Form NPORT-P FPA NEW INCOME INC For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0000099203
          XXXXXXXX
        
      
      
      
      
        S000010870
        C000030124
      
      
      
    
  
  
    
      FPA NEW INCOME INC
      811-01735
      0000099203
      549300EH2YCK6M0NO786
      11601 WILSHIRE BOULEVARD
      SUITE 1200
      LOS ANGELES
      
      90025
      310-473-0225
      FPA New Income, Inc.
      S000010870
      549300EH2YCK6M0NO786
      2022-09-30
      2022-03-31
      N
    
    
      11008408279.71
      27988539.55
      10980419740.16
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3760723.75000000
      0.00000000
      0.00000000
      471.08000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        
        58003UAA6
        
          
        
        17415000.00000000
        PA
        USD
        17237203.30000000
        0.156981278565
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-11-15
          Floating
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12527LAA0
        
          
        
        18700513.48000000
        PA
        USD
        18472722.53000000
        0.168233300430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          0.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        
        38176KAC7
        
          
        
        13772000.00000000
        PA
        USD
        13719776.58000000
        0.124947651407
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BTC HOLDINGS FUND I, LLC
        N/A
        
        000000000
        
          
        
        11717796.33000000
        PA
        USD
        11717796.33000000
        0.106715377073
        Long
        LON
        CORP
        US
        Y
        
        3
        
          2027-01-28
          Variable
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.C. Penney Corporation, Inc.
        8TDNUQ07MEFMWW1VHP39
        
        46611NAJ2
        
          
        
        27218054.43000000
        PA
        USD
        2721.81000000
        0.000024787850
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2023-06-23
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy CLO Ltd
        5493001X8XC4DMSYH466
        
        36319TAN6
        
          
        
        40572411.82000000
        PA
        USD
        40430854.68000000
        0.368208644448
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-24
          Floating
          1.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nassau LTD
        N/A
        
        631707AL0
        
          
        
        22587372.10000000
        PA
        USD
        22486700.18000000
        0.204789076484
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          1.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        
        17322GAA7
        
          
        
        3038095.74000000
        PA
        USD
        2976113.73000000
        0.027103824812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AEGV1
        
          
        
        1298764.00000000
        PA
        USD
        21771.83000000
        0.000198278667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2018-CRE1 Issuer, Ltd.
        N/A
        
        53946CAA7
        
          
        
        22256887.14000000
        PA
        USD
        22042787.01000000
        0.200746305984
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-07-15
          Floating
          0.96400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80287CAC3
        
          
        
        34544000.00000000
        PA
        USD
        33473954.69000000
        0.304851321553
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-21
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Velocity Commercial Capital Loan Trust
        N/A
        
        92243TAA8
        
          
        
        1225106.53000000
        PA
        USD
        1225413.42000000
        0.011159987040
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDP7
        
          
        
        58602000.00000000
        PA
        USD
        57608526.15000000
        0.524647759495
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        
        165183CJ1
        
          
        
        10869605.33000000
        PA
        USD
        10786116.98000000
        0.098230461450
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-08-15
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wheels SPV LLC
        N/A
        
        96328DBU7
        
          
        
        6513000.00000000
        PA
        USD
        6337842.63000000
        0.057719493243
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15674TAA7
        
          
        
        27891302.31000000
        PA
        USD
        27847094.60000000
        0.253606831605
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-08-13
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodmont Trust
        N/A
        
        97988UAN5
        
          
        
        62588000.00000000
        PA
        USD
        62378705.73000000
        0.568090357255
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.60400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        
        53947XAA0
        
          
        
        8879000.00000000
        PA
        USD
        8722496.08000000
        0.079436818322
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-07-15
          Floating
          1.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVABLES
        N/A
        
        39154TBD9
        
          
        
        1060000.00000000
        PA
        USD
        1052761.90000000
        0.009587628933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-16
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        
        50117WAD6
        
          
        
        14855000.00000000
        PA
        USD
        14761737.34000000
        0.134436913062
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        26253WAE8
        
          
        
        13540000.00000000
        PA
        USD
        12981702.47000000
        0.118225921933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        25490083G97ZZN6SR263
        
        87969DAN7
        
          
        
        14215916.81000000
        PA
        USD
        14205923.02000000
        0.129375045364
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2026-07-17
          Floating
          2.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409BB89
        
          
        
        286455.76000000
        PA
        USD
        299710.55000000
        0.002729499938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit Opportunities CLO LP
        N/A
        
        34963VAA3
        
          
        
        62732000.00000000
        PA
        USD
        62241749.42000000
        0.566843079708
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.58700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners Funding
        N/A
        
        38177UAA8
        
          
        
        44967000.00000000
        PA
        USD
        44227337.82000000
        0.402783671905
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-01-22
          Fixed
          3.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12530BAA7
        
          
        
        20951606.43000000
        PA
        USD
        20623787.12000000
        0.187823303735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-10-27
          Variable
          1.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        2549001DWK2615D9KR84
        
        36265MAF2
        
          
        
        32069000.00000000
        PA
        USD
        31552304.27000000
        0.287350620619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-20
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        
        74938JAA8
        
          
        
        33718331.83000000
        PA
        USD
        32480751.04000000
        0.295806096748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        
        03066JAC7
        
          
        
        21998000.00000000
        PA
        USD
        21370053.89000000
        0.194619644746
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        02530WAE4
        
          
        
        45613000.00000000
        PA
        USD
        44261313.48000000
        0.403093092317
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609VAN5
        
          
        
        28900000.00000000
        PA
        USD
        27807250.54000000
        0.253243966970
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        
        42806MAA7
        
          
        
        73571000.00000000
        PA
        USD
        69546033.59000000
        0.633364072009
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-26
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Corp.
        N/A
        
        35906EAQ3
        
          
        
        23620507.49000000
        PA
        USD
        23207148.61000000
        0.211350286775
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFSI Fund LTD
        254900VR4BMP1BVIS878
        
        67111CAL2
        
          
        
        70518142.85000000
        PA
        USD
        70316249.41000000
        0.640378519892
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-08-16
          Floating
          1.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900M77QLN2EBJHE11
        
        67097LAH9
        
          
        
        72247000.00000000
        PA
        USD
        71663894.46000000
        0.652651685052
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          1.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96043FAE3
        
          
        
        6817000.00000000
        PA
        USD
        6612244.59000000
        0.060218504815
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-16
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG Intermediate Holdings 2 LLC
        54930020NXD0RJB64985
        
        00076VAW0
        
          
        
        38164231.54000000
        PA
        USD
        37814265.54000000
        0.344379053213
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2024-09-29
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AKNB3
        
          
        
        715516.69000000
        PA
        USD
        732516.15000000
        0.006671112465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Commercial Mortgage Securities Trust
        N/A
        
        07383F4C9
        
          
        
        1068911.00000000
        PA
        USD
        1063672.37000000
        0.009686991892
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-02-11
          Variable
          4.88300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brightwood Capital MM CLO 2021-2 Ltd
        N/A
        
        10949WAA0
        
          
        
        85599000.00000000
        PA
        USD
        85341860.60000000
        0.777218563766
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-15
          Floating
          1.89100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44933MAC5
        
          
        
        80238000.00000000
        PA
        USD
        77898725.30000000
        0.709433037564
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31307AW99
        
          
        
        1934267.93000000
        PA
        USD
        1935036.03000000
        0.017622605290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        
        03066EAF1
        
          
        
        6808000.00000000
        PA
        USD
        6697222.95000000
        0.060992412935
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        
        65341KBN5
        
          
        
        8748000.00000000
        PA
        USD
        8688830.28000000
        0.079130219842
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        
        67422AAA4
        
          
        
        4859482.29000000
        PA
        USD
        4846266.93000000
        0.044135534384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.57900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377WAA9
        
          
        
        64181000.00000000
        PA
        USD
        61962410.45000000
        0.564299106193
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elm Trust
        N/A
        
        28924AAB7
        
          
        
        9925000.00000000
        PA
        USD
        9440654.05000000
        0.085977169119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-20
          Fixed
          2.28600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33845AAB3
        
          
        
        8567000.00000000
        PA
        USD
        8189227.85000000
        0.074580280570
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873AAA6
        
          
        
        26754345.85000000
        PA
        USD
        25683476.40000000
        0.233902501068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        
        345329AC0
        
          
        
        89517000.00000000
        PA
        USD
        87043519.97000000
        0.792715779813
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finance of America HECM Buyout
        N/A
        
        31737VAA4
        
          
        
        40215626.84000000
        PA
        USD
        38890381.18000000
        0.354179367458
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-25
          Variable
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XUN9
        
          
        
        32165227.24000000
        PA
        USD
        376609.78000000
        0.003429830451
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-05-16
          Variable
          0.23300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PEE1
        
          
        
        11978000.00000000
        PA
        USD
        11378371.74000000
        0.103624196608
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300UTI4Y2IA4RUP16
        
        64129KBE6
        
          
        
        67786000.00000000
        PA
        USD
        67418260.95000000
        0.613986191287
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          1.16100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit Opportunities CLO LP
        254900FRBH7KBHJT7O18
        
        34961WAC9
        
          
        
        37820000.00000000
        PA
        USD
        37535480.14000000
        0.341840121126
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capstone Acquisition Holdings, Inc.
        N/A
        
        000000000
        
          
        
        2854103.45000000
        PA
        USD
        2850535.82000000
        0.025960171718
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2027-11-12
          Variable
          2.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        
        65341KBT2
        
          
        
        72271000.00000000
        PA
        USD
        72280113.37000000
        0.658263664599
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24703WAD1
        
          
        
        17115000.00000000
        PA
        USD
        16863111.70000000
        0.153574381481
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-23
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AEU86
        
          
        
        611352.28000000
        PA
        USD
        632666.04000000
        0.005761765533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B7RR2
        
          
        
        245118.36000000
        PA
        USD
        248737.26000000
        0.002265280070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MCJL0
        
          
        
        899.84000000
        PA
        USD
        908.95000000
        0.000008277916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EGKG8
        
          
        
        533.68000000
        PA
        USD
        537.60000000
        0.000004895987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398RDH5
        
          
        
        646256.95000000
        PA
        USD
        675420.78000000
        0.006151138080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        
        88161KAB1
        
          
        
        38207000.00000000
        PA
        USD
        37556487.62000000
        0.342031438767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        
        91835TAA4
        
          
        
        26553640.43000000
        PA
        USD
        26022572.93000000
        0.236990693851
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-18
          Floating
          2.11800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96042QAJ9
        
          
        
        16438000.00000000
        PA
        USD
        16188402.12000000
        0.147429720384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        
        380146AC4
        
          
        
        29166000.00000000
        PA
        USD
        28345933.74000000
        0.258149819503
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABJH7
        
          
        
        1767857.42000000
        PA
        USD
        1777844.93000000
        0.016191047082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80286CAC4
        
          
        
        52215000.00000000
        PA
        USD
        50764634.39000000
        0.462319616110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trust
        N/A
        
        10568GAD9
        
          
        
        7550523.55000000
        PA
        USD
        7536342.91000000
        0.068634379088
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        
        42806MBA6
        
          
        
        72329000.00000000
        PA
        USD
        72419411.25000000
        0.659532267105
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        
        92212KAB2
        
          
        
        16435000.00000000
        PA
        USD
        15446171.79000000
        0.140670139717
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96043JAG0
        
          
        
        69723000.00000000
        PA
        USD
        67753213.69000000
        0.617036646078
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MRMJ7
        
          
        
        1053329.04000000
        PA
        USD
        1053021.15000000
        0.009589989954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MEJB8
        
          
        
        22445.67000000
        PA
        USD
        22765.95000000
        0.000207332238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329LC91
        
          
        
        2591590.85000000
        PA
        USD
        2589213.58000000
        0.023580278725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        5493000D71NBEM2WZE67
        
        06760PAC5
        
          
        
        23133896.59000000
        PA
        USD
        23065142.65000000
        0.210057021460
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-20
          Floating
          1.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        262081AE2
        
          
        
        72790000.00000000
        PA
        USD
        69521787.23000000
        0.633143257499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24702VAE2
        
          
        
        50627000.00000000
        PA
        USD
        49137584.04000000
        0.447501873359
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-22
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        
        05492KAC3
        
          
        
        6613000.00000000
        PA
        USD
        6527404.63000000
        0.059445857120
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-08-15
          Floating
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVEST 2020A, LLC
        N/A
        
        90115AAA8
        
          
        
        6393480.01000000
        PA
        USD
        6390218.70000000
        0.058196488396
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        
        38175BAA2
        
          
        
        67200000.00000000
        PA
        USD
        66890745.60000000
        0.609182045704
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-05
          Floating
          1.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BFXS5
        
          
        
        7991127.28000000
        PA
        USD
        7963402.86000000
        0.072523665291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-25
          Fixed
          2.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377BAA5
        
          
        
        10137000.00000000
        PA
        USD
        9951888.24000000
        0.090633040225
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zais Clo 7 llc
        549300XFDOUEB0QTZS87
        
        98887VAA1
        
          
        
        15314220.01000000
        PA
        USD
        15239180.33000000
        0.138785043656
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.53100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MEGQ8
        
          
        
        292854.81000000
        PA
        USD
        298652.72000000
        0.002719866153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BWM7
        
          
        
        49587198.33000000
        PA
        USD
        499496.81000000
        0.004548977378
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-03-16
          Variable
          0.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        635400WBNY8VGBBADK15
        
        88433AAJ8
        
          
        
        8220527.96000000
        PA
        USD
        8220412.87000000
        0.074864286288
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-15
          Floating
          1.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDQ5
        
          
        
        9400000.00000000
        PA
        USD
        9277005.70000000
        0.084486803961
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDT9
        
          
        
        43430000.00000000
        PA
        USD
        42366725.03000000
        0.385838847990
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        5493001KXOX6VRHBB435
        
        87974KAQ7
        
          
        
        2606514.62000000
        PA
        USD
        2605719.63000000
        0.023730601303
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-04-17
          Floating
          1.19100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379Y6T0
        
          
        
        65193510.24000000
        PA
        USD
        2703587.91000000
        0.024621899471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-12-16
          Variable
          0.82200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15674HAA3
        
          
        
        82252000.00000000
        PA
        USD
        82268532.65000000
        0.749229397389
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          2.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        
        74143KAA6
        
          
        
        72218740.69000000
        PA
        USD
        69877322.45000000
        0.636381159405
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        3128CVSX3
        
          
        
        84354.58000000
        PA
        USD
        72768.54000000
        0.000662711824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96042RAD0
        
          
        
        31908000.00000000
        PA
        USD
        30963127.54000000
        0.281984917450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANJIN INTERNATIONAL
        N/A
        
        000000000
        
          
        
        30859000.00000000
        PA
        USD
        30550410.00000000
        0.278226249295
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2022-12-23
          Variable
          5.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL Credit Lake Shore MM CLO I Ltd.
        N/A
        
        510760AA9
        
          
        
        23662000.00000000
        PA
        USD
        23557130.02000000
        0.214537609467
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        
        69362GAA9
        
          
        
        24770700.21000000
        PA
        USD
        24055327.34000000
        0.219074752233
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XR94
        
          
        
        80088552.68000000
        PA
        USD
        2143025.51000000
        0.019516790438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-05-16
          Variable
          0.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96043JAE5
        
          
        
        64905000.00000000
        PA
        USD
        63620504.09000000
        0.579399563910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        
        34533GAF6
        
          
        
        400000.00000000
        PA
        USD
        389214.44000000
        0.003544622602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12553WAA3
        
          
        
        21751116.45000000
        PA
        USD
        21872307.15000000
        0.199193725445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosper Marketplace Issuance Trust
        N/A
        
        000000000
        
          
        
        17526049.92000000
        PA
        USD
        16007821.85000000
        0.145785154200
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2042-03-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12530BAB5
        
          
        
        15406000.00000000
        PA
        USD
        14824149.27000000
        0.135005305997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-10-27
          Variable
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        
        44935FAD6
        
          
        
        29067000.00000000
        PA
        USD
        27961704.07000000
        0.254650593799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trust
        N/A
        
        74113XAD8
        
          
        
        37756000.00000000
        PA
        USD
        36366390.42000000
        0.331193080779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379KV54
        
          
        
        8520522.70000000
        PA
        USD
        228964.34000000
        0.002085205715
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-09-16
          Variable
          0.42200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80287CAE9
        
          
        
        10319000.00000000
        PA
        USD
        9960007.15000000
        0.090706980112
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-20
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89176VAK8
        
          
        
        18341765.82000000
        PA
        USD
        18328574.42000000
        0.166920526297
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        
        000000000
        
          
        
        281860000.00000000
        PA
        USD
        281860000.00000000
        2.566932837449
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.00000000
          2022-04-01
          
            
              284028700.00000000
              USD
              287497312.74000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A0SC2
        
          
        
        4016918.77000000
        PA
        USD
        4166168.59000000
        0.037941797204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        
        05492KAA7
        
          
        
        23921040.65000000
        PA
        USD
        23803277.37000000
        0.216779302916
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-08-15
          Floating
          1.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDY8
        
          
        
        3303000.00000000
        PA
        USD
        3208932.54000000
        0.029224133648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        
        05493JAA9
        
          
        
        21607163.74000000
        PA
        USD
        21302256.41000000
        0.194002204962
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-01-18
          Floating
          1.38800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91822YAA8
        
          
        
        24348092.80000000
        PA
        USD
        23599349.99000000
        0.214922111799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond CLO 2019-1 LLC
        N/A
        
        25257AAL8
        
          
        
        82656.92000000
        PA
        USD
        82648.57000000
        0.000752690443
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-25
          Floating
          1.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        
        40441RAE3
        
          
        
        17858000.00000000
        PA
        USD
        17258526.58000000
        0.157175472235
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-21
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AHYG9
        
          
        
        344077.75000000
        PA
        USD
        348126.86000000
        0.003170433082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300FVY7JUBJ0PIH53
        
        12625FAE6
        
          
        
        11610441.66000000
        PA
        USD
        11629407.32000000
        0.105910407754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Fixed
          3.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        
        05377RCU6
        
          
        
        8580000.00000000
        PA
        USD
        8618091.77000000
        0.078485995744
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund ABS Ltd
        N/A
        
        00090NAA8
        
          
        
        26204000.00000000
        PA
        USD
        26204000.00000000
        0.238642971945
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2032-03-01
          Floating
          2.37200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        262104AE2
        
          
        
        51629000.00000000
        PA
        USD
        49339176.41000000
        0.449337799260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        549300JQX1QYDKIWTG58
        
        15672VAA4
        
          
        
        18629000.00000000
        PA
        USD
        18561805.20000000
        0.169044586994
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Systems, Inc.
        549300NSKGF0SY5SWQ62
        
        03827FAX9
        
          
        
        23269000.00000000
        PA
        USD
        23205010.25000000
        0.211330812474
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2024-09-19
          Variable
          4.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        
        67575NBW2
        
          
        
        78523294.67000000
        PA
        USD
        78523294.67000000
        0.715121065753
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374EAC0
        
          
        
        2050000.00000000
        PA
        USD
        1937280.14000000
        0.017643042669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55818KAV3
        
          
        
        94743534.22000000
        PA
        USD
        94429838.38000000
        0.859983867780
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-23
          Floating
          1.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lake Shore MM CLO IV LLC
        N/A
        
        51075LAA4
        
          
        
        17293000.00000000
        PA
        USD
        17241968.36000000
        0.157024674538
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-10-15
          Floating
          1.31200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        
        46639YAP2
        
          
        
        2731285.37000000
        PA
        USD
        2715868.90000000
        0.024733743921
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          2.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Data Centers Issuer LLC
        N/A
        
        19521UAA1
        
          
        
        32205000.00000000
        PA
        USD
        31083180.69000000
        0.283078255891
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-12-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners TALF LP
        N/A
        
        38177NAA4
        
          
        
        22470988.77000000
        PA
        USD
        22480246.82000000
        0.204730304960
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-02-05
          Floating
          2.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Vehicle Lease Trust
        N/A
        
        09690AAC7
        
          
        
        41858000.00000000
        PA
        USD
        40692166.80000000
        0.370588445277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-26
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AYYL9
        
          
        
        962868.40000000
        PA
        USD
        983970.53000000
        0.008961137673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23344QAC3
        
          
        
        18106000.00000000
        PA
        USD
        17173803.54000000
        0.156403889344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        
        12660DAC1
        
          
        
        19831000.00000000
        PA
        USD
        19829534.49000000
        0.180589949740
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380PLB8
        
          
        
        106269397.85000000
        PA
        USD
        7737708.65000000
        0.070468241042
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-02-16
          Variable
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80286DAC2
        
          
        
        2000000.00000000
        PA
        USD
        1938235.20000000
        0.017651740515
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-20
          Fixed
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        
        35906ABE7
        
          
        
        5925000.00000000
        PA
        USD
        5895375.00000000
        0.053689887449
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        
        65542EAK3
        
          
        
        510172.03000000
        PA
        USD
        510060.71000000
        0.004645184082
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-28
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24703QAC6
        
          
        
        2900000.00000000
        PA
        USD
        2842419.05000000
        0.025886251320
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        
        00217LAA0
        
          
        
        2111655.11000000
        PA
        USD
        2104345.40000000
        0.019164526036
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-09-14
          Floating
          1.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        
        30165JAE6
        
          
        
        41400000.00000000
        PA
        USD
        39682148.40000000
        0.361390086527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96043JAJ4
        
          
        
        69605000.00000000
        PA
        USD
        66841326.51000000
        0.608731980122
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MDE90
        
          
        
        711.62000000
        PA
        USD
        725.84000000
        0.000006610311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        RKWYUSIDZTWNAX1D9U96
        
        29373MAB5
        
          
        
        56875000.00000000
        PA
        USD
        55078904.56000000
        0.501610192172
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A9NL7
        
          
        
        920748.15000000
        PA
        USD
        919903.55000000
        0.008377671999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AGLR1
        
          
        
        866348.92000000
        PA
        USD
        861672.46000000
        0.007847354476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MD6J7
        
          
        
        51080.29000000
        PA
        USD
        51896.28000000
        0.000472625648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackrock DLF VIII-L CLO Trust
        N/A
        
        09262BAA7
        
          
        
        19716721.71000000
        PA
        USD
        19716051.34000000
        0.179556445077
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-04-17
          Floating
          1.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69360XAA4
        
          
        
        25576062.69000000
        PA
        USD
        24670378.50000000
        0.224676096941
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        26253AAC0
        
          
        
        6384000.00000000
        PA
        USD
        6274690.60000000
        0.057144360129
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BE47
        
          
        
        21478519.07000000
        PA
        USD
        383320.69000000
        0.003490947514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-01-16
          Variable
          0.65600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCP RRL ABS I, Ltd
        N/A
        
        92243RAA2
        
          
        
        49232588.44000000
        PA
        USD
        47539479.72000000
        0.432947745577
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2031-10-20
          Fixed
          2.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EMNT4
        
          
        
        22021.90000000
        PA
        USD
        22372.58000000
        0.000203749770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378X2M2
        
          
        
        22700322.77000000
        PA
        USD
        595029.94000000
        0.005419009055
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-01-16
          Variable
          0.55300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379KEL8
        
          
        
        8999163.99000000
        PA
        USD
        166924.59000000
        0.001520202268
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-09-16
          Variable
          0.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55820TAJ7
        
          
        
        81487000.00000000
        PA
        USD
        80916998.44000000
        0.736920813182
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Floating
          1.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Windstream Services, LLC
        549300KT9GVEBYCD2N29
        
        97381JAE3
        
          
        
        13270483.49000000
        PA
        USD
        13154366.76000000
        0.119798396338
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2027-09-21
          Variable
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12526PAA2
        
          
        
        37948631.46000000
        PA
        USD
        37534592.92000000
        0.341832041107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15673EAA1
        
          
        
        70979000.00000000
        PA
        USD
        70993266.78000000
        0.646544198309
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-15
          Floating
          2.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MEA76
        
          
        
        110257.51000000
        PA
        USD
        112330.97000000
        0.001023011621
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acres PLC
        N/A
        
        00103CAA7
        
          
        
        59792000.00000000
        PA
        USD
        59263456.66000000
        0.539719410208
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          1.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380PBP8
        
          
        
        131991325.12000000
        PA
        USD
        9722995.77000000
        0.088548489038
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-03-16
          Variable
          0.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO Ltd
        N/A
        
        000806AJ8
        
          
        
        43972000.00000000
        PA
        USD
        43763792.58000000
        0.398562109788
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-11-18
          Floating
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERA Commercial Mortgage Ltd
        N/A
        
        42704RAA9
        
          
        
        54659000.00000000
        PA
        USD
        53910559.78000000
        0.490969936083
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2038-02-18
          Floating
          1.51800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300Z3WHVYABE20I45
        
        55953RAL5
        
          
        
        9725382.84000000
        PA
        USD
        9696002.46000000
        0.088302657725
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-18
          Floating
          1.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        
        03881CAA9
        
          
        
        54525000.00000000
        PA
        USD
        54173869.91000000
        0.493367933029
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2035-12-15
          Floating
          1.36700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BN62
        
          
        
        45354089.98000000
        PA
        USD
        269122.10000000
        0.002450927253
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-02-16
          Variable
          0.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        
        345329AF3
        
          
        
        21928000.00000000
        PA
        USD
        20957762.75000000
        0.190864859868
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        
        30167JAD6
        
          
        
        94894000.00000000
        PA
        USD
        93508101.60000000
        0.851589500335
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BTC OFFSHORE HOLDINGS FUND
        N/A
        
        000000000
        
          
        
        18000000.00000000
        PA
        USD
        18000000.00000000
        0.163928159632
        Long
        LON
        CORP
        US
        Y
        
        3
        
          2029-10-20
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89176EAA8
        
          
        
        11515863.95000000
        PA
        USD
        11479912.57000000
        0.104548941130
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        
        50117EAC8
        
          
        
        88222000.00000000
        PA
        USD
        86883804.59000000
        0.791261232685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        
        65341KBQ8
        
          
        
        3947000.00000000
        PA
        USD
        3767501.89000000
        0.034311091735
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33844WAE0
        
          
        
        17609000.00000000
        PA
        USD
        16733010.36000000
        0.152389532968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AH7G9
        
          
        
        145487.85000000
        PA
        USD
        147357.94000000
        0.001342006439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BE2Z6
        
          
        
        256769.79000000
        PA
        USD
        257566.08000000
        0.002345685193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COPPER EARNOUT TR
        N/A
        
        21751C209
        
          
        
        69361.00000000
        NS
        USD
        814991.75000000
        0.007422227649
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        N/A
        
        87249FAC8
        
          
        
        3717605.70000000
        PA
        USD
        3715207.84000000
        0.033834843548
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-04-20
          Floating
          1.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80286TAC7
        
          
        
        1084000.00000000
        PA
        USD
        1055376.44000000
        0.009611439862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honda Auto Receivables Owner Trust
        N/A
        
        43815GAC3
        
          
        
        44179000.00000000
        PA
        USD
        42741724.59000000
        0.389254013976
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-21
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380PHG2
        
          
        
        58221081.30000000
        PA
        USD
        4640575.33000000
        0.042262276304
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-01-16
          Variable
          1.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379KAT5
        
          
        
        30343715.13000000
        PA
        USD
        572431.15000000
        0.005213199163
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-01-16
          Variable
          0.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378B2X6
        
          
        
        36657547.38000000
        PA
        USD
        410945.77000000
        0.003742532432
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-11-16
          Variable
          0.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding Ltd
        549300Q8TB5ELPAK8181
        
        40538MAJ7
        
          
        
        1973801.25000000
        PA
        USD
        1973475.57000000
        0.017972678792
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-18
          Floating
          1.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Commercial Mortgage Securities LLC
        N/A
        
        50202KAA4
        
          
        
        9154000.00000000
        PA
        USD
        9093240.33000000
        0.082813230688
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-12-13
          Floating
          1.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        26253WAC2
        
          
        
        13540000.00000000
        PA
        USD
        13129262.75000000
        0.119569771107
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        
        80286EAE6
        
          
        
        33202000.00000000
        PA
        USD
        32514758.44000000
        0.296115806220
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        
        69120VAE1
        
          
        
        38832000.00000000
        PA
        USD
        37351487.28000000
        0.340164476075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900N8RLNFSYP97206
        
        94949RAS6
        
          
        
        14220944.87000000
        PA
        USD
        14190583.15000000
        0.129235343327
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-04-20
          Floating
          1.16400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XRJ2
        
          
        
        8110557.61000000
        PA
        USD
        203900.23000000
        0.001856943858
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-04-16
          Variable
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        
        03880RAA7
        
          
        
        59062000.00000000
        PA
        USD
        58526030.07000000
        0.533003577777
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-11-15
          Floating
          1.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80287CAD1
        
          
        
        18847000.00000000
        PA
        USD
        18261951.43000000
        0.166313782734
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-20
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MEXC0
        
          
        
        587346.79000000
        PA
        USD
        601649.04000000
        0.005479289992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EL4T7
        
          
        
        18363.66000000
        PA
        USD
        18860.07000000
        0.000171760920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        
        03880XAA4
        
          
        
        57822000.00000000
        PA
        USD
        57519377.00000000
        0.523835867490
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington CLO LTD
        25490064KF1PM0300Z69
        
        28853RAL3
        
          
        
        26441252.28000000
        PA
        USD
        26422161.70000000
        0.240629796722
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374YAB8
        
          
        
        79433000.00000000
        PA
        USD
        76904893.85000000
        0.700382095310
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit Opportunities CLO LP
        2549008RD44HDM6DNP14
        
        34961JAY0
        
          
        
        118776000.00000000
        PA
        USD
        117990890.64000000
        1.074557197558
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-15
          Floating
          1.67200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        
        78448YAA9
        
          
        
        1879901.66000000
        PA
        USD
        1878438.16000000
        0.017107161697
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Floating
          0.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378N5W9
        
          
        
        14461648.43000000
        PA
        USD
        201481.13000000
        0.001834912824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-16
          Variable
          0.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parliament Funding II Ltd
        N/A
        
        70163QAE8
        
          
        
        40598000.00000000
        PA
        USD
        40406864.62000000
        0.367990164093
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        2549001DWK2615D9KR84
        
        36265MAD7
        
          
        
        43831000.00000000
        PA
        USD
        43126499.95000000
        0.392758209344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-20
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A7VZ0
        
          
        
        391561.30000000
        PA
        USD
        403514.26000000
        0.003674852779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31282YDA4
        
          
        
        81224.54000000
        PA
        USD
        16631.28000000
        0.000151463062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XGD7
        
          
        
        19479952.89000000
        PA
        USD
        325687.28000000
        0.002966073134
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-01-16
          Variable
          0.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDH1
        
          
        
        626444000.00000000
        PA
        USD
        598590420.43000000
        5.451434777494
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AAQ22
        
          
        
        5539551.51000000
        PA
        USD
        5775919.74000000
        0.052601994064
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12553HAA6
        
          
        
        4331510.42000000
        PA
        USD
        4323730.59000000
        0.039376733242
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12529LAA8
        
          
        
        11109312.55000000
        PA
        USD
        11024770.68000000
        0.100403909330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-12-26
          Variable
          0.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Financial Equipment LLC
        N/A
        
        92888EAC7
        
          
        
        2370000.00000000
        PA
        USD
        2335354.39000000
        0.021268352624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        
        46644UBB3
        
          
        
        4581169.91000000
        PA
        USD
        4609360.14000000
        0.041977995824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          3.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825XAC2
        
          
        
        2897689.31000000
        PA
        USD
        2897314.93000000
        0.026386194686
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ELQJ5
        
          
        
        92090.75000000
        PA
        USD
        93525.20000000
        0.000851745217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23344QAB5
        
          
        
        20559000.00000000
        PA
        USD
        19840411.55000000
        0.180689008430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XV Ltd
        549300VYCI9AZ4NZBX86
        
        67590EBG8
        
          
        
        108749000.00000000
        PA
        USD
        108317483.97000000
        0.986460322403
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-19
          Floating
          1.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        549300U8RSYT04O8Z019
        
        15673YAN9
        
          
        
        10764000.00000000
        PA
        USD
        10723796.46000000
        0.097662900998
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boart Longyear Group Ltd
        549300GTMW4DNIWH3044
        
        000000000
        
          
        
        43018605.00000000
        NS
        
        78867539.07000000
        0.718256140806
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        262081AC6
        
          
        
        36396000.00000000
        PA
        USD
        35626275.55000000
        0.324452765860
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A10 Securitization
        N/A
        
        04681EAC1
        
          
        
        12705000.00000000
        PA
        USD
        12705000.00000000
        0.115705959340
        Long
        ABS-CBDO
        CORP
        US
        N
        
        3
        
          2038-10-01
          Fixed
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69360HAA9
        
          
        
        32417635.28000000
        PA
        USD
        31420951.84000000
        0.286154378280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heartland Dental, LLC
        5493008FRC0GRKBN1075
        
        42236WAQ0
        
          
        
        38799572.45000000
        PA
        USD
        38436020.46000000
        0.350041449867
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2025-04-30
          Variable
          4.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89176LAA2
        
          
        
        17592244.68000000
        PA
        USD
        17654932.88000000
        0.160785591969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        
        345329AD8
        
          
        
        55829000.00000000
        PA
        USD
        53907795.70000000
        0.490944763275
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COPPER PPTY CTL PASS THRU TR
        N/A
        
        217519107
        
          
        
        520208.00000000
        NS
        USD
        8193276.00000000
        0.074617147557
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        
        05609GAA6
        
          
        
        62883000.00000000
        PA
        USD
        62521177.51000000
        0.569387864849
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Floating
          1.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        02530TAE1
        
          
        
        36195000.00000000
        PA
        USD
        34780579.03000000
        0.316750906186
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-14
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL Credit Lake Shore MM CLO I Ltd.
        N/A
        
        510760AJ0
        
          
        
        11083000.00000000
        PA
        USD
        10524527.63000000
        0.095848135855
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage Trust
        N/A
        
        78486BAA2
        
          
        
        33755000.00000000
        PA
        USD
        33480673.12000000
        0.304912507101
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-04-18
          Floating
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        
        80285VAE9
        
          
        
        63342000.00000000
        PA
        USD
        60458589.82000000
        0.550603631288
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Donlen Fleet Lease Funding
        549300ZWUQETU54FDP26
        
        257812AD9
        
          
        
        55571173.59000000
        PA
        USD
        54534076.56000000
        0.496648378208
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-12-11
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379UD37
        
          
        
        91102073.19000000
        PA
        USD
        4220431.08000000
        0.038435972211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-09-16
          Variable
          0.97900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        
        80285VAD1
        
          
        
        97273000.00000000
        PA
        USD
        94006193.30000000
        0.856125681208
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        
        14315VAE2
        
          
        
        14689000.00000000
        PA
        USD
        14566868.31000000
        0.132662217426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15674EAA0
        
          
        
        45931000.00000000
        PA
        USD
        45831375.66000000
        0.417391836965
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-15
          Floating
          1.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Vehicle Lease Trust
        N/A
        
        05601XAD1
        
          
        
        30512000.00000000
        PA
        USD
        29399855.91000000
        0.267748015155
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-27
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44891WAD1
        
          
        
        35890000.00000000
        PA
        USD
        34906240.74000000
        0.317895322455
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        
        87276VAA3
        
          
        
        9738481.85000000
        PA
        USD
        9714256.40000000
        0.088468898547
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300A6M3BR8FZNXO79
        
        92329VAS1
        
          
        
        22537746.92000000
        PA
        USD
        22513676.61000000
        0.205034754069
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379UQY5
        
          
        
        32151354.57000000
        PA
        USD
        940179.56000000
        0.008562328055
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-01-16
          Variable
          0.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        
        40441RAC7
        
          
        
        65430000.00000000
        PA
        USD
        63634162.42000000
        0.579523951960
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-21
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873BAA4
        
          
        
        29797642.49000000
        PA
        USD
        29141635.47000000
        0.265396370627
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFRV5
        
          
        
        56784671.64000000
        PA
        USD
        56768073.48000000
        0.516993656193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHI Group Inc/DE
        5493002853B5XXHLIP12
        
        69360B104
        
          
        
        3806420.00000000
        NS
        USD
        58238226.00000000
        0.530382511581
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        
        361886CD4
        
          
        
        30866000.00000000
        PA
        USD
        30892124.98000000
        0.281338288617
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BEWG5
        
          
        
        2308638.67000000
        PA
        USD
        2405236.96000000
        0.021904781574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saranac CLO LTD
        5493000LWP4BVD5LGS13
        
        803169AN1
        
          
        
        25900432.93000000
        PA
        USD
        25822938.83000000
        0.235172602150
        Long
        ABS-CBDO
        CORP
        JE
        N
        
        2
        
          2030-06-22
          Floating
          2.53400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        
        03881EAA5
        
          
        
        45859000.00000000
        PA
        USD
        45323600.76000000
        0.412767470028
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-05-15
          Floating
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PEG6
        
          
        
        21651000.00000000
        PA
        USD
        21221086.92000000
        0.193262984677
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BSK6
        
          
        
        2192669.54000000
        PA
        USD
        469.67000000
        0.000004277341
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-04-16
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AWQL4
        
          
        
        808755.33000000
        PA
        USD
        811343.27000000
        0.007389000504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BED7
        
          
        
        19166378.92000000
        PA
        USD
        20521.44000000
        0.000186891216
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-16
          Variable
          0.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96042WAF4
        
          
        
        52910000.00000000
        PA
        USD
        52299180.51000000
        0.476294911739
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23345YAE1
        
          
        
        18926000.00000000
        PA
        USD
        18605826.97000000
        0.169445498535
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AMSD0
        
          
        
        830565.94000000
        PA
        USD
        851218.38000000
        0.007752147915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encina Equipment Finance
        N/A
        
        29253EAB8
        
          
        
        23299000.00000000
        PA
        USD
        22966718.98000000
        0.209160665288
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        
        12511EAC0
        
          
        
        52397000.00000000
        PA
        USD
        50994987.27000000
        0.464417467426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        
        40441RAD5
        
          
        
        26862000.00000000
        PA
        USD
        26084938.75000000
        0.237558666856
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-21
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        254900B0583OW8RQ8N33
        
        55820RAJ1
        
          
        
        74465000.00000000
        PA
        USD
        74228275.77000000
        0.676005813316
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-25
          Floating
          1.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage Trust
        N/A
        
        75574YAA1
        
          
        
        24440441.79000000
        PA
        USD
        24358463.66000000
        0.221835451070
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-04-25
          Floating
          1.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MDY98
        
          
        
        20195.57000000
        PA
        USD
        20595.47000000
        0.000187565416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFQE4
        
          
        
        6539022.54000000
        PA
        USD
        6537111.18000000
        0.059534255836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Auto Loan Enhanced Trust
        N/A
        
        92868KAC7
        
          
        
        52430000.00000000
        PA
        USD
        50639636.09000000
        0.461181241594
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-22
          Fixed
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        
        69701YAA0
        
          
        
        50429299.17000000
        PA
        USD
        50366312.98000000
        0.458692055238
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24704GAF0
        
          
        
        5444000.00000000
        PA
        USD
        5394336.02000000
        0.049126865344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-23
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2021-FL2 Ltd
        54930083ELM2GCMVTQ91
        
        48275RAA5
        
          
        
        19179000.00000000
        PA
        USD
        18855099.29000000
        0.171715651461
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-02-15
          Floating
          1.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PED3
        
          
        
        52919000.00000000
        PA
        USD
        49739499.47000000
        0.452983589398
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80286TAF0
        
          
        
        1886000.00000000
        PA
        USD
        1813827.31000000
        0.016518742934
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PEF8
        
          
        
        105379000.00000000
        PA
        USD
        103265613.62000000
        0.940452333004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFRQ6
        
          
        
        65521652.24000000
        PA
        USD
        65502500.26000000
        0.596539128831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378KQ69
        
          
        
        9488630.02000000
        PA
        USD
        129721.91000000
        0.001181392998
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-10-16
          Variable
          0.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XJ85
        
          
        
        72996122.10000000
        PA
        USD
        1760009.50000000
        0.016028617681
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-04-16
          Variable
          0.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Trust
        N/A
        
        32057JAA1
        
          
        
        100368630.84000000
        PA
        USD
        98051390.15000000
        0.892965774262
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44891TAD8
        
          
        
        10288000.00000000
        PA
        USD
        10079434.46000000
        0.091794618953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300VQTTD2PAP2Y421
        
        50188WAE8
        
          
        
        3385168.81000000
        PA
        USD
        3375301.04000000
        0.030739271538
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          1.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        02530TAC5
        
          
        
        9955000.00000000
        PA
        USD
        9693810.67000000
        0.088282696831
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-13
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acres PLC
        N/A
        
        00500JAA1
        
          
        
        13444000.00000000
        PA
        USD
        13374810.45000000
        0.121806003472
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-01-15
          Floating
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock CLO Ltd
        N/A
        
        69120WAA7
        
          
        
        66692000.00000000
        PA
        USD
        66385683.64000000
        0.604582385837
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-06-21
          Floating
          1.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDERMOTT SUPER SENIOR EXIT LC
        N/A
        
        000000000
        
          
        
        16770000.00000000
        PA
        USD
        13499850.00000000
        0.122944753656
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2024-06-30
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MECH2
        
          
        
        128344.97000000
        PA
        USD
        131095.38000000
        0.001193901354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        
        741391AB2
        
          
        
        57407416.93000000
        PA
        USD
        55597923.67000000
        0.506336961479
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-10-27
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872BAA4
        
          
        
        13812399.63000000
        PA
        USD
        13837141.78000000
        0.126016510365
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          3.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        025286AC9
        
          
        
        40171000.00000000
        PA
        USD
        38795038.81000000
        0.353311073055
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31307NT79
        
          
        
        102837967.70000000
        PA
        USD
        102814530.93000000
        0.936344268825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        
        14315FAG2
        
          
        
        1064000.00000000
        PA
        USD
        1020782.77000000
        0.009296391159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        025291AC9
        
          
        
        55165000.00000000
        PA
        USD
        53823674.06000000
        0.490178657407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ENQV4
        
          
        
        5543.53000000
        PA
        USD
        5627.85000000
        0.000051253505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38380PAD6
        
          
        
        44054440.17000000
        PA
        USD
        3652637.34000000
        0.033265006497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-11-16
          Variable
          1.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300WANFF5OIMC3D47
        
        92348AAC9
        
          
        
        42152000.00000000
        PA
        USD
        42004910.60000000
        0.382543760566
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-22
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        
        02530WAC8
        
          
        
        22408000.00000000
        PA
        USD
        21935867.92000000
        0.199772581004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-14
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PEB7
        
          
        
        5986000.00000000
        PA
        USD
        5714666.59000000
        0.052044154278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        
        741386AA4
        
          
        
        32540094.66000000
        PA
        USD
        31214876.53000000
        0.284277625707
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-06-27
          Variable
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        
        704100AB2
        
          
        
        21232000.00000000
        PA
        USD
        20577636.13000000
        0.187403001132
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Mt. Adams CLO IX LP
        N/A
        
        09261TAA9
        
          
        
        31531000.00000000
        PA
        USD
        31422407.24000000
        0.286167632782
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-09-22
          Floating
          2.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241KRA8
        
          
        
        49577.68000000
        PA
        USD
        50209.77000000
        0.000457266399
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO X LP
        N/A
        
        000848AA9
        
          
        
        19397000.00000000
        PA
        USD
        19399482.82000000
        0.176673417583
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91790CAA4
        
          
        
        6090368.75000000
        PA
        USD
        5919967.54000000
        0.053913854662
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-26
          Variable
          2.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        
        87277JAA9
        
          
        
        37857000.00000000
        PA
        USD
        37872759.87000000
        0.344911768094
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-02-15
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Owner Trust
        N/A
        
        47787JAC2
        
          
        
        39342000.00000000
        PA
        USD
        38792156.21000000
        0.353284820871
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners Funding
        N/A
        
        38178XAA1
        
          
        
        95445000.00000000
        PA
        USD
        90372289.14000000
        0.823031280029
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2029-10-19
          Fixed
          2.94400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378XTL5
        
          
        
        45720807.86000000
        PA
        USD
        1060869.05000000
        0.009661461720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-04-16
          Variable
          0.41600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential AP Advance Receivables Trust
        N/A
        
        64831JAA7
        
          
        
        21590000.00000000
        PA
        USD
        21211026.41000000
        0.193171362406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-16
          Fixed
          1.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378KEX3
        
          
        
        23796504.63000000
        PA
        USD
        88939.44000000
        0.000809982150
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-12-16
          Variable
          0.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15674UAA4
        
          
        
        78117635.27000000
        PA
        USD
        78006786.35000000
        0.710417162512
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-11-22
          Floating
          1.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        
        00217FAB1
        
          
        
        25430000.00000000
        PA
        USD
        25000728.89000000
        0.227684637578
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        262081AD4
        
          
        
        72790000.00000000
        PA
        USD
        70386022.90000000
        0.641013955437
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44891WAC3
        
          
        
        59677000.00000000
        PA
        USD
        58233843.04000000
        0.530342595438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        
        85022WAP9
        
          
        
        23659516.42000000
        PA
        USD
        23333353.42000000
        0.212499649122
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIC Funding, LLC
        N/A
        
        30260GAA4
        
          
        
        11820501.31000000
        PA
        USD
        11699609.50000000
        0.106549747430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        
        00489TAA4
        
          
        
        13879936.11000000
        PA
        USD
        13778337.75000000
        0.125480975008
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-12-18
          Floating
          1.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gracie Point International Funding
        N/A
        
        38411EAA0
        
          
        
        23485280.07000000
        PA
        USD
        23478056.00000000
        0.213817472879
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2023-11-01
          Floating
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mediaco TL 11/24 Var
        N/A
        
        000000000
        
          
        
        11758659.32000000
        PA
        USD
        10935553.17000000
        0.099591394762
        Long
        LON
        CORP
        US
        Y
        
        3
        
          2024-11-25
          Variable
          9.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393DJR3
        
          
        
        226003.75000000
        PA
        USD
        40163.26000000
        0.000365771627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        
        12657WAC4
        
          
        
        2000000.00000000
        PA
        USD
        1938085.20000000
        0.017650374447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        
        380144AE5
        
          
        
        4991000.00000000
        PA
        USD
        4833891.80000000
        0.044022832591
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-20
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shelter Growth CRE
        N/A
        
        822866AA7
        
          
        
        16771354.08000000
        PA
        USD
        16593363.05000000
        0.151117748161
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-09-15
          Floating
          1.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        91835DAA9
        
          
        
        22180188.99000000
        PA
        USD
        21421471.27000000
        0.195087908995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A10 Securitization
        N/A
        
        66981EAA1
        
          
        
        12034518.66000000
        PA
        USD
        12019051.90000000
        0.109458947694
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          2.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23345EAC9
        
          
        
        10619000.00000000
        PA
        USD
        10394111.88000000
        0.094660423972
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        
        345329AE6
        
          
        
        22156000.00000000
        PA
        USD
        21433907.16000000
        0.195201164137
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        
        80286EAD8
        
          
        
        99413000.00000000
        PA
        USD
        97582955.79000000
        0.888699686343
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polyconcept Investments B.V.
        549300WD5JEKCROPPM83
        
        73172NAB4
        
          
        
        24360854.54000000
        PA
        USD
        24178148.13000000
        0.220193295904
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2023-08-16
          Variable
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        2549001DWK2615D9KR84
        
        36265MAE5
        
          
        
        12446000.00000000
        PA
        USD
        12240338.56000000
        0.111474231856
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-20
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parliament CLO Ltd
        5493009BTB3REE8RVW84
        
        701631AA1
        
          
        
        40733000.00000000
        PA
        USD
        40352716.71000000
        0.367497032580
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avery Point CLO Ltd
        N/A
        
        05363LBC6
        
          
        
        21069325.84000000
        PA
        USD
        20954181.97000000
        0.190832249275
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-08-05
          Floating
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        
        98163HAC3
        
          
        
        52776000.00000000
        PA
        USD
        51289373.97000000
        0.467098482423
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379KYD4
        
          
        
        2195558.65000000
        PA
        USD
        62760.26000000
        0.000571565217
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-10-16
          Variable
          0.41300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LA28
        
          
        
        15441.78000000
        PA
        USD
        15698.99000000
        0.000142972585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDX0
        
          
        
        63808000.00000000
        PA
        USD
        61096753.41000000
        0.556415463668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        
        30165JAD8
        
          
        
        42765000.00000000
        PA
        USD
        41745426.81000000
        0.380180610558
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418NBV1
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24702VAJ1
        
          
        
        11180000.00000000
        PA
        USD
        10707348.73000000
        0.097513109547
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-22
          Fixed
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        
        98163CAH3
        
          
        
        3415000.00000000
        PA
        USD
        3290446.41000000
        0.029966490242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980MAC5
        
          
        
        12271055.97000000
        PA
        USD
        12221755.78000000
        0.111304996249
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379K3S5
        
          
        
        47392319.96000000
        PA
        USD
        959376.95000000
        0.008737160989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-07-16
          Variable
          0.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAW0
        
          
        
        59168506.05000000
        PA
        USD
        58379789.86000000
        0.531671750638
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2024-11-03
          Variable
          3.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corporation
        549300I1YCI83LUUYL82
        
        00176JAT3
        
          
        
        64521535.58000000
        PA
        USD
        64475144.60000000
        0.587182877574
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-14
          Floating
          1.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        2549001DWK2615D9KR84
        
        36265MAC9
        
          
        
        91758000.00000000
        PA
        USD
        90637010.87000000
        0.825442132585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24703WAE9
        
          
        
        17567000.00000000
        PA
        USD
        17310398.83000000
        0.157647879039
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-23
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44891TAE6
        
          
        
        3663000.00000000
        PA
        USD
        3584441.10000000
        0.032643935157
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCP CLO II Ltd
        N/A
        
        91824DAA2
        
          
        
        101155000.00000000
        PA
        USD
        101106142.14000000
        0.920785767143
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.91100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        
        24703WAC3
        
          
        
        110213000.00000000
        PA
        USD
        108848298.55000000
        0.991294514470
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-23
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4GL4
        
          
        
        3413568.03000000
        PA
        USD
        3510385.01000000
        0.031969497460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MD6E8
        
          
        
        429964.75000000
        PA
        USD
        441513.17000000
        0.004020913411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        
        69335PDZ5
        
          
        
        42758000.00000000
        PA
        USD
        40514453.53000000
        0.368969989205
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        
        05601GAA4
        
          
        
        753683.09000000
        PA
        USD
        744831.61000000
        0.006783270836
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-15
          Floating
          1.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trust
        N/A
        
        74113XAE6
        
          
        
        13545000.00000000
        PA
        USD
        12880594.72000000
        0.117305121523
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69362QAA7
        
          
        
        39547237.41000000
        PA
        USD
        37844246.36000000
        0.344652092138
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-11-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIOM GLOBAL INC
        549300W2I02HCGWMMJ20
        
        05464KAC7
        
          
        
        23072142.49000000
        PA
        USD
        22437658.57000000
        0.204342448658
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69359UAA3
        
          
        
        23609692.48000000
        PA
        USD
        22808176.47000000
        0.207716799628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-03-25
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        
        69120VAJ0
        
          
        
        45959000.00000000
        PA
        USD
        45857710.96000000
        0.417631675702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodmont Trust
        N/A
        
        97988UAY1
        
          
        
        16952000.00000000
        PA
        USD
        16895312.51000000
        0.153867638121
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175VAA1
        
          
        
        31468403.29000000
        PA
        USD
        31331597.55000000
        0.285340618040
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        
        30167JAE4
        
          
        
        49707000.00000000
        PA
        USD
        48621235.09000000
        0.442799421520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        
        14317CAC6
        
          
        
        61620000.00000000
        PA
        USD
        59652978.68000000
        0.543266833979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Financing
        N/A
        
        69120LAA1
        
          
        
        85004000.00000000
        PA
        USD
        84756978.38000000
        0.771891971214
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-15
          Floating
          3.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Auto Lease Trust
        N/A
        
        65480DAC7
        
          
        
        68261000.00000000
        PA
        USD
        66540085.58000000
        0.605988542829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        
        96042RAE8
        
          
        
        50584000.00000000
        PA
        USD
        48438413.88000000
        0.441134446826
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398MED4
        
          
        
        147.16000000
        PA
        USD
        3.04000000
        0.000000027685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        
        362590AF8
        
          
        
        2760000.00000000
        PA
        USD
        2688528.42000000
        0.024484750889
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-16
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        
        345286AC2
        
          
        
        33165000.00000000
        PA
        USD
        32321584.20000000
        0.294356545240
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners Funding
        N/A
        
        38178HAA6
        
          
        
        56366000.00000000
        PA
        USD
        53773164.00000000
        0.489718656230
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Fixed
          2.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitization Trust
        N/A
        
        44891VAD3
        
          
        
        2176000.00000000
        PA
        USD
        2111710.30000000
        0.019231599064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 35 LTD
        549300EBYXJ9QVMC7X31
        
        67591TAA8
        
          
        
        44563000.00000000
        PA
        USD
        44405246.98000000
        0.404403911970
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elm Trust
        N/A
        
        289338AB1
        
          
        
        11435000.00000000
        PA
        USD
        10941783.29000000
        0.099648133212
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Fixed
          2.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund ABS Ltd
        N/A
        
        00090TAA5
        
          
        
        37774000.00000000
        PA
        USD
        35793131.44000000
        0.325972342469
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2030-12-20
          Fixed
          3.19900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monroe Capital ABS Funding LTD
        N/A
        
        610331AA8
        
          
        
        45379000.00000000
        PA
        USD
        42922498.59000000
        0.390900344483
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2031-04-22
          Fixed
          2.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinstar Funding, LLC
        N/A
        
        19260MAA4
        
          
        
        12216765.00000000
        PA
        USD
        12209921.17000000
        0.111197217036
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-04-25
          Fixed
          5.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDZ1
        
          
        
        460494000.00000000
        PA
        USD
        447691069.52000000
        4.077176283913
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        
        62942QDB6
        
          
        
        15151200.00000000
        PA
        USD
        15070235.02000000
        0.137246438447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23344GAE1
        
          
        
        3462000.00000000
        PA
        USD
        3348168.40000000
        0.030492171330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capstone Acquisition Holdings, Inc.
        N/A
        
        000000000
        
          
        
        18772101.70000000
        PA
        USD
        18748636.57000000
        0.170746082696
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2027-11-12
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EGQZ0
        
          
        
        11376.12000000
        PA
        USD
        11664.64000000
        0.000106231275
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-27
      FPA NEW INCOME INC
      Lake Setzler
      Lake Setzler
      Treasurer