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