0001752724-23-181031.txt : 20230818
0001752724-23-181031.hdr.sgml : 20230818
20230818111858
ACCESSION NUMBER: 0001752724-23-181031
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230818
DATE AS OF CHANGE: 20230818
PERIOD START: 20230630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AdvisorShares Trust
CENTRAL INDEX KEY: 0001408970
IRS NUMBER: 260636087
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22110
FILM NUMBER: 231184384
BUSINESS ADDRESS:
STREET 1: 4800 MONTGOMERY LANE
STREET 2: SUITE 150
CITY: BETHESDA
STATE: MD
ZIP: 20814
BUSINESS PHONE: (877) 843-3831
MAIL ADDRESS:
STREET 1: 4800 MONTGOMERY LANE
STREET 2: SUITE 150
CITY: BETHESDA
STATE: MD
ZIP: 20814
0001408970
S000038247
AdvisorShares Newfleet Multi-Sector Income ETF
C000117922
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001408970
XXXXXXXX
S000038247
C000117922
AdvisorShares Trust
811-22110
0001408970
549300K5KGUMX2I7WM68
4800 Montgomery Lane
Suite 150
Bethesda
20814
877-843-3831
AdvisorShares Newfleet Multi-Sector Income ETF
S000038247
549300TXPL8N66JNJ546
2023-06-30
2023-06-30
N
18412032.85
932237.45
17479795.40
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
5867.94000000
USD
AMBS
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBL0
40000.00000000
PA
USD
40779.15000000
0.233293062457
Long
DBT
CORP
US
N
2
2028-10-25
Fixed
5.80200000
N
N
N
N
N
N
Post Road Equipment Finance
N/A
Post Road Equipment Finance 2022-1
29252VAC9
185000.00000000
PA
USD
178451.33000000
1.020900565003
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.15000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
50000.00000000
PA
USD
41286.00000000
0.236192695939
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAB4
68044.39000000
PA
USD
56399.67000000
0.322656351000
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.00300000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
30550.34000000
PA
USD
25992.09000000
0.148697907528
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AA7
60000.00000000
PA
USD
55837.76000000
0.319441725273
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.74300000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
15000.00000000
PA
USD
15172.95000000
0.086802789465
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAC1
92369.85000000
PA
USD
89678.88000000
0.513043076007
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
6.36000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL2
501895AA4
205000.00000000
PA
USD
199387.18000000
1.140672275832
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
2.09000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables Series 2020-1 LLC
70410LAA8
1992.09000000
PA
USD
1987.45000000
0.011369984342
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
86000.00000000
PA
USD
73190.99000000
0.418717658445
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAG4
235000.00000000
PA
USD
230557.47000000
1.318994099896
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.60000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAP4
100000.00000000
PA
USD
95785.00000000
0.547975521498
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XAC6
59709.59000000
PA
USD
58726.34000000
0.335966975906
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
6.34650300
N
N
N
N
N
N
LendingPoint Asset Securitizat
N/A
Lendingpoint 2022-A Asset Securitization Trust
52605AAB3
236036.90000000
PA
USD
234055.82000000
1.339007778088
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
2.41000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
66000.00000000
PA
USD
55446.53000000
0.317203541181
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
173472.82000000
PA
USD
169093.31000000
0.967364354848
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.89400000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
135000.00000000
PA
USD
97992.97000000
0.560607076670
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
20000.00000000
PA
USD
19945.00000000
0.114103166218
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291AN8
40000.00000000
PA
USD
37676.14000000
0.215541081218
Long
DBT
CORP
US
N
2
2027-02-15
Variable
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
970000.00000000
PA
USD
962055.81000000
5.503816194553
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
60000.00000000
PA
USD
43860.00000000
0.250918268757
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
175000.00000000
PA
USD
172781.74000000
0.988465459956
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Money Market Fund
26200X100
617966.72000000
NS
USD
617966.72000000
3.535320098769
Long
STIV
RF
US
N
1
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-GRN1 Issuer Trust
12529KAA0
132305.91000000
PA
USD
122411.17000000
0.700300931439
Long
ABS-O
CORP
US
N
2
2041-03-20
Fixed
1.10000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-PS1
17324VAH7
25775.68000000
PA
USD
23753.84000000
0.135893123783
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
60092.56000000
PA
USD
53090.94000000
0.303727468114
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
105000.00000000
PA
USD
94823.12000000
0.542472711093
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
40000.00000000
PA
USD
42462.98000000
0.242926069947
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BU7
15000.00000000
PA
USD
14859.80000000
0.085011292523
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBJ9
40000.00000000
PA
USD
39796.73000000
0.227672744956
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15000000
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
13000.00000000
PA
USD
13019.37000000
0.074482393541
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
164000.00000000
PA
USD
139974.00000000
0.800775963315
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
205273.29000000
PA
USD
169624.28000000
0.970401976215
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2022-R2
12567NAA7
85977.05000000
PA
USD
79149.44000000
0.452805299997
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
3.75000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
120000.00000000
PA
USD
104931.33000000
0.600300676288
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
35277.17000000
PA
USD
34193.91000000
0.195619623785
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
18000.00000000
PA
USD
18070.64000000
0.103380157413
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.60200000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2022-1
89616BAC8
235000.00000000
PA
USD
230825.58000000
1.320527927918
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.71000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-2
91680FAB8
240000.00000000
PA
USD
234709.08000000
1.342745007186
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
1.75000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
36751.25000000
PA
USD
31189.10000000
0.178429434019
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
155000.00000000
PA
USD
134100.95000000
0.767176885834
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BY8
40000.00000000
PA
USD
40993.90000000
0.234521623748
Long
DBT
CORP
US
N
2
2028-11-04
Fixed
5.82000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
39000.00000000
PA
USD
38785.11000000
0.221885377445
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
640000.00000000
PA
USD
631550.00000000
3.613028559819
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
190000.00000000
PA
USD
187521.62000000
1.072790703259
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
163190.16000000
PA
USD
146044.60000000
0.835505202766
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2021-1
12510KAG8
270000.00000000
PA
USD
253885.37000000
1.452450467469
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
0.84000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
75000.00000000
PA
USD
72535.89000000
0.414969902908
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
115000.00000000
PA
USD
110983.71000000
0.634925681109
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
216076.66000000
PA
USD
182760.51000000
1.045552913050
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated 2021-1H LLC
00439KAA4
129694.49000000
PA
USD
116770.27000000
0.668029958748
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
52000.00000000
PA
USD
52194.93000000
0.298601492784
Long
DBT
CORP
US
N
2
N/A
Floating
8.88200000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
27004.00000000
NS
USD
568164.16000000
3.250405093414
Long
EC
RF
US
N
1
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
30000.00000000
PA
USD
29814.96000000
0.170568129189
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BV5
12000.00000000
PA
USD
12039.81000000
0.068878437787
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
75000.00000000
PA
USD
72876.36000000
0.416917694585
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
102295.67000000
PA
USD
90257.69000000
0.516354384788
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.69900000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-K Trust
94981VAY3
14760.31000000
PA
USD
14996.92000000
0.085795741064
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
5.61500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
50000.00000000
PA
USD
43699.78000000
0.250001667639
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
164381.27000000
PA
USD
159411.68000000
0.911976807234
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
Westgate Resorts
N/A
Westgate Resorts 2022-1 LLC
96034JAB2
120749.31000000
PA
USD
113349.07000000
0.648457647278
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.28800000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2021-1
04047AAA2
69508.51000000
PA
USD
67802.03000000
0.387888006972
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.19000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
40000.00000000
PA
USD
40176.32000000
0.229844337880
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
98000.00000000
PA
USD
85086.64000000
0.486771372621
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
190000.00000000
PA
USD
149671.60000000
0.856254873555
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAB9
200000.00000000
PA
USD
200350.68000000
1.146184354080
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.82000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-RPL2 LLC
69357QAA4
73909.53000000
PA
USD
64439.86000000
0.368653399684
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
1.45500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
50000.00000000
PA
USD
43250.72000000
0.247432644434
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Towd Point Asset Funding, LLC
N/A
Towd Point HE Trust 2021- HE1
89180DAC0
63578.37000000
PA
USD
59527.79000000
0.340551983806
Long
ABS-O
CORP
US
N
2
2063-02-25
Variable
1.50000000
N
N
N
N
N
N
KNIFE RIVER CORP
N/A
Knife River Corp
498894AA2
5000.00000000
PA
USD
5069.05000000
0.028999481309
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.75000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-CP1
62955VAA4
69477.90000000
PA
USD
62267.40000000
0.356224993342
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.04240000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
90000.00000000
PA
USD
84054.94000000
0.480869129623
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
80000.00000000
PA
USD
72970.00000000
0.417453398796
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAE6
145000.00000000
PA
USD
137033.15000000
0.783951681722
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
2.50000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2022-A
12434KAA4
130431.98000000
PA
USD
123681.50000000
0.707568350599
Long
ABS-O
CORP
US
N
2
2037-09-28
Fixed
4.12000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
90000.00000000
PA
USD
80576.35000000
0.460968496233
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
30000.00000000
PA
USD
29009.68000000
0.165961210278
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
41000.00000000
PA
USD
41164.54000000
0.235497836547
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAB2
78081.58000000
PA
USD
62800.68000000
0.359275829967
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.39500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
200000.00000000
PA
USD
197962.40000000
1.132521265094
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
50000.00000000
PA
USD
49150.44000000
0.281184298072
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust
92837UAA7
204146.24000000
PA
USD
185083.35000000
1.058841626944
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Fixed
1.28000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
490000.00000000
PA
USD
418653.32000000
2.395069910257
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC
05584AAA8
90311.96000000
PA
USD
87887.13000000
0.502792669987
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
46429.00000000
PA
USD
43756.50000000
0.250326156563
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
25187.84000000
PA
USD
24700.28000000
0.141307603634
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-K Trust
94981VAB3
38907.79000000
PA
USD
40150.40000000
0.229696052392
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
5.61500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
95000.00000000
PA
USD
86941.70000000
0.497383968235
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
5536.50000000
PA
USD
5515.16000000
0.031551627886
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-1
36266XAC4
100000.00000000
PA
USD
99840.44000000
0.571176250724
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
6.19000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
49977.76000000
PA
USD
48024.97000000
0.274745607148
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
320000.00000000
PA
USD
302296.58000000
1.729405711465
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
170390.38770000
PA
USD
162584.09000000
0.930125818291
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
45000.00000000
PA
USD
38606.14000000
0.220861509626
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
196987.18220000
PA
USD
189430.36000000
1.083710396289
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
260000.00000000
PA
USD
243518.34000000
1.393141821328
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
10000.00000000
PA
USD
9505.44000000
0.054379583870
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES
N/A
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES
000000000
877359.67000000
NS
USD
877359.67000000
5.019278829773
Long
STIV
RF
US
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
23977.94000000
PA
USD
22761.80000000
0.130217771313
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
48603.85000000
PA
USD
45043.38000000
0.257688256465
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
Credito Real USA Auto Receivab
N/A
Credito Real USA Auto Receivables Trust 2021-1
22551EAA4
34902.44000000
PA
USD
34437.82000000
0.197015006251
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
38875.96040000
PA
USD
35309.17000000
0.201999904415
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAA9
116933.93000000
PA
USD
104555.47000000
0.598150422286
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
135442.34000000
PA
USD
120451.95000000
0.689092447844
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak SB Commercial Mortgage Trust 2020-SBC1
03465BAA5
50360.60000000
PA
USD
45676.30000000
0.261309122645
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.06800000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAB4
63449.13000000
PA
USD
55651.13000000
0.318374035430
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.61000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AD5
18000.00000000
PA
USD
17843.11000000
0.102078483138
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
195000.00000000
PA
USD
184834.63000000
1.057418726994
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
40000.00000000
PA
USD
39521.70000000
0.226099328370
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
490948.31630000
PA
USD
481821.74000000
2.756449540593
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEK3
340000.00000000
PA
USD
331858.61000000
1.898526855754
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAL3
295000.00000000
PA
USD
270185.28000000
1.545700471986
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
Lobel Automobile Receivables T
N/A
Lobel Automobile Receivables Trust 2023-1
53946XAA1
45004.99000000
PA
USD
44755.26000000
0.256039953419
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.97000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGG0
410000.00000000
PA
USD
403585.74000000
2.308869931051
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
290000.00000000
PA
USD
277297.80000000
1.586390421938
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
90000.00000000
PA
USD
87497.73000000
0.500564955125
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.04499000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
105000.00000000
PA
USD
77489.00000000
0.443306104143
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
45000.00000000
PA
USD
43128.32000000
0.246732407405
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
40000.00000000
PA
USD
38023.28000000
0.217527031237
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2022-1S Trust
83406QAA6
40026.51000000
PA
USD
40054.01000000
0.229144615731
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
6.21000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
45000.00000000
PA
USD
44686.26000000
0.255645211957
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
35000.00000000
PA
USD
32648.33000000
0.186777529444
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
95000.00000000
PA
USD
84589.30000000
0.483926144810
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NH0
20000.00000000
PA
USD
20127.88000000
0.115149402721
Long
DBT
CORP
US
N
2
2028-02-24
Floating
6.34969400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK4Y3
64411.28000000
PA
USD
63247.79000000
0.361833697435
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
17000.00000000
PA
USD
16859.63000000
0.096452101493
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DE7
30000.00000000
PA
USD
27640.40000000
0.158127708977
Long
DBT
CORP
US
N
2
2028-04-25
Fixed
4.05500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
195000.00000000
PA
USD
182949.20000000
1.046632387928
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
107000.00000000
PA
USD
102564.02000000
0.586757554381
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
30000.00000000
PA
USD
28707.55000000
0.164232757552
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.62500000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
55000.00000000
PA
USD
47590.45000000
0.272259765694
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
110000.00000000
PA
USD
106416.59000000
0.608797686499
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
22770.44710000
PA
USD
21530.12000000
0.123171464581
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
70000.00000000
PA
USD
45170.47000000
0.258415324472
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
122445.24540000
PA
USD
112095.72000000
0.641287368844
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
4562.97000000
PA
USD
4520.09000000
0.025858941117
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
80000.00000000
PA
USD
78927.42000000
0.451535147831
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
30000.00000000
PA
USD
29411.56000000
0.168260321857
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
85000.00000000
PA
USD
72825.48000000
0.416626615663
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
30000.00000000
PA
USD
26769.81000000
0.153147158690
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAN3
107919.71000000
PA
USD
103042.38000000
0.589494199686
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.33576600
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
7905.20440000
PA
USD
7888.84000000
0.045131191867
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
211878.17000000
PA
USD
195036.06000000
1.115779993626
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48600000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
45000.00000000
PA
USD
41715.37000000
0.238649074805
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
19730.02000000
PA
USD
19589.04000000
0.112066757943
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
157.00000000
PA
USD
137.22000000
0.000785020630
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AB6
335000.00000000
PA
USD
291364.54000000
1.666864704835
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.79000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
110000.00000000
PA
USD
106919.77000000
0.611676324312
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust 2021-1
35041LAA8
145440.58410000
PA
USD
127859.35000000
0.731469374063
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-U Trust
949803AA8
54249.45000000
PA
USD
51769.85000000
0.296169656539
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
4.51659000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
20000.00000000
PA
USD
18722.49000000
0.107109320055
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
13000.00000000
PA
USD
11671.80000000
0.066773092778
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
250000.00000000
PA
USD
237107.78000000
1.356467707854
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust 2021-B
08862BAB1
210000.00000000
PA
USD
185542.73000000
1.061469689742
Long
ABS-O
CORP
US
N
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
55000.00000000
PA
USD
53049.53000000
0.303490566028
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAB3
124208.32000000
PA
USD
117020.88000000
0.669463671182
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.92400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
19130.07000000
PA
USD
17512.89000000
0.100189330591
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
2023-08-15
AdvisorShares Trust
Dan Ahrens
Dan Ahrens
Secretary and Treasurer