00000000
PA
USD
253592.22000000
0.095895944895
Long
ABS-MBS
CORP
US
N
2
2026-12-25
Fixed
4.33560000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
215000.00000000
PA
USD
209901.53000000
0.079374302391
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-RPL2
64830HAD6
650000.00000000
PA
USD
565541.02000000
0.213859441310
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.75000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
187507.97000000
PA
USD
170068.83000000
0.064311559518
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2022-NQM2 Trust
55285QAA0
1754797.43000000
PA
USD
1672091.02000000
0.632301528468
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
429000.00000000
PA
USD
401029.63000000
0.151649428755
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
Cajun Global LLC
12803VAA3
160050.00000000
PA
USD
145074.09000000
0.054859793965
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
135000.00000000
PA
USD
144458.10000000
0.054626857232
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
Pegasus Bidco Bv
254900U303DPAFR7MA71
PEGASUS BIDCO BV
000000000
155000.00000000
PA
USD
154871.35000000
0.058564629646
Long
LON
CORP
NL
N
2
2029-07-12
Floating
9.05699000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAB0
459000.00000000
PA
USD
460543.25000000
0.174154515165
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
6.84000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
255000.00000000
PA
USD
272440.10000000
0.103023274203
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25400000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
125000.00000000
PA
USD
124856.26000000
0.047214417811
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment Inc
12768EAG1
49625.00000000
PA
USD
49707.87000000
0.018797040234
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.66266000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-4
50571AAF8
466000.00000000
PA
USD
476962.37000000
0.180363408430
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.76000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
275000.00000000
PA
USD
197593.00000000
0.074719829495
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
268019.22000000
PA
USD
268354.24000000
0.101478205488
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.33566000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
210000.00000000
PA
USD
199985.16000000
0.075624425241
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
150000.00000000
PA
USD
149625.43000000
0.056580884027
Long
DBT
CORP
US
N
2
2043-04-30
Floating
8.48904000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAP6
70000.00000000
PA
USD
72980.72000000
0.027597672765
Long
DBT
CORP
US
N
2
2028-10-25
Fixed
6.75000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
250000.00000000
PA
USD
250677.50000000
0.094793742988
Long
LON
CORP
US
N
2
2028-01-21
Floating
8.44182000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP
254900SHCOQLVJ21CT59
Sammons Financial Group Inc
79588TAF7
250000.00000000
PA
USD
251706.56000000
0.095182882217
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.87500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
760000.00000000
PA
USD
760910.88000000
0.287738590003
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
435000.00000000
PA
USD
456251.06000000
0.172531422723
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AK5
270000.00000000
PA
USD
273977.64000000
0.103604695238
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
405000.00000000
PA
USD
416050.02000000
0.157329392012
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
270000.00000000
PA
USD
265619.51000000
0.100444066833
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAA5
153116.17000000
PA
USD
135838.88000000
0.051367497595
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
985000.00000000
PA
USD
745291.01000000
0.281831933274
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
680000.00000000
PA
USD
609662.50000000
0.230543987132
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CV9
268000.00000000
PA
USD
272015.03000000
0.102862533904
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
48500.67000000
PA
USD
45202.93000000
0.017093496339
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2023-1
30331GAC5
194701.90000000
PA
USD
195702.34000000
0.074004876066
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2023-1 LLC
92555QAA6
325881.22000000
PA
USD
327167.21000000
0.123718340971
Long
ABS-O
CORP
US
N
2
2029-03-26
Fixed
7.27000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
1541.00000000
PA
USD
1399.27000000
0.000529134209
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
185000.00000000
PA
USD
192433.86000000
0.072768899749
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
495617.47000000
PA
USD
471942.29000000
0.178465064249
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Ccc Intelligent Solutions Inc.
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
122401.75000000
PA
USD
122197.34000000
0.046208946721
Long
LON
CORP
US
N
2
2028-09-21
Floating
7.69182000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAC0
460000.00000000
PA
USD
418554.23000000
0.158276359486
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
950000.00000000
PA
USD
906319.48000000
0.342724878986
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
225000.00000000
PA
USD
204264.05000000
0.077242488286
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC
00488PAR6
65000.00000000
PA
USD
65162.50000000
0.024641211426
Long
LON
CORP
US
N
2
2030-11-06
Floating
9.83016000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
1125000.00000000
PA
USD
991375.99000000
0.374889013974
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94399000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PA3
255000.00000000
PA
USD
269322.70000000
0.101844428816
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES2
748956AA7
369128.30000000
PA
USD
373503.76000000
0.141240515924
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
6.80800000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
74729.64000000
PA
USD
74874.62000000
0.028313851401
Long
LON
CORP
US
N
2
2027-10-08
Floating
8.92595000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2022-B
00971BAA8
854132.32000000
PA
USD
798888.58000000
0.302099864282
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
305000.00000000
PA
USD
275339.30000000
0.104119607219
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
Whitewater DBR Holdco LLC
21380025GXMNBTSJP816
WHITEWATER DBR HOLDCO LLC
96616PAB4
125000.00000000
PA
USD
125156.25000000
0.047327859085
Long
LON
CORP
US
N
2
2031-02-17
Floating
8.05191000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
475000.00000000
PA
USD
392618.82000000
0.148468879398
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Froneri US Inc
N/A
Froneri US Inc
000000000
464596.60000000
PA
USD
464689.52000000
0.175722427932
Long
LON
CORP
US
N
2
2027-01-29
Floating
7.68016000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
ORYX MIDSTREAM SERVICES
68764JAH4
121495.00000000
PA
USD
121864.34000000
0.046083022709
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.43574000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-4 Mortgage Loan Trust
19685GAA4
276139.74000000
PA
USD
268795.64000000
0.101645120980
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.30100000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
5824.04000000
PA
USD
5793.27000000
0.002190726121
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAS1
220000.00000000
PA
USD
220949.83000000
0.083552219079
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71100000
N
N
N
N
N
N
AlixPartners LLP
5493005G2MHUFTGARL57
AlixPartners LLP
01642PBB1
34731.41000000
PA
USD
34759.54000000
0.013144326479
Long
LON
CORP
US
N
2
2028-02-04
Floating
7.83016000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6FJ4
483432.81000000
PA
USD
491179.33000000
0.185739554483
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
ORL TRUST
N/A
ORL Trust 2023-GLKS
67116QAA0
482000.00000000
PA
USD
483807.50000000
0.182951895605
Long
ABS-MBS
CORP
US
N
2
2036-10-19
Floating
7.67575000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
465000.00000000
PA
USD
438130.04000000
0.165678955658
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
404490.98000000
PA
USD
382732.72000000
0.144730448854
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
457011.05000000
PA
USD
447073.71000000
0.169061006123
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AT5
525000.00000000
PA
USD
504556.15000000
0.190798001440
Long
DBT
CORP
CH
N
2
2033-08-05
Fixed
4.98800000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2023-1
14367RAE8
288000.00000000
PA
USD
287862.02000000
0.108855076103
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
7.24000000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
HILTON GRAND VAC BORROWER
43283LAK7
55000.00000000
PA
USD
55085.80000000
0.020830705458
Long
LON
CORP
US
N
2
2031-01-17
Floating
8.07680000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
444000.00000000
PA
USD
403564.70000000
0.152608065944
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
111364.34000000
PA
USD
109636.98000000
0.041459244264
Long
ABS-O
CORP
US
N
2
2060-09-27
Variable
5.23950000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAE7
540000.00000000
PA
USD
459738.45000000
0.173850179896
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.98600000
N
N
N
N
N
N
A&D Mortgage Trust
N/A
A&D Mortgage Trust 2023-NQM3
00249FAA5
776738.16000000
PA
USD
778290.32000000
0.294310628453
Long
ABS-MBS
CORP
US
N
2
2068-07-25
Variable
6.73300000
N
N
N
N
N
N
Genesis Sales Finance Master T
N/A
Genesis Sales Finance Master Trust
37186XAK1
280000.00000000
PA
USD
270466.76000000
0.102277055317
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
2800000.00000000
PA
USD
2632546.87000000
0.995498085783
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
41604.62000000
PA
USD
40400.05000000
0.015277286379
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
3028318.72000000
PA
USD
3015188.41000000
1.140194054904
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAT1
20000.00000000
PA
USD
20085.80000000
0.007595448984
Long
LON
CORP
US
N
2
2027-07-30
Floating
9.07680000
N
N
N
N
N
N
HOMES Trust
N/A
HOMES 2023-NQM2 Trust
43761KAA2
1550441.13000000
PA
USD
1551560.24000000
0.586722791719
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.45600000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
215000.00000000
PA
USD
207852.86000000
0.078599597451
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
NGL Energy Operating LLC
5493008CQD36WWZJ3O79
NGL ENERGY OPERATING LLC
62922KAF7
55000.00000000
PA
USD
55110.00000000
0.020839856692
Long
LON
CORP
US
N
2
2031-02-03
Floating
9.83016000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
160000.00000000
PA
USD
161646.56000000
0.061126676560
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.62500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
645000.00000000
PA
USD
688251.12000000
0.260262288320
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
270000.00000000
PA
USD
259282.97000000
0.098047903060
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBM8
200000.00000000
PA
USD
208842.30000000
0.078973754370
Long
DBT
CORP
US
N
2
2033-10-25
Fixed
5.83400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
940000.00000000
PA
USD
563008.59000000
0.212901802437
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Iron Mountain Information Management LLC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284NAV1
379050.00000000
PA
USD
375574.11000000
0.142023419159
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.58016000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
200000.00000000
PA
USD
180748.16000000
0.068349950133
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN
43289DAK9
125000.00000000
PA
USD
125185.00000000
0.047338730903
Long
LON
CORP
US
N
2
2030-11-06
Floating
7.42941000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAM4
210379.04000000
PA
USD
210103.44000000
0.079450654694
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.57734000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAC2
334000.00000000
PA
USD
338632.17000000
0.128053817715
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAB2
228680.66000000
PA
USD
230314.35000000
0.087093414049
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
6.28000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2022-INV2 Trust
55285UAA1
1062883.96000000
PA
USD
1042270.18000000
0.394134661336
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
4.95000000
N
N
N
N
N
N
MIWD Holdco II LLC
254900X3SPV5RVFJEY72
MIWD HOLDCO II LLC
000000000
30000.00000000
PA
USD
30112.50000000
0.011387047444
Long
LON
CORP
US
N
2
2031-03-21
Floating
0.00000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAP6
250000.00000000
PA
USD
241986.69000000
0.091507311579
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.65000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AP3
485000.00000000
PA
USD
492996.60000000
0.186426755470
Long
DBT
CORP
GB
N
2
2034-06-01
Fixed
6.47500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-3
67571CAC5
532000.00000000
PA
USD
536123.05000000
0.202735030514
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECE3
400000.00000000
PA
USD
444302.70000000
0.168013148179
Long
DBT
CORP
GB
N
2
2033-11-02
Fixed
7.43700000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL2
501895AA4
19217.97000000
PA
USD
19167.88000000
0.007248337367
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
3.09000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
553000.00000000
PA
USD
457074.97000000
0.172842984442
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
332944.26000000
PA
USD
325085.95000000
0.122931312117
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET CORP
26483NAV2
119507.31000000
PA
USD
119451.14000000
0.045170470683
Long
LON
CORP
US
N
2
2029-01-18
Floating
8.08217000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
245000.00000000
PA
USD
205936.55000000
0.077874944470
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2L8
315000.00000000
PA
USD
316189.96000000
0.119567291853
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
5.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
670000.00000000
PA
USD
657426.31000000
0.248605880718
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach ABS Trust 2023-1
75525AAB1
310000.00000000
PA
USD
314287.67000000
0.118847940538
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
7.33000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAA8
55373.45000000
PA
USD
51877.39000000
0.019617444623
Long
ABS-O
CORP
US
N
2
2033-11-21
Fixed
1.51000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
790000.00000000
PA
USD
781705.00000000
0.295601890327
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
305000.00000000
PA
USD
292579.12000000
0.110638848340
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JDZ6
67400.61000000
PA
USD
69615.65000000
0.026325170923
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
170000.00000000
PA
USD
181890.10000000
0.068781774955
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
346586.93000000
PA
USD
292470.88000000
0.110597917364
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
2779.61000000
PA
USD
2771.86000000
0.001048179371
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
760000.00000000
PA
USD
699966.84000000
0.264692590005
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAA8
618600.98000000
PA
USD
579685.97000000
0.219208356769
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.29400000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2022-R2
12567NAA7
572304.91000000
PA
USD
528766.36000000
0.199953096830
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
405000.00000000
PA
USD
370312.44000000
0.140033717675
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
685000.00000000
PA
USD
558096.82000000
0.211044415703
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
318750.00000000
PA
USD
313956.64000000
0.118722761482
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
PetsMart LLC
N/A
PetSmart LLC
71677HAL9
187594.95000000
PA
USD
186930.86000000
0.070687939282
Long
LON
CORP
US
N
2
2028-02-11
Floating
9.18016000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CB5
20000.00000000
PA
USD
20040.72000000
0.007578401974
Long
DBT
CORP
CA
N
2
2031-07-01
Fixed
7.25000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAC7
235000.00000000
PA
USD
241649.33000000
0.091379738832
Long
DBT
CORP
CL
N
2
N/A
Fixed
8.75000000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2023-1
36267FAG3
385000.00000000
PA
USD
391323.36000000
0.147979000959
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.09000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
910000.00000000
PA
USD
943784.60000000
0.356892321044
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BS5
275000.00000000
PA
USD
280333.63000000
0.106008214032
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
295000.00000000
PA
USD
307454.61000000
0.116264017635
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Delta Air Lines Inc
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
90000.00000000
PA
USD
92737.80000000
0.035068816221
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.06781000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
445000.00000000
PA
USD
462939.06000000
0.175060491160
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
285000.00000000
PA
USD
280058.58000000
0.105904203824
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
395000.00000000
PA
USD
370013.29000000
0.139920594047
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Ltd/Canada
000000000
223812.66000000
PA
USD
223532.89000000
0.084529003696
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.44182000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
190000.00000000
PA
USD
130457.78000000
0.049332633635
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CG6
225000.00000000
PA
USD
234559.81000000
0.088698835533
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
6.12300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QMQ6
1396.60000000
PA
USD
1424.22000000
0.000538569056
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Nouryon Finance BV
549300K7VB5G6LULFT41
NOURYON USA LLC
000000000
248746.88000000
PA
USD
249120.00000000
0.094204774075
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41909000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT 2023-3 Mortgage Loan Trust
19688RAA7
1501166.57000000
PA
USD
1529344.52000000
0.578321913092
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.18000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
880963.84000000
PA
USD
859828.28000000
0.325144223108
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.47400000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust 2021-1
35041LAA8
93193.36000000
PA
USD
84651.35000000
0.032010923658
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-1
89179YAW3
355000.00000000
PA
USD
287258.40000000
0.108626817088
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
340000.00000000
PA
USD
324357.25000000
0.122655754077
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
470000.00000000
PA
USD
476497.75000000
0.180187712291
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
434000.00000000
PA
USD
448673.89000000
0.169666114486
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82400000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBK0
245000.00000000
PA
USD
194993.66000000
0.073736888593
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-3PL
000876AB8
355000.00000000
PA
USD
356774.36000000
0.134914290219
Long
ABS-O
CORP
US
N
2
2030-08-19
Fixed
7.17000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
280000.00000000
PA
USD
237392.05000000
0.089769847613
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
425000.00000000
PA
USD
354450.00000000
0.134035333055
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP
68371YAP8
73621.20000000
PA
USD
73705.13000000
0.027871608541
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.17626000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-1PL
00091XAB3
165505.86000000
PA
USD
165726.63000000
0.062669555785
Long
ABS-O
CORP
US
N
2
2030-03-18
Fixed
6.80000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-D
12598VAC8
429000.00000000
PA
USD
440064.38000000
0.166410426687
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
7.17000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2024-HYB1 Trust
67448MAA8
734068.86000000
PA
USD
705180.83000000
0.266664261288
Long
ABS-MBS
CORP
US
N
2
2053-03-25
Variable
3.52945600
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
134802.39000000
PA
USD
133388.34000000
0.050440825441
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
5.11500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
240000.00000000
PA
USD
202501.13000000
0.076575839762
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AF0
70000.00000000
PA
USD
69340.99000000
0.026221308193
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL5
05612GAA1
1240000.00000000
PA
USD
1240624.09000000
0.469142229088
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
6.69165000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
240000.00000000
PA
USD
228074.45000000
0.086246395450
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
710000.00000000
PA
USD
635548.76000000
0.240332881139
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
5493000K1GV1VHEHGY40
Amur Equipment Finance Receivables XII LLC
03236YAB1
294655.00000000
PA
USD
296430.15000000
0.112095116047
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
6.09000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
172572.43000000
PA
USD
149164.67000000
0.056406647548
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
144000.00000000
PA
USD
131388.82000000
0.049684706583
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
17187MAS9
335000.00000000
PA
USD
335103.85000000
0.126719582855
Long
LON
CORP
US
N
2
2028-11-22
Floating
8.68016000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
123000.00000000
PA
USD
123250.33000000
0.046607135084
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
MIRA Trust
N/A
MIRA Trust 2023-MILE
55318EAA8
800000.00000000
PA
USD
830642.80000000
0.314107728448
Long
ABS-MBS
CORP
US
N
2
2038-06-10
Fixed
6.75470000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAF8
185000.00000000
PA
USD
175503.31000000
0.066366609136
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CV5
540000.00000000
PA
USD
557123.99000000
0.210676539859
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.85000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
490000.00000000
PA
USD
456007.55000000
0.172439339371
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2023-2
35104AAB4
315482.71000000
PA
USD
316523.80000000
0.119693533511
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.99000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAB7
690000.00000000
PA
USD
700707.06000000
0.264972504335
Long
DBT
CORP
IE
N
2
2054-04-03
Fixed
5.77700000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
305000.00000000
PA
USD
267289.13000000
0.101075433944
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.45371500
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAC5
850000.00000000
PA
USD
699674.70000000
0.264582117210
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
3.32800000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
73428.00000000
PA
USD
66217.49000000
0.025040156090
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
355000.00000000
PA
USD
328746.92000000
0.124315708600
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
Flutter Entertainment Public Limited Company
635400VFWPBIKJK6GN11
FLUTTER FINANCING BV
000000000
275000.00000000
PA
USD
274851.50000000
0.103935145559
Long
LON
CORP
NL
N
2
2030-11-25
Floating
7.55942000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
93475.76000000
PA
USD
90310.70000000
0.034151007908
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-3
23345WAC9
200000.00000000
PA
USD
201588.34000000
0.076230668055
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.40000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
215000.00000000
PA
USD
244513.55000000
0.092462844155
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
180000.00000000
PA
USD
153135.64000000
0.057908270588
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
163000.00000000
PA
USD
166678.42000000
0.063029475350
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2024-1 LLC
62847RAA5
734000.00000000
PA
USD
736909.58000000
0.278662493969
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-5
03464HAA3
1240363.15000000
PA
USD
1205190.05000000
0.455742840309
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAA5
965000.00000000
PA
USD
907362.67000000
0.343119361478
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
200000.00000000
PA
USD
185187.50000000
0.070028687375
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
260000.00000000
PA
USD
252578.43000000
0.095512580019
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VW81
213.95000000
PA
USD
219.74000000
0.000083094721
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
185000.00000000
PA
USD
185713.72000000
0.070227677565
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP
80875CAB3
235000.00000000
PA
USD
234812.00000000
0.088794201228
Long
LON
CORP
US
N
2
2029-04-04
Floating
0.00000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
360000.00000000
PA
USD
380276.91000000
0.143801783849
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.12500000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AC4
600000.00000000
PA
USD
629808.60000000
0.238162238573
Long
DBT
CORP
DE
N
2
2053-09-06
Fixed
6.35000000
N
N
N
N
N
N
Camelot US Acquisition I Co
549300U6VBJHQP2SFL81
CAMELOT US ACQUISITION LLC
000000000
35000.00000000
PA
USD
34973.75000000
0.013225330030
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07707000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
509000.00000000
PA
USD
477205.27000000
0.180455261110
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
40000.00000000
PA
USD
45394.34000000
0.017165878066
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
130000.00000000
PA
USD
126560.50000000
0.047858876482
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAD2
665000.00000000
PA
USD
664135.50000000
0.251142962157
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.72000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
23000.00000000
PA
USD
21819.70000000
0.008251123590
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
MetroNet Infrastructure Issuer
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170JAG3
545000.00000000
PA
USD
545436.00000000
0.206256724279
Long
ABS-O
CORP
US
N
2
2054-04-20
Fixed
6.23000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
380000.00000000
PA
USD
371728.94000000
0.140569367412
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Osmosis Buyer Limited
5493005QMH1D47U26R45
AI AQUA MERGER SUB INC
00132UAN4
118800.00000000
PA
USD
119245.50000000
0.045092707879
Long
LON
CORP
US
N
2
2028-07-31
Floating
9.57435000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAE3
625000.00000000
PA
USD
632731.16000000
0.239267405178
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK4Y3
139280.49000000
PA
USD
135982.33000000
0.051421743239
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
89841EAB1
289870.56000000
PA
USD
291247.45000000
0.110135277084
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.81426000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
909506.67000000
PA
USD
863499.46000000
0.326532480504
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.24700000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
790000.00000000
PA
USD
790493.75000000
0.298925357765
Long
DBT
NUSS
RO
N
2
2029-01-30
Fixed
5.87500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
304808.77000000
PA
USD
265193.57000000
0.100282997543
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
158000.00000000
PA
USD
143282.59000000
0.054182337908
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
398000.00000000
PA
USD
449127.14000000
0.169837511057
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
282874.39000000
PA
USD
269413.13000000
0.101878624937
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TRX9
4211.34000000
PA
USD
4279.57000000
0.001618320187
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143YAC7
145000.00000000
PA
USD
154684.70000000
0.058494047914
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.45000000
N
N
N
N
N
N
Freeport LNG Investments, LLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments LLLP
35670CAB4
122369.96800000
PA
USD
121382.44000000
0.045900792135
Long
LON
CORP
US
N
2
2028-12-21
Floating
9.07942000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
445000.00000000
PA
USD
380584.39000000
0.143918057468
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-NQM5 Trust
673919AL0
995290.29000000
PA
USD
1003750.06000000
0.379568270833
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Variable
6.56700000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
163781.16000000
PA
USD
159564.68000000
0.060339413253
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
88000.00000000
PA
USD
82486.25000000
0.031192190693
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
140000.00000000
PA
USD
144830.98000000
0.054767861873
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
418729.46000000
PA
USD
417624.43000000
0.157924755444
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAD0
160000.00000000
PA
USD
159209.82000000
0.060205222879
Long
DBT
CORP
GB
N
2
2034-03-20
Fixed
5.40000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
375000.00000000
PA
USD
342291.61000000
0.129437635628
Long
DBT
CORP
US
N
2
2033-04-25
Fixed
4.33700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
422000.00000000
PA
USD
325190.40000000
0.122970809904
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
30506.24000000
PA
USD
27654.07000000
0.010457391685
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAN4
169561.86000000
PA
USD
170048.50000000
0.064303871725
Long
LON
CORP
US
N
2
2027-07-30
Floating
8.69182000
N
N
N
N
N
N
Innophos Holdings Inc
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45778EAG9
158759.68000000
PA
USD
158084.95000000
0.059779853080
Long
LON
CORP
US
N
2
2027-02-05
Floating
8.69464000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TX6
8150000.00000000
PA
USD
8015015.63000000
3.030879642872
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-2
89177JAB4
990000.00000000
PA
USD
881345.62000000
0.333281009209
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
150898.75000000
PA
USD
135896.47000000
0.051389275264
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
DirectV Financing LLC
N/A
DIRECTV FINANCING LLC
25460HAD4
381837.62530000
PA
USD
381230.50000000
0.144162384084
Long
LON
CORP
US
N
2
2029-08-02
Floating
10.69464000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
107000.00000000
PA
USD
103376.25000000
0.039091748057
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
285000.00000000
PA
USD
272138.89000000
0.102909371585
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
75000.00000000
PA
USD
68471.81000000
0.025892627615
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
N/A
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
250000.00000000
PA
USD
257493.08000000
0.097371055825
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
600320.87000000
PA
USD
546205.67000000
0.206547775131
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
Truist Insurance Holdings, LLC
N/A
TRUIST INSURANCE HOLDINGS LLC
000000000
240000.00000000
PA
USD
239599.20000000
0.090604481794
Long
LON
CORP
US
N
2
2031-03-24
Floating
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
7550000.00000000
PA
USD
6633382.81000000
2.508414936454
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-2
505713AF4
265000.00000000
PA
USD
265221.30000000
0.100293483648
Long
ABS-O
CORP
US
N
2
2031-02-15
Fixed
6.30000000
N
N
N
N
N
N
Parexel International Inc (f/k/a Phoenix Newco Inc)
254900PHGVI5379Z9791
Phoenix Newco Inc
71911KAC8
50000.00000000
PA
USD
50096.00000000
0.018943811665
Long
LON
CORP
US
N
2
2028-11-15
Floating
8.69074000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-HY2
89177HAC6
100000.00000000
PA
USD
104363.94000000
0.039465243213
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
7.04389000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
108000.00000000
PA
USD
107672.58000000
0.040716406041
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DV9
200000.00000000
PA
USD
196412.47000000
0.074273411857
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.62500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
352000.00000000
PA
USD
359704.22000000
0.136022217320
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
229000.00000000
PA
USD
248816.52000000
0.094090013056
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
1440000.00000000
PA
USD
1329018.75000000
0.502568686116
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
200000.00000000
PA
USD
161188.42000000
0.060953430835
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
Century DE Buyer LLC
254900PQRPPYRTQIDX74
CENTURY DE BUYER LLC
15651FAB2
120000.00000000
PA
USD
120360.00000000
0.045514156260
Long
LON
CORP
US
N
2
2030-10-30
Floating
9.31743000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
30000.00000000
PA
USD
30238.80000000
0.011434807812
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
PEER HOLDING III BV
000000000
110000.00000000
PA
USD
110137.50000000
0.041648515995
Long
LON
CORP
NL
N
2
2030-10-28
Floating
8.55942000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
169575.00000000
PA
USD
169839.54000000
0.064224853463
Long
LON
CORP
CA
N
2
2030-05-06
Floating
8.33016000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AW0
340000.00000000
PA
USD
352943.60000000
0.133465687617
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
6.96700000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
265000.00000000
PA
USD
251389.60000000
0.095063023734
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAL9
265000.00000000
PA
USD
253462.80000000
0.095847004698
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-3
68269PAA5
256000.00000000
PA
USD
257389.41000000
0.097331852996
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
5.94000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
175000.00000000
PA
USD
183835.75000000
0.069517522863
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-1
33850BAC1
37844.94000000
PA
USD
34047.18000000
0.012874947414
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Variable
3.50000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNH3
500000.00000000
PA
USD
481061.09000000
0.181913340156
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
154013.73000000
PA
USD
144339.42000000
0.054581978368
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
586732.79818000
PA
USD
506663.95000000
0.191595066400
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
132000.00000000
PA
USD
125536.48000000
0.047471643130
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
610000.00000000
PA
USD
506717.25000000
0.191615221805
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAK6
390000.00000000
PA
USD
380175.00000000
0.143763246563
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.62500000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2022-1 LLC
70410DAD0
300000.00000000
PA
USD
295106.82000000
0.111594698563
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.40000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAK8
385000.00000000
PA
USD
409566.33000000
0.154877583439
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
6.35000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
280000.00000000
PA
USD
270327.09000000
0.102224239080
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
121449.25000000
PA
USD
121449.25000000
0.045926056349
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.69330000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
125000.00000000
PA
USD
112518.39000000
0.042548849988
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM3
45276KAA5
872815.18000000
PA
USD
844748.06000000
0.319441635126
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.38000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-B
00792FAA6
510000.00000000
PA
USD
517599.36000000
0.195730293714
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.82000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
360600.00000000
PA
USD
345827.88000000
0.130774876783
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
298000.00000000
PA
USD
250864.68000000
0.094864525139
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
270000.00000000
PA
USD
260489.49000000
0.098504148821
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
194236.80000000
PA
USD
176535.30000000
0.066756856345
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAM4
365000.00000000
PA
USD
350513.15000000
0.132546612500
Long
LON
CORP
US
N
2
2028-01-18
Floating
9.82533000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2023-2
35042RAA4
356316.54000000
PA
USD
362500.59000000
0.137079665153
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
6.53000000
N
N
N
N
N
N
APOLLO DEBT SOLUTIONS BD
549300UMUGX092P8DW87
Apollo Debt Solutions BDC
03770DAA1
510000.00000000
PA
USD
514840.56000000
0.194687052984
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
6.90000000
N
N
N
N
N
N
Auxilior Term Funding LLC
N/A
Auxilior Term Funding 2023-1 LLC
05335JAD5
485000.00000000
PA
USD
485768.14000000
0.183693311984
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
6.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
25632.15000000
PA
USD
23997.28000000
0.009074575870
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
Gip Pilot Acquisition Partners, L.P.
254900NQOAOPPA12X060
GIP PILOT ACQUISITION PARTNERS LP
31773HAB8
45000.00000000
PA
USD
45101.25000000
0.017055046029
Long
LON
CORP
US
N
2
2030-10-04
Floating
8.32733000
N
N
N
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR INC
48242YAU6
125000.00000000
PA
USD
125156.25000000
0.047327859085
Long
LON
CORP
US
N
2
2031-01-17
Floating
7.57630000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
299000.00000000
PA
USD
265460.23000000
0.100383835071
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VYN7
19806.94000000
PA
USD
20014.21000000
0.007568377213
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
330000.00000000
PA
USD
284684.49000000
0.107653492546
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
1320000.00000000
PA
USD
697073.44000000
0.263598450260
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
175000.00000000
PA
USD
169234.56000000
0.063996080164
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Chobani LLC
549300ISVDMZ91KNTR38
CHOBANI LLC
17026YAJ8
79800.00000000
PA
USD
80199.00000000
0.030327266682
Long
LON
CORP
US
N
2
2027-10-25
Floating
9.07533000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
155000.00000000
PA
USD
145015.46000000
0.054837623019
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-5
30168DAD8
450000.00000000
PA
USD
456114.96000000
0.172479956483
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.58000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
165010.96000000
PA
USD
153080.88000000
0.057887563084
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
650000.00000000
PA
USD
534486.80000000
0.202116282274
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAB9
670000.00000000
PA
USD
627832.68000000
0.237415044060
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
430000.00000000
PA
USD
369215.50000000
0.139618909611
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAD9
256000.00000000
PA
USD
284089.46000000
0.107428481841
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
272000.00000000
PA
USD
328804.54000000
0.124337497613
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
780000.00000000
PA
USD
749738.73000000
0.283513839414
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAC7
200000.00000000
PA
USD
209486.34000000
0.079217298215
Long
DBT
CORP
FR
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Vistra Zero Operating Company, LLC
N/A
VISTRA OPERATIONS CO LLC
92841DAB7
65000.00000000
PA
USD
65000.00000000
0.024579762021
Long
LON
CORP
US
N
2
2031-03-20
Floating
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAB0
240000.00000000
PA
USD
211201.80000000
0.079865999732
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.25000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAH7
233754.44000000
PA
USD
234656.73000000
0.088735485849
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.07927000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
12768EAH9
40000.00000000
PA
USD
40000.00000000
0.015126007398
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.04046000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAN2
240000.00000000
PA
USD
251220.48000000
0.094999070975
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.87500000
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DK2
975000.00000000
PA
USD
983154.49000000
0.371780052229
Long
DBT
CORP
US
N
2
2034-07-28
Fixed
5.62500000
N
N
N
N
N
N
CENT Trust 2023-CITY
N/A
CENT Trust 2023-CITY
12516WAA9
635000.00000000
PA
USD
641343.27000000
0.242524076167
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
7.94533000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
650000.00000000
PA
USD
603814.45000000
0.228332545943
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
125000.00000000
PA
USD
125918.07000000
0.047615941459
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.37500000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAD8
360000.00000000
PA
USD
361350.00000000
0.136644569332
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AS2
200000.00000000
PA
USD
199796.80000000
0.075553196872
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
245000.00000000
PA
USD
233099.44000000
0.088146596348
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust
22537GAA8
488000.00000000
PA
USD
489159.61000000
0.184975796992
Long
ABS-O
CORP
US
N
2
2034-03-15
Fixed
5.68000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2023-1
90945CAC6
247146.68000000
PA
USD
246822.42000000
0.093335943773
Long
ABS-O
CORP
US
N
2
2028-07-10
Fixed
5.91000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBY5
520000.00000000
PA
USD
516795.41000000
0.195426279873
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.62500000
N
N
N
N
N
N
Perrigo Investments, LLC
549300POZGC78VHAAJ73
Perrigo Investments LLC
71429TAC4
168187.63000000
PA
USD
167207.10000000
0.063229395790
Long
LON
CORP
US
N
2
2029-04-20
Floating
7.68016000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
410000.00000000
PA
USD
403193.26000000
0.152467605840
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
45000.00000000
PA
USD
45751.95000000
0.017301108354
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
320000.00000000
PA
USD
328400.96000000
0.124184883762
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
660000.00000000
PA
USD
584882.06000000
0.221173259163
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAB3
215000.00000000
PA
USD
210327.30000000
0.079535307395
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
170000.00000000
PA
USD
156286.44000000
0.059099746191
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
1078182.22000000
PA
USD
1069951.92000000
0.404602516437
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.15200000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
315000.00000000
PA
USD
309886.04000000
0.117183463339
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBB2
240000.00000000
PA
USD
250224.16000000
0.094622312383
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJJ1
870000.00000000
PA
USD
889303.13000000
0.336290143087
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
16625.72000000
PA
USD
16590.32000000
0.006273632576
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
4.25733400
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
899566.04000000
PA
USD
763014.70000000
0.288534149925
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20600000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
778543.23000000
PA
USD
734733.20000000
0.277839495469
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
135000.00000000
PA
USD
133349.75000000
0.050426232625
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
180000.00000000
PA
USD
188731.62000000
0.071368897009
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
70000.00000000
PA
USD
45888.80000000
0.017352858207
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
Y
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAF7
700000.00000000
PA
USD
717643.16000000
0.271376893683
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.75000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2024-1
02531AAE1
560000.00000000
PA
USD
558111.06000000
0.211049800562
Long
ABS-O
CORP
US
N
2
2030-01-14
Fixed
5.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
300000.00000000
PA
USD
299087.88000000
0.113100137138
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AS8
445000.00000000
PA
USD
469009.53000000
0.177356040513
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
485000.00000000
PA
USD
455904.85000000
0.172400503347
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
515000.00000000
PA
USD
471520.88000000
0.178305707980
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
190000.00000000
PA
USD
130894.69000000
0.049497851232
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-A
00971AAA0
154099.46000000
PA
USD
134138.97000000
0.050724676314
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.06500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
500000.00000000
PA
USD
531718.75000000
0.201069543654
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
249000.00000000
PA
USD
250220.75000000
0.094621022891
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
210000.00000000
PA
USD
201804.71000000
0.076312488410
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
549300K1Y0YC1YC1H809
LUMMUS TECHNOLOGY HOLDINGS V LLC
45232UAF5
90000.00000000
PA
USD
90056.70000000
0.034054957761
Long
LON
CORP
US
N
2
2027-06-30
Floating
0.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAB0
200000.00000000
PA
USD
215471.20000000
0.081480474131
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
9.62500000
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AS3
315000.00000000
PA
USD
293613.31000000
0.111029927480
Long
DBT
CORP
US
N
2
2032-05-08
Fixed
3.37500000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
330000.00000000
PA
USD
266917.24000000
0.100934803672
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPHB7
1531347.21000000
PA
USD
1494848.56000000
0.565277259438
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YFP2
36736.98000000
PA
USD
37498.63000000
0.014180113869
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Cogeco Communications Finance (USA) LP
549300UVJTPYOZ6XKH79
COGECO COMMUNICATIONS USA II LP
19239BAD0
265000.00000000
PA
USD
258155.05000000
0.097621379903
Long
LON
CORP
US
N
2
2030-09-18
Floating
8.58016000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
125000.00000000
PA
USD
128138.38000000
0.048455552096
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
505000.00000000
PA
USD
408644.38000000
0.154528947876
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2022-SFR1 Trust
00179WAC8
515000.00000000
PA
USD
479950.13000000
0.181493230426
Long
ABS-O
CORP
US
N
2
2039-03-17
Fixed
3.74000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX 2024-NQM3 Trust
67118KAA1
573737.84000000
PA
USD
574051.39000000
0.217077639300
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.12900000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
334000.00000000
PA
USD
336809.60000000
0.127364612533
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAD8
170000.00000000
PA
USD
186517.60000000
0.070531664936
Long
DBT
CORP
US
N
2
2063-08-15
Fixed
6.71400000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
545000.00000000
PA
USD
545161.32000000
0.206152853986
Long
DBT
CORP
US
N
2
2053-08-15
Floating
8.50660000
N
N
N
N
N
N
Arsenal Aic Parent LLC
N/A
ARSENAL AIC PARENT LLC
04287KAE1
64900.00000000
PA
USD
65046.03000000
0.024597168274
Long
LON
CORP
US
N
2
2030-08-19
Floating
9.08016000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207VDD5
5874.47000000
PA
USD
5977.86000000
0.002260528864
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-A
88167PAE8
340000.00000000
PA
USD
342881.23000000
0.129660600540
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
6.41000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
425000.00000000
PA
USD
413262.31000000
0.156275218959
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
435000.00000000
PA
USD
443683.30000000
0.167778921954
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
270000.00000000
PA
USD
281512.21000000
0.106453894277
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RFV1
475000.00000000
PA
USD
481026.71000000
0.181900339353
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.12000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72814CAF5
269307.69000000
PA
USD
269334.62000000
0.101848936366
Long
LON
CORP
US
N
2
2028-03-13
Floating
8.19464000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AB4
235000.00000000
PA
USD
234330.11000000
0.088611974436
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.62600000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
GTCR W MERGER SUB
92943EAB2
95000.00000000
PA
USD
95257.45000000
0.036021622335
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.30942000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
179394.54000000
PA
USD
178015.53000000
0.067316605593
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-6
92539AAA2
950402.96000000
PA
USD
938537.37000000
0.354908080049
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.91000000
N
N
N
N
N
N
BROOKFIELD CAPITAL FIN
N/A
Brookfield Capital Finance LLC
11259NAA2
140000.00000000
PA
USD
146642.29000000
0.055452809085
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
6.08700000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2024-1 LLC
737473AB4
715000.00000000
PA
USD
713900.90000000
0.269961757371
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
5.59000000
N
N
N
N
N
N
Veridian Auto Receivables Trus
N/A
Veridian Auto Receivables Trust 2023-1
92347BAD6
315000.00000000
PA
USD
313503.47000000
0.118551395163
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.59000000
N
N
N
N
N
N
Select Medical Corp
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816194AX2
263691.31000000
PA
USD
263857.44000000
0.099777739736
Long
LON
CORP
US
N
2
2027-03-06
Floating
8.33016000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1335000.00000000
PA
USD
804233.21000000
0.304120937105
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
255000.00000000
PA
USD
245010.27000000
0.092650678915
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2024-1
96043RAE7
700000.00000000
PA
USD
699498.52000000
0.264515494711
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
5.55000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
260000.00000000
PA
USD
251287.40000000
0.095024376785
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
217712.82000000
PA
USD
217447.21000000
0.082227702678
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.18016000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
125214.64000000
PA
USD
123112.15000000
0.046554882292
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
279000.00000000
PA
USD
278599.52000000
0.105352460015
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84100000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
280000.00000000
PA
USD
261777.09000000
0.098991054999
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Generation Bridge Northeast LLC
254900T9J93GNTVC6J73
GENERATION BRIDGE NORTHEAST LLC
000000000
88486.36000000
PA
USD
88458.93000000
0.033450760740
Long
LON
CORP
US
N
2
2029-08-22
Floating
9.57626000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
505000.00000000
PA
USD
454066.84000000
0.171705459526
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
291233.68000000
PA
USD
250462.10000000
0.094712289438
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
425000.00000000
PA
USD
515334.60000000
0.194873874301
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
387799.32263200
PA
USD
366636.49000000
0.138643656503
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
245000.00000000
PA
USD
250195.33000000
0.094611410313
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
6.40100000
N
N
N
N
N
N
WI TREAS. NT/BD
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810TT5
6110000.00000000
PA
USD
5872282.81000000
2.220604830688
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
SBNA Auto Receivables Trust
N/A
SBNA Auto Receivables Trust 2024-A
78437PAF0
452000.00000000
PA
USD
451752.76000000
0.170830389746
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
5.59000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR2 Trust
89613JAG5
310000.00000000
PA
USD
273680.37000000
0.103492282533
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.28100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
463332.83000000
PA
USD
444021.58000000
0.167906842599
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.91300000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES1
74935WAA2
152683.62000000
PA
USD
153029.10000000
0.057867982467
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
6.51500000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-2 LLC
25216CAC4
465000.00000000
PA
USD
468392.41000000
0.177122676471
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
6.41000000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
357390.00000000
PA
USD
327087.55000000
0.123688217527
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAD8
665000.00000000
PA
USD
664116.41000000
0.251135743270
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ERA0
2255566.23000000
PA
USD
2277330.68000000
0.861173017837
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AC3
300000.00000000
PA
USD
279210.43000000
0.105583475744
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
5.14000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2022-1 Trust
21873EAA7
707889.50000000
PA
USD
697347.26000000
0.263701995344
Long
ABS-O
CORP
US
N
2
2055-06-17
Variable
4.74400000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2024-1
039943AB1
704000.00000000
PA
USD
702971.88000000
0.265828946437
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
6.87000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
369081.77000000
PA
USD
369082.51000000
0.139568619418
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.35301000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
902894.06000000
PA
USD
819147.66000000
0.309760839131
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust
92837UAA7
259880.81000000
PA
USD
231411.00000000
0.087508112449
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Fixed
1.28000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
615000.00000000
PA
USD
514075.86000000
0.194397881538
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
450000.00000000
PA
USD
469437.76000000
0.177517975767
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.13600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
140000.00000000
PA
USD
157995.18000000
0.059745906538
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
235000.00000000
PA
USD
212425.90000000
0.080328893373
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
2698877.37000000
NS
USD
2698877.37000000
1.020580976626
Long
STIV
RF
US
N
1
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings LLC
59921PAB2
78000.00000000
PA
USD
80224.56000000
0.030336932201
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.73251000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3H4
375000.00000000
PA
USD
402215.24000000
0.152097767396
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.49100000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AL0
270000.00000000
PA
USD
239976.30000000
0.090747082228
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Variable
3.26900000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
345000.00000000
PA
USD
328581.35000000
0.124253098274
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
305000.00000000
PA
USD
305475.69000000
0.115515688671
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
400000.00000000
PA
USD
405888.80000000
0.153486924789
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
Ineos Finance PLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
000000000
276581.01030000
PA
USD
276680.58000000
0.104626812499
Long
LON
CORP
US
N
2
2027-11-08
Floating
9.18016000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AB6
270000.00000000
PA
USD
243020.87000000
0.091898386937
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.79000000
N
N
N
N
N
N
BLUELINX HOLDING
549300YSX7GU28F5I540
BlueLinx Holdings Inc
09624HAA7
225000.00000000
PA
USD
218530.60000000
0.082637386807
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAE5
125401.05000000
PA
USD
120504.70000000
0.045568874592
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.58000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
975000.00000000
PA
USD
825288.96000000
0.312083172862
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJV4
1125000.00000000
PA
USD
1116123.05000000
0.422062137785
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BU1
640000.00000000
PA
USD
641710.17000000
0.242662819470
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.63400000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGU2
402000.00000000
PA
USD
404329.99000000
0.152897460499
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.44000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
55151.79000000
PA
USD
44651.66000000
0.016885033487
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
160000.00000000
PA
USD
165767.19000000
0.062684893557
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.03600000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
226000.00000000
PA
USD
205214.53000000
0.077601912474
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
500000.00000000
PA
USD
454386.77000000
0.171826441114
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
317600.00000000
PA
USD
303911.60000000
0.114924227748
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Finco I LLC
5493001RSEZ0X6VJMC68
Fortress Inves 06/27/28
31774BAF1
253725.00000000
PA
USD
253988.87000000
0.096045938166
Long
LON
CORP
US
N
2
2029-06-27
Floating
8.31266000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
560000.00000000
PA
USD
520933.95000000
0.196991269539
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
605000.00000000
PA
USD
518882.02000000
0.196215331830
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
1825011.35000000
PA
USD
1815809.92000000
0.686648857084
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
125000.00000000
PA
USD
111126.25000000
0.042022411990
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAX9
185000.00000000
PA
USD
180530.97000000
0.068267819694
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.65000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBL4
495000.00000000
PA
USD
494077.54000000
0.186835513131
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
N
SAFCO Auto Receivables Trust
N/A
SAFCO Auto Receivables Trust 2024-1
78637EAB2
545000.00000000
PA
USD
545638.30000000
0.206333224061
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
6.31000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
296867.24000000
PA
USD
296312.10000000
0.112050475418
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.18016000
N
N
N
N
N
N
Ontario Gaming Gta Ltd Partnership
894500EC9KLZLOC3V025
ONTARIO GAMING GTA LP
000000000
215000.00000000
PA
USD
215653.60000000
0.081549448725
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.55942000
N
N
N
N
N
N
Momnt Technologies Trust
N/A
Momnt Technologies Trust 2023-1
608934AA3
474271.24000000
PA
USD
476693.58000000
0.180261765442
Long
ABS-O
CORP
US
N
2
2045-03-20
Fixed
6.92000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
635000.00000000
PA
USD
541315.07000000
0.204698393837
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-RPL1 LLC
69360GAA1
307624.68000000
PA
USD
274421.30000000
0.103772465349
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
1.31900000
N
N
N
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AM4
690000.00000000
PA
USD
695759.64000000
0.263101636547
Long
ABS-O
CORP
US
N
2
2054-03-20
Fixed
7.25300000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-4
379930AB6
414000.00000000
PA
USD
414983.58000000
0.156926117528
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.89000000
N
N
N
N
N
N
Blackhawk Network Holdings Inc.
549300LFU3K8UIR03132
BLACKHAWK NETWORK HOLDINGS INC
000000000
86734.64900000
PA
USD
86788.42000000
0.032819057074
Long
LON
CORP
US
N
2
2029-02-27
Floating
10.32734000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
360000.00000000
PA
USD
359208.03000000
0.135834582980
Long
DBT
CORP
US
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
610000.00000000
PA
USD
606077.27000000
0.229188231745
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
32870.64000000
PA
USD
30523.35000000
0.011542410447
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2024-RTL1
50205DAA7
225000.00000000
PA
USD
225814.01000000
0.085391609646
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
7.01700000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC
000000000
270000.00000000
PA
USD
270113.40000000
0.102143432167
Long
LON
CORP
US
N
2
2031-03-18
Floating
0.00000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
204000.00000000
PA
USD
181941.05000000
0.068801041707
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2020-3 Trust
21873CAA1
124546.18000000
PA
USD
116450.57000000
0.044035804583
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.35800000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
157000.00000000
PA
USD
156400.82000000
0.059142999009
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAA1
395000.00000000
PA
USD
329930.35000000
0.124763222873
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
6.24048000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
123798.61000000
PA
USD
110219.14000000
0.041679388176
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
265000.00000000
PA
USD
273593.84000000
0.103459561197
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
420000.00000000
PA
USD
434956.20000000
0.164478767475
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
THPT 2023-THL Mortgage Trust
87252LAA3
550000.00000000
PA
USD
562848.88000000
0.212841408071
Long
ABS-MBS
CORP
US
N
2
2034-12-10
Variable
6.99398000
N
N
N
N
N
N
84 Lumber Company
5493002K0S5LHQ16U436
84 LUMBER CO
28248CAK2
60000.00000000
PA
USD
60131.40000000
0.022738700031
Long
LON
CORP
US
N
2
2030-11-29
Floating
8.17734000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
560000.00000000
PA
USD
558422.03000000
0.211167393925
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
1420000.00000000
PA
USD
1246937.50000000
0.471529646247
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Del Monte Foods, Inc.
549300U9K7TD84Q24R17
Del Monte Foods Inc
24521TAJ5
208717.60000000
PA
USD
176017.81000000
0.066561167406
Long
LON
CORP
US
N
2
2029-05-16
Floating
9.68016000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
2435000.00000000
PA
USD
2281100.40000000
0.862598538152
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDF9
245000.00000000
PA
USD
249436.26000000
0.094324367852
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.05100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAE8
310000.00000000
PA
USD
291991.70000000
0.110416715359
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
4.02950000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AN2
685000.00000000
PA
USD
697747.07000000
0.263853183569
Long
DBT
CORP
US
N
2
2054-02-01
Fixed
5.62500000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DE5
710000.00000000
PA
USD
699964.41000000
0.264691671100
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
5.80000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
460000.00000000
PA
USD
445201.48000000
0.168353022002
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2C0
183000.00000000
PA
USD
175050.94000000
0.066195545336
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
320000.00000000
PA
USD
325538.72000000
0.123102527176
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.87500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
225000.00000000
PA
USD
192252.65000000
0.072700375154
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
2937825.48000000
PA
USD
2966967.33000000
1.121959244584
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-3
46647SBY5
486068.01000000
PA
USD
418996.07000000
0.158443441364
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
83000.00000000
PA
USD
84573.27000000
0.031981397692
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAJ9
220000.00000000
PA
USD
194612.44000000
0.073592730179
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.26500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
70000.00000000
PA
USD
71938.79000000
0.027203666743
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
151497.98000000
PA
USD
151301.15000000
0.057214557855
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
950000.00000000
PA
USD
624884.77000000
0.236300291348
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAD5
415000.00000000
PA
USD
452459.17000000
0.171097518818
Long
DBT
CORP
FR
N
2
2053-05-23
Fixed
6.90000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAB3
57391.29000000
PA
USD
51615.13000000
0.019518270955
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.56700000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAG8
261651.70000000
PA
USD
258053.99000000
0.097583164045
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
7.28613000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
723000.00000000
PA
USD
664317.05000000
0.251211615323
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
270000.00000000
PA
USD
262473.32000000
0.099254334502
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAZ3
200000.00000000
PA
USD
200400.00000000
0.075781297064
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2024-1
67571FAC8
600000.00000000
PA
USD
601407.30000000
0.227422281726
Long
ABS-O
CORP
US
N
2
2030-05-20
Fixed
5.66000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
1070000.00000000
PA
USD
1075356.63000000
0.406646308523
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.22333000
N
N
N
N
N
N
WEC Us Holdings Ltd.
5493002M6GRSU1IWMG57
WEC US HOLDINGS LTD
92943LAC4
732096.14340000
PA
USD
731034.60000000
0.276440869195
Long
LON
CORP
US
N
2
2031-01-27
Floating
8.07734000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AF4
370000.00000000
PA
USD
401555.98000000
0.151848468105
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.85000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CM2
620000.00000000
PA
USD
628873.63000000
0.237808679495
Long
DBT
CORP
US
N
2
2054-03-08
Fixed
5.21800000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc
78466YAN8
263915.14000000
PA
USD
265522.38000000
0.100407337105
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.94464000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
110000.00000000
PA
USD
91341.66000000
0.034540865622
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAB0
999999.96000000
PA
USD
938624.26000000
0.354940937518
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc
914908BC1
258015.26000000
PA
USD
258193.29000000
0.097635840366
Long
LON
CORP
US
N
2
2026-03-15
Floating
8.69464000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
80000.00000000
PA
USD
78809.71000000
0.029801906412
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAV2
200000.00000000
PA
USD
206625.00000000
0.078135281965
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
WI TREAS. NT/BD
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810TV0
6700000.00000000
PA
USD
7152250.00000000
2.704624660318
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
PowerPay Issuance Trust
N/A
PowerPay Issuance Trust 2024-1
73934RAA6
525000.00000000
PA
USD
525000.00000000
0.198528847099
Long
ABS-O
CORP
US
N
2
2039-02-18
Fixed
6.53000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2024-1CON
08862HAA0
620000.00000000
PA
USD
619391.99000000
0.234223195575
Long
ABS-O
CORP
US
N
2
2035-04-17
Fixed
5.81000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-4 Trust
21873AAA5
197429.75000000
PA
USD
184950.16000000
0.069938937210
Long
ABS-O
CORP
US
N
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
200000.00000000
PA
USD
204062.50000000
0.077166272116
Long
DBT
NUSS
RS
N
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
12541HAT0
233210.67000000
PA
USD
233210.67000000
0.088188657993
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.69464000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
340000.00000000
PA
USD
325209.08000000
0.122977873749
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
3115000.00000000
PA
USD
2431160.16000000
0.919343664150
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
26055.04000000
PA
USD
24351.39000000
0.009208482632
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
62638.53000000
PA
USD
59428.60000000
0.022472936081
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387PR53
2094.13000000
PA
USD
2159.07000000
0.000816452719
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
230000.00000000
PA
USD
225432.66000000
0.085247402073
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
698660.00000000
PA
USD
645978.45000000
0.244276870342
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AA0
43923.76000000
PA
USD
41290.10000000
0.015613858951
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
3.14000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AU8
220000.00000000
PA
USD
221603.36000000
0.083799351569
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc
N/A
Kronos Acquisition Holdings Inc
49387TAW6
208592.30000000
PA
USD
208671.57000000
0.078909192789
Long
LON
CORP
CA
N
2
2026-12-22
Floating
9.31352000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2021-A LLC
62919TAC0
83681.07000000
PA
USD
83239.87000000
0.031477172235
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAA3
779354.76000000
PA
USD
781616.06000000
0.295568257649
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.25912000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
720000.00000000
PA
USD
535528.12000000
0.202510057624
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
445000.00000000
PA
USD
450975.62000000
0.170536514111
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99400000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAF4
160000.00000000
PA
USD
164130.08000000
0.062065820108
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
270000.00000000
PA
USD
254713.03000000
0.096319779404
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-6
12669FVE0
52462.08000000
PA
USD
47409.85000000
0.017928043546
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
4.88799200
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C92
200000.00000000
PA
USD
207777.74000000
0.078571190809
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
600000.00000000
PA
USD
532756.74000000
0.201462059765
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2023-1
03465WAA9
1192935.71000000
PA
USD
1156627.04000000
0.437378729095
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
375000.00000000
PA
USD
372068.98000000
0.140697953601
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
58503UAC7
146826.43000000
PA
USD
147142.11000000
0.055641816110
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.44070000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
400000.00000000
PA
USD
450728.16000000
0.170442937066
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
Central Parent LLC
N/A
CENTRAL PARENT INC
15477BAD9
189047.62000000
PA
USD
189529.69000000
0.071670687327
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.30942000
N
N
N
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAA0
305000.00000000
PA
USD
306525.00000000
0.115912485442
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.81360000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
WINDSOR HOLDINGS III LLC
97360BAD7
169575.00000000
PA
USD
169893.80000000
0.064245371892
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.32632000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
265000.00000000
PA
USD
264851.12000000
0.100153500012
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.74000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAR7
125040.60000000
PA
USD
125228.16000000
0.047355051865
Long
LON
CORP
US
N
2
2028-10-21
Floating
8.94464000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2024-A
22411CAC4
540000.00000000
PA
USD
540776.90000000
0.204494884752
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
5.74000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
154715.03000000
PA
USD
137432.51000000
0.051970129074
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
000000000
138950.00000000
PA
USD
139037.54000000
0.052577071466
Long
LON
CORP
US
N
2
2027-08-09
Floating
8.31870000
N
N
N
N
N
N
Reach Financial LLC
N/A
Reach Abs Trust 2024-1
75526PAB7
675000.00000000
PA
USD
677560.88000000
0.256219772087
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
6.29000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
260000.00000000
PA
USD
293445.85000000
0.110966602450
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
MEDLINE BORROWER/MEDL CO
N/A
Medline Borrower LP/Medline Co-Issuer Inc
58506DAA6
105000.00000000
PA
USD
105470.16000000
0.039883560510
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
60000.00000000
PA
USD
42703.11000000
0.016148188944
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
635000.00000000
PA
USD
507893.90000000
0.192060172220
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
385125.00000000
PA
USD
340837.90000000
0.128887914923
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BB2
530000.00000000
PA
USD
449837.50000000
0.170106133823
Long
DBT
CORP
IN
N
2
2032-01-12
Fixed
2.87500000
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM2
64831MAA0
414307.85000000
PA
USD
374665.26000000
0.141679737363
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.07900000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
825000.00000000
PA
USD
792070.79000000
0.299521715733
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.24501000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
351935.89560000
PA
USD
343253.39000000
0.129801332913
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
330000.00000000
PA
USD
335112.03000000
0.126722676123
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.62500000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AM3
440000.00000000
PA
USD
459928.72000000
0.173922130532
Long
DBT
CORP
JP
N
2
2053-09-13
Fixed
6.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
350000.00000000
PA
USD
230219.76000000
0.087057644823
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
LIGHT & WONDER INTERNATIONAL INC
80875AAV3
64025.00000000
PA
USD
64087.10000000
0.024234548717
Long
LON
CORP
US
N
2
2029-04-14
Floating
8.07544000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
248455.48000000
PA
USD
248708.90000000
0.094049316534
Long
LON
CORP
US
N
2
2027-03-31
Floating
7.93016000
N
N
N
N
N
N
Sophia LP
549300RP8NIJ7FY7OS79
ELLUCIAN HOLDINGS INC
000000000
124973.29740000
PA
USD
125441.95000000
0.047435896593
Long
LON
CORP
US
N
2
2027-10-07
Floating
8.93016000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
175000.00000000
PA
USD
163129.75000000
0.061687545133
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Porsche Financial Auto Securit
N/A
Porsche Financial Auto Securitization Trust 2023-2
732916AB7
434761.49000000
PA
USD
435279.20000000
0.164600909985
Long
ABS-O
CORP
US
N
2
2026-11-23
Fixed
5.88000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
395000.00000000
PA
USD
392554.56000000
0.148444579467
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FBD2
456399.86000000
PA
USD
458928.32000000
0.173543829087
Long
LON
CORP
US
N
2
2031-02-24
Floating
8.80942000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
295000.00000000
PA
USD
290318.35000000
0.109783937747
Long
LON
CORP
US
N
2
2028-01-31
Floating
7.93981000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBG2
310000.00000000
PA
USD
310387.50000000
0.117373090531
Long
DBT
CORP
CL
N
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CA9
83000.00000000
PA
USD
80769.38000000
0.030542955985
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
4.82100000
N
N
N
N
N
N
SANTA CLARA VLY CA WTR DIST WT
N/A
Santa Clara Valley Water District
80168ADF1
250000.00000000
PA
USD
174828.00000000
0.066111240534
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.96700000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAF2
295000.00000000
PA
USD
308358.39000000
0.116605782209
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
315000.00000000
PA
USD
241605.00000000
0.091362975435
Long
DBT
CORP
US
N
2
2067-04-20
Floating
7.61942000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAH4
185000.00000000
PA
USD
187753.25000000
0.070998926212
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
250000.00000000
PA
USD
250899.86000000
0.094877828463
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
1197675.02000000
PA
USD
1196552.20000000
0.452476435733
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.13948000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN COMPANY
46124CAM9
10000.00000000
PA
USD
10037.50000000
0.003795682481
Long
LON
CORP
US
N
2
2030-05-31
Floating
0.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2023-1
67571BAC7
285000.00000000
PA
USD
286528.43000000
0.108350778798
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAD2
627000.00000000
PA
USD
622690.32000000
0.235470459675
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.98000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAC2
80000.00000000
PA
USD
81934.56000000
0.030983569017
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
8.12500000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
145136.74000000
PA
USD
119841.19000000
0.045317968163
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2024-CP1
67118PAA0
670684.21000000
PA
USD
616308.15000000
0.233057040909
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-6
92539AAC8
813445.33000000
PA
USD
790987.08000000
0.299111910596
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.91000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
107415.59000000
PA
USD
90714.73000000
0.034303791927
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
246000.00000000
PA
USD
243329.51000000
0.092015099210
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JBA3
307000.00000000
PA
USD
306102.76000000
0.115752815308
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
250000.00000000
PA
USD
240767.38000000
0.091046229277
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
1861.75000000
PA
USD
1845.87000000
0.000698016081
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
31641.70000000
PA
USD
29704.50000000
0.011232762168
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
540000.00000000
PA
USD
527933.20000000
0.199638037221
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQS31
147597.51000000
PA
USD
147145.86000000
0.055643234173
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
393551.83000000
PA
USD
351050.40000000
0.132749773687
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
715000.00000000
PA
USD
577151.64000000
0.218249999410
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAB3
570000.00000000
PA
USD
516897.43000000
0.195464858755
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
3.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007JKD4UEFDCFB08
OBX 2023-NQM9 Trust
673921AA0
936068.91000000
PA
USD
955046.30000000
0.361150934982
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.15900000
N
N
N
N
N
N
LSF11 A5 Holdco LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50216YAD2
144275.00000000
PA
USD
144347.14000000
0.054584897688
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.67680000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2023-1
89181JAA0
429878.47000000
PA
USD
404283.08000000
0.152879721474
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
1265000.00000000
PA
USD
1087554.10000000
0.411258784059
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAH6
571639.69000000
PA
USD
485248.30000000
0.183496734392
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
3.25000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAC0
230000.00000000
PA
USD
249187.52000000
0.094230306775
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.54400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
480000.00000000
PA
USD
477010.92000000
0.180381767621
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWG23
409081.01000000
PA
USD
413405.20000000
0.156329252839
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2022-1 Trust
92838CAB4
435647.69000000
PA
USD
431313.21000000
0.163101170133
Long
ABS-MBS
CORP
US
N
2
2057-08-25
Variable
5.85000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
710000.00000000
PA
USD
635112.62000000
0.240167954717
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.25000000
N
N
N
N
N
N
BrightView Landscapes LLC
549300OSAEQC89PVOW06
Brightview Landscapes LLC
10801XAH0
161108.32000000
PA
USD
161108.32000000
0.060923141005
Long
LON
CORP
US
N
2
2029-04-20
Floating
8.31266000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2021-NMR1
59982HAC4
86130.01000000
PA
USD
80137.48000000
0.030304002883
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.12500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
190000.00000000
PA
USD
180301.66000000
0.068181106076
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-1
24382JAA4
402584.00000000
PA
USD
359244.75000000
0.135848468655
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAH4
500000.00000000
PA
USD
497090.83000000
0.187974989302
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
5.69900000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
PHOENIX GUARANTOR INC
71913BAJ1
490000.00000000
PA
USD
483331.10000000
0.182771744857
Long
LON
CORP
US
N
2
2031-02-21
Floating
8.57734000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAC4
384000.00000000
PA
USD
381608.37000000
0.144305275694
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.19000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAP6
545000.00000000
PA
USD
542023.14000000
0.204966150638
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
125000.00000000
PA
USD
122678.86000000
0.046391033598
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2024-RPL1 LLC
69380XAA0
755067.11000000
PA
USD
722386.30000000
0.273170512951
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
4.20000000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAA4
865000.00000000
PA
USD
724260.73000000
0.273879329002
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAA4
27749.04000000
PA
USD
27400.17000000
0.010361379353
Long
ABS-O
CORP
US
N
2
2028-03-24
Fixed
2.23000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
273000.00000000
PA
USD
277228.48000000
0.104834000985
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAA9
750000.00000000
PA
USD
752438.40000000
0.284534720124
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.76000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
140000.00000000
PA
USD
140433.94000000
0.053105120384
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42400000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
665000.00000000
PA
USD
603513.57000000
0.228218768116
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
SEMPRA GLOBAL
N/A
Sempra Global
81685VAA1
339000.00000000
PA
USD
279815.14000000
0.105812146943
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
GLS Auto Select Receivables Tr
N/A
GLS Auto Select Receivables Trust 2023-2
36269EAC3
353000.00000000
PA
USD
361253.25000000
0.136607983301
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
110000.00000000
PA
USD
120370.05000000
0.045517956670
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAC3
100000.00000000
PA
USD
95642.70000000
0.036167304694
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
2.53300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAG0
205000.00000000
PA
USD
186998.89000000
0.070713664839
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.22500000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAM7
217086.28000000
PA
USD
216747.63000000
0.081963156372
Long
LON
CORP
US
N
2
2028-11-23
Floating
8.22878000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903BA7
945000.00000000
PA
USD
773117.42000000
0.292354495362
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
381000.00000000
PA
USD
359578.05000000
0.135974506111
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AD5
388800.00000000
PA
USD
360489.10000000
0.136319019837
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.44500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AW9
575000.00000000
PA
USD
593331.95000000
0.224368586630
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.15000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAS4
500000.00000000
PA
USD
544279.27000000
0.205819306615
Long
DBT
CORP
FR
N
2
2034-10-19
Fixed
7.00300000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
189739.33000000
PA
USD
178775.68000000
0.067604056456
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
130383.82000000
PA
USD
121002.34000000
0.045757057250
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
2024-05-23
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer