Form NPORT-P VIRTUS OPPORTUNITIES For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0001005020
          XXXXXXXX
        
      
      
      
      
        S000055179
        C000173503
        C000173504
        C000173505
        C000210350
      
      
    
  
  
    
      Virtus Opportunities Trust
      811-07455
      0001005020
      549300O4C4QVD88M4N75
      101 Munson Street
      Greenfield
      
      01301-9668
      800-243-1574
      Virtus Newfleet Low Duration Core Plus Bond Fund
      S000055179
      549300INF8MRMW88KO98
      2022-09-30
      2022-03-31
      N
    
    
      716156076.34
      6540263.32
      709615813.02
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        LendingPoint Asset Securitizat
        N/A
        
        52607FAA2
        
          
        
        790650.04000000
        PA
        USD
        785726.43000000
        0.110725608925
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        
        071813CJ6
        
          
          
        
        1192000.00000000
        PA
        USD
        1113900.97000000
        0.156972399650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        
        55037AAA6
        
          
          
        
        1075000.00000000
        PA
        USD
        1001004.70000000
        0.141062907792
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PODS LLC
        N/A
        
        73044EAB0
        
          
          
        
        896500.00000000
        PA
        USD
        885858.55000000
        0.124836359864
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAC4
        
          
          
        
        782000.00000000
        PA
        USD
        676581.47000000
        0.095344756639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MB4
        
          
          
        
        1080000.00000000
        PA
        USD
        1090594.94000000
        0.153688083042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.46438000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        
        446413AX4
        
          
          
        
        1948000.00000000
        PA
        USD
        1760958.14000000
        0.248156552840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-16
          Fixed
          2.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Tr
        N/A
        
        05369LAD9
        
          
        
        400000.00000000
        PA
        USD
        380776.80000000
        0.053659570857
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89178YAB0
        
          
        
        830000.00000000
        PA
        USD
        777888.12000000
        0.109621023901
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        
        26483NAN0
        
          
          
        
        1074122.80760000
        PA
        USD
        1062801.55000000
        0.149771401721
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-08
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        
        056054AF6
        
          
        
        879750.00000000
        PA
        USD
        871728.18000000
        0.122845089413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        
        00086CAA8
        
          
        
        283994.82000000
        PA
        USD
        284527.82000000
        0.040096037148
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        
        26483NAS9
        
          
          
        
        180000.00000000
        PA
        USD
        178200.00000000
        0.025112179961
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-18
          Floating
          3.51402120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91824WAA0
        
          
        
        1396546.74000000
        PA
        USD
        1332866.02000000
        0.187829244436
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.91730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46643UDJ5
        
          
        
        89093.02000000
        PA
        USD
        90063.75000000
        0.012691902906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-12-25
          Variable
          2.09863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        
        68268XAC5
        
          
        
        1130000.00000000
        PA
        USD
        1129962.37000000
        0.159235793406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-14
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67576TAA7
        
          
        
        30229.91000000
        PA
        USD
        30264.55000000
        0.004264920460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCD5
        
          
          
        
        795000.00000000
        PA
        USD
        726132.17000000
        0.102327506895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686KAD9
        
          
        
        1745000.00000000
        PA
        USD
        1699552.35000000
        0.239503167603
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-10
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91822YAA8
        
          
        
        910275.02000000
        PA
        USD
        881908.30000000
        0.124279685404
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARDWALK PIPELINES LP
        549300W6AQ2GHHCGL606
        
        096630AD0
        
          
          
        
        955000.00000000
        PA
        USD
        986277.70000000
        0.138987559451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        
        12510FAC8
        
          
        
        1720000.00000000
        PA
        USD
        1717983.82000000
        0.242100554761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RFY3
        
          
          
        
        475000.00000000
        PA
        USD
        476957.20000000
        0.067213440181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Floating
          1.28486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC HOLDINGS LLC
        549300JEOTH7UMZ3C491
        
        90266UAJ2
        
          
          
        
        522143.21000000
        PA
        USD
        516269.10000000
        0.072753325183
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOURYON USA LLC
        549300K7VB5G6LULFT41
        
        000000000
        
          
          
        
        632497.68520000
        PA
        USD
        622219.60000000
        0.087684009936
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        549300R4HW4HQYM9LE23
        
        05606XAA2
        
          
        
        64108.72000000
        PA
        USD
        63762.84000000
        0.008985543843
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-05-02
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688BAC8
        
          
        
        1162248.85000000
        PA
        USD
        1146911.58000000
        0.161624298522
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.42100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        
        15669GAH7
        
          
          
        
        825632.28230000
        PA
        USD
        802671.45000000
        0.113113523581
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        
        88233FAK6
        
          
          
        
        1919746.22530000
        PA
        USD
        1898341.05000000
        0.267516734431
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-31
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830GAB2
        
          
        
        1303838.90000000
        PA
        USD
        1314513.82000000
        0.185243028112
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573JAB2
        
          
        
        759154.70000000
        PA
        USD
        721676.98000000
        0.101699675621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        784212AA0
        
          
        
        1250680.84000000
        PA
        USD
        1180754.15000000
        0.166393438299
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AZ3
        
          
          
        
        1380000.00000000
        PA
        USD
        1260314.27000000
        0.177605155758
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-03-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US FINANCE LLC
        5493008MHJ4R367SNK31
        
        45672JAK6
        
          
          
        
        1977832.95000000
        PA
        USD
        1940590.36000000
        0.273470563140
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-03-31
          Floating
          2.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAZ4
        
          
          
        
        673338.00000000
        PA
        USD
        622627.64000000
        0.087741511473
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        
        25460HAB8
        
          
          
        
        703427.11000000
        PA
        USD
        701872.54000000
        0.098908807712
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17324VAH7
        
          
        
        47018.85000000
        PA
        USD
        46524.77000000
        0.006556332193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-09-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KY6
        
          
          
        
        1885000.00000000
        PA
        USD
        1870136.94000000
        0.263542173904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        
        55389TAB7
        
          
        
        1088801.42000000
        PA
        USD
        1027266.17000000
        0.144763708918
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23343JAE6
        
          
        
        1039161.25000000
        PA
        USD
        1040817.98000000
        0.146673447928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK INC
        549300OHIIUWSTIZME52
        
        852234AL7
        
          
          
        
        765000.00000000
        PA
        USD
        723093.30000000
        0.101899265311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91680EAA3
        
          
        
        306059.79000000
        PA
        USD
        305404.09000000
        0.043037948759
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          1.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042PAE2
        
          
        
        1645000.00000000
        PA
        USD
        1640728.92000000
        0.231213691957
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS UNION LLC
        X8NPN6PWJOM1QCTYFV34
        
        89334GAX2
        
          
          
        
        1028745.29100000
        PA
        USD
        1012542.55000000
        0.142688836892
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        
        48254CAL9
        
          
        
        1458750.00000000
        PA
        USD
        1425767.22000000
        0.200921004554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.39657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780BT2
        
          
          
        
        435000.00000000
        PA
        USD
        446853.40000000
        0.062971172823
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AX6
        
          
          
        
        1875000.00000000
        PA
        USD
        1753169.06000000
        0.247058905372
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        
        63938CAB4
        
          
          
        
        930000.00000000
        PA
        USD
        948730.20000000
        0.133696316033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-25
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89171VAB3
        
          
        
        14582.86000000
        PA
        USD
        14566.63000000
        0.002052748787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126401AA6
        
          
        
        937049.85000000
        PA
        USD
        921805.08000000
        0.129901992470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        
        67422CAA0
        
          
        
        1682549.03000000
        PA
        USD
        1664583.95000000
        0.234575374372
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30166NAJ5
        
          
        
        1985000.00000000
        PA
        USD
        1958927.03000000
        0.276054590957
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377REH3
        
          
        
        1750000.00000000
        PA
        USD
        1621765.25000000
        0.228541306470
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538QAA8
        
          
        
        6243171.18000000
        PA
        USD
        5897745.88000000
        0.831118158838
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.82900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67571AAA3
        
          
        
        1263380.47000000
        PA
        USD
        1233498.62000000
        0.173826258852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RCQ5
        
          
        
        1110000.00000000
        PA
        USD
        1113326.34000000
        0.156891422030
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAK0
        
          
          
        
        1360000.00000000
        PA
        USD
        1335112.00000000
        0.188145750912
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        
        252722AB9
        
          
        
        744196.03000000
        PA
        USD
        736854.02000000
        0.103838444194
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-20
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QCD2
        
          
          
        
        855000.00000000
        PA
        USD
        864593.10000000
        0.121839604492
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-09-21
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        
        68504UAB7
        
          
        
        481533.26000000
        PA
        USD
        471389.47000000
        0.066428828297
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36203CHQ8
        
          
        
        399.25000000
        PA
        USD
        400.55000000
        0.000056446036
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAJ2
        
          
          
        
        2135000.00000000
        PA
        USD
        1937664.38000000
        0.273058230164
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAY6
        
          
          
        
        471428.57150000
        PA
        USD
        461264.57000000
        0.065002013982
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          3.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92537QAA9
        
          
        
        742514.28000000
        PA
        USD
        719126.79000000
        0.101340299469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          0.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY IN
        549300KH0PNTJK9NTE57
        
        76132FAA5
        
          
          
        
        1645000.00000000
        PA
        USD
        1676523.83000000
        0.236257958072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAGON OFFSHORE FINANCE CO
        N/A
        
        000000000
        
          
          
        
        908.92000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        KY
        
        N
        
        3
        
          2022-08-01
          Floating
          3.75000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Mission Lane Credit Card Maste
        N/A
        
        60510MAA6
        
          
        
        2310000.00000000
        PA
        USD
        2252208.65000000
        0.317384225192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAR3
        
          
          
        
        420000.00000000
        PA
        USD
        415191.00000000
        0.058509265490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36417JAL3
        
          
        
        69094.07000000
        PA
        USD
        68838.70000000
        0.009700840755
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        
        76119DAA7
        
          
        
        74707.92000000
        PA
        USD
        74538.51000000
        0.010504065528
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69357QAA4
        
          
        
        684163.61000000
        PA
        USD
        647152.75000000
        0.091197622449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          1.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038370AA0
        
          
        
        771470.18000000
        PA
        USD
        762990.87000000
        0.107521683705
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        
        30227FAG5
        
          
        
        1073393.79000000
        PA
        USD
        1057893.98000000
        0.149079820459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573CAA3
        
          
        
        785046.45000000
        PA
        USD
        742876.74000000
        0.104687173872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        
        842587DJ3
        
          
          
        
        1800000.00000000
        PA
        USD
        1659690.00000000
        0.233885712458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03465BAA5
        
          
        
        690841.38000000
        PA
        USD
        674031.69000000
        0.094985438265
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          2.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        
        88167HAF3
        
          
        
        1205000.00000000
        PA
        USD
        1196085.53000000
        0.168553956669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-02-20
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        
        43283AAA3
        
          
          
        
        162357.46000000
        PA
        USD
        162213.03000000
        0.022859274980
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
          
        
        945000.00000000
        PA
        USD
        848723.40000000
        0.119603225354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167GAE0
        
          
        
        637603.36000000
        PA
        USD
        638550.65000000
        0.089985403127
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BQ5
        
          
          
        
        1215000.00000000
        PA
        USD
        1164881.25000000
        0.164156608213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.15600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        
        06616PAA5
        
          
        
        551127.46000000
        PA
        USD
        548783.63000000
        0.077335315804
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
          
        
        820000.00000000
        PA
        USD
        764300.48000000
        0.107706235680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538DAA7
        
          
        
        374721.02000000
        PA
        USD
        366942.64000000
        0.051710042711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-02-25
          Variable
          0.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92536PAA2
        
          
        
        798696.72000000
        PA
        USD
        795439.87000000
        0.112094439752
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36258HAG0
        
          
        
        2070000.00000000
        PA
        USD
        2047749.78000000
        0.288571610500
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        12468RAA8
        
          
        
        950000.00000000
        PA
        USD
        898840.98000000
        0.126665861091
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-03-28
          Variable
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        
        85769EAZ4
        
          
          
        
        1288750.60100000
        PA
        USD
        1269780.19000000
        0.178939105738
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-08
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        
        88224QAA5
        
          
          
        
        1020000.00000000
        PA
        USD
        995428.71000000
        0.140277131898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67098AAC3
        
          
        
        76091.93000000
        PA
        USD
        76387.88000000
        0.010764681197
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829KBV1
        
          
        
        1056689.42000000
        PA
        USD
        1059162.39000000
        0.149258566475
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        
        90353QAB2
        
          
        
        1855000.00000000
        PA
        USD
        1854854.20000000
        0.261388509946
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receiva
        549300LUWIM31186Z163
        
        03237PAB9
        
          
        
        1633226.65000000
        PA
        USD
        1621654.91000000
        0.228525757211
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        5493000EWZKZ6H2PNY04
        
        96042GAL6
        
          
        
        360818.79000000
        PA
        USD
        362224.25000000
        0.051045120944
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59982HAC4
        
          
        
        875372.35000000
        PA
        USD
        839182.36000000
        0.118258689364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        
        00971AAA0
        
          
        
        1720851.11000000
        PA
        USD
        1612090.22000000
        0.227177888432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          1.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        
        162665AA1
        
          
        
        367318.90000000
        PA
        USD
        363621.03000000
        0.051241957032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          1.51700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gold Key Resorts LLC
        549300MORAF4RGEXUA95
        
        38061LAA7
        
          
        
        24667.70000000
        PA
        USD
        24599.29000000
        0.003466564519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAD Auto Receivables Trust
        N/A
        
        501683AD8
        
          
        
        2000000.00000000
        PA
        USD
        1903593.80000000
        0.268256958916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        
        682687AB4
        
          
        
        2110000.00000000
        PA
        USD
        1979923.14000000
        0.279013390580
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-14
          Fixed
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL NV
        549300WGC2HZ5J67V817
        
        12594KAA0
        
          
          
        
        899000.00000000
        PA
        USD
        917397.56000000
        0.129280878916
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASPLUNDH TREE EXPERT LLC
        N/A
        
        04538FAD1
        
          
          
        
        1039447.23600000
        PA
        USD
        1026599.67000000
        0.144669784855
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-04
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573MAA7
        
          
        
        357755.32000000
        PA
        USD
        352506.51000000
        0.049675684156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.48600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NH0
        
          
          
        
        962000.00000000
        PA
        USD
        964891.73000000
        0.135973820241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.40286500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding Trust
        N/A
        
        68785AAD7
        
          
          
        
        1140000.00000000
        PA
        USD
        1080963.28000000
        0.152330776762
        Long
        ABS-O
        CORP
        JP
        N
        
        2
        
          2028-04-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QCG5
        
          
          
        
        285000.00000000
        PA
        USD
        289417.50000000
        0.040785097328
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAE0
        
          
          
        
        1132000.00000000
        PA
        USD
        1036768.86000000
        0.146102840576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Finance Issuance Trus
        N/A
        
        76042EAA7
        
          
        
        1020000.00000000
        PA
        USD
        996460.13000000
        0.140422480970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        
        67623CAD1
        
          
          
        
        373000.00000000
        PA
        USD
        341069.05000000
        0.048063902148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30166EAG1
        
          
        
        915328.35000000
        PA
        USD
        924282.00000000
        0.130251043316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688HAA9
        
          
        
        2340087.17000000
        PA
        USD
        2270055.38000000
        0.319899210016
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-27
          Variable
          2.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        
        53934QAA0
        
          
        
        1303584.23000000
        PA
        USD
        1268827.55000000
        0.178804858448
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        
        045054AF0
        
          
          
        
        1600000.00000000
        PA
        USD
        1620032.00000000
        0.228297054585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        69357PAA6
        
          
        
        575466.26000000
        PA
        USD
        549789.24000000
        0.077477027697
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-25
          Variable
          1.86700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARISTOCRAT INTERNATIONAL PT
        549300FMN7FEICZ8D332
        
        04044PAF1
        
          
          
        
        965000.00000000
        PA
        USD
        954549.05000000
        0.134516316080
        Long
        LON
        CORP
        AU
        N
        
        2
        
          2024-10-19
          Floating
          2.20860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        
        74938JAA8
        
          
        
        1064938.89000000
        PA
        USD
        1025040.42000000
        0.144450053281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.11560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32059TAE9
        
          
        
        903863.11000000
        PA
        USD
        907556.29000000
        0.127894034116
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROC Securities Trust
        N/A
        
        77118TAA1
        
          
        
        780000.00000000
        PA
        USD
        748468.50000000
        0.105475172095
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-25
          Variable
          2.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        
        553894AA4
        
          
        
        221092.99000000
        PA
        USD
        221406.77000000
        0.031200935201
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-20
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333VAG9
        
          
        
        1010000.00000000
        PA
        USD
        915991.73000000
        0.129082767491
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-17
          Fixed
          2.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        
        827048AX7
        
          
          
        
        1813000.00000000
        PA
        USD
        1653457.41000000
        0.233007407622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89172PAD1
        
          
        
        3370000.00000000
        PA
        USD
        3292759.60000000
        0.464020042899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80287EAE5
        
          
        
        2200000.00000000
        PA
        USD
        2134704.22000000
        0.300825345325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        
        12530MAA3
        
          
          
        
        869875.81000000
        PA
        USD
        821988.89000000
        0.115835762805
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        
        00108XAB4
        
          
        
        1835000.00000000
        PA
        USD
        1773428.41000000
        0.249913879801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14368RAE7
        
          
        
        730000.00000000
        PA
        USD
        732453.02000000
        0.103218249447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Securitisation
        N/A
        
        67422AAA4
        
          
        
        851204.00000000
        PA
        USD
        848889.15000000
        0.119626583064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.57920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173HAB2
        
          
        
        1945000.00000000
        PA
        USD
        1939762.12000000
        0.273353846463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        
        62923JAA0
        
          
        
        1516036.25000000
        PA
        USD
        1423488.91000000
        0.200599942092
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-05-25
          Variable
          1.18500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173FAB6
        
          
        
        810000.00000000
        PA
        USD
        808423.90000000
        0.113924166452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        
        745310AM4
        
          
          
        
        1068000.00000000
        PA
        USD
        976430.35000000
        0.137599857850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOSTESS BRANDS LLC
        549300SW7FLS4O41LD19
        
        44108HAJ0
        
          
          
        
        1230421.28840000
        PA
        USD
        1213060.04000000
        0.170946027095
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-03
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        
        62912XAF1
        
          
          
        
        954265.00000000
        PA
        USD
        990488.92000000
        0.139581010150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102BT3
        
          
          
        
        1060000.00000000
        PA
        USD
        1081200.00000000
        0.152364135657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDN8
        
          
          
        
        8275000.00000000
        PA
        USD
        7952404.26000000
        1.120663338399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        
        58940BAA4
        
          
          
        
        1620000.00000000
        PA
        USD
        1572010.09000000
        0.221529743441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        
        14731QAA7
        
          
        
        2615229.60000000
        PA
        USD
        2424334.05000000
        0.341640364478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          1.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        
        28414BAF3
        
          
          
        
        940399.97730000
        PA
        USD
        924234.50000000
        0.130244349553
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-01
          Floating
          1.98060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36257NAB9
        
          
        
        266997.93000000
        PA
        USD
        267389.24000000
        0.037680845761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Rail Leasing L.P.
        N/A
        
        89657BAA2
        
          
        
        1113362.73000000
        PA
        USD
        1094568.50000000
        0.154248042379
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-17
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        
        42806MAA7
        
          
        
        2865000.00000000
        PA
        USD
        2712964.48000000
        0.382314546860
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-26
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDU5
        
          
        
        1475000.00000000
        PA
        USD
        1431056.36000000
        0.201666357167
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAX7
        
          
          
        
        495000.00000000
        PA
        USD
        497949.92000000
        0.070171762080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-14
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO Mortgage LLC
        N/A
        
        74934VAA5
        
          
        
        965000.00000000
        PA
        USD
        935234.67000000
        0.131794508076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AADVANTAGE LOYALTY IP
        IWUQB36BXD6OWD6X4T14
        
        02376CBJ3
        
          
          
        
        1000000.00000000
        PA
        USD
        1011560.00000000
        0.142550374644
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2028-04-20
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        
        361841AJ8
        
          
          
        
        1615000.00000000
        PA
        USD
        1662335.65000000
        0.234258540959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI Funding I LLC
        N/A
        
        36166VAE5
        
          
        
        1307853.33000000
        PA
        USD
        1217135.65000000
        0.171520367453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-18
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        
        26884UAE9
        
          
          
        
        1105000.00000000
        PA
        USD
        1105464.31000000
        0.155783494352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX LTD
        549300EAQH74YHD07T53
        
        33938XAC9
        
          
          
        
        1417000.00000000
        PA
        USD
        1416826.87000000
        0.199661118594
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        
        071813CM9
        
          
          
        
        1198000.00000000
        PA
        USD
        1109820.69000000
        0.156397401190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arivo Acceptance Auto Loan Rec
        N/A
        
        04047AAA2
        
          
        
        789077.46000000
        PA
        USD
        775150.01000000
        0.109235165814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        78432BAA7
        
          
        
        515245.57000000
        PA
        USD
        508704.12000000
        0.071687258184
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23345EAE5
        
          
        
        2015000.00000000
        PA
        USD
        1940245.92000000
        0.273422024199
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175VAB9
        
          
        
        1565000.00000000
        PA
        USD
        1545660.20000000
        0.217816482051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2020-1
        N/A
        
        30260YAA5
        
          
        
        338525.87000000
        PA
        USD
        338857.79000000
        0.047752288461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        
        55400EAA7
        
          
        
        1965791.05000000
        PA
        USD
        1897730.45000000
        0.267430687870
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD FINANCE INC
        549300XH8D8K6OYWGD17
        
        11271LAC6
        
          
          
        
        1580000.00000000
        PA
        USD
        1586688.35000000
        0.223598223276
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        
        59166EAB1
        
          
        
        2761640.77000000
        PA
        USD
        2780796.06000000
        0.391873462932
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        549300NQLBWJD5AREU05
        
        12563LAN7
        
          
        
        1975175.02000000
        PA
        USD
        1850746.70000000
        0.260809675607
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-18
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKJ7
        
          
          
        
        719000.00000000
        PA
        USD
        686992.15000000
        0.096811843450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Fixed
          2.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDI
        6354009CCUKJIZ7KFX73
        
        30321L2A9
        
          
          
        
        1465000.00000000
        PA
        USD
        1361627.53000000
        0.191882354510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        
        96034LAA9
        
          
        
        757170.75000000
        PA
        USD
        754453.64000000
        0.106318605949
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-03-20
          Fixed
          2.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2R3
        
          
          
        
        925000.00000000
        PA
        USD
        913898.96000000
        0.128787851571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        
        85205TAM2
        
          
          
        
        720000.00000000
        PA
        USD
        721800.00000000
        0.101717011762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32057JAE3
        
          
        
        1845000.00000000
        PA
        USD
        1742552.13000000
        0.245562753538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAG6
        
          
          
        
        1106000.00000000
        PA
        USD
        1065907.50000000
        0.150209096308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33844TAE7
        
          
        
        1205000.00000000
        PA
        USD
        1171952.39000000
        0.165153082625
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        
        12769LAB5
        
          
          
        
        1119410.06580000
        PA
        USD
        1112413.75000000
        0.156762818639
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-22
          Floating
          3.70370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464LAA4
        
          
        
        1420658.59000000
        PA
        USD
        1399033.47000000
        0.197153649105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-06-25
          Variable
          1.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        549300P1YQ48837ZOI22
        
        61762MBW0
        
          
        
        2065000.00000000
        PA
        USD
        2075060.89000000
        0.292420328285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-15
          Variable
          4.07486900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17327RAA8
        
          
        
        1453271.37000000
        PA
        USD
        1442537.51000000
        0.203284296027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377BAA5
        
          
        
        1955000.00000000
        PA
        USD
        1898119.86000000
        0.267485564043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126407AA3
        
          
        
        1355879.30000000
        PA
        USD
        1319620.92000000
        0.185962727406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AAJ7
        
          
          
        
        119662.34000000
        PA
        USD
        123981.04000000
        0.017471572324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLUIDRA FINCO SL
        9598001EJ2RDDXG5CK22
        
        98975VAM8
        
          
          
        
        1571062.50000000
        PA
        USD
        1556530.17000000
        0.219348292617
        Long
        LON
        CORP
        ES
        N
        
        2
        
          2029-01-27
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX MIDSTREAM SERVICES
        254900YYHRDANYFAHC43
        
        68764JAB7
        
          
          
        
        1175000.00000000
        PA
        USD
        1164354.50000000
        0.164082377905
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-05
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        
        704100AD8
        
          
        
        1965000.00000000
        PA
        USD
        1842801.17000000
        0.259689980999
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        
        12513GBG3
        
          
          
        
        793000.00000000
        PA
        USD
        747422.33000000
        0.105327744433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        
        53079EBM5
        
          
          
        
        1140000.00000000
        PA
        USD
        1074450.00000000
        0.151412916720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        
        165167DF1
        
          
          
        
        925000.00000000
        PA
        USD
        947278.63000000
        0.133491758867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        
        03969AAN0
        
          
          
        
        925000.00000000
        PA
        USD
        891168.13000000
        0.125584592909
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Tr
        N/A
        
        12061RAA9
        
          
        
        583225.69000000
        PA
        USD
        579081.23000000
        0.081604893715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666AAA6
        
          
          
        
        174292.59000000
        PA
        USD
        172987.16000000
        0.024377579646
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          3.46700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126405AA7
        
          
        
        2064007.97000000
        PA
        USD
        1988467.76000000
        0.280217509744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        
        19260QAC1
        
          
          
        
        755000.00000000
        PA
        USD
        666985.88000000
        0.093992533390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573AAA3
        
          
        
        281593.79000000
        PA
        USD
        279485.92000000
        0.039385525924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        
        90945BAE4
        
          
        
        462338.65000000
        PA
        USD
        462560.20000000
        0.065184595877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABB0
        
          
          
        
        1005000.00000000
        PA
        USD
        1011650.66000000
        0.142563150572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        5493003R0K8V08JVGR27
        
        03066HAG2
        
          
        
        975000.00000000
        PA
        USD
        984202.73000000
        0.138695151931
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 21-1 A PPT
        N/A
        
        11042CAA8
        
          
          
        
        1528980.59540000
        PA
        USD
        1404823.55000000
        0.197969594846
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26209BAG4
        
          
        
        118707.97000000
        PA
        USD
        119763.12000000
        0.016877177453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89172EAE4
        
          
        
        1375000.00000000
        PA
        USD
        1382392.69000000
        0.194808608353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitizat
        N/A
        
        52605AAB3
        
          
        
        2010000.00000000
        PA
        USD
        1958016.38000000
        0.275926260953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        
        50202HAA1
        
          
        
        98546.06000000
        PA
        USD
        98578.01000000
        0.013891743700
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-17
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        549300I1P51W2UFIED29
        
        68267BAA8
        
          
        
        237157.03000000
        PA
        USD
        237199.03000000
        0.033426401391
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686XAG4
        
          
        
        1445000.00000000
        PA
        USD
        1461586.00000000
        0.205968634461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        459506AN1
        
          
          
        
        1043000.00000000
        PA
        USD
        965527.46000000
        0.136063408154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829DAG1
        
          
        
        1413820.80000000
        PA
        USD
        1410884.29000000
        0.198823682352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417NBY6
        
          
        
        90847.89000000
        PA
        USD
        98318.72000000
        0.013855204209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        
        16164AAC9
        
          
        
        470666.66000000
        PA
        USD
        462330.40000000
        0.065152212157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        
        22541Q2D3
        
          
        
        52935.29000000
        PA
        USD
        53372.47000000
        0.007521319144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Variable
          2.43328600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00179VAC0
        
          
        
        1010000.00000000
        PA
        USD
        912853.45000000
        0.128640516917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.87700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433UAG0
        
          
        
        1265000.00000000
        PA
        USD
        1246703.04000000
        0.175687043203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Floating
          1.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746SJ1
        
          
          
        
        1175000.00000000
        PA
        USD
        1180345.77000000
        0.166335888849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-31
          Floating
          1.52900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61746BDQ6
        
          
          
        
        655000.00000000
        PA
        USD
        668167.78000000
        0.094159088303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767JAC6
        
          
        
        2045000.00000000
        PA
        USD
        1894815.40000000
        0.267019895164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.56700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        
        527298BN2
        
          
          
        
        490000.00000000
        PA
        USD
        461251.70000000
        0.065000200324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PEP9
        
          
          
        
        1090000.00000000
        PA
        USD
        1076375.00000000
        0.151684190268
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN GROUP HOLDING LLC
        25490094PF4HHK9QS109
        
        11565HAB2
        
          
          
        
        1022320.02000000
        PA
        USD
        1006985.22000000
        0.141905690589
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-07
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        12597VAA3
        
          
        
        591704.83000000
        PA
        USD
        585738.91000000
        0.082543102796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          1.25500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24380NAA7
        
          
        
        288413.67000000
        PA
        USD
        287890.26000000
        0.040569876645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          1.69200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33845WAE9
        
          
        
        1250000.00000000
        PA
        USD
        1254516.88000000
        0.176788179882
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92539LAA8
        
          
        
        2065099.75000000
        PA
        USD
        1959548.37000000
        0.276142151012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14369HAC2
        
          
        
        1970000.00000000
        PA
        USD
        1928298.90000000
        0.271738434321
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDL Mortgage Trust
        N/A
        
        482598AA7
        
          
        
        1040000.00000000
        PA
        USD
        1031192.76000000
        0.145317049180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03465AAA7
        
          
        
        282832.17000000
        PA
        USD
        277085.53000000
        0.039047259787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.26100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03465DAA1
        
          
        
        2450805.59000000
        PA
        USD
        2337821.25000000
        0.329448866147
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          0.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEP5
        
          
          
        
        1226000.00000000
        PA
        USD
        1241605.83000000
        0.174968737620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Floating
          1.60643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        22411XAD6
        
          
        
        871185.17000000
        PA
        USD
        875204.21000000
        0.123334936164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        
        36259WAC5
        
          
        
        272233.19000000
        PA
        USD
        268067.07000000
        0.037776366462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.35200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        
        35041JAA3
        
          
        
        821411.89000000
        PA
        USD
        829350.51000000
        0.116873172043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP
        EFQMQROEDSNBRIP7LE47
        
        534187BP3
        
          
          
        
        1715000.00000000
        PA
        USD
        1361281.25000000
        0.191833556274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-04-20
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665XAA7
        
          
        
        2607439.37000000
        PA
        USD
        2597067.50000000
        0.365982190975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828AAA1
        
          
          
        
        590610.30000000
        PA
        USD
        590797.05000000
        0.083255902582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        
        82653DAA7
        
          
        
        165277.16000000
        PA
        USD
        165173.08000000
        0.023276409145
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Funding LLC
        N/A
        
        98920MAA0
        
          
        
        2383025.00000000
        PA
        USD
        2197749.57000000
        0.309709779527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          3.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        
        17288YAD4
        
          
          
        
        1698792.85700000
        PA
        USD
        1687563.84000000
        0.237813730900
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-02
          Floating
          2.70860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        
        08861YAA4
        
          
        
        1492580.11000000
        PA
        USD
        1421109.25000000
        0.200264597254
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tidewater Auto Receivables Tru
        N/A
        
        88641WAD1
        
          
        
        1530000.00000000
        PA
        USD
        1521525.48000000
        0.214415385351
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRP LLC
        N/A
        
        87267CAA6
        
          
        
        1935915.91000000
        PA
        USD
        1785333.40000000
        0.251591546755
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-19
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573TAC2
        
          
        
        343447.86000000
        PA
        USD
        337569.85000000
        0.047570790251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        
        82653EAB3
        
          
        
        287409.93000000
        PA
        USD
        285316.23000000
        0.040207140929
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300LRCNJYVPZRKK63
        
        20267VAA5
        
          
        
        135775.41000000
        PA
        USD
        135589.83000000
        0.019107498383
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-25
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        
        35105JAD0
        
          
        
        1610000.00000000
        PA
        USD
        1547680.12000000
        0.218101131852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63939XAB7
        
          
        
        280856.57000000
        PA
        USD
        281596.88000000
        0.039683005202
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-16
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR MEDIA INC
        5493006PK6I4I2OOT688
        
        65336RAW8
        
          
          
        
        903039.68480000
        PA
        USD
        898687.03000000
        0.126644166253
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Floating
          2.73060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03465MAA1
        
          
        
        2943056.38000000
        PA
        USD
        2755782.34000000
        0.388348496388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        
        74727PBC4
        
          
          
        
        300000.00000000
        PA
        USD
        305841.60000000
        0.043099603248
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        N/A
        
        38138JAC7
        
          
        
        1435000.00000000
        PA
        USD
        1420793.50000000
        0.200220101346
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          1.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        
        74530DAG0
        
          
          
        
        208950.00000000
        PA
        USD
        207382.88000000
        0.029224670053
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00180AAB5
        
          
        
        940000.00000000
        PA
        USD
        889377.24000000
        0.125332218318
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA
        N/A
        
        44055UAD7
        
          
          
        
        1339875.00000000
        PA
        USD
        1324801.41000000
        0.186692768917
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-15
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAS1
        
          
          
        
        430000.00000000
        PA
        USD
        413892.20000000
        0.058326236874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEX INC
        T9M5IGROL1TL1G5OV478
        
        96208UAT8
        
          
          
        
        1306800.00000000
        PA
        USD
        1289301.95000000
        0.181690138007
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-01
          Floating
          2.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333NAA0
        
          
        
        1206603.34000000
        PA
        USD
        1193511.33000000
        0.168191196997
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-17
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIN Timeshare Trust 2020-A
        N/A
        
        40439HAC3
        
          
        
        1469160.64000000
        PA
        USD
        1431930.20000000
        0.201789499857
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-09
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KM2
        
          
          
        
        1020000.00000000
        PA
        USD
        1065084.00000000
        0.150093047598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830TAD0
        
          
        
        1423390.77000000
        PA
        USD
        1414169.48000000
        0.199286635677
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89171UAE9
        
          
        
        362562.87000000
        PA
        USD
        363360.29000000
        0.051205213205
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        
        90943UAD6
        
          
        
        1840000.00000000
        PA
        USD
        1787479.96000000
        0.251894042833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDD5
        
          
          
        
        840000.00000000
        PA
        USD
        768656.64000000
        0.108320111516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687DAC6
        
          
        
        1610000.00000000
        PA
        USD
        1584493.41000000
        0.223288909425
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENABLE INC
        N/A
        
        88025XAC7
        
          
          
        
        1110000.00000000
        PA
        USD
        1096125.00000000
        0.154467386420
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-07
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        
        91824AAA8
        
          
        
        699742.34000000
        PA
        USD
        671824.65000000
        0.094674419266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          1.86770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        02530WAG9
        
          
        
        2370000.00000000
        PA
        USD
        2241341.47000000
        0.315852807797
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION
        549300AINIIPOLYX2R63
        
        33767BAD1
        
          
          
        
        837000.00000000
        PA
        USD
        776215.79000000
        0.109385356943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          2.86600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        549300BV8AJIRLDGMR51
        
        46641YAN3
        
          
        
        366268.14000000
        PA
        USD
        356965.55000000
        0.050304057977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-06-25
          Variable
          3.36703900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        5493007KIN86DIZWZT22
        
        74839XAG4
        
          
          
        
        1030000.00000000
        PA
        USD
        1009976.80000000
        0.142327268004
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-11
          Floating
          3.44660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        00180AAA7
        
          
        
        939098.93000000
        PA
        USD
        890610.72000000
        0.125506041953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          1.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        034651AB5
        
          
        
        1154130.72000000
        PA
        USD
        1135232.52000000
        0.159978469922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-25
          Variable
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        
        16163YAC8
        
          
        
        266476.37000000
        PA
        USD
        260702.09000000
        0.036738483728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872MAA0
        
          
        
        656351.08000000
        PA
        USD
        659850.02000000
        0.092986938550
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          4.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAH3
        
          
          
        
        140000.00000000
        PA
        USD
        146235.60000000
        0.020607714388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2P5
        
          
          
        
        1540000.00000000
        PA
        USD
        1439190.71000000
        0.202812660540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        
        35105RAG5
        
          
        
        1290000.00000000
        PA
        USD
        1300594.13000000
        0.183281446965
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXD1
        
          
          
        
        475000.00000000
        PA
        USD
        477436.04000000
        0.067280918947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Floating
          1.67643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        03842VAA5
        
          
        
        2220104.96000000
        PA
        USD
        2115437.00000000
        0.298110183170
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
          
        
        335000.00000000
        PA
        USD
        345609.37000000
        0.048703730054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038413AB6
        
          
        
        1355000.00000000
        PA
        USD
        1302079.12000000
        0.183490713722
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767JAA0
        
          
        
        1200812.95000000
        PA
        USD
        1115603.50000000
        0.157212322432
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829GAA7
        
          
        
        869959.67000000
        PA
        USD
        869543.05000000
        0.122537158000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-26
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAH6
        
          
          
        
        190000.00000000
        PA
        USD
        174774.76000000
        0.024629490605
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36261EAC1
        
          
        
        1615000.00000000
        PA
        USD
        1588388.84000000
        0.223837858578
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128286Y1
        
          
          
        
        11260000.00000000
        PA
        USD
        11288150.00000000
        1.590741045067
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARS GROUP HOLDINGS BV
        549300RNFXC8F8RT6R13
        
        000000000
        
          
          
        
        896459.69590000
        PA
        USD
        888427.42000000
        0.125198368426
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2026-07-21
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        92873AAA6
        
          
        
        351887.67000000
        PA
        USD
        338062.25000000
        0.047640179911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.23950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        
        91824CAB2
        
          
        
        2443000.00000000
        PA
        USD
        2386655.94000000
        0.336330715326
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-24
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33843FAE8
        
          
        
        1490000.00000000
        PA
        USD
        1477647.01000000
        0.208231973257
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        
        15239XAA6
        
          
          
        
        495000.00000000
        PA
        USD
        492525.00000000
        0.069407275171
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688DAA8
        
          
        
        1449053.99000000
        PA
        USD
        1416935.42000000
        0.199676415604
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-12-25
          Variable
          1.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRE Grand Islander Timeshare I
        N/A
        
        05584AAA8
        
          
        
        202789.81000000
        PA
        USD
        201443.61000000
        0.028387700260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-25
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        
        56848MAA7
        
          
        
        1090000.00000000
        PA
        USD
        1047951.94000000
        0.147678775017
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAA7
        
          
          
        
        1380000.00000000
        PA
        USD
        1373455.76000000
        0.193549204344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accelerated Assets
        N/A
        
        00439KAA4
        
          
        
        1590564.33000000
        PA
        USD
        1527415.11000000
        0.215245359809
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-10-20
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        9292274D5
        
          
          
        
        71697.57000000
        PA
        USD
        70913.84000000
        0.009993272232
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          2.56828100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        
        05946XPV9
        
          
        
        47632.02000000
        PA
        USD
        47378.10000000
        0.006676584587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12648HAK1
        
          
        
        155919.41000000
        PA
        USD
        150213.66000000
        0.021168307870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-04-25
          Variable
          3.81991700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        65489MAB0
        
          
        
        981206.74000000
        PA
        USD
        982294.02000000
        0.138426173991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        
        203372AX5
        
          
          
        
        1265000.00000000
        PA
        USD
        1165077.65000000
        0.164184285161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        
        74387LAC5
        
          
        
        118203.31000000
        PA
        USD
        116466.73000000
        0.016412645809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333LAA4
        
          
        
        2131000.00000000
        PA
        USD
        2038575.12000000
        0.287278705265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-17
          Fixed
          2.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        
        84861TAC2
        
          
          
        
        618750.00000000
        PA
        USD
        637456.92000000
        0.089831273247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        92556VAC0
        
          
          
        
        1441000.00000000
        PA
        USD
        1311516.48000000
        0.184820638990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings, LLC
        N/A
        
        59921PAB2
        
          
          
        
        890000.00000000
        PA
        USD
        922262.50000000
        0.129966452702
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Loan Trus
        N/A
        
        76119CAA9
        
          
        
        1074027.99000000
        PA
        USD
        1044763.09000000
        0.147229398053
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-26
          Variable
          2.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23343RAE8
        
          
        
        1335000.00000000
        PA
        USD
        1337361.48000000
        0.188462750612
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-16
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08579JBG6
        
          
          
        
        1067007.73210000
        PA
        USD
        1050501.12000000
        0.148038008838
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225AAY6
        
          
        
        653.25000000
        PA
        USD
        671.44000000
        0.000094620213
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        
        82652MAB6
        
          
        
        289777.40000000
        PA
        USD
        284012.28000000
        0.040023386569
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAE6
        
          
          
        
        1040000.00000000
        PA
        USD
        1090850.49000000
        0.153724095487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        
        05565QDV7
        
          
          
        
        1115000.00000000
        PA
        USD
        1117787.50000000
        0.157520094604
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686XAF6
        
          
        
        1445000.00000000
        PA
        USD
        1446896.56000000
        0.203898579125
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300NOANH9X4RIOF97
        
        03237JAB3
        
          
        
        22508.60000000
        PA
        USD
        22534.14000000
        0.003175540847
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-07-20
          Fixed
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABD6
        
          
          
        
        370000.00000000
        PA
        USD
        372162.76000000
        0.052445668934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKIYE IS BANKASI A.S
        789000FIRX9MDN0KTM91
        
        900151AJ0
        
          
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.112737059310
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2022-04-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKOPOS AUTO RECEIVABLES TRUST
        N/A
        
        83085DAC9
        
          
        
        1404053.25000000
        PA
        USD
        1410002.64000000
        0.198699439066
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LL
        N/A
        
        01627AAA6
        
          
        
        1840000.00000000
        PA
        USD
        1694660.24000000
        0.238813764984
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63942BAA2
        
          
        
        960190.32000000
        PA
        USD
        916741.13000000
        0.129188373931
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freed ABS Trust
        N/A
        
        35633KAC0
        
          
        
        1205000.00000000
        PA
        USD
        1160506.94000000
        0.163540174656
        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
        
        466247K51
        
          
          
        
        27056.77000000
        PA
        USD
        28147.60000000
        0.003966597063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.22291100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26209WAF0
        
          
        
        677192.52000000
        PA
        USD
        679372.13000000
        0.095738020142
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780BQ8
        
          
          
        
        755000.00000000
        PA
        USD
        795133.01000000
        0.112051196634
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12597JAC6
        
          
        
        831184.71000000
        PA
        USD
        832621.50000000
        0.117334124285
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBX8
        
          
          
        
        5595000.00000000
        PA
        USD
        5496213.28000000
        0.774533653162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        
        89364MBQ6
        
          
          
        
        223489.08920000
        PA
        USD
        219229.39000000
        0.030894095928
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Floating
          2.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91679LAB8
        
          
        
        2430000.00000000
        PA
        USD
        2293737.51000000
        0.323236527134
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-07-20
          Fixed
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        38014RAC8
        
          
        
        1385000.00000000
        PA
        USD
        1387563.22000000
        0.195537246287
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333AAA8
        
          
        
        344012.01000000
        PA
        USD
        320616.99000000
        0.045181770771
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          1.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17328BAA2
        
          
        
        381776.35000000
        PA
        USD
        377890.21000000
        0.053252788771
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687GAE5
        
          
        
        1490000.00000000
        PA
        USD
        1414019.98000000
        0.199265567939
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-12
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        
        501894AA7
        
          
        
        1000000.00000000
        PA
        USD
        961176.20000000
        0.135450222833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        
        744320AM4
        
          
          
        
        1948000.00000000
        PA
        USD
        1960175.00000000
        0.276230456542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        20049AAE8
        
          
        
        1035000.00000000
        PA
        USD
        995663.48000000
        0.140310215997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Fixed
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KAZ9
        
          
          
        
        1260000.00000000
        PA
        USD
        1228231.53000000
        0.173084013555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12656NAC5
        
          
        
        1381708.21000000
        PA
        USD
        1377726.82000000
        0.194151087774
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        
        59166DAA5
        
          
        
        1693674.35000000
        PA
        USD
        1698943.71000000
        0.239417397249
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67576TAC3
        
          
        
        1715000.00000000
        PA
        USD
        1728478.36000000
        0.243579459234
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAL6
        
          
          
        
        560000.00000000
        PA
        USD
        505316.00000000
        0.071209799828
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        
        863579CP1
        
          
        
        68959.34000000
        PA
        USD
        70051.70000000
        0.009871778322
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.57623300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BACARDI LTD
        549300R32WTQNHNN5055
        
        067316AF6
        
          
          
        
        1170000.00000000
        PA
        USD
        1217143.79000000
        0.171521514553
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2028-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DB92
        
          
        
        224576.25000000
        PA
        USD
        225799.02000000
        0.031819896887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        
        05351KAA7
        
          
        
        1875000.00000000
        PA
        USD
        1781951.06000000
        0.251114902924
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        
        08862BAB1
        
          
        
        1495000.00000000
        PA
        USD
        1391985.08000000
        0.196160380653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300MQ65NOVQXYNB21
        
        35041LAA8
        
          
        
        2047905.90000000
        PA
        USD
        1934639.91000000
        0.272632017847
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89176LAA2
        
          
          
        
        1442062.80000000
        PA
        USD
        1450964.51000000
        0.204471840026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92939KAG3
        
          
        
        1690000.00000000
        PA
        USD
        1685698.11000000
        0.237550809758
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        
        038779AB0
        
          
        
        1814370.00000000
        PA
        USD
        1730658.60000000
        0.243886701542
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgag
        N/A
        
        693587AA5
        
          
        
        839976.96000000
        PA
        USD
        817246.60000000
        0.115167473019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-11-25
          Variable
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master T
        N/A
        
        37186XAK1
        
          
        
        700000.00000000
        PA
        USD
        669821.67000000
        0.094392156672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        
        00833MAA2
        
          
        
        2280000.00000000
        PA
        USD
        2268022.48000000
        0.319612731056
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Sales Finance Master T
        N/A
        
        37186XAE5
        
          
        
        1325000.00000000
        PA
        USD
        1310574.20000000
        0.184687851645
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        N/A
        
        05608TAB7
        
          
        
        826399.67000000
        PA
        USD
        794904.50000000
        0.112018994703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-28
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        
        741389AA8
        
          
        
        556716.83000000
        PA
        USD
        535730.28000000
        0.075495820438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.23950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        03837PAA5
        
          
        
        161789.68000000
        PA
        USD
        162627.77000000
        0.022917720690
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829LAA6
        
          
        
        1603515.55000000
        PA
        USD
        1616878.45000000
        0.227852652144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAA2
        
          
        
        1102761.25000000
        PA
        USD
        1059885.23000000
        0.149360430045
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636ABD2
        
          
          
        
        500000.00000000
        PA
        USD
        501148.04000000
        0.070622445385
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-03-28
          Fixed
          3.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONERI US INC
        N/A
        
        000000000
        
          
          
        
        707795.96750000
        PA
        USD
        694022.26000000
        0.097802535860
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-31
          Floating
          2.45860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        
        62854AAN4
        
          
          
        
        273000.00000000
        PA
        USD
        270907.19000000
        0.038176599933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042QAJ9
        
          
        
        1275000.00000000
        PA
        USD
        1251439.15000000
        0.176354462096
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        
        61977KAE6
        
          
        
        2644950.62000000
        PA
        USD
        2599885.42000000
        0.366379295993
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          1.59657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        
        81618TAC4
        
          
          
        
        930000.00000000
        PA
        USD
        928184.80000000
        0.130801031060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464NAA0
        
          
        
        236692.29000000
        PA
        USD
        235967.33000000
        0.033252828596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Variable
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        
        913903AX8
        
          
          
        
        1825000.00000000
        PA
        USD
        1674084.07000000
        0.235914143862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        
        69120VAJ0
        
          
          
        
        500000.00000000
        PA
        USD
        498728.97000000
        0.070281546838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31574XAB4
        
          
        
        691679.76000000
        PA
        USD
        664411.67000000
        0.093629772309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        
        22537CAA7
        
          
        
        1605000.00000000
        PA
        USD
        1552007.23000000
        0.218710913923
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        
        55283FAA6
        
          
        
        939292.69000000
        PA
        USD
        922935.19000000
        0.130061249068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.15300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        
        55389PAA7
        
          
        
        425042.51000000
        PA
        USD
        419611.78000000
        0.059132247661
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14368RAC1
        
          
        
        692311.38000000
        PA
        USD
        692628.11000000
        0.097606070396
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHB8
        
          
          
        
        1755000.00000000
        PA
        USD
        1746230.72000000
        0.246081145312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-05
          Floating
          1.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21873AAA5
        
          
        
        1435532.56000000
        PA
        USD
        1331789.78000000
        0.187677579270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCC INTELLIGENT SOLUTION
        5493006JEEL9RIWY5T17
        
        12511BAC6
        
          
          
        
        857850.00000000
        PA
        USD
        848413.65000000
        0.119559574974
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-21
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BFY1
        
          
          
        
        1810000.00000000
        PA
        USD
        1855454.06000000
        0.261473043012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        
        88033GCS7
        
          
          
        
        226000.00000000
        PA
        USD
        226971.80000000
        0.031985166597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        
        262006208
        
          
          
        
        9874199.59000000
        NS
        USD
        9874199.59000000
        1.391485281025
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        CITADEL LP
        549300IPM6EKPVUPFL67
        
        17288XAB0
        
          
          
        
        1140000.00000000
        PA
        USD
        1124839.01000000
        0.158513802731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAB HOLDINGS LLC
        549300G4QOYNTNBXSH82
        
        000000000
        
          
        
        798000.00000000
        PA
        USD
        787274.88000000
        0.110943818550
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAA8
        
          
          
        
        802000.00000000
        PA
        USD
        715996.33000000
        0.100899150901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile R
        N/A
        
        35105UAE3
        
          
        
        2200000.00000000
        PA
        USD
        2068572.22000000
        0.291505936317
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        
        68504WAA5
        
          
        
        958858.63000000
        PA
        USD
        960653.71000000
        0.135376592851
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-08
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32059FAE9
        
          
        
        1895000.00000000
        PA
        USD
        1806225.31000000
        0.254535662376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL LLC
        549300XI79MQJV13DW27
        
        36740UAT9
        
          
          
        
        1171279.20860000
        PA
        USD
        1153124.38000000
        0.162499814525
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        
        88104LAC7
        
          
          
        
        735000.00000000
        PA
        USD
        733162.50000000
        0.103318230308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIG Auto Receivables Trust
        N/A
        
        12598NAD4
        
          
        
        1985000.00000000
        PA
        USD
        1893008.95000000
        0.266765327838
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-12
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVX9
        
          
          
        
        2880000.00000000
        PA
        USD
        2982939.93000000
        0.420359844759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          2.02757000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower, LP
        N/A
        
        58503UAC7
        
          
          
        
        455000.00000000
        PA
        USD
        450222.50000000
        0.063445950856
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        
        552747AA5
        
          
        
        218040.84000000
        PA
        USD
        210950.26000000
        0.029727389966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          0.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AZ7
        
          
          
        
        1165000.00000000
        PA
        USD
        1161098.09000000
        0.163623480296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        
        05946XHZ9
        
          
        
        9549.03000000
        PA
        USD
        10177.22000000
        0.001434187318
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-20
          Variable
          2.50460500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        
        24736CBS2
        
          
          
        
        1030000.00000000
        PA
        USD
        1062022.70000000
        0.149661645148
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio Trust
        N/A
        
        92837UAA7
        
          
        
        2273752.02000000
        PA
        USD
        2174108.70000000
        0.306378276823
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-05-25
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        529900FKHWSTQ1GXK240
        
        90385KAK7
        
          
          
        
        1331916.29390000
        PA
        USD
        1319809.17000000
        0.185989255845
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418RHT1
        
          
        
        26445.89000000
        PA
        USD
        28063.16000000
        0.003954697666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AL4
        
          
          
        
        1120000.00000000
        PA
        USD
        1160500.33000000
        0.163539243166
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12655KAE8
        
          
        
        1900000.00000000
        PA
        USD
        1892411.59000000
        0.266681147076
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VSE VOI Mortgage LLC
        N/A
        
        918290AA5
        
          
        
        1291184.85000000
        PA
        USD
        1277010.09000000
        0.179957952820
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-20
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20268BAA8
        
          
        
        369648.70000000
        PA
        USD
        340097.25000000
        0.047926954805
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC
        549300C97P3BW8QROE16
        
        86614DAH1
        
          
          
        
        1271777.61540000
        PA
        USD
        1265876.57000000
        0.178389002439
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-21
          Floating
          2.48790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        
        52729KAP1
        
          
          
        
        440348.07110000
        PA
        USD
        431677.62000000
        0.060832581811
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          2.20740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        
        67578AAA6
        
          
        
        1656531.73000000
        PA
        USD
        1614821.59000000
        0.227562796709
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCG Receivables Trust
        N/A
        
        12510KAG8
        
          
        
        1510000.00000000
        PA
        USD
        1431663.92000000
        0.201751975326
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-14
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        
        22767CAB6
        
          
        
        1214917.75000000
        PA
        USD
        1206761.16000000
        0.170058380585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        91835MAA9
        
          
        
        1139890.62000000
        PA
        USD
        1104442.87000000
        0.155639551675
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        
        96034JAB2
        
          
        
        1552417.39000000
        PA
        USD
        1507445.41000000
        0.212431203242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          2.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        
        78392BAB3
        
          
          
        
        1940000.00000000
        PA
        USD
        1794634.81000000
        0.252902313769
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Residential Mortgage
        N/A
        
        85573GAA0
        
          
        
        1419845.24000000
        PA
        USD
        1390774.05000000
        0.195989720702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46641CBF7
        
          
        
        137330.93000000
        PA
        USD
        134246.93000000
        0.018918255137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        
        62886VAP5
        
          
          
        
        1206908.11190000
        PA
        USD
        1189564.84000000
        0.167635052400
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-28
          Floating
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        
        59980CAF0
        
          
        
        1017869.80000000
        PA
        USD
        1002305.35000000
        0.141246197112
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        
        80413TAG4
        
          
          
        
        425000.00000000
        PA
        USD
        440937.50000000
        0.062137496362
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46590JBA4
        
          
        
        2200000.00000000
        PA
        USD
        2176917.38000000
        0.306774079728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          3.98440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        
        76133MAB7
        
          
          
        
        786050.00000000
        PA
        USD
        770470.49000000
        0.108575721660
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        
        07332BAA7
        
          
        
        192243.27000000
        PA
        USD
        189940.39000000
        0.026766651266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-28
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        94981VAB3
        
          
        
        46236.63000000
        PA
        USD
        46704.57000000
        0.006581669847
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.61499300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042853AA9
        
          
        
        1252551.28000000
        PA
        USD
        1186228.56000000
        0.167164899405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          1.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        
        52532XAD7
        
          
          
        
        832000.00000000
        PA
        USD
        831792.00000000
        0.117217230047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        
        03852JAR2
        
          
          
        
        200487.50000000
        PA
        USD
        196060.74000000
        0.027629139092
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        
        22767CAC4
        
          
        
        1350000.00000000
        PA
        USD
        1318370.58000000
        0.185786527838
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        
        09261HAQ0
        
          
          
        
        415000.00000000
        PA
        USD
        384214.18000000
        0.054143970998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        549300LQMUNTYT3DC014
        
        14315NAF7
        
          
        
        915000.00000000
        PA
        USD
        921721.04000000
        0.129890149442
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932RAJ3
        
          
          
        
        207900.00000000
        PA
        USD
        205128.69000000
        0.028907006613
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        
        68504TAA2
        
          
        
        38048.18000000
        PA
        USD
        38051.75000000
        0.005362302995
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-08
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        04285CAL5
        
          
        
        1263750.27000000
        PA
        USD
        1245603.83000000
        0.175532141074
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-03-25
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BD6
        
          
          
        
        275000.00000000
        PA
        USD
        283250.00000000
        0.039915965062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46647SBY5
        
          
        
        270542.81000000
        PA
        USD
        258811.88000000
        0.036472112832
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitizat
        N/A
        
        90943UAC8
        
          
        
        2005000.00000000
        PA
        USD
        1975720.78000000
        0.278421188444
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96043JAL9
        
          
        
        2015000.00000000
        PA
        USD
        1922923.97000000
        0.270980992068
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAF7
        
          
          
        
        905000.00000000
        PA
        USD
        923140.73000000
        0.130090214037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        91835DAA9
        
          
        
        410867.32000000
        PA
        USD
        396020.96000000
        0.055807798069
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99180000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        
        629377CK6
        
          
          
        
        1161000.00000000
        PA
        USD
        1156447.60000000
        0.162968127088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300INEWFFGID70G60
        
        03237KAC8
        
          
        
        2035000.00000000
        PA
        USD
        1942759.96000000
        0.273776306045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-22
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        12659YAA2
        
          
        
        2170000.00000000
        PA
        USD
        2166144.56000000
        0.305255959669
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-01
          Variable
          3.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687PAG0
        
          
        
        1270000.00000000
        PA
        USD
        1274041.01000000
        0.179539546135
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32059RAJ2
        
          
        
        565389.83000000
        PA
        USD
        567653.20000000
        0.079994440595
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21873CAA1
        
          
        
        2054728.98000000
        PA
        USD
        1901298.87000000
        0.267933554342
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.35800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2020-SFR1 Trust
        N/A
        
        33767MAC9
        
          
        
        800000.00000000
        PA
        USD
        748227.60000000
        0.105441224148
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-17
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Residential Mor
        N/A
        
        61763YAJ3
        
          
        
        322609.43000000
        PA
        USD
        330387.12000000
        0.046558590428
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-06-25
          Variable
          2.34015500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        
        92873BAA4
        
          
        
        367808.77000000
        PA
        USD
        354933.22000000
        0.050017659342
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.23960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Tru
        N/A
        
        32059FAC3
        
          
        
        2150000.00000000
        PA
        USD
        2083187.25000000
        0.293565505697
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686GAD8
        
          
        
        1825000.00000000
        PA
        USD
        1808535.03000000
        0.254861151177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-11
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17323CAD9
        
          
        
        1102879.28000000
        PA
        USD
        1086942.89000000
        0.153173431321
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          2.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreVest American Finance Ltd
        N/A
        
        21872UAA2
        
          
        
        3374377.14000000
        PA
        USD
        3227778.00000000
        0.454862749783
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        
        683715AC0
        
          
          
        
        1205000.00000000
        PA
        USD
        1155317.85000000
        0.162808921222
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        
        22535KAC7
        
          
        
        1180000.00000000
        PA
        USD
        1179116.42000000
        0.166162647219
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT LNG INVESTMENTS
        549300LR5YVRZH4YPQ33
        
        35670CAB4
        
          
          
        
        890000.00000000
        PA
        USD
        882693.10000000
        0.124390280459
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61763BAW4
        
          
        
        1515000.00000000
        PA
        USD
        1528554.86000000
        0.215405974888
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          4.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        670857AA9
        
          
        
        1105967.98000000
        PA
        USD
        1041374.36000000
        0.146751853734
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAM3
        
          
          
        
        1005000.00000000
        PA
        USD
        1010298.70000000
        0.142372630578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EQLN0
        
          
        
        198504.86000000
        PA
        USD
        200517.37000000
        0.028257173293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        
        56847MAA8
        
          
        
        1045000.00000000
        PA
        USD
        1039859.23000000
        0.146538339608
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-20
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        
        000000000
        
          
          
        
        1097250.00000000
        PA
        USD
        1073659.13000000
        0.151301466272
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2028-09-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67112FAD2
        
          
        
        137011.98000000
        PA
        USD
        135314.95000000
        0.019068761929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          1.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        
        05591QAA4
        
          
        
        755000.00000000
        PA
        USD
        749726.48000000
        0.105652448302
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIO
        RLTHESQ0RNFQJWPBJN60
        
        80875AAP6
        
          
          
        
        1612990.76690000
        PA
        USD
        1605942.00000000
        0.226311473128
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          3.18060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLATFELTER
        549300LDQLQBT38QDY28
        
        377320AA4
        
          
          
        
        555000.00000000
        PA
        USD
        470362.50000000
        0.066284106324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        02530QAD9
        
          
        
        1280000.00000000
        PA
        USD
        1245064.32000000
        0.175456112611
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-14
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAZ5
        
          
          
        
        455000.00000000
        PA
        USD
        437937.50000000
        0.061714732389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33843WAE1
        
          
        
        1790000.00000000
        PA
        USD
        1700801.62000000
        0.239679216386
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831EAA8
        
          
        
        761154.50000000
        PA
        USD
        741973.71000000
        0.104559917688
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-10-25
          Variable
          0.94054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        
        826525AB3
        
          
        
        1029604.60000000
        PA
        USD
        1001115.44000000
        0.141078513419
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12655CAD8
        
          
        
        486420.26000000
        PA
        USD
        489622.41000000
        0.068998238344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        
        001807AB2
        
          
        
        2400000.00000000
        PA
        USD
        2241606.72000000
        0.315890187178
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          1.80600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        
        00973RAG8
        
          
          
        
        755000.00000000
        PA
        USD
        733968.27000000
        0.103431780483
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36258XAB6
        
          
        
        1524182.88000000
        PA
        USD
        1529047.16000000
        0.215475350456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA SENIOR FINANCE II LLC
        549300PVT2ADFWMYEW87
        
        78404XAH8
        
          
          
        
        1061094.56060000
        PA
        USD
        1046801.62000000
        0.147516670400
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-11
          Floating
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        
        12513GBH1
        
          
          
        
        792000.00000000
        PA
        USD
        745984.80000000
        0.105125165802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19688BAA2
        
          
        
        554730.17000000
        PA
        USD
        549263.42000000
        0.077402928446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        62920KAC6
        
          
        
        1480000.00000000
        PA
        USD
        1445979.09000000
        0.203769288038
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175MAA1
        
          
          
        
        947232.09000000
        PA
        USD
        946050.61000000
        0.133318704662
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538FAA2
        
          
        
        1997335.55000000
        PA
        USD
        1922665.56000000
        0.270944576589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        
        25216AAA2
        
          
        
        1507130.41000000
        PA
        USD
        1498700.28000000
        0.211198827943
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA BRISTOL LLC
        N/A
        
        000000000
        
          
          
        
        925000.00000000
        PA
        USD
        918645.25000000
        0.129456705043
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Floating
          3.44110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio 2019-2 Trust
        N/A
        
        92837DAA5
        
          
        
        1420140.78000000
        PA
        USD
        1381561.52000000
        0.194691478776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Purchasing Power Funding
        N/A
        
        74615JAA8
        
          
        
        2015000.00000000
        PA
        USD
        1950536.12000000
        0.274872132809
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573JAC0
        
          
        
        381326.55000000
        PA
        USD
        362655.39000000
        0.051105877764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.51800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167HAG3
        
          
        
        1225000.00000000
        PA
        USD
        1220175.71000000
        0.171948776734
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        
        00091KAC9
        
          
        
        1785000.00000000
        PA
        USD
        1743059.10000000
        0.245634196422
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-20
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36258YBL1
        
          
        
        1426000.00000000
        PA
        USD
        1400327.44000000
        0.197335997071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-13
          Variable
          3.17310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding LLC and Carls
        N/A
        
        411707AH5
        
          
        
        1935500.00000000
        PA
        USD
        1871758.18000000
        0.263770641191
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-20
          Fixed
          3.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36263LAE9
        
          
        
        1055000.00000000
        PA
        USD
        1005394.96000000
        0.141681589044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        
        42824CAW9
        
          
          
        
        385000.00000000
        PA
        USD
        403144.21000000
        0.056811615891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Variable
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36418ABC0
        
          
        
        611438.73000000
        PA
        USD
        612171.85000000
        0.086268067701
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN GUARDIAN LTD
        N/A
        
        893800AA0
        
          
          
        
        163730.19240000
        PA
        USD
        156771.66000000
        0.022092469914
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        
        23345MAA5
        
          
          
        
        1070000.00000000
        PA
        USD
        1025921.35000000
        0.144574195103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        
        43285HAA6
        
          
        
        600484.88000000
        PA
        USD
        585821.52000000
        0.082554744306
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-02-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILITI HEALTH INC
        25490002CCQ55NKGNB14
        
        00847YAC6
        
          
          
        
        427794.86390000
        PA
        USD
        424586.40000000
        0.059833277698
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-04
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DPL INC
        N/A
        
        233293AR0
        
          
          
        
        122000.00000000
        PA
        USD
        121165.52000000
        0.017074805518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95000AAT4
        
          
        
        1725765.55000000
        PA
        USD
        1708966.26000000
        0.240829788266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          3.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        
        02474RAH6
        
          
          
        
        1038458.55710000
        PA
        USD
        1024055.14000000
        0.144311206319
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Floating
          2.20860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        
        43284BAA0
        
          
        
        406715.20000000
        PA
        USD
        406972.73000000
        0.057351135999
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-25
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPER
        549300TPZNMN50BJ3745
        
        16117LBX6
        
          
          
        
        802054.94870000
        PA
        USD
        794483.55000000
        0.111959673871
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRAWBRIDGE SPEC OPPOR FU
        N/A
        
        26150TAE9
        
          
          
        
        1430000.00000000
        PA
        USD
        1384043.16000000
        0.195041194771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YDU6
        
          
          
        
        730000.00000000
        PA
        USD
        743088.32000000
        0.104716990005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON TLB BORROWER 1 US
        635400O84AGITYFZQB55
        
        05400KAH3
        
          
          
        
        1190650.00000000
        PA
        USD
        1175766.88000000
        0.165690625607
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jersey Mike's Funding, LLC
        N/A
        
        476681AA9
        
          
        
        2204475.00000000
        PA
        USD
        2173905.55000000
        0.306349648656
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        000000000
        
          
        
        1132006.25000000
        PA
        USD
        1128610.23000000
        0.159045248047
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Velocity Commercial Capital Lo
        N/A
        
        92259LAB4
        
          
        
        703424.93000000
        PA
        USD
        696850.09000000
        0.098201037408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAW5
        
          
          
        
        150000.00000000
        PA
        USD
        138328.07000000
        0.019493374789
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825XAC2
        
          
        
        911625.21000000
        PA
        USD
        910980.87000000
        0.128376630464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825GAB1
        
          
        
        2000000.00000000
        PA
        USD
        1941698.60000000
        0.273626737788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WFLL8
        
          
        
        418018.46000000
        PA
        USD
        422360.42000000
        0.059519589649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        
        000000000
        
          
          
        
        194117.64700000
        PA
        USD
        192094.94000000
        0.027070273304
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        
        00968FAA4
        
          
        
        551114.15000000
        PA
        USD
        551969.31000000
        0.077784246048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-09-25
          Variable
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14366LAG7
        
          
        
        1865000.00000000
        PA
        USD
        1879919.25000000
        0.264920709982
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          4.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        
        78403DAT7
        
          
        
        1900000.00000000
        PA
        USD
        1785514.74000000
        0.251617101428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92537HAA9
        
          
        
        1238375.16000000
        PA
        USD
        1239450.44000000
        0.174664997208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEK7
        
          
          
        
        1016000.00000000
        PA
        USD
        968575.79000000
        0.136492982854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300MNOMKDMDFI8J66
        
        42806MAL3
        
          
        
        2415000.00000000
        PA
        USD
        2291429.76000000
        0.322911315948
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686XAE9
        
          
        
        1580000.00000000
        PA
        USD
        1582050.21000000
        0.222944610445
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        025291AC9
        
          
        
        2065000.00000000
        PA
        USD
        2014993.75000000
        0.283955587379
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        
        105693AA3
        
          
        
        865352.56000000
        PA
        USD
        831179.44000000
        0.117130907281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-01
          Variable
          1.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418TWU7
        
          
        
        11465.42000000
        PA
        USD
        11785.02000000
        0.001660760623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828EAA3
        
          
        
        305467.88000000
        PA
        USD
        303593.32000000
        0.042782772653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.49188000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333HAE5
        
          
        
        725000.00000000
        PA
        USD
        659139.84000000
        0.092886859044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-17
          Fixed
          1.85500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        
        25216AAB0
        
          
        
        2385000.00000000
        PA
        USD
        2333082.37000000
        0.328781056903
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        
        92512BAB9
        
          
        
        2345000.00000000
        PA
        USD
        2255375.51000000
        0.317830503297
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        
        89364MBR4
        
          
          
        
        706007.33260000
        PA
        USD
        693652.20000000
        0.097750386515
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-09
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        784212AC6
        
          
        
        487025.25000000
        PA
        USD
        461535.23000000
        0.065040155747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage War
        N/A
        
        74387PAC6
        
          
        
        644444.44000000
        PA
        USD
        636088.90000000
        0.089638490057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.33686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746UDJ5
        
          
          
        
        1620000.00000000
        PA
        USD
        1506265.76000000
        0.212264965402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167EAC9
        
          
        
        297976.74000000
        PA
        USD
        298331.63000000
        0.042041288331
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30167LAJ8
        
          
        
        1605000.00000000
        PA
        USD
        1613298.49000000
        0.227348159440
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829FAA9
        
          
        
        367644.43000000
        PA
        USD
        367465.42000000
        0.051783713561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDEO FUNDING INC
        5493000IFJ6XJKH66598
        
        76090LAE4
        
          
          
        
        1211452.37560000
        PA
        USD
        1191766.27000000
        0.167945280831
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIXPARTNERS LLP
        5493005G2MHUFTGARL57
        
        01642PBB1
        
          
          
        
        1032200.00000000
        PA
        USD
        1014941.62000000
        0.143026917013
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        
        33767WAG8
        
          
        
        1810000.00000000
        PA
        USD
        1643336.47000000
        0.231581151356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          2.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26209AAF8
        
          
        
        568955.95000000
        PA
        USD
        569697.98000000
        0.080282593700
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20268CAA6
        
          
        
        491241.10000000
        PA
        USD
        485284.65000000
        0.068386955461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-25
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CU7
        
          
          
        
        507000.00000000
        PA
        USD
        533877.46000000
        0.075234718590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066GAF6
        
          
        
        1200000.00000000
        PA
        USD
        1209337.20000000
        0.170421399553
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        549300BV8AJIRLDGMR51
        
        46641YAJ2
        
          
        
        268158.66000000
        PA
        USD
        263361.36000000
        0.037113231577
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAD2
        
          
          
        
        180000.00000000
        PA
        USD
        183779.26000000
        0.025898416668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829EAA2
        
          
        
        634154.64000000
        PA
        USD
        632114.18000000
        0.089078367251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receiv
        N/A
        
        80282YAF3
        
          
        
        590000.00000000
        PA
        USD
        553870.11000000
        0.078052109301
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        
        896945AA0
        
          
          
        
        740000.00000000
        PA
        USD
        764383.00000000
        0.107717864508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46641JBA3
        
          
        
        1395000.00000000
        PA
        USD
        1409853.54000000
        0.198678427697
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-15
          Variable
          4.43860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        
        05969BAD5
        
          
          
        
        490000.00000000
        PA
        USD
        511332.15000000
        0.072057603652
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31574PAA3
        
          
        
        294595.19000000
        PA
        USD
        292867.18000000
        0.041271230802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          2.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAG5
        
          
          
        
        755000.00000000
        PA
        USD
        679552.64000000
        0.095763457850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        
        72703PAB9
        
          
        
        1867275.00000000
        PA
        USD
        1856928.43000000
        0.261680813184
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        
        96042WAE7
        
          
        
        1825000.00000000
        PA
        USD
        1806878.66000000
        0.254627733323
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWB6
        
          
          
        
        1000000.00000000
        PA
        USD
        1008978.09000000
        0.142186528468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        459506AP6
        
          
          
        
        1393000.00000000
        PA
        USD
        1266204.64000000
        0.178435234498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        
        57110NAB2
        
          
        
        2065000.00000000
        PA
        USD
        2023191.18000000
        0.285110780069
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        02528BAE4
        
          
        
        1710000.00000000
        PA
        USD
        1681489.34000000
        0.236957704316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        
        55303XAK1
        
          
          
        
        170000.00000000
        PA
        USD
        171275.00000000
        0.024136299791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687AAQ1
        
          
        
        1340000.00000000
        PA
        USD
        1258703.81000000
        0.177378207602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-09
          Fixed
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBC4
        
          
          
        
        2790000.00000000
        PA
        USD
        2576281.65000000
        0.363053021470
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        2549001SCJD3WEYJFM53
        
        000000000
        
          
        
        653362.50000000
        PA
        USD
        644071.69000000
        0.090763435394
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        
        70410LAA8
        
          
        
        390031.45000000
        PA
        USD
        388073.22000000
        0.054687792024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        
        30165YAG8
        
          
        
        1580000.00000000
        PA
        USD
        1587252.20000000
        0.223677681764
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74332WAC7
        
          
        
        685000.00000000
        PA
        USD
        665628.75000000
        0.093801284834
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-17
          Fixed
          2.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUN
        N/A
        
        07332CAA5
        
          
        
        102248.28000000
        PA
        USD
        101589.47000000
        0.014316122630
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36258AAB6
        
          
        
        580176.98000000
        PA
        USD
        581465.20000000
        0.081940845924
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT Commercial Mortgage Trust
        N/A
        
        36167RAA1
        
          
        
        2085000.00000000
        PA
        USD
        2049502.67000000
        0.288818630080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89177BAA3
        
          
          
        
        369617.51000000
        PA
        USD
        368722.74000000
        0.051960896760
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.65752300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17322GAA7
        
          
        
        106328.83000000
        PA
        USD
        104901.96000000
        0.014782923107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038370AC6
        
          
        
        2165000.00000000
        PA
        USD
        2120654.74000000
        0.298845474000
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19687YAA3
        
          
        
        964454.40000000
        PA
        USD
        908188.32000000
        0.127983100621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-25
          Variable
          1.38970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        91533BAC4
        
          
          
        
        297.00000000
        PA
        USD
        270.31000000
        0.000038092443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829HAA5
        
          
        
        370707.92000000
        PA
        USD
        373535.16000000
        0.052639069359
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LVWK5
        
          
        
        47340.93000000
        PA
        USD
        47721.37000000
        0.006724958650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        12656YAA5
        
          
        
        536760.10000000
        PA
        USD
        533927.40000000
        0.075241756201
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-27
          Fixed
          0.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        95002VAA7
        
          
        
        298280.47000000
        PA
        USD
        288304.30000000
        0.040628223710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        
        69701YAA0
        
          
        
        964443.61000000
        PA
        USD
        957692.50000000
        0.134959295216
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBC Funding LLC
        N/A
        
        62878YAA2
        
          
        
        1930300.00000000
        PA
        USD
        1798051.29000000
        0.253383768654
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          2.98900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        
        58550LAC9
        
          
        
        775000.00000000
        PA
        USD
        768482.79000000
        0.108295612344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        
        03852JAS0
        
          
          
        
        583110.32020000
        PA
        USD
        574363.67000000
        0.080940088913
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-06
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerical Equipment Finance 2
        N/A
        
        20166QAA8
        
          
        
        1029675.24000000
        PA
        USD
        1011235.59000000
        0.142504658358
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAA4
        
          
        
        1455000.00000000
        PA
        USD
        1447143.44000000
        0.203933369782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377WAA9
        
          
        
        1970000.00000000
        PA
        USD
        1855120.83000000
        0.261426083799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686UAF2
        
          
        
        470000.00000000
        PA
        USD
        472226.30000000
        0.066546755488
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        
        30161NAW1
        
          
          
        
        864000.00000000
        PA
        USD
        865030.26000000
        0.121901209658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          3.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BR9
        
          
          
        
        570000.00000000
        PA
        USD
        593085.00000000
        0.083578323526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12662EAA1
        
          
        
        944607.02000000
        PA
        USD
        911041.17000000
        0.128385128020
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        
        36228FPE0
        
          
        
        91333.86000000
        PA
        USD
        92145.95000000
        0.012985329287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDQ4
        
          
        
        1270000.00000000
        PA
        USD
        1234800.43000000
        0.174009711641
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538BAA1
        
          
        
        1652402.82000000
        PA
        USD
        1612233.07000000
        0.227198019043
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        
        92538EAA5
        
          
        
        2459043.06000000
        PA
        USD
        2406812.99000000
        0.339171273503
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBU4
        
          
          
        
        8090000.00000000
        PA
        USD
        7963909.75000000
        1.122284707285
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        
        90355EAB7
        
          
        
        2210000.00000000
        PA
        USD
        2140646.00000000
        0.301662668830
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        
        62919TAC0
        
          
        
        3160000.00000000
        PA
        USD
        3031584.87000000
        0.427214954116
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        
        03852JAL5
        
          
          
        
        345085.14000000
        PA
        USD
        337838.35000000
        0.047608627626
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-11
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599EE1
        
          
          
        
        25000.00000000
        PA
        USD
        26307.50000000
        0.003707287734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCY0
        
          
          
        
        1500000.00000000
        PA
        USD
        1499040.00000000
        0.211246701735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.31500800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBK4
        
          
          
        
        690000.00000000
        PA
        USD
        702559.57000000
        0.099005624890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance T
        N/A
        
        75907VAA5
        
          
        
        1815000.00000000
        PA
        USD
        1715699.17000000
        0.241778598858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46590YAA2
        
          
        
        664248.00000000
        PA
        USD
        663336.45000000
        0.093478250882
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.04950300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        
        836205AR5
        
          
          
        
        265000.00000000
        PA
        USD
        280370.00000000
        0.039510111648
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2025-09-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust
        N/A
        
        042859AA6
        
          
        
        870197.23000000
        PA
        USD
        856685.24000000
        0.120725218390
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        
        35040UAA9
        
          
        
        313404.71000000
        PA
        USD
        314579.07000000
        0.044330899090
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitizat
        N/A
        
        52607HAA8
        
          
        
        1765495.69000000
        PA
        USD
        1739765.36000000
        0.245170038220
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14369GAC4
        
          
        
        2750000.00000000
        PA
        USD
        2721763.83000000
        0.383554562914
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        
        12529KAA0
        
          
        
        1072207.13000000
        PA
        USD
        1033141.69000000
        0.145591694976
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-03-20
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAP FIN LLLP/CORP
        N/A
        
        505742AM8
        
          
          
        
        990000.00000000
        PA
        USD
        948780.16000000
        0.133703356463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        
        72108PAR5
        
          
          
        
        1126849.32000000
        PA
        USD
        1116009.03000000
        0.157269470257
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-21
          Floating
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        
        36167FAA7
        
          
        
        139763.89000000
        PA
        USD
        138106.22000000
        0.019462111394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162DD9
        
          
          
        
        1230000.00000000
        PA
        USD
        1207453.17000000
        0.170155899550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175TAA6
        
          
          
        
        1122861.76000000
        PA
        USD
        1101157.07000000
        0.155176512388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-06-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Rec
        N/A
        
        025286AC9
        
          
        
        1840000.00000000
        PA
        USD
        1771181.61000000
        0.249597257769
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        
        62955VAA4
        
          
        
        2868994.51000000
        PA
        USD
        2770371.96000000
        0.390404484957
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          2.04240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        
        92240MBL1
        
          
          
        
        1465000.00000000
        PA
        USD
        1334278.05000000
        0.188028229574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZEK CO LLC
        N/A
        
        12626JAE7
        
          
          
        
        1035000.00000000
        PA
        USD
        1025167.50000000
        0.144467961563
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-05
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pawnee Equipment Receivables
        N/A
        
        704102AC6
        
          
        
        1365000.00000000
        PA
        USD
        1355647.43000000
        0.191039630899
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        
        12597TAC4
        
          
        
        1265000.00000000
        PA
        USD
        1261918.33000000
        0.177831202017
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCB0
        
          
          
        
        1680000.00000000
        PA
        USD
        1564714.99000000
        0.220501708289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Fixed
          1.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        
        36258HAC9
        
          
        
        1021768.23000000
        PA
        USD
        1023580.13000000
        0.144244267280
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SELECT MEDICAL CORP
        549300X05KS0JKR8CB50
        
        816194AV6
        
          
          
        
        645000.00000000
        PA
        USD
        636537.60000000
        0.089701721455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-06
          Floating
          2.77760000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74333VAE4
        
          
        
        500000.00000000
        PA
        USD
        456066.10000000
        0.064269438706
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-17
          Fixed
          2.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACA1
        
          
          
        
        1100000.00000000
        PA
        USD
        1004645.39000000
        0.141575958647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573WAA9
        
          
        
        2301246.18000000
        PA
        USD
        2273721.20000000
        0.320415802224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-10-25
          Variable
          1.17800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        
        59833CAB8
        
          
          
        
        700000.00000000
        PA
        USD
        700000.00000000
        0.098644926896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        
        000000000
        
          
          
        
        298560.96500000
        PA
        USD
        295823.16000000
        0.041687791417
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-01
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAA7
        
          
        
        616445.16000000
        PA
        USD
        611054.78000000
        0.086110648718
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        26252TAE6
        
          
        
        276082.88000000
        PA
        USD
        276667.90000000
        0.038988406814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464JAA9
        
          
        
        1112306.14000000
        PA
        USD
        1062076.51000000
        0.149669228125
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.97800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJS9
        
          
          
        
        4075000.00000000
        PA
        USD
        3784391.25000000
        0.533301426006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91680FAB8
        
          
        
        1730000.00000000
        PA
        USD
        1644329.19000000
        0.231721046773
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitizatio
        N/A
        
        65246PAC5
        
          
        
        2535000.00000000
        PA
        USD
        2502669.88000000
        0.352679553369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          1.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        549300IYSLLRKXUYO938
        
        05606VAA6
        
          
        
        149819.57000000
        PA
        USD
        149799.58000000
        0.021109955168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-04
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX NEWCO INC
        254900PHGVI5379Z9791
        
        71911KAC8
        
          
          
        
        165000.00000000
        PA
        USD
        163645.35000000
        0.023061119411
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond
        N/A
        
        21055JAB4
        
          
        
        296831.36000000
        PA
        USD
        296978.56000000
        0.041850611915
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        
        486661AG6
        
          
          
        
        570000.00000000
        PA
        USD
        590862.00000000
        0.083265055422
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2025-07-21
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust
        N/A
        
        43289VAJ2
        
          
        
        1070000.00000000
        PA
        USD
        1054195.46000000
        0.148558620123
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-05
          Fixed
          3.32283500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74331FAE1
        
          
        
        1050000.00000000
        PA
        USD
        937828.50000000
        0.132160034034
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-17
          Fixed
          1.55500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPERATING CO LLC
        5493005GJOH8HLL11157
        
        38017BAN6
        
          
          
        
        1292286.41460000
        PA
        USD
        1282051.51000000
        0.180668396402
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-15
          Floating
          1.95860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FINANCE
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
          
        
        1412749.24000000
        PA
        USD
        1396686.28000000
        0.196822879982
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-21
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partne
        N/A
        
        74143JAA9
        
          
        
        1416193.30000000
        PA
        USD
        1351002.95000000
        0.190385124628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.84290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24382JAA4
        
          
        
        768199.31000000
        PA
        USD
        735697.80000000
        0.103675508141
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        
        090572AR9
        
          
          
        
        1054000.00000000
        PA
        USD
        1037029.00000000
        0.146139499849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91681NAA2
        
          
        
        552959.11000000
        PA
        USD
        547888.70000000
        0.077209201084
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBR5
        
          
          
        
        1565000.00000000
        PA
        USD
        1404230.49000000
        0.197886020045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        
        91911UAH3
        
          
          
        
        135584.95300000
        PA
        USD
        134229.10000000
        0.018915742509
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-27
          Floating
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        
        105690AA9
        
          
        
        2845906.87000000
        PA
        USD
        2777673.69000000
        0.391433454417
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-04-25
          Variable
          1.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31572LAA4
        
          
        
        1547610.41000000
        PA
        USD
        1447316.28000000
        0.203957726623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46644XAC6
        
          
        
        487708.38000000
        PA
        USD
        491670.77000000
        0.069286895948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-25
          Variable
          2.26614800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        
        92511FAB1
        
          
        
        1007957.78000000
        PA
        USD
        1007739.05000000
        0.142011921311
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Asset Funding, LLC
        N/A
        
        89180DAC0
        
          
        
        776253.43000000
        PA
        USD
        764834.28000000
        0.107781459483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-02-25
          Variable
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        
        09261HAC1
        
          
          
        
        744000.00000000
        PA
        USD
        669571.39000000
        0.094356886883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        
        177376AG5
        
          
          
        
        1145000.00000000
        PA
        USD
        1113188.99000000
        0.156872066486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAL8
        
          
          
        
        360000.00000000
        PA
        USD
        331200.00000000
        0.046673142554
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCKT Mortgage Trust 2020-1
        N/A
        
        749389AA0
        
          
        
        354033.33000000
        PA
        USD
        349301.21000000
        0.049223989036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        
        85573DAA7
        
          
        
        348082.81000000
        PA
        USD
        347657.21000000
        0.048992314379
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-04-25
          Variable
          2.71800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        
        25273CAA8
        
          
        
        1255775.52000000
        PA
        USD
        1208338.60000000
        0.170280675518
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCO CONTINENTAL
        549300H1JNU0HLNFU552
        
        000000000
        
          
          
        
        360000.00000000
        PA
        USD
        363218.40000000
        0.051185217879
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2022-08-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mello Warehouse Securitization
        N/A
        
        58552NAC3
        
          
        
        1035000.00000000
        PA
        USD
        1029718.50000000
        0.145109294509
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Floating
          1.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER CHILE
        3YJP8HORPAEXJ80D6368
        
        05970FAC5
        
          
          
        
        950000.00000000
        PA
        USD
        929168.88000000
        0.130939708917
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828YAR2
        
          
          
        
        52440.67000000
        PA
        USD
        52040.59000000
        0.007333628851
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36263JAA2
        
          
        
        1540000.00000000
        PA
        USD
        1538608.15000000
        0.216822697827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        
        949803AA8
        
          
        
        17148.80000000
        PA
        USD
        16835.81000000
        0.002372524638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.76705400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDY7
        
          
        
        400000.00000000
        PA
        USD
        379018.64000000
        0.053411808621
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAV7
        
          
          
        
        760000.00000000
        PA
        USD
        702963.77000000
        0.099062585289
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36416UAG0
        
          
        
        127158.87000000
        PA
        USD
        126962.02000000
        0.017891655973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        
        552757AA4
        
          
        
        1058084.60000000
        PA
        USD
        1033897.74000000
        0.145698238544
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          1.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63942EAA6
        
          
        
        1558354.50000000
        PA
        USD
        1466883.77000000
        0.206715203224
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-01
      Virtus Opportunities Trust
      Amy Hackett
      Amy Hackett
      Vice President and Assistant Treasurer