0001752724-22-192492.txt : 20220825
0001752724-22-192492.hdr.sgml : 20220825
20220825114055
ACCESSION NUMBER: 0001752724-22-192492
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220825
DATE AS OF CHANGE: 20220825
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: World Funds Trust
CENTRAL INDEX KEY: 0001396092
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22172
FILM NUMBER: 221195052
BUSINESS ADDRESS:
STREET 1: 8730 STONY POINT PARKWAY
STREET 2: SUITE 205
CITY: RICHMOND
STATE: VA
ZIP: 23235
BUSINESS PHONE: 804-267-7400
MAIL ADDRESS:
STREET 1: 8730 STONY POINT PARKWAY
STREET 2: SUITE 205
CITY: RICHMOND
STATE: VA
ZIP: 23235
FORMER COMPANY:
FORMER CONFORMED NAME: Abacus World Funds Trust
DATE OF NAME CHANGE: 20070410
0001396092
S000073807
Curasset Capital Management Limited Term Income Fund
C000231000
Class A
CMIAX
C000231001
Founders Class
CMIFX
C000231002
Institutional Class
CMIIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001396092
XXXXXXXX
S000073807
C000231000
C000231002
C000231001
World Funds Trust
811-22172
0001396092
5493007BOSPYEMKSSY03
8730 Stony Point Parkway
Suite 205
Richmond
23235
800-673-0550
Curasset Capital Management Limited Term Income Fund
S000073807
549300O64BV9SDN0ED95
2022-09-30
2022-06-30
N
245947650.30
582676.57
245364973.73
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Default
N/A
CARMX 2021-2 D
14314QAG9
250000.00000000
PA
USD
228147.00000000
0.092982709199
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
1.55000000
N
N
N
N
N
N
Default
N/A
GLS AUTO RECEIVABLES 05/15/2025 2.96%
36258AAC4
825000.00000000
PA
USD
820481.48000000
0.334392259631
Long
ABS-MBS
CORP
US
Y
2
2025-05-15
Fixed
2.96000000
N
N
N
N
N
N
Default
N/A
CRVNA 2021-N2 E
14686KAF4
100000.00000000
PA
USD
88888.70000000
0.036227134887
Long
ABS-MBS
CORP
US
Y
2
2028-03-10
Fixed
2.90000000
N
N
N
N
N
N
Default
N/A
DRIVE AUTO RECEIVABLES 04/15/2026 4.3%
26208MAG1
2000000.00000000
PA
USD
1653477.29000000
0.673884811211
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
Default
N/A
PAID 3 2021-2 NOTE
69546LAA7
100000.00000000
PA
USD
60611.49000000
0.024702584512
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Fixed
3.00000000
N
N
N
N
N
N
Default
N/A
TAPESTRY INC 04/01/2025 4.25%
189754AA2
1250000.00000000
PA
USD
1250437.50000000
0.509623472735
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.25000000
N
N
N
N
N
N
Default
N/A
AMN 4.625 10/1/2027
00175PAB9
110000.00000000
PA
USD
100844.70000000
0.041099876020
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
Default
N/A
CARVANA AUTO 3A C Mtge 10/15/2024 2.71%
14686XAE9
2200000.00000000
PA
USD
1237630.13000000
0.504403750537
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
2.71000000
N
N
N
N
N
N
Default
N/A
ANGEL OAK MORTGAGE 01/25/2066 0.909%
03465CAA3
230000.00000000
PA
USD
81453.02000000
0.033196677896
Long
ABS-MBS
CORP
US
Y
2
2066-01-25
Fixed
0.90900000
N
N
N
N
N
N
Default
N/A
UNITED AUTO CREDIT 11/10/2028 5%
90944DAJ0
250000.00000000
PA
USD
233354.75000000
0.095105159653
Long
ABS-MBS
CORP
US
N
2
2028-11-10
Fixed
5.00000000
N
N
N
N
N
N
Default
N/A
PAGAYA AI DEBT SELECTION 5/17/2027 2.10%
69546TAA0
4650000.00000000
PA
USD
217502.12000000
0.088644323064
Long
ABS-MBS
CORP
US
Y
2
2027-05-17
Fixed
2.10000000
N
N
N
N
N
N
Default
N/A
FEDERATED GOVERNMENT OBLIGATION INSTITUT
99FEDGOB7
21680020.85000000
NS
USD
21680020.85000000
8.835825472733
Long
STIV
RF
US
N
1
N
N
N
Default
N/A
MARINER FINANCE 07/20/2032 2.96%
56847MAA8
2300000.00000000
PA
USD
2282020.90000000
0.930051614665
Long
ABS-MBS
CORP
US
Y
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
Default
N/A
GCAR 2020-3A E Mtge
36260CAE2
725000.00000000
PA
USD
705345.25000000
0.287467782902
Long
ABS-MBS
CORP
US
Y
2
2027-07-15
Fixed
4.31000000
N
N
N
N
N
N
Default
N/A
SOCGEN 4.75 11/24/2025
83367TBR9
250000.00000000
PA
USD
246049.00000000
0.100278779101
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
NATWEST GROUP PLC 12/19/2023 6.00%
780097AZ4
500000.00000000
PA
USD
508878.00000000
0.207396350124
Long
DBT
CORP
US
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Default
N/A
COINSTAR FUNDING, LLC 04/25/2047 5.216%
19260MAA4
550000.00000000
PA
USD
504726.12000000
0.205704225964
Long
ABS-MBS
CORP
US
Y
2
2047-04-25
Fixed
5.21600000
N
N
N
N
N
N
Default
N/A
FIRST INVESTORS AUTO 06/15/2029 5.41%
32057KAE0
500000.00000000
PA
USD
471781.50000000
0.192277444016
Long
ABS-MBS
CORP
US
Y
2
2029-06-15
Fixed
5.41000000
N
N
N
N
N
N
Default
N/A
JP MORGAN TRUST 10/25/2029 VAR%
46643KAA9
1000000.00000000
PA
USD
124302.34000000
0.050660181080
Long
ABS-MBS
CORP
US
Y
2
2029-10-25
Floating
2.84577000
N
N
N
N
N
N
Default
N/A
EXETER AUTO 10/15/2029 6.34% MTGE
30166QAG4
962500.00000000
PA
USD
921934.48000000
0.375740052047
Long
ABS-MBS
CORP
US
Y
2
2029-10-15
Fixed
6.34000000
N
N
N
N
N
N
Default
N/A
FMC CORP 10/01/2026 3.2%
302491AT2
800000.00000000
PA
USD
761850.40000000
0.310496803361
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.20000000
N
N
N
N
N
N
Default
N/A
CANPACK SA/US 11/01/25 3.125%
13805AAA5
500000.00000000
PA
USD
434709.50000000
0.177168523033
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
3.12500000
N
N
N
N
N
N
Default
N/A
AMERICAN CREDIT 06/13/2028 4.85%
02530BAG5
1100000.00000000
PA
USD
1062616.50000000
0.433075872177
Long
ABS-MBS
CORP
US
Y
2
2028-06-13
Fixed
4.85000000
N
N
N
N
N
N
Default
N/A
SPRINT CORP 06/15/2024 7.125%
85207UAH8
550000.00000000
PA
USD
564437.50000000
0.230039965126
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Default
N/A
DCP MIDSTREAM LP 12/15/22 VAR%
23311PAA8
550000.00000000
PA
USD
483182.70000000
0.196924073006
Long
DBT
CORP
US
N
2
2022-12-15
Floating
7.37500000
N
N
N
N
N
N
Default
N/A
EPR 4.95 4/15/2028
26884UAE9
220000.00000000
PA
USD
202309.80000000
0.082452599865
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Default
N/A
CS 2.193 6/5/2026
225401AQ1
1250000.00000000
PA
USD
1132931.25000000
0.461733079818
Long
DBT
CORP
US
Y
2
2026-06-05
Floating
2.19300000
N
N
N
N
N
N
Default
N/A
AIRCASTLE LTD 05/01/2024 4.125%
00928QAQ4
1100000.00000000
PA
USD
1068866.70000000
0.435623179523
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
Default
N/A
TELEDYNE TECHNOLOGIES IN 04/01/2023 .65%
879360AA3
1425000.00000000
PA
USD
1392572.70000000
0.567551545287
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.65000000
N
N
N
N
N
N
Default
N/A
KORN/FERRY INT. 12/15/2027 4.625%
50067PAA7
500000.00000000
PA
USD
448750.00000000
0.182890814926
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Default
N/A
BOEING CO 02/04/2023 1.167%
097023DD4
780000.00000000
PA
USD
771140.76000000
0.314283146562
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
Default
N/A
Drive Auto Rec 01/15/2026 4.09% Mtge
26209BAG4
185000.00000000
PA
USD
77108.63000000
0.031426095105
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
Default
N/A
SOCIETE GENERALE 03/28/2024 3.875%
83368RAT9
500000.00000000
PA
USD
494949.00000000
0.201719500740
Long
DBT
CORP
US
Y
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
Default
N/A
BANQUE FED CRED 10/04/2026 1.604%
06675FAY3
2000000.00000000
PA
USD
1777244.00000000
0.724326693000
Long
DBT
CORP
US
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
Default
N/A
FNCL 3.5% 7/22 MTGE
01F032674
500000.00000000
PA
USD
476540.58000000
0.194217036260
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
TOLL BROS FINANCE CORP 04/15/2023 4.375%
88947EAN0
1000000.00000000
PA
USD
998197.00000000
0.406821309833
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.37500000
N
N
N
N
N
N
Default
N/A
FORD MOTOR COMPANY 04/22/2025 9%
345370CW8
600000.00000000
PA
USD
643428.00000000
0.262233027892
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Default
N/A
Drive Auto Trust 10/15/2027 0.87% Mtge
262104AE2
2500000.00000000
PA
USD
2372025.00000000
0.966733337664
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
0.87000000
N
N
N
N
N
N
Default
N/A
AMERICAN CREDIT ACCEPT 05/13/2026 5.65%
02529WAD9
2000000.00000000
PA
USD
2014276.00000000
0.820930538446
Long
ABS-MBS
CORP
US
Y
2
2026-05-13
Fixed
5.65000000
N
N
N
N
N
N
Default
N/A
QORVO INC 12/15/2024 1.75%
74739DAA2
550000.00000000
PA
USD
513766.00000000
0.209388484505
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
Default
N/A
SEQUOIA MORTGAGE TRUST 4/25/50 3%
81748AAD6
1650000.00000000
PA
USD
269666.94000000
0.109904415410
Long
ABS-MBS
CORP
US
Y
2
2050-04-25
Fixed
3.00000000
N
N
N
N
N
N
Default
N/A
AVIS BUDGET RENTAL CAR 03/20/2024 3.33%
05377RCV4
2000000.00000000
PA
USD
1990228.00000000
0.811129628546
Long
ABS-MBS
CORP
US
Y
2
2024-03-20
Fixed
3.33000000
N
N
N
N
N
N
Default
N/A
UNITED AIRLINES 2012 10/15/2025 4.15%
210795PZ7
1000000.00000000
PA
USD
546661.28000000
0.222795157633
Long
ABS-MBS
CORP
US
N
2
2025-10-11
Fixed
4.15000000
N
N
N
N
N
N
Default
N/A
RYDER SYSTEM INC 09/01/2025 3.35%
78355HKR9
1000000.00000000
PA
USD
969410.00000000
0.395088991416
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
Default
N/A
PFMT 2021-2 A1 2.5% 4/25/2051
74388JAA3
1000000.00000000
PA
USD
765586.76000000
0.312019579796
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Fixed
2.50000000
N
N
N
N
N
N
Default
N/A
CREDIT ACCEPTANCE AUTO 05/15/2030 1.00%
22535GAA0
2948000.00000000
PA
USD
2805134.02000000
1.143249575257
Long
ABS-MBS
CORP
US
Y
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
Default
N/A
BLACKSTONE PRIVATE CRE 09/15/2024 1.75%
09261HAA5
115000.00000000
PA
USD
106238.15000000
0.043298009648
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
1.75000000
N
N
N
N
N
N
Default
N/A
FIRST INVESTORS AUTO 01/15/2027 2.03%
32057KAA8
2000000.00000000
PA
USD
1656188.90000000
0.674989944498
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
2.03000000
N
N
N
N
N
N
Default
N/A
ACAR 11/15/2027 1.34%
025286AD7
1000000.00000000
PA
USD
932838.00000000
0.380183848500
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Fixed
1.34000000
N
N
N
N
N
N
Default
N/A
JPMBB COMMERCIAL 05/15/2048 3.3423%
46644RAY1
1863648.05000000
PA
USD
502335.55000000
0.204729934498
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.34230000
N
N
N
N
N
N
Default
N/A
ENERGY TRANSFER LP 01/15/2024 5.875%
29278NAM5
1100000.00000000
PA
USD
1121586.40000000
0.457109416617
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Default
N/A
American Credit Acc 12/12/25 2.97% MTGE
02529RAG3
2200000.00000000
PA
USD
2182745.40000000
0.889591275730
Long
ABS-MBS
CORP
US
Y
2
2025-12-12
Fixed
2.97000000
N
N
N
N
N
N
Default
N/A
Telsa Auto Lease 05/22/2023 5.48% Mtge
88165GAH3
550000.00000000
PA
USD
552532.20000000
0.225187887089
Long
ABS-MBS
CORP
US
Y
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
Default
N/A
AVIS BUDGET 03/20/2026 2.65% MTGE
05377RDR2
2275000.00000000
PA
USD
2140872.83000000
0.872525852999
Long
ABS-MBS
CORP
US
Y
2
2026-03-20
Fixed
2.65000000
N
N
N
N
N
N
Default
N/A
MARATHON PETROLEUM CORP 9/15/2024 3.625%
56585AAG7
659000.00000000
PA
USD
651980.99000000
0.265718851427
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.62500000
N
N
N
N
N
N
Default
N/A
PSXP 3 3/4 03/01/28
718549AF5
540000.00000000
PA
USD
514711.27000000
0.209773735091
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
Default
N/A
ICLR 2.875 07/15/2026
45569KAA1
110000.00000000
PA
USD
97900.00000000
0.039899745473
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
Default
N/A
FHR 4046 LI Mtge
3137AQH35
28479666.00000000
PA
USD
138071.71000000
0.056271972279
Long
DBT
USGSE
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Default
N/A
AVIS RENTAL CAR 09/20/2023 3.07
05377RCQ5
2700000.00000000
PA
USD
1350888.34000000
0.550562828697
Long
ABS-MBS
CORP
US
Y
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
Default
N/A
AQUA FINANCE TRUST 07/17/2046 1.9%
038413AA8
2200000.00000000
PA
USD
913876.71000000
0.372456058461
Long
ABS-MBS
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
Default
N/A
CAS 2022-R01 1M2 VAR%
20754LAB5
250000.00000000
PA
USD
225215.00000000
0.091787754615
Long
ABS-MBS
CORP
US
Y
2
2026-12-25
Floating
2.82566000
N
N
N
N
N
N
Default
N/A
OGE ENERGY GORP .703% 05/26/2023
670837AC7
1000000.00000000
PA
USD
974456.00000000
0.397145519666
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Default
N/A
TransCanada Pipe 6/15/2029 7.7%
89352LAG5
1150000.00000000
PA
USD
1316967.35000000
0.536738121166
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
7.70000000
N
N
N
N
N
N
Default
N/A
GNMA 03/16/2043 VAR%
38376G4V9
975000.00000000
PA
USD
30559.54000000
0.012454727965
Long
ABS-MBS
CORP
US
N
2
2043-03-16
Floating
1.90929000
N
N
N
N
N
N
Default
N/A
Arivo Accept Auto 05/15/2028 3.93% Mtge
04047EAA4
600000.00000000
PA
USD
545718.55000000
0.222410942240
Long
ABS-MBS
CORP
US
Y
2
2028-05-15
Fixed
3.93000000
N
N
N
N
N
N
Default
N/A
OPI 2.34% 2/1/2027
67623CAE9
250000.00000000
PA
USD
204287.50000000
0.083258623630
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
Default
N/A
SLM 4.2 10/29/2025
78442PGD2
110000.00000000
PA
USD
99655.38000000
0.040615161359
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Default
N/A
FREDDIE MAC 07/15/2029 3%
3137BCQZ4
950000.00000000
PA
USD
489229.66000000
0.199388548643
Long
DBT
USGSE
US
N
2
2029-07-15
Fixed
3.00000000
N
N
N
N
N
N
Default
N/A
SMB PRIVATE EDUCATION 09/15/2037 2.23%
78449UAB4
2000000.00000000
PA
USD
1486767.77000000
0.605941323815
Long
ABS-MBS
CORP
US
Y
2
2037-09-15
Fixed
2.23000000
N
N
N
N
N
N
Default
N/A
ING GROEP NV 03/29/2027 3.95%
456837AH6
2000000.00000000
PA
USD
1927264.00000000
0.785468264154
Long
DBT
CORP
US
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Default
N/A
General Motors 09/30/2027 VAR%
37045XCA2
500000.00000000
PA
USD
418750.00000000
0.170664130920
Long
DBT
CORP
US
N
2
2027-09-30
Floating
5.75000000
N
N
N
N
N
N
Default
N/A
SKOP 2019-1A C MTGE 3.63%
83085DAC9
1500000.00000000
PA
USD
649555.64000000
0.264730385158
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
Default
N/A
WILLIAMS COMPANIES 01/15/2025 3.9%
96950FAQ7
1100000.00000000
PA
USD
1086675.70000000
0.442881346705
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Default
N/A
SHMLT 2020-A1 MTGE 01/28/2050 2.521%
85209FAA4
5562150.00000000
PA
USD
329746.65000000
0.134390269722
Long
ABS-MBS
CORP
US
Y
2
2050-01-28
Fixed
2.52100000
N
N
N
N
N
N
Default
N/A
CHURCH & DWIGHT CO INC 10/01/2022 2.875%
171340AH5
816000.00000000
PA
USD
815804.16000000
0.332485989176
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
Default
N/A
CenterPoint Energy 08/15/2023 4.243%
15200NAC9
280000.00000000
PA
USD
31418.11000000
0.012804643434
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Fixed
4.24300000
N
N
N
N
N
N
Default
N/A
MARLETTE FUNDING TRUST 12/17/2029 2.95%
57110AAB0
1506000.00000000
PA
USD
111330.56000000
0.045373452578
Long
ABS-MBS
CORP
US
Y
2
2029-12-17
Fixed
2.95000000
N
N
N
N
N
N
Default
N/A
EXETER AUTOMOBILE 01/15/2025 2.49%
30167HAE8
1628000.00000000
PA
USD
762613.18000000
0.310807679028
Long
ABS-MBS
CORP
US
Y
2
2025-01-15
Fixed
2.49000000
N
N
N
N
N
N
Default
N/A
BRIDGECREST ACCEPTANCE 02/18/2025 3.48%
26252TAG1
2000000.00000000
PA
USD
1995938.00000000
0.813456774069
Long
ABS-MBS
CORP
US
Y
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
Default
N/A
World Omni Auto Receiv 05/15/2024 3.04%
98162YAD5
1955000.00000000
PA
USD
226828.92000000
0.092445517610
Long
ABS-MBS
CORP
US
N
2
2024-05-15
Fixed
3.04000000
N
N
N
N
N
N
Default
N/A
HASBRO INC 07/15/2028 6.6%
418056AH0
798000.00000000
PA
USD
861832.82000000
0.351245251878
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.60000000
N
N
N
N
N
N
Default
N/A
FORD MOTOR 10/01/2028 6.625%
345370BY5
550000.00000000
PA
USD
542437.50000000
0.221073730188
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.62500000
N
N
N
N
N
N
Default
N/A
CARVANA AUTO N1 A1 12/11/2028 2.31% MTGE
14686GAA4
550000.00000000
PA
USD
400366.79000000
0.163171940930
Long
ABS-MBS
CORP
US
Y
2
2028-12-11
Fixed
2.31000000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 7/15/25 2.73%
23343JAE6
1400000.00000000
PA
USD
653247.68000000
0.266235098705
Long
ABS-MBS
CORP
US
Y
2
2025-07-15
Fixed
2.73000000
N
N
N
N
N
N
Default
N/A
VERIZON OWNER TRUST 12/20/2023 2.33%
92349GAA9
1100000.00000000
PA
USD
136561.68000000
0.055656550290
Long
ABS-MBS
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
Default
N/A
EXETER AUTO 03/17/2025 3.71% MTGE
30167LAG4
1100000.00000000
PA
USD
951704.02000000
0.387872810667
Long
ABS-MBS
CORP
US
Y
2
2025-03-17
Fixed
3.71000000
N
N
N
N
N
N
Default
N/A
CIG AUTO RECEIVABL 01/13/2025 1.55% MTGE
12597UAB3
1000000.00000000
PA
USD
925931.97000000
0.377369253616
Long
ABS-MBS
CORP
US
Y
2
2025-01-13
Fixed
1.55000000
N
N
N
N
N
N
Default
N/A
US Treasury Note 0% 08/18/2022
912796T41
15000000.00000000
PA
USD
14973390.00000000
6.102496934414
Long
DBT
UST
US
N
2
2022-08-18
Fixed
0.00000000
N
N
N
N
N
N
Default
N/A
GM Financial Automobile 10/21/2024 .51%
362569AD7
35000.00000000
PA
USD
34602.89000000
0.014102620057
Long
ABS-MBS
CORP
US
N
2
2024-10-21
Fixed
0.51000000
N
N
N
N
N
N
Default
N/A
CITIGROUP INC 06/19/2164 VAR%
172967MU2
500000.00000000
PA
USD
432500.00000000
0.176268027756
Long
DBT
CORP
US
N
2
2164-06-19
Floating
4.00000000
N
N
N
N
N
N
Default
N/A
CYTEC INDUSTRIES INC 04/01/2023 3.5%
232820AJ9
1100000.00000000
PA
USD
1090019.70000000
0.444244214416
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
FOURSIGHT CAPITAL AUTO 08/15/2025 2.41%
35105FAE6
1750000.00000000
PA
USD
1728242.25000000
0.704355729233
Long
ABS-MBS
CORP
US
Y
2
2025-08-15
Fixed
2.41000000
N
N
N
N
N
N
Default
N/A
US Treasury Bill 0 8/11/2022 0%
912796L64
20000000.00000000
PA
USD
19970680.00000000
8.139173125001
Long
DBT
UST
US
N
2
2022-08-11
Fixed
0.00000000
N
N
N
N
N
N
Default
N/A
ENBCN FLOAT 02/16/24 CORP BOND
29250NBM6
500000.00000000
PA
USD
493936.00000000
0.201306646377
Long
DBT
CORP
US
N
2
2024-02-16
Floating
1.40364000
N
N
N
N
N
N
Default
N/A
GLS AUTO RECEIVEABLES TR 4/15/2024 4.17%
36249EAE4
1675850.00000000
PA
USD
394906.80000000
0.160946688517
Long
ABS-MBS
CORP
US
Y
2
2024-04-15
Fixed
4.17000000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 03/15/2028 4.72%
23345AAE3
2000000.00000000
PA
USD
1971214.00000000
0.803380356223
Long
ABS-MBS
CORP
US
Y
2
2028-03-15
Fixed
4.72000000
N
N
N
N
N
N
Default
N/A
SEALED AIR CORP 12/01/2024 5.125%
81211KAW0
500000.00000000
PA
USD
496250.00000000
0.202249731270
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.12500000
N
N
N
N
N
N
Default
N/A
METROPOLITAN EDISON 03/15/2023 3.5%
591894BY5
2188000.00000000
PA
USD
2173331.65000000
0.885754644178
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
SCFET 2022-1A E MTGE 5.26%
784033AL6
500000.00000000
PA
USD
458111.50000000
0.186706151671
Long
ABS-MBS
CORP
US
Y
2
2032-07-20
Fixed
5.26000000
N
N
N
N
N
N
Default
N/A
JPMorgan Chase 01/25/2028 1.886% MTGE
46591HAQ3
1237500.00000000
PA
USD
346676.07000000
0.141289958680
Long
ABS-MBS
CORP
US
Y
2
2028-01-25
Fixed
1.88600000
N
N
N
N
N
N
Default
N/A
GOVERNMENT NATIONAL MTG 07/20/2028 3.5%
38379NU91
2657154.00000000
PA
USD
1394958.08000000
0.568523721537
Long
ABS-MBS
CORP
US
N
2
2028-07-20
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
ALLISON TRANSMISSION 10/01/2027 4.75%
019736AE7
550000.00000000
PA
USD
503073.45000000
0.205030670169
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
AMERICAN CREDIT ACCEPT 12/14/2026 1.31%
02530QAC1
1100000.00000000
PA
USD
1080806.10000000
0.440489155224
Long
ABS-MBS
CORP
US
Y
2
2026-12-14
Fixed
1.31000000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 01/18/2028 2.38%
23344GAJ0
250000.00000000
PA
USD
232881.50000000
0.094912283713
Long
ABS-MBS
CORP
US
Y
2
2028-01-18
Fixed
2.38000000
N
N
N
N
N
N
Default
N/A
MSBAM 2013-C7 A3
61690KAD4
70000.00000000
PA
USD
21454.86000000
0.008744059787
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.65500000
N
N
N
N
N
N
Default
N/A
EXETER AUTO 03/15/2023 5.2% MTGE
30167DAE7
1000000.00000000
PA
USD
1000790.00000000
0.407878102887
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
5.20000000
N
N
N
N
N
N
Default
N/A
MACQUARIE GROUP 06/21/2028 4.098%
55608JBC1
2000000.00000000
PA
USD
1917378.00000000
0.781439164218
Long
DBT
CORP
US
Y
2
2028-06-21
Floating
4.09800000
N
N
N
N
N
N
Default
N/A
WESTERN DIGITAL CORP 02/15/2026 4.75%
958102AM7
500000.00000000
PA
USD
477055.00000000
0.194426691286
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
SANTANDER DRIVE AUTO 04/14/2025 .5%
80286NAE6
730000.00000000
PA
USD
673591.76000000
0.274526453291
Long
ABS-MBS
CORP
US
N
2
2025-05-14
Fixed
0.50000000
N
N
N
N
N
N
Default
N/A
SCFET 2021-1A A3 Mtge
783897AC5
595000.00000000
PA
USD
573839.42000000
0.233871775289
Long
ABS-MBS
CORP
US
Y
2
2028-08-21
Fixed
0.83000000
N
N
N
N
N
N
Default
N/A
SANTANDER RETAIL 11/20/2025 1.41%
80286DAG3
665000.00000000
PA
USD
617781.68000000
0.251780712873
Long
ABS-MBS
CORP
US
N
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
Default
N/A
GLS AUTO RECEIVABLES 02/18/2025 3.54%
36257NAC7
550000.00000000
PA
USD
536491.81000000
0.218650527760
Long
ABS-MBS
CORP
US
Y
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
Default
N/A
EDISON INTL 03/15/2023 2.95%
281020AJ6
1100000.00000000
PA
USD
1090675.30000000
0.444511408217
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Default
N/A
T 0 3/4 11/15/24 GOVT
91282CDH1
10000000.00000000
PA
USD
9482030.00000000
3.864459484927
Long
DBT
UST
US
N
2
2024-11-15
Floating
0.75000000
N
N
N
N
N
N
Default
N/A
SANTANDER DRIVE AUTO 01/15/2026 1.01%
80286WAF3
2750000.00000000
PA
USD
2710444.00000000
1.104658076821
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Default
N/A
MU 4.185 2/15/2027
595112BP7
250000.00000000
PA
USD
244008.00000000
0.099446957033
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Default
N/A
BAC 06/19/2164 VAR%
060505GB4
125000.00000000
PA
USD
103721.25000000
0.042272231616
Long
DBT
CORP
US
N
2
2164-06-19
Floating
4.37500000
N
N
N
N
N
N
Default
N/A
SCART 2021-AA A3 Mtge
80282YAC0
2000000.00000000
PA
USD
1869846.06000000
0.762067230532
Long
ABS-MBS
CORP
US
Y
2
2025-10-15
Fixed
0.33000000
N
N
N
N
N
N
Default
N/A
TRICOLOR AUTO 02/18/2025 3.3%
89616BAA2
1000000.00000000
PA
USD
922066.01000000
0.375793657905
Long
ABS-MBS
CORP
US
Y
2
2025-02-18
Fixed
3.33000000
N
N
N
N
N
N
Default
N/A
CREDIT SUISSE MORTGAGE 04/25/2044 VAR%
12648HBE4
2989000.00000000
PA
USD
944486.53000000
0.384931278349
Long
ABS-MBS
CORP
US
Y
2
2024-04-25
Floating
3.81634000
N
N
N
N
N
N
Default
N/A
US TREASURY 01/31/27 1.5%
912828Z78
1287000.00000000
PA
USD
1201635.86000000
0.489734065026
Long
DBT
UST
US
N
2
2027-01-31
Floating
1.50000000
N
N
N
N
N
N
FANNIE MAE
N/A
FANNIE MAE 02/25/2046 VAR%
3136BMXV5
27788800.00000000
PA
USD
171023.23000000
0.069701566364
Long
DBT
USGSE
US
N
2
2046-02-25
Floating
0.47125000
N
N
N
N
N
N
Default
N/A
CARGILL INC 04/22/2025 3.5%
141781BU7
500000.00000000
PA
USD
495995.00000000
0.202145804456
Long
DBT
CORP
US
Y
2
2025-04-20
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
ISTAR INC 10/01/2024 4.75%
45031UCF6
500000.00000000
PA
USD
470673.00000000
0.191825668042
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
WELLS FARGO & COMPANY 08/15/2023 4.125%
94974BFN5
20000.00000000
PA
USD
20144.68000000
0.008210087892
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
Default
N/A
FREDDIE MAC 03/15/2045 3.5%
3137FGV36
5199600.00000000
PA
USD
749460.55000000
0.305447244000
Long
DBT
USGSE
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
MARKEL CORP 03/30/2023 3.625%
570535AM6
1155000.00000000
PA
USD
1157726.96000000
0.471838723514
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
3.62500000
N
N
N
N
N
N
Default
N/A
Flagship Credit Auto 04/15/2026 3.8% Mtg
33844QAE3
2000000.00000000
PA
USD
1994392.00000000
0.812826692286
Long
ABS-MBS
CORP
US
Y
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
Default
N/A
STACR 2022-DNA4 2.55071% MTGE
35564KWS4
2612500.00000000
PA
USD
2464824.72000000
1.004554432741
Long
DBT
USGSE
US
Y
2
2042-05-25
Floating
3.12566000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 06/15/2026 1.47%
26253AAC0
1036750.00000000
PA
USD
1007913.84000000
0.410781467573
Long
ABS-MBS
CORP
US
Y
2
2026-06-15
Fixed
1.47000000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 11/17/2025 2.55%
23344EAG1
1100000.00000000
PA
USD
1072098.50000000
0.436940319436
Long
ABS-MBS
CORP
US
Y
2
2025-11-17
Fixed
2.55000000
N
N
N
N
N
N
Default
N/A
RLI CORP 09/15/2023 4.875%
749607AC1
1000000.00000000
PA
USD
1002594.00000000
0.408613334152
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.87500000
N
N
N
N
N
N
Default
N/A
TARGA RESOURCES PARTNERS 03/01/2030 5.5%
87612BBQ4
500000.00000000
PA
USD
477090.00000000
0.194440955751
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Default
N/A
TRIMBLE INC 12/01/24 4.75%
896239AA8
1200000.00000000
PA
USD
1205820.00000000
0.491439336947
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
EXETER AUTOMOBILE 05/15/2025 3.28%
30167YAE1
2750000.00000000
PA
USD
2252369.71000000
0.917967090314
Long
ABS-MBS
CORP
US
Y
2
2025-05-15
Fixed
3.28000000
N
N
N
N
N
N
Default
N/A
F 3.35 11/01/22
345397ZU0
250000.00000000
PA
USD
248185.00000000
0.101149319003
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
Default
N/A
CARVANA AUTO N1 D 12/11/2028 4.13% MTGE
14686GAE6
550000.00000000
PA
USD
531598.10000000
0.216656066234
Long
ABS-MBS
CORP
US
Y
2
2028-12-11
Fixed
4.13000000
N
N
N
N
N
N
Default
N/A
AVALON HOLDINGS FNDG 05/15/2024 5.25%
05401AAD3
1000000.00000000
PA
USD
982467.00000000
0.400410451852
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Default
N/A
CPS AUTO TRUST 07/15/2025 4.3%
12596UAE8
1000000.00000000
PA
USD
986345.00000000
0.401990954538
Long
ABS-MBS
CORP
US
Y
2
2025-07-15
Fixed
4.30000000
N
N
N
N
N
N
Default
N/A
US TREASURY N/B 02/28/2027 1.875%
91282CEC1
5000000.00000000
PA
USD
4746095.00000000
1.934300127622
Long
DBT
UST
US
N
2
2027-02-28
Floating
1.87500000
N
N
N
N
N
N
Default
N/A
MSC 2012-STAR A2
61761BAC0
160000.00000000
PA
USD
158680.64000000
0.064671268106
Long
ABS-MBS
CORP
US
Y
2
2034-08-05
Fixed
3.20100000
N
N
N
N
N
N
Default
N/A
RELIANCE STEEL & ALUM 08/15/2025 1.3%
759509AF9
1000000.00000000
PA
USD
910656.00000000
0.371143438346
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
Default
N/A
DT AUTO OWNER TRUST 03/15/2024 4.15%
23343DAG4
3215000.00000000
PA
USD
60510.55000000
0.024661445796
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
4.15000000
N
N
N
N
N
N
Default
N/A
WESTLAKE AUTOMOBILE 01/15/2026 2.76%
96042PAF9
2160000.00000000
PA
USD
2128036.32000000
0.867294254615
Long
ABS-MBS
CORP
US
Y
2
2026-01-15
Fixed
2.76000000
N
N
N
N
N
N
Default
N/A
CPS AUTO TRUST 08/15/2028 5.19% MTGE
12663BAD0
2200000.00000000
PA
USD
2149752.00000000
0.876144613193
Long
ABS-MBS
CORP
US
Y
2
2028-08-15
Fixed
5.19000000
N
N
N
N
N
N
Default
N/A
FANNIE MAE 05/25/2035 VAR%
31394EVG0
12369664.00000000
PA
USD
42691.64000000
0.017399239732
Long
DBT
USGSE
US
N
2
2035-05-25
Floating
12.94108000
N
N
N
N
N
N
Default
N/A
SRT 2020-A
80286KAG7
250000.00000000
PA
USD
244876.25000000
0.099800817646
Long
ABS-MBS
CORP
US
Y
2
2024-11-20
Fixed
2.52000000
N
N
N
N
N
N
Default
N/A
KB HOME 05/15/2023 7.625%
48666KAV1
500000.00000000
PA
USD
506010.50000000
0.206227682911
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.62500000
N
N
N
N
N
N
Default
N/A
Exeter Automobile 2018-2A 03/15/24 4.04%
30167BAD3
2000000.00000000
PA
USD
601493.38000000
0.245142316303
Long
ABS-MBS
CORP
US
Y
2
2024-03-15
Fixed
4.04000000
N
N
N
N
N
N
Default
N/A
CREDIT AGRICOLE SA 01/26/2027 VAR%
22535WAH0
2000000.00000000
PA
USD
1760610.00000000
0.717547404275
Long
DBT
CORP
US
N
2
2027-01-26
Floating
1.24700000
N
N
N
N
N
N
Default
N/A
SCF EQUIPMENT TRUST LLC SER 19 2A 2.47%
784034AB6
1000000.00000000
PA
USD
854373.98000000
0.348205355887
Long
ABS-MBS
CORP
US
Y
2
2026-04-20
Fixed
2.47000000
N
N
N
N
N
N
Default
N/A
T 0 1/2 11/30/23 GOVT
91282CDM0
6700000.00000000
PA
USD
6472307.20000000
2.637828497527
Long
DBT
UST
US
N
2
2023-11-30
Floating
0.50000000
N
N
N
N
N
N
Default
N/A
OCCIDENTAL PETRO 09/01/2025 5.875%
674599EB7
1485000.00000000
PA
USD
1478540.25000000
0.602588147576
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Default
N/A
Exeter Auto 05/15/2025 5.33% Mtge
30167BAE1
1200000.00000000
PA
USD
1207530.00000000
0.492136257935
Long
ABS-MBS
CORP
US
Y
2
2025-05-15
Fixed
5.33000000
N
N
N
N
N
N
Default
N/A
FLOUR CORP 09/15/2028 4.25%
343412AF9
440000.00000000
PA
USD
384450.00000000
0.156684955540
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
Default
N/A
CPS Auto Trust 2018-C 09/15/25 6.07%
12655CAE6
500000.00000000
PA
USD
502567.00000000
0.204824263365
Long
ABS-MBS
CORP
US
Y
2
2025-09-15
Fixed
6.07000000
N
N
N
N
N
N
Default
N/A
WORTHINGTON INDUSTRIES 04/15/2026 4.55%
981811AE2
1000000.00000000
PA
USD
967601.00000000
0.394351722371
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.55000000
N
N
N
N
N
N
Default
N/A
NATIONAL FUEL GAS CO 03/01/2023 3.75%
636180BL4
1050000.00000000
PA
USD
1050640.50000000
0.428194979922
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
Default
N/A
TIMKEN CO 12/15/2028 4.5%
887389AK0
500000.00000000
PA
USD
487974.50000000
0.198877000487
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
Default
N/A
BALL CORP 03/15/2026 4.875%
058498AV8
500000.00000000
PA
USD
491875.00000000
0.200466673185
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Default
N/A
Prestige Auto Rec 10/15/2024 4.14% MTGE
74114NAL1
2000000.00000000
PA
USD
2000826.00000000
0.815448908450
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
4.14000000
N
N
N
N
N
N
Default
N/A
HUBBELL INC 08/15/2027 3.15%
443510AH5
3179000.00000000
PA
USD
3001144.49000000
1.223134844544
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15000000
N
N
N
N
N
N
Default
N/A
ALLY 5.75 11/20/2025
02005NBF6
250000.00000000
PA
USD
246296.25000000
0.100379547355
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Default
N/A
EXETER AUTOMOBILE 01/15/2026 .69%
30166AAD6
2700000.00000000
PA
USD
2640978.00000000
1.076346782449
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
0.69000000
N
N
N
N
N
N
Default
N/A
EXETER AUTO RECEIVABLES 09/16/2024 4.35%
30166EAG1
1251250.00000000
PA
USD
642767.40000000
0.261963796310
Long
ABS-MBS
CORP
US
Y
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
Default
N/A
CITIGROUP MORTGAGE LOAN 8/25/50 2.5%
17328PAQ6
250000.00000000
PA
USD
79589.67000000
0.032437258175
Long
ABS-MBS
CORP
US
Y
2
2050-08-25
Fixed
2.50000000
N
N
N
N
N
N
Default
N/A
EXETER AUTO 11/17/2025 2.19% MTGE
30166QAB5
4000000.00000000
PA
USD
3989572.00000000
1.625974538806
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.19000000
N
N
N
N
N
N
Default
N/A
COMM 2018-HCLV D
20048KAG2
65000.00000000
PA
USD
60341.00000000
0.024592344654
Long
ABS-MBS
CORP
US
Y
2
2033-09-15
Floating
3.05156000
N
N
N
N
N
N
Default
N/A
Avid Automobile 07/15/2026 3.14%
05369DAC9
1000000.00000000
PA
USD
991861.00000000
0.404239034170
Long
ABS-MBS
CORP
US
N
2
2026-07-15
Fixed
3.14000000
N
N
N
N
N
N
Default
N/A
LLOYDS BANKING 03/18/2026 VAR%
53944YAR4
550000.00000000
PA
USD
535456.35000000
0.218228519686
Long
DBT
CORP
US
N
2
2026-03-18
Floating
3.51100000
N
N
N
N
N
N
Default
N/A
HIGHWOODS REALTY 01/15/2023 3.625%
431282AM4
1500000.00000000
PA
USD
1501035.00000000
0.611756020911
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
Default
N/A
USASF SERVICING LLC 3.98% 04/15/2025
90355FAA6
1000000.00000000
PA
USD
991601.56000000
0.404133297807
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Fixed
3.98000000
N
N
N
N
N
N
Default
N/A
Teva 4.75 5/9/2027
88167AAP6
100000.00000000
PA
USD
85411.80000000
0.034810102966
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
Default
N/A
Trinity Rail Less 10/18/2049 2.39%
89657BAB0
600000.00000000
PA
USD
357244.93000000
0.145597362398
Long
ABS-MBS
CORP
US
Y
2
2049-10-18
Fixed
2.39000000
N
N
N
N
N
N
Default
N/A
EXETER AUTO 07/17/2028 4.56% MTGE
30166QAF6
550000.00000000
PA
USD
522576.45000000
0.212979237442
Long
ABS-MBS
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Default
N/A
BRUNSWICK CORP 08/01/2027 7.125%
117043AG4
1606000.00000000
PA
USD
1716412.50000000
0.699534442062
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.12500000
N
N
N
N
N
N
Default
N/A
ABERCROMBIE FITCH 07/15/2025 8.75%
003000AA4
550000.00000000
PA
USD
535623.00000000
0.218296438916
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
Default
N/A
CREDIT SUISSE MORTGAGE 04/25/2037 VAR%
12648HBC8
3940000.00000000
PA
USD
1330465.82000000
0.542239505408
Long
ABS-MBS
CORP
US
Y
2
2037-04-25
Floating
3.81634000
N
N
N
N
N
N
Default
N/A
BACR 5/7/2026 VAR%
06738EBL8
250000.00000000
PA
USD
236074.00000000
0.096213406669
Long
DBT
CORP
US
N
2
2026-05-07
Floating
2.85200000
N
N
N
N
N
N
Default
N/A
JP MORGAN MORTGAGE TR 5/25/50 3.5%
46591LAC5
260000.00000000
PA
USD
55154.33000000
0.022478485482
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Fixed
3.50000000
N
N
N
N
N
N
Default
N/A
WIN 2016-1 B2 Mtge
97655JCC4
270000.00000000
PA
USD
182561.27000000
0.074403965335
Long
ABS-MBS
CORP
US
Y
2
2046-01-20
Floating
3.79043000
N
N
N
N
N
N
Default
N/A
PVH Corp 11/15/2023 7.75%
718592AB4
839000.00000000
PA
USD
881708.46000000
0.359345690868
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
Default
N/A
VERUS 2019 11/25/59 3.129%
92537MAC4
2365000.00000000
PA
USD
643616.58000000
0.262309884828
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Fixed
3.19200000
N
N
N
N
N
N
Default
N/A
FLAGSHIP CREDIT AUTO TRUST 8/15/24 2.48%
33846AAC0
1250000.00000000
PA
USD
401647.23000000
0.163693792106
Long
ABS-MBS
CORP
US
Y
2
2024-08-15
Fixed
2.48000000
N
N
N
N
N
N
DOMTAR CORP
N/A
STEEL DYNAMICS INC 12/15/2026 5%
858119BF6
813000.00000000
PA
USD
806147.22000000
0.328550244048
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
Default
N/A
UFS 6.75 10/01/28
70478JAA2
100000.00000000
PA
USD
93939.40000000
0.038285578651
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
Default
N/A
MILL CITY MORTGAGE 04/25/2066 VAR%
59980YAB1
1905000.00000000
PA
USD
934514.22000000
0.380867002243
Long
ABS-MBS
CORP
US
Y
2
2066-04-25
Floating
3.49538000
N
N
N
N
N
N
Default
N/A
AMERICAN CREDIT 06/13/2028 4.41%
02530BAE0
2062500.00000000
PA
USD
2017112.63000000
0.822086624401
Long
ABS-MBS
CORP
US
Y
2
2028-06-13
Fixed
4.41000000
N
N
N
N
N
N
Default
N/A
DT AUTO 11/15/2024 3.87%
23343GAG7
2200000.00000000
PA
USD
1356692.73000000
0.552928443443
Long
ABS-MBS
CORP
US
Y
2
2024-11-15
Fixed
3.87000000
N
N
N
N
N
N
Default
N/A
ENERGY TRANSFER LP 02/15/28 VAR%
29273VAJ9
600000.00000000
PA
USD
441835.20000000
0.180072645774
Long
DBT
CORP
US
N
2
2028-02-15
Floating
6.62500000
N
N
N
N
N
N
Default
N/A
BCRED 2.7 1/15/2025
09261HAN7
250000.00000000
PA
USD
228116.00000000
0.092970074959
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
Default
N/A
World Financial 07/15/2026 2.21% Mtge
981464HF0
1100000.00000000
PA
USD
1099905.40000000
0.448273192085
Long
ABS-MBS
CORP
US
N
2
2026-07-15
Fixed
2.21000000
N
N
N
N
N
N
Default
N/A
JPMMT 2020-7 A4 MTGE 3.00%
46591XAF2
2500000.00000000
PA
USD
266988.66000000
0.108812865969
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Fixed
3.00000000
N
N
N
N
N
N
Default
N/A
CARNOW AUTO RECEIVABLE 10/15/2024 0.97%
14369GAA8
2550000.00000000
PA
USD
350793.53000000
0.142968054758
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
0.97000000
N
N
N
N
N
N
Default
N/A
PACCAR FINCANCIAL CORP 04/07/2025 2.85%
69371RR73
500000.00000000
PA
USD
490054.00000000
0.199724513466
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
2.85000000
N
N
N
N
N
N
Default
N/A
Santander Drive 2022-1 C 04/17/28 2.56%
80286EAE6
500000.00000000
PA
USD
475807.00000000
0.193918061232
Long
ABS-MBS
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
Default
N/A
TOLL BROS FINANCE 03/15/2027 4.875%
88947EAS9
1000000.00000000
PA
USD
946274.00000000
0.385659772711
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Default
N/A
JELD-WEN INC 05/15/2025 6.25%
475795AE0
550000.00000000
PA
USD
528000.00000000
0.215189638510
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Default
N/A
MICHAEL KORS USA INC 11/01/2024 VAR%
59408TAA8
1700000.00000000
PA
USD
1629824.00000000
0.664244767793
Long
DBT
CORP
US
Y
2
2024-11-01
Floating
4.25000000
N
N
N
N
N
N
FIRST CITIZENS BANKSHARE
N/A
FIRST CITIZENS BANCSHARE 06/19/2164 VAR%
31959XAA1
1000000.00000000
PA
USD
930050.00000000
0.379047582000
Long
DBT
CORP
US
N
2
2164-06-19
Floating
5.80086000
N
N
N
N
N
N
Default
N/A
HUGHES SATELLITE SYSTEMS 8/01/2026 5.25%
444454AD4
500000.00000000
PA
USD
460000.00000000
0.187475821429
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Default
N/A
CPS AUTO TRUST 10/15/2029 7.14% MTGE
12663BAE8
1100000.00000000
PA
USD
1078255.20000000
0.439449520283
Long
ABS-MBS
CORP
US
Y
2
2029-10-15
Fixed
7.14000000
N
N
N
N
N
N
Default
N/A
CITIGROUP COMMERCIAL 04/10/2046 2.815%
17320DAE8
1000000.00000000
PA
USD
937857.05000000
0.382229393112
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
2.81500000
N
N
N
N
N
N
Default
N/A
HARVEST SBA LOAN TRUST 06/26/2047 VAR%
41755NAA8
1650000.00000000
PA
USD
1006605.05000000
0.410248062181
Long
ABS-MBS
CORP
US
Y
2
2047-06-25
Floating
4.05000000
N
N
N
N
N
N
2022-08-29
World Funds Trust
Ann MacDonald
Ann MacDonald
Principal Financial Officer