Form NPORT-P VIRTUS OPPORTUNITIES For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0001005020
          XXXXXXXX
        
      
      
      
      
        S000001336
        C000003572
        C000176707
        C000003575
        C000003574
      
      
    
  
  
    
      Virtus Opportunities Trust
      811-07455
      0001005020
      549300O4C4QVD88M4N75
      101 Munson Street
      Greenfield
      
      01301-9668
      800-243-1574
      Virtus Newfleet Core Plus Bond Fund
      S000001336
      549300U1U6DG3SZD7A72
      2022-09-30
      2022-03-31
      N
    
    
      129178158.77
      1730794.22
      127447364.55
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      10000.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        VCAT Asset Securitization, LLC
        N/A
        
        91824AAA8
        
          
        
        102628.88000000
        PA
        USD
        98534.29000000
        0.077313713271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          1.86770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX NEWCO INC
        254900PHGVI5379Z9791
        
        71911KAC8
        
          
          
        
        35000.00000000
        PA
        USD
        34712.65000000
        0.027236851952
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573JAC0
        
          
        
        76964.99000000
        PA
        USD
        73196.50000000
        0.057432729392
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.51800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686XAF6
        
          
        
        240000.00000000
        PA
        USD
        240315.00000000
        0.188560195692
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        
        071813CQ0
        
          
          
        
        380000.00000000
        PA
        USD
        346992.60000000
        0.272263456545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46647SBY5
        
          
        
        34260.88000000
        PA
        USD
        32775.30000000
        0.025716734210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        
        228701AG3
        
          
          
        
        150000.00000000
        PA
        USD
        150000.01000000
        0.117695654617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        
        024747AF4
        
          
          
        
        250000.00000000
        PA
        USD
        240172.50000000
        0.188448384827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        
        03852JAR2
        
          
          
        
        196962.50000000
        PA
        USD
        192613.57000000
        0.151131857987
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        
        48254CAL9
        
          
        
        142500.00000000
        PA
        USD
        139278.03000000
        0.109282785479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.39657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio Trust
        N/A
        
        92837MAB3
        
          
        
        116059.58000000
        PA
        USD
        113265.84000000
        0.088872641972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-11-25
          Fixed
          1.56700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00178UAC3
        
          
        
        100000.00000000
        PA
        USD
        95114.43000000
        0.074630362374
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Fixed
          2.53300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        
        05351KAA7
        
          
        
        280000.00000000
        PA
        USD
        266104.69000000
        0.208795757322
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        
        14731QAA7
        
          
        
        483817.48000000
        PA
        USD
        448501.80000000
        0.351911396193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          1.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        
        228701AF5
        
          
          
        
        145000.00000000
        PA
        USD
        147789.08000000
        0.115960875708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAC4
        
          
          
        
        198000.00000000
        PA
        USD
        171308.35000000
        0.134414980337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        
        000000000
        
          
          
        
        12362.54145000
        PA
        USD
        12249.18000000
        0.009611167750
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-01
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        
        85769EAZ4
        
          
          
        
        158767.71370000
        PA
        USD
        156430.65000000
        0.122741376843
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-08
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWITTER INC
        549300I8RX485XMK6836
        
        90184LAG7
        
          
          
        
        105000.00000000
        PA
        USD
        101981.25000000
        0.080018327848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        
        74934VAA5
        
          
        
        270000.00000000
        PA
        USD
        261671.88000000
        0.205317607722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        91533BAC4
        
          
          
        
        1541.00000000
        PA
        USD
        1402.53000000
        0.001100477836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TF5
        
          
          
        
        635000.00000000
        PA
        USD
        612477.34000000
        0.480572777760
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BR4
        
          
          
        
        200000.00000000
        PA
        USD
        191122.00000000
        0.149961516014
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2033-01-19
          Fixed
          3.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        
        24736CBS2
        
          
          
        
        210000.00000000
        PA
        USD
        216528.90000000
        0.169896726201
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91823DAA3
        
          
        
        274078.06000000
        PA
        USD
        264281.08000000
        0.207364884266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          1.86770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36255XAC7
        
          
        
        168321.10000000
        PA
        USD
        169844.94000000
        0.133266733760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHG PPC PARENT LLC
        54930019XJQNJAGXQ664
        
        12546FAF9
        
          
          
        
        195000.00000000
        PA
        USD
        190125.00000000
        0.149179232282
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-08
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL LLC
        549300XI79MQJV13DW27
        
        36740UAT9
        
          
          
        
        222187.50000000
        PA
        USD
        218743.59000000
        0.171634455347
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829EAA2
        
          
        
        47658.86000000
        PA
        USD
        47505.51000000
        0.037274611497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67098AAC3
        
          
        
        25582.63000000
        PA
        USD
        25682.13000000
        0.020151166005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        
        35041JAA3
        
          
        
        62756.43000000
        PA
        USD
        63362.95000000
        0.049716955877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AG6
        
          
          
        
        20000.00000000
        PA
        USD
        18049.40000000
        0.014162238712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92537HAA9
        
          
        
        89988.13000000
        PA
        USD
        90066.27000000
        0.070669385999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        
        85205TAM2
        
          
          
        
        125000.00000000
        PA
        USD
        125312.50000000
        0.098324904906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN GUARDIAN LTD
        N/A
        
        893800AA0
        
          
          
        
        36384.37600000
        PA
        USD
        34838.04000000
        0.027335237666
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        
        80413TAT6
        
          
          
        
        200000.00000000
        PA
        USD
        201762.00000000
        0.158310060559
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-10-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        91835DAA9
        
          
        
        66463.83000000
        PA
        USD
        64062.21000000
        0.050265621596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99180000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        85172FAM1
        
          
          
        
        140000.00000000
        PA
        USD
        147212.80000000
        0.115508704726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJT7
        
          
          
        
        975000.00000000
        PA
        USD
        896645.96000000
        0.703542174580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36417JAL3
        
          
        
        9274.28000000
        PA
        USD
        9240.00000000
        0.007250051841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        
        10922NAG8
        
          
          
        
        338000.00000000
        PA
        USD
        370519.45000000
        0.290723508727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038413AB6
        
          
        
        270000.00000000
        PA
        USD
        259454.88000000
        0.203578066063
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE RES OP/FINANCE
        N/A
        
        01879NAA3
        
          
          
        
        225000.00000000
        PA
        USD
        224437.50000000
        0.176102111481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        
        68327LAD8
        
          
          
        
        330000.00000000
        PA
        USD
        302010.86000000
        0.236969089997
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        
        12510KAG8
        
          
        
        285000.00000000
        PA
        USD
        270214.71000000
        0.212020633736
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-14
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        
        07331QAD9
        
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.078463764514
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-06-28
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAD2
        
          
          
        
        150000.00000000
        PA
        USD
        153149.38000000
        0.120166768878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63942EAA6
        
          
        
        241375.56000000
        PA
        USD
        227207.54000000
        0.178275589143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR MEDIA INC
        5493006PK6I4I2OOT688
        
        65336RAW8
        
          
          
        
        180098.14080000
        PA
        USD
        179230.07000000
        0.140630660063
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Floating
          2.73060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        
        744320AL6
        
          
          
        
        105000.00000000
        PA
        USD
        105787.50000000
        0.083004854885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SP4
        
          
          
        
        1595000.00000000
        PA
        USD
        1227651.56000000
        0.963261629092
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHN MERGER SUB INC
        549300LFU3K8UIR03132
        
        09238FAK7
        
          
          
        
        218863.04900000
        PA
        USD
        214485.79000000
        0.168293625181
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-15
          Floating
          3.20860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69360XAA4
        
          
        
        144934.24000000
        PA
        USD
        138527.35000000
        0.108693773691
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US FINANCE LLC
        5493008MHJ4R367SNK31
        
        45672JAK6
        
          
          
        
        281574.55740000
        PA
        USD
        276272.51000000
        0.216773811663
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-03-31
          Floating
          2.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19687YAA3
        
          
        
        162633.49000000
        PA
        USD
        153145.48000000
        0.120163708791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-25
          Variable
          1.38970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91681NAA2
        
          
        
        104261.65000000
        PA
        USD
        103305.61000000
        0.081057470560
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDQ4
        
          
        
        270000.00000000
        PA
        USD
        262516.63000000
        0.205980430373
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        784212AC6
        
          
        
        218187.31000000
        PA
        USD
        206767.78000000
        0.162237783990
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST PUBLIC FIN AUTH LEASE
        N/A
        
        882669CD4
        
          
        
        205000.00000000
        PA
        USD
        180746.43000000
        0.141820453202
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        12468RAA8
        
          
        
        165000.00000000
        PA
        USD
        156114.49000000
        0.122493305806
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-03-28
          Variable
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36416UAG0
        
          
        
        10189.01000000
        PA
        USD
        10173.24000000
        0.007982307077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUBAI GOVT INT'L BONDS
        N/A
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        206000.00000000
        0.161635354899
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2043-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374TRX9
        
          
        
        7613.60000000
        PA
        USD
        8265.11000000
        0.006485116447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALES TAX SECURITIZATION CORP
        N/A
        
        79467BDK8
        
          
        
        30000.00000000
        PA
        USD
        27707.48000000
        0.021740331860
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.41100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICE
        N/A
        
        74165HAB4
        
          
          
        
        15000.00000000
        PA
        USD
        15374.85000000
        0.012063686098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        03837PAA5
        
          
        
        38688.84000000
        PA
        USD
        38889.25000000
        0.030513969541
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jack in the Box Funding, LLC
        N/A
        
        466365AD5
        
          
        
        325000.00000000
        PA
        USD
        305897.80000000
        0.240018929445
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-02-26
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTORIA ENERGY LLC
        549300BXD26J7I0IPB62
        
        04626LAE9
        
          
          
        
        152399.45590000
        PA
        USD
        150018.98000000
        0.117710539193
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-10
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167LAE9
        
          
        
        17940.17000000
        PA
        USD
        17952.33000000
        0.014086073936
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN ANTONIO TX
        N/A
        
        79623PEY7
        
          
        
        255000.00000000
        PA
        USD
        229464.48000000
        0.180046469230
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-02-01
          Fixed
          1.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        
        446413AX4
        
          
          
        
        354000.00000000
        PA
        USD
        320009.85000000
        0.251091775126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-16
          Fixed
          2.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        
        880349AT2
        
          
          
        
        255000.00000000
        PA
        USD
        253411.35000000
        0.198836084916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36258YBL1
        
          
        
        245000.00000000
        PA
        USD
        240589.22000000
        0.188775359027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-13
          Variable
          3.17310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89177BAA3
        
          
          
        
        157027.04000000
        PA
        USD
        156646.91000000
        0.122911062581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.65752300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILITI HEALTH INC
        25490002CCQ55NKGNB14
        
        00847YAC6
        
          
          
        
        64666.66540000
        PA
        USD
        64181.67000000
        0.050359354410
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-04
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PODS LLC
        N/A
        
        73044EAB0
        
          
          
        
        308227.12250000
        PA
        USD
        304568.47000000
        0.238975887085
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        
        26884UAC3
        
          
          
        
        335000.00000000
        PA
        USD
        335236.43000000
        0.263039123000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666BAC0
        
          
        
        125000.00000000
        PA
        USD
        126920.71000000
        0.099586767014
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-17
          Fixed
          4.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        
        88224QAA5
        
          
          
        
        330000.00000000
        PA
        USD
        322050.47000000
        0.252692922397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        
        05591QAA4
        
          
        
        360000.00000000
        PA
        USD
        357485.47000000
        0.280496557353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        
        81618TAC4
        
          
          
        
        260000.00000000
        PA
        USD
        259492.52000000
        0.203607599824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08579JBG6
        
          
          
        
        199245.23600000
        PA
        USD
        196162.91000000
        0.153916803766
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        
        03969AAN0
        
          
          
        
        200000.00000000
        PA
        USD
        192685.00000000
        0.151187904654
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCB5
        
          
          
        
        2235000.00000000
        PA
        USD
        2104217.59000000
        1.651048334682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DJ3
        
          
          
        
        359000.00000000
        PA
        USD
        331015.95000000
        0.259727575512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        
        80874YBA7
        
          
          
        
        70000.00000000
        PA
        USD
        72887.50000000
        0.057190276360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        02530WAG9
        
          
        
        270000.00000000
        PA
        USD
        255342.70000000
        0.200351494832
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE OWL FINANCE LLC
        254900OF2NO2GYFV5T41
        
        09581JAA4
        
          
          
        
        175000.00000000
        PA
        USD
        148950.85000000
        0.116872444185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-10
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980CAF0
        
          
        
        261879.12000000
        PA
        USD
        257874.67000000
        0.202338173810
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        
        26483NAS9
        
          
          
        
        15000.00000000
        PA
        USD
        14850.00000000
        0.011651869030
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-18
          Floating
          3.51402120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        78432BAA7
        
          
        
        77970.08000000
        PA
        USD
        76980.19000000
        0.060401555004
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038370AA0
        
          
        
        129780.03000000
        PA
        USD
        128353.60000000
        0.100711066449
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST TRANSPRTN COMMISSIONS
        N/A
        
        88283LKV7
        
          
        
        80000.00000000
        PA
        USD
        85467.50000000
        0.067061017936
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC HOLDINGS LLC
        549300JEOTH7UMZ3C491
        
        90266UAJ2
        
          
          
        
        340000.00000000
        PA
        USD
        336175.00000000
        0.263775560355
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686UAF2
        
          
        
        325000.00000000
        PA
        USD
        326539.46000000
        0.256215152940
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        
        620076BN8
        
          
          
        
        105000.00000000
        PA
        USD
        109187.70000000
        0.085672779806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-23
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89172YAC4
        
          
        
        525000.00000000
        PA
        USD
        526665.93000000
        0.413241915091
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-04-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        
        91911UAH3
        
          
          
        
        23148.65050000
        PA
        USD
        22917.16000000
        0.017981666455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-27
          Floating
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67592LAA4
        
          
        
        110833.00000000
        PA
        USD
        110179.72000000
        0.086451156043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAJ3
        
          
          
        
        55000.00000000
        PA
        USD
        54450.00000000
        0.042723519777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        
        91824CAB2
        
          
        
        425000.00000000
        PA
        USD
        415198.03000000
        0.325780004526
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-24
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage War
        N/A
        
        74387PAC6
        
          
        
        102777.78000000
        PA
        USD
        101445.21000000
        0.079597730685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.33686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        
        19260QAD9
        
          
          
        
        280000.00000000
        PA
        USD
        238700.00000000
        0.187293005895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746TD3
        
          
          
        
        510000.00000000
        PA
        USD
        488860.50000000
        0.383578351522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        
        71677HAL9
        
          
          
        
        124375.00000000
        PA
        USD
        123856.36000000
        0.097182362646
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERATON CORP
        549300EQPCK07ZW63836
        
        71360HAB3
        
          
          
        
        322077.50000000
        PA
        USD
        319359.17000000
        0.250581227103
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA
        P77IMDGVZE8EFBTF2M92
        
        46611VAU9
        
          
          
        
        222709.92240000
        PA
        USD
        220436.05000000
        0.172962423176
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2026-05-01
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828Z94
        
          
          
        
        1515000.00000000
        PA
        USD
        1420312.50000000
        1.114430655365
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWARD CNTY FL WTR & SWR UTIL
        N/A
        
        115117NJ8
        
          
        
        1065000.00000000
        PA
        USD
        1149667.50000000
        0.902072399895
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Purchasing Power Funding
        N/A
        
        74615JAA8
        
          
        
        335000.00000000
        PA
        USD
        324282.68000000
        0.254444398395
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        
        69120VAE1
        
          
          
        
        260000.00000000
        PA
        USD
        250062.81000000
        0.196208694375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        
        98971DAB6
        
          
          
        
        250000.00000000
        PA
        USD
        238908.73000000
        0.187456783310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-29
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416QX75
        
          
        
        220231.29000000
        PA
        USD
        238309.90000000
        0.186986918749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        459506AQ4
        
          
          
        
        340000.00000000
        PA
        USD
        303506.42000000
        0.238142562674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831LAA2
        
          
        
        255000.00000000
        PA
        USD
        254999.95000000
        0.200082560279
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2026-12-25
          Fixed
          4.33560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        
        68504UAB7
        
          
        
        373669.81000000
        PA
        USD
        365798.23000000
        0.287019061784
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89832QAF6
        
          
          
        
        250000.00000000
        PA
        USD
        253500.00000000
        0.198905643043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        365000.00000000
        PA
        USD
        366401.29000000
        0.287492245362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master T
        N/A
        
        37186XAK1
        
          
        
        280000.00000000
        PA
        USD
        267928.67000000
        0.210226920694
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17323CAD9
        
          
        
        225171.19000000
        PA
        USD
        221917.51000000
        0.174124832462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          2.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        
        55389PAA7
        
          
        
        88408.84000000
        PA
        USD
        87279.25000000
        0.068482585189
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDAHO ST HLTH FACS AUTH REVENU
        549300X43KY1C2WW0J97
        
        451295A25
        
          
        
        170000.00000000
        PA
        USD
        193050.83000000
        0.151474948643
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAN0
        
          
          
        
        275000.00000000
        PA
        USD
        270270.04000000
        0.212064047737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980CAH6
        
          
        
        578110.52000000
        PA
        USD
        557198.93000000
        0.437199256310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        
        59156RCA4
        
          
          
        
        340000.00000000
        PA
        USD
        335308.00000000
        0.263095279517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        
        69888XAA7
        
          
          
        
        80000.00000000
        PA
        USD
        74652.00000000
        0.058574769485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102BT3
        
          
          
        
        280000.00000000
        PA
        USD
        285600.00000000
        0.224092511452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAM2
        
          
          
        
        425000.00000000
        PA
        USD
        386835.00000000
        0.303525303458
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SD1
        
          
          
        
        3760000.00000000
        PA
        USD
        4105450.00000000
        3.221290620246
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAL8
        
          
          
        
        205000.00000000
        PA
        USD
        188600.00000000
        0.147982659873
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        
        89356BAG3
        
          
          
        
        335000.00000000
        PA
        USD
        338674.95000000
        0.265737115236
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2082-03-07
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        
        74143JAA9
        
          
        
        377651.55000000
        PA
        USD
        360267.46000000
        0.282679411435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.84290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        65489MAC8
        
          
        
        200000.00000000
        PA
        USD
        198957.40000000
        0.156109465819
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831EAA8
        
          
        
        581739.51000000
        PA
        USD
        567079.91000000
        0.444952245189
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-10-25
          Variable
          0.94054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        
        744320AM4
        
          
          
        
        330000.00000000
        PA
        USD
        332062.50000000
        0.260548738039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        
        05946XHZ9
        
          
        
        14323.55000000
        PA
        USD
        15265.84000000
        0.011978152748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-20
          Variable
          2.50460500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AU0
        
          
          
        
        100000.00000000
        PA
        USD
        102688.58000000
        0.080573325594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        
        62886VAP5
        
          
          
        
        109718.67010000
        PA
        USD
        108142.01000000
        0.084852292067
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-28
          Floating
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412YFP2
        
          
          
        
        49994.37000000
        PA
        USD
        54696.39000000
        0.042916846647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042WAE7
        
          
        
        390000.00000000
        PA
        USD
        386127.50000000
        0.302970172324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272BE7
        
          
          
        
        405000.00000000
        PA
        USD
        369838.02000000
        0.290188833096
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAA4
        
          
        
        370000.00000000
        PA
        USD
        368002.11000000
        0.288748308997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERTAMINA PERSERO PT
        254900NDAKGNZ2IBBL45
        
        69370PAA9
        
          
          
        
        500000.00000000
        PA
        USD
        584946.65000000
        0.458971161989
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2044-05-30
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        95002VAA7
        
          
        
        87065.65000000
        PA
        USD
        84153.69000000
        0.066030153151
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042853AA9
        
          
        
        117642.94000000
        PA
        USD
        111413.73000000
        0.087419406743
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCC INTELLIGENT SOLUTION
        5493006JEEL9RIWY5T17
        
        12511BAC6
        
          
          
        
        164587.50000000
        PA
        USD
        162777.04000000
        0.127720993348
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-21
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538QAA8
        
          
        
        249173.13000000
        PA
        USD
        235386.75000000
        0.184693305217
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        1280000.00000000
        PA
        USD
        1229200.00000000
        0.964476593407
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX MIDSTREAM SERVICES
        254900YYHRDANYFAHC43
        
        68764JAB7
        
          
          
        
        220000.00000000
        PA
        USD
        218006.80000000
        0.171056342176
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-05
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAY6
        
          
          
        
        298694.34300000
        PA
        USD
        292254.49000000
        0.229313874815
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          3.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829LAQ1
        
          
        
        226834.85000000
        PA
        USD
        231477.03000000
        0.181625591723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDL Mortgage Trust
        N/A
        
        482598AA7
        
          
        
        215000.00000000
        PA
        USD
        213179.27000000
        0.167268480405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps LTD
        N/A
        
        55292RAA9
        
          
        
        263844.00000000
        PA
        USD
        244007.42000000
        0.191457407425
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          2.52100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBJ0
        
          
          
        
        230000.00000000
        PA
        USD
        237199.00000000
        0.186115264789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        
        07331UAD0
        
          
        
        100000.00000000
        PA
        USD
        96656.36000000
        0.075840218698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        
        177376AF7
        
          
          
        
        445000.00000000
        PA
        USD
        440157.33000000
        0.345364010902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        N/A
        
        000000000
        
          
        
        40000.00000000
        PA
        USD
        39585.60000000
        0.031060351965
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-04
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411H7D6
        
          
        
        9964.44000000
        PA
        USD
        11130.86000000
        0.008733691778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSENSUS CLOUD SOLUTION
        N/A
        
        20848VAB1
        
          
          
        
        35000.00000000
        PA
        USD
        34778.45000000
        0.027288481109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MB4
        
          
          
        
        395000.00000000
        PA
        USD
        398875.00000000
        0.312972340705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.46438000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69359UAA3
        
          
        
        405904.02000000
        PA
        USD
        393189.73000000
        0.308511463841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-03-25
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        
        92328MAA1
        
          
          
        
        150000.00000000
        PA
        USD
        145819.50000000
        0.114415469095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDJ7
        
          
          
        
        1060000.00000000
        PA
        USD
        972550.00000000
        0.763099341782
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        
        43284MAA6
        
          
          
        
        125000.00000000
        PA
        USD
        119286.88000000
        0.093596976619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828AAA1
        
          
          
        
        67706.65000000
        PA
        USD
        67728.06000000
        0.053141985508
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        
        60855RAL4
        
          
          
        
        260000.00000000
        PA
        USD
        247247.00000000
        0.193999303848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBN4
        
          
          
        
        290000.00000000
        PA
        USD
        298713.98000000
        0.234382233838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665UAC9
        
          
        
        530000.00000000
        PA
        USD
        532732.63000000
        0.418002076293
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          4.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33843WAE1
        
          
        
        340000.00000000
        PA
        USD
        323057.29000000
        0.253482911271
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        
        80874YAW0
        
          
          
        
        165000.00000000
        PA
        USD
        169125.00000000
        0.132701841734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBC Funding LLC
        N/A
        
        62878YAA2
        
          
        
        223875.00000000
        PA
        USD
        208536.88000000
        0.163625886448
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          2.98900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        
        55037AAA6
        
          
          
        
        285000.00000000
        PA
        USD
        265382.64000000
        0.208229209711
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BACARDI LTD
        549300R32WTQNHNN5055
        
        067316AF6
        
          
          
        
        170000.00000000
        PA
        USD
        176849.95000000
        0.138763128311
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2028-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        
        000000000
        
          
          
        
        30000.00000000
        PA
        USD
        29687.40000000
        0.023293851626
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36257NAB9
        
          
        
        55983.44000000
        PA
        USD
        56065.49000000
        0.043991094047
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEDGWICK CMS INC
        549300BIN4DWJG5VWF64
        
        81527CAL1
        
          
          
        
        313113.59490000
        PA
        USD
        309591.07000000
        0.242916808121
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-31
          Floating
          3.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROC Securities Trust
        N/A
        
        77118TAA1
        
          
        
        275000.00000000
        PA
        USD
        263883.13000000
        0.207052637715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        28370TAD1
        
          
          
        
        215000.00000000
        PA
        USD
        279326.68000000
        0.219170228420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        
        36259WAC5
        
          
        
        142598.34000000
        PA
        USD
        140416.09000000
        0.110175750197
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        
        89364MBQ6
        
          
          
        
        227390.19880000
        PA
        USD
        223056.14000000
        0.175018244423
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89176LAC8
        
          
        
        600000.00000000
        PA
        USD
        594224.82000000
        0.466251163449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126401AA6
        
          
        
        53641.49000000
        PA
        USD
        52768.80000000
        0.041404386968
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDEO FUNDING INC
        5493000IFJ6XJKH66598
        
        76090LAE4
        
          
          
        
        193582.14650000
        PA
        USD
        190436.44000000
        0.149423599830
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300MQ65NOVQXYNB21
        
        35041LAA8
        
          
        
        192098.38000000
        PA
        USD
        181473.76000000
        0.142391143701
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        85172FAN9
        
          
          
        
        50000.00000000
        PA
        USD
        53444.50000000
        0.041934566625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        
        745310AM4
        
          
          
        
        204000.00000000
        PA
        USD
        186509.17000000
        0.146342115946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        92556VAC0
        
          
          
        
        226000.00000000
        PA
        USD
        205692.38000000
        0.161393984666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387PR53
        
          
        
        3296.07000000
        PA
        USD
        3513.63000000
        0.002756926369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377WAA9
        
          
        
        270000.00000000
        PA
        USD
        254255.14000000
        0.199498154314
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        
        92840MAB8
        
          
          
        
        205000.00000000
        PA
        USD
        207047.95000000
        0.162457615919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21873AAA5
        
          
        
        293328.63000000
        PA
        USD
        272130.42000000
        0.213523771920
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05610HAG8
        
          
        
        325000.00000000
        PA
        USD
        317669.66000000
        0.249255573955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          2.26580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        693587AA5
        
          
        
        283248.04000000
        PA
        USD
        275583.15000000
        0.216232913856
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-11-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        
        262006208
        
          
          
        
        5458086.92000000
        NS
        USD
        5458086.92000000
        4.282620467886
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        
        22536BAC6
        
          
        
        265000.00000000
        PA
        USD
        263718.17000000
        0.206923203889
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-12-17
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBC8
        
          
          
        
        220000.00000000
        PA
        USD
        246364.80000000
        0.193307096517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Funding LLC
        N/A
        
        98920MAA0
        
          
        
        393025.00000000
        PA
        USD
        362468.09000000
        0.284406108576
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          3.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        025291AC9
        
          
        
        330000.00000000
        PA
        USD
        322008.69000000
        0.252660140236
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTA CLARA VLY CA WTR DIST WT
        N/A
        
        80168ADF1
        
          
        
        250000.00000000
        PA
        USD
        218477.95000000
        0.171426024203
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.96700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        
        056054AF6
        
          
        
        144500.00000000
        PA
        USD
        143182.41000000
        0.112346309008
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        
        064058AH3
        
          
          
        
        430000.00000000
        PA
        USD
        440320.00000000
        0.345491647908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599EF8
        
          
          
        
        135000.00000000
        PA
        USD
        151875.00000000
        0.119166842355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        
        78392BAB3
        
          
          
        
        400000.00000000
        PA
        USD
        370027.80000000
        0.290337741628
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings, LLC
        N/A
        
        59921PAB2
        
          
          
        
        210000.00000000
        PA
        USD
        217612.50000000
        0.170746959553
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        549300G8ZVHRTBBBSZ90
        
        75915TAD4
        
          
          
        
        153888.70310000
        PA
        USD
        152814.56000000
        0.119904056501
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-16
          Floating
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QDD1
        
          
          
        
        275000.00000000
        PA
        USD
        240281.25000000
        0.188533714171
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69357PAA6
        
          
        
        683887.44000000
        PA
        USD
        653372.72000000
        0.512660832420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-25
          Variable
          1.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCKT Mortgage Trust 2020-1
        N/A
        
        749389AA0
        
          
        
        143147.05000000
        PA
        USD
        141233.70000000
        0.110817277782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT LNG INVESTMENTS
        549300LR5YVRZH4YPQ33
        
        35670CAB4
        
          
          
        
        170000.00000000
        PA
        USD
        168604.30000000
        0.132293280912
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33844TAE7
        
          
        
        260000.00000000
        PA
        USD
        252869.40000000
        0.198410850544
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST
        549300X9CH74QB747L76
        
        882724QP5
        
          
        
        80000.00000000
        PA
        USD
        77778.89000000
        0.061028245091
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-04-01
          Fixed
          3.21100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARSLEY ENERGY LLC/FINAN
        N/A
        
        701885AJ4
        
          
          
        
        100000.00000000
        PA
        USD
        99464.58000000
        0.078043653826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00178UAD1
        
          
        
        250000.00000000
        PA
        USD
        240277.68000000
        0.188530913015
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Fixed
          3.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FAQ4
        
          
          
        
        297000.00000000
        PA
        USD
        301006.20000000
        0.236180795940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415QMQ6
        
          
        
        1747.32000000
        PA
        USD
        1896.11000000
        0.001487759285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        
        01882YAD8
        
          
          
        
        385000.00000000
        PA
        USD
        374440.76000000
        0.293800316171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24382JAA4
        
          
        
        108335.80000000
        PA
        USD
        103752.25000000
        0.081407921118
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHB8
        
          
          
        
        275000.00000000
        PA
        USD
        273625.90000000
        0.214697181825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-05
          Floating
          1.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        
        23345MAA5
        
          
          
        
        200000.00000000
        PA
        USD
        191761.00000000
        0.150462899469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Rail Leasing L.P.
        N/A
        
        89657BAA2
        
          
        
        162182.76000000
        PA
        USD
        159445.02000000
        0.125106565022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-17
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        
        59166BAB7
        
          
        
        305000.00000000
        PA
        USD
        295794.31000000
        0.232091350844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.45023600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59981HAC5
        
          
        
        175000.00000000
        PA
        USD
        174807.52000000
        0.137160560845
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRAWBRIDGE SPEC OPPOR FU
        N/A
        
        26150TAE9
        
          
          
        
        280000.00000000
        PA
        USD
        271001.46000000
        0.212637947404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT Commercial Mortgage Trust
        N/A
        
        36167RAA1
        
          
        
        395000.00000000
        PA
        USD
        388275.09000000
        0.304655252284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61763BAW4
        
          
        
        360000.00000000
        PA
        USD
        363220.96000000
        0.284996838720
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          4.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        
        163851AF5
        
          
          
        
        200000.00000000
        PA
        USD
        194324.00000000
        0.152473925754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FHA9
        
          
        
        36261.11000000
        PA
        USD
        35882.04000000
        0.028154399368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91790CAB2
        
          
        
        220000.00000000
        PA
        USD
        211197.36000000
        0.165713399210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-26
          Variable
          4.82620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688HAA9
        
          
        
        107702.76000000
        PA
        USD
        104479.54000000
        0.081978580231
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-27
          Variable
          2.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLE ONDA SA
        5299008Q5GONPYNF9J32
        
        12686LAA7
        
          
          
        
        200000.00000000
        PA
        USD
        195100.00000000
        0.153082804567
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        
        745310AN2
        
          
          
        
        158000.00000000
        PA
        USD
        158317.96000000
        0.124222231318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829FAA9
        
          
        
        38962.32000000
        PA
        USD
        38943.35000000
        0.030556418437
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSENSUS CLOUD SOLUTION
        N/A
        
        20848VAA3
        
          
          
        
        20000.00000000
        PA
        USD
        19850.00000000
        0.015575057256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        
        527298BR3
        
          
          
        
        280000.00000000
        PA
        USD
        257042.10000000
        0.201684908046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
          
        
        335000.00000000
        PA
        USD
        300870.20000000
        0.236074085221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038370AC6
        
          
        
        265000.00000000
        PA
        USD
        259572.06000000
        0.203670009902
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAG6
        
          
          
        
        106000.00000000
        PA
        USD
        102157.50000000
        0.080156620233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        
        92511FAB1
        
          
        
        214290.24000000
        PA
        USD
        214243.74000000
        0.168103703639
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES FINANCE CO LLC
        N/A
        
        04015CAA6
        
          
          
        
        270000.00000000
        PA
        USD
        271412.86000000
        0.212960747331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-08
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAG5
        
          
          
        
        425000.00000000
        PA
        USD
        382529.63000000
        0.300147148080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828EAA3
        
          
        
        56607.68000000
        PA
        USD
        56260.30000000
        0.044143949306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.49188000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAP FIN LLLP/CORP
        N/A
        
        505742AM8
        
          
          
        
        185000.00000000
        PA
        USD
        177297.30000000
        0.139114135961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        
        55400EAA7
        
          
        
        322858.40000000
        PA
        USD
        311680.24000000
        0.244556049550
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33850BAC1
        
          
        
        50667.55000000
        PA
        USD
        50260.85000000
        0.039436554986
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74332WAC7
        
          
        
        235000.00000000
        PA
        USD
        228354.39000000
        0.179175450827
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-17
          Fixed
          2.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        
        038522AR9
        
          
          
        
        100000.00000000
        PA
        USD
        102653.00000000
        0.080545408186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        
        74938JAA8
        
          
        
        222453.90000000
        PA
        USD
        214119.55000000
        0.168006259490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.11560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCE3
        
          
          
        
        130000.00000000
        PA
        USD
        118532.80000000
        0.093005297064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12655KAE8
        
          
        
        265000.00000000
        PA
        USD
        263941.62000000
        0.207098531171
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        
        045054AF0
        
          
          
        
        280000.00000000
        PA
        USD
        283505.60000000
        0.222449166368
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        
        62854AAN4
        
          
          
        
        242000.00000000
        PA
        USD
        240144.83000000
        0.188426673904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666AAA6
        
          
          
        
        196079.16000000
        PA
        USD
        194610.55000000
        0.152698763671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          3.46700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PULTE GROUP INC
        N/A
        
        745867AP6
        
          
          
        
        355000.00000000
        PA
        USD
        412625.19000000
        0.323761257407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAB HOLDINGS LLC
        549300G4QOYNTNBXSH82
        
        000000000
        
          
        
        194512.50000000
        PA
        USD
        191898.25000000
        0.150570590986
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD FINANCE INC
        549300XH8D8K6OYWGD17
        
        11271LAH5
        
          
          
        
        545000.00000000
        PA
        USD
        502938.61000000
        0.394624566601
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-04-15
          Fixed
          2.72400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARIOT BUYER LLC
        25490092IFNOZBRVE539
        
        000000000
        
          
        
        175000.00000000
        PA
        USD
        172667.25000000
        0.135481224433
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-03
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        1135000.00000000
        PA
        USD
        995607.81000000
        0.781191367522
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINSEO MATERIALS OPERATING
        549300WNMXD3KV7LO256
        
        000000000
        
          
          
        
        153837.50000000
        PA
        USD
        150953.05000000
        0.118443445678
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-03
          Floating
          2.60500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409VYN7
        
          
        
        22086.62000000
        PA
        USD
        23941.68000000
        0.018785543415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES GRP LLC / CAP
        N/A
        
        47233JGT9
        
          
          
        
        425000.00000000
        PA
        USD
        383154.50000000
        0.300637444605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        
        36167FAA7
        
          
        
        15529.32000000
        PA
        USD
        15345.13000000
        0.012040366667
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAH7
        
          
          
        
        80000.00000000
        PA
        USD
        81350.00000000
        0.063830272432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEX INC
        T9M5IGROL1TL1G5OV478
        
        96208UAT8
        
          
          
        
        232650.00000000
        PA
        USD
        229534.82000000
        0.180101660642
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-01
          Floating
          2.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        
        08861YAA4
        
          
        
        321645.59000000
        PA
        USD
        306243.88000000
        0.240290476842
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes
        N/A
        
        89613JAG5
        
          
        
        310000.00000000
        PA
        USD
        273361.63000000
        0.214489825635
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-11-17
          Fixed
          2.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00179VAC0
        
          
        
        100000.00000000
        PA
        USD
        90381.53000000
        0.070916750863
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.87700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333DAG9
        
          
        
        380000.00000000
        PA
        USD
        342123.20000000
        0.268442741996
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-19
          Fixed
          2.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767JAC6
        
          
        
        425000.00000000
        PA
        USD
        393788.04000000
        0.308980920390
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.56700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599EE1
        
          
          
        
        5000.00000000
        PA
        USD
        5261.50000000
        0.004128370969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829HAM9
        
          
        
        209070.44000000
        PA
        USD
        210097.58000000
        0.164850470421
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-OC11
        N/A
        
        05606FAL7
        
          
        
        715000.00000000
        PA
        USD
        663484.89000000
        0.520595221676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-09
          Variable
          4.07545700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        
        00968FAA4
        
          
        
        181222.22000000
        PA
        USD
        181503.42000000
        0.142414416053
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36207VDD5
        
          
        
        9124.09000000
        PA
        USD
        9748.17000000
        0.007648781153
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        
        896945AA0
        
          
          
        
        160000.00000000
        PA
        USD
        165272.00000000
        0.129678632887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCG8
        
          
          
        
        272000.00000000
        PA
        USD
        234044.10000000
        0.183639811483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-29
          Fixed
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12566DAA0
        
          
        
        124355.72000000
        PA
        USD
        118793.56000000
        0.093209899176
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          2.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAA9
        
          
          
        
        245000.00000000
        PA
        USD
        231859.81000000
        0.181925935321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCD3
        
          
          
        
        140000.00000000
        PA
        USD
        134433.60000000
        0.105481663331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162DE7
        
          
          
        
        385000.00000000
        PA
        USD
        381396.91000000
        0.299258373326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-22
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67114JAB6
        
          
        
        234045.41000000
        PA
        USD
        220018.65000000
        0.172634915423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173UAB3
        
          
        
        335000.00000000
        PA
        USD
        326830.69000000
        0.256443662961
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967ME8
        
          
          
        
        135000.00000000
        PA
        USD
        137058.66000000
        0.107541384228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17328BAA2
        
          
        
        38671.31000000
        PA
        USD
        38277.67000000
        0.030034100850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33845WAE9
        
          
        
        260000.00000000
        PA
        USD
        260939.51000000
        0.204742962650
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        
        165167DF1
        
          
          
        
        210000.00000000
        PA
        USD
        215057.85000000
        0.168742484993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        
        62917JAA8
        
          
        
        186105.24000000
        PA
        USD
        174334.05000000
        0.136789058459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TD0
        
          
          
        
        1920000.00000000
        PA
        USD
        1841400.00000000
        1.444831759763
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411JDZ6
        
          
        
        110180.64000000
        PA
        USD
        122130.67000000
        0.095828321308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        
        05973KAB3
        
          
          
        
        235000.00000000
        PA
        USD
        216787.50000000
        0.170099633496
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        
        35105JAD0
        
          
        
        215000.00000000
        PA
        USD
        206677.78000000
        0.162167166602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126405AA7
        
          
        
        238154.77000000
        PA
        USD
        229438.59000000
        0.180026154962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687GAE5
        
          
        
        220000.00000000
        PA
        USD
        208781.47000000
        0.163817800969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-12
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        
        05946XPV9
        
          
        
        27994.26000000
        PA
        USD
        27845.03000000
        0.021848258768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        549300U1MV4J7YQZG974
        
        64828CAA7
        
          
        
        141616.82000000
        PA
        USD
        143315.98000000
        0.112451113058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        
        59166EAB1
        
          
        
        149842.97000000
        PA
        USD
        150882.31000000
        0.118387940411
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAG6
        
          
          
        
        260000.00000000
        PA
        USD
        256491.40000000
        0.201252808095
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830HAD6
        
          
        
        650000.00000000
        PA
        USD
        637465.01000000
        0.500179044306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-02-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688BAA2
        
          
        
        56469.54000000
        PA
        USD
        55913.04000000
        0.043871476038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        
        92240MBL1
        
          
          
        
        280000.00000000
        PA
        USD
        255015.60000000
        0.200094839858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        
        12530MAA3
        
          
          
        
        188703.22000000
        PA
        USD
        178315.05000000
        0.139912700925
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUELINX HOLDING
        549300YSX7GU28F5I540
        
        09624HAA7
        
          
          
        
        270000.00000000
        PA
        USD
        251100.00000000
        0.197022512695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830TAD0
        
          
        
        263902.82000000
        PA
        USD
        262193.15000000
        0.205726615788
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBX3
        
          
          
        
        605000.00000000
        PA
        USD
        529981.54000000
        0.415843467514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          1.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIO
        RLTHESQ0RNFQJWPBJN60
        
        80875AAP6
        
          
          
        
        109147.28720000
        PA
        USD
        108670.31000000
        0.085266816135
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          3.18060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXR0
        
          
          
        
        145000.00000000
        PA
        USD
        125610.60000000
        0.098558805388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        
        05533UAF5
        
          
          
        
        200000.00000000
        PA
        USD
        188752.00000000
        0.148101924795
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAJ5
        
          
          
        
        197000.00000000
        PA
        USD
        259052.81000000
        0.203262586805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2S1
        
          
          
        
        660000.00000000
        PA
        USD
        624096.07000000
        0.489689270706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167GAE0
        
          
        
        132640.12000000
        PA
        USD
        132837.18000000
        0.104229052102
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        000000000
        
          
        
        175381.25000000
        PA
        USD
        174855.11000000
        0.137197901751
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAE1
        
          
          
        
        210000.00000000
        PA
        USD
        190131.90000000
        0.149184646282
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573TAC2
        
          
        
        28982.94000000
        PA
        USD
        28486.91000000
        0.022351901979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2020-SFR1 Trust
        N/A
        
        33767MAC9
        
          
        
        100000.00000000
        PA
        USD
        93528.45000000
        0.073385942761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-17
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        617482V92
        
          
          
        
        260000.00000000
        PA
        USD
        348232.51000000
        0.273236336608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAW2
        
          
          
        
        165000.00000000
        PA
        USD
        152476.50000000
        0.119638801899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBM1
        
          
          
        
        309000.00000000
        PA
        USD
        290864.79000000
        0.228223463880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA BRISTOL LLC
        N/A
        
        000000000
        
          
          
        
        300000.00000000
        PA
        USD
        297939.00000000
        0.233774155355
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Floating
          3.44110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jersey Mike's Funding, LLC
        N/A
        
        476681AA9
        
          
        
        194512.50000000
        PA
        USD
        191815.20000000
        0.150505426830
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOTDASH MEREDITH INC
        549300R2AA7U9CJUQO13
        
        000000000
        
          
        
        159600.00000000
        PA
        USD
        159201.00000000
        0.124915097744
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00180AAB5
        
          
        
        255000.00000000
        PA
        USD
        241267.23000000
        0.189307351197
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAV3
        
          
          
        
        820000.00000000
        PA
        USD
        726116.40000000
        0.569738262194
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830GAB2
        
          
        
        125291.40000000
        PA
        USD
        126317.20000000
        0.099113230348
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE LAUNDRY SYSTEMS
        549300YBOGK6MBI5ND34
        
        01862LAW8
        
          
          
        
        325633.80830000
        PA
        USD
        322175.58000000
        0.252791088413
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-08
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        
        05548WAA5
        
          
        
        225000.00000000
        PA
        USD
        219471.26000000
        0.172205412622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Floating
          1.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89179YAW3
        
          
        
        215000.00000000
        PA
        USD
        197285.25000000
        0.154797433981
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61690FAP8
        
          
        
        310000.00000000
        PA
        USD
        304319.62000000
        0.238780630007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          3.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69360GAA1
        
          
        
        81650.50000000
        PA
        USD
        77089.50000000
        0.060487323745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        5493007KIN86DIZWZT22
        
        74839XAG4
        
          
          
        
        300000.00000000
        PA
        USD
        294168.00000000
        0.230815286795
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-11
          Floating
          3.44660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        
        000000000
        
          
          
        
        255000.00000000
        PA
        USD
        261046.55000000
        0.204826950264
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2027-09-24
          Fixed
          8.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATTERSON-UTI ENERGY INC
        254900XGFBKIXD6G0697
        
        703481AC5
        
          
          
        
        185000.00000000
        PA
        USD
        180466.21000000
        0.141600582042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBQ3
        
          
          
        
        18000.00000000
        PA
        USD
        15625.60000000
        0.012260433987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175MAA1
        
          
          
        
        320069.29000000
        PA
        USD
        319670.07000000
        0.250825170947
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        724500NSQCZ1PR6DVD13
        
        48667DAD6
        
          
          
        
        215000.00000000
        PA
        USD
        223600.00000000
        0.175444977453
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2042-07-10
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        
        17302UAM4
        
          
          
        
        75162.74730000
        PA
        USD
        74800.46000000
        0.058691256789
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-28
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        
        74530DAC9
        
          
          
        
        172159.69390000
        PA
        USD
        168501.30000000
        0.132212463235
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          3.89660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DICK'S SPORTING GOODS
        529900SSBV5I4LWSK313
        
        253393AF9
        
          
          
        
        361000.00000000
        PA
        USD
        330937.84000000
        0.259666287465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC Mortgage Trust 2020-RTL1
        N/A
        
        90114YAA7
        
          
        
        157175.44000000
        PA
        USD
        157069.17000000
        0.123242383673
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-09-25
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        
        90385KAK7
        
          
          
        
        378234.32560000
        PA
        USD
        374796.18000000
        0.294079192083
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA INFRASTRUCTURE PA
        549300L0B3MD11PUAA07
        
        81685VAA1
        
          
          
        
        339000.00000000
        PA
        USD
        313079.68000000
        0.245654102856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCY0
        
          
          
        
        265000.00000000
        PA
        USD
        264830.40000000
        0.207795901417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.31500800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS UNION LLC
        X8NPN6PWJOM1QCTYFV34
        
        89334GAZ7
        
          
          
        
        311683.42300000
        PA
        USD
        308956.19000000
        0.242418657373
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLATFELTER
        549300LDQLQBT38QDY28
        
        377320AA4
        
          
          
        
        195000.00000000
        PA
        USD
        165262.50000000
        0.129671178830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92537KAD6
        
          
        
        100000.00000000
        PA
        USD
        99493.49000000
        0.078066337700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL VA
        N/A
        
        110331PQ2
        
          
        
        285000.00000000
        PA
        USD
        295941.46000000
        0.232206810274
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        
        12769LAB5
        
          
          
        
        222815.43000000
        PA
        USD
        221422.83000000
        0.173736687911
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-22
          Floating
          3.70370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89172UAE8
        
          
        
        310000.00000000
        PA
        USD
        307774.82000000
        0.241491709998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.79974000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAM6
        
          
          
        
        230000.00000000
        PA
        USD
        213603.81000000
        0.167601590471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59981AAH9
        
          
        
        154715.03000000
        PA
        USD
        151694.59000000
        0.119025285878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2069-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOPHIA LP
        549300RP8NIJ7FY7OS79
        
        83578BAN3
        
          
          
        
        182694.43740000
        PA
        USD
        180677.49000000
        0.141766360283
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-07
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333NAA0
        
          
        
        331321.41000000
        PA
        USD
        327726.47000000
        0.257146525671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-17
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        
        42806MAE9
        
          
        
        395000.00000000
        PA
        USD
        360153.42000000
        0.282589931358
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        
        361841AK5
        
          
          
        
        281000.00000000
        PA
        USD
        302432.80000000
        0.237300160005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLUMINA INC
        SQ95QG8SR5Q56LSNF682
        
        452327AM1
        
          
          
        
        373000.00000000
        PA
        USD
        339019.51000000
        0.266007469983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-23
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00180AAA7
        
          
        
        109894.56000000
        PA
        USD
        104220.41000000
        0.081775257078
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          1.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        
        68205LAE3
        
          
          
        
        405000.00000000
        PA
        USD
        463218.75000000
        0.363458869185
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2032-10-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA SENIOR FINANCE II LLC
        549300PVT2ADFWMYEW87
        
        78404XAH8
        
          
          
        
        222814.11650000
        PA
        USD
        219812.81000000
        0.172473405610
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-11
          Floating
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fun
        N/A
        
        07332HAC0
        
          
        
        160000.00000000
        PA
        USD
        160000.00000000
        0.125542023222
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767WAG8
        
          
        
        335000.00000000
        PA
        USD
        304153.43000000
        0.238650231076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          2.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        
        91824CAA4
        
          
        
        203037.00000000
        PA
        USD
        200972.10000000
        0.157690275283
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32057KAC4
        
          
        
        270000.00000000
        PA
        USD
        263246.81000000
        0.206553357089
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAL6
        
          
          
        
        110000.00000000
        PA
        USD
        99258.50000000
        0.077881955700
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        
        26483NAN0
        
          
          
        
        275104.46960000
        PA
        USD
        272204.87000000
        0.213582188192
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-08
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZEK CO LLC
        N/A
        
        12626JAE7
        
          
          
        
        239722.54580000
        PA
        USD
        237445.18000000
        0.186308426885
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-05
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        549300EU86QZR1NB5U93
        
        81745EAC3
        
          
        
        30409.28000000
        PA
        USD
        30551.73000000
        0.023972037482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-06-25
          Variable
          3.49338900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        
        741389AA8
        
          
        
        192995.17000000
        PA
        USD
        185719.83000000
        0.145722770067
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.23950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FVE0
        
          
        
        59603.22000000
        PA
        USD
        59091.88000000
        0.046365713570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Variable
          2.07183700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        
        62923JAA0
        
          
        
        225885.06000000
        PA
        USD
        212095.77000000
        0.166418325517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-05-25
          Variable
          1.18500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        
        716743AP4
        
          
          
        
        200000.00000000
        PA
        USD
        203487.17000000
        0.159663693885
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36258HAE5
        
          
        
        260000.00000000
        PA
        USD
        259519.13000000
        0.203628479032
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03463WAA1
        
          
        
        23203.99000000
        PA
        USD
        23184.36000000
        0.018191321634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        
        25273CAA8
        
          
        
        136767.63000000
        PA
        USD
        131601.23000000
        0.103259279204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        91835MAA9
        
          
        
        222417.68000000
        PA
        USD
        215501.05000000
        0.169090236397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX INTERMEDIATE HOLDCO
        549300290TQIGM30A243
        
        33939HAA7
        
          
          
        
        355000.00000000
        PA
        USD
        329828.37000000
        0.258795755537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-30
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        
        25460HAB8
        
          
          
        
        122122.76210000
        PA
        USD
        121852.87000000
        0.095610348970
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKC2
        
          
          
        
        550000.00000000
        PA
        USD
        472874.55000000
        0.371035173359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        
        437301AA2
        
          
        
        178857.54000000
        PA
        USD
        163627.82000000
        0.128388547364
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-17
          Fixed
          1.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872NAJ9
        
          
        
        220000.00000000
        PA
        USD
        203581.11000000
        0.159737402745
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          3.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173FAC4
        
          
        
        340000.00000000
        PA
        USD
        336308.96000000
        0.263880670414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        
        76119DAA7
        
          
        
        39725.64000000
        PA
        USD
        39635.56000000
        0.031099552462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        
        16163YAC8
        
          
        
        105721.60000000
        PA
        USD
        103430.72000000
        0.081155636576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370DA5
        
          
          
        
        221000.00000000
        PA
        USD
        197381.73000000
        0.154873135821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        
        913903AY6
        
          
          
        
        315000.00000000
        PA
        USD
        283090.50000000
        0.222123463281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLLYFRONTIER CORP
        549300J3U2WK73C9ZK26
        
        436106AA6
        
          
          
        
        255000.00000000
        PA
        USD
        265490.74000000
        0.208314029040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        
        090572AQ1
        
          
          
        
        59000.00000000
        PA
        USD
        58303.51000000
        0.045747128789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORIC NIMROD 2013-1 CL A
        N/A
        
        233283AA8
        
          
          
        
        265696.84000000
        PA
        USD
        263894.01000000
        0.207061174573
        Long
        DBT
        CORP
        GG
        N
        
        2
        
          2023-05-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        
        361841AR0
        
          
          
        
        33000.00000000
        PA
        USD
        29940.90000000
        0.023492757269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26209AAF8
        
          
        
        121919.13000000
        PA
        USD
        122078.14000000
        0.095787104292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        
        90943UAC8
        
          
        
        335000.00000000
        PA
        USD
        330107.96000000
        0.259015132376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        
        80874YBC3
        
          
          
        
        35000.00000000
        PA
        USD
        36277.33000000
        0.028464558783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP
        549300EIUS8UN5JTLE54
        
        87161CAM7
        
          
          
        
        90000.00000000
        PA
        USD
        92191.35000000
        0.072336803766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-07
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872UAA2
        
          
        
        596366.43000000
        PA
        USD
        570457.41000000
        0.447602358835
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SZ2
        
          
          
        
        165000.00000000
        PA
        USD
        148860.94000000
        0.116801897415
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        
        090572AR9
        
          
          
        
        185000.00000000
        PA
        USD
        182021.22000000
        0.142820701426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        62919TAC0
        
          
        
        385000.00000000
        PA
        USD
        369354.49000000
        0.289809437256
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        549300I1P51W2UFIED29
        
        68267BAA8
        
          
        
        22526.79000000
        PA
        USD
        22530.78000000
        0.017678498162
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        
        020002BB6
        
          
          
        
        245000.00000000
        PA
        USD
        243775.00000000
        0.191275041944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        549300OVTYLM7DH6CM14
        
        76131VAB9
        
          
          
        
        350000.00000000
        PA
        USD
        361709.48000000
        0.283810874612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        2549001SCJD3WEYJFM53
        
        000000000
        
          
        
        224437.50000000
        PA
        USD
        221246.00000000
        0.173597940436
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126407AA3
        
          
        
        104861.17000000
        PA
        USD
        102057.01000000
        0.080077771996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91824MAA2
        
          
        
        256292.86000000
        PA
        USD
        243977.99000000
        0.191434315539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        
        74387LAC5
        
          
        
        105211.92000000
        PA
        USD
        103666.20000000
        0.081340403048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FINANCE
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
          
        
        225000.00000000
        PA
        USD
        222441.75000000
        0.174536170901
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-21
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS EDISON GROCERY
        549300WUPIVS6ZE0ZI51
        
        71845JAA6
        
          
          
        
        355000.00000000
        PA
        USD
        313513.69000000
        0.245994643441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        
        05988HAE7
        
          
          
        
        186787.64240000
        PA
        USD
        185504.41000000
        0.145553743425
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BZ1
        
          
          
        
        170000.00000000
        PA
        USD
        186177.32000000
        0.146081733943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21873CAA1
        
          
        
        246157.22000000
        PA
        USD
        227776.24000000
        0.178721812572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.35800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        
        12513GBJ7
        
          
          
        
        352000.00000000
        PA
        USD
        326110.40000000
        0.255878496312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96043JAL9
        
          
        
        265000.00000000
        PA
        USD
        252890.75000000
        0.198427602558
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        
        68268XAC5
        
          
        
        145000.00000000
        PA
        USD
        144995.17000000
        0.113768668745
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-14
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower, LP
        N/A
        
        58503UAC7
        
          
          
        
        65000.00000000
        PA
        USD
        64317.50000000
        0.050465931741
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        
        15239XAA6
        
          
          
        
        90000.00000000
        PA
        USD
        89550.00000000
        0.070264301122
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46648CAB0
        
          
        
        60867.01000000
        PA
        USD
        59336.90000000
        0.046557965485
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-25
          Variable
          3.46029800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20268CAA6
        
          
        
        100722.10000000
        PA
        USD
        99500.81000000
        0.078072081248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-25
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP
        EFQMQROEDSNBRIP7LE47
        
        534187BP3
        
          
          
        
        255000.00000000
        PA
        USD
        202406.25000000
        0.158815563361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-04-20
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        
        16164AAC9
        
          
        
        211800.00000000
        PA
        USD
        208048.68000000
        0.163242826349
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        20049AAE8
        
          
        
        210000.00000000
        PA
        USD
        202018.68000000
        0.158511461349
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Fixed
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOSTESS BRANDS LLC
        549300SW7FLS4O41LD19
        
        44108HAJ0
        
          
          
        
        222151.89880000
        PA
        USD
        219017.34000000
        0.171849249902
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-03
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPER-STANDARD AUTOMOTIVE
        ITCH5B3Q4RTX2PH9UN62
        
        21676TAC9
        
          
          
        
        170702.81130000
        PA
        USD
        157367.51000000
        0.123476472468
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-02
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066PAE9
        
          
        
        215000.00000000
        PA
        USD
        206476.02000000
        0.162008858110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 21-1 A PPT
        N/A
        
        11042CAA8
        
          
          
        
        284810.11090000
        PA
        USD
        261682.82000000
        0.205326191658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03465BAA5
        
          
        
        246497.39000000
        PA
        USD
        240499.57000000
        0.188705016262
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          2.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042859AA6
        
          
        
        56864.37000000
        PA
        USD
        55981.41000000
        0.043925121714
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370CQ1
        
          
          
        
        125000.00000000
        PA
        USD
        113532.50000000
        0.089081873447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829KBV1
        
          
        
        373707.23000000
        PA
        USD
        374581.82000000
        0.293910997157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I HOMES INC
        5299005M71FH9CCSFB69
        
        55305BAS0
        
          
          
        
        235000.00000000
        PA
        USD
        221487.50000000
        0.173787430428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARDWALK PIPELINES LP
        549300W6AQ2GHHCGL606
        
        096630AD0
        
          
          
        
        225000.00000000
        PA
        USD
        232369.09000000
        0.182325535581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        
        09261HAC1
        
          
          
        
        144000.00000000
        PA
        USD
        129594.46000000
        0.101684691917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        
        00971AAA0
        
          
        
        222615.24000000
        PA
        USD
        208545.56000000
        0.163632697103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          1.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538EAA5
        
          
        
        198684.49000000
        PA
        USD
        194464.43000000
        0.152584112418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46590YAA2
        
          
        
        53895.78000000
        PA
        USD
        53821.82000000
        0.042230626102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.04950300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        549300PMR5HYNUPR5R97
        
        52604FAA5
        
          
        
        270000.00000000
        PA
        USD
        270893.05000000
        0.212552884837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
          
        
        1615000.00000000
        PA
        USD
        1411169.33000000
        1.107256579987
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
          
        
        455000.00000000
        PA
        USD
        372851.17000000
        0.292553064017
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAJUN GLOBAL LLC
        N/A
        
        12803VAA3
        
          
        
        164381.25000000
        PA
        USD
        155028.78000000
        0.121641416868
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        
        06616PAA5
        
          
        
        120414.40000000
        PA
        USD
        119902.30000000
        0.094079858319
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        
        92328MAC7
        
          
          
        
        135000.00000000
        PA
        USD
        129093.75000000
        0.101291816002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        
        76133MAB7
        
          
          
        
        109450.00000000
        PA
        USD
        107280.70000000
        0.084176475817
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32059FAE9
        
          
        
        300000.00000000
        PA
        USD
        285945.96000000
        0.224363964692
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        
        038779AB0
        
          
        
        398925.00000000
        PA
        USD
        380519.40000000
        0.298569845946
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBY0
        
          
          
        
        60000.00000000
        PA
        USD
        49240.02000000
        0.038635573339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD WEC HOLDINGS
        5493002M6GRSU1IWMG57
        
        11284EAM5
        
          
          
        
        208613.31340000
        PA
        USD
        204637.14000000
        0.160566003638
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-01
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AC1
        
          
          
        
        90000.00000000
        PA
        USD
        88681.50000000
        0.069582843327
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92939KAG3
        
          
        
        200000.00000000
        PA
        USD
        199490.90000000
        0.156528070003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES CMPC SA
        549300G475ACIABB4385
        
        46128MAN1
        
          
          
        
        290000.00000000
        PA
        USD
        281737.90000000
        0.221062162403
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-13
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91822YAA8
        
          
        
        158768.90000000
        PA
        USD
        153821.22000000
        0.120693919833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89178YAB0
        
          
        
        405000.00000000
        PA
        USD
        379571.91000000
        0.297826409624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        
        501894AA7
        
          
        
        270000.00000000
        PA
        USD
        259517.57000000
        0.203627254997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89171YAD3
        
          
        
        88261.33000000
        PA
        USD
        88296.13000000
        0.069280467518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BQ5
        
          
          
        
        351000.00000000
        PA
        USD
        336521.25000000
        0.264047241140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.15600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAD Auto Receivables Trust
        N/A
        
        501683AD8
        
          
        
        270000.00000000
        PA
        USD
        256985.16000000
        0.201640230778
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        
        744320BJ0
        
          
          
        
        88000.00000000
        PA
        USD
        88959.20000000
        0.069800737201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67576TAA7
        
          
        
        6071.28000000
        PA
        USD
        6078.24000000
        0.004769215920
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
          
        
        191000.00000000
        PA
        USD
        177448.55000000
        0.139232812405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENCE APPLICATIONS INT
        549300LZPNZIXQGZPZ48
        
        808625AA5
        
          
          
        
        255000.00000000
        PA
        USD
        251261.70000000
        0.197149388602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        
        893647BL0
        
          
          
        
        120000.00000000
        PA
        USD
        119100.00000000
        0.093450343536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        
        759470BB2
        
          
          
        
        250000.00000000
        PA
        USD
        229357.26000000
        0.179962340382
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CX1
        
          
          
        
        219000.00000000
        PA
        USD
        252854.36000000
        0.198399049594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        
        57164PAF3
        
          
          
        
        205000.00000000
        PA
        USD
        197312.50000000
        0.154818815356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AE5
        
          
          
        
        265000.00000000
        PA
        USD
        312865.58000000
        0.245486111937
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384VW81
        
          
          
        
        360.15000000
        PA
        USD
        386.62000000
        0.000303356606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89178BAB0
        
          
        
        240000.00000000
        PA
        USD
        230734.30000000
        0.181042817805
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SL3
        
          
          
        
        975000.00000000
        PA
        USD
        878223.64000000
        0.689087328797
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        
        17288YAD4
        
          
          
        
        242550.00000000
        PA
        USD
        240946.74000000
        0.189055882678
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-02
          Floating
          2.70860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PEN4
        
          
          
        
        415000.00000000
        PA
        USD
        405044.15000000
        0.317812888034
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2033-02-22
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        
        15669GAH7
        
          
          
        
        63512.99420000
        PA
        USD
        61746.70000000
        0.048448785283
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00179WAC8
        
          
        
        515000.00000000
        PA
        USD
        501637.89000000
        0.393603972723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-17
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        
        185899AG6
        
          
          
        
        165000.00000000
        PA
        USD
        173250.00000000
        0.135938472020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KAP1
        
          
          
        
        300000.00000000
        PA
        USD
        305124.59000000
        0.239412239772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENABLE INC
        N/A
        
        88025XAC7
        
          
          
        
        225000.00000000
        PA
        USD
        222187.50000000
        0.174336676779
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-07
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89177JAB4
        
          
        
        190000.00000000
        PA
        USD
        188417.11000000
        0.147839157494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCOT GROUP LTD
        213800DJV7WRJBE2II28
        
        04365XAA6
        
          
          
        
        270000.00000000
        PA
        USD
        264125.70000000
        0.207242967269
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RQ3
        
          
          
        
        530000.00000000
        PA
        USD
        518903.13000000
        0.407150929979
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872MAA0
        
          
        
        64396.71000000
        PA
        USD
        64740.00000000
        0.050797441146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          4.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE SERVICES INC
        N/A
        
        143905AP2
        
          
          
        
        95000.00000000
        PA
        USD
        88484.90000000
        0.069428583566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042858AA8
        
          
        
        46368.79000000
        PA
        USD
        45243.97000000
        0.035500122077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Variable
          3.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL LP
        549300IPM6EKPVUPFL67
        
        17288XAB0
        
          
          
        
        230000.00000000
        PA
        USD
        226941.20000000
        0.178066608753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        
        59156RBT4
        
          
          
        
        108000.00000000
        PA
        USD
        108119.82000000
        0.084834880957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        549300NSKGF0SY5SWQ62
        
        03827FAX9
        
          
          
        
        322447.54000000
        PA
        USD
        319948.57000000
        0.251043692531
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-19
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKOPOS AUTO RECEIVABLES TRUST
        N/A
        
        83085DAC9
        
          
        
        165996.44000000
        PA
        USD
        166699.82000000
        0.130798954210
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61761J3R8
        
          
          
        
        305000.00000000
        PA
        USD
        302368.00000000
        0.237249315486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOPHIA LP
        549300RP8NIJ7FY7OS79
        
        000000000
        
          
        
        55000.00000000
        PA
        USD
        54450.00000000
        0.042723519777
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-07
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes
        N/A
        
        89612LAC0
        
          
        
        190000.00000000
        PA
        USD
        183531.74000000
        0.144005912282
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-03-17
          Fixed
          3.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        
        53079EBM5
        
          
          
        
        280000.00000000
        PA
        USD
        263900.00000000
        0.207065874552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN GROUP HOLDING LLC
        25490094PF4HHK9QS109
        
        11565HAB2
        
          
          
        
        213757.82000000
        PA
        USD
        210551.45000000
        0.165206593909
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-07
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31572LAC0
        
          
        
        965884.51000000
        PA
        USD
        900447.77000000
        0.706525217825
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        
        501895AA4
        
          
        
        110000.00000000
        PA
        USD
        105845.21000000
        0.083050136323
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY IN
        549300KH0PNTJK9NTE57
        
        76132FAB3
        
          
          
        
        190000.00000000
        PA
        USD
        190516.50000000
        0.149486417920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        
        74727PBE0
        
          
          
        
        400000.00000000
        PA
        USD
        449551.20000000
        0.352734794938
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NH0
        
          
          
        
        168000.00000000
        PA
        USD
        168505.00000000
        0.132215366394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.40286500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        
        52532XAH8
        
          
          
        
        360000.00000000
        PA
        USD
        312066.00000000
        0.244858731368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        62920KAC6
        
          
        
        260000.00000000
        PA
        USD
        254023.35000000
        0.199316283154
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home N
        N/A
        
        98879EAA9
        
          
        
        100000.00000000
        PA
        USD
        98445.04000000
        0.077243684361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573CAA3
        
          
        
        321820.28000000
        PA
        USD
        304533.32000000
        0.238948307071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042855AL0
        
          
        
        270000.00000000
        PA
        USD
        259191.12000000
        0.203371110038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-12-25
          Variable
          3.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-01
      Virtus Opportunities Trust
      Amy Hackett
      Amy Hackett
      Vice President and Assistant Treasurer