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      Virtus Opportunities Trust
      811-07455
      0001005020
      549300O4C4QVD88M4N75
      101 Munson Street
      Greenfield
      
      01301-9668
      800-243-1574
      Virtus Newfleet Multi-Sector Short Term Bond Fund
      S000018008
      54930019MXE721TIBN19
      2022-09-30
      2022-03-31
      N
    
    
      6250967478.65
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          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
      
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        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2019-A-GS
        20268CAA6
        
          
        
        4574903.67000000
        PA
        USD
        4519431.59000000
        0.073699278850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-25
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAF6
        
          
          
        
        1190000.00000000
        PA
        USD
        1178100.00000000
        0.019211513369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2015-SFR1
        02666AAA6
        
          
          
        
        10627490.68000000
        PA
        USD
        10547891.84000000
        0.172006591208
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          3.46700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust 2021-KDIP
        48254CAL9
        
          
        
        1676250.00000000
        PA
        USD
        1638349.48000000
        0.026716894099
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.39657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        OASIS 2020-2 LLC
        67421AAA5
        
          
        
        698992.25000000
        PA
        USD
        699173.36000000
        0.011401560438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.26240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        Avant Credit Card Master Trust
        05351KAA7
        
          
        
        4270000.00000000
        PA
        USD
        4058096.55000000
        0.066176195674
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        N/A
        GoldentTree Loan Management US CLO 1 Ltd
        38138JAC7
        
          
        
        18315000.00000000
        PA
        USD
        18133681.50000000
        0.295709587109
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          1.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        59408UAB3
        
          
          
        
        6729150.00000000
        PA
        USD
        6298282.53000000
        0.102707358483
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-15
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414BAF3
        
          
          
        
        8336324.35290000
        PA
        USD
        8193022.94000000
        0.133605270984
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-01
          Floating
          1.98060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
          
        
        4191000.00000000
        PA
        USD
        4323728.01000000
        0.070507901255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-RT1
        07332BAA7
        
          
        
        1018602.40000000
        PA
        USD
        1006400.56000000
        0.016411576108
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-28
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2022-1
        042855AL0
        
          
        
        4252000.00000000
        PA
        USD
        4081780.11000000
        0.066562408245
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-12-25
          Variable
          3.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX MIDSTREAM SERVICES
        254900YYHRDANYFAHC43
        Oryx Midstream Services Permian Basin LLC
        68764JAB7
        
          
          
        
        8485000.00000000
        PA
        USD
        8408125.90000000
        0.137112998165
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-05
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A5N32
        
          
        
        1683636.47000000
        PA
        USD
        1760895.58000000
        0.028715277970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
          
        
        590000.00000000
        PA
        USD
        587787.50000000
        0.009585168843
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        03852JAS0
        
          
          
        
        4656113.98540000
        PA
        USD
        4586272.28000000
        0.074789263409
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-06
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Automobile Receivables Trust 2020-1
        92511FAB1
        
          
        
        14083630.54000000
        PA
        USD
        14080574.39000000
        0.229614755234
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Velocity Commercial Capital Lo
        N/A
        Velocity Commercial Capital Loan Trust 2020-1
        92259LAB4
        
          
        
        8171962.66000000
        PA
        USD
        8095580.14000000
        0.132016251669
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAF3
        
          
          
        
        6230000.00000000
        PA
        USD
        5996375.00000000
        0.097784091741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2019-2
        30167LAJ8
        
          
        
        16905000.00000000
        PA
        USD
        16992405.61000000
        0.277098571899
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RCQ5
        
          
        
        2260000.00000000
        PA
        USD
        2266772.54000000
        0.036964715183
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Asset Funding, LLC
        N/A
        Towd Point HE Trust 2021- HE1
        89180DAC0
        
          
        
        2757924.59000000
        PA
        USD
        2717353.86000000
        0.044312435286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-02-25
          Variable
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tidewater Auto Receivables Tru
        N/A
        Tidewater Auto Receivables Trust 2020-A
        88641WAD1
        
          
        
        10470000.00000000
        PA
        USD
        10412007.72000000
        0.169790701565
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-A
        63942BAA2
        
          
        
        3217479.85000000
        PA
        USD
        3071886.96000000
        0.050093877770
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2019-1
        67576TAA7
        
          
        
        395898.02000000
        PA
        USD
        396351.64000000
        0.006463385816
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGGZ1
        
          
        
        2312069.60000000
        PA
        USD
        2406987.41000000
        0.039251227236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTCOMMUNICATIONS INC
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
          
        
        212906.00000000
        PA
        USD
        220134.16000000
        0.003589771970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        CCG Receivables Trust 2019-2
        12510FAC8
        
          
        
        8620000.00000000
        PA
        USD
        8609895.64000000
        0.140403297849
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Corp
        16163YAC8
        
          
        
        5467110.27000000
        PA
        USD
        5348643.46000000
        0.087221403395
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BT2
        
          
          
        
        11290000.00000000
        PA
        USD
        11597643.36000000
        0.189125100130
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Tr
        N/A
        Avid Automobile Receivables Trust 2019-1
        05369DAC9
        
          
        
        3180000.00000000
        PA
        USD
        3185250.82000000
        0.051942525009
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2020-6 LLC
        693587AA5
        
          
        
        13055455.86000000
        PA
        USD
        12702166.09000000
        0.207136774177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-11-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2014-1
        64828AAA1
        
          
          
        
        4479836.39000000
        PA
        USD
        4481252.91000000
        0.073076691445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX LTD
        549300EAQH74YHD07T53
        Flex Ltd
        33938XAC9
        
          
          
        
        11130000.00000000
        PA
        USD
        11128640.14000000
        0.181476970403
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK INC
        549300OHIIUWSTIZME52
        Block Inc
        852234AL7
        
          
          
        
        8735000.00000000
        PA
        USD
        8256496.70000000
        0.134640350340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2020-1
        31574PAA3
        
          
        
        2758266.25000000
        PA
        USD
        2742087.09000000
        0.044715765036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          2.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        84 LUMBER CO
        5493002K0S5LHQ16U436
        84 Lumber Co
        28248CAH9
        
          
          
        
        9407431.57930000
        PA
        USD
        9320412.84000000
        0.151989844566
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-13
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FINANCE
        549300406TN7EY0NPH20
        Hilton Worldwide Finance LLC
        43289DAH6
        
          
          
        
        12796189.81000000
        PA
        USD
        12650697.13000000
        0.206297459506
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-21
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DJF8
        
          
          
        
        63597.85000000
        PA
        USD
        70296.41000000
        0.001146337679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410KJX3
        
          
        
        40118.09000000
        PA
        USD
        44814.29000000
        0.000730795629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAC2
        
          
        
        6948000.00000000
        PA
        USD
        6672058.10000000
        0.108802591791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78466YAN8
        
          
          
        
        3373050.00000000
        PA
        USD
        3328087.24000000
        0.054271787204
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABD6
        
          
          
        
        6265000.00000000
        PA
        USD
        6301620.87000000
        0.102761797464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARDWALK PIPELINES LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AD0
        
          
          
        
        12645000.00000000
        PA
        USD
        13059142.97000000
        0.212958067872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY IN
        549300KH0PNTJK9NTE57
        Retail Opportunity Investments Partnership LP
        76132FAA5
        
          
          
        
        10874000.00000000
        PA
        USD
        11082383.03000000
        0.180722646418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAA7
        
          
        
        2007501.77000000
        PA
        USD
        1982014.93000000
        0.032321115631
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2021-1
        25273CAA8
        
          
        
        2275316.05000000
        PA
        USD
        2189365.99000000
        0.035702431022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBM5
        
          
          
        
        9755000.00000000
        PA
        USD
        9194087.50000000
        0.149929831869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AF6
        
          
        
        6625750.00000000
        PA
        USD
        6565334.42000000
        0.107062227301
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2020-1R Mortgage Loan Trust
        12597VAA3
        
          
        
        1196706.40000000
        PA
        USD
        1184640.49000000
        0.019318170453
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          1.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Tr
        N/A
        Avid Automobile Receivables Trust 2021-1
        05369LAD9
        
          
        
        3200000.00000000
        PA
        USD
        3046214.40000000
        0.049675230177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FING CORP V
        N/A
        Tobacco Settlement Financing Corp/VA
        88880NAT6
        
          
          
        
        4345000.00000000
        PA
        USD
        4406587.77000000
        0.071859112008
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          6.70600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Trust 2015-1
        46643UDJ5
        
          
        
        1825358.81000000
        PA
        USD
        1845247.37000000
        0.030090819555
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-12-25
          Variable
          2.09863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2020-1
        14368RAC1
        
          
        
        1618643.51000000
        PA
        USD
        1619384.04000000
        0.026407620859
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        Office Properties Income Trust
        38376AAB9
        
          
          
        
        7345000.00000000
        PA
        USD
        7360399.75000000
        0.120027517359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEDGWICK CMS INC
        549300BIN4DWJG5VWF64
        Sedgwick Claims Management Services Inc
        81527CAM9
        
          
          
        
        12808491.43720000
        PA
        USD
        12708457.12000000
        0.207239363267
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-03
          Floating
          4.19710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300INEWFFGID70G60
        Amur Equipment Finance Receivables IX LLC
        03237KAD6
        
          
        
        4945000.00000000
        PA
        USD
        4720569.20000000
        0.076979270263
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-1W LLC
        55389TAB7
        
          
        
        2977618.23000000
        PA
        USD
        2809333.67000000
        0.045812368525
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        6175000.00000000
        PA
        USD
        5624004.75000000
        0.091711775268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAH4
        
          
          
        
        4600000.00000000
        PA
        USD
        4127488.00000000
        0.067307775990
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBH1
        
          
          
        
        6466000.00000000
        PA
        USD
        6090325.40000000
        0.099316159787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        NMEF Funding 2022-A LLC
        62920KAC6
        
          
        
        5495000.00000000
        PA
        USD
        5368685.89000000
        0.087548239327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2016-3
        64829HAA5
        
          
        
        2493969.46000000
        PA
        USD
        2512989.97000000
        0.040979832277
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        TripAdvisor Inc
        896945AA0
        
          
          
        
        5505000.00000000
        PA
        USD
        5686389.75000000
        0.092729099996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2020-1
        89178WAC2
        
          
        
        4820000.00000000
        PA
        USD
        4593821.50000000
        0.074912370056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2019-3
        22535KAC7
        
          
        
        10550000.00000000
        PA
        USD
        10542100.16000000
        0.171912145119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
          
        
        1792000.00000000
        PA
        USD
        1799705.60000000
        0.029348160763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC HOLDINGS LLC
        549300JEOTH7UMZ3C491
        UFC Holdings LLC
        90266UAJ2
        
          
          
        
        11259832.07280000
        PA
        USD
        11133158.96000000
        0.181550659709
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        88233FAK6
        
          
          
        
        16646262.24130000
        PA
        USD
        16460656.42000000
        0.268427231034
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-31
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        Mello Warehouse Securitization Trust 2021-1
        58550LAC9
        
          
        
        7335000.00000000
        PA
        USD
        7273317.78000000
        0.118607454180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR1 Trust
        00180AAB5
        
          
        
        6739000.00000000
        PA
        USD
        6376077.89000000
        0.103975983047
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-3
        80287EAE5
        
          
        
        13700000.00000000
        PA
        USD
        13293385.37000000
        0.216777905746
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        Coinbase Global Inc
        19260QAC1
        
          
          
        
        7450000.00000000
        PA
        USD
        6581516.25000000
        0.107326107654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2020-A
        00086CAA8
        
          
        
        1924382.80000000
        PA
        USD
        1927994.48000000
        0.031440193301
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAI HOLDCO INC
        2549001NJ55NUV372F56
        PAI Holdco Inc
        69315JAG8
        
          
          
        
        1798616.08040000
        PA
        USD
        1778381.65000000
        0.029000426826
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        American Credit Acceptance Receivables Trust 2021-2
        025291AC9
        
          
        
        9705000.00000000
        PA
        USD
        9469982.75000000
        0.154428911136
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        549300I1P51W2UFIED29
        Onemain Financial Issuance Trust 2018-1
        68267BAA8
        
          
        
        2778303.96000000
        PA
        USD
        2778796.00000000
        0.045314384606
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Mortgage Trust
        N/A
        Dominion Mortgage Trust 2021-RTL1
        257463AA7
        
          
        
        10050000.00000000
        PA
        USD
        10032438.63000000
        0.163600992163
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-07-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        549300P1YQ48837ZOI22
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
        61762MBW0
        
          
        
        2075000.00000000
        PA
        USD
        2085109.61000000
        0.034002301289
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-15
          Variable
          4.07486900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2016-1
        553894AA4
        
          
        
        786426.60000000
        PA
        USD
        787542.70000000
        0.012842617018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-20
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY LIFEPOINT HEALTH
        N/A
        Legacy LifePoint Health LLC
        53219LAT6
        
          
          
        
        5270000.00000000
        PA
        USD
        5445122.10000000
        0.088794699959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162DD9
        
          
          
        
        10424000.00000000
        PA
        USD
        10232920.16000000
        0.166870284747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        000000000
        
          
          
        
        8261267.10360000
        PA
        USD
        8219960.77000000
        0.134044551590
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-05-31
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2020-1
        22534GAC7
        
          
        
        4650000.00000000
        PA
        USD
        4595832.62000000
        0.074945165794
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-04-16
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300MNOMKDMDFI8J66
        Hertz Vehicle Financing III LLC
        42806MAL3
        
          
        
        3790000.00000000
        PA
        USD
        3596074.04000000
        0.058641901788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406CYP7
        
          
        
        117564.22000000
        PA
        USD
        124960.40000000
        0.002037754346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C32
        46590JBA4
        
          
        
        2495000.00000000
        PA
        USD
        2468822.21000000
        0.040259579741
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          3.98440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        VFI ABS 2022-1 LLC
        91824CAD8
        
          
        
        2794000.00000000
        PA
        USD
        2735303.09000000
        0.044605136985
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2029-11-26
          Fixed
          6.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corp
        17302XAK2
        
          
          
        
        12370000.00000000
        PA
        USD
        12447312.50000000
        0.202980825487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        CAFL 2021-RTL1 Issuer LLC
        12468RAA8
        
          
        
        9555000.00000000
        PA
        USD
        9040447.96000000
        0.147424401025
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-03-28
          Variable
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AK2
        
          
          
        
        14195000.00000000
        PA
        USD
        14459309.62000000
        0.235790866714
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-19
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BN2
        
          
          
        
        5835000.00000000
        PA
        USD
        5492660.55000000
        0.089569919013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT CVI LLC
        92873KAA4
        
          
        
        12819560.01000000
        PA
        USD
        12458174.05000000
        0.203157946965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-26
          Variable
          2.73440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        5493005IYCEL7QJFZZ63
        Triton Water Holdings Inc
        89678QAB2
        
          
          
        
        9423792.53240000
        PA
        USD
        9176417.98000000
        0.149641691457
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAA3
        
          
          
        
        9651479.18000000
        PA
        USD
        9120162.36000000
        0.148724319760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Auto Receivables Trust 2021-1
        92512BAB9
        
          
        
        4235000.00000000
        PA
        USD
        4073140.84000000
        0.066421525934
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX NEWCO INC
        254900PHGVI5379Z9791
        Phoenix Newco Inc
        71911KAC8
        
          
          
        
        2150000.00000000
        PA
        USD
        2132348.50000000
        0.034772635358
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freed ABS Trust
        N/A
        FREED ABS Trust 2022-1FP
        35633KAC0
        
          
        
        4650000.00000000
        PA
        USD
        4478304.80000000
        0.073028616023
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-19
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2014-5
        46643KBQ3
        
          
        
        1881949.76000000
        PA
        USD
        1781304.03000000
        0.029048082664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Variable
          2.85768500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV2
        92537HAA9
        
          
        
        5411978.65000000
        PA
        USD
        5416677.87000000
        0.088330854186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAH6
        
          
          
        
        2749000.00000000
        PA
        USD
        2528714.82000000
        0.041236260565
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2013-A
        17320XAA2
        
          
        
        2804358.07000000
        PA
        USD
        2803838.98000000
        0.045722765512
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOSTESS BRANDS LLC
        549300SW7FLS4O41LD19
        Hostess Brands LLC
        44108HAJ0
        
          
          
        
        11196354.99480000
        PA
        USD
        11038374.43000000
        0.180004989337
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-03
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        Deephaven Residential Mortgage Trust 2022-1
        24382JAA4
        
          
        
        6017561.26000000
        PA
        USD
        5762966.07000000
        0.093977845429
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-4
        33845XAC1
        
          
        
        5284000.00000000
        PA
        USD
        5111748.47000000
        0.083358309203
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWITTER INC
        549300I8RX485XMK6836
        Twitter Inc
        90184LAG7
        
          
          
        
        11240000.00000000
        PA
        USD
        10916850.00000000
        0.178023266043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL6 LLC
        91824WAA0
        
          
        
        10539272.73000000
        PA
        USD
        10058695.59000000
        0.164029169684
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.91730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welk Resorts LLC
        N/A
        Welk Resorts 2019-A LLC
        94946DAB7
        
          
        
        5487899.90000000
        PA
        USD
        5456762.65000000
        0.088984524746
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMRUK KAZYNA JSC
        213800N83GBAZJ4ER974
        Fund of National Welfare Samruk-Kazyna JSC
        84612WAA1
        
          
          
        
        5575000.00000000
        PA
        USD
        4834640.00000000
        0.078839445714
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2026-10-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP/THE
        549300PD0C69OJ0NLB27
        Hertz Corp/The
        42804VBB6
        
          
          
        
        5314484.98540000
        PA
        USD
        5266495.19000000
        0.085881795053
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        549300NSKGF0SY5SWQ62
        Applied Systems Inc
        03827FAX9
        
          
          
        
        14514629.72000000
        PA
        USD
        14402141.34000000
        0.234858612088
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-19
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        United Auto Credit Securitization Trust 2020-1
        90945BAE4
        
          
        
        1308320.00000000
        PA
        USD
        1308946.95000000
        0.021345260868
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAD Auto Receivables Trust
        N/A
        LAD Auto Receivables Trust 2021-1
        501683AD8
        
          
        
        2705000.00000000
        PA
        USD
        2574610.61000000
        0.041984692432
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        American Credit Acceptance Receivables Trust 2021-3
        025286AC9
        
          
        
        2385000.00000000
        PA
        USD
        2295797.90000000
        0.037438037559
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        RCO VII Mortgage LLC 2021-2
        74938JAA8
        
          
        
        11151093.44000000
        PA
        USD
        10733312.15000000
        0.175030277452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.11560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2020-RPL1 Trust
        19687YAA3
        
          
        
        10264820.53000000
        PA
        USD
        9665972.95000000
        0.157624962700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-25
          Variable
          1.38970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Loan Trust 2017-A
        63939XAB7
        
          
        
        961628.47000000
        PA
        USD
        964163.23000000
        0.015722803483
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-16
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2018-A
        43284BAA0
        
          
        
        2611932.46000000
        PA
        USD
        2613586.34000000
        0.042620277491
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-25
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        5493007KIN86DIZWZT22
        Quikrete Holdings Inc
        74839XAG4
        
          
          
        
        11885000.00000000
        PA
        USD
        11653955.60000000
        0.190043395140
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-11
          Floating
          3.44660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBL3
        
          
          
        
        6295000.00000000
        PA
        USD
        5857308.65000000
        0.095516308834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-OC11
        N/A
        BX Trust 2019-OC11
        05606FAG8
        
          
        
        5000000.00000000
        PA
        USD
        4812842.50000000
        0.078483989502
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-09
          Fixed
          3.60500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-3
        36260CAD4
        
          
        
        11735000.00000000
        PA
        USD
        11573521.71000000
        0.188731743538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R3
        92538EAA5
        
          
        
        7585102.80000000
        PA
        USD
        7423995.22000000
        0.121064581464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUELINX HOLDING
        549300YSX7GU28F5I540
        BlueLinx Holdings Inc
        09624HAA7
        
          
          
        
        7056000.00000000
        PA
        USD
        6562080.00000000
        0.107009156821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON TLB BORROWER 1 US
        635400O84AGITYFZQB55
        Avolon TLB Borrower 1 US LLC
        05400KAH3
        
          
          
        
        8226350.00000000
        PA
        USD
        8123520.63000000
        0.132471882853
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitizat
        N/A
        Lendingpoint 2022-A Asset Securitization Trust
        52605AAB3
        
          
        
        7745000.00000000
        PA
        USD
        7544694.94000000
        0.123032856045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATIONS
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903EBB0
        
          
          
        
        3784225.00000000
        PA
        USD
        3532838.93000000
        0.057610714146
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-02
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
          
        
        2620000.00000000
        PA
        USD
        2736694.80000000
        0.044627831880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAZ9
        
          
          
        
        13830000.00000000
        PA
        USD
        13481303.24000000
        0.219842320203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCY0
        
          
          
        
        13015000.00000000
        PA
        USD
        13006670.40000000
        0.212102387132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.31500800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAYA RESORTS HOLDING B.V.
        5493005SPBUMPZZCIZ96
        Playa Resorts Holding BV
        72812NAD8
        
          
          
        
        9452017.03280000
        PA
        USD
        9221671.38000000
        0.150379647741
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2024-04-27
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTORIA ENERGY LLC
        549300BXD26J7I0IPB62
        Astoria Energy LLC
        04626LAE9
        
          
          
        
        4104952.97340000
        PA
        USD
        4040833.61000000
        0.065894685444
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-10
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
          
        
        6420000.00000000
        PA
        USD
        6733903.97000000
        0.109811124817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
          
        
        6290000.00000000
        PA
        USD
        5817950.16000000
        0.094874482031
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        N/A
        Scientific Games Holdings LP
        000000000
        
          
        
        2180000.00000000
        PA
        USD
        2157415.20000000
        0.035181403071
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-04
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAB3
        
          
        
        7620000.00000000
        PA
        USD
        7483672.87000000
        0.122037756891
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2015-PS1
        17324VAH7
        
          
        
        953611.93000000
        PA
        USD
        943591.19000000
        0.015387331094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-09-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRELLGAS LP/FERRELLGAS
        N/A
        Ferrellgas LP / Ferrellgas Finance Corp
        315289AA6
        
          
          
        
        6570000.00000000
        PA
        USD
        6203788.20000000
        0.101166420460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        First Investors Auto Owner Trust 2019-1
        32059TAE9
        
          
        
        4155998.02000000
        PA
        USD
        4172979.43000000
        0.068049613877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL INDU
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAP6
        
          
          
        
        1270000.00000000
        PA
        USD
        1219136.50000000
        0.019880703818
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2020-2 Trust
        437301AA2
        
          
        
        5939734.07000000
        PA
        USD
        5433965.71000000
        0.088612770466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-17
          Fixed
          1.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        American Credit Acceptance Receivables Trust 2022-1
        02530WAJ3
        
          
        
        11425000.00000000
        PA
        USD
        10697991.83000000
        0.174454301899
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2019-A
        68504UAB7
        
          
        
        6909039.17000000
        PA
        USD
        6763496.11000000
        0.110293689789
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        CoreVest American Finance 2020-3 Trust
        21873CAA1
        
          
        
        5829139.63000000
        PA
        USD
        5393867.86000000
        0.087958886771
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.35800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2019-1
        67576TAC3
        
          
        
        17822000.00000000
        PA
        USD
        17962064.88000000
        0.292911000410
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2019-2
        31573TAC2
        
          
        
        2079526.09000000
        PA
        USD
        2043935.62000000
        0.033330868763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRE Grand Islander Timeshare I
        N/A
        BRE Grand Islander Timeshare Issuer 2017-A LLC
        05584AAA8
        
          
        
        2534318.58000000
        PA
        USD
        2517494.76000000
        0.041053292792
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-25
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2022-1
        31573CAA3
        
          
        
        7713934.66000000
        PA
        USD
        7299571.40000000
        0.119035577236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-3
        36260CAE2
        
          
        
        18060000.00000000
        PA
        USD
        18053469.50000000
        0.294401553911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YAW0
        
          
          
        
        7150000.00000000
        PA
        USD
        7328750.00000000
        0.119511398527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARS GROUP HOLDINGS BV
        549300RNFXC8F8RT6R13
        Stars Group Holdings BV
        000000000
        
          
          
        
        13605813.38030000
        PA
        USD
        13483905.29000000
        0.219884752355
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2026-07-21
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
          
        
        2695000.00000000
        PA
        USD
        2880658.55000000
        0.046975477672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio Trust
        N/A
        Visio Trust
        92837UAA7
        
          
        
        10876859.12000000
        PA
        USD
        10400199.26000000
        0.169598138636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-05-25
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-KEN
        05591QAA4
        
          
        
        1975000.00000000
        PA
        USD
        1961205.02000000
        0.031981764249
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        NMLT 2021-INV1 Trust
        62923JAA0
        
          
        
        7171850.58000000
        PA
        USD
        6734040.66000000
        0.109813353848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-05-25
          Variable
          1.18500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        549300NQLBWJD5AREU05
        CLI Funding VI LLC
        12563LAN7
        
          
        
        16441020.64000000
        PA
        USD
        15405300.46000000
        0.251217329383
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-18
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAP4
        
          
          
        
        7820000.00000000
        PA
        USD
        7843460.00000000
        0.127904877898
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2004-2AR
        61748HAC5
        
          
        
        391092.72000000
        PA
        USD
        406592.55000000
        0.006630386393
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Variable
          1.93442000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLATFELTER
        549300LDQLQBT38QDY28
        Glatfelter Corp
        377320AA4
        
          
          
        
        2795000.00000000
        PA
        USD
        2368762.50000000
        0.038627885949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-7
        03464JAA9
        
          
        
        10904173.86000000
        PA
        USD
        10411762.09000000
        0.169786696028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.97800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2020-GC45
        36258YBL1
        
          
        
        4075000.00000000
        PA
        USD
        4001636.96000000
        0.065255497798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-13
          Variable
          3.17310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAF3
        
          
          
        
        5910000.00000000
        PA
        USD
        6035587.50000000
        0.098423537856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2015-5
        89171VAB3
        
          
        
        206864.43000000
        PA
        USD
        206634.23000000
        0.003369625899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        000000000
        
          
        
        9862803.75000000
        PA
        USD
        9833215.34000000
        0.160352217951
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2012-C1
        90269GAN1
        
          
          
        
        7206250.00000000
        PA
        USD
        6733642.51000000
        0.109806861136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-10
          Variable
          5.83999200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        Motel Trust 2021-MTL6
        61977KAE6
        
          
        
        6521968.85000000
        PA
        USD
        6410846.24000000
        0.104542957515
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          1.59657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDU5
        
          
        
        8025000.00000000
        PA
        USD
        7785916.79000000
        0.126966509213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2021-SFR4 Trust
        66982FAB5
        
          
        
        4106000.00000000
        PA
        USD
        3841509.55000000
        0.062644267955
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-17
          Fixed
          2.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213S2N4
        
          
        
        8741.50000000
        PA
        USD
        9339.41000000
        0.000152299635
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2021-1
        14369GAE0
        
          
        
        3100000.00000000
        PA
        USD
        3032499.98000000
        0.049451586375
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2020-2
        96042PAE2
        
          
        
        10355000.00000000
        PA
        USD
        10328114.28000000
        0.168422634386
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        Directv Financing LLC
        25460HAB8
        
          
          
        
        4274296.67500000
        PA
        USD
        4264850.48000000
        0.069547773546
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        64072UAE2
        
          
          
        
        4321295.69300000
        PA
        USD
        4242993.82000000
        0.069191352600
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-17
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2017-3
        30165YAG8
        
          
        
        2430000.00000000
        PA
        USD
        2441153.70000000
        0.039808383791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI Funding I LLC
        N/A
        GCI Funding I LLC
        36166VAE5
        
          
        
        4999524.44000000
        PA
        USD
        4652738.43000000
        0.075873140270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-18
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-1 Trust
        05946XPV9
        
          
        
        143731.70000000
        PA
        USD
        142965.50000000
        0.002331367128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL HOLDCO
        98450038B4549046D794
        Allied Universal Holdco LLC
        01957TAH0
        
          
          
        
        2621825.00000000
        PA
        USD
        2578276.49000000
        0.042044472674
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-14
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-A
        12656NAE1
        
          
        
        6500000.00000000
        PA
        USD
        6372041.65000000
        0.103910163270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC
        N/A
        TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC
        000000000
        
          
        
        5925000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2049-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BF0
        
          
          
        
        10000000.00000000
        PA
        USD
        10211500.00000000
        0.166520981895
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2028-03-17
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust 2019-A
        56847MAA8
        
          
        
        7255000.00000000
        PA
        USD
        7219309.75000000
        0.117726734385
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-20
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAL6
        
          
          
        
        6420000.00000000
        PA
        USD
        5793087.00000000
        0.094469033486
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCC INTELLIGENT SOLUTION
        5493006JEEL9RIWY5T17
        CCC Intelligent Solutions Inc
        12511BAC6
        
          
          
        
        11108295.01160000
        PA
        USD
        10986103.77000000
        0.179152601183
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-21
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        549300PN2KS41LBX8D66
        Upstart Securitization Trust 2019-2
        916780AB5
        
          
        
        890656.27000000
        PA
        USD
        891676.43000000
        0.014540746673
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-20
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR3 Trust
        001807AB2
        
          
        
        4362000.00000000
        PA
        USD
        4074120.21000000
        0.066437496717
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          1.80600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        Arbys Funding LLC
        038779AB0
        
          
        
        16237725.00000000
        PA
        USD
        15488548.84000000
        0.252574877439
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARIOT BUYER LLC
        25490092IFNOZBRVE539
        Chariot Buyer LLC
        000000000
        
          
        
        6215000.00000000
        PA
        USD
        6132154.05000000
        0.099998267986
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-03
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        000000000
        
          
          
        
        20999000.00000000
        PA
        USD
        1721918.00000000
        0.028079662743
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2018-12-01
          Fixed
          7.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2020-A
        12597JAC6
        
          
        
        2849776.14000000
        PA
        USD
        2854702.26000000
        0.046552203237
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2020-4 Trust
        95002VAA7
        
          
        
        2689361.21000000
        PA
        USD
        2599413.91000000
        0.042389164828
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        000000000
        
          
          
        
        1721470.58800000
        PA
        USD
        1703532.86000000
        0.027779852571
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORIC NIMROD 2013-1 CL A
        N/A
        Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust
        233283AA8
        
          
          
        
        17514549.12420000
        PA
        USD
        17395707.65000000
        0.283675299284
        Long
        DBT
        CORP
        GG
        N
        
        2
        
          2023-05-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH GROUP INC
        254900AA3KZN4Q7A5Z33
        AthenaHealth Group Inc
        000000000
        
          
        
        3200234.45000000
        PA
        USD
        3161031.58000000
        0.051547576997
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-2
        89177JAB4
        
          
        
        925000.00000000
        PA
        USD
        917293.83000000
        0.014958494761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AP3
        
          
          
        
        5035000.00000000
        PA
        USD
        4486185.00000000
        0.073157120027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL LLC
        549300XI79MQJV13DW27
        Gates Global LLC
        36740UAT9
        
          
          
        
        12343750.00000000
        PA
        USD
        12152421.88000000
        0.198171984906
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Purchasing Power Funding
        N/A
        Purchasing Power Funding 2021-A LLC
        74615JAB6
        
          
        
        5465000.00000000
        PA
        USD
        5240107.05000000
        0.085451478353
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2022-N1
        14686GAD8
        
          
        
        4435000.00000000
        PA
        USD
        4394987.87000000
        0.071669950108
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-11
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        1205000.00000000
        PA
        USD
        1214037.50000000
        0.019797553401
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORIC NIMROD AIR 2012-1A
        N/A
        Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
        258258AA0
        
          
          
        
        2338385.51220000
        PA
        USD
        2311494.08000000
        0.037693998320
        Long
        DBT
        CORP
        GG
        N
        
        2
        
          2022-11-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-P3
        14687JAG4
        
          
        
        4590000.00000000
        PA
        USD
        4267567.19000000
        0.069592075482
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-10
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
          
        
        7755000.00000000
        PA
        USD
        6475502.55000000
        0.105597320951
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-3
        92539LAA8
        
          
        
        11470658.32000000
        PA
        USD
        10884370.03000000
        0.177493608648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BV7
        
          
          
        
        16535000.00000000
        PA
        USD
        17558912.02000000
        0.286336705732
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-01-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903AX8
        
          
          
        
        16145000.00000000
        PA
        USD
        14809910.86000000
        0.241508191567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2020-NP1
        14687PAG0
        
          
        
        11730000.00000000
        PA
        USD
        11767323.69000000
        0.191892111359
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AD2
        
          
        
        7435000.00000000
        PA
        USD
        7238075.10000000
        0.118032744717
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          7.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KPEX HOLDINGS INC
        N/A
        KPEX Holdings Inc
        84763NAB6
        
          
          
        
        2601348.69000000
        PA
        USD
        2495890.01000000
        0.040700979794
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-01-31
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        Leidos Inc
        52532XAD7
        
          
          
        
        10350000.00000000
        PA
        USD
        10347412.50000000
        0.168737334336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAH5
        
          
          
        
        3465000.00000000
        PA
        USD
        3577404.60000000
        0.058337455479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ION TRADING TECHNOLOGIES
        5493009ZVXOKZLQ6QJ12
        ION Trading Technologies Sarl
        46205YAA9
        
          
          
        
        1120000.00000000
        PA
        USD
        1079400.00000000
        0.017601992641
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-6
        12669FVE0
        
          
        
        315773.76000000
        PA
        USD
        313064.71000000
        0.005105209117
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Variable
          2.07183700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2021-3
        36263LAE9
        
          
        
        4590000.00000000
        PA
        USD
        4374182.79000000
        0.071330677489
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-5
        03465HAA2
        
          
        
        9404117.57000000
        PA
        USD
        8876419.62000000
        0.144749557933
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-07-25
          Variable
          0.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT XCII LLC
        91835MAA9
        
          
        
        12697666.58000000
        PA
        USD
        12302800.89000000
        0.200624245631
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932RAJ3
        
          
          
        
        1950300.00000000
        PA
        USD
        1924302.50000000
        0.031379987442
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2018-4
        64828FAN2
        
          
        
        5259764.63000000
        PA
        USD
        5248016.95000000
        0.085580466681
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-25
          Floating
          1.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2019-RPL2
        64830HAD6
        
          
        
        595000.00000000
        PA
        USD
        583525.66000000
        0.009515670162
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-02-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT C LLC
        91835DAA9
        
          
        
        4392655.03000000
        PA
        USD
        4233929.95000000
        0.069043546251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99180000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-2
        23345EAG0
        
          
        
        4350000.00000000
        PA
        USD
        4118071.92000000
        0.067154226081
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAE1
        
          
          
        
        6295000.00000000
        PA
        USD
        5699430.05000000
        0.092941750788
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377REP5
        
          
        
        7205000.00000000
        PA
        USD
        6838186.97000000
        0.111511688648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Trust
        36263XAE3
        
          
        
        6000000.00000000
        PA
        USD
        5894948.40000000
        0.096130107799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2021-1
        784212AC6
        
          
        
        4943501.09000000
        PA
        USD
        4684767.14000000
        0.076395438878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCKT Mortgage Trust 2020-1
        N/A
        RCKT Mortgage Trust 2020-1
        749389AA0
        
          
        
        4561534.11000000
        PA
        USD
        4500563.28000000
        0.073391589528
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        Residential Mortgage Loan Trust 2020-1
        76119CAA9
        
          
        
        3393257.18000000
        PA
        USD
        3300798.39000000
        0.053826782445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-26
          Variable
          2.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419FKM7
        
          
        
        11425.53000000
        PA
        USD
        11705.54000000
        0.000190884592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST
        59166BAB7
        
          
        
        7930000.00000000
        PA
        USD
        7690651.98000000
        0.125413006818
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.45023600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        Pretium Mortgage Credit Partners I 2021-NPL1 LLC
        741389AA8
        
          
        
        11665073.26000000
        PA
        USD
        11225334.99000000
        0.183053792747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.23950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIXPARTNERS LLP
        5493005G2MHUFTGARL57
        AlixPartners LLP
        01642PBB1
        
          
          
        
        0.00200000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust
        9292274D5
        
          
          
        
        182502.89000000
        PA
        USD
        180507.95000000
        0.002943579403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          2.56828100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global SC Finance SRL
        N/A
        Global SC Finance VII Srl
        37959PAA5
        
          
        
        12254649.32000000
        PA
        USD
        11634140.05000000
        0.189720258986
        Long
        ABS-O
        CORP
        BB
        N
        
        2
        
          2040-10-17
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIG Auto Receivables Trust
        N/A
        CIG Auto Receivables Trust 2020-1
        12597UAD9
        
          
        
        7910000.00000000
        PA
        USD
        7786021.82000000
        0.126968221958
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-12
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAC0
        
          
          
        
        9355000.00000000
        PA
        USD
        8514390.48000000
        0.138845876019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
          
        
        7160000.00000000
        PA
        USD
        6960450.80000000
        0.113505469485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAR4
        
          
          
        
        5720000.00000000
        PA
        USD
        6008860.00000000
        0.097987687144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        9910000.00000000
        PA
        USD
        9974712.30000000
        0.162659637303
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        91533BAC4
        
          
          
        
        330.00000000
        PA
        USD
        300.35000000
        0.000004897867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHG PPC PARENT LLC
        54930019XJQNJAGXQ664
        CHG PPC Parent LLC
        12546FAF9
        
          
          
        
        7100000.00000000
        PA
        USD
        6922500.00000000
        0.112886598166
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-08
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-1
        23344GAJ0
        
          
        
        2000000.00000000
        PA
        USD
        1895057.60000000
        0.030903084982
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-18
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust
        33767WAG8
        
          
        
        18405000.00000000
        PA
        USD
        16710280.48000000
        0.272497900727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          2.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2021-3
        85573JAB2
        
          
        
        3337481.94000000
        PA
        USD
        3172718.13000000
        0.051738151915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        03852JAL5
        
          
          
        
        1908807.76000000
        PA
        USD
        1868722.80000000
        0.030473638108
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-11
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COM PART/USA COM FIN
        N/A
        USA Compression Partners LP / USA Compression Finance Corp
        91740PAC2
        
          
          
        
        6910000.00000000
        PA
        USD
        6972190.00000000
        0.113696902978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAUSER PACKAGING SOLUT
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        05604XAP1
        
          
          
        
        8246838.07430000
        PA
        USD
        8119671.83000000
        0.132409119698
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-03
          Floating
          3.75790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320AM4
        
          
          
        
        13774000.00000000
        PA
        USD
        13860087.50000000
        0.226019231225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        N/A
        Oscar US Funding XIII LLC
        68785BAD5
        
          
        
        6000000.00000000
        PA
        USD
        5716592.52000000
        0.093221622634
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2028-09-11
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL1 LLC
        91790CAB2
        
          
        
        1600000.00000000
        PA
        USD
        1535980.80000000
        0.025047547469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-26
          Variable
          4.82620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        CHC Commercial Mortgage Trust 2019 - CHC
        162665AA1
        
          
        
        17512176.74000000
        PA
        USD
        17335878.15000000
        0.282699647609
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          1.51700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-1
        91681NAA2
        
          
        
        555565.65000000
        PA
        USD
        550471.34000000
        0.008976646725
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM2 Trust
        670857AA9
        
          
        
        6829158.96000000
        PA
        USD
        6430304.66000000
        0.104860269879
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        549300U1MV4J7YQZG974
        New Residential Mortgage Loan Trust 2018-2
        64828CAA7
        
          
        
        7634556.21000000
        PA
        USD
        7726157.91000000
        0.125992009151
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRAWBRIDGE SPEC OPPOR FU
        N/A
        Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
        26150TAE9
        
          
          
        
        15930000.00000000
        PA
        USD
        15418047.24000000
        0.251425193685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAC1
        
          
          
        
        6735000.00000000
        PA
        USD
        6061240.97000000
        0.098841874144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        American Credit Acceptance Receivables Trust 2020-4
        02530QAD9
        
          
        
        13640000.00000000
        PA
        USD
        13267716.66000000
        0.216359320935
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-14
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-3 LLC
        69357PAA6
        
          
        
        7660373.30000000
        PA
        USD
        7318571.27000000
        0.119345411933
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-25
          Variable
          1.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
          
        
        9580000.00000000
        PA
        USD
        9184825.00000000
        0.149778786421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.15600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2018-1
        68268XAC5
        
          
        
        11840000.00000000
        PA
        USD
        11839605.73000000
        0.193070829106
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-14
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        Bankers Healthcare Group Securitization Trust 2020-A
        06616PAA5
        
          
        
        2324924.23000000
        PA
        USD
        2315036.79000000
        0.037751770003
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        5493003R0K8V08JVGR27
        Americredit Automobile Receivables Trust 2018-1
        03066HAG2
        
          
        
        8090000.00000000
        PA
        USD
        8166359.08000000
        0.133170458063
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        NMEF Funding 2019-A LLC
        65489MAB0
        
          
        
        4576250.52000000
        PA
        USD
        4581321.46000000
        0.074708529393
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        695847AR4
        
          
          
        
        3165000.00000000
        PA
        USD
        2617455.00000000
        0.042683364507
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2025-09-30
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KWJ6
        
          
          
        
        11280.55000000
        PA
        USD
        12481.94000000
        0.000203545503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBK4
        
          
          
        
        16025000.00000000
        PA
        USD
        16316691.54000000
        0.266079566814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC
        82652MAB6
        
          
        
        4357595.98000000
        PA
        USD
        4270901.61000000
        0.069646450538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2017-RPL1 Trust
        22945AAA7
        
          
        
        4895564.44000000
        PA
        USD
        4852756.16000000
        0.079134869574
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
        43284MAA6
        
          
          
        
        4780000.00000000
        PA
        USD
        4561530.10000000
        0.074385787709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2014-IVR2
        12648HAK1
        
          
        
        2140982.94000000
        PA
        USD
        2062635.38000000
        0.033635809505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-04-25
          Variable
          3.81991700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2021-2
        31572LAA4
        
          
        
        7379503.99000000
        PA
        USD
        6901269.33000000
        0.112540385365
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377REH3
        
          
        
        1870000.00000000
        PA
        USD
        1732972.01000000
        0.028259922705
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2020-SFR2 Trust
        33767JAC6
        
          
        
        21440000.00000000
        PA
        USD
        19865448.54000000
        0.323949860126
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.56700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-6
        03465AAA7
        
          
        
        2672401.44000000
        PA
        USD
        2618103.05000000
        0.042693932388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.26100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2020-3
        85573MAA7
        
          
        
        3532049.28000000
        PA
        USD
        3480228.82000000
        0.056752790513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.48600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMENTUM GOVERNMENT SERVI
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC
        57776DAE3
        
          
          
        
        2660000.00000000
        PA
        USD
        2630075.00000000
        0.042889161382
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2015-2
        64829EAA2
        
          
        
        3884683.50000000
        PA
        USD
        3872184.14000000
        0.063144484656
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-4
        92537KAD6
        
          
        
        6070000.00000000
        PA
        USD
        6039254.84000000
        0.098483341906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AX6
        
          
          
        
        14745000.00000000
        PA
        USD
        13786921.51000000
        0.224826098728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        059578AF1
        
          
          
        
        3800000.00000000
        PA
        USD
        3657538.00000000
        0.059644206931
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERTAMINA PERSERO PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69369EAE9
        
          
          
        
        6940000.00000000
        PA
        USD
        7027051.27000000
        0.114591536729
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2023-05-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGENDS HOSPITALITY HOLD
        N/A
        Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
        52473NAA6
        
          
          
        
        6195000.00000000
        PA
        USD
        5947200.00000000
        0.096982185137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        Galton Funding Mortgage Trust 2019-2
        36418ABC0
        
          
        
        6243255.54000000
        PA
        USD
        6250741.20000000
        0.101932092464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDQ4
        
          
        
        8205000.00000000
        PA
        USD
        7977588.58000000
        0.130092139597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-3
        14686XAF6
        
          
        
        4340000.00000000
        PA
        USD
        4345696.25000000
        0.070866141758
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2017-A
        03837PAA5
        
          
        
        2671288.22000000
        PA
        USD
        2685125.76000000
        0.043786885185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-SPL5
        07331UAD0
        
          
        
        5910000.00000000
        PA
        USD
        5712390.88000000
        0.093153105646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCG5
        
          
          
        
        15165000.00000000
        PA
        USD
        15400057.50000000
        0.251131831381
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AF8
        
          
          
        
        15065000.00000000
        PA
        USD
        14236726.30000000
        0.232161155800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2020-1 LLC
        12327FAA5
        
          
        
        3647234.79000000
        PA
        USD
        3512549.34000000
        0.057279847725
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT CANADIAN GAMING CO
        549300FU60SSFLTE0M84
        Great Canadian Gaming Corp
        000000000
        
          
        
        2543625.00000000
        PA
        USD
        2526938.82000000
        0.041207298976
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT Funding LLC
        19688DAC4
        
          
        
        1049828.97000000
        PA
        USD
        1027917.04000000
        0.016762449670
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-12-25
          Variable
          1.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        038461AL3
        
          
          
        
        11875000.00000000
        PA
        USD
        11679585.00000000
        0.190461338915
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-01-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2017-1
        31574XAB4
        
          
        
        1459954.92000000
        PA
        USD
        1402399.12000000
        0.022869204178
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2017-CLS
        61691LAA7
        
          
          
        
        11154000.00000000
        PA
        USD
        11101105.50000000
        0.181027957497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trus
        N/A
        Prestige Auto Receivables Trust 2020-1
        74114BAG8
        
          
        
        10295000.00000000
        PA
        USD
        10196655.98000000
        0.166278917479
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINSEO MATERIALS OPERATING
        549300WNMXD3KV7LO256
        Trinseo Materials Operating SCA
        000000000
        
          
          
        
        7018450.00000000
        PA
        USD
        6886854.06000000
        0.112305312661
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-03
          Floating
          2.60500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT Commercial Mortgage Trust
        N/A
        GCT Commercial Mortgage Trust 2021-GCT
        36167RAA1
        
          
        
        5700000.00000000
        PA
        USD
        5602956.93000000
        0.091368544239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
          
        
        6480000.00000000
        PA
        USD
        6883023.60000000
        0.112242848580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2P5
        
          
          
        
        14530000.00000000
        PA
        USD
        13578857.77000000
        0.221433161522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQUISITION HOLDI
        N/A
        Kronos Acquisition Holdings Inc
        49387TAW6
        
          
          
        
        7890300.02800000
        PA
        USD
        7331430.08000000
        0.119555103130
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDL Mortgage Trust
        N/A
        KNDL 2019-KNSQ Mortgage Trust
        482598AA7
        
          
        
        5740000.00000000
        PA
        USD
        5691390.81000000
        0.092810653286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        716558AG6
        
          
          
        
        9545000.00000000
        PA
        USD
        632356.25000000
        0.010311960403
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2024-05-16
          Fixed
          6.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AX4
        
          
          
        
        16510000.00000000
        PA
        USD
        14924753.06000000
        0.243380946393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-16
          Fixed
          2.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        RH
        76133MAB7
        
          
          
        
        7134150.00000000
        PA
        USD
        6992751.15000000
        0.114032197781
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawnee Equipment Receivables Series 2019-1 LLC
        704102AC6
        
          
        
        3635000.00000000
        PA
        USD
        3610094.07000000
        0.058870529233
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2020-SFR2 Trust
        33767JAA0
        
          
        
        6671736.65000000
        PA
        USD
        6198311.55000000
        0.101077111629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZEK CO LLC
        N/A
        CPG International LLC
        12626JAE7
        
          
          
        
        9938084.87560000
        PA
        USD
        9843673.07000000
        0.160522754255
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-05
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2021-1
        33843WAE1
        
          
        
        2930000.00000000
        PA
        USD
        2783993.71000000
        0.045399144707
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US FINANCE LLC
        5493008MHJ4R367SNK31
        INEOS US Finance LLC
        45672JAK6
        
          
          
        
        13413951.42215000
        PA
        USD
        13161366.72000000
        0.214625051099
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-03-31
          Floating
          2.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Tr
        N/A
        Avid Automobile Receivables Trust 2019-1
        05369DAD7
        
          
        
        1615000.00000000
        PA
        USD
        1622547.06000000
        0.026459200862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LVWK5
        
          
        
        154847.21000000
        PA
        USD
        156091.61000000
        0.002545417241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2017-3
        46647SBY5
        
          
        
        2563658.94000000
        PA
        USD
        2452496.89000000
        0.039993359469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-7
        92538QAA8
        
          
        
        23039285.80000000
        PA
        USD
        21764556.68000000
        0.354918998078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08579JBG6
        
          
          
        
        8651286.91910000
        PA
        USD
        8517451.51000000
        0.138895792850
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CK6
        
          
          
        
        14667000.00000000
        PA
        USD
        14609489.23000000
        0.238239875784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        United Auto Credit Securitization Trust
        90943UAC8
        
          
        
        6200000.00000000
        PA
        USD
        6109460.78000000
        0.099628204273
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAB4
        
          
        
        7835000.00000000
        PA
        USD
        7572104.41000000
        0.123479827779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2014-5
        46643KBS9
        
          
        
        885798.07000000
        PA
        USD
        834588.67000000
        0.013609805102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Variable
          2.85768500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-E
        63942EAA6
        
          
        
        5149345.30000000
        PA
        USD
        4847094.18000000
        0.079042538529
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2020-1
        64830TAD0
        
          
        
        6333667.80000000
        PA
        USD
        6292635.77000000
        0.102615275633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
          
        
        19345000.00000000
        PA
        USD
        17965410.74000000
        0.292965562021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2018-3
        03464NAA0
        
          
        
        513280.30000000
        PA
        USD
        511708.17000000
        0.008344527925
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Variable
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2021-B
        08862BAB1
        
          
        
        8195000.00000000
        PA
        USD
        7630312.87000000
        0.124429044830
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-1
        23344GAG6
        
          
        
        3930000.00000000
        PA
        USD
        3736057.25000000
        0.060924636115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOURYON USA LLC
        549300K7VB5G6LULFT41
        Nouryon USA LLC
        000000000
        
          
          
        
        11653115.26880000
        PA
        USD
        11463752.15000000
        0.186941709271
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911UAH3
        
          
          
        
        1395532.93060000
        PA
        USD
        1381577.60000000
        0.022529663469
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-27
          Floating
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAF0
        
          
          
        
        4400000.00000000
        PA
        USD
        4054160.00000000
        0.066112001563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDV7
        
          
          
        
        8705000.00000000
        PA
        USD
        8726762.50000000
        0.142309069213
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST 2018-1
        59166DAA5
        
          
        
        7630575.53000000
        PA
        USD
        7654315.78000000
        0.124820465105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2021-SFR2 Trust
        00179VAC0
        
          
        
        4535000.00000000
        PA
        USD
        4098802.39000000
        0.066839993985
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.87700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2020-NQM3 Trust
        552757AA4
        
          
        
        3276712.63000000
        PA
        USD
        3201809.93000000
        0.052212557742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          1.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        Hertz Vehicle Financing III LP
        42806MAE9
        
          
        
        28055000.00000000
        PA
        USD
        25580010.34000000
        0.417138367401
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        64072UAH5
        
          
          
        
        3890100.01000000
        PA
        USD
        3831748.51000000
        0.062485092715
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.49130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR1 Trust
        00180AAA7
        
          
        
        8626722.61000000
        PA
        USD
        8181301.63000000
        0.133414129228
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          1.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        863579CP1
        
          
        
        2305564.96000000
        PA
        USD
        2342086.72000000
        0.038192878646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.57623300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2020-P1
        14687AAR9
        
          
        
        2250000.00000000
        PA
        USD
        2109134.48000000
        0.034394079670
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-09
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHB8
        
          
          
        
        11312000.00000000
        PA
        USD
        11255476.88000000
        0.183545322603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-05
          Floating
          1.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        549300EU86QZR1NB5U93
        Sequoia Mortgage Trust 2013-8
        81745EAC3
        
          
        
        1855726.43000000
        PA
        USD
        1864419.58000000
        0.030403464635
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-06-25
          Variable
          3.49338900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2020-3
        30166NAJ5
        
          
        
        3015000.00000000
        PA
        USD
        2975397.98000000
        0.048520412589
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWB6
        
          
          
        
        21430000.00000000
        PA
        USD
        21622400.47000000
        0.352600828204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAR6
        
          
          
        
        4285000.00000000
        PA
        USD
        4163019.38000000
        0.067887193341
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2025-04-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage War
        N/A
        Provident Funding Mortgage Warehouse Securitization Trust 2021-1
        74387PAC6
        
          
        
        6305555.56000000
        PA
        USD
        6223800.88000000
        0.101492771254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.33686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17326QAA1
        
          
        
        5897596.25000000
        PA
        USD
        5874928.25000000
        0.095803635191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-09-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawneee Equipment Receivables Series 2021-1 LLC
        704100AD8
        
          
        
        5635000.00000000
        PA
        USD
        5284572.31000000
        0.086176582280
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-2
        042858AA8
        
          
        
        4569569.80000000
        PA
        USD
        4458720.72000000
        0.072709254496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Variable
          3.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2021-1
        89179YAW3
        
          
        
        12970000.00000000
        PA
        USD
        11901347.23000000
        0.194077660149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418RVS7
        
          
        
        1230808.02000000
        PA
        USD
        1324151.76000000
        0.021593208760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAC7
        
          
          
        
        6690000.00000000
        PA
        USD
        6354831.00000000
        0.103629505743
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2018-A
        68504WAA5
        
          
        
        1429608.19000000
        PA
        USD
        1432284.56000000
        0.023356552052
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-08
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2020-A
        038413AB6
        
          
        
        2160000.00000000
        PA
        USD
        2075639.04000000
        0.033847862801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        Dun & Bradstreet Corp/The
        26483NAN0
        
          
          
        
        11188499.09290000
        PA
        USD
        11070572.31000000
        0.180530046634
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-08
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT XCV LLC
        92873BAA4
        
          
        
        11650128.91000000
        PA
        USD
        11242303.33000000
        0.183330498876
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.23960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2020-SFR1 Trust
        N/A
        FirstKey Homes 2020-SFR1 Trust
        33767MAC9
        
          
        
        7020000.00000000
        PA
        USD
        6565697.19000000
        0.107068143065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-17
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAA4
        
          
        
        22785000.00000000
        PA
        USD
        22661967.84000000
        0.369553262146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2016-2
        64829GAA7
        
          
        
        5037449.42000000
        PA
        USD
        5035036.99000000
        0.082107359688
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-26
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2022-3 Mortgage Loan Trust
        12659YAA2
        
          
        
        17350000.00000000
        PA
        USD
        17319174.26000000
        0.282427253919
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-01
          Variable
          3.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XAT9
        
          
          
        
        4327220.00000000
        PA
        USD
        4305583.90000000
        0.070212021609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR MEDIA INC
        5493006PK6I4I2OOT688
        Nexstar Media Inc
        65336RAW8
        
          
          
        
        10956280.65040000
        PA
        USD
        10903471.38000000
        0.177805098200
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Floating
          2.73060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAC4
        
          
        
        3665000.00000000
        PA
        USD
        3625212.76000000
        0.059117072748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hotwire Funding LLC
        N/A
        Hotwire Funding LLC
        44148JAC3
        
          
        
        6405000.00000000
        PA
        USD
        5935263.71000000
        0.096787537658
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          4.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
          
        
        9585000.00000000
        PA
        USD
        9225562.50000000
        0.150443101017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-3
        14686XAE9
        
          
        
        6990000.00000000
        PA
        USD
        6999070.22000000
        0.114135244125
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR1
        74331FAE1
        
          
        
        1430000.00000000
        PA
        USD
        1277233.10000000
        0.020828096745
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-17
          Fixed
          1.55500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        143688157.95000000
        NS
        USD
        143688157.95000000
        2.343151657309
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-2
        67578AAA6
        
          
        
        1442107.57000000
        PA
        USD
        1405796.46000000
        0.022924605284
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417TXW3
        
          
        
        1023698.56000000
        PA
        USD
        1107869.58000000
        0.018066251801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio 2019-2 Trust
        N/A
        Visio 2019-2 Trust
        92837DAA5
        
          
        
        5165437.19000000
        PA
        USD
        5025113.96000000
        0.081945542844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2019-1
        042859AA6
        
          
        
        5548584.31000000
        PA
        USD
        5462428.67000000
        0.089076921672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        Foundation Finance Trust 2019-1
        35041JAA3
        
          
        
        2123956.39000000
        PA
        USD
        2144483.58000000
        0.034970524545
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust
        26209BAG4
        
          
        
        7287050.92000000
        PA
        USD
        7351822.60000000
        0.119887648051
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACA1
        
          
          
        
        5892000.00000000
        PA
        USD
        5381246.03000000
        0.087753060053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX GUARANTOR INC
        N/A
        Phoenix Guarantor Inc
        71913BAH5
        
          
          
        
        7187536.12000000
        PA
        USD
        7102220.07000000
        0.115817329451
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-05
          Floating
          3.66170000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding LLC and Carls
        N/A
        Hardee's Funding LLC
        411707AH5
        
          
        
        19577187.50000000
        PA
        USD
        18932451.98000000
        0.308735297791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-20
          Fixed
          3.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAL8
        
          
          
        
        7235000.00000000
        PA
        USD
        6656200.00000000
        0.108543990568
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
          
        
        5385000.00000000
        PA
        USD
        5492942.33000000
        0.089574514056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Trust 2015-5
        46644XAC6
        
          
        
        2290751.50000000
        PA
        USD
        2309362.71000000
        0.037659241641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-25
          Variable
          2.26614800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jersey Mike's Funding, LLC
        N/A
        Jersey Mike's Funding
        476681AA9
        
          
        
        19113097.50000000
        PA
        USD
        18848056.18000000
        0.307359038527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-4
        89172UAE8
        
          
        
        8095000.00000000
        PA
        USD
        8036894.09000000
        0.131059246463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.79974000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LL
        N/A
        Aligned Data Centers Issuer LLC
        01627AAA6
        
          
        
        16110000.00000000
        PA
        USD
        14837487.21000000
        0.241957884647
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        CCG Receivables Trust 2021-1
        12510KAG8
        
          
        
        1415000.00000000
        PA
        USD
        1341592.35000000
        0.021877615964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-14
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AJ8
        
          
          
        
        13175000.00000000
        PA
        USD
        13561159.25000000
        0.221144548200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        Westgate Resorts 2020-1 LLC
        96034LAA9
        
          
        
        2206238.92000000
        PA
        USD
        2198321.83000000
        0.035848475704
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-03-20
          Fixed
          2.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2021-NMR1
        59982HAC4
        
          
        
        6013839.62000000
        PA
        USD
        5765213.06000000
        0.094014487547
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-3
        03465EAB7
        
          
        
        2597115.03000000
        PA
        USD
        2451822.81000000
        0.039982367111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-05-25
          Variable
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sutherland Commercial Mortgage
        N/A
        Sutherland Commercial Mortgage Loans 2017-SBC6
        86933YAA4
        
          
        
        553328.43000000
        PA
        USD
        551476.44000000
        0.008993037093
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          3.19200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-1
        52607MAA7
        
          
        
        7815000.00000000
        PA
        USD
        7066103.40000000
        0.115228367658
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RFY3
        
          
          
        
        8918000.00000000
        PA
        USD
        8954745.99000000
        0.146026841784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Floating
          1.28486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAG4
        
          
          
        
        18270000.00000000
        PA
        USD
        18955125.00000000
        0.309105031283
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        NMEF Funding 2019-A LLC
        65489MAC8
        
          
        
        9145000.00000000
        PA
        USD
        9097327.12000000
        0.148351940914
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KY6
        
          
          
        
        24642000.00000000
        PA
        USD
        24447700.05000000
        0.398673556031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEX INC
        T9M5IGROL1TL1G5OV478
        WEX Inc
        96208UAT8
        
          
          
        
        4984650.00000000
        PA
        USD
        4917905.54000000
        0.080197273602
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-01
          Floating
          2.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        Caesars Resort Collection LLC
        12769LAB5
        
          
          
        
        16873243.59620000
        PA
        USD
        16767785.82000000
        0.273435651859
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-22
          Floating
          3.70370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BQ8
        
          
          
        
        16675000.00000000
        PA
        USD
        17561381.30000000
        0.286376972777
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIG Auto Receivables Trust
        N/A
        CIG Auto Receivables Trust 2021-1
        12598NAD4
        
          
        
        4015000.00000000
        PA
        USD
        3828932.45000000
        0.062439170659
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-12
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2019-1
        252722AB9
        
          
        
        2610836.48000000
        PA
        USD
        2585078.75000000
        0.042155398494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-20
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Rail Leasing L.P.
        N/A
        Trinity Rail Leasing 2019-1 LLC
        89657BAA2
        
          
        
        15406485.55000000
        PA
        USD
        15146414.83000000
        0.246995629407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-17
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        Foundation Finance Trust 2017-1
        35040UAA9
        
          
        
        819935.89000000
        PA
        USD
        823008.27000000
        0.013420961193
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance T
        N/A
        Regional Management Issuance Trust 2022-1
        75907DAA5
        
          
        
        6500000.00000000
        PA
        USD
        6320105.35000000
        0.103063227593
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio 2019-2 Trust
        N/A
        Visio 2019-2 Trust
        92837DAB3
        
          
        
        3043542.98000000
        PA
        USD
        2961861.90000000
        0.048299677013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          2.92400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AB3
        
          
        
        3351262.03000000
        PA
        USD
        3258532.61000000
        0.053137545880
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP/THE
        549300PD0C69OJ0NLB27
        Hertz Corp/The
        42804VBC4
        
          
          
        
        1006609.06000000
        PA
        USD
        997519.38000000
        0.016266748922
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAJ0
        
          
          
        
        4304000.00000000
        PA
        USD
        4293058.93000000
        0.070007774407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        Boxer Parent Co Inc
        05988HAE7
        
          
          
        
        6302919.23130000
        PA
        USD
        6259618.18000000
        0.102076851160
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKCLIFF ENERGY II LLC
        5493007AZNVKZ5HEMT23
        Rockcliff Energy II LLC
        77289KAA3
        
          
          
        
        175000.00000000
        PA
        USD
        175161.88000000
        0.002856399965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        89364MBR4
        
          
          
        
        6463757.32080000
        PA
        USD
        6350641.57000000
        0.103561187867
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-09
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05973KAA5
        
          
        
        15795000.00000000
        PA
        USD
        14610375.00000000
        0.238254320213
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        First Investors Auto Owner Trust 2021-1
        32059FAE9
        
          
        
        2915000.00000000
        PA
        USD
        2778441.58000000
        0.045308605008
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS UNION LLC
        X8NPN6PWJOM1QCTYFV34
        Trans Union LLC
        89334GAZ7
        
          
          
        
        2084322.58060000
        PA
        USD
        2066084.76000000
        0.033692059238
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-7 LLC
        69360LAA0
        
          
        
        8326597.15000000
        PA
        USD
        7878418.89000000
        0.128474959540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-25
          Variable
          1.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BQ7
        
          
          
        
        5800000.00000000
        PA
        USD
        5800986.00000000
        0.094597844066
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-02-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALPAGE INC
        5493001RSFZX4122A604
        RealPage Inc
        75605VAD4
        
          
          
        
        8915200.04000000
        PA
        USD
        8802868.52000000
        0.143550145370
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-22
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110NAB2
        
          
        
        1460000.00000000
        PA
        USD
        1430440.26000000
        0.023326476682
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAA4
        
          
        
        3829564.69000000
        PA
        USD
        3561213.69000000
        0.058073427057
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        NYMT Loan Trust 2022-CP1
        62955VAA4
        
          
        
        5837230.97000000
        PA
        USD
        5636574.40000000
        0.091916751076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          2.04240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASPLUNDH TREE EXPERT LLC
        N/A
        Asplundh Tree Expert LLC
        04538FAD1
        
          
          
        
        9701507.53760000
        PA
        USD
        9581596.90000000
        0.156249025502
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-04
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        4159000.00000000
        PA
        USD
        4008236.25000000
        0.065363113746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        549300IYSLLRKXUYO938
        BXG Receivables Note Trust 2013-A
        05606VAA6
        
          
        
        595732.25000000
        PA
        USD
        595652.78000000
        0.009713429544
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-04
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        Foursight Capital Automobile Receivables Trust 2021-2
        35105UAE3
        
          
        
        2110000.00000000
        PA
        USD
        1983948.81000000
        0.032352651801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
          
        
        2750000.00000000
        PA
        USD
        2762938.75000000
        0.045055797245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER CHILE
        3YJP8HORPAEXJ80D6368
        Banco Santander Chile
        05970FAC5
        
          
          
        
        5550000.00000000
        PA
        USD
        5428302.43000000
        0.088520418221
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDJ5
        
          
          
        
        15850000.00000000
        PA
        USD
        14737229.83000000
        0.240322967410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAK1
        
          
          
        
        1305000.00000000
        PA
        USD
        1314787.50000000
        0.021440503891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2015-6
        89172RAC9
        
          
        
        5255000.00000000
        PA
        USD
        5243374.36000000
        0.085504759033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Rec
        N/A
        Arivo Acceptance Auto Loan Receivables Trust 2021-1
        04047AAA2
        
          
        
        8445963.88000000
        PA
        USD
        8296890.08000000
        0.135299053302
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-3
        36258AAB6
        
          
        
        1577991.10000000
        PA
        USD
        1581494.87000000
        0.025789754552
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes
        N/A
        Tricon American Homes 2020-SFR2 Trust
        89613JAG5
        
          
        
        5243000.00000000
        PA
        USD
        4623338.74000000
        0.075393713619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-11-17
          Fixed
          2.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BFY1
        
          
          
        
        14875000.00000000
        PA
        USD
        15248552.01000000
        0.248661200919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Residential Mor
        N/A
        Morgan Stanley Residential Mortgage Loan Trust 2014-1
        61763YAJ3
        
          
        
        3781017.62000000
        PA
        USD
        3872173.04000000
        0.063144303646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-06-25
          Variable
          2.34015500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30166RAE7
        
          
        
        9100000.00000000
        PA
        USD
        8924592.95000000
        0.145535130103
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAR1
        
          
          
        
        12065000.00000000
        PA
        USD
        11152584.38000000
        0.181867433935
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2022-1
        96042WAE7
        
          
        
        6090000.00000000
        PA
        USD
        6029529.35000000
        0.098324746387
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        LHOME Mortgage Trust 2021-RTL2
        501895AA4
        
          
        
        8940000.00000000
        PA
        USD
        8602329.05000000
        0.140279907946
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2021-A
        03842VAA5
        
          
        
        19045268.22000000
        PA
        USD
        18147369.53000000
        0.295932800564
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEP5
        
          
          
        
        16061000.00000000
        PA
        USD
        16265441.43000000
        0.265243820975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Floating
          1.60643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAA8
        
          
          
        
        6681000.00000000
        PA
        USD
        5964552.94000000
        0.097265163015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW71
        
          
          
        
        3000000.00000000
        PA
        USD
        2845560.00000000
        0.046403118566
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2029-03-01
          Fixed
          7.60030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2014-A
        17322GAA7
        
          
        
        1882892.83000000
        PA
        USD
        1857625.54000000
        0.030292672860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18452RAD7
        
          
          
        
        6308249.99460000
        PA
        USD
        6194701.49000000
        0.101018241655
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-21
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD WEC HOLDINGS
        5493002M6GRSU1IWMG57
        Brookfield WEC Holdings Inc
        11284EAM5
        
          
          
        
        13835888.47340000
        PA
        USD
        13572176.44000000
        0.221324207731
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-01
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDT2
        
          
          
        
        9005000.00000000
        PA
        USD
        9252727.55000000
        0.150886086945
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 21-1 A PPT
        N/A
        British Airways 2021-1 Class A Pass Through Trust
        11042CAA8
        
          
          
        
        3997334.88990000
        PA
        USD
        3672741.30000000
        0.059892130198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHANGE HEALTHCARE HOLDINGS
        549300GHXFJ3EKF50583
        Change Healthcare Holdings LLC
        15911AAC7
        
          
          
        
        7650180.61440000
        PA
        USD
        7598541.90000000
        0.123910949239
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAY6
        
          
          
        
        3875639.09780000
        PA
        USD
        3792080.32000000
        0.061838215572
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          3.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        WFRBS Commercial Mortgage Trust 2014-C24
        92939KAG3
        
          
        
        6689000.00000000
        PA
        USD
        6671973.15000000
        0.108801206494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-1
        67571AAB1
        
          
        
        3700000.00000000
        PA
        USD
        3466131.88000000
        0.056522908880
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-20
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        03852JAR2
        
          
          
        
        3254425.01000000
        PA
        USD
        3182567.31000000
        0.051898764472
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
          
        
        9555000.00000000
        PA
        USD
        9785132.18000000
        0.159568116201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VCC9
        
          
        
        21083.97000000
        PA
        USD
        22789.51000000
        0.000371633117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        221625AM8
        
          
          
        
        9990000.00000000
        PA
        USD
        10189800.00000000
        0.166167115636
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-AFC1 Trust
        12657LAA2
        
          
        
        3049762.31000000
        PA
        USD
        2931185.72000000
        0.047799434384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT LNG INVESTMENTS
        549300LR5YVRZH4YPQ33
        Freeport LNG Investments LLLP
        35670CAB4
        
          
          
        
        9475000.00000000
        PA
        USD
        9397210.25000000
        0.153242195359
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE LAUNDRY SYSTEMS
        549300YBOGK6MBI5ND34
        Alliance Laundry Systems LLC
        01862LAW8
        
          
          
        
        9449861.73090000
        PA
        USD
        9349504.20000000
        0.152464243218
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-08
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2021-1
        682687AB4
        
          
        
        17610000.00000000
        PA
        USD
        16524382.24000000
        0.269466420782
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-14
          Fixed
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        Open Text Corp
        683715AC0
        
          
          
        
        10905000.00000000
        PA
        USD
        10455386.85000000
        0.170498093753
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONERI US INC
        N/A
        Froneri US Inc
        000000000
        
          
          
        
        12011062.50000000
        PA
        USD
        11777327.22000000
        0.192055240932
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-31
          Floating
          2.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        RCO VI Mortgage LLC 2022-1
        74934VAA5
        
          
        
        11960000.00000000
        PA
        USD
        11591095.00000000
        0.189018314708
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2019-3
        30167EAC9
        
          
        
        1287484.39000000
        PA
        USD
        1289017.78000000
        0.021020271890
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN GROUP HOLDING LLC
        25490094PF4HHK9QS109
        Brown Group Holding LLC
        11565HAB2
        
          
          
        
        11158655.49540000
        PA
        USD
        10991275.66000000
        0.179236940233
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-07
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Corp
        16164AAC9
        
          
        
        7961397.83000000
        PA
        USD
        7820388.74000000
        0.127528650226
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEB HOLDINGS USA INC
        N/A
        LEB Holdings USA Inc
        05638UAB8
        
          
          
        
        7746937.50000000
        PA
        USD
        7693716.04000000
        0.125462973060
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-02
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2015-A
        68504TAA2
        
          
        
        646819.00000000
        PA
        USD
        646879.61000000
        0.010548795752
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-08
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886VAP5
        
          
          
        
        7876782.70300000
        PA
        USD
        7763593.34000000
        0.126602476229
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-28
          Floating
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2021-1 Ltd
        69701YAA0
        
          
        
        2331316.92000000
        PA
        USD
        2314997.70000000
        0.037751132555
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
          
        
        5935000.00000000
        PA
        USD
        6179818.75000000
        0.100775545824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        549300R4HW4HQYM9LE23
        BXG Receivables Note Trust 2015-A
        05606XAA2
        
          
        
        876152.48000000
        PA
        USD
        871425.44000000
        0.014210509711
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-05-02
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credito Real USA Auto Receivab
        N/A
        Credito Real USA Auto Receivables Trust 2021-1
        22551EAA4
        
          
        
        3105418.61000000
        PA
        USD
        3049194.38000000
        0.049723825309
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        Chemours Co/The
        163851AF5
        
          
          
        
        7105000.00000000
        PA
        USD
        6903360.10000000
        0.112574479971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        UKG Inc
        90385KAK7
        
          
          
        
        13963707.08160000
        PA
        USD
        13836776.98000000
        0.225639101893
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2021-3
        85573JAC0
        
          
        
        2774238.13000000
        PA
        USD
        2638401.17000000
        0.043024937909
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.51800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-2
        89175VAB9
        
          
        
        9400000.00000000
        PA
        USD
        9283837.62000000
        0.151393405106
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2018-GW
        12433UAG0
        
          
        
        19910000.00000000
        PA
        USD
        19622021.76000000
        0.319980250722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Floating
          1.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILITI HEALTH INC
        25490002CCQ55NKGNB14
        Agiliti Health Inc
        00847YAC6
        
          
          
        
        4998824.60330000
        PA
        USD
        4961333.42000000
        0.080905460765
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-04
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2022-LP2
        05610HAG8
        
          
        
        11410000.00000000
        PA
        USD
        11152648.59000000
        0.181868481020
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          2.26580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDEO FUNDING INC
        5493000IFJ6XJKH66598
        Resideo Funding Inc
        76090LAE4
        
          
          
        
        10570739.16270000
        PA
        USD
        10398964.65000000
        0.169578005603
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FILTRATION GROUP CORP
        549300ZA0D9WN5ECE978
        Filtration Group Corp
        000000000
        
          
        
        9725625.00000000
        PA
        USD
        9604054.69000000
        0.156615249195
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL GLBL FIN
        549300JVAOO67CSCH406
        Burford Capital Global Finance LLC
        12116LAA7
        
          
          
        
        755000.00000000
        PA
        USD
        766476.00000000
        0.012499078109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
          
        
        4380000.00000000
        PA
        USD
        4418325.00000000
        0.072050513375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR2 Trust
        00178UAD1
        
          
        
        1680000.00000000
        PA
        USD
        1614665.98000000
        0.026330682507
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Fixed
          3.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        740840AC7
        
          
          
        
        4675000.00000000
        PA
        USD
        3676887.50000000
        0.059959743115
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2027-12-05
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-2
        03465DAA1
        
          
        
        2064430.03000000
        PA
        USD
        1969257.95000000
        0.032113084996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          0.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDJ4
        
          
          
        
        5405000.00000000
        PA
        USD
        5742866.55000000
        0.093650078519
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-2
        23345EAE5
        
          
        
        5985000.00000000
        PA
        USD
        5762963.68000000
        0.093977806455
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
          
        
        8062000.00000000
        PA
        USD
        7514378.57000000
        0.122538480910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAS8
        
          
          
        
        5000000.00000000
        PA
        USD
        5057495.75000000
        0.082473599199
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-11
          Fixed
          3.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-4
        36258HAG0
        
          
        
        3500000.00000000
        PA
        USD
        3462378.85000000
        0.056461707466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-1
        33843FAE8
        
          
        
        13785000.00000000
        PA
        USD
        13670714.08000000
        0.222931080822
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N2
        14686KAD9
        
          
        
        6055000.00000000
        PA
        USD
        5897300.55000000
        0.096168464781
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-10
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2020-1
        30167HAG3
        
          
        
        8775000.00000000
        PA
        USD
        8740442.30000000
        0.142532148459
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURNING POINT BRANDS INC
        549300IYG00QF0VVP302
        Turning Point Brands Inc
        90041LAF2
        
          
          
        
        6360000.00000000
        PA
        USD
        6169200.00000000
        0.100602383735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-OC11
        N/A
        BX Trust 2019-OC11
        05606FAL7
        
          
        
        6249000.00000000
        PA
        USD
        5798765.17000000
        0.094561628545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-09
          Variable
          4.07545700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRP LLC
        N/A
        TRP 2021 LLC
        87267CAA6
        
          
        
        9205477.70000000
        PA
        USD
        8489442.50000000
        0.138439044297
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-19
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance T
        N/A
        Regional Management Issuance Trust 2021-1
        75907VAA5
        
          
        
        2610000.00000000
        PA
        USD
        2467203.77000000
        0.040233187515
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM3 Trust
        67114JAB6
        
          
        
        2834077.15000000
        PA
        USD
        2664225.81000000
        0.043446065501
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BC5
        
          
          
        
        3385000.00000000
        PA
        USD
        3524631.25000000
        0.057476869859
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-15
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAA2
        
          
        
        2471039.29000000
        PA
        USD
        2460963.13000000
        0.040131420145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust 2021-ESH
        30227FAG5
        
          
        
        3100915.39000000
        PA
        USD
        3056138.17000000
        0.049837059088
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2C8
        
          
          
        
        12700000.00000000
        PA
        USD
        12653467.20000000
        0.206342631594
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2024-04-16
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower, LP
        N/A
        Mozart Borrower LP
        58503UAC7
        
          
          
        
        4820000.00000000
        PA
        USD
        4769390.00000000
        0.077775400856
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-NQM1 Trust
        126401AA6
        
          
        
        4210857.27000000
        PA
        USD
        4142351.25000000
        0.067550153993
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2020-SFR3 Trust
        74333AAA8
        
          
        
        3644533.08000000
        PA
        USD
        3396681.51000000
        0.055390367745
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          1.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418RHT1
        
          
        
        1394280.21000000
        PA
        USD
        1479545.70000000
        0.024127248956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust
        N/A
        Hilton USA Trust 2016-SFP
        43289VAJ2
        
          
        
        16760000.00000000
        PA
        USD
        16512444.74000000
        0.269271753572
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-05
          Fixed
          3.32283500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAN5
        
          
          
        
        3400000.00000000
        PA
        USD
        3255704.00000000
        0.053091419168
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2027-04-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377REL4
        
          
        
        11500000.00000000
        PA
        USD
        10669274.50000000
        0.173986002629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        5493000EWZKZ6H2PNY04
        Westlake Automobile Receivables Trust 2018-3
        96042GAL6
        
          
        
        2740714.12000000
        PA
        USD
        2751389.75000000
        0.044867465381
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL1 LLC
        91790CAA4
        
          
        
        7958510.20000000
        PA
        USD
        7744758.94000000
        0.126295339884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-26
          Variable
          2.28910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        PetSmart LLC
        71677HAL9
        
          
          
        
        6009800.00000000
        PA
        USD
        5984739.13000000
        0.097594343271
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        918367AA1
        
          
          
        
        2903000.00000000
        PA
        USD
        2767110.57000000
        0.045123827951
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABD2
        
          
          
        
        6075000.00000000
        PA
        USD
        6088948.69000000
        0.099293709501
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-03-28
          Fixed
          3.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2020-MH1
        89178YAB0
        
          
        
        14281000.00000000
        PA
        USD
        13384361.70000000
        0.218261475036
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-1
        92537QAA9
        
          
        
        1911189.92000000
        PA
        USD
        1850991.83000000
        0.030184495618
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          0.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2006-A6
        46628BBK5
        
          
        
        343249.94000000
        PA
        USD
        274872.08000000
        0.004482394227
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.56011600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2005-A2
        466247NT6
        
          
        
        161161.01000000
        PA
        USD
        161300.54000000
        0.002630360309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Variable
          2.25436900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBJ0
        
          
          
        
        5555000.00000000
        PA
        USD
        5728871.50000000
        0.093421858427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-RPL1 LLC
        69360GAA1
        
          
        
        5429758.05000000
        PA
        USD
        5126451.77000000
        0.083598078870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVR2
        
          
          
        
        24315000.00000000
        PA
        USD
        24904482.40000000
        0.406122397576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM1
        126407AA3
        
          
        
        9120483.03000000
        PA
        USD
        8876586.72000000
        0.144752282867
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCD2
        
          
          
        
        15765000.00000000
        PA
        USD
        15941883.30000000
        0.259967493549
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-09-21
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2019-1 Receivables Funding LLC
        82653EAB3
        
          
        
        1262934.08000000
        PA
        USD
        1253733.98000000
        0.020444891875
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBB6
        
          
          
        
        15150000.00000000
        PA
        USD
        13659263.63000000
        0.222744356033
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-12-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trus
        N/A
        Prestige Auto Receivables Trust 2019-1
        74113NAF5
        
          
        
        7060000.00000000
        PA
        USD
        7028909.17000000
        0.114621833877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2003-AR30
        22541Q2D3
        
          
        
        935288.84000000
        PA
        USD
        943013.20000000
        0.015377905695
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Variable
          2.43328600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-4
        03464LAA4
        
          
        
        5948195.39000000
        PA
        USD
        5857652.55000000
        0.095521916880
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-06-25
          Variable
          1.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HLF FIN SARL LLC/HERBALI
        N/A
        HLF Financing Sarl LLC / Herbalife International Inc
        40390DAC9
        
          
          
        
        2980000.00000000
        PA
        USD
        2613966.60000000
        0.042626478467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        N/A
        BXG RECEIVABLES NOTE TRUST 2017-A
        05607BAA9
        
          
        
        4391417.39000000
        PA
        USD
        4333103.76000000
        0.070660793494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-10-04
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        CrownRock LP / CrownRock Finance Inc
        228701AG3
        
          
          
        
        6640000.00000000
        PA
        USD
        6640000.27000000
        0.108279818317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home N
        N/A
        ZH Trust 2021-1
        98879EAA9
        
          
        
        6295000.00000000
        PA
        USD
        6197115.27000000
        0.101057603650
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-4
        36258HAC9
        
          
        
        7177921.84000000
        PA
        USD
        7190650.45000000
        0.117259381423
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAW5
        
          
          
        
        695000.00000000
        PA
        USD
        640920.07000000
        0.010451612336
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps LTD
        N/A
        MAPS 2021-1 Trust
        55292RAA9
        
          
        
        16179291.00000000
        PA
        USD
        14962883.36000000
        0.244002744856
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          2.52100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2020-1
        50202HAA1
        
          
        
        363146.11000000
        PA
        USD
        363263.84000000
        0.005923816415
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-17
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC27
        17323CAD9
        
          
        
        8119948.71000000
        PA
        USD
        8002617.08000000
        0.130500284375
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          2.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BL9
        
          
          
        
        2844000.00000000
        PA
        USD
        2880516.96000000
        0.046973168735
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2023-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AW4
        
          
          
        
        6155000.00000000
        PA
        USD
        6185775.00000000
        0.100872675589
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2027-09-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        88037HAG9
        
          
          
        
        5921100.00000000
        PA
        USD
        5838619.08000000
        0.095211534262
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          3.96690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT Funding LLC
        19688DAA8
        
          
        
        4512828.05000000
        PA
        USD
        4412800.31000000
        0.071960421145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-12-25
          Variable
          1.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Purchasing Power Funding
        N/A
        Purchasing Power Funding 2021-A LLC
        74615JAA8
        
          
        
        12425000.00000000
        PA
        USD
        12027499.40000000
        0.196134848928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PODS LLC
        N/A
        PODS LLC
        73044EAB0
        
          
          
        
        14173874.50000000
        PA
        USD
        14005630.61000000
        0.228392631958
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAM2
        
          
          
        
        6090000.00000000
        PA
        USD
        6105225.00000000
        0.099559130558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        Onslow Bay Mortgage Loan Trust
        67115DAA0
        
          
        
        5736973.70000000
        PA
        USD
        5394330.08000000
        0.087966424285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          1.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILITI HEALTH INC
        25490002CCQ55NKGNB14
        Agiliti Health Inc
        00847YAD4
        
          
          
        
        1519999.98470000
        PA
        USD
        1508599.98000000
        0.024601042937
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-04
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-INV1 Trust
        552747AA5
        
          
        
        2265968.75000000
        PA
        USD
        2192280.58000000
        0.035749959826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          0.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2020-TWN3
        36263JAA2
        
          
        
        8285000.00000000
        PA
        USD
        8277512.02000000
        0.134983051385
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2016-4
        64829LAA6
        
          
        
        3212704.11000000
        PA
        USD
        3239477.18000000
        0.052826805155
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAU5
        
          
          
        
        5500000.00000000
        PA
        USD
        5602410.00000000
        0.091359625342
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2026-06-02
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Koitere Fund Trust 2017-RT4
        07332CAA5
        
          
        
        2894298.33000000
        PA
        USD
        2875649.79000000
        0.046893798816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-8
        03465MAA1
        
          
        
        13183785.49000000
        PA
        USD
        12344868.26000000
        0.201310246685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AFXA3
        
          
        
        993594.00000000
        PA
        USD
        1056908.54000000
        0.017235219884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAE0
        
          
          
        
        6514000.00000000
        PA
        USD
        5966000.30000000
        0.097288765406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE SERVICES INC
        N/A
        Carriage Services Inc
        143905AP2
        
          
          
        
        2870000.00000000
        PA
        USD
        2673175.40000000
        0.043592008263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        000000000
        
          
          
        
        2800000.00000000
        PA
        USD
        2872564.80000000
        0.046843491265
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2024-04-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAP FIN LLLP/CORP
        N/A
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        505742AM8
        
          
          
        
        13000000.00000000
        PA
        USD
        12458729.40000000
        0.203167003169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BJ3
        
          
          
        
        8541000.00000000
        PA
        USD
        7670842.92000000
        0.125089976497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2021-A
        08861YAA4
        
          
        
        8532643.18000000
        PA
        USD
        8124065.24000000
        0.132480763918
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        89364MBQ6
        
          
          
        
        10943428.47710000
        PA
        USD
        10734846.73000000
        0.175055302157
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitizatio
        N/A
        NewRez Warehouse Securitization Trust 2021-1
        65246PAC5
        
          
        
        13845000.00000000
        PA
        USD
        13668427.79000000
        0.222893797831
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          1.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDI
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2A9
        
          
          
        
        13125000.00000000
        PA
        USD
        12198881.49000000
        0.198929611099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSENSUS CLOUD SOLUTION
        N/A
        Consensus Cloud Solutions Inc
        20848VAA3
        
          
          
        
        1435000.00000000
        PA
        USD
        1424237.50000000
        0.023225327028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jack in the Box Funding, LLC
        N/A
        Jack in the Box Funding LLC
        466365AD5
        
          
        
        8045000.00000000
        PA
        USD
        7572147.08000000
        0.123480523607
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-02-26
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BQ1
        
          
          
        
        655000.00000000
        PA
        USD
        676287.50000000
        0.011028356122
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-01-30
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPER
        549300TPZNMN50BJ3745
        Charter Communications Operating LLC
        16117LBX6
        
          
          
        
        9236923.05730000
        PA
        USD
        9149726.50000000
        0.149206428130
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2019-1
        74387LAC5
        
          
        
        2350342.83000000
        PA
        USD
        2315812.77000000
        0.037764424065
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NH0
        
          
          
        
        8147000.00000000
        PA
        USD
        8171489.56000000
        0.133254121831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.40286500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406CYZ5
        
          
        
        103564.29000000
        PA
        USD
        110067.13000000
        0.001794886800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-A
        12656NAC5
        
          
        
        4920229.25000000
        PA
        USD
        4906051.61000000
        0.080003969184
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBC Funding LLC
        N/A
        NBC Funding LLC
        62878YAA2
        
          
        
        8248550.00000000
        PA
        USD
        7683425.34000000
        0.125295160548
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          2.98900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
          
        
        11748000.00000000
        PA
        USD
        12060496.80000000
        0.196672944159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R2
        92538DAA7
        
          
        
        5069302.84000000
        PA
        USD
        4964075.27000000
        0.080950172664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-02-25
          Variable
          0.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2019-4
        26209AAF8
        
          
        
        3256256.79000000
        PA
        USD
        3260503.60000000
        0.053169687210
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        PRET 2021-RN3 LLC
        74143JAA9
        
          
        
        12429456.56000000
        PA
        USD
        11857302.57000000
        0.193359415031
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.84290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROC Securities Trust
        N/A
        Roc Mortgage Trust 2021-RTL1
        77118TAA1
        
          
        
        19655000.00000000
        PA
        USD
        18860446.63000000
        0.307561092084
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2019-A
        038370AC6
        
          
        
        22210000.00000000
        PA
        USD
        21755077.01000000
        0.354764411195
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-2
        36257NAB9
        
          
        
        2540786.73000000
        PA
        USD
        2544510.51000000
        0.041493844055
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GAN5
        
          
        
        4525000.00000000
        PA
        USD
        4468343.83000000
        0.072866180484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Variable
          3.87510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
          
        
        23940000.00000000
        PA
        USD
        8436695.40000000
        0.137578886741
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2019-4
        30167GAE0
        
          
        
        2336327.65000000
        PA
        USD
        2339798.73000000
        0.038155567933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-NQM2 Trust
        36167FAA7
        
          
        
        1657755.09000000
        PA
        USD
        1638093.29000000
        0.026712716357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2021-SFR3 Trust
        00180UAD7
        
          
        
        6675000.00000000
        PA
        USD
        6077800.43000000
        0.099111912585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-10-17
          Fixed
          2.17700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD FINANCE INC
        549300XH8D8K6OYWGD17
        Brookfield Finance Inc
        11271LAC6
        
          
          
        
        9490000.00000000
        PA
        USD
        9530172.40000000
        0.155410435850
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST 2019-1
        59166EAB1
        
          
        
        8188395.56000000
        PA
        USD
        8245191.91000000
        0.134456000859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Residential Mortgage
        N/A
        STAR 2021-1 Trust
        85573GAA0
        
          
        
        8333109.41000000
        PA
        USD
        8162489.83000000
        0.133107361426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        Pug LLC
        74530DAG0
        
          
          
        
        2778892.71500000
        PA
        USD
        2758051.02000000
        0.044976092050
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AK5
        
          
          
        
        1863000.00000000
        PA
        USD
        2005097.16000000
        0.032697522193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gold Key Resorts LLC
        549300MORAF4RGEXUA95
        Gold Key Resorts 2014-A LLC
        38061LAA7
        
          
        
        487187.17000000
        PA
        USD
        485836.10000000
        0.007922626882
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receiva
        549300LUWIM31186Z163
        Amur Equipment Finance Receivables VIII LLC
        03237PAC7
        
          
        
        2122271.91000000
        PA
        USD
        2107197.20000000
        0.034362488056
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-20
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2021-3
        96043JAL9
        
          
        
        10475000.00000000
        PA
        USD
        9996341.73000000
        0.163012352763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AL3
        
          
          
        
        2731000.00000000
        PA
        USD
        2869106.67000000
        0.046787098844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2019-2
        30167LAE9
        
          
        
        540198.41000000
        PA
        USD
        540564.56000000
        0.008815094874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        Station Casinos LLC
        85769EAZ4
        
          
          
        
        3133843.39650000
        PA
        USD
        3087713.22000000
        0.050351959771
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-08
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEARER'S FOODS LLC
        549300AQWIJSYS2CIH04
        Shearer's Foods LLC
        82087UAL1
        
          
          
        
        6390181.81350000
        PA
        USD
        6190488.63000000
        0.100949541701
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-23
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAV2
        
          
          
        
        3700389.90190000
        PA
        USD
        3674487.17000000
        0.059920600451
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          3.33360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2022-N1
        14686GAE6
        
          
        
        6815000.00000000
        PA
        USD
        6748256.62000000
        0.110045176364
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-11
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        000000000
        
          
        
        750000.00000000
        PA
        USD
        739455.00000000
        0.012058441234
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Issuance Trust 2021-C
        68377WAA9
        
          
        
        6210000.00000000
        PA
        USD
        5847868.20000000
        0.095362361519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        180 MEDICAL INC
        254900ZB648OPWVFVX59
        180 Medical Inc
        682357AA6
        
          
          
        
        200000.00000000
        PA
        USD
        189000.00000000
        0.003082060968
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BD6
        
          
          
        
        4332000.00000000
        PA
        USD
        4461960.00000000
        0.072762078086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2021-A
        00971AAA0
        
          
        
        10618393.40000000
        PA
        USD
        9947291.82000000
        0.162212486027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          1.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST2
        91682CAA5
        
          
        
        4568898.45000000
        PA
        USD
        4456970.03000000
        0.072680705643
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICORBRAUN HOLDINGS INC
        2549009AB5YVVW5J1U62
        TricorBraun Holdings Inc
        000000000
        
          
        
        8305407.83080000
        PA
        USD
        8085065.36000000
        0.131844785040
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond
        N/A
        Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1
        21055JAB4
        
          
        
        1010489.74000000
        PA
        USD
        1010990.84000000
        0.016486430726
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA ENERGY CORP RIGHTS
        N/A
        VISTRA ENERGY CORP RIGHTS
        000000000
        
          
        
        98789.00000000
        NS
        USD
        127437.81000000
        0.002078153968
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        Pug LLC
        74530DAC9
        
          
          
        
        6468456.63270000
        PA
        USD
        6331001.93000000
        0.103240920312
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          3.89660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORT
        N/A
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        667449AD4
        
          
          
        
        6335000.00000000
        PA
        USD
        6015082.50000000
        0.098089158701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
          
        
        1576000.00000000
        PA
        USD
        1530296.00000000
        0.024954844294
        Long
        LON
        CORP
        PA
        
        N
        
        2
        
          2025-06-30
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2022-1
        00091HAC6
        
          
        
        6580000.00000000
        PA
        USD
        6383781.11000000
        0.104101601003
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-2
        91680FAB8
        
          
        
        7140000.00000000
        PA
        USD
        6786422.20000000
        0.110667550144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AX7
        
          
          
        
        11513000.00000000
        PA
        USD
        10499864.98000000
        0.171223407554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        29646AAB2
        
          
          
        
        11970000.00000000
        PA
        USD
        11536446.60000000
        0.188127152271
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust 2021-KDIP
        48254CAN5
        
          
        
        3750000.00000000
        PA
        USD
        3655791.00000000
        0.059615718251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.64657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL5 LLC
        91824AAA8
        
          
        
        18141986.40000000
        PA
        USD
        17418173.75000000
        0.284041658490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          1.86770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        UKG Inc
        000000000
        
          
        
        355000.00000000
        PA
        USD
        351726.90000000
        0.005735681216
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-05-03
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trus
        549300L40MNGIY25DE37
        Prestige Auto Receivables Trust 2018-1
        74114NAL1
        
          
        
        3785000.00000000
        PA
        USD
        3818798.91000000
        0.062273920986
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAA5
        
          
        
        9015000.00000000
        PA
        USD
        8752711.28000000
        0.142732221181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        Foursight Capital Automobile Receivables Trust 2018-2
        35105MAF8
        
          
        
        4650000.00000000
        PA
        USD
        4675276.94000000
        0.076240680280
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        N/A
        BXG Receivables Note Trust 2020-A
        05608TAB7
        
          
        
        4594001.32000000
        PA
        USD
        4418917.96000000
        0.072060182893
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-28
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Mortgage Pro
        N/A
        RAMP Series 2004-SL1 Trust
        760985W98
        
          
          
        
        652415.87000000
        PA
        USD
        621175.52000000
        0.010129633993
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2014-3
        64829DAG1
        
          
        
        3716686.18000000
        PA
        USD
        3708966.62000000
        0.060482863769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        USASF Receivables 2020-1 LLC
        90353QAB2
        
          
        
        16200000.00000000
        PA
        USD
        16198726.68000000
        0.264155890144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
          
        
        5660000.00000000
        PA
        USD
        5072775.00000000
        0.082722760998
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        60937LAF2
        
          
          
        
        1800000.00000000
        PA
        USD
        1619622.49000000
        0.026411509311
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2027-07-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AG6
        
          
          
        
        2585000.00000000
        PA
        USD
        2714250.00000000
        0.044261820017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        Residential Mortgage Loan Trust 2019-2
        76119DAA7
        
          
        
        1571830.91000000
        PA
        USD
        1568266.63000000
        0.025574038985
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-3
        36258AAD2
        
          
        
        3000000.00000000
        PA
        USD
        2989213.50000000
        0.048745705049
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BH4
        
          
          
        
        340000.00000000
        PA
        USD
        316264.60000000
        0.005157390366
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AADVANTAGE LOYALTY IP
        IWUQB36BXD6OWD6X4T14
        AAdvantage Loyalty IP Ltd
        02376CBJ3
        
          
          
        
        7345000.00000000
        PA
        USD
        7429908.20000000
        0.121161005617
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2028-04-20
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOTDASH MEREDITH INC
        549300R2AA7U9CJUQO13
        Dotdash Meredith Inc
        000000000
        
          
        
        9650812.50000000
        PA
        USD
        9626685.47000000
        0.156984293871
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2020-SFR2 Trust
        74333LAJ5
        
          
        
        6890000.00000000
        PA
        USD
        6877478.11000000
        0.112152417161
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-17
          Fixed
          5.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM2
        12662EAA1
        
          
        
        6849150.56000000
        PA
        USD
        6605771.47000000
        0.107721642399
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust 2020-A
        56848MAA7
        
          
        
        1954000.00000000
        PA
        USD
        1878622.11000000
        0.030635068145
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2004-CB1 Trust
        92922FRB6
        
          
        
        302873.78000000
        PA
        USD
        299413.57000000
        0.004882597235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        Ashtead Capital Inc
        045054AJ2
        
          
          
        
        6800000.00000000
        PA
        USD
        6701495.81000000
        0.109282638442
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2019-2
        26252TAE6
        
          
        
        783119.70000000
        PA
        USD
        784779.13000000
        0.012797550927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        Utah Acquisition Sub Inc
        62854AAN4
        
          
          
        
        1804000.00000000
        PA
        USD
        1790170.57000000
        0.029192671113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        Arroyo Mortgage Trust 2021-1R
        042853AA9
        
          
        
        15573848.97000000
        PA
        USD
        14749212.11000000
        0.240518364857
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2019-SFR3 Trust
        74332WAC7
        
          
        
        10340000.00000000
        PA
        USD
        10047593.07000000
        0.163848118660
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-17
          Fixed
          2.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
          
        
        5998387.50000000
        PA
        USD
        5855925.80000000
        0.095493758421
        Long
        LON
        CORP
        PA
        
        N
        
        2
        
          2028-10-18
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2020-4
        80286WAF3
        
          
        
        6845000.00000000
        PA
        USD
        6767315.41000000
        0.110355971881
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2017-2
        64829KBV1
        
          
        
        13149912.73000000
        PA
        USD
        13180687.47000000
        0.214940118451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        Galton Funding Mortgage Trust 2017-1
        36416UAG0
        
          
        
        1682885.20000000
        PA
        USD
        1680279.93000000
        0.027400662371
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2004-D Trust
        05946XNE9
        
          
        
        1182830.03000000
        PA
        USD
        1220437.99000000
        0.019901927477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          2.66169300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        Galton Funding Mortgage Trust 2017-1
        36417JAL3
        
          
        
        1148630.95000000
        PA
        USD
        1144385.61000000
        0.018661726038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2021-2
        22537CAA7
        
          
        
        7715000.00000000
        PA
        USD
        7460271.53000000
        0.121656146539
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2017-A
        43283AAA3
        
          
          
        
        1327406.02000000
        PA
        USD
        1326225.16000000
        0.021627020110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2020-3
        22536BAC6
        
          
        
        11195000.00000000
        PA
        USD
        11140848.67000000
        0.181676057354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-12-17
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BK7
        
          
          
        
        70000.00000000
        PA
        USD
        67254.60000000
        0.001096734273
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102BT3
        
          
          
        
        10030000.00000000
        PA
        USD
        10230600.00000000
        0.166832449432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2020-EXP1
        17328JAB3
        
          
        
        2267306.30000000
        PA
        USD
        2258651.08000000
        0.036832276903
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          1.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA BRISTOL LLC
        N/A
        Virgin Media Bristol LLC
        000000000
        
          
          
        
        9320000.00000000
        PA
        USD
        9255971.60000000
        0.150938988320
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Floating
          3.44110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        2549001SCJD3WEYJFM53
        KKR Apple Bidco LLC
        000000000
        
          
        
        7780500.00000000
        PA
        USD
        7669861.29000000
        0.125073968860
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        United Auto Credit Securitization Trust
        90943UAD6
        
          
        
        10160000.00000000
        PA
        USD
        9869998.04000000
        0.160952040829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDN8
        
          
          
        
        32410000.00000000
        PA
        USD
        31146516.24000000
        0.507912497372
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAB HOLDINGS LLC
        549300G4QOYNTNBXSH82
        NAB Holdings LLC
        000000000
        
          
        
        12713137.50000000
        PA
        USD
        12542272.93000000
        0.204529364295
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR5 Trust
        74333FAD1
        
          
        
        2500000.00000000
        PA
        USD
        2259115.00000000
        0.036839842140
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-17
          Fixed
          2.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2019-1
        67576TAB5
        
          
        
        5000000.00000000
        PA
        USD
        5035120.50000000
        0.082108721502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAC7
        
          
          
        
        18640000.00000000
        PA
        USD
        18593400.00000000
        0.303206309041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        Foursight Capital Automobile Receivables Trust 2022-1
        35105JAD0
        
          
        
        2140000.00000000
        PA
        USD
        2057164.88000000
        0.033546600963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAE6
        
          
        
        14120000.00000000
        PA
        USD
        13623946.04000000
        0.222168424998
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2020-3
        96042QAJ9
        
          
        
        11365000.00000000
        PA
        USD
        11154985.03000000
        0.181906581817
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
          
        
        9794000.00000000
        PA
        USD
        8954268.61000000
        0.146019057052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAA6
        
          
          
        
        9925000.00000000
        PA
        USD
        9241834.06000000
        0.150708444615
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-RPL2 LLC
        69357QAA4
        
          
        
        5363667.26000000
        PA
        USD
        5073511.63000000
        0.082734773371
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          1.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413CG78
        
          
        
        5723.45000000
        PA
        USD
        6103.18000000
        0.000099525782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2021-1
        25273CAB6
        
          
        
        1019540.52000000
        PA
        USD
        978248.62000000
        0.015952496767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        First Investors Auto Owner Trust 2022-1
        32057KAC4
        
          
        
        5745000.00000000
        PA
        USD
        5601307.21000000
        0.091341641924
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-9 LLC
        69360XAA4
        
          
        
        8849772.69000000
        PA
        USD
        8458564.06000000
        0.137935503373
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SkyMiles IP Ltd
        24736CBS2
        
          
          
        
        12290000.00000000
        PA
        USD
        12672096.10000000
        0.206646416809
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAF0
        
          
        
        9056076.59000000
        PA
        USD
        8917598.31000000
        0.145421067104
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        Planet Fitness Master Issuer LLC
        72703PAB9
        
          
        
        13804325.00000000
        PA
        USD
        13727835.24000000
        0.223862567053
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SELECT MEDICAL CORP
        549300X05KS0JKR8CB50
        Select Medical Corp
        816194AV6
        
          
          
        
        6265000.00000000
        PA
        USD
        6182803.20000000
        0.100824213850
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-06
          Floating
          2.77760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2006-A2
        466247K51
        
          
          
        
        260759.64000000
        PA
        USD
        271272.50000000
        0.004423695153
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.22291100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-2 Mortgage Loan Trust
        19685WAB7
        
          
        
        6121301.83000000
        PA
        USD
        5658132.91000000
        0.092268310029
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MAA7
        
          
        
        3955000.00000000
        PA
        USD
        3745121.99000000
        0.061072456651
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-26
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKOPOS AUTO RECEIVABLES TRUST
        N/A
        Skopos Auto Receivables Trust 2019-1
        83085DAC9
        
          
        
        7002974.94000000
        PA
        USD
        7032648.65000000
        0.114682814329
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEP9
        
          
          
        
        6410000.00000000
        PA
        USD
        6329875.00000000
        0.103222543238
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        Corevest American Finance 2020-4 Trust
        21873AAA5
        
          
        
        14995315.34000000
        PA
        USD
        13911636.89000000
        0.226859857484
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings, LLC
        N/A
        Mileage Plus Holdings LLC
        59921PAB2
        
          
          
        
        8790000.00000000
        PA
        USD
        9108637.50000000
        0.148536381553
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIN Timeshare Trust 2020-A
        N/A
        HIN Timeshare Trust 2020-A
        40439HAC3
        
          
        
        2464001.08000000
        PA
        USD
        2401560.09000000
        0.039162722838
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-09
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
        61763BAW4
        
          
        
        1735000.00000000
        PA
        USD
        1750523.22000000
        0.028546133812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          4.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        Conn's Receivables Funding 2020-A LLC
        20825XAC2
        
          
        
        1450238.31000000
        PA
        USD
        1449213.28000000
        0.023632612090
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-3
        33844TAE7
        
          
        
        3490000.00000000
        PA
        USD
        3394285.35000000
        0.055351293082
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
          
        
        4957500.00000000
        PA
        USD
        5061587.03000000
        0.082540316524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        PRPM 2021-2 LLC
        69359UAA3
        
          
        
        3128354.65000000
        PA
        USD
        3030363.95000000
        0.049416753704
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-03-25
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AJ3
        
          
          
        
        8095000.00000000
        PA
        USD
        7788037.60000000
        0.127001093687
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2027-05-22
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIG Auto Receivables Trust
        N/A
        CIG Auto Receivables Trust 2020-1
        12597UAE7
        
          
        
        9485000.00000000
        PA
        USD
        9486151.48000000
        0.154692577864
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-12
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        682051AH0
        
          
          
        
        9580000.00000000
        PA
        USD
        9876865.04000000
        0.161064022377
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2028-01-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAB3
        
          
          
        
        12305000.00000000
        PA
        USD
        11382980.07000000
        0.185624542736
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418TWU7
        
          
        
        1049331.35000000
        PA
        USD
        1078582.00000000
        0.017588653351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Tr
        N/A
        Avid Automobile Receivables Trust 2021-1
        05369LAE7
        
          
        
        1590000.00000000
        PA
        USD
        1509462.21000000
        0.024615103495
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL3 LLC
        91824MAA2
        
          
        
        13686038.81000000
        PA
        USD
        13028424.65000000
        0.212457138057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAG8
        
          
          
        
        9060000.00000000
        PA
        USD
        8807619.20000000
        0.143627615663
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAD5
        
          
          
        
        9510000.00000000
        PA
        USD
        9924017.85000000
        0.161832952723
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2022-1 LLC
        68377XAA7
        
          
        
        8585000.00000000
        PA
        USD
        8565721.18000000
        0.139682936056
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
          
        
        7985000.00000000
        PA
        USD
        8079462.55000000
        0.131753418891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        VFI ABS 2022-1 LLC
        91824CAA4
        
          
        
        10871708.65000000
        PA
        USD
        10761142.39000000
        0.175484110767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2018-1 Trust
        67112FAD2
        
          
        
        1762386.96000000
        PA
        USD
        1740558.04000000
        0.028383629620
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          1.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AN1
        
          
          
        
        7666000.00000000
        PA
        USD
        7096580.56000000
        0.115725364829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAX8
        
          
          
        
        5928091.33140000
        PA
        USD
        5792219.48000000
        0.094454886663
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-23
          Floating
          3.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2004-B Trust
        05946XHZ9
        
          
        
        127320.43000000
        PA
        USD
        135696.31000000
        0.002212826987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-20
          Variable
          2.50460500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2019-4
        36258HAE5
        
          
        
        13960000.00000000
        PA
        USD
        13934180.98000000
        0.227227488488
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102BW6
        
          
          
        
        12395000.00000000
        PA
        USD
        12451397.25000000
        0.203047436326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCB0
        
          
          
        
        19090000.00000000
        PA
        USD
        17780005.45000000
        0.289942120711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Fixed
          1.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS 2018-TALL Mortgage Trust
        05548WAA5
        
          
        
        5490000.00000000
        PA
        USD
        5355098.62000000
        0.087326668986
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Floating
          1.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        3735000.00000000
        PA
        USD
        3724803.45000000
        0.060741118137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
          
        
        8580000.00000000
        PA
        USD
        9022041.60000000
        0.147124244815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2022-SFR1 Trust
        00179WAC8
        
          
        
        1985000.00000000
        PA
        USD
        1933497.49000000
        0.031529931991
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-17
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2016-1
        64829FAA9
        
          
        
        2179891.71000000
        PA
        USD
        2178830.32000000
        0.035530623735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAC2
        
          
          
        
        6685714.00000000
        PA
        USD
        6887845.93000000
        0.112321487284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        Ellington Financial Mortgage Trust 2020-2
        31573WAA9
        
          
        
        8411183.13000000
        PA
        USD
        8310577.81000000
        0.135522261865
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-10-25
          Variable
          1.17800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAGON OFFSHORE FINANCE CO
        N/A
        Paragon Offshore Finance Co
        000000000
        
          
          
        
        65729.22000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        KY
        
        N
        
        3
        
          2022-08-01
          Floating
          3.75000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAC4
        
          
          
        
        5200000.00000000
        PA
        USD
        5465148.00000000
        0.089121266333
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-03-28
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontera Energy Corp
        A25574TZFLBNK7NWQT47
        Frontera Energy Corp
        35905B107
        
          
          
        
        148014.00000000
        NS
        USD
        1709931.74000000
        0.027884200393
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2021-NQM2R
        64831EAA8
        
          
        
        6252340.51000000
        PA
        USD
        6094784.03000000
        0.099388867562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-10-25
          Variable
          0.94054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCD5
        
          
          
        
        6450000.00000000
        PA
        USD
        5891261.01000000
        0.096069976789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        Oasis Securitization Funding LLC
        67422CAA0
        
          
        
        5522320.88000000
        PA
        USD
        5463357.40000000
        0.089092066659
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        549300KR7NUJOX0UJ040
        Exeter Automobile Receivables Trust 2019-1
        30167DAD9
        
          
        
        11389602.95000000
        PA
        USD
        11500297.36000000
        0.187537659352
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARTERRA WINES CANADA INC
        5493000SZ7NOM4G34E58
        Arterra Wines Canada Inc
        000000000
        
          
          
        
        6660687.50000000
        PA
        USD
        6582424.42000000
        0.107340917364
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2027-11-25
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        Pike Corp
        72108PAR5
        
          
          
        
        12286365.83000000
        PA
        USD
        12168170.99000000
        0.198428808806
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-21
          Floating
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palisades Mortgage Loan Trust
        N/A
        Palisades Mortgage Loan Trust 2021-RTL1
        69639AAA9
        
          
        
        7890000.00000000
        PA
        USD
        7626402.20000000
        0.124365272748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-25
          Variable
          2.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST8
        91683LAA4
        
          
        
        5662136.10000000
        PA
        USD
        5462158.51000000
        0.089072516119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N3
        14687GAE5
        
          
        
        12685000.00000000
        PA
        USD
        12038149.99000000
        0.196308530239
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-12
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2018-4
        30166EAG1
        
          
        
        9015146.05000000
        PA
        USD
        9103331.31000000
        0.148449852447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300INEWFFGID70G60
        Amur Equipment Finance Receivables IX LLC
        03237KAC8
        
          
        
        1830000.00000000
        PA
        USD
        1747051.96000000
        0.028489527278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-22
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2004-U Trust
        949803AA8
        
          
        
        184237.33000000
        PA
        USD
        180874.70000000
        0.002949560068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.76705400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PipeCo LLC
        62912XAF1
        
          
          
        
        7944737.00000000
        PA
        USD
        8246319.38000000
        0.134474386738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-1
        59981HAC5
        
          
        
        1983000.00000000
        PA
        USD
        1980818.90000000
        0.032301611730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406EVK7
        
          
          
        
        80856.50000000
        PA
        USD
        88497.13000000
        0.001443140477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerical Equipment Finance 2
        N/A
        Commercial Equipment Finance 2021-A LLC
        20166QAA8
        
          
        
        3260638.24000000
        PA
        USD
        3202246.01000000
        0.052219668986
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-1
        67571AAA3
        
          
        
        6980712.43000000
        PA
        USD
        6815602.53000000
        0.111143399648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY SUPPORT SERVICES
        N/A
        University Support Services LLC
        78957LAF9
        
          
          
        
        5343262.27000000
        PA
        USD
        5269792.41000000
        0.085935563482
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-10
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL4 LLC
        91823DAA3
        
          
        
        21211981.14000000
        PA
        USD
        20453754.63000000
        0.333543485721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          1.86770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        549300BV8AJIRLDGMR51
        JP Morgan Mortgage Trust 2014-2
        46641YAJ2
        
          
        
        2051225.67000000
        PA
        USD
        2014529.65000000
        0.032851339702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM3 Trust
        67114JAA8
        
          
        
        8221376.96000000
        PA
        USD
        7711979.62000000
        0.125760800928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        Dext ABS 2020-1 LLC
        25216AAA2
        
          
        
        5436847.70000000
        PA
        USD
        5406436.69000000
        0.088163849206
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572AR9
        
          
          
        
        8928000.00000000
        PA
        USD
        8784245.63000000
        0.143246458161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL2 LLC
        91822YAA8
        
          
        
        8986319.72000000
        PA
        USD
        8706280.84000000
        0.141975070669
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        Westgate Resorts 2022-1 LLC
        96034JAB2
        
          
        
        4988883.11000000
        PA
        USD
        4844360.16000000
        0.078997954316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          2.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
          
        
        3620000.00000000
        PA
        USD
        3809326.00000000
        0.062119444340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2021-N1
        14687DAC6
        
          
        
        8420000.00000000
        PA
        USD
        8286605.31000000
        0.135131337492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
        15239XAA6
        
          
          
        
        6625000.00000000
        PA
        USD
        6591875.00000000
        0.107495029871
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        Bayview Opportunity Master Fund IVb Trust 2016-SPL2
        07331QAD9
        
          
        
        5822250.00000000
        PA
        USD
        5822250.00000000
        0.094944600386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-06-28
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAUSER PACKAGING SOLUT
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        12429TAE4
        
          
          
        
        3110000.00000000
        PA
        USD
        3082352.10000000
        0.050264534910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2014-2
        64828YAR2
        
          
          
        
        390121.56000000
        PA
        USD
        387145.24000000
        0.006313255202
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-6
        89176LAA2
        
          
          
        
        5302306.75000000
        PA
        USD
        5335037.36000000
        0.086999525989
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CM9
        
          
          
        
        9739000.00000000
        PA
        USD
        9022156.72000000
        0.147126122100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AZ3
        
          
          
        
        12820000.00000000
        PA
        USD
        11708136.91000000
        0.190926940647
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-03-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELANESE US HOLDINGS LLC
        CD30XVRLT4QO00B1C706
        Celanese US Holdings LLC
        15089QAJ3
        
          
          
        
        9870000.00000000
        PA
        USD
        9895365.90000000
        0.161365719618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        NLT 2021-INV2 Trust
        62917JAA8
        
          
        
        12292024.42000000
        PA
        USD
        11514551.42000000
        0.187770103172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AP6
        
          
          
        
        8106000.00000000
        PA
        USD
        7368165.70000000
        0.120154158266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
          
        
        6985000.00000000
        PA
        USD
        6778080.55000000
        0.110531521182
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAC4
        
          
          
        
        6580000.00000000
        PA
        USD
        5692974.48000000
        0.092836478511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        549300BV8AJIRLDGMR51
        JP Morgan Mortgage Trust 2014-2
        46641YAN3
        
          
        
        1223572.73000000
        PA
        USD
        1192496.06000000
        0.019446272811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-06-25
          Variable
          3.36703900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        Commonbond Student Loan Trust 2020-1
        20268BAA8
        
          
        
        2850135.53000000
        PA
        USD
        2622282.30000000
        0.042762084258
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAT Brands Royalty I, LLC
        N/A
        FAT Brands Royalty LLC
        31189TAF1
        
          
        
        11870000.00000000
        PA
        USD
        11568798.75000000
        0.188654725280
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust 2021-A
        105693AA3
        
          
        
        7992552.78000000
        PA
        USD
        7676923.67000000
        0.125189136509
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-01
          Variable
          1.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        Dun & Bradstreet Corp/The
        26483NAS9
        
          
          
        
        1385000.00000000
        PA
        USD
        1371150.00000000
        0.022359618501
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-18
          Floating
          3.51402120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2020-1
        85573AAA3
        
          
        
        1932113.09000000
        PA
        USD
        1917650.26000000
        0.031271508027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-4
        92538LAA9
        
          
        
        10174814.63000000
        PA
        USD
        9935580.32000000
        0.162021504244
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOYA MIDCO LLC
        549300LK73TSUP0YKH27
        Hoya Midco LLC
        000000000
        
          
        
        3653885.52600000
        PA
        USD
        3605946.55000000
        0.058802894792
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        Pawnee Equipment Receivables Series 2020-1 LLC
        70410LAA8
        
          
        
        5352951.38000000
        PA
        USD
        5326075.82000000
        0.086853388356
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        5455000.00000000
        PA
        USD
        5667799.55000000
        0.092425945870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSENSUS CLOUD SOLUTION
        N/A
        Consensus Cloud Solutions Inc
        20848VAB1
        
          
          
        
        2155000.00000000
        PA
        USD
        2141358.85000000
        0.034919568946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDY7
        
          
        
        9205000.00000000
        PA
        USD
        8722166.45000000
        0.142234120502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada / Telesat LLC
        87952VAM8
        
          
          
        
        2480000.00000000
        PA
        USD
        1213984.80000000
        0.019796694011
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        15669GAH7
        
          
          
        
        9326305.57240000
        PA
        USD
        9066941.01000000
        0.147856428514
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2019-4
        23343JAE6
        
          
        
        9860817.89000000
        PA
        USD
        9876538.99000000
        0.161058705415
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2019-1 LLC
        12326QAA2
        
          
        
        5629517.46000000
        PA
        USD
        5333472.96000000
        0.086974015004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-07-15
          Fixed
          4.21200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-3
        14686XAG4
        
          
        
        4399000.00000000
        PA
        USD
        4449492.60000000
        0.072558769690
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAU4
        
          
          
        
        2965000.00000000
        PA
        USD
        2931703.05000000
        0.047807870588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAJUN GLOBAL LLC
        N/A
        Cajun Global LLC
        12803VAA3
        
          
        
        13519112.50000000
        PA
        USD
        12749942.59000000
        0.207915875160
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-2
        14686UAF2
        
          
        
        9882000.00000000
        PA
        USD
        9928809.06000000
        0.161911083947
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-1RMortgage Pass-Through Certificates
        19688BAA2
        
          
        
        7400831.27000000
        PA
        USD
        7327897.56000000
        0.119497497617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBG3
        
          
          
        
        6466000.00000000
        PA
        USD
        6094366.65000000
        0.099382061263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2012-ALOHA
        36192HAA2
        
          
          
        
        12721000.00000000
        PA
        USD
        12715370.96000000
        0.207352108644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-10
          Fixed
          3.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2020-2
        85573DAA7
        
          
        
        973012.88000000
        PA
        USD
        971823.18000000
        0.015847715826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-04-25
          Variable
          2.71800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        549300PMR5HYNUPR5R97
        Lendmark Funding Trust 2019-1
        52604FAA5
        
          
        
        8835000.00000000
        PA
        USD
        8864222.65000000
        0.144550659493
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300MQ65NOVQXYNB21
        Foundation Finance Trust 2021-1
        35041LAA8
        
          
        
        14482845.41000000
        PA
        USD
        13681825.30000000
        0.223112273718
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2018-1
        252724AB5
        
          
        
        1527937.59000000
        PA
        USD
        1537122.48000000
        0.025066165075
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-01-21
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL LP
        549300IPM6EKPVUPFL67
        Citadel LP
        17288XAB0
        
          
          
        
        6370000.00000000
        PA
        USD
        6285284.67000000
        0.102495399769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DPL INC
        N/A
        DPL Inc
        233293AR0
        
          
          
        
        1591000.00000000
        PA
        USD
        1580117.56000000
        0.025767294481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEEKLEY HOMES LLC/ FINAN
        N/A
        Weekley Homes LLC / Weekley Finance Corp
        948565AD8
        
          
          
        
        2885000.00000000
        PA
        USD
        2658974.68000000
        0.043360434270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2022-1 Mortgage Loan Trust
        19688HAA9
        
          
        
        11950110.42000000
        PA
        USD
        11592479.47000000
        0.189040891538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-27
          Variable
          2.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Finance Issuance Trus
        N/A
        Republic Finance Issuance Trust 2020-A
        76042EAA7
        
          
        
        6835000.00000000
        PA
        USD
        6677259.82000000
        0.108887417284
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        Dext ABS 2020-1 LLC
        25216AAD6
        
          
        
        6258000.00000000
        PA
        USD
        6023626.01000000
        0.098228479435
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          7.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DJ3
        
          
          
        
        13578000.00000000
        PA
        USD
        12519594.90000000
        0.204159549104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC Mortgage Trust 2020-RTL1
        N/A
        TVC Mortgage Trust 2020-RTL1
        90114YAA7
        
          
        
        6255582.34000000
        PA
        USD
        6251352.94000000
        0.101942068231
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-09-25
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VM Master Issuer, LLC
        549300DTHP15ZDVADB72
        VM Master Issuer LLC
        92859MAA8
        
          
        
        9785000.00000000
        PA
        USD
        9784942.27000000
        0.159565019301
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2025-05-24
          Variable
          5.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-2
        33845WAE9
        
          
        
        2360000.00000000
        PA
        USD
        2368527.86000000
        0.038624059628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        US Auto Funding 2021-1
        90355EAB7
        
          
        
        5725000.00000000
        PA
        USD
        5545338.62000000
        0.090428950883
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R1
        92538BAA1
        
          
        
        7061803.35000000
        PA
        USD
        6890131.62000000
        0.112358760490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAFE FLEET HOLDINGS LLC
        549300ZCMGQ2DH2RZB13
        Safe Fleet Holdings LLC
        000000000
        
          
        
        1415000.00000000
        PA
        USD
        1391411.95000000
        0.022690034190
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-23
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKJ7
        
          
          
        
        6080000.00000000
        PA
        USD
        5809335.61000000
        0.094734002833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Fixed
          2.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        USASF Receivables 2020-1 LLC
        90353QAC0
        
          
        
        7338000.00000000
        PA
        USD
        7422787.65000000
        0.121044889377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          5.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        000000000
        
          
          
        
        9851000.00000000
        PA
        USD
        807782.00000000
        0.013172663349
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2019-10-13
          Fixed
          7.75000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDINGS LLC
        N/A
        WR Grace Holdings LLC
        92943HAB5
        
          
          
        
        2269312.50000000
        PA
        USD
        2246619.38000000
        0.036636073554
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
          
        
        7815000.00000000
        PA
        USD
        7197693.15000000
        0.117374228146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR2 Trust
        74333DAG9
        
          
        
        16205000.00000000
        PA
        USD
        14589753.66000000
        0.237918043879
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-19
          Fixed
          2.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEPLAPHARM ARZNEIMITTEL
        529900ONXKBELT7EW052
        Cheplapharm Arzneimittel GmbH
        16412EAA5
        
          
          
        
        8250000.00000000
        PA
        USD
        7981791.68000000
        0.130160680393
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAB4
        
          
          
        
        8642000.00000000
        PA
        USD
        8816049.88000000
        0.143765096455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-25
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2019-3
        26209WAF0
        
          
        
        4403100.34000000
        PA
        USD
        4417272.16000000
        0.072033344502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224QAA5
        
          
          
        
        6360000.00000000
        PA
        USD
        6206790.78000000
        0.101215384136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBM1
        
          
          
        
        3055000.00000000
        PA
        USD
        2932158.45000000
        0.047815296887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2020-1
        67592LAA4
        
          
        
        6393678.74000000
        PA
        USD
        6355992.48000000
        0.103648446231
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICE
        N/A
        Prime Healthcare Services Inc
        74165HAB4
        
          
          
        
        975000.00000000
        PA
        USD
        999365.25000000
        0.016296849894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        American Credit Acceptance Receivables Trust 2021-1
        02528BAE4
        
          
        
        11335000.00000000
        PA
        USD
        11146012.68000000
        0.181760267903
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        9540000.00000000
        PA
        USD
        8965163.48000000
        0.146196721886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAG5
        
          
          
        
        6510000.00000000
        PA
        USD
        5859453.88000000
        0.095551291531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2021-NR4
        12566DAA0
        
          
        
        11270313.12000000
        PA
        USD
        10766216.81000000
        0.175566860353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          2.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAA3
        
          
          
        
        3985000.00000000
        PA
        USD
        4088275.26000000
        0.066668325961
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2024-04-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        LHOME Mortgage Trust 2021-RTL1
        501894AA7
        
          
        
        11065000.00000000
        PA
        USD
        10635414.65000000
        0.173433843253
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-RPL4 Trust
        126405AA7
        
          
        
        14324215.30000000
        PA
        USD
        13799966.21000000
        0.225038821271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2019-SFR2 Trust
        74333NAA0
        
          
        
        16343541.20000000
        PA
        USD
        16166208.87000000
        0.263625615684
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-17
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325CX1
        
          
          
        
        3300000.00000000
        PA
        USD
        3292938.00000000
        0.053698601486
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-01-28
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT XCIV LLC
        92873AAA6
        
          
        
        5916791.60000000
        PA
        USD
        5684325.00000000
        0.092695429703
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.23950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR3
        74333VAG9
        
          
        
        11130000.00000000
        PA
        USD
        10094047.43000000
        0.164605659241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-17
          Fixed
          2.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        Mello Warehouse Securitization Trust 2021-2
        58552NAC3
        
          
        
        10595000.00000000
        PA
        USD
        10540934.77000000
        0.171893140870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Floating
          1.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITAN ACQUISITION LTD
        N/A
        Titan Acquisition Ltd/Canada
        000000000
        
          
          
        
        6265955.64440000
        PA
        USD
        6120522.81000000
        0.099808595018
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-03-28
          Floating
          3.35440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        Corevest American Finance 2020-1 Trust
        21872UAA2
        
          
        
        18491133.76000000
        PA
        USD
        17687790.15000000
        0.288438347289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2019-IMC1
        17328BAA2
        
          
        
        593234.38000000
        PA
        USD
        587195.79000000
        0.009575519709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAYTIKA HOLDING CORP
        254900E35Z4TKA4UFG64
        Playtika Holding Corp
        72814CAF5
        
          
          
        
        7423900.00000000
        PA
        USD
        7304078.25000000
        0.119109071344
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-11
          Floating
          2.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2020-A
        88167HAF3
        
          
        
        3045000.00000000
        PA
        USD
        3022473.39000000
        0.049288080757
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-02-20
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2020-C
        12597TAC4
        
          
        
        3995000.00000000
        PA
        USD
        3985267.78000000
        0.064988562291
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAL5
        
          
          
        
        800000.00000000
        PA
        USD
        820000.00000000
        0.013371904730
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-2
        92538FAA2
        
          
        
        10519096.34000000
        PA
        USD
        10125842.03000000
        0.165124140171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2019-1
        59981AAH9
        
          
        
        12130656.68000000
        PA
        USD
        11893834.72000000
        0.193955152140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2069-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I HOMES INC
        5299005M71FH9CCSFB69
        M/I Homes Inc
        55305BAS0
        
          
          
        
        5890000.00000000
        PA
        USD
        5551325.00000000
        0.090526571984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAB8
        
          
          
        
        6145000.00000000
        PA
        USD
        6145000.00000000
        0.100207749473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2020-1
        N/A
        FHF Trust 2020-1
        30260YAA5
        
          
        
        2674050.77000000
        PA
        USD
        2676672.68000000
        0.043649039111
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAQ0
        
          
          
        
        3345000.00000000
        PA
        USD
        3096858.87000000
        0.050501099723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LR79
        
          
        
        3486199.69000000
        PA
        USD
        3522224.75000000
        0.057437626580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        8000000.00000000
        PA
        USD
        7915448.80000000
        0.129078813721
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master T
        N/A
        Genesis Sales Finance Master Trust
        37186XAK1
        
          
        
        9020000.00000000
        PA
        USD
        8631130.66000000
        0.140749581586
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAS8
        
          
          
        
        1645000.00000000
        PA
        USD
        1825127.50000000
        0.029762720793
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-17
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        661313.59000000
        PA
        USD
        660754.05000000
        0.010775049032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.62800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31400RLS8
        
          
        
        13140.89000000
        PA
        USD
        13972.13000000
        0.000227846330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Trust
        12655CAD8
        
          
        
        773972.57000000
        PA
        USD
        779067.71000000
        0.012704413654
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHN MERGER SUB INC
        549300LFU3K8UIR03132
        Blackhawk Network Holdings Inc
        09238FAK7
        
          
          
        
        7413511.62020000
        PA
        USD
        7265241.39000000
        0.118475750866
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-15
          Floating
          3.20860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        NRMLT 2022-RTL1 A1F
        64831LAA2
        
          
        
        8710000.00000000
        PA
        USD
        8709998.26000000
        0.142035691383
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2026-12-25
          Fixed
          4.33560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        Citadel Securities LP
        17288YAD4
        
          
          
        
        16154852.25550000
        PA
        USD
        16048068.68000000
        0.261699079873
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-02
          Floating
          2.70860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH GROUP INC
        254900AA3KZN4Q7A5Z33
        AthenaHealth Group Inc
        000000000
        
          
        
        542412.62000000
        PA
        USD
        535768.07000000
        0.008736877548
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Funding LLC
        N/A
        ZAXBY'S FUNDING LLC
        98920MAA0
        
          
        
        20452225.00000000
        PA
        USD
        18862105.41000000
        0.307588142143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          3.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAJ2
        
          
          
        
        11909000.00000000
        PA
        USD
        10808264.71000000
        0.176252543906
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
          
        
        6370000.00000000
        PA
        USD
        6728312.50000000
        0.109719943593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2019-2
        00108GAB1
        
          
        
        4582206.66000000
        PA
        USD
        4588463.66000000
        0.074824998683
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-21
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2021-1
        00091KAC9
        
          
        
        3025000.00000000
        PA
        USD
        2953923.69000000
        0.048170227028
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-20
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        Office Properties Income Trust
        67623CAD1
        
          
          
        
        5087000.00000000
        PA
        USD
        4651523.50000000
        0.075853328162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-NQM1 Trust
        55283FAA6
        
          
        
        3134075.60000000
        PA
        USD
        3079496.61000000
        0.050217969861
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.15300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2014-1
        46641CBF7
        
          
        
        833781.22000000
        PA
        USD
        815057.25000000
        0.013291302313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        LL ABS Trust 2021-1
        53934QAA0
        
          
        
        4264027.54000000
        PA
        USD
        4150338.33000000
        0.067680400911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master T
        N/A
        Genesis Sales Finance Master Trust
        37186XAE5
        
          
        
        10425000.00000000
        PA
        USD
        10311498.86000000
        0.168151683394
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404NF27
        
          
          
        
        61374.15000000
        PA
        USD
        66766.92000000
        0.001088781577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitizat
        N/A
        Lendingpoint 2021-A Asset Securitization Trust
        52607FAA2
        
          
        
        5147866.27000000
        PA
        USD
        5115808.96000000
        0.083424524429
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential Trust
        74333HAE5
        
          
        
        3770000.00000000
        PA
        USD
        3427527.17000000
        0.055893374119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-17
          Fixed
          1.85500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2018-2 Receivables Funding LLC
        82653DAA7
        
          
        
        1356916.36000000
        PA
        USD
        1356061.91000000
        0.022113573986
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2020-3
        91680EAA3
        
          
        
        1826719.07000000
        PA
        USD
        1822805.51000000
        0.029724855636
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          1.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
          
        
        5870000.00000000
        PA
        USD
        5266985.94000000
        0.085889797812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fun
        N/A
        Bayview Opportunity Master Fund IVa Trust 2016-SPL1
        07332HAC0
        
          
        
        8108250.00000000
        PA
        USD
        8108250.00000000
        0.132222861622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT L
        984500A0805D8V551D35
        Fertitta Entertainment LLC/NV
        000000000
        
          
        
        6481504.86600000
        PA
        USD
        6440995.46000000
        0.105034606902
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        52729KAP1
        
          
          
        
        9083384.34600000
        PA
        USD
        8904532.51000000
        0.145208000478
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          2.20740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        BRAVO Residential Funding Trust 2021-NQM3
        105690AA9
        
          
        
        2457479.04000000
        PA
        USD
        2398558.77000000
        0.039113779710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-04-25
          Variable
          1.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        CrownRock LP / CrownRock Finance Inc
        228701AF5
        
          
          
        
        5855000.00000000
        PA
        USD
        5967620.93000000
        0.097315193345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        Oasis Securitization Funding LLC
        67422AAA4
        
          
        
        2172638.34000000
        PA
        USD
        2166729.85000000
        0.035333298939
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.57920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOR FREIGHT TOOLS
        549300Y48HLCFTTB4249
        Harbor Freight Tools USA Inc
        41151PAP0
        
          
          
        
        6331625.00000000
        PA
        USD
        6189163.44000000
        0.100927931561
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-19
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2019-A
        038370AA0
        
          
        
        4754275.12000000
        PA
        USD
        4702020.41000000
        0.076676791418
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        Conn's Receivables Funding 2021-A LLC
        20825GAB1
        
          
        
        5250000.00000000
        PA
        USD
        5096958.83000000
        0.083117131572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2017-5
        46590YAA2
        
          
        
        6860512.90000000
        PA
        USD
        6851098.22000000
        0.111722234995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.04950300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-1
        03066GAF6
        
          
        
        8800000.00000000
        PA
        USD
        8868472.80000000
        0.144619967543
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2019-D
        00968FAA4
        
          
        
        4081223.72000000
        PA
        USD
        4087556.55000000
        0.066656605813
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        First Investors Auto Owner Trust 2021-2
        32057JAE3
        
          
        
        6395000.00000000
        PA
        USD
        6039902.92000000
        0.098493910276
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-6
        89176LAB0
        
          
        
        1704999.93000000
        PA
        USD
        1701611.58000000
        0.027748521873
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCO CONTINENTAL
        549300H1JNU0HLNFU552
        Banco BBVA Peru SA
        000000000
        
          
          
        
        6162000.00000000
        PA
        USD
        6217088.28000000
        0.101383307537
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2022-08-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        000000000
        
          
          
        
        4290754.37210000
        PA
        USD
        4251408.15000000
        0.069328566770
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-01
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIO
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80875AAP6
        
          
          
        
        4145309.09380000
        PA
        USD
        4127194.09000000
        0.067302983140
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          3.18060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AA8
        
          
          
        
        7400000.00000000
        PA
        USD
        8091456.00000000
        0.131948998490
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2025-11-12
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187BP3
        
          
          
        
        12860000.00000000
        PA
        USD
        10207625.00000000
        0.166457791492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-04-20
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2019-INV1 Trust
        67098AAC3
        
          
        
        1323068.89000000
        PA
        USD
        1328214.83000000
        0.021659466058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Auto Receivables Trust 2022-1
        92512VAB5
        
          
        
        16900000.00000000
        PA
        USD
        16921773.12000000
        0.275946753695
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-16
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINDBLAD EXPEDITIONS LLC
        549300MPUWOG67Y2R254
        Lindblad Expeditions LLC
        53523LAA8
        
          
          
        
        4615000.00000000
        PA
        USD
        4626537.50000000
        0.075445876441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
          
        
        295000.00000000
        PA
        USD
        281226.45000000
        0.004586016215
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        486661AG6
        
          
          
        
        1830000.00000000
        PA
        USD
        1896978.00000000
        0.030934401331
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2025-07-21
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CJ6
        
          
          
        
        9742000.00000000
        PA
        USD
        9103710.78000000
        0.148456040540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL3 Trust
        12661GAA7
        
          
        
        3678995.90000000
        PA
        USD
        3570128.89000000
        0.058218809015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AR0
        
          
          
        
        4740000.00000000
        PA
        USD
        4799250.00000000
        0.078262333874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        000000000
        
          
          
        
        7405000.00000000
        PA
        USD
        7580587.06000000
        0.123618156057
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2027-09-24
          Fixed
          8.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA
        N/A
        Horizon Therapeutics USA Inc
        44055UAD7
        
          
          
        
        9398975.00000000
        PA
        USD
        9293236.53000000
        0.151546675019
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-15
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERATON CORP
        549300EQPCK07ZW63836
        Peraton Corp
        71360HAB3
        
          
          
        
        7834254.33120000
        PA
        USD
        7768133.22000000
        0.126676508964
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2019-1
        55389PAA7
        
          
        
        2769577.02000000
        PA
        USD
        2734190.41000000
        0.044586992289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2019-RP1
        17327RAA8
        
          
        
        7898529.89000000
        PA
        USD
        7840191.35000000
        0.127851575366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Tr
        N/A
        Bunker Hill Loan Depositary Trust 2019-2
        12061RAA9
        
          
        
        2507550.03000000
        PA
        USD
        2489731.13000000
        0.040600545700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBP9
        
          
          
        
        11000000.00000000
        PA
        USD
        11282118.65000000
        0.183979775298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-02
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accelerated Assets
        N/A
        Accelerated 2021-1H LLC
        00439KAA4
        
          
        
        3278683.27000000
        PA
        USD
        3148511.68000000
        0.051343412472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-10-20
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        Carnow Auto Receivables Trust 2019-1
        14366LAG7
        
          
        
        8015000.00000000
        PA
        USD
        8079116.79000000
        0.131747780514
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          4.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAB7
        
          
          
        
        9880000.00000000
        PA
        USD
        10198920.18000000
        0.166315840243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAR3
        
          
          
        
        10780000.00000000
        PA
        USD
        10656569.00000000
        0.173778811488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEK7
        
          
          
        
        10911000.00000000
        PA
        USD
        10401703.22000000
        0.169622664014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBX8
        
          
          
        
        123785000.00000000
        PA
        USD
        121599421.09000000
        1.982946187911
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN GUARDIAN LTD
        N/A
        Transocean Guardian Ltd
        893800AA0
        
          
          
        
        2398300.78760000
        PA
        USD
        2296373.00000000
        0.037447415831
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2021-1
        784212AA0
        
          
        
        8517876.80000000
        PA
        USD
        8041634.64000000
        0.131136551564
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitizat
        N/A
        Lendingpoint 2021-B Asset Securitization Trust
        52607HAA8
        
          
        
        4081765.68000000
        PA
        USD
        4022278.03000000
        0.065592095873
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR3 Trust
        02665XAA7
        
          
        
        19571794.48000000
        PA
        USD
        19493941.80000000
        0.317891625084
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        CarNow Auto Receivables Trust 2021-2
        14369HAC2
        
          
        
        3030000.00000000
        PA
        USD
        2965860.75000000
        0.048364887064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AE3
        
          
          
        
        840000.00000000
        PA
        USD
        837900.00000000
        0.013663803626
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-2
        38014RAC8
        
          
        
        2560000.00000000
        PA
        USD
        2564737.79000000
        0.041823694373
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAB2
        
          
        
        3990000.00000000
        PA
        USD
        3979254.93000000
        0.064890509538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS UNION LLC
        X8NPN6PWJOM1QCTYFV34
        Trans Union LLC
        89334GAX2
        
          
          
        
        7741998.78040000
        PA
        USD
        7620062.30000000
        0.124261886725
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2015-2
        89171YAD3
        
          
        
        4518979.86000000
        PA
        USD
        4520761.69000000
        0.073720969057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-4
        36261EAC1
        
          
        
        6955000.00000000
        PA
        USD
        6840398.99000000
        0.111547760502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-GRN1 Issuer Trust
        12529KAA0
        
          
        
        2066383.01000000
        PA
        USD
        1991095.17000000
        0.032469188929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-03-20
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon Residential
        N/A
        Tricon Residential 2021-SFR1 Trust
        89614YAB2
        
          
        
        6490000.00000000
        PA
        USD
        6063838.04000000
        0.098884225087
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-17
          Fixed
          2.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAE9
        
          
          
        
        9545000.00000000
        PA
        USD
        9549010.71000000
        0.155717635955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286Y1
        
          
          
        
        16160000.00000000
        PA
        USD
        16200400.00000000
        0.264183177310
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        000000000
        
          
          
        
        5874194.90910000
        PA
        USD
        5793424.73000000
        0.094474540917
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Floating
          3.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZARK HOLDINGS LLC
        2549006ODGMBI60T0F58
        Ozark Holdings LLC
        000000000
        
          
        
        4277000.00000000
        PA
        USD
        4223537.50000000
        0.068874074482
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-16
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        CoreVest American Finance 2018-2 Trust
        21872MAA0
        
          
        
        3834081.00000000
        PA
        USD
        3854520.10000000
        0.062856433608
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          4.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
          
        
        1934662.00000000
        PA
        USD
        1788958.93000000
        0.029172912656
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-2R Mortgage Loan Trust
        12656YAA5
        
          
        
        3074016.55000000
        PA
        USD
        3057793.74000000
        0.049864056800
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-27
          Fixed
          0.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2018-1
        64830GAB2
        
          
        
        9318446.88000000
        PA
        USD
        9394739.80000000
        0.153201909234
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-01
      Virtus Opportunities Trust
      Amy Hackett
      Amy Hackett
      Vice President and Assistant Treasurer
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