0001752724-23-035682.txt : 20230223
0001752724-23-035682.hdr.sgml : 20230223
20230223111105
ACCESSION NUMBER: 0001752724-23-035682
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221230
FILED AS OF DATE: 20230223
DATE AS OF CHANGE: 20230223
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000792359
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04642
FILM NUMBER: 23657468
BUSINESS ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103
BUSINESS PHONE: 8002487971
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX EDGE SERIES FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: BIG EDGE SERIES FUND
DATE OF NAME CHANGE: 19920304
0000792359
S000001966
VIRTUS STRATEGIC ALLOCATION SERIES
C000005150
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000792359
XXXXXXXX
S000001966
C000005150
Virtus Variable Insurance Trust
811-04642
0000792359
5493003VWTC7OD2WQT04
One Financial Plaza
Hartford
06103
800-248-4790
Virtus Strategic Allocation Series
S000001966
549300DQUY8629YQT565
2022-12-31
2022-12-30
N
63776936.87
94389.17
63682547.70
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
164078.98000000
USD
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AB6
45000.00000000
PA
USD
45037.78000000
0.070722327586
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
000000000
15000.00000000
PA
USD
14636.25000000
0.022983141423
Long
LON
CORP
CA
N
2
2029-11-16
Floating
7.83410000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
100000.00000000
PA
USD
91930.77000000
0.144357870908
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
22415.42000000
PA
USD
21042.13000000
0.033042223905
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
40000.00000000
PA
USD
38034.70000000
0.059725468552
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
19404.70120000
PA
USD
19124.50000000
0.030030990735
Long
LON
CORP
US
N
2
2026-04-29
Floating
7.13690000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
80000.00000000
PA
USD
76357.41000000
0.119903196021
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4W1
3382.09000000
PA
USD
3433.04000000
0.005390864725
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
36000.00000000
PA
USD
29604.91000000
0.046488262591
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
IDAHO ST HLTH FACS AUTH REVENU
549300X43KY1C2WW0J97
Idaho Health Facilities Authority
451295A25
90000.00000000
PA
USD
80493.02000000
0.126397298643
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
5.02000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
66630.24000000
PA
USD
64666.90000000
0.101545717524
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59260XAW8
210000.00000000
PA
USD
225632.53000000
0.354308265214
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
SAN ANTONIO TX
N/A
City of San Antonio TX
79623PEY7
70000.00000000
PA
USD
53405.85000000
0.083862615314
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
1.96300000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BR6
30000.00000000
PA
USD
18607.78000000
0.029219591037
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.12500000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
3313.00000000
NS
USD
482240.28000000
0.757256575650
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
55000.00000000
PA
USD
50113.00000000
0.078691889394
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
14498.73740000
PA
USD
14344.76000000
0.022525417901
Long
LON
CORP
US
N
2
2028-02-12
Floating
6.54210000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
74756.85000000
PA
USD
68649.74000000
0.107799927106
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
55000.00000000
PA
USD
53619.08000000
0.084197448023
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
16251.41000000
PA
USD
14906.30000000
0.023407197950
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
75000.00000000
PA
USD
61374.38000000
0.096375509800
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
809013.12000000
NS
USD
809013.12000000
1.270384350530
Long
STIV
RF
US
N
1
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAX0
50000.00000000
PA
USD
49562.50000000
0.077827445336
Long
LON
CORP
US
N
2
2029-11-16
Floating
7.82100000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
20407.30000000
PA
USD
19068.27000000
0.029942693388
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
4904.00000000
NS
USD
703920.16000000
1.105358038305
Long
EC
CORP
US
N
1
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
63241.75810000
PA
USD
60191.72000000
0.094518391889
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412MZA9
982.75000000
PA
USD
1015.67000000
0.001594895362
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
100000.00000000
PA
USD
95366.94000000
0.149753650637
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AC3
65000.00000000
PA
USD
58695.81000000
0.092169380968
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
5.14000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
42567.36000000
PA
USD
39540.50000000
0.062090009630
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
35000.00000000
PA
USD
39221.63000000
0.061589291598
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
601.00000000
NS
USD
508590.24000000
0.798633626273
Long
EC
CORP
UY
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
12403.00000000
NS
239907.36000000
0.376723872810
Long
EC
CORP
CA
N
1
N
N
N
Dominion Mortgage Trust
N/A
Dominion Mortgage Trust 2021-RTL1
257463AA7
100000.00000000
PA
USD
89932.30000000
0.141219695580
Long
ABS-MBS
CORP
US
N
2
2027-07-25
Variable
2.48700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205A3F9
1665.16000000
PA
USD
1711.57000000
0.002687659432
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KDL2
868.77000000
PA
USD
890.71000000
0.001398672057
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Co LLC
38017BAT3
15000.00000000
PA
USD
14960.40000000
0.023492150581
Long
LON
CORP
US
N
2
2029-11-10
Floating
7.58410000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
90000.00000000
PA
USD
88419.83000000
0.138844680675
Long
DBT
CORP
US
N
2
N/A
Floating
8.09900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
50000.00000000
PA
USD
34769.53000000
0.054598208230
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
S-1 Corp
N/A
S-1 Corp
000000000
7680.00000000
NS
361352.53000000
0.567427879459
Long
EC
CORP
KR
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
54000.00000000
PA
USD
43513.88000000
0.068329364278
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
3280.00000000
NS
USD
813800.80000000
1.277902391458
Long
EC
CORP
US
N
1
N
N
N
Heineken Malaysia Bhd
N/A
Heineken Malaysia Bhd
000000000
53800.00000000
NS
307777.53000000
0.483299649772
Long
EC
CORP
MY
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BV4
45000.00000000
PA
USD
41567.93000000
0.065273660525
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
4.16400000
N
N
N
N
N
N
Max Stock Ltd
N/A
Max Stock Ltd
000000000
61367.00000000
NS
102583.85000000
0.161086284555
Long
EC
CORP
IL
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UG96
1690.63000000
PA
USD
1749.87000000
0.002747801498
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
115000.00000000
PA
USD
105444.19000000
0.165577844807
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
977.00000000
NS
USD
398576.92000000
0.625880927185
Long
EC
CORP
US
N
1
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
16631.14000000
PA
USD
16404.97000000
0.025760542868
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
45000.00000000
PA
USD
39980.70000000
0.062781250819
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
40000.00000000
PA
USD
39773.80000000
0.062456358039
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
Bouvet ASA
5967007LIEEXZXFMBC26
Bouvet ASA
000000000
44912.00000000
NS
275061.24000000
0.431925621593
Long
EC
CORP
NO
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
29244.00000000
NS
USD
968561.28000000
1.520921060763
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
82198.17000000
PA
USD
67886.91000000
0.106602063598
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
195000.00000000
PA
USD
190309.59000000
0.298841043383
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
1374000.00000000
PA
USD
1028031.09000000
1.614305845367
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
26000.00000000
PA
USD
19498.48000000
0.030618247391
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
75000.00000000
PA
USD
62959.21000000
0.098864150813
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
110000.00000000
PA
USD
104866.92000000
0.164671364113
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
29278.33000000
PA
USD
29179.27000000
0.045819884809
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47400000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
4745.00000000
NS
USD
1259417.90000000
1.977649992793
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4U5
2881.32000000
PA
USD
2919.20000000
0.004583987458
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
100000.00000000
PA
USD
98052.96000000
0.153971478122
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
11678.00000000
NS
USD
2426221.28000000
3.809868429620
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
115000.00000000
PA
USD
102060.15000000
0.160263924239
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
Duck Creek Technologies Inc
N/A
Duck Creek Technologies Inc
264120106
28749.00000000
NS
USD
346425.45000000
0.543988050905
Long
EC
CORP
US
N
1
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
10000.00000000
PA
USD
7625.85000000
0.011974787874
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
2855.00000000
NS
356956.54000000
0.560524905004
Long
EC
CORP
FR
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
105000.00000000
PA
USD
91902.83000000
0.144313997035
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
69781.00000000
NS
431425.94000000
0.677463379813
Long
EC
CORP
GB
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
485000.00000000
PA
USD
398268.36000000
0.625396398831
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
25000.00000000
PA
USD
23124.95000000
0.036312853105
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
5585.00000000
NS
USD
1733081.35000000
2.721438467198
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
60000.00000000
PA
USD
58407.83000000
0.091717169160
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
10000.00000000
PA
USD
8565.21000000
0.013449854488
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
94302.49000000
PA
USD
89800.61000000
0.141012904230
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
150000.00000000
PA
USD
114738.62000000
0.180172785392
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
54843.02000000
PA
USD
48627.59000000
0.076359366508
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
8699.00000000
NS
USD
883209.47000000
1.386894057946
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
61000.00000000
PA
USD
50266.21000000
0.078932473362
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
30000.00000000
PA
USD
28557.52000000
0.044843557664
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
54295.33000000
PA
USD
53563.68000000
0.084110454016
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
8538.02000000
PA
USD
8161.37000000
0.012815709004
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
100000.00000000
PA
USD
84835.94000000
0.133216937864
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
61240.63000000
PA
USD
55899.75000000
0.087778758889
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
70000.00000000
PA
USD
60378.28000000
0.094811344992
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
71844.00000000
NS
447828.52000000
0.703220169691
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
100000.00000000
PA
USD
108463.00000000
0.170318248746
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
13773.81000000
PA
USD
13631.33000000
0.021405126667
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
5274.00000000
NS
USD
324403.74000000
0.509407603364
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
85000.00000000
PA
USD
79839.79000000
0.125371538802
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
46844.58000000
PA
USD
43147.29000000
0.067753712058
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
22535.54000000
PA
USD
20699.31000000
0.032503897453
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
31416AUG3
4884.90000000
PA
USD
4953.18000000
0.007777923746
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
12098.96000000
PA
USD
12095.44000000
0.018993335594
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
25000.00000000
PA
USD
21477.75000000
0.033726273171
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
23349.00000000
NS
387905.90000000
0.609124342555
Long
EC
CORP
IT
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
90000.00000000
PA
USD
81523.33000000
0.128015183035
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AS8
45000.00000000
PA
USD
44103.23000000
0.069254814062
Long
DBT
CORP
LU
N
2
2032-07-15
Fixed
5.90000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
135000.00000000
PA
USD
122330.64000000
0.192094450392
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
70000.00000000
PA
USD
67622.07000000
0.106186188276
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
26426.55000000
PA
USD
26329.19000000
0.041344435722
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAB0
100000.00000000
PA
USD
84740.42000000
0.133066943865
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAP8
225000.00000000
PA
USD
209328.37000000
0.328706023173
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
20000.00000000
PA
USD
19754.20000000
0.031019801677
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
21461.93000000
PA
USD
19810.95000000
0.031108915574
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
30000.00000000
PA
USD
24438.00000000
0.038374720991
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
29890.60000000
PA
USD
26026.49000000
0.040869109261
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
Moneysupermarket.com Group PLC
54930016B7VO33FBE722
Moneysupermarket.com Group PLC
000000000
57808.00000000
NS
134462.55000000
0.211145054424
Long
EC
CORP
GB
N
1
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
20000.00000000
PA
USD
18395.37000000
0.028886045964
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
40000.00000000
PA
USD
39042.14000000
0.061307440437
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
20000.00000000
PA
USD
19101.34000000
0.029994622843
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
000000000
68674.58892500
PA
USD
67497.51000000
0.105990593086
Long
LON
CORP
US
N
2
2027-11-08
Floating
8.08410000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
60000.00000000
PA
USD
54892.46000000
0.086197022547
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
Corp Moctezuma SAB de CV
N/A
Corp Moctezuma SAB de CV
000000000
76431.00000000
NS
215723.96000000
0.338748947382
Long
EC
CORP
MX
N
1
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
19564.13000000
PA
USD
16271.32000000
0.025550673752
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
70000.00000000
PA
USD
55821.50000000
0.087655883779
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Meitec Corp
N/A
Meitec Corp
000000000
15000.00000000
NS
273849.44000000
0.430022745462
Long
EC
CORP
JP
N
1
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
80000.00000000
PA
USD
63753.23000000
0.100110991633
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94399000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAF8
32000.00000000
PA
USD
28854.67000000
0.045310169021
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
595000.00000000
PA
USD
330620.12000000
0.519169116093
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
32000.00000000
PA
USD
21400.00000000
0.033604183207
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1778.00000000
NS
USD
595523.32000000
0.935143679875
Long
EC
CORP
US
N
1
N
N
N
TENABLE INC
N/A
Tenable Inc
88025XAC7
19713.16000000
PA
USD
19121.77000000
0.030026703846
Long
LON
CORP
US
N
2
2028-07-07
Floating
7.11870000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
17665.15210000
PA
USD
16933.64000000
0.026590707519
Long
LON
CORP
US
N
2
2027-08-01
Floating
6.11870000
N
N
N
N
N
N
Victorian Plumbing Group PLC
894500R59II0S4WXGZ04
Victorian Plumbing Group PLC
000000000
148790.00000000
NS
138507.35000000
0.217496559108
Long
EC
CORP
GB
N
1
N
N
N
Mortgage Advice Bureau Holding
2138008AY1RA61T6W960
Mortgage Advice Bureau Holdings Ltd
000000000
33989.00000000
NS
217782.31000000
0.341981151611
Long
EC
CORP
GB
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAC4
145000.00000000
PA
USD
142151.58000000
0.223219053153
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
3.50000000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
6105.43000000
PA
USD
5927.25000000
0.009307495089
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
SAN DIEGO CNTY CA REGL ARPT AU
N/A
San Diego County Regional Airport Authority
79742GAF8
265000.00000000
PA
USD
257328.28000000
0.404079750722
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
FDM Group Holdings PLC
213800YR62D7GUZLMZ71
FDM Group Holdings PLC
000000000
19343.00000000
NS
175151.55000000
0.275038540896
Long
EC
CORP
GB
N
1
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2021-A
00108XAB4
65000.00000000
PA
USD
62479.62000000
0.098111055943
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.79000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
100000.00000000
PA
USD
98896.67000000
0.155296346600
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.29800000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
1438.00000000
NS
USD
860758.04000000
1.351638825844
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
25000.00000000
PA
USD
28107.47000000
0.044136849129
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAA6
65000.00000000
PA
USD
47565.12000000
0.074690981623
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AR9
32000.00000000
PA
USD
29573.26000000
0.046438562947
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
62000.00000000
PA
USD
66685.65000000
0.104715738312
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64986DMK8
175000.00000000
PA
USD
189978.79000000
0.298321591804
Long
DBT
MUN
US
N
2
2051-06-15
Fixed
5.00000000
N
N
N
N
N
N
Brockhaus Technologies AG
5299007DQ4OLATJQIX97
Brockhaus Technologies AG
000000000
5054.00000000
NS
121185.22000000
0.190295810040
Long
EC
CORP
DE
N
1
N
N
N
SEMPRA GLOBAL
549300L0B3MD11PUAA07
Sempra Global
81685VAA1
58000.00000000
PA
USD
46240.80000000
0.072611416581
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Nordnet AB publ
549300D6WW5ZTWLZ4C08
Nordnet AB publ
000000000
7041.00000000
NS
101854.74000000
0.159941371189
Long
EC
CORP
SE
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
18550.00000000
NS
USD
831596.50000000
1.305846782257
Long
EC
CORP
US
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
6794.00000000
NS
USD
580887.00000000
0.912160428531
Long
EC
CORP
US
N
1
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
24379.54000000
PA
USD
20424.65000000
0.032072601894
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
28122.06000000
PA
USD
26464.13000000
0.041556330510
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
65000.00000000
PA
USD
68030.36000000
0.106827321545
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
7144.00000000
NS
USD
829204.08000000
1.302089991603
Long
EC
CORP
US
N
1
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
263006.00000000
NS
447689.23000000
0.703001444146
Long
EC
CORP
GB
N
1
N
N
N
Pason Systems Inc
984500DC6T2FLR969F65
Pason Systems Inc
702925108
13634.00000000
NS
160506.62000000
0.252041769365
Long
EC
CORP
CA
N
1
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
30000.00000000
PA
USD
27945.83000000
0.043883027625
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
6417.00000000
NS
USD
403244.28000000
0.633210030948
Long
EC
CORP
US
N
1
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
39000.00000000
PA
USD
33184.11000000
0.052108640747
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Enento Group Oyj
743700EPLUWXE25HGM03
Enento Group Oyj
000000000
6955.00000000
NS
159322.57000000
0.250182468751
Long
EC
CORP
FI
N
1
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
42823.98000000
PA
USD
39611.96000000
0.062202222477
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
47000.00000000
PA
USD
44700.57000000
0.070192810455
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
75000.00000000
PA
USD
71505.36000000
0.112284075594
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
18407.60220000
PA
USD
18240.28000000
0.028642509853
Long
LON
CORP
US
N
2
2026-07-01
Floating
6.11870000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HBU6
75000.00000000
PA
USD
63604.19000000
0.099876955770
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.42800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407MZH1
8291.42000000
PA
USD
8467.43000000
0.013296311636
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust
90943UAC8
49839.69000000
PA
USD
49480.81000000
0.077699168433
Long
ABS-O
CORP
US
N
2
2026-06-10
Fixed
0.84000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
30000.00000000
PA
USD
20564.51000000
0.032292222504
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
120000.00000000
PA
USD
107822.11000000
0.169311866271
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-2 LLC
69359UAA3
62097.90000000
PA
USD
57172.39000000
0.089777171399
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
50000.00000000
PA
USD
42585.54000000
0.066871602249
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
100000.00000000
PA
USD
91203.47000000
0.143215799766
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAB3
105000.00000000
PA
USD
100363.43000000
0.157599583598
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
4667.00000000
NS
254985.13000000
0.400400328204
Long
EC
CORP
DE
N
1
N
N
N
Infrastrutture Wireless Italia
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
21981.00000000
NS
221507.29000000
0.347830446488
Long
EC
CORP
IT
N
1
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
3861.30000000
PA
USD
3560.93000000
0.005591688976
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
TEXAS ST PUBLIC FIN AUTH LEASE
N/A
Texas Public Finance Authority
882669CD4
55000.00000000
PA
USD
39217.07000000
0.061582131080
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
2.14000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2022-1S Trust
83406QAA6
33000.00000000
PA
USD
33001.82000000
0.051822392777
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
6.21000000
N
N
N
N
N
N
VNV Global AB
549300ONMNSTOBAU0S14
VNV Global AB
000000000
17779.00000000
NS
44264.98000000
0.069508808297
Long
EC
CORP
SE
N
1
N
N
N
HeadHunter Group PLC
549300IMUCFEWXP6RU11
HeadHunter Group PLC
42207L106
12236.00000000
NS
USD
12.24000000
0.000019220336
Long
EC
CORP
RU
N
3
N
N
N
Haw Par Corp Ltd
N/A
Haw Par Corp Ltd
000000000
58000.00000000
NS
414842.47000000
0.651422540370
Long
EC
CORP
SG
N
1
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
50000.00000000
PA
USD
47928.94000000
0.075262284143
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
99816.15000000
PA
USD
84759.03000000
0.133096166942
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
45000.00000000
PA
USD
43525.92000000
0.068348270557
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
996.00000000
NS
USD
364376.64000000
0.572176605930
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
3522.00000000
NS
USD
684535.92000000
1.074919180722
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
35000.00000000
PA
USD
35576.68000000
0.055865666944
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
45000.00000000
PA
USD
35446.50000000
0.055661246731
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
55000.00000000
PA
USD
49485.94000000
0.077707224015
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAB8
84000.00000000
PA
USD
84154.07000000
0.132146204948
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.81000000
N
N
N
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAC6
14807.69670000
PA
USD
14418.99000000
0.022641980449
Long
LON
CORP
US
N
2
2026-01-04
Floating
7.75390000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
22023.46000000
PA
USD
18331.84000000
0.028786285508
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
38200.00000000
PA
USD
38030.39000000
0.059718700607
Long
LON
CORP
US
N
2
2025-04-11
Floating
6.11870000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAB0
100000.00000000
PA
USD
84080.71000000
0.132031008552
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
3.25000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
56004.11000000
PA
USD
50605.10000000
0.079464628579
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
55000.00000000
PA
USD
51669.63000000
0.081136248259
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
4358.00000000
NS
USD
241520.36000000
0.379256748862
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
37449.75000000
PA
USD
32373.89000000
0.050836361246
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
VNV GLOBAL AB
549300ONMNSTOBAU0S14
VNV GLOBAL AB
000000000
12500.00000000
NC
65.88000000
0.000103450635
N/A
DE
CORP
SE
N
1
VNV GLOBAL AB
549300ONMNSTOBAU0S14
Call
Purchased
VNV Global AB
VNV Global AB
1.00000000
94.32000000
SEK
2023-08-10
XXXX
65.80000000
N
N
N
TEXAS ST TRANSPRTN COMMISSIONS
N/A
Texas Transportation Commission State Highway Fund
88283LKV7
25000.00000000
PA
USD
22728.49000000
0.035690296354
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
37000.00000000
PA
USD
27766.76000000
0.043601835986
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAB3
100000.00000000
PA
USD
89687.66000000
0.140835540095
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.00000000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAA4
35000.00000000
PA
USD
25995.01000000
0.040819676565
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
133302.00000000
NS
183298.93000000
0.287832281559
Long
EC
CORP
BR
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
6000.00000000
PA
USD
4796.31000000
0.007531592521
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
200000.00000000
PA
USD
160076.82000000
0.251366859181
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
125000.00000000
PA
USD
120597.94000000
0.189373610754
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
5.33800000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
10708.91590000
PA
USD
10609.86000000
0.016660545758
Long
LON
CORP
US
N
2
2026-09-18
Floating
6.85390000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAB2
100000.00000000
PA
USD
86217.91000000
0.135387030063
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.24400000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
82272.55000000
PA
USD
64687.15000000
0.101577515875
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
48000.00000000
PA
USD
34525.00000000
0.054214225477
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
47869.57000000
PA
USD
44316.41000000
0.069589568257
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
60000.00000000
PA
USD
45820.22000000
0.071950984461
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
70000.00000000
PA
USD
61640.50000000
0.096793395092
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
1937.00000000
NS
USD
381279.08000000
0.598718320435
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
21201.45000000
PA
USD
20921.38000000
0.032852611516
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.68270000
N
N
N
N
N
N
VISTRA ENERGY CORP RIGHTS
N/A
VISTRA ENERGY CORP RIGHTS
000000000
1084.00000000
NS
USD
1300.80000000
0.002042631846
Long
EC
CORP
US
N
3
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAB8
50000.00000000
PA
USD
46758.50000000
0.073424355162
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
5421.00000000
NS
USD
334150.44000000
0.524712738526
Long
EC
CORP
US
N
1
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
65000.00000000
PA
USD
60730.18000000
0.095363929668
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
69000.00000000
PA
USD
55714.15000000
0.087487313262
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAD9
61830.92000000
PA
USD
58936.21000000
0.092546878428
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
Dayamitra Telekomunikasi PT
N/A
Dayamitra Telekomunikasi PT
000000000
5006000.00000000
NS
257253.89000000
0.403962936928
Long
EC
CORP
ID
N
1
N
N
N
AXIS Equipment Finance Receiva
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAD6
57000.00000000
PA
USD
52707.12000000
0.082765407326
Long
ABS-O
CORP
US
N
2
2027-06-21
Fixed
1.75000000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
65000.00000000
PA
USD
55909.92000000
0.087794728727
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
17300.00000000
NS
355781.01000000
0.558678983253
Long
EC
CORP
JP
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
3251.00000000
NS
USD
867496.84000000
1.362220688918
Long
EC
CORP
IE
N
1
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
55000.00000000
PA
USD
48808.96000000
0.076644169812
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
85000.00000000
PA
USD
61200.00000000
0.096101682816
Long
DBT
CORP
US
N
2
2067-04-20
Floating
6.28257000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
75000.00000000
PA
USD
69656.25000000
0.109380438622
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
45000.00000000
PA
USD
39375.00000000
0.061830126811
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
18000.00000000
PA
USD
16397.00000000
0.025748027665
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-1
89179YAW3
100000.00000000
PA
USD
78240.01000000
0.122859421970
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.75000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
54121.16470000
PA
USD
44056.08000000
0.069180774939
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
57000.00000000
PA
USD
45632.36000000
0.071655989981
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG RECEIVABLES NOTE TRUST 2017-A
05607BAA9
34203.41000000
PA
USD
32749.12000000
0.051425580763
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
22004.16310000
PA
USD
21912.41000000
0.034408814960
Long
LON
CORP
US
N
2
2025-08-03
Floating
6.61870000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213S2N4
5503.83000000
PA
USD
5657.23000000
0.008883485671
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.50000000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
31888.79000000
PA
USD
31255.48000000
0.049080134399
Long
LON
CORP
US
N
2
2028-06-07
Floating
6.86870000
N
N
N
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
14967.00000000
NS
154923.86000000
0.243275223111
Long
EC
CORP
GB
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
70000.00000000
PA
USD
64750.00000000
0.101676208535
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
65000.00000000
PA
USD
60412.11000000
0.094864467867
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
BRISTOL VA
N/A
City of Bristol VA
110331PQ2
135000.00000000
PA
USD
114699.02000000
0.180110601950
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.21000000
N
N
N
N
N
N
ORYX MIDSTREAM SERVICES
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAB7
19536.73000000
PA
USD
19277.28000000
0.030270899479
Long
LON
CORP
US
N
2
2028-10-05
Floating
7.61870000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
182.00000000
NS
USD
1659.56000000
0.002605988704
Long
EC
CORP
CA
N
1
N
N
CAJUN GLOBAL LLC
N/A
Cajun Global LLC
12803VAA3
49250.00000000
PA
USD
41710.56000000
0.065497630836
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
10997.00000000
NS
USD
1286758.97000000
2.020583372483
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
2191.00000000
NS
USD
500402.49000000
0.785776493046
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
41334.65000000
PA
USD
34580.52000000
0.054301407919
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
325.00000000
NS
USD
469771.25000000
0.737676595812
Long
EC
CORP
US
N
1
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
21125.00000000
NS
141454.35000000
0.222124200599
Long
EC
CORP
NO
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
65000.00000000
PA
USD
62408.45000000
0.097999298479
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
7308.00000000
NS
USD
947920.68000000
1.488509354973
Long
EC
CORP
US
N
1
N
N
N
SANTA CLARA VLY CA WTR DIST WT
N/A
Santa Clara Valley Water District
80168ADF1
65000.00000000
PA
USD
42590.96000000
0.066880113215
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.96700000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
66000.00000000
PA
USD
54400.39000000
0.085424330471
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
18518.55780000
PA
USD
18300.22000000
0.028736632972
Long
LON
CORP
US
N
2
2025-05-30
Floating
6.61870000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
10000.00000000
PA
USD
6644.35000000
0.010433549284
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Hypoport SE
391200GNIFXXP6KRYQ46
Hypoport SE
000000000
525.00000000
NS
54737.46000000
0.085953627762
Long
EC
CORP
DE
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
80000.00000000
PA
USD
66432.21000000
0.104317764284
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAA5
73265.74000000
PA
USD
67938.40000000
0.106682917775
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.72200000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
11143.00000000
NS
USD
1628438.02000000
2.557118203987
Long
EC
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
145000.00000000
PA
USD
136300.00000000
0.214030381827
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
39603.74000000
PA
USD
36796.94000000
0.057781827720
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
60000.00000000
PA
USD
47602.34000000
0.074749427777
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
63946.95000000
PA
USD
55375.26000000
0.086955158045
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.74300000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAL5
15000.00000000
PA
USD
14882.85000000
0.023370374674
Long
LON
CORP
US
N
2
2025-03-11
Floating
6.04210000
N
N
N
N
N
N
Allegro.eu SA
222100VRLXV3FPMG4982
Allegro.eu SA
000000000
42507.00000000
NS
243806.34000000
0.382846397962
Long
EC
CORP
PL
N
1
N
N
N
HILTON WORLDWIDE FINANCE
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
20000.00000000
PA
USD
19920.40000000
0.031280783698
Long
LON
CORP
US
N
2
2026-06-21
Floating
6.13560000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
50000.00000000
PA
USD
41508.10000000
0.065179710139
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
CCC INTELLIGENT SOLUTION
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
19775.18000000
PA
USD
19577.43000000
0.030742221702
Long
LON
CORP
US
N
2
2028-09-21
Floating
7.22900000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2083.00000000
NS
USD
376314.78000000
0.590922935075
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
1740.00000000
NS
376614.28000000
0.591393236611
Long
EC
CORP
DE
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
19035.88360000
PA
USD
18417.22000000
0.028920356777
Long
LON
CORP
US
N
2
2026-08-28
Floating
7.23490000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416ASK7
1916.69000000
PA
USD
1946.10000000
0.003055939296
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
6.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
50000.00000000
PA
USD
49315.55000000
0.077439662483
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
Gruppo MutuiOnline SpA
8156004E40D6A02C5046
Gruppo MutuiOnline SpA
000000000
10101.00000000
NS
284588.04000000
0.446885450218
Long
EC
CORP
IT
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
8178.00000000
NS
USD
677874.42000000
1.064458700982
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAH3
60000.00000000
PA
USD
48403.71000000
0.076007810221
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2022-2
43283GAC6
51202.22000000
PA
USD
49220.06000000
0.077289715593
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
5.57000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
43257.79000000
PA
USD
42650.99000000
0.066974377659
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
57000.00000000
PA
USD
44487.85000000
0.069858778592
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BQ8
30000.00000000
PA
USD
23081.88000000
0.036245220760
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AC9
65000.00000000
PA
USD
63270.69000000
0.099353264410
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.98000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RFV1
42000.00000000
PA
USD
42714.19000000
0.067073619920
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.12000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
70000.00000000
PA
USD
63704.82000000
0.100034973946
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
45000.00000000
PA
USD
40827.94000000
0.064111662417
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BDK8
10000.00000000
PA
USD
7346.66000000
0.011536378906
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41100000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
29000.00000000
PA
USD
24004.01000000
0.037693231296
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
39376.51000000
PA
USD
36649.26000000
0.057549927450
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409YD53
635.23000000
PA
USD
646.53000000
0.001015238905
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
3284.00000000
NS
USD
465736.88000000
0.731341469242
Long
EC
CORP
US
N
1
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
50000.00000000
PA
USD
52722.11000000
0.082788945957
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413BLD1
5431.53000000
PA
USD
5632.43000000
0.008844542505
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
60000.00000000
PA
USD
54716.24000000
0.085920306231
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
New Work SE
5299002VHN50DM9T9H37
New Work SE
000000000
1644.00000000
NS
268548.50000000
0.421698738035
Long
EC
CORP
DE
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAG9
100000.00000000
PA
USD
84851.28000000
0.133241026096
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.28800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
715000.00000000
PA
USD
454416.02000000
0.713564448050
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
65000.00000000
PA
USD
50727.29000000
0.079656502184
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
50000.00000000
PA
USD
40542.97000000
0.063664177179
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
23440.00000000
NS
USD
579671.20000000
0.910251271244
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
80000.00000000
PA
USD
61284.44000000
0.096234278013
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
284.00000000
NS
USD
700395.12000000
1.099822706998
Long
EC
CORP
US
N
1
N
N
N
TOBACCO SETTLEMENT FING CORP V
N/A
Tobacco Settlement Financing Corp/VA
88880NAT6
180000.00000000
PA
USD
162151.36000000
0.254624486388
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
5749.00000000
NS
USD
961980.17000000
1.510586816550
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
145000.00000000
PA
USD
78033.79000000
0.122535596985
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
Kite Realty Group Trust
76131VAB9
70000.00000000
PA
USD
61623.52000000
0.096766731586
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
49645.89000000
PA
USD
45210.57000000
0.070993657811
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAD9
31399.72000000
PA
USD
28852.53000000
0.045306808603
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
30415.03000000
PA
USD
30172.82000000
0.047380045380
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413MDE4
1814.20000000
PA
USD
1859.29000000
0.002919622513
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
45000.00000000
PA
USD
44130.82000000
0.069298138334
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
79750.72000000
PA
USD
76323.32000000
0.119849664871
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
17930.00000000
NS
USD
1506120.00000000
2.365043570642
Long
EC
CORP
US
N
1
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
79400.00000000
PA
USD
71303.58000000
0.111967222693
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
25000.00000000
PA
USD
24654.75000000
0.038715081117
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
65000.00000000
PA
USD
4550.00000000
0.007144814653
Long
DBT
NUSS
VE
N
3
2034-01-13
Fixed
9.37500000
Y
Y
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
46000.00000000
PA
USD
33819.02000000
0.053105632895
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AS0
25000.00000000
PA
USD
16922.23000000
0.026572790522
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
10000.00000000
PA
USD
9664.76000000
0.015176465686
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
27248.98000000
PA
USD
26620.07000000
0.041801201367
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBM8
40000.00000000
PA
USD
41463.75000000
0.065110067824
Long
DBT
CORP
US
N
2
2033-10-25
Fixed
5.83400000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
100000.00000000
PA
USD
86989.49000000
0.136598633600
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.44080700
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-6 LLC
693587AA5
54457.48000000
PA
USD
50250.46000000
0.078907741311
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36300000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2533.00000000
NS
USD
800073.38000000
1.256346375727
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QKZ8
1849.54000000
PA
USD
1911.60000000
0.003001764327
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
55000.00000000
PA
USD
51345.72000000
0.080627615970
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
1969.00000000
NS
USD
549134.41000000
0.862299687799
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
13679.00000000
NS
USD
1057113.12000000
1.659973035281
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
305000.00000000
PA
USD
232872.26000000
0.365676733124
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
33554.73000000
PA
USD
26791.56000000
0.042070490216
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAB3
29627.84000000
PA
USD
26690.94000000
0.041912487744
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.56700000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
10804.03000000
PA
USD
10170.85000000
0.015971173213
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
100000.00000000
PA
USD
91157.42000000
0.143143487960
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
73312.50000000
PA
USD
61961.23000000
0.097297033862
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
4498.00000000
NS
USD
507059.54000000
0.796229985001
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4C5
3355.12000000
PA
USD
3315.24000000
0.005205884688
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414SX24
5787.85000000
PA
USD
5893.67000000
0.009254764786
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
Marel HF
5299008YTLEN09WTHW26
Marel HF
000000000
34831.00000000
NS
120057.20000000
0.188524492715
Long
EC
CORP
IS
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
20116.00000000
NS
USD
1531632.24000000
2.405105158818
Long
EC
CORP
US
N
1
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
35000.00000000
PA
USD
33723.20000000
0.052955167809
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
19407.23730000
PA
USD
18911.96000000
0.029697241525
Long
LON
CORP
US
N
2
2027-02-08
Floating
6.61870000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
60000.00000000
PA
USD
56398.26000000
0.088561563626
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
80369.70000000
PA
USD
73035.85000000
0.114687387106
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415WAZ6
1730.86000000
PA
USD
1748.05000000
0.002744943572
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
HAITIAN INT'L
30030093DDRS825TVP62
Haitian International Holdings Ltd
000000000
136981.00000000
NS
366782.56000000
0.575954595484
Long
EC
CORP
CN
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
2260.00000000
NS
USD
976523.40000000
1.533423889697
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882724QP5
25000.00000000
PA
USD
19811.47000000
0.031109732125
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
3.21100000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
100000.00000000
PA
USD
95172.76000000
0.149448731932
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
27000.00000000
PA
USD
23961.11000000
0.037625865901
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2022-1 LLC
70410DAD0
45000.00000000
PA
USD
43506.37000000
0.068317571408
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.40000000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
3294.09000000
PA
USD
3290.11000000
0.005166423327
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
18000.00000000
PA
USD
18490.50000000
0.029035427550
Long
LON
CORP
US
N
2
2027-06-20
Floating
9.61870000
N
N
N
N
N
N
Nakanishi Inc
353800EXA7IQ42YKF224
Nakanishi Inc
000000000
4500.00000000
NS
87675.25000000
0.137675474940
Long
EC
CORP
JP
N
1
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
25000.00000000
PA
USD
21000.73000000
0.032977213943
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
PARAGON OFFSHORE FINANCE CO
N/A
Paragon Offshore Finance Co
000000000
215.48000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2021-07-18
Floating
3.75000000
Y
Y
N
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
6957.00000000
NS
USD
371921.22000000
0.584023776423
Long
EC
CORP
US
N
1
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
33340.45126300
NS
226363.77000000
0.355456523294
Long
EC
CORP
GB
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
110000.00000000
PA
USD
93997.84000000
0.147603768057
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
65000.00000000
PA
USD
63862.50000000
0.100282577105
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
40000.00000000
PA
USD
38118.28000000
0.059856713301
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
100000.00000000
PA
USD
90111.97000000
0.141501829393
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
50000.00000000
PA
USD
32738.28000000
0.051408558831
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
90830.19000000
PA
USD
81074.31000000
0.127310091898
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
100000.00000000
PA
USD
87035.54000000
0.136670945405
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAB0
65000.00000000
PA
USD
62402.28000000
0.097989609796
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.92000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
25932.28000000
PA
USD
24656.11000000
0.038717216710
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.21132500
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
165000.00000000
PA
USD
148811.15000000
0.233676502235
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
200000.00000000
PA
USD
197105.34000000
0.309512334413
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
8636.00000000
NS
USD
1265605.80000000
1.987366783694
Long
EC
CORP
US
N
1
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
9004.15000000
PA
USD
8623.07000000
0.013540711405
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2022-2
04047JAA3
47989.70000000
PA
USD
47909.34000000
0.075231506480
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
6.90000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
15000.00000000
PA
USD
10766.89000000
0.016907128230
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
30000.00000000
PA
USD
27778.50000000
0.043620271178
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
100000.00000000
PA
USD
73476.03000000
0.115378596889
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
8341.00000000
NS
USD
908835.36000000
1.427134109460
Long
EC
CORP
US
N
1
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
50000.00000000
PA
USD
47124.39000000
0.073998908181
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
6443.00000000
NS
USD
959298.27000000
1.506375458656
Long
EC
CORP
US
N
1
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
45000.00000000
PA
USD
41800.05000000
0.065638155993
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
Anhui Gujing Distillery Co Ltd
N/A
Anhui Gujing Distillery Co Ltd
000000000
15300.00000000
NS
245021.11000000
0.384753937851
Long
EC
CORP
CN
N
1
N
N
N
BROWARD CNTY FL WTR & SWR UTIL
N/A
Broward County FL Water & Sewer Utility Revenue
115117NJ8
175000.00000000
PA
USD
165406.45000000
0.259735918197
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
2023-02-22
Virtus Variable Insurance Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer