AI assistant
SOURCE CAPITAL /DE/ — Regulatory Filings 2020
Nov 27, 2020
33116_rns_2020-11-27_bf8607d0-a285-4384-8e7f-e1e7bfbca35f.zip
Regulatory Filings
Open in viewerOpens in your device viewer
xml version="1.0" encoding="UTF-8"? NPORT-P false 0000091847 XXXXXXXX SOURCE CAPITAL INC /DE/ 811-01731 0000091847 549300SKP40828EGYZ60 11601 WILSHIRE BOULEVARD SUITE 1200 LOS ANGELES 90025 310-473-0225 SOURCE CAPITAL INC /DE/ 549300SKP40828EGYZ60 2020-12-31 2020-09-30 N 366349633.19 15736543.25 350613089.94 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2043730.00000000 0.00000000 0.00000000 258.25000000 USD N Verizon Owner Trust 549300P0XXSIS1ESEJ26 Verizon Owner Trust 2019-B 92349GAC5 701000.00000000 PA USD 720623.09000000 0.205532283498 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.40000000 N N N N N N VCO CLO LLC N/A VCO CLO 2018-1 LLC 91823GAA6 603813.17000000 PA USD 594661.17000000 0.169606094884 Long ABS-CBDO CORP US N 2 2030-07-20 Floating 1.77000000 N N N N N N Steenbok Lux Finco 2 SARL N/A Steenbok Lux Finco 2 SARL EUR 1st Lien Fixed Rate Term Loan A1 000000000 2047000.00000000 PA 2376004.64000000 0.677671401374 Long LON CORP LU Y 2 2021-12-31 Variable 7.88000000 N N N N N N Mediaco TL 11/24 Var N/A Mediaco TL 11/24 Var 000000000 3699482.53000000 PA USD 3301917.64000000 0.941755380714 Long LON CORP US Y 3 2024-11-25 Variable 8.40000000 N N N N N N McDermott Technology Americas Inc N/A McDermott Technology Americas Inc 2020 Take Back Term Loan 000000000 1138142.09000000 PA USD 887750.83000000 0.253199568262 Long LON CORP US Y 2 2025-06-30 Variable 4.15000000 N N N N N N AGL CLO 7 LTD N/A AGL CLO 7 Ltd 008511AA5 637000.00000000 PA USD 638460.00000000 0.182098164135 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.05000000 N N N N N N Prestige Auto Receivables Trust N/A Prestige Auto Receivables Trust 2019-1 74113NAD0 294000.00000000 PA USD 298334.71000000 0.085089438631 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.53000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-1 89176EAA8 565928.78000000 PA USD 587279.52000000 0.167500739946 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Telos CLO Ltd 5493001KXOX6VRHBB435 Telos CLO 2014-5 Ltd 87974KAQ7 777399.51000000 PA USD 770310.40000000 0.219703833685 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 1.22000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AW6D4 140471.01000000 PA USD 142179.40000000 0.040551651971 Long ABS-MBS USGSE US N 2 2044-04-25 Fixed 3.50000000 N N N N N N OTGTL OTG MANAGEMENT OTGTL OTG MANAGEMENT N/A OTGTL OTG MANAGEMENT 000000000 675307.49000000 PA USD 604238.13000000 0.172337584459 Long LON CORP US Y 3 2021-08-23 Variable 10.00000000 N N N N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 Nexon Co Ltd 000000000 135200.00000000 NS 3361251.60000000 0.958678297086 Long EC CORP JP N 1 N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-2 89175VAA1 915672.27000000 PA USD 973299.55000000 0.277599319000 Long ABS-O CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N Finance of America HECM Buyout N/A Finance of America HECM Buyout 2020-HB2 31737VAA4 557111.65000000 PA USD 558138.85000000 0.159189393098 Long ABS-O CORP US N 2 2030-07-25 Variable 1.71000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2018-1 14314AAD1 218000.00000000 PA USD 224279.77000000 0.063967882670 Long ABS-O CORP US N 2 2023-06-15 Fixed 2.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379UD37 5564256.69000000 PA USD 342959.08000000 0.097816964009 Long ABS-MBS USGA US N 2 2058-09-16 Variable 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XD32 12835075.50000000 PA USD 310208.37000000 0.088475980760 Long ABS-MBS USGA US N 2 2055-11-16 Variable 0.61000000 N N N N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBG0 240000.00000000 PA USD 248664.55000000 0.070922779877 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.21000000 N N N N N N Ivy Hill Middle Market Credit Fund Ltd 549300UJCX58VC2FZI80 Ivy Hill Middle Market Credit Fund IX Ltd 46603BAS8 630000.00000000 PA USD 594536.67000000 0.169570585656 Long ABS-CBDO CORP KY N 2 2030-01-18 Floating 2.62000000 N N N N N N McDermott Technology Americas Inc N/A McDermott Technology Americas Inc 2020 Make Whole Term Loan 000000000 141919.05000000 PA USD 122050.38000000 0.034810559988 Long LON CORP US Y 2 2024-06-30 Variable 3.18000000 N N N N N N Cerberus Loan Funding XVIII LP 549300OJE6NEPSTL1870 Cerberus Loan Funding XVIII LP 15672AAA0 603319.69000000 PA USD 602119.08000000 0.171733200292 Long ABS-O CORP KY N 2 2027-04-15 Floating 2.03000000 N N N N N N Zais Clo 7 llc 549300XFDOUEB0QTZS87 Zais Clo 7 Ltd 98887VAA1 494193.12000000 PA USD 486294.43000000 0.138698309890 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 1.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378KSP5 14798269.50000000 PA USD 465701.54000000 0.132824915373 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.81000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331C108 114773.00000000 NS USD 1077718.47000000 0.307381127779 Long EC CORP US N 1 N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDW2 100000.00000000 PA USD 99759.07000000 0.028452751155 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.42000000 N N N N N N B&M CLO LTD 549300501PWQXBETQS11 B&M CLO 2014-1 Ltd 05509RAL9 287000.00000000 PA USD 285642.78000000 0.081469513887 Long ABS-CBDO CORP KY N 2 2026-04-16 Floating 1.87000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDC6 126000.00000000 PA USD 129105.67000000 0.036822832262 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.77000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCS2 191000.00000000 PA USD 192351.13000000 0.054861365852 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.08000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 Gulfport Energy Corp 402635AL0 162000.00000000 PA USD 98820.00000000 0.028184914606 Long DBT CORP US N 2 2025-05-15 Fixed 6.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MBWE3 127640.13000000 PA USD 132282.31000000 0.037728856621 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.50000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDV4 154000.00000000 PA USD 154275.20000000 0.044001551689 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.93000000 N N N N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2016-1R 65542EAK3 64509.25000000 PA USD 65699.93000000 0.018738584463 Long ABS-MBS CORP US N 2 2036-09-28 Variable 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AJ81 81916.56000000 PA USD 85132.91000000 0.024281155622 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 5.00000000 N N N N N N Swire Pacific Ltd 549300KZOZHII0DGF611 Swire Pacific Ltd 000000000 288632.00000000 NS 1385424.66000000 0.395143450074 Long EC CORP HK N 1 N N N Venture CDO Ltd 549300A6M3BR8FZNXO79 Venture Xxv Clo Ltd 92329VAQ5 554000.00000000 PA USD 550950.78000000 0.157139250018 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.50000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC 2017 1st Lien Add-On Term Loan 00076VAQ3 341752.55000000 PA USD 334063.12000000 0.095279705631 Long LON CORP US Y 2 2024-09-27 Variable 3.72000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2012-C8 92936YAC5 972000.00000000 PA USD 995136.71000000 0.283827597586 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.00000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust 2019-A 47789JAE6 236000.00000000 PA USD 246978.81000000 0.070441982084 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.00000000 N N N N N N Fortress Credit Opportunities CLO LP 2549006W3UQV900EI619 Fortress Credit Opportunities VII CLO Ltd 34960XAB0 561000.00000000 PA USD 490942.88000000 0.140024116065 Long ABS-CBDO CORP KY N 2 2028-12-15 Floating 7.74000000 N N N N N N McDermott Technology Americas Inc N/A MCDERMOTT INTERNATIONAL INC LETTER OF CREDIT 000000000 420000.00000000 PA USD 281400.00000000 0.080259410750 Long LON CORP PA Y 2 2023-05-10 Variable 1.00000000 N Y N N N N Kubota Credit Owner Trust N/A Kubota Credit Owner Trust 2018-1 50117PAD1 110000.00000000 PA USD 113729.15000000 0.032437223042 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.21000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 31393D3T6 84192.78000000 PA USD 87769.10000000 0.025033035707 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 5.00000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 Mcdermott International Ltd 000000000 503259.00000000 NS USD 503259.00000000 0.143536854281 Long EC CORP BM Y 3 N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers Ltd 000000000 29948.00000000 NS 5292303.28000000 1.509442582678 Long EC CORP ZA N 1 N N N Groupe Bruxelles Lambert SA 549300KV0ZEHT2KVU152 Groupe Bruxelles Lambert SA 000000000 78012.00000000 NS 7040987.39000000 2.008192960281 Long EC CORP BE N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 22226.00000000 NS USD 4674794.58000000 1.333320036853 Long EC CORP US N 1 N N N Olympus Corp 5299000Y52IFDI1I2A21 Olympus Corp 000000000 139193.00000000 NS 2879809.66000000 0.821363988575 Long EC CORP JP N 1 N N N Verizon Owner Trust 549300AUOVO1I366IH69 Verizon Owner Trust 2019-A 92347YAC8 296000.00000000 PA USD 304964.92000000 0.086980471850 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.02000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 109744.00000000 NS USD 2643732.96000000 0.754031448298 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BH28 9301278.05000000 PA USD 128472.97000000 0.036642376935 Long ABS-MBS USGA US N 2 2053-10-16 Variable 0.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379UQY5 3344246.07000000 PA USD 194093.02000000 0.055358178450 Long ABS-MBS USGA US N 2 2058-01-16 Variable 1.01000000 N N N N N N SILVERPEAK CREDIT OPPORTUNITIE ONSHORE FUND LP N/A SILVERPEAK CREDIT OPPORTUNITIE ONSHORE FUND LP 000000000 34745.08300000 NS USD 3213590.10000000 0.916563069721 Long EC CORP US N 3 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC 46637YAA7 713151.73000000 PA USD 727494.07000000 0.207491987856 Long ABS-MBS CORP US N 2 2032-07-05 Fixed 3.09000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137AAQ22 264481.36000000 PA USD 276498.39000000 0.078861399626 Long ABS-MBS USGSE US N 2 2026-05-15 Fixed 3.50000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A World Omni Automobile Lease Securitization Trust 2019-B 98162GAF9 203000.00000000 PA USD 200179.36000000 0.057094091961 Long ABS-O CORP US N 2 2025-02-18 Fixed 2.13000000 N N N N N N Ivy Hill Middle Market Credit Fund Ltd 549300Y38WO7W7TJ7B80 Ivy Hill Middle Market Credit Fund X Ltd 46603LAN7 604000.00000000 PA USD 582608.74000000 0.166168564927 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 1.52000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KYD4 5596492.63000000 PA USD 235964.92000000 0.067300658980 Long ABS-MBS USGA US N 2 2056-10-16 Variable 0.79000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903202 29466.00000000 NS USD 2727962.28000000 0.778054886788 Long EC CORP US N 1 N N N Golub Capital BDC LLC N/A Golub Capital BDC CLO 4 LLC 381741AC1 629000.00000000 PA USD 628984.90000000 0.179395726527 Long ABS-CBDO CORP KY N 2 2032-11-05 Floating 2.55000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 000000000 35064.00000000 NS 3235418.30000000 0.922788792783 Long EC CORP NL N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KRY6 1966172.85000000 PA USD 67715.98000000 0.019313591518 Long ABS-MBS USGA US N 2 2052-05-16 Variable 0.62000000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 Ocwen Master Advance Receivables Trust 67575NBW2 670000.00000000 PA USD 672458.77000000 0.191795112417 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.28000000 N N N N N N ZW1L TERM LOAN FIRST LIEN N/A ZW1L TERM LOAN FIRST LIEN TERM LOAN 000000000 357050.00000000 PA USD 354336.42000000 0.101061948388 Long LON CORP US Y 3 2022-11-16 Variable 6.00000000 N N N N N N First Investors Auto Owner Trust N/A First Investors Auto Owner Trust 2017-1 32058NAG8 213501.69000000 PA USD 214798.69000000 0.061263739478 Long ABS-O CORP US N 2 2023-04-17 Fixed 2.95000000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS CORP 364 DAY REVOLVER 35906EAF7 66880.75000000 PA USD 66044.74000000 0.018836929337 Long LON CORP US Y 2 2024-02-27 Variable 5.25000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A Hyundai Auto Lease Securitization Trust 2020-A 44935SAE6 116000.00000000 PA USD 119156.57000000 0.033985202897 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.12000000 N N N N N N Elm Trust N/A Elm 2020-3 Trust 289338AC9 271000.00000000 PA USD 272385.92000000 0.077688462814 Long ABS-O CORP US N 2 2029-08-20 Fixed 4.48000000 N N N N N N Octagon Investment Partners 48 LTD N/A Octagon Investment Partners 48 Ltd 67577QAA2 850000.00000000 PA USD 837922.35000000 0.238987754320 Long ABS-CBDO CORP KY N 2 2031-10-20 Variable 0.00000000 N N N N N N Hercules Capital Funding Trust N/A Hercules Capital Funding Trust 2018-1 42710VAA2 590000.00000000 PA USD 595204.45000000 0.169761046315 Long ABS-O CORP US N 2 2027-11-22 Fixed 4.61000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135F101 22809.00000000 NS USD 8309774.88000000 2.370069777321 Long EC CORP US N 1 N N N West CLO Ltd 635400BJ6LOP8GMN7K23 West CLO 2014-2 Ltd 95168WAR8 70703.24000000 PA USD 70728.27000000 0.020172740844 Long ABS-CBDO CORP KY N 2 2027-01-16 Fixed 2.72000000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Funding LLC 87166PAF8 1070000.00000000 PA USD 1103958.70000000 0.314865226563 Long ABS-O CORP US N 2 2025-06-15 Fixed 2.34000000 N N N N N N PHI, Inc. N/A PHI, Inc. Exit Term Loan B 69359BAB3 1176473.57000000 PA USD 1164708.83000000 0.332192055407 Long LON CORP US Y 2 2024-09-04 Variable 8.00000000 N N N N N N J.C. Penney Corporation, Inc. N/A J.C. Penney Corporation, Inc. 2020 DIP Delayed Draw Term Loan 000000000 184114.56000000 PA USD 233825.49000000 0.066690462138 Long LON CORP US N 2 2020-11-16 Variable 13.00000000 N N N N N N Ivy Hill Middle Market Credit Fund Ltd N/A Ivy Hill Middle Market Credit Fund VII Ltd 46602AAJ1 250000.00000000 PA USD 244138.75000000 0.069631955282 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 1.80000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2012-ALOHA 36192HAA2 287000.00000000 PA USD 288010.18000000 0.082144731119 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.55000000 N N N N N N Telos CLO Ltd 25490083G97ZZN6SR263 Telos Clo 2013-3 Ltd 87969DAN7 550000.00000000 PA USD 547166.95000000 0.156060046159 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 2.27000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 Gulfport Energy Corp 402635AP1 169000.00000000 PA USD 103090.00000000 0.029402781287 Long DBT CORP US N 2 2026-01-15 Fixed 6.38000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-3 89172YAA8 213998.24000000 PA USD 216121.00000000 0.061640881701 Long ABS-O CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N PHI Group Inc/DE 5493002853B5XXHLIP12 PHI Group Inc/DE 69360B104 57741.00000000 NS USD 418622.25000000 0.119397210774 Long EC CORP US Y 3 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 HeidelbergCement AG 000000000 44258.00000000 NS 2714899.56000000 0.774329207293 Long EC CORP DE N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 4577.00000000 NS USD 6726359.20000000 1.918456381976 Long EC CORP US N 1 N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 Gulfport Energy Corp 402635AH9 337000.00000000 PA USD 208940.00000000 0.059592755089 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N Glencore PLC 2138002658CPO9NBH955 Glencore PLC 000000000 2060720.00000000 NS 4280004.37000000 1.220720073723 Long EC CORP JE N 1 N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-5 89176VAK8 896394.32000000 PA USD 937031.10000000 0.267255024665 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC 165183CM4 133000.00000000 PA USD 132921.96000000 0.037911294191 Long ABS-O CORP US N 2 2032-08-16 Fixed 2.14000000 N N N N N N Coinstar Funding, LLC N/A Coinstar Funding LLC Series 2017-1 19260MAA4 239940.00000000 PA USD 224747.62000000 0.064101320358 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.22000000 N N N N N N Zais Matrix CDO I 5493009PVOUOQ1A0UG08 Zais Clo 14 Ltd 98888BAA4 1098000.00000000 PA USD 1091630.50000000 0.311349042954 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 2.38000000 N N N N N N Jardine Strategic Holdings Ltd 213800BZ6VW56K2S6677 Jardine Strategic Holdings Ltd 000000000 40657.00000000 NS USD 805415.17000000 0.229716229401 Long EC CORP BM N 1 N N N Freddie Mac N/A Freddie Mac REMICS 3137AYHU8 582826.03000000 PA USD 610892.54000000 0.174235519873 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A0SC2 207866.63000000 PA USD 216786.60000000 0.061830720592 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127964G1 1584000.00000000 PA USD 1583984.79000000 0.451775713870 Long STIV UST US N 2 2020-10-06 None 0.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 225137.00000000 NS USD 10414837.62000000 2.970464571582 Long EC CORP US N 1 N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 HPEFS Equipment Trust 2019-1 40438DAD1 103000.00000000 PA USD 102367.90000000 0.029196827767 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.32000000 N N N N N N Volkswagen Auto Lease Trust N/A Volkswagen Auto Lease Trust 2019-A 92867XAE6 263000.00000000 PA USD 268286.85000000 0.076519347878 Long ABS-O CORP US N 2 2024-08-20 Fixed 2.02000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A New Residential Mortgage LLC 2018-FNT2 64829TAH4 539840.29000000 PA USD 540037.12000000 0.154026513982 Long ABS-O CORP US N 2 2054-07-25 Fixed 3.79000000 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables 2018-B Owner Trust 65479GAE9 451000.00000000 PA USD 461232.20000000 0.131550193998 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.16000000 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables 2019-A Owner Trust 65479KAD2 96000.00000000 PA USD 98273.31000000 0.028028990593 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.90000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 12719.00000000 NS USD 7940980.46000000 2.264884195099 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456B101 301164.00000000 NS USD 3713352.12000000 1.059102533974 Long EC CORP US N 1 N N N John Deere Owner Trust N/A John Deere Owner Trust 2018-B 47788EAD0 620000.00000000 PA USD 642877.32000000 0.183358048642 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.23000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AWA64 188653.89000000 PA USD 191796.83000000 0.054703271356 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 3.50000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd 000000000 78229.00000000 NS USD 7646102.46000000 2.180780660901 Long EC CORP CH N 1 N N N Fannie Mae N/A Fannie Mae REMICS 3136AVZQ5 273004.95000000 PA USD 276181.42000000 0.078770995129 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BE47 10875387.82000000 PA USD 248769.06000000 0.070952587663 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.71000000 N N N N N N MB2LTL TERM LOAN SECOND LIEN TERM LOAN N/A MB2LTL TERM LOAN SECOND LIEN TERM LOAN 000000000 184000.00000000 PA USD 182792.96000000 0.052135235461 Long LON CORP US Y 3 2023-11-30 Variable 10.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967424 113890.00000000 NS USD 4909797.90000000 1.400346433397 Long EC CORP US N 1 N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBK1 474000.00000000 PA USD 469061.77000000 0.133783302294 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XTN1 165903.32000000 PA USD 168246.42000000 0.047986348720 Long ABS-MBS USGA US N 2 2043-11-16 Fixed 2.65000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7 07383F4C9 51724.86000000 PA USD 51720.15000000 0.014751345994 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.21000000 N N N N N N EPIC GAMES, INC. N/A EPIC GAMES, INC. 000000000 4347.00000000 NS USD 2499525.00000000 0.712901221237 Long EC CORP US Y 3 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDG6 238000.00000000 PA USD 243543.81000000 0.069462269660 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV 000000000 15755.00000000 NS USD 1966381.55000000 0.560840883133 Long EC CORP NL N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376GZB9 25401.62000000 PA USD 25482.81000000 0.007268071481 Long ABS-MBS USGA US N 2 2040-07-16 Fixed 3.00000000 N N N N N N Stratus CLO Ltd 549300Q25AW0J5PAWT42 Stratus CLO 2020-2 Ltd 863173AL4 370000.00000000 PA USD 370209.79000000 0.105589266522 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 3.92000000 N N N N N N VNO Mortgage Trust N/A VNDO 2012-6AVE Mortgage Trust 91830CAG3 1164000.00000000 PA USD 1198417.97000000 0.341806396961 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.30000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-6 89176LAA2 874172.26000000 PA USD 923899.11000000 0.263509588349 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N NEBARI NAT RES CREDIT FD I LP N/A NEBARI NAT RES CREDIT FD I LP 000000000 35000.00000000 NS USD 3500000.00000000 0.998251377493 Long EC CORP US Y 3 N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC 2020 Incremental Term Loan 00076VAV2 216000.00000000 PA USD 213840.00000000 0.060990307018 Long LON CORP US Y 2 2024-09-27 Variable 6.25000000 N N N N N N Windstream Services, LLC N/A Windstream Services, LLC 2020 Exit Term Loan B 97381JAE3 261000.00000000 PA USD 251212.50000000 0.071649492619 Long LON CORP US Y 2 2027-09-21 Variable 7.25000000 N N N N N N Elm Trust 549300Z14FPNMD2DGN29 Elm 2018-2 Trust 289333AB2 513000.00000000 PA USD 512824.25000000 0.146265003992 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KA99 1477947.39000000 PA USD 58762.01000000 0.016759787836 Long ABS-MBS USGA US N 2 2057-03-15 Variable 0.79000000 N N N N N N GNC DIP FILO TL N/A GNC DIP FILO TL 000000000 891000.00000000 PA USD 868725.00000000 0.247773122260 Long LON CORP US Y 2 2020-12-23 Variable 11.25000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2020-1 LLC 29373KAB9 412000.00000000 PA USD 418261.86000000 0.119294422256 Long ABS-O CORP US N 2 2025-12-22 Fixed 1.78000000 N N N N N N Windstream Services, LLC 549300L3SXBFJVGRCF66 Windstream Services, LLC Term Loan B7 97381HAT4 232860.63000000 PA USD 139716.38000000 0.039849162512 Long LON CORP US Y 2 2024-02-17 Variable 7.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 279742.00000000 NS USD 7701297.26000000 2.196523028081 Long EC CORP US N 1 N N N Verizon Owner Trust 549300WANFF5OIMC3D47 Verizon Owner Trust 2019-C 92348AAC9 684000.00000000 PA USD 695994.69000000 0.198507902291 Long ABS-O CORP US N 2 2024-04-22 Fixed 2.06000000 N N N N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA 000000000 34843.00000000 NS 2334089.46000000 0.665716576754 Long EC CORP CH N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 443201108 250842.00000000 NS USD 4194078.24000000 1.196212680113 Long EC CORP US N 1 N N N SILVERPEAK SPECIAL SITUATIONS N/A SILVERPEAK SPECIAL SITUATIONS LENDING ONSHORE FUND LP 000000000 20000.00000000 NS USD 2000000.00000000 0.570429358567 Long EC CORP US Y 3 N N N Ascentium Equipment Receivables LLC N/A Ascentium Equipment Receivables 2019-2 04365VAC6 709000.00000000 PA USD 721288.18000000 0.205721976930 Long ABS-O CORP US N 2 2026-11-10 Fixed 2.19000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 SoftBank Group Corp 000000000 35700.00000000 NS 2189762.48000000 0.624552403441 Long EC CORP JP N 1 N N N STONEMOR PART/CORNER FAM N/A StoneMor Partners LP / Cornerstone Family Services of West Virginia Subsidiary 86184VAD0 1097840.00000000 PA USD 1084117.00000000 0.309206082461 Long DBT CORP US N 2 2024-06-30 Fixed 11.50000000 N N N N N N MCDERMOTT SUPER SENIOR EXIT LC N/A MCDERMOTT SUPER SENIOR EXIT LC 06/24 FIXED 4.75 000000000 7117000.00000000 PA USD 6547640.00000000 1.867483042666 Long LON CORP US Y 3 2024-06-30 Variable 4.75000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-2 89173HAA4 756006.33000000 PA USD 774479.95000000 0.220893050551 Long ABS-O CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N A10 Securitization N/A A10 Bridge Asset Financing 2020-C LLC 66981EAA1 273000.00000000 PA USD 273007.43000000 0.077865726589 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 2.02000000 N N N N N N Springcastle SPV N/A SpringCastle America Funding LLC 85022WAP9 565000.00000000 PA USD 571059.00000000 0.162874409537 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 Cincinnati Bell, Inc. 2017 Term Loan 17187MAM2 54000.00000000 PA USD 53942.22000000 0.015385112977 Long LON CORP US Y 2 2024-10-02 Variable 4.25000000 N N N N N N Nationstar HECM Loan Trust N/A Nationstar HECM Loan Trust 2019-2 63862UAB4 125000.00000000 PA USD 124722.50000000 0.035572687836 Long ABS-MBS CORP US N 3 2029-11-26 Variable 2.36000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2012-LC5 94988HAC5 525804.87000000 PA USD 542749.67000000 0.154800173060 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.92000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAC4 128000.00000000 PA USD 136320.00000000 0.038880465079 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-FL5 Mortgage Trust 12635HAD2 16070.46000000 PA USD 15171.36000000 0.004327094576 Long ABS-MBS CORP US N 2 2031-10-15 Floating 1.55000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A Citigroup Mortgage Loan Trust 2014-A 17322GAA7 126139.24000000 PA USD 131538.69000000 0.037516765281 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-FL5 Mortgage Trust 12635HAE0 226000.00000000 PA USD 200319.30000000 0.057134004903 Long ABS-MBS CORP US N 2 2031-10-15 Floating 1.55000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes Series 2018-PLS1 40423XAB8 214047.38000000 PA USD 214042.16000000 0.061047966017 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.19000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-5 89171VAK3 65657.53000000 PA USD 66013.07000000 0.018827896588 Long ABS-O CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 Whitebox Clo II Ltd 96466CAA6 787000.00000000 PA USD 787424.98000000 0.224585163130 Long ABS-CBDO CORP KY N 2 2031-10-24 Floating 1.99000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137B8CR6 170569.68000000 PA USD 173422.85000000 0.049462742543 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 2.00000000 N N N N N N MSD REAL ESTATE CREDIT OPPS FD N/A MSD REAL ESTATE CREDIT OPPS FD 000000000 30000.00000000 NS USD 3043806.00000000 0.868138152092 Long EC CORP US Y 3 N N N CIM Trust N/A CIM Trust 2017-7 12553HAA6 433492.23000000 PA USD 445803.41000000 0.127149676606 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2018-B 04033BAC2 505000.00000000 PA USD 522572.74000000 0.149045416441 Long ABS-O CORP US N 2 2027-08-16 Fixed 3.43000000 N N N N N N MCDERMOTT SENIOR EXIT LC N/A MCDERMOTT SENIOR EXIT LC 000000000 -807397.99000000 PA USD -80739.80000000 -0.02302817616 Short LON CORP US Y 3 2024-06-30 Variable 3.00000000 N N N N N N InSite Issuer LLC N/A InSite Issuer LLC 45780KAS5 100000.00000000 PA USD 100062.54000000 0.028539305254 Long ABS-O CORP US N 2 2050-09-15 Fixed 4.21000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137B2J84 180727.53000000 PA USD 185638.66000000 0.052946870874 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 2.50000000 N N N N N N CIFC Funding Ltd N/A CIFC Funding Ltd 12547JAA1 569000.00000000 PA USD 570397.46000000 0.162685728618 Long ABS-CBDO CORP KY N 2 2032-08-24 Floating 7.92000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDU6 384000.00000000 PA USD 382596.98000000 0.109122274945 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.57000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2013-C11 92937EAZ7 195000.00000000 PA USD 202533.40000000 0.057765498725 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.07000000 N N N N N N LOGIX COMMUNICATIONS LP TERM LOAN B N/A LOGIX COMMUNICATIONS LP TERM LOAN B 000000000 290007.50000000 PA USD 266806.90000000 0.076097244414 Long LON CORP US Y 2 2024-12-22 Variable 6.75000000 N N N N N N Cerberus 549300FFO70V4K0LK324 Cerberus Loan Funding XXI LP 15673LAA5 596915.23000000 PA USD 593314.04000000 0.169221873633 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.73000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AGLR1 32871.45000000 PA USD 34257.38000000 0.009770707649 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 3.00000000 N N N N N N TIDEWATER INC. N/A Tidewater Inc 88642RAA7 10513041.00000000 PA USD 10302780.18000000 2.938504144771 Long DBT CORP US N 2 2022-08-01 Fixed 8.00000000 N N N N N N CONTL AIRLINES 2000-1 N/A Continental Airlines 2000-1 Class B Pass Through Trust 210805DA2 752.56000000 PA USD 781.06000000 0.000222769777 Long DBT CORP US N 2 2020-11-01 Fixed 8.39000000 N N N N N N MCDERMOTT ROLL OFF LC N/A MCDERMOTT ROLL OFF LC 05/23 FIXED 6.35 000000000 -807397.99000000 PA USD -201849.50000000 -0.05757044040 Short LON CORP US Y 3 2023-05-10 Variable 6.35000000 N N N N N N Sound Point CLO LTD N/A SOUND POINT CLO XVII 83611GAA9 413000.00000000 PA USD 406474.19000000 0.115932405738 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.49000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2012-GC8 17318UAD6 67887.36000000 PA USD 69733.91000000 0.019889134775 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.02000000 N N N N N N Saranac CLO LTD 5493000LWP4BVD5LGS13 Saranac CLO III Ltd 803169AN1 624562.12000000 PA USD 621912.73000000 0.177378639829 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 1.91000000 N N N N N N VCAT Asset Securitization, LLC N/A VCAT 2020-NPL1 LLC 91822XAA0 331685.89000000 PA USD 331652.46000000 0.094592150012 Long ABS-O CORP US N 2 2050-08-25 Variable 3.67000000 N N N N N N PHI GROUP INC DEL COMMON STOCK N/A PHI GROUP INC DEL COMMON STOCK 693467201 26711.00000000 NS USD 193654.75000000 0.055233177413 Long EC CORP US Y 3 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379K3S5 1604951.20000000 PA USD 78180.06000000 0.022298100739 Long ABS-MBS USGA US N 2 2057-07-16 Variable 0.89000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2020-3 80285WAF4 337000.00000000 PA USD 336805.48000000 0.096061866959 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 28338.00000000 NS USD 7421722.20000000 2.116784117007 Long EC CORP US N 1 N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust 2020-1 36259KAF4 209000.00000000 PA USD 211052.51000000 0.060195273951 Long ABS-O CORP US N 2 2023-12-20 Fixed 1.84000000 N N N N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBD7 322000.00000000 PA USD 330252.34000000 0.094192815235 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.69000000 N N N N N N AIR CANADA 2020-1C PTT N/A Air Canada 2020-1 Class C Pass Through Trust 008911BD0 1500000.00000000 PA USD 1526646.60000000 0.435422020398 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDE2 314000.00000000 PA USD 322080.51000000 0.091862089363 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust 2019-1 10568GAD9 410491.54000000 PA USD 421826.61000000 0.120311141284 Long ABS-MBS CORP US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Elm Trust N/A Elm 2020-3 Trust 289338AB1 109000.00000000 PA USD 109584.61000000 0.031255139395 Long ABS-O CORP US N 2 2029-08-20 Fixed 2.95000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300SL5F4XH94OUB49 Halcyon Loan Advisors Funding 2015-1 Ltd 40538HAN9 606316.36000000 PA USD 602894.92000000 0.171954481249 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378NFX6 13016768.72000000 PA USD 313484.14000000 0.089410278450 Long ABS-MBS USGA US N 2 2048-11-16 Variable 0.73000000 N N N N N N ESCROW ALTEGRITY INC COMMON STOCK N/A ESCROW ALTEGRITY INC COMMON STOCK 021ESC017 142220.00000000 NS USD 3203505.50000000 0.913686793766 Long EC CORP US Y 3 N N N HPEFS Equipment Trust N/A HPEFS Equipment Trust 2020-1 40438FAE4 526000.00000000 PA USD 531100.78000000 0.151477738635 Long ABS-O CORP US N 2 2030-02-20 Fixed 2.03000000 N N N N N N NATURAL RESRCE PART LP N/A Natural Resource Partners LP / NRP Finance Corp 63902MAE8 484000.00000000 PA USD 424971.36000000 0.121208070147 Long DBT CORP US N 2 2025-06-30 Fixed 9.13000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A Navistar Financial Dealer Note Master Trust 63938PBP3 380000.00000000 PA USD 380004.52000000 0.108382867298 Long ABS-O CORP US N 2 2025-07-25 Floating 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BWM7 4724461.29000000 PA USD 73206.95000000 0.020879696765 Long ABS-MBS USGA US N 2 2053-03-16 Variable 0.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KAT5 5654684.15000000 PA USD 224363.73000000 0.063991829294 Long ABS-MBS USGA US N 2 2057-01-16 Variable 0.72000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 01609W102 9277.00000000 NS USD 2727252.46000000 0.777852435705 Long EC CORP KY N 1 N N N Fannie Mae N/A Fannie Mae REMICS 3136AWQL4 135011.91000000 PA USD 137861.04000000 0.039319992309 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 3.00000000 N N N N N N PAR PETRO LLC / FIN CORP N/A Par Petroleum LLC / Par Petroleum Finance Corp 69889MAB8 2000000.00000000 PA USD 2070000.00000000 0.590394386117 Long DBT CORP US N 2 2026-01-15 Fixed 12.88000000 N N N N N N Sound Point CLO LTD N/A SOUND POINT CLO XVII 83611GAJ0 413000.00000000 PA USD 406474.19000000 0.115932405738 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379Y6T0 2816524.50000000 PA USD 159522.60000000 0.045498187197 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.95000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 2559.00000000 NS USD 4377630.12000000 1.248564370699 Long EC CORP US N 1 N N N Freddie Mac N/A Freddie Mac REMICS 3137BWRH9 24246.24000000 PA USD 24269.06000000 0.006921892164 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 3.00000000 N N N N N N AGL CLO 6 LTD 5493008ZSC34VKNPZN79 AGL CLO 6 LTD 00119WAA5 250000.00000000 PA USD 246859.00000000 0.070407810513 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 7.73000000 N N N N N N TVEST 2020A, LLC N/A TVEST 2020A LLC 90115AAA8 241653.58000000 PA USD 241810.87000000 0.068968009734 Long ABS-O CORP US N 2 2032-07-15 Fixed 4.50000000 N N N N N N ZW2L TERM LOAN SECOND LIEN N/A ZW2L TERM LOAN SECOND LIEN TERM LOAN 000000000 80127.27000000 PA USD 79182.57000000 0.022584031307 Long LON CORP US Y 3 2023-11-16 Variable 10.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MBVP9 67194.14000000 PA USD 69703.03000000 0.019880327346 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 68967.00000000 NS USD 8051207.58000000 2.296322587778 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust 2017-3 22534UAC6 941000.00000000 PA USD 941244.00000000 0.268456605587 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.21000000 N N N N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust 2019-2 24703KAD7 356000.00000000 PA USD 356681.60000000 0.101730828150 Long ABS-O CORP US N 2 2024-10-22 Fixed 2.06000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2013-GC11 17320DAE8 702136.44000000 PA USD 725704.63000000 0.206981613300 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.82000000 N N N N N N Cerberus 549300JQX1QYDKIWTG58 Cerberus Loan Funding XXV LP 15672VAA4 1197000.00000000 PA USD 1153457.93000000 0.328983133572 Long ABS-O CORP KY N 2 2030-10-15 Floating 1.81000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746101 180438.00000000 NS USD 4242097.38000000 1.209908443728 Long EC CORP US N 1 N N N BJ SERVICES TERM LOAN 01/23 VARIABLE N/A BJ SERVICES TERM LOAN 01/23 VARIABLE 000000000 1092500.00000000 PA USD 922132.93000000 0.263005847887 Long LON CORP US Y 3 2023-01-03 Variable 8.50000000 N N N N N N Hercules Capital Funding Trust 549300G6R70R076CS293 Hercules Capital Funding Trust 2019-1 42711AAA7 910000.00000000 PA USD 918131.58000000 0.261864604130 Long ABS-O CORP US N 2 2028-02-20 Fixed 4.70000000 N N N N N N Prosper Marketplace Issuance Trust N/A PROP SERIES 2017 1A PROP SERIES 2017 1A 000000000 542771.76000000 PA USD 428789.69000000 0.122297113913 Long ABS-O CORP US N 3 2042-03-15 Fixed 5.30000000 N N N N N N FRANCHISE GROUP NEW HOLDCO LLC N/A FRANCHISE GROUP NEW HOLDCO LLC 000000000 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US Y 3 2020-09-30 Variable 8.00000000 N N N N N N QBS Parent, Inc. N/A QBS Parent, Inc. 2018 1st Lien Term Loan 74738AAB7 2000000.00000000 PA USD 1805000.00000000 0.514812496107 Long LON CORP US N 2 2025-09-22 Variable 1.00000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 Westinghouse Air Brake Technologies Corp 929740108 58823.00000000 NS USD 3639967.24000000 1.038172088960 Long EC CORP US N 1 N N N Fannie Mae N/A Fannie Mae REMICS 31397UXP9 171615.03000000 PA USD 177751.67000000 0.050697385551 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 3.00000000 N N N N N N Westlake Automobile Receivables Trust 2020-1 N/A Westlake Automobile Receivables Trust 2020-1 96042KAE3 1196000.00000000 PA USD 1224870.60000000 0.349351075343 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.52000000 N N N N N N Finance of America HECM Buyout 2019-AB1 N/A Finance of America HECM Buyout 2019-AB1 31738HAA4 394511.57000000 PA USD 394358.14000000 0.112476730423 Long ABS-O CORP US N 2 2049-12-27 Fixed 2.66000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCW3 421000.00000000 PA USD 427014.07000000 0.121790681024 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380MU90 1085041.71000000 PA USD 1118584.58000000 0.319036742236 Long ABS-MBS USGA US N 2 2059-05-16 Fixed 3.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XR94 3898350.03000000 PA USD 150837.69000000 0.043021123377 Long ABS-MBS USGA US N 2 2056-05-16 Variable 0.74000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A1HD0 139045.09000000 PA USD 139318.11000000 0.039735570062 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 3.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BC5 1867000.00000000 PA USD 2092869.66000000 0.596917148860 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N Ford Credit Auto Lease Trust 5493006E18I81G847N31 Ford Credit Auto Lease Trust 2019-B 34528DAF0 549000.00000000 PA USD 549328.30000000 0.156676494906 Long ABS-O CORP US N 2 2023-01-15 Fixed 2.36000000 N N N N N N J.C. Penney Corporation, Inc. 8TDNUQ07MEFMWW1VHP39 J.C. Penney Corporation, Inc. 2016 Term Loan B 46611NAJ2 471316.61000000 PA USD 144929.86000000 0.041336123538 Long LON CORP US Y 2 2023-06-23 Variable 5.25000000 N N N N N N COMM Mortgage Trust N/A COMM 2013-LC6 Mortgage Trust 20048EAY7 138810.55000000 PA USD 144077.91000000 0.041093134892 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 2.94000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 Gulfport Energy Corp 402635AE6 171000.00000000 PA USD 106020.00000000 0.030238460297 Long DBT CORP US N 2 2023-05-01 Fixed 6.63000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2018-2 59980MAC5 687494.74000000 PA USD 715940.38000000 0.204196705868 Long ABS-O CORP US N 2 2058-05-25 Variable 3.50000000 N N N N N N California Street CLO XII, Ltd 549300V3WPNYI44G1B47 California Street CLO XII Ltd 13080BAC5 427000.00000000 PA USD 427245.10000000 0.121856574172 Long ABS-CBDO CORP KY N 2 2025-10-15 Fixed 3.39000000 N N N N N N Polyconcept Investments B.V. 549300WD5JEKCROPPM83 Polyconcept Investments B.V. USD 2016 Term Loan B 73172NAB4 593882.67000000 PA USD 484014.38000000 0.138048006160 Long LON CORP NL Y 2 2023-08-16 Variable 5.50000000 N N N N N N LafargeHolcim Ltd 529900EHPFPYHV6IQO98 LafargeHolcim Ltd 000000000 161899.00000000 NS 7380857.73000000 2.105128970302 Long EC CORP CH N 1 N N N LG Corp N/A LG Corp 000000000 50644.00000000 NS 3208824.63000000 0.915203887723 Long EC CORP KR N 1 N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC 165183BD5 222000.00000000 PA USD 221861.03000000 0.063278022517 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.76000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 NRZ Advance Receivables Trust 2015-ON1 62942QCW1 750000.00000000 PA USD 749869.35000000 0.213873746165 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 056752108 42315.00000000 NS USD 5356655.85000000 1.527796880292 Long EC CORP KY N 1 N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes Series 2018-PLS2 40423XAF9 247657.61000000 PA USD 247665.06000000 0.070637710657 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.27000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AZ5 2579000.00000000 PA USD 2989370.48000000 0.852612342714 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust 2020-3 025297AC6 325000.00000000 PA USD 326687.21000000 0.093175987826 Long ABS-O CORP US N 2 2026-06-15 Fixed 1.85000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes 64829TAA9 466827.52000000 PA USD 466947.96000000 0.133180412653 Long ABS-O CORP US N 2 2023-05-25 Fixed 3.61000000 N N N N N N Nassau LTD N/A Nassau 2017-I Ltd 631707AL0 775000.00000000 PA USD 765045.90000000 0.218202321006 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.43000000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2012-C1 90269GAC5 686836.53000000 PA USD 704068.43000000 0.200810651456 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.40000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300NL4H585I318G08 Halcyon Loan Advisors Funding 2014-3 Ltd 40538FAQ6 96062.27000000 PA USD 95799.83000000 0.027323517788 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 1.36000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137BL7C6 139808.86000000 PA USD 141482.55000000 0.040352900122 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EQSP8 89027.81000000 PA USD 92818.43000000 0.026473178744 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Finance of America N/A Finance of America HECM Buyout 2020-HB1 31735NAB2 162000.00000000 PA USD 163031.45000000 0.046498962724 Long ABS-O CORP US N 2 2030-02-25 Variable 2.10000000 N N N N N N Samsung C&T Corp 988400GFRE4IDFPE9E64 Samsung C&T Corp 000000000 24166.00000000 NS 2169670.80000000 0.618821961373 Long EC CORP KR N 1 N N N AGL CLO 7 LTD N/A AGL CLO 7 Ltd 008510AA7 685000.00000000 PA USD 664247.24000000 0.189453063521 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.73000000 N N N N N N Voya CLO Ltd N/A Voya CLO 2020-2 Ltd 92918JAA4 768000.00000000 PA USD 761152.51000000 0.217091869025 Long ABS-CBDO CORP KY N 2 2031-07-19 Floating 8.03000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 67550000.00000000 PA USD 67550000.00000000 19.26625158563 Long RA CORP US N 2 Repurchase N 0.00000000 2020-10-01 66932400.00000000 USD 68901005.69812000 USD UST N N N COMM Mortgage Trust N/A COMM 2012-CCRE2 Mortgage Trust 12624KAD8 231000.00000000 PA USD 238151.78000000 0.067924383553 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.15000000 N N N N N N Black Diamond CLO Ltd 5493007G2MY8BU716V78 Black Diamond CLO 2014-1 Ltd 09202NAL0 31990.02000000 PA USD 31983.17000000 0.009122069574 Long ABS-CBDO CORP KY N 2 2026-10-17 Floating 1.42000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES N/A GreatAmerica Leasing Receivables Funding LLC Series 2020-1 39154TBC1 303000.00000000 PA USD 305689.73000000 0.087187198302 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BVA4 6801495.32000000 PA USD 73686.04000000 0.021016340266 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.53000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 5295.00000000 NS USD 7760352.00000000 2.213366306810 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XTL5 5482445.86000000 PA USD 180632.88000000 0.051519148937 Long ABS-MBS USGA US N 2 2056-04-16 Variable 0.55000000 N N N N N N VNO Mortgage Trust N/A VNDO 2012-6AVE Mortgage Trust 91830CAA6 86000.00000000 PA USD 88212.09000000 0.025159382958 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AXNR2 270910.42000000 PA USD 274791.59000000 0.078374595211 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 3.50000000 N N N N N N Fortress Credit Opportunities CLO LP 2549008RD44HDM6DNP14 Fortress Credit Opportunities IX CLO Ltd 34961MAA5 328000.00000000 PA USD 277450.28000000 0.079132892627 Long ABS-CBDO CORP KY N 2 2029-11-15 Floating 7.53000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136B1BC7 328215.91000000 PA USD 335545.00000000 0.095702359560 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 Aon PLC 000000000 20801.00000000 NS USD 4291246.30000000 1.223926437183 Long EC CORP IE N 1 N N N CIM Trust N/A CIM Trust 2018-R3 12553WAA3 728728.30000000 PA USD 770141.49000000 0.219655658073 Long ABS-MBS CORP US N 2 2057-12-25 Variable 5.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust 02587AAP9 879000.00000000 PA USD 903773.91000000 0.257769585885 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.86000000 N N N N N N Adams Mill CLO Ltd 254900WPGFKV6CLM1085 Adams Mill CLO Ltd 006278AV7 250000.00000000 PA USD 250128.25000000 0.071340248603 Long ABS-CBDO CORP KY N 2 2026-07-15 Fixed 3.35000000 N N N N N N Zais CLO 2 Ltd 549300IMLXMSJ6QFY388 Zais CLO 2 Ltd 98886YAR9 18046.18000000 PA USD 18051.76000000 0.005148626938 Long ABS-CBDO CORP KY N 2 2026-07-25 Fixed 2.92000000 N N N N N N Fortress Credit Opportunities CLO LP 2549008RD44HDM6DNP14 Fortress Credit Opportunities IX CLO Ltd 34961JAC8 1027000.00000000 PA USD 1020330.66000000 0.291013281955 Long ABS-CBDO CORP KY N 2 2029-11-15 Floating 1.83000000 N N N N N N 2020-10-28 SOURCE CAPITAL INC /DE/ Lake Setzler Lake Setzler Treasurer XXXX