0001752724-23-181124.txt : 20230818
0001752724-23-181124.hdr.sgml : 20230818
20230818113527
ACCESSION NUMBER: 0001752724-23-181124
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230818
DATE AS OF CHANGE: 20230818
PERIOD START: 20231231
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: 231184478
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
2023-12-31
2023-06-30
N
69817166.25
345332.08
69471834.17
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
1372006.80000000
USD
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
5940.00000000
NS
USD
518146.20000000
0.745836361153
Long
EC
CORP
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC
000000000
24882.27000000
PA
USD
24851.17000000
0.035771576059
Long
LON
CORP
US
N
2
2030-06-22
Floating
7.70370000
N
N
N
N
N
N
BRISTOL VA
N/A
City of Bristol VA
110331PQ2
135000.00000000
PA
USD
119140.73000000
0.171495011501
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.21000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
92000.00000000
PA
USD
101247.40000000
0.145738774871
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1641.00000000
NS
USD
788992.80000000
1.135701697567
Long
EC
CORP
US
N
1
N
N
N
SAN DIEGO CNTY CA REGL ARPT AU
N/A
San Diego County Regional Airport Authority
79742GAF8
265000.00000000
PA
USD
256191.14000000
0.368769794350
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
209.00000000
NS
USD
521112.24000000
0.750105774845
Long
EC
CORP
US
N
1
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
3807.66000000
PA
USD
3739.10000000
0.005382181202
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QKZ8
1794.90000000
PA
USD
1838.11000000
0.002645834850
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Enento Group Oyj
743700EPLUWXE25HGM03
Enento Group Oyj
000000000
6955.00000000
NS
159754.68000000
0.229956041766
Long
EC
CORP
FI
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
70000.00000000
PA
USD
64403.44000000
0.092704389871
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Hypoport SE
391200GNIFXXP6KRYQ46
Hypoport SE
000000000
1291.00000000
NS
235682.07000000
0.339248377152
Long
EC
CORP
DE
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
31868.77000000
PA
USD
28198.98000000
0.040590521809
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
80000.00000000
PA
USD
82418.64000000
0.118636050112
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
2558.00000000
NS
USD
601897.40000000
0.866390541132
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UG96
1617.43000000
PA
USD
1658.85000000
0.002387802222
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
3829.00000000
NS
USD
185093.86000000
0.266430075168
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
207203.65000000
PA
USD
201612.76000000
0.290207912902
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.89400000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AC3
65000.00000000
PA
USD
58061.61000000
0.083575755115
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
5.14000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
61715.06000000
PA
USD
59829.13000000
0.086119980442
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
84171.93437500
PA
USD
76632.25000000
0.110306933616
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
16000.00000000
PA
USD
16603.36000000
0.023899412183
Long
LON
CORP
US
N
2
2027-06-20
Floating
10.78340000
N
N
N
N
N
N
Brockhaus Technologies AG
5299007DQ4OLATJQIX97
Brockhaus Technologies AG
000000000
4707.00000000
NS
122757.05000000
0.176700459210
Long
EC
CORP
DE
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
100000.00000000
PA
USD
90055.00000000
0.129628073126
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.06600000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
127000.00000000
PA
USD
104705.90000000
0.150717051379
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
Max Stock Ltd
N/A
Max Stock Ltd
000000000
50758.00000000
NS
104337.03000000
0.150186087997
Long
EC
CORP
IL
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
4679.00000000
NS
USD
859485.51000000
1.237171179181
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
260000.00000000
PA
USD
258775.85000000
0.372490309334
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
34000.00000000
PA
USD
34642.55000000
0.049865604404
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
S-1 Corp
N/A
S-1 Corp
000000000
7018.00000000
NS
284787.82000000
0.409932778373
Long
EC
CORP
KR
N
2
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
1439.00000000
NS
USD
337474.28000000
0.485771369119
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
6273.00000000
NS
USD
1080273.33000000
1.554980292238
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAA5
20019.74000000
PA
USD
18182.10000000
0.026171901486
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.75000000
N
N
N
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
14967.00000000
NS
155029.98000000
0.223155156117
Long
EC
CORP
GB
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
69000.00000000
PA
USD
70756.21000000
0.101848772017
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
790746.20000000
PA
USD
775185.63000000
1.115827211504
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
32422.23220000
PA
USD
32372.63000000
0.046598208305
Long
LON
CORP
US
N
2
2026-07-01
Floating
6.95500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
50000.00000000
PA
USD
46904.00000000
0.067515131218
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
35000.00000000
PA
USD
31656.11000000
0.045566826294
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
50000.00000000
PA
USD
34083.98000000
0.049061580721
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
18959.57360000
PA
USD
18880.51000000
0.027177215378
Long
LON
CORP
US
N
2
2026-08-28
Floating
7.97570000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
88215.63000000
PA
USD
77590.10000000
0.111685693816
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4W1
3097.45000000
PA
USD
3124.70000000
0.004497794015
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
SANTA CLARA VLY CA WTR DIST WT
N/A
Santa Clara Valley Water District
80168ADF1
65000.00000000
PA
USD
45429.72000000
0.065393005010
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
2.96700000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
65000.00000000
PA
USD
49917.91000000
0.071853450533
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
12403.00000000
NS
277598.75000000
0.399584599019
Long
EC
CORP
CA
N
1
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
60000.00000000
PA
USD
56174.44000000
0.080859301717
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
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
TEXAS ST PUBLIC FIN AUTH LEASE
N/A
Texas Public Finance Authority
882669CD4
55000.00000000
PA
USD
42585.07000000
0.061298324002
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
2.14000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAA6
92977.61000000
PA
USD
88936.37000000
0.128017881005
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
320000.00000000
PA
USD
265198.86000000
0.381735797202
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAA2
1718.52000000
PA
USD
1714.92000000
0.002468511189
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.46000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
49099.41000000
PA
USD
46318.28000000
0.066672026949
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
13477.00000000
NS
USD
1040693.94000000
1.498008441022
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
110000.00000000
PA
USD
106504.21000000
0.153305596825
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
5000.00000000
PA
USD
4982.51000000
0.007171985682
Long
DBT
CORP
N/A
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
100000.00000000
PA
USD
92095.16000000
0.132564745267
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043100
6058.00000000
NS
USD
707877.30000000
1.018941429224
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
1393.00000000
NS
360857.88000000
0.519430477561
Long
EC
CORP
DE
N
1
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
31802.31000000
PA
USD
31285.52000000
0.045033387089
Long
LON
CORP
US
N
2
2028-06-07
Floating
7.70500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
20879.62000000
PA
USD
19421.50000000
0.027955933842
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
110000.00000000
PA
USD
95902.04000000
0.138044491189
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
45000.00000000
PA
USD
37725.23000000
0.054302913476
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
45000.00000000
PA
USD
40377.15000000
0.058120172703
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
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
51441.98000000
0.074047246074
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co KGaA
000000000
2478.00000000
NS
156426.03000000
0.225164675539
Long
EC
CORP
DE
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-2 LLC
69359UAA3
54679.72000000
PA
USD
51575.48000000
0.074239410282
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-D
12655KAE8
60000.00000000
PA
USD
58804.22000000
0.084644691913
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
10708.91590000
PA
USD
10689.75000000
0.015387171114
Long
LON
CORP
US
N
2
2026-09-18
Floating
7.65660000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
75000.00000000
PA
USD
75582.17000000
0.108795414577
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407MZH1
7800.34000000
PA
USD
7855.97000000
0.011308136734
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
50000.00000000
PA
USD
47877.02000000
0.068915727606
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
20000.00000000
PA
USD
17100.00000000
0.024614291826
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
2245000.00000000
PA
USD
2154498.44000000
3.101254581429
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
AJ Bell PLC
213800VNKA7DPWXWJJ36
AJ Bell PLC
000000000
48894.00000000
NS
199326.17000000
0.286916521467
Long
EC
CORP
GB
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
56881.72000000
PA
USD
51710.90000000
0.074434338200
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAC4
51000.00000000
PA
USD
50069.22000000
0.072071251030
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.19000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
40000.00000000
PA
USD
38733.73000000
0.055754580921
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
100000.00000000
PA
USD
85366.03000000
0.122878618392
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.45336300
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
80000.00000000
PA
USD
66457.14000000
0.095660551925
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N1
14688FAD8
93000.00000000
PA
USD
91008.00000000
0.130999852080
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.92000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAB9
140000.00000000
PA
USD
127958.36000000
0.184187392673
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
9300.00000000
NS
218887.13000000
0.315073198534
Long
EC
CORP
JP
N
2
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
130000.00000000
PA
USD
102433.29000000
0.147445783206
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
50000.00000000
PA
USD
50770.00000000
0.073079976376
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAF8
32000.00000000
PA
USD
29037.49000000
0.041797500162
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
135000.00000000
PA
USD
130703.20000000
0.188138403946
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
68371YAN3
14925.00000000
PA
USD
14987.24000000
0.021573116902
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.71300000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
17030.00000000
NS
USD
735185.10000000
1.058249157782
Long
EC
CORP
US
N
1
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAA4
70000.00000000
PA
USD
53261.99000000
0.076667027200
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
5307.00000000
NS
USD
702487.59000000
1.011183306721
Long
EC
CORP
US
N
1
N
N
N
Heineken Malaysia Bhd
N/A
Heineken Malaysia Bhd
000000000
41100.00000000
NS
229954.78000000
0.331004331103
Long
EC
CORP
MY
N
2
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
4934.00000000
NS
USD
632341.44000000
0.910212674754
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
43334.91000000
PA
USD
40382.27000000
0.058127542596
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
470000.00000000
PA
USD
311209.77000000
0.447965385854
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
7342.00000000
NS
USD
3105812.84000000
4.470607228247
Long
EC
CORP
US
N
1
N
N
N
BOF URSA FUNDING
N/A
BOF URSA VI Funding Trust I
05603LAE3
114567.65000000
PA
USD
112971.18000000
0.162614362136
Long
ABS-O
CORP
US
N
2
2031-10-27
Fixed
5.54200000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
37000.00000000
PA
USD
30106.37000000
0.043336080527
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
21125.00000000
NS
138555.56000000
0.199441344330
Long
EC
CORP
NO
N
1
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-1
784212AC6
32599.89000000
PA
USD
25011.16000000
0.036001870828
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.56000000
N
N
N
N
N
N
ORYX MIDSTREAM SERVICES
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAD3
24410.55000000
PA
USD
24334.39000000
0.035027706250
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.47750000
N
N
N
N
N
N
Meitec Corp
N/A
Meitec Corp
000000000
15000.00000000
NS
258823.03000000
0.372558221748
Long
EC
CORP
JP
N
2
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
75000.00000000
PA
USD
61907.81000000
0.089112099514
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
1511.00000000
NS
USD
279867.42000000
0.402850195829
Long
EC
CORP
US
N
1
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
10026.96000000
PA
USD
9323.41000000
0.013420417225
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAB7
23182.35000000
PA
USD
22105.27000000
0.031819038987
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.36000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
14616.00000000
NS
USD
1241629.20000000
1.787241138562
Long
EC
CORP
US
N
1
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAB0
65000.00000000
PA
USD
63850.08000000
0.091907865630
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.92000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
35000.00000000
PA
USD
27435.58000000
0.039491659213
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
26000.00000000
PA
USD
26330.33000000
0.037900726696
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
40000.00000000
PA
USD
37905.42000000
0.054562284777
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
10000.00000000
PA
USD
7559.60000000
0.010881532192
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
160000.00000000
PA
USD
178407.81000000
0.256805959035
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
Visio 2019-2 Trust
N/A
Visio 2019-2 Trust
92837DAA5
60809.10000000
PA
USD
57023.65000000
0.082081681995
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
2.72200000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
78057.87000000
PA
USD
64940.68000000
0.093477710464
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
80000.00000000
PA
USD
80389.68000000
0.115715499612
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
6679.69000000
PA
USD
6453.39000000
0.009289217820
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
60000.00000000
PA
USD
51305.02000000
0.073850101430
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
22000.00000000
PA
USD
21206.07000000
0.030524701489
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG RECEIVABLES NOTE TRUST 2017-A
05607BAA9
27648.59000000
PA
USD
26890.92000000
0.038707658033
Long
ABS-O
CORP
US
N
2
2032-10-04
Fixed
2.95000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
89000.00000000
PA
USD
76756.16000000
0.110485293669
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-D
00968FAA4
39638.76000000
PA
USD
36393.50000000
0.052385978338
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
2.95600000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
2279.00000000
NS
USD
936646.21000000
1.348238780781
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
56407.76000000
PA
USD
52218.03000000
0.075164317487
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
1.74300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
100000.00000000
PA
USD
85546.88000000
0.123138939718
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
38882.98000000
PA
USD
35867.38000000
0.051628664232
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
70000.00000000
PA
USD
62454.92000000
0.089899627303
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Gruppo MutuiOnline SpA
8156004E40D6A02C5046
Gruppo MutuiOnline SpA
000000000
10101.00000000
NS
340035.22000000
0.489457668798
Long
EC
CORP
IT
N
1
N
N
N
Nordnet AB publ
549300D6WW5ZTWLZ4C08
Nordnet AB publ
000000000
7041.00000000
NS
94203.37000000
0.135599370774
Long
EC
CORP
SE
N
1
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
115000.00000000
PA
USD
111550.29000000
0.160569087217
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.04499000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
145000.00000000
PA
USD
81534.18000000
0.117362929846
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
85000.00000000
PA
USD
80022.75000000
0.115187328729
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
70000.00000000
PA
USD
81897.12000000
0.117885357394
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
30000.00000000
PA
USD
23574.01000000
0.033933190740
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
94000.00000000
PA
USD
79994.00000000
0.115145945051
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
15113.20000000
PA
USD
13859.27000000
0.019949480484
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.75000000
N
N
N
N
N
N
Anhui Gujing Distillery Co Ltd
N/A
Anhui Gujing Distillery Co Ltd
000000000
8800.00000000
NS
151745.20000000
0.218426937784
Long
EC
CORP
CN
N
2
N
N
N
COLT Funding LLC
N/A
COLT 2022-5 Mortgage Loan Trust
19688LAA0
199366.33000000
PA
USD
191487.47000000
0.275633243727
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.55000000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
25000.00000000
PA
USD
21956.60000000
0.031605038592
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4C5
3123.13000000
PA
USD
3076.10000000
0.004427837607
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.50000000
N
N
N
N
N
N
Victorian Plumbing Group PLC
894500R59II0S4WXGZ04
Victorian Plumbing Group PLC
000000000
148790.00000000
NS
125660.59000000
0.180879908384
Long
EC
CORP
GB
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
41000.00000000
PA
USD
39753.60000000
0.057222614711
Long
DBT
CORP
US
N
2
2043-04-30
Floating
8.20914000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
45000.00000000
PA
USD
44845.20000000
0.064551628060
Long
LON
CORP
CA
N
2
2030-05-04
Floating
8.86300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
265000.00000000
PA
USD
245028.64000000
0.352702131629
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
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
97836.55000000
0.140829087311
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1291.00000000
NS
USD
517548.99000000
0.744976717807
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
85000.00000000
PA
USD
76698.10000000
0.110401720231
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
7612.08000000
PA
USD
7195.70000000
0.010357722789
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
Bankers Healthcare Group Securitization Trust 2020-A
06616PAA5
17370.89000000
PA
USD
17030.77000000
0.024514639930
Long
ABS-O
CORP
US
N
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
67000.00000000
PA
USD
42963.75000000
0.061843408214
Long
DBT
CORP
US
N
2
2067-04-20
Floating
7.29043000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JBA3
109000.00000000
PA
USD
106046.79000000
0.152647171716
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.43860000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BDK8
10000.00000000
PA
USD
7825.55000000
0.011264349204
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41100000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
71815.70000000
PA
USD
67036.56000000
0.096494587772
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
AGILITI HEALTH INC
00847YAE2
39769.23670000
PA
USD
39545.73000000
0.056923399925
Long
LON
CORP
US
N
2
2030-05-01
Floating
8.11300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413BLD1
5120.07000000
PA
USD
5258.68000000
0.007569513692
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
60000.00000000
PA
USD
55438.80000000
0.079800397761
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PA3
70000.00000000
PA
USD
74299.20000000
0.106948666157
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
7038.00000000
NS
USD
468519.66000000
0.674402318000
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBZ6
20784.50780000
PA
USD
20764.55000000
0.029889163353
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.33370000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
485000.00000000
PA
USD
409180.86000000
0.588988134383
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
115000.00000000
PA
USD
103332.20000000
0.148739703269
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
65000.00000000
PA
USD
65942.06000000
0.094919129151
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
3561.00000000
NS
USD
626664.78000000
0.902041507161
Long
EC
CORP
US
N
1
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
193372.72000000
0.278346933415
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
39000.00000000
PA
USD
33181.09000000
0.047761931718
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
118000.00000000
PA
USD
83333.01000000
0.119952223797
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
79000.00000000
PA
USD
78496.67000000
0.112990639930
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-5
46590YAA2
20418.04000000
PA
USD
19867.87000000
0.028598453225
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
3.35626300
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
40196.93000000
PA
USD
36664.86000000
0.052776582679
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
53000.00000000
PA
USD
52490.53000000
0.075556562781
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
70000.00000000
PA
USD
51082.50000000
0.073529798961
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
DEL MONTE FOODS INC
549300U9K7TD84Q24R17
Del Monte Foods Inc
24521TAJ5
39962.41000000
PA
USD
38613.68000000
0.055581777077
Long
LON
CORP
US
N
2
2029-05-16
Floating
9.42630000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
4176.00000000
NS
USD
943316.64000000
1.357840412981
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AC9
44281.91000000
PA
USD
43478.61000000
0.062584514313
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.98000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
14699.31000000
PA
USD
14071.74000000
0.020255316659
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
95000.00000000
PA
USD
78356.20000000
0.112788442879
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
66000.00000000
PA
USD
65999.91000000
0.095002400308
Long
DBT
CORP
US
N
2
N/A
Floating
8.88200000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAB0
50000.00000000
PA
USD
49627.20000000
0.071434993178
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
6.84000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAG9
100000.00000000
PA
USD
87556.33000000
0.126031406894
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.28800000
N
N
N
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
1867.00000000
NS
293978.12000000
0.423161592769
Long
EC
CORP
FR
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
55000.00000000
PA
USD
54457.23000000
0.078387494227
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
Kite Realty Group Trust
76131VAB9
70000.00000000
PA
USD
62918.52000000
0.090566948104
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213S2N4
5059.61000000
PA
USD
5158.31000000
0.007425037875
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
849000.00000000
PA
USD
653497.85000000
0.940665894038
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
New Work SE
5299002VHN50DM9T9H37
New Work SE
000000000
1644.00000000
NS
221730.09000000
0.319165446902
Long
EC
CORP
DE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK4Y3
346829.91000000
PA
USD
340187.36000000
0.489676664024
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
CCC INTELLIGENT SOLUTION
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
19675.30000000
PA
USD
19601.52000000
0.028215060440
Long
LON
CORP
US
N
2
2028-09-21
Floating
7.78960000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBL1
80000.00000000
PA
USD
66645.72000000
0.095932000063
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAB9
50000.00000000
PA
USD
50056.09000000
0.072052351284
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.82000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAB0
100000.00000000
PA
USD
85778.07000000
0.123471722065
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.25000000
N
N
N
N
N
N
SAN ANTONIO TX
N/A
City of San Antonio TX
79623PEY7
70000.00000000
PA
USD
55931.92000000
0.080510210602
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
1.96300000
N
N
N
N
N
N
SBA SENIOR FINANCE II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
78404XAH8
38000.00000000
PA
USD
37982.90000000
0.054673811989
Long
LON
CORP
US
N
2
2025-04-11
Floating
6.95500000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
2384.00000000
NS
USD
324104.80000000
0.466526908166
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-1
89179YAW3
100000.00000000
PA
USD
79845.61000000
0.114932347697
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
61000.00000000
PA
USD
51473.02000000
0.074091926051
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
35000.00000000
PA
USD
39516.10000000
0.056880749547
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
NAB HOLDINGS LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAM7
49873.42000000
PA
USD
49424.56000000
0.071143306622
Long
LON
CORP
US
N
2
2028-11-23
Floating
8.39280000
N
N
N
N
N
N
Allegro.eu SA
222100VRLXV3FPMG4982
Allegro.eu SA
000000000
39036.00000000
NS
307222.67000000
0.442226225448
Long
EC
CORP
PL
N
1
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
30000.00000000
PA
USD
30414.00000000
0.043778893077
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
45000.00000000
PA
USD
42074.51000000
0.060563407462
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM2
64831MAA0
88473.59000000
PA
USD
77830.73000000
0.112032064404
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.07900000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
90000.00000000
PA
USD
77850.00000000
0.112059802263
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
75000.00000000
PA
USD
66082.48000000
0.095121254231
Long
DBT
CORP
US
N
2
2033-04-25
Fixed
4.33700000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
35020.07000000
PA
USD
33077.85000000
0.047613324731
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
85350EAB2
21033.25000000
PA
USD
21004.01000000
0.030233849805
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.33920000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415WAZ6
1694.95000000
PA
USD
1702.48000000
0.002450604652
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
75000.00000000
PA
USD
64403.09000000
0.092703886070
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1838.00000000
NS
USD
570956.32000000
0.821852952094
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
76234.20000000
PA
USD
69007.23000000
0.099331233764
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
25000.00000000
PA
USD
21722.77000000
0.031268456144
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
28113.49000000
PA
USD
24361.13000000
0.035066196669
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP V
N/A
Tobacco Settlement Financing Corp/VA
88880NAT6
180000.00000000
PA
USD
170359.36000000
0.245220760377
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAB5
100000.00000000
PA
USD
92514.24000000
0.133167982543
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
2.12000000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
19241.68120000
PA
USD
19206.85000000
0.027646959706
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.04910000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
4667.00000000
NS
356382.28000000
0.512988154491
Long
EC
CORP
DE
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
305000.00000000
PA
USD
237459.18000000
0.341806406635
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBM8
40000.00000000
PA
USD
41702.11000000
0.060027362884
Long
DBT
CORP
US
N
2
2033-10-25
Fixed
5.83400000
N
N
N
N
N
N
HAITIAN INT'L
30030093DDRS825TVP62
Haitian International Holdings Ltd
000000000
106981.00000000
NS
250904.88000000
0.361160581115
Long
EC
CORP
CN
N
2
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2022-1S Trust
83406QAA6
16934.28000000
PA
USD
16944.24000000
0.024390085856
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
6.21000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
357148.93000000
NS
USD
357148.93000000
0.514091695241
Long
STIV
RF
US
N
1
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
31000.00000000
PA
USD
31039.54000000
0.044679315539
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2020-1
12597UAD9
107547.45000000
PA
USD
106719.73000000
0.153615823268
Long
ABS-O
CORP
US
N
2
2026-01-12
Fixed
2.35000000
N
N
N
N
N
N
RESIDEO FUNDING INC
5493000IFJ6XJKH66598
Resideo Funding Inc
76090LAE4
14424.95740000
PA
USD
14352.83000000
0.020659926676
Long
LON
CORP
US
N
2
2028-02-12
Floating
7.46800000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
26000.00000000
PA
USD
20453.79000000
0.029441845381
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
9793.00000000
NS
USD
280961.17000000
0.404424574875
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
30000.00000000
PA
USD
27975.00000000
0.040268117769
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
12639.00000000
NS
USD
725984.16000000
1.045005027826
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
55000.00000000
PA
USD
55329.45000000
0.079642995842
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawneee Equipment Receivables Series 2022-1 LLC
70410DAD0
45000.00000000
PA
USD
43594.48000000
0.062751301330
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.40000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
45000.00000000
PA
USD
43892.24000000
0.063179906683
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
25000.00000000
PA
USD
23748.09000000
0.034183767110
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
IDAHO ST HLTH FACS AUTH REVENU
549300X43KY1C2WW0J97
Idaho Health Facilities Authority
451295A25
90000.00000000
PA
USD
83223.63000000
0.119794778695
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
5.02000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
95241.13000000
PA
USD
90462.83000000
0.130215116789
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
7988.00000000
NS
USD
881635.56000000
1.269054675946
Long
EC
CORP
US
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
54000.00000000
PA
USD
46289.88000000
0.066631147072
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
50000.00000000
PA
USD
53074.60000000
0.076397291987
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Corp Moctezuma SAB de CV
N/A
Corp Moctezuma SAB de CV
000000000
76431.00000000
NS
270145.21000000
0.388855733013
Long
EC
CORP
MX
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2832.00000000
NS
USD
679680.00000000
0.978353325661
Long
EC
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
130000.00000000
PA
USD
127929.01000000
0.184145145336
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
760.00000000
NS
USD
198679.20000000
0.285985251971
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE FINANCE
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
20000.00000000
PA
USD
19969.60000000
0.028744886670
Long
LON
CORP
US
N
2
2026-06-21
Floating
7.07910000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
30000.00000000
PA
USD
20670.53000000
0.029753827931
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143YAC7
55000.00000000
PA
USD
57458.34000000
0.082707388809
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.45000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CA9
56000.00000000
PA
USD
54374.24000000
0.078268035743
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
4.82100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KDL2
719.32000000
PA
USD
735.29000000
0.001058400154
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
22004.16310000
PA
USD
21974.46000000
0.031630746852
Long
LON
CORP
US
N
2
2025-08-03
Floating
7.45500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
105000.00000000
PA
USD
101981.25000000
0.146795102243
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205A3F9
785.93000000
PA
USD
801.26000000
0.001153359501
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
160000.00000000
PA
USD
122405.11000000
0.176193865416
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
65000.00000000
PA
USD
51678.51000000
0.074387714988
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
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
210069.16000000
0.302380327955
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
70000.00000000
PA
USD
63630.00000000
0.091591075376
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
79400.00000000
PA
USD
72782.88000000
0.104766026217
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
85000.00000000
PA
USD
81471.64000000
0.117272907752
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412MZA9
962.15000000
PA
USD
985.43000000
0.001418459742
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
45000.00000000
PA
USD
28973.96000000
0.041706053030
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
45000.00000000
PA
USD
41851.62000000
0.060242572403
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RFV1
42000.00000000
PA
USD
41975.15000000
0.060420385472
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
6.12000000
N
N
N
N
N
N
ARM Master Trust LLC
549300C15CTYUOJ8UB79
Arm Master Trust LLC
04206RAH7
70000.00000000
PA
USD
69777.24000000
0.100439611007
Long
ABS-O
CORP
US
N
2
2025-02-17
Fixed
6.56200000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
3265.00000000
NS
USD
400386.95000000
0.576329896545
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413MDE4
1757.80000000
PA
USD
1796.32000000
0.002585680976
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
40000.00000000
PA
USD
25769.53000000
0.037093493079
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64986DMK8
85000.00000000
PA
USD
93475.98000000
0.134552342135
Long
DBT
MUN
US
N
2
2051-06-15
Fixed
5.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
55000.00000000
PA
USD
50582.81000000
0.072810529050
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2023-1
89181JAA0
95138.54000000
PA
USD
86762.21000000
0.124888324939
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903BA7
125000.00000000
PA
USD
98532.21000000
0.141830442764
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAA0
84000.00000000
PA
USD
83999.91000000
0.120912181178
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.63560000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BV4
95000.00000000
PA
USD
87952.20000000
0.126601234947
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
4.16400000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
13026.00000000
NS
USD
1698069.36000000
2.444255834450
Long
EC
CORP
US
N
1
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
55000.00000000
PA
USD
49266.08000000
0.070915185396
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
37168.89000000
PA
USD
34248.89000000
0.049298957497
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
315000.00000000
PA
USD
250988.71000000
0.361281248722
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAH3
60000.00000000
PA
USD
49166.31000000
0.070771573238
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
595000.00000000
PA
USD
345727.54000000
0.497651377900
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-1
36266XAC4
49000.00000000
PA
USD
48899.46000000
0.070387460737
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
6.19000000
N
N
N
N
N
N
Dext ABS
N/A
Dext ABS 2023-1 LLC
25216BAB8
40000.00000000
PA
USD
39440.75000000
0.056772288325
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
5.99000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAH6
100000.00000000
PA
USD
102633.17000000
0.147733496928
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
5053.00000000
NS
USD
248203.36000000
0.357271926047
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
65000.00000000
PA
USD
64270.41000000
0.092512902196
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.61000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AZ9
121000.00000000
PA
USD
101597.47000000
0.146242676926
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AR9
52000.00000000
PA
USD
48377.31000000
0.069635861177
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416M4U5
2670.21000000
PA
USD
2682.03000000
0.003860600532
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
89945.20000000
PA
USD
80715.99000000
0.116185200757
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
50000.00000000
PA
USD
41031.25000000
0.059061705351
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAC0
103586.78000000
PA
USD
103470.98000000
0.148939467679
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
5.94000000
N
N
N
N
N
N
FDM Group Holdings PLC
213800YR62D7GUZLMZ71
FDM Group Holdings PLC
000000000
28073.00000000
NS
200011.70000000
0.287903295471
Long
EC
CORP
GB
N
1
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
145000.00000000
PA
USD
134248.99000000
0.193242328497
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
Ares Finance Co LLC
04015CAA6
80000.00000000
PA
USD
76700.55000000
0.110405246840
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
4.00000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
50000.00000000
PA
USD
49861.00000000
0.071771532442
Long
LON
CORP
US
N
2
2025-08-01
Floating
7.95500000
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2022-1
35105JAD0
45000.00000000
PA
USD
41944.03000000
0.060375590339
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
2.15000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-A LLC
62920KAC6
45000.00000000
PA
USD
42618.47000000
0.061346401040
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.35000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AW4
105000.00000000
PA
USD
98335.06000000
0.141546658692
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAG0
125000.00000000
PA
USD
123190.70000000
0.177324669014
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
6.46300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414SX24
5627.61000000
PA
USD
5667.89000000
0.008158543772
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.00000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
5188.00000000
NS
USD
581730.44000000
0.837361568109
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
5124.00000000
NS
USD
331010.40000000
0.476467051654
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416AUG3
3973.25000000
PA
USD
3983.79000000
0.005734395885
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
65000.00000000
PA
USD
64157.73000000
0.092350706968
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
121187.48000000
PA
USD
114211.65000000
0.164399934685
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAT8
49874.06000000
PA
USD
49741.40000000
0.071599376343
Long
LON
CORP
US
N
2
2029-04-14
Floating
8.20190000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
65000.00000000
PA
USD
5200.00000000
0.007485047806
Long
DBT
NUSS
VE
N
2
2034-01-13
Fixed
9.37500000
Y
Y
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
239.00000000
NS
USD
313481.96000000
0.451236049465
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
134964.24000000
PA
USD
129772.47000000
0.186798681149
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
1589.00000000
NS
USD
329209.02000000
0.473874087150
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
4055.00000000
NS
USD
1302628.20000000
1.875045067634
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
71844.00000000
NS
556940.44000000
0.801678042121
Long
EC
CORP
GB
N
1
N
N
N
TEXAS ST TRANSPRTN COMMISSIONS
N/A
Texas Transportation Commission State Highway Fund
88283LKV7
25000.00000000
PA
USD
23726.58000000
0.034152804922
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AB4
63000.00000000
PA
USD
61596.73000000
0.088664320923
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.62600000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AA3
37465.08000000
PA
USD
31241.12000000
0.044969476296
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
60000.00000000
PA
USD
35801.74000000
0.051534179898
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416ASK7
1882.07000000
PA
USD
1900.11000000
0.002735079651
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
6.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
85000.00000000
PA
USD
85704.23000000
0.123365434386
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
KNIFE RIVER CORP
N/A
Knife River Corp
498894AA2
5000.00000000
PA
USD
5062.60000000
0.007287269812
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.75000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2023-1
05368QAA5
37503.95000000
PA
USD
37338.48000000
0.053746213046
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
30000.00000000
PA
USD
28567.63000000
0.041121168515
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
2359.00000000
NS
USD
727940.22000000
1.047820643713
Long
EC
CORP
IE
N
1
N
N
N
Infrastrutture Wireless Italia
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
12388.00000000
NS
163294.85000000
0.235051876707
Long
EC
CORP
IT
N
1
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
69781.00000000
NS
463669.62000000
0.667421013911
Long
EC
CORP
GB
N
1
N
N
N
Nakanishi Inc
353800EXA7IQ42YKF224
Nakanishi Inc
000000000
4500.00000000
NS
99651.41000000
0.143441455361
Long
EC
CORP
JP
N
2
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAE3
50000.00000000
PA
USD
49316.77000000
0.070988150218
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-1PL
00091XAA5
109711.24000000
PA
USD
109734.74000000
0.157955725958
Long
ABS-O
CORP
US
N
2
2030-03-18
Fixed
6.42000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT 2021-INV2 Trust
62917JAA8
77499.91000000
PA
USD
62073.75000000
0.089350958905
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
21101.02000000
PA
USD
19596.20000000
0.028207402660
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
263006.00000000
NS
614592.42000000
0.884664162595
Long
EC
CORP
GB
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAD9
22917.99000000
PA
USD
21006.88000000
0.030237980975
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.07000000
N
N
N
N
N
N
Arivo Acceptance Auto Loan Rec
N/A
Arivo Acceptance Auto Loan Receivables Trust 2022-2
04047JAA3
40756.66000000
PA
USD
40436.33000000
0.058205358305
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
6.90000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
75000.00000000
PA
USD
72368.25000000
0.104169194414
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
42000.00000000
PA
USD
37739.78000000
0.054323857216
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
65000.00000000
PA
USD
66732.73000000
0.096057245065
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
SEMPRA GLOBAL
N/A
Sempra Global
81685VAA1
93000.00000000
PA
USD
74684.37000000
0.107503092285
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
First Help Financial LLC
N/A
FHF Trust 2023-1
30331GAC5
80000.00000000
PA
USD
79210.58000000
0.114018265022
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.57000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
109000.00000000
PA
USD
108908.11000000
0.156765848060
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
55000.00000000
PA
USD
39904.89000000
0.057440386419
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
VNV GLOBAL AB
549300ONMNSTOBAU0S14
VNV GLOBAL AB
000000000
12500.00000000
NC
2.32000000
0.000003339482
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
2.24000000
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
90000.00000000
PA
USD
77767.28000000
0.111940732426
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Dayamitra Telekomunikasi PT
N/A
Dayamitra Telekomunikasi PT
000000000
6944000.00000000
NS
307996.41000000
0.443339971773
Long
EC
CORP
ID
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3B7
105000.00000000
PA
USD
100717.29000000
0.144975717430
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.89700000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
8483.00000000
NS
USD
2014542.84000000
2.899797974342
Long
EC
CORP
US
N
1
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
000000000
68674.58892500
PA
USD
68369.67000000
0.098413509326
Long
LON
CORP
US
N
2
2027-11-08
Floating
8.96300000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
51750.32000000
PA
USD
44440.14000000
0.063968571624
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAB3
105000.00000000
PA
USD
100582.31000000
0.144781422862
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
65000.00000000
PA
USD
60816.87000000
0.087541765273
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
12541HAT0
50000.00000000
PA
USD
49712.50000000
0.071557776750
Long
LON
CORP
US
N
2
2028-09-30
Floating
8.45500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
15000.00000000
PA
USD
11532.21000000
0.016599835224
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
30000.00000000
PA
USD
21143.79000000
0.030435053648
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1464.00000000
NS
USD
686586.72000000
0.988295081312
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
57742.94000000
PA
USD
55748.67000000
0.080246434639
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
105000.00000000
PA
USD
100358.04000000
0.144458601387
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
18643.48000000
PA
USD
15780.14000000
0.022714442750
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
100000.00000000
PA
USD
93231.41000000
0.134200300184
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
55000.00000000
PA
USD
51955.20000000
0.074785991503
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36416UAG0
3774.36000000
PA
USD
3412.56000000
0.004912148989
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.50000000
N
N
N
N
N
N
VISTRA ENERGY CORP RIGHTS
N/A
VISTRA ENERGY CORP RIGHTS
000000000
1084.00000000
NS
USD
1119.77000000
0.001611833073
Long
EC
CORP
US
N
3
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
6000.00000000
PA
USD
4844.48000000
0.006973300846
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
VNV Global AB
549300ONMNSTOBAU0S14
VNV Global AB
000000000
17779.00000000
NS
32968.80000000
0.047456354641
Long
EC
CORP
SE
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
85769EAZ4
19306.25730000
PA
USD
19228.45000000
0.027678051443
Long
LON
CORP
US
N
2
2027-02-08
Floating
7.45500000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
1049.00000000
NS
USD
848861.29000000
1.221878334063
Long
EC
CORP
US
N
1
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAB3
26104.42000000
PA
USD
23009.22000000
0.033120213788
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.56700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
56000.00000000
PA
USD
46756.25000000
0.067302455100
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAE8
70000.00000000
PA
USD
64735.37000000
0.093182180625
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.09900000
N
N
N
N
N
N
BROWARD CNTY FL WTR & SWR UTIL
N/A
Broward County FL Water & Sewer Utility Revenue
115117NJ8
175000.00000000
PA
USD
172478.06000000
0.248270485529
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882724QP5
25000.00000000
PA
USD
20327.02000000
0.029259368552
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
3.21100000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBY5
105000.00000000
PA
USD
102934.36000000
0.148167039534
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.62500000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAB8
95000.00000000
PA
USD
93923.52000000
0.135196545653
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
16441.66000000
PA
USD
16323.15000000
0.023496068867
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
25000.00000000
PA
USD
24877.82000000
0.035809936929
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAA6
65000.00000000
PA
USD
48112.43000000
0.069254584357
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
55000.00000000
PA
USD
66473.39000000
0.095683942700
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAB8
60424.23000000
PA
USD
60420.61000000
0.086971375841
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.81000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2381.00000000
NS
USD
467580.78000000
0.673050863830
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
50000.00000000
PA
USD
36132.81000000
0.052010732740
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
55000.00000000
PA
USD
50669.77000000
0.072935702080
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2023-1 LLC
62848PAB6
77268.15000000
PA
USD
75529.76000000
0.108719973932
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
5.42000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
85928.34853000
PA
USD
70798.51000000
0.101909660002
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
217011.00000000
NS
358497.35000000
0.516032654503
Long
EC
CORP
BR
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
22228.00000000
NS
298702.71000000
0.429962320080
Long
EC
CORP
IT
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
439.00000000
NS
USD
520039.40000000
0.748561494327
Long
EC
CORP
UY
N
1
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust 2023-A
123919AA0
80000.00000000
PA
USD
79109.45000000
0.113872695237
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
70000.00000000
PA
USD
68505.98000000
0.098609718339
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409YD53
620.60000000
PA
USD
626.70000000
0.000902092203
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
99816.15000000
PA
USD
86063.18000000
0.123882118599
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
65000.00000000
PA
USD
57226.00000000
0.082372951115
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
9937.00000000
NS
USD
884393.00000000
1.273023824066
Long
EC
CORP
US
N
1
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
72937.50000000
PA
USD
64262.09000000
0.092500926120
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
60000.00000000
PA
USD
51583.80000000
0.074251386358
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
100503.66285000
PA
USD
96518.89000000
0.138932404985
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAJ9
35743.78000000
PA
USD
35298.18000000
0.050809339384
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
1.24000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
155000.00000000
PA
USD
130936.75000000
0.188474583353
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAB2
100000.00000000
PA
USD
88932.78000000
0.128012713443
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.24400000
N
N
N
N
N
N
Mortgage Advice Bureau Holding
2138008AY1RA61T6W960
Mortgage Advice Bureau Holdings Ltd
000000000
33989.00000000
NS
254679.58000000
0.366594006107
Long
EC
CORP
GB
N
1
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
22398.00000000
PA
USD
19946.59000000
0.028711765333
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2022-2
43283GAC6
46514.23000000
PA
USD
44438.85000000
0.063966714757
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
5.57000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AA0
21000.64000000
PA
USD
17730.36000000
0.025521652352
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
50000.00000000
PA
USD
49340.40000000
0.071022164002
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.74000000
N
N
N
N
N
N
Lobel Automobile Receivables T
N/A
Lobel Automobile Receivables Trust 2023-1
53946XAA1
72007.98000000
PA
USD
71586.81000000
0.103044364461
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.97000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
99751.83000000
PA
USD
99253.87000000
0.142869223456
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.17300000
N
N
N
N
N
N
Pason Systems Inc
984500DC6T2FLR969F65
Pason Systems Inc
702925108
13634.00000000
NS
118252.24000000
0.170216090323
Long
EC
CORP
CA
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HBU6
75000.00000000
PA
USD
66183.89000000
0.095267227057
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.42800000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2023-1
35042AAA1
77962.12000000
PA
USD
76338.25000000
0.109883740528
Long
ABS-O
CORP
US
N
2
2043-12-15
Fixed
5.67000000
N
N
N
N
N
N
Haw Par Corp Ltd
N/A
Haw Par Corp Ltd
000000000
58000.00000000
NS
401495.01000000
0.577924873866
Long
EC
CORP
SG
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
712.00000000
NS
USD
357587.76000000
0.514723361304
Long
EC
CORP
US
N
1
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Co LLC
38017BAT3
14925.00000000
PA
USD
14945.15000000
0.021512531198
Long
LON
CORP
US
N
2
2029-11-10
Floating
8.47750000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAH7
29925.00000000
PA
USD
29901.06000000
0.043040550688
Long
LON
CORP
US
N
2
2030-03-03
Floating
7.86300000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAC4
144286.33000000
PA
USD
141509.94000000
0.203693974242
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
3.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
50000.00000000
PA
USD
43878.76000000
0.063160503136
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CZ6
80000.00000000
PA
USD
79609.93000000
0.114593102299
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
4.93000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
819.59000000
PA
USD
817.29000000
0.001176433600
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47400000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-2
14686UAF2
3951.58000000
PA
USD
3946.83000000
0.005681194468
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.28000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
53000.00000000
PA
USD
51335.38000000
0.073893802593
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAD6
57000.00000000
PA
USD
53298.58000000
0.076719696027
Long
ABS-O
CORP
US
N
2
2027-06-21
Fixed
1.75000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBL4
105000.00000000
PA
USD
105790.19000000
0.152277813395
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
34095.00000000
NS
278163.38000000
0.400397345662
Long
EC
CORP
GB
N
1
N
N
N
Bouvet ASA
5967007LIEEXZXFMBC26
Bouvet ASA
000000000
44912.00000000
NS
271557.43000000
0.390888528055
Long
EC
CORP
NO
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
90000.00000000
PA
USD
81909.05000000
0.117902529821
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
90000.00000000
PA
USD
84093.54000000
0.121046955222
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
40000.00000000
PA
USD
39854.03000000
0.057367176894
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59260XAW8
210000.00000000
PA
USD
229563.43000000
0.330441009284
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
110000.00000000
PA
USD
95170.89000000
0.136992050284
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
155000.00000000
PA
USD
125550.00000000
0.180720721570
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
3936.00000000
NS
USD
248519.04000000
0.357726326027
Long
EC
CORP
US
N
1
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
55000.00000000
PA
USD
51502.70000000
0.074134648401
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
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
190000.00000000
PA
USD
187994.49000000
0.270605335595
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
3289.00000000
NS
USD
614023.41000000
0.883845111239
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
25000.00000000
PA
USD
22708.00000000
0.032686628000
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
Cajun Global LLC
12803VAA3
48875.00000000
PA
USD
41601.23000000
0.059882152957
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAA4
3163.70000000
PA
USD
3151.40000000
0.004536226857
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
1.71000000
N
N
N
N
N
N
2023-08-15
Virtus Variable Insurance Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer