Skip to main content

AI assistant

Sign in to chat with this filing

The assistant answers questions, extracts KPIs, and summarises risk factors directly from the filing text.

SOURCE CAPITAL /DE/ Regulatory Filings 2020

Feb 10, 2020

33116_rns_2020-02-10_e2085593-be8d-4253-a884-39c4b8b0572d.zip

Regulatory Filings

Open in viewer

Opens 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 2019-12-31 2019-12-31 N 389803065.74 13097063.94 376706001.8 0 0 0 0 0 0 0 0 0 0 11509424.07 0 0 308.45 USD N BJ SERVICES TERM LOAN 01/23 VARIABLE N/A BJ SERVICES TERM LOAN 01/23 VARIABLE 000000000 1121250.00000000 PA USD 1112676.65000000 0.295370035168 Long LON CORP US Y 3 2023-01-03 Variable 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust 2019-1 10568GAD9 552872.94000000 PA USD 567865.97000000 0.150745134743 Long ABS-MBS CORP US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A Mercedes-Benz Auto Lease Trust 2019-B 58769QAD3 332000.00000000 PA USD 331735.86000000 0.088062270952 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.05000000 N N N N N N Wind River CLO Ltd 635400WBNY8VGBBADK15 THL Credit Wind River 2016-1 CLO Ltd 88433AAJ8 640000.00000000 PA USD 638878.72000000 0.169596108622 Long ABS-CBDO CORP KY N 2 2028-07-15 Floating 3.04000000 N N N N N N Prosper Marketplace Issuance Trust N/A PROP SERIES 2017 1A PROP SERIES 2017 1A 000000000 588651.28000000 PA USD 579342.67000000 0.153791728093 Long ABS-O CORP US N 3 2042-03-15 Fixed 5.30000000 N N N N N N Black Diamond CLO Ltd 5493007G2MY8BU716V78 Black Diamond CLO 2014-1 Ltd 09202NAL0 446464.17000000 PA USD 446747.67000000 0.118593191471 Long ABS-CBDO CORP KY N 2 2026-10-17 Floating 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CPS7 126951.29000000 PA USD 131819.75000000 0.034992739529 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.50000000 N N N N N N Hanjin International Corp. 54930024Y0JUNH5S0F24 Hanjin International Corp. 2017 Term Loan B 41043UAB2 53000.00000000 PA USD 52735.00000000 0.013998980570 Long LON CORP US Y 2 2020-10-18 Variable 0.00000000 N N N N N N New Residential Mortgage LLC 549300FB4YR8GY21CA08 New Residential Mortgage LLC 64829TAA9 554667.46000000 PA USD 554320.79000000 0.147149444753 Long ABS-O CORP US N 2 2023-05-25 Fixed 3.61000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137AYHU8 773714.00000000 PA USD 791994.62000000 0.210242102917 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.00000000 N N N N N N Cerberus 549300JQX1QYDKIWTG58 Cerberus Loan Funding XXV LP 15672VAA4 1197000.00000000 PA USD 1193926.10000000 0.316938433233 Long ABS-O CORP KY N 2 2030-10-15 Variable 3.53000000 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 183190.40000000 0.048629541107 Long LON CORP US Y 3 2023-11-30 Variable 10.25000000 N N N N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 Verizon Owner Trust 2018-A 92348XAC9 593000.00000000 PA USD 607887.86000000 0.161369305796 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KA99 1899068.95000000 PA USD 102029.76000000 0.027084718457 Long ABS-MBS USGA US N 2 2057-03-15 Variable 0.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X6M77 292503.63000000 PA USD 300553.15000000 0.079784539817 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PWM39 94634.99000000 PA USD 97084.88000000 0.025772055538 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.00000000 N N N N N N Hercules Capital Funding Trust N/A Hercules Capital Funding Trust 2018-1 42710VAA2 590000.00000000 PA USD 591748.29000000 0.157084911621 Long ABS-O CORP US N 2 2027-11-22 Fixed 4.61000000 N N N N N N STONEMOR PART/CORNER FAM N/A StoneMor Partners LP / Cornerstone Family Services of West Virginia Subsidiary 86184VAC2 739815.00000000 PA USD 726405.85000000 0.192830973366 Long DBT CORP US N 2 2024-06-30 Variable 11.50000000 N N Y N N N Glencore PLC 2138002658CPO9NBH955 Glencore PLC 000000000 1429990.00000000 NS 4457916.10000000 1.183393967364 Long EC CORP JE N 1 N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-5 89176VAK8 1039555.37000000 PA USD 1057930.03000000 0.280837051956 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N Cerberus 549300FFO70V4K0LK324 Cerberus Loan Funding XXI LP 15673LAA5 857000.00000000 PA USD 856797.75000000 0.227444677256 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 3.45000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137B2J84 242059.16000000 PA USD 244684.85000000 0.064953796549 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 2.50000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 Carmax Auto Owner Trust 2019-1 14315NAD2 463000.00000000 PA USD 475777.87000000 0.126299519446 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.26000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd 000000000 85597.00000000 NS USD 8203616.48000000 2.177723859137 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416XWG1 179744.52000000 PA USD 186300.52000000 0.049455150464 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 291310.00000000 NS USD 14952942.30000000 3.969393168293 Long EC CORP US N 1 N N N Freddie Mac N/A Freddie Mac REMICS 3137AAQ22 353905.63000000 PA USD 365003.37000000 0.096893431019 Long ABS-MBS USGSE US N 2 2026-05-15 Fixed 3.50000000 N N N N N N Groupe Bruxelles Lambert SA 549300KV0ZEHT2KVU152 Groupe Bruxelles Lambert SA 000000000 81410.00000000 NS 8580201.10000000 2.277691637245 Long EC CORP BE N 1 N N N Verizon Owner Trust 2018-1 54930074536XOX02QB08 Verizon Owner Trust 2018-1 92349FAC7 553000.00000000 PA USD 559711.76000000 0.148580526279 Long ABS-O CORP US N 2 2022-09-20 Fixed 3.05000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust 2018-B 47788EAD0 620000.00000000 PA USD 634051.43000000 0.168314661027 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.23000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust 2019-C 98162RAD0 646000.00000000 PA USD 644640.62000000 0.171125656857 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N BMW Vehicle Owner Trust N/A BMW Vehicle Owner Trust 2019-A 05588CAC6 539000.00000000 PA USD 539345.71000000 0.143174174932 Long ABS-O CORP US N 2 2024-01-25 Fixed 1.92000000 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 97534.50000000 0.025891411215 Long ABS-O CORP US N 2 2023-10-16 Fixed 2.90000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7 07383F4C9 78802.77000000 PA USD 78793.94000000 0.020916560825 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.21000000 N N N N N N CarMax Auto Owner Trust 549300LQMUNTYT3DC014 Carmax Auto Owner Trust 2019-1 14315NAE0 249000.00000000 PA USD 256647.44000000 0.068129373775 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.45000000 N N N N N N Wellfleet CLO Ltd 254900N8RLNFSYP97206 Wellfleet CLO 2016-1 Ltd 94949RAS6 629000.00000000 PA USD 627206.72000000 0.166497671128 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379K3S5 2091757.51000000 PA USD 120633.33000000 0.032023203618 Long ABS-MBS USGA US N 2 2057-07-16 Variable 0.92000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 7063.00000000 NS USD 9443372.26000000 2.506828193571 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XTN1 181811.57000000 PA USD 182149.58000000 0.048353246067 Long ABS-MBS USGA US N 2 2043-11-16 Fixed 2.65000000 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 2018-4 14315EAD2 492000.00000000 PA USD 509195.79000000 0.135170607202 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.48000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31307FFM8 143879.02000000 PA USD 150058.57000000 0.039834398518 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.50000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 Aon PLC 000000000 21143.00000000 NS USD 4403875.47000000 1.169048395554 Long EC CORP GB N 1 N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDE2 314000.00000000 PA USD 317885.84000000 0.084385658439 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.86000000 N N N N N N Wheels SPV LLC N/A Wheels SPV 2 LLC 96328DBG8 291000.00000000 PA USD 295046.91000000 0.078322858831 Long ABS-O CORP US N 2 2027-04-20 Fixed 3.24000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 Kinder Morgan Inc/DE 49456B101 312017.00000000 NS USD 6605399.89000000 1.753462875143 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379UD37 6151336.01000000 PA USD 425559.88000000 0.112968701843 Long ABS-MBS USGA US N 2 2058-09-16 Variable 1.02000000 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 Verizon Owner Trust 2019-A 92347YAC8 296000.00000000 PA USD 301947.68000000 0.080154730361 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.02000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 18516.00000000 NS USD 8981741.28000000 2.384284093452 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2012-C9 92930RBB7 264442.18000000 PA USD 268656.15000000 0.071317193969 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C3Y8 390215.50000000 PA USD 405179.87000000 0.107558644689 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust 2018-1 N/A Towd Point Mortgage Trust 2018-1 89176EAA8 665748.27000000 PA USD 672552.02000000 0.178534989298 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 Mohawk Industries Inc 608190104 12539.00000000 NS USD 1710068.82000000 0.453953165553 Long EC CORP US N 1 N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 Barclays Dryrock Issuance Trust 06742LAR4 951000.00000000 PA USD 949920.04000000 0.252164827600 Long ABS-O CORP US N 2 2025-05-15 Fixed 1.96000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFM39 569374.19000000 PA USD 584114.04000000 0.155058331220 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Nomura Resecuritization Trust N/A Nomura Resecuritization Trust 2016-1R 65542EAK3 84473.51000000 PA USD 86559.57000000 0.022978017229 Long ABS-MBS CORP US N 2 2036-09-28 Variable 5.00000000 N N N N N N New Residential Advance Receivables Trust Advance N/A New Residential Advance Receivables Trust Advance Receivables Backed 2019-T3 62942QCA9 520000.00000000 PA USD 519146.84000000 0.137812203022 Long ABS-O CORP US N 2 2052-09-15 Fixed 2.51000000 N N N N N N Adams Mill CLO Ltd 254900WPGFKV6CLM1085 Adams Mill CLO Ltd 006278AV7 250000.00000000 PA USD 249961.00000000 0.066354398073 Long ABS-CBDO CORP KY N 2 2026-07-15 Fixed 3.35000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-3 89172YAA8 304722.76000000 PA USD 303498.11000000 0.080566305965 Long ABS-O CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 31393D3T6 124764.35000000 PA USD 129499.76000000 0.034376877294 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 5.00000000 N N N N N N McDermott Technology Americas Inc 549300MSF84ZAB7RHN59 McDermott Technology Americas Inc Super Priority Term Loan 58004GAE8 5102398.01000000 PA USD 5195924.97000000 1.379305066861 Long LON CORP US Y 2 2021-10-21 Variable 0.00000000 N N N N N N FRONTIER COMMUNICATIONS CORP 364 DAY REVOLVER 549300ZCZ76HYCS0H445 FRONTIER COMMUNICATIONS CORP 364 DAY REVOLVER 35906EAF7 631000.00000000 PA USD 612593.73000000 0.162618521359 Long LON CORP US Y 2 2022-02-27 Variable 0.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables 2019-3 Owner Trust 43815NAC8 556000.00000000 PA USD 554532.33000000 0.147205599950 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417BFP7 33405.17000000 PA USD 34261.83000000 0.009095111263 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Elm Trust N/A Elm 2016-1 Trust 268602AA7 91188.52000000 PA USD 91556.90000000 0.024304603473 Long ABS-O CORP US N 2 2025-06-20 Fixed 4.16000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005N100 150050.00000000 NS USD 4585528.00000000 1.217269695223 Long EC CORP US N 1 N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2012-C1 90269GAC5 107650.86000000 PA USD 109980.65000000 0.029195353796 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.40000000 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 173621.50000000 0.046089390445 Long EC CORP US Y 3 N N N OTGTL OTG MANAGEMENT OTGTL OTG MANAGEMENT N/A OTGTL OTG MANAGEMENT 000000000 676999.99000000 PA USD 675551.21000000 0.179331151288 Long LON CORP US Y 3 2021-08-23 Variable 8.90913000 N N N N N N Elm Trust 549300Z14FPNMD2DGN29 Elm 2018-2 Trust 289333AB2 513000.00000000 PA USD 515274.69000000 0.136784305940 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.61000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFSH2 168802.90000000 PA USD 173542.09000000 0.046068310345 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BE47 13119950.72000000 PA USD 558550.41000000 0.148272235465 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.79000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 47075.00000000 NS USD 9662143.75000000 2.564903055388 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EH5B4 254249.10000000 PA USD 263522.58000000 0.069954441591 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PXBA3 140079.19000000 PA USD 143661.76000000 0.038136307707 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J8MX8 1052632.52000000 PA USD 1081600.34000000 0.287120548871 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376GZB9 62891.32000000 PA USD 62976.07000000 0.016717564811 Long ABS-MBS USGA US N 2 2040-07-16 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KYD4 6927751.81000000 PA USD 349195.41000000 0.092697065704 Long ABS-MBS USGA US N 2 2056-10-16 Variable 0.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EHP71 30246.18000000 PA USD 31002.92000000 0.008230004261 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A Citigroup Mortgage Loan Trust 2014-A 17322GAA7 162489.96000000 PA USD 165005.39000000 0.043802166467 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AWQL4 191972.40000000 PA USD 195802.73000000 0.051977597666 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 3.00000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust 2019-A 98162YAF0 196000.00000000 PA USD 200710.80000000 0.053280489039 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J5LM9 322307.28000000 PA USD 335171.05000000 0.088974173068 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XD32 14498232.54000000 PA USD 437404.43000000 0.116112944288 Long ABS-MBS USGA US N 2 2055-11-16 Variable 0.64000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust 2018 47788CAD4 598000.00000000 PA USD 602676.42000000 0.159985882125 Long ABS-O CORP US N 2 2025-01-15 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C5C4 354837.77000000 PA USD 368445.44000000 0.097807159492 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.50000000 N N N N N N Telos CLO Ltd 5493001KXOX6VRHBB435 Telos CLO 2014-5 Ltd 87974KAQ7 828000.00000000 PA USD 825266.77000000 0.219074494713 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 2.95000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 2018-A 44891KAE5 656000.00000000 PA USD 666727.50000000 0.176988818021 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.94000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A New Residential Mortgage LLC 2018-FNT2 64829TAH4 640817.87000000 PA USD 640417.36000000 0.170004554464 Long ABS-O CORP US N 2 2054-07-25 Fixed 3.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EEQV4 35680.06000000 PA USD 36583.90000000 0.009711525652 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KAT5 7072873.37000000 PA USD 345525.42000000 0.091722833814 Long ABS-MBS USGA US N 2 2057-01-16 Variable 0.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LV66 341855.95000000 PA USD 350622.64000000 0.093075936758 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N MEC FILO TL 1 02/21 VAR 1 N/A MEC FILO TL 1 02/21 VAR 1 000000000 3305000.00000000 PA USD 3305000.00000000 0.877342007880 Long LON CORP US Y 3 2021-02-12 Variable 11.50000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 31397UXP9 222172.09000000 PA USD 226567.65000000 0.060144422684 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XR94 4674236.19000000 PA USD 212102.35000000 0.056304478555 Long ABS-MBS USGA US N 2 2056-05-16 Variable 0.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J8X57 593344.94000000 PA USD 608190.07000000 0.161449530162 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Funding LLC 87166PAE1 157000.00000000 PA USD 159878.09000000 0.042441078516 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 United Technologies Corp 913017109 58270.00000000 NS USD 8726515.20000000 2.316532032487 Long EC CORP US N 1 N N N Fannie Mae N/A Fannie Mae REMICS 3136AWA64 328365.05000000 PA USD 332542.41000000 0.088276376912 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X3HC9 487338.92000000 PA USD 499531.85000000 0.132605227316 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A COMM 2012-CCRE5 Mortgage Trust 12623SAD2 804999.84000000 PA USD 810702.30000000 0.215208225015 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.54000000 N N N N N N VNO Mortgage Trust N/A VNDO 2012-6AVE Mortgage Trust 91830CAG3 1164000.00000000 PA USD 1185619.32000000 0.314733323688 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.30000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AW6D4 358535.97000000 PA USD 363388.65000000 0.096464789056 Long ABS-MBS USGSE US N 2 2044-04-25 Fixed 3.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes Series 2018-PLS2 N/A NRZ Excess Spread-Collateralized Notes Series 2018-PLS2 40423XAF9 306549.40000000 PA USD 306357.81000000 0.081325439078 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EMN56 294665.51000000 PA USD 302037.86000000 0.080178669454 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N McDermott Technology Americas Inc N/A McDermott Technology Americas Inc 2018 1st Lien Term Loan 58004GAB4 3664000.00000000 PA USD 2143440.00000000 0.568995447313 Long LON CORP US Y 2 2025-05-12 Variable 0.00000000 N N N N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust 2019-2 24703KAC9 265000.00000000 PA USD 264079.79000000 0.070102358002 Long ABS-O CORP US N 2 2024-10-22 Fixed 1.91000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2018-3 59980XAC1 475086.51000000 PA USD 485961.05000000 0.129002736265 Long ABS-O CORP US N 2 2058-08-25 Variable 3.50000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2018-B 04033BAC2 505000.00000000 PA USD 518127.98000000 0.137541737462 Long ABS-O CORP US N 2 2027-08-16 Fixed 3.43000000 N N N N N N DBUBS Mortgage Trust N/A DBUBS 2011-LC2 Mortgage Trust 23305XAD3 1082030.29000000 PA USD 1105185.74000000 0.293381505662 Long ABS-MBS CORP US N 2 2044-07-10 Fixed 4.54000000 N N N N N N PHI, Inc. N/A PHI, Inc. Exit Term Loan B 69359BAB3 1212000.00000000 PA USD 1199880.00000000 0.318518949596 Long LON CORP US Y 2 2024-09-04 Variable 0.00000000 N N N N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers Ltd 000000000 43168.00000000 NS 7060461.43000000 1.874263058263 Long EC CORP ZA N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379KRY6 2712765.96000000 PA USD 123408.06000000 0.032759780680 Long ABS-MBS USGA US N 2 2052-05-16 Variable 0.75000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES N/A GreatAmerica Leasing Receivables Funding LLC Series 2017-1 39154TAM0 250000.00000000 PA USD 250675.55000000 0.066544081804 Long ABS-O CORP US N 2 2024-01-22 Fixed 2.89000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCQ6 1085000.00000000 PA USD 1093254.14000000 0.290214155011 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.89000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 47215P106 164741.00000000 NS USD 5803825.43000000 1.540677717442 Long EC CORP KY N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J74Z5 707551.78000000 PA USD 726138.74000000 0.192760066611 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300NL4H585I318G08 Halcyon Loan Advisors Funding 2014-3 Ltd 40538FAQ6 213641.26000000 PA USD 213685.91000000 0.056724848815 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967424 133462.00000000 NS USD 10662279.18000000 2.830398010398 Long EC CORP US N 1 N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 21571000.00000000 PA USD 21571000.00000000 5.726216173070 Long RA CORP US N 2 Repurchase N 0.12000000 2020-01-02 22095000.00000000 USD 22004167.45500000 USD UST N N N Volkswagen Auto Lease Trust N/A Volkswagen Auto Lease Trust 2019-A 92867XAE6 263000.00000000 PA USD 262141.41000000 0.069587797578 Long ABS-O CORP US N 2 2024-08-20 Fixed 2.02000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFSA7 171691.81000000 PA USD 178375.12000000 0.047351281675 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.50000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300SL5F4XH94OUB49 Halcyon Loan Advisors Funding 2015-1 Ltd 40538HAN9 939009.87000000 PA USD 939044.61000000 0.249277846785 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.89000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 01609W102 9710.00000000 NS USD 2059491.00000000 0.546710429395 Long EC CORP KY N 1 N N N ESC CB PHI INC D03/17/14 N/A ESC CB PHI INC D03/17/14 05.25 03/19 FIXED 5.25 6933ESCA5 1309000.00000000 PA USD 0.00000000 0.0000000 Long DBT CORP US N 3 2049-03-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BVA4 11157789.18000000 PA USD 273667.10000000 0.072647395765 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.69000000 N N N N N N Ford Credit Auto Lease Trust 5493006E18I81G847N31 Ford Credit Auto Lease Trust 2019-B 34528DAF0 549000.00000000 PA USD 550426.08000000 0.146115558915 Long ABS-O CORP US N 2 2023-01-15 Fixed 2.36000000 N N N N N N Venture CDO Ltd 549300A6M3BR8FZNXO79 Venture Xxv Clo Ltd 92329VAQ5 554000.00000000 PA USD 553991.69000000 0.147062082194 Long ABS-CBDO CORP KY N 2 2029-04-20 Variable 2.99000000 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 Verizon Owner Trust 2019-A 92347YAA2 652000.00000000 PA USD 661496.38000000 0.175600170116 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.93000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2012-LC5 94988HAC5 570919.16000000 PA USD 580394.65000000 0.154070985656 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EMGB1 29423.91000000 PA USD 30169.27000000 0.008008704362 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796WM7 7230000.00000000 PA USD 7228543.88000000 1.918882058013 Long STIV UST US N 2 2020-01-07 None 0.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 7289.00000000 NS USD 9762813.71000000 2.591626802692 Long EC CORP US N 1 N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDB8 698000.00000000 PA USD 705586.84000000 0.187304379709 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N Transform SR Holdings LLC N/A Transform SR Holdings LLC Term Loan 89366RAB7 792000.00000000 PA USD 792015.84000000 0.210247735957 Long LON CORP US Y 2 2024-02-12 Variable 0.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust 2017-3 22534UAC6 941000.00000000 PA USD 947783.67000000 0.251597708948 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.21000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137BL7C6 239541.28000000 PA USD 243643.59000000 0.064677384707 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.00000000 N N N N N N LOGIX COMMUNICATIONS LP TERM LOAN B N/A LOGIX COMMUNICATIONS LP TERM LOAN B 000000000 292340.00000000 PA USD 291427.90000000 0.077362160041 Long LON CORP US Y 2 2024-12-22 Variable 0.00000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2018-1 14314AAD1 218000.00000000 PA USD 220458.17000000 0.058522606209 Long ABS-O CORP US N 2 2023-06-15 Fixed 2.64000000 N N N N N N PHI Group Inc/DE N/A PHI Group Inc/DE 69360B104 57741.00000000 NS USD 375316.50000000 0.099631144236 Long EC CORP US Y 3 N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 056752108 40056.00000000 NS USD 5063078.40000000 1.344039748718 Long EC CORP KY N 1 N N N COMM Mortgage Trust N/A COMM 2014-FL5 Mortgage Trust 12635HAD2 20747.18000000 PA USD 20719.34000000 0.005500135357 Long ABS-MBS CORP US N 2 2031-10-15 Floating 3.15000000 N N N N N N Finance of America HECM Buyout 2019-AB1 N/A Finance of America HECM Buyout 2019-AB1 31738HAA4 1121000.00000000 PA USD 1121175.21000000 0.297626054441 Long ABS-O CORP US N 3 2049-12-27 Fixed 2.66000000 N N N N N N First Investors Auto Owner Trust N/A First Investors Auto Owner Trust 2017-1 32058NAG8 219000.00000000 PA USD 219392.36000000 0.058239677348 Long ABS-O CORP US N 2 2023-04-17 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379Y6T0 3160831.59000000 PA USD 226679.04000000 0.060173992162 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.99000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BH28 11162488.56000000 PA USD 278582.23000000 0.073952161279 Long ABS-MBS USGA US N 2 2053-10-16 Variable 0.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XTL5 10443040.22000000 PA USD 466860.29000000 0.123932267542 Long ABS-MBS USGA US N 2 2056-04-16 Variable 0.76000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 000000000 42772.00000000 NS 3191933.14000000 0.847327391851 Long EC CORP NL N 1 N N N Saranac CLO LTD 5493000LWP4BVD5LGS13 Saranac CLO III Ltd 803169AN1 632000.00000000 PA USD 631241.60000000 0.167568766354 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 3.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BWM7 5986077.97000000 PA USD 162248.45000000 0.043070311920 Long ABS-MBS USGA US N 2 2053-03-16 Variable 0.66000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MBWE3 202289.03000000 PA USD 209845.72000000 0.055705435803 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 51782.00000000 NS USD 8166021.40000000 2.167743906648 Long EC CORP US N 1 N N N MCDERMOTT TECHNOLOGY (AMERICAS 364 DAY REVOLVER N/A MCDERMOTT TECHNOLOGY (AMERICAS 364 DAY REVOLVER 000000000 -2586465.00000000 PA USD -1125112.28000000 -0.29867118512 Short DBT CORP US N 2 2023-05-04 Variable 1.00000000 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 782.49000000 0.000207719015 Long DBT CORP US N 2 2020-11-01 Fixed 8.39000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137AXHP1 94000.00000000 PA USD 95264.88000000 0.025288920151 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.57000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFKT4 412472.59000000 PA USD 423537.29000000 0.112431787116 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AJ81 121437.28000000 PA USD 125995.31000000 0.033446589488 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 5.00000000 N N N N N N SILVERPEAK CREDIT OPPORTUNITIE ONSHORE FUND LP N/A SILVERPEAK CREDIT OPPORTUNITIE ONSHORE FUND LP 000000000 2445508.28000000 PA USD 2445508.28000000 0.649182192031 Long DBT CORP US Y 3 2099-12-31 Variable 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128287C8 4242000.00000000 PA USD 4256109.74000000 1.129822652058 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q8Y58 161478.00000000 PA USD 167367.75000000 0.044429276199 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N Coinstar Funding LLC Series 2017-1 N/A Coinstar Funding LLC Series 2017-1 19260MAA4 222300.00000000 PA USD 227420.57000000 0.060370837977 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C2T0 61362.31000000 PA USD 63050.96000000 0.016737445036 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2012-GC8 17318UAD6 67887.36000000 PA USD 69211.22000000 0.018372741519 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.02000000 N N N N N N Nationstar HECM Loan Trust N/A Nationstar HECM Loan Trust 2018-2 63862TAB7 188000.00000000 PA USD 188582.42000000 0.050060901365 Long ABS-O CORP US N 2 2028-07-25 Variable 3.55000000 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 249757.00000000 0.066300244436 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 3.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-FL5 Mortgage Trust 12635HAE0 226000.00000000 PA USD 225145.95000000 0.059767019618 Long ABS-MBS CORP US N 2 2031-10-15 Floating 3.15000000 N N N N N N Shift Digital N/A SHIFT DIGITAL TERM LOAN FIRST LIEN TERM LOAN 000000000 263804.27000000 PA USD 262466.78000000 0.069674169974 Long LON CORP US Y 3 2021-11-22 Variable 7.00000000 N N N N N N NATURAL RESRCE PART LP N/A Natural Resource Partners LP / NRP Finance Corp 63902MAE8 484000.00000000 PA USD 433180.00000000 0.114991531308 Long DBT CORP US N 2 2025-06-30 Fixed 9.13000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-2 89175VAA1 1066576.94000000 PA USD 1082231.94000000 0.287288212778 Long ABS-O CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N Olympus Corp 5299000Y52IFDI1I2A21 Olympus Corp 000000000 185200.00000000 NS 2878862.45000000 0.764219958334 Long EC CORP JP N 1 N N N World Omni Automobile Lease Securitization Trust N/A World Omni Automobile Lease Securitization Trust 2019-B 98162GAE2 363000.00000000 PA USD 362156.50000000 0.096137703744 Long ABS-O CORP US N 2 2025-02-18 Fixed 2.07000000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Funding LLC 87166PAF8 1070000.00000000 PA USD 1079620.58000000 0.286595003753 Long ABS-O CORP US N 2 2025-06-15 Fixed 2.34000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDG6 238000.00000000 PA USD 243323.70000000 0.064592467026 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N CarMax Auto Owner Trust N/A Carmax Auto Owner Trust 2019-3 14315PAD7 658000.00000000 PA USD 658935.28000000 0.174920303061 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.18000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFCP1 429562.13000000 PA USD 434741.96000000 0.115406167654 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137BFXS5 254398.93000000 PA USD 255051.64000000 0.067705754296 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 2.27000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2013-C11 92937EAZ7 72000.00000000 PA USD 73653.93000000 0.019552098890 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.07000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135F101 34092.00000000 NS USD 10773753.84000000 2.859989962602 Long EC CORP US N 1 N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust 2019-2 24703KAD7 356000.00000000 PA USD 352966.63000000 0.093698170008 Long ABS-O CORP US N 2 2024-10-22 Fixed 2.06000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A Mercedes-Benz Auto Receivables Trust 2019-1 58769TAD7 803000.00000000 PA USD 802528.08000000 0.213038304716 Long ABS-O CORP US N 2 2024-03-15 Fixed 1.94000000 N N N N N N COMM Mortgage Trust N/A COMM 2013-LC6 Mortgage Trust 20048EAY7 173000.00000000 PA USD 176540.83000000 0.046864352879 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 2.94000000 N N N N N N Nationstar HECM Loan Trust N/A Nationstar HECM Loan Trust 2019-2 63862UAB4 125000.00000000 PA USD 124799.93000000 0.033129265104 Long ABS-MBS CORP US N 2 2029-11-25 Variable 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138E2ND3 16820.60000000 PA USD 17241.44000000 0.004576895488 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N NextGear Floorplan Master Owner Trust N/A NextGear Floorplan Master Owner Trust 65341KBK1 474000.00000000 PA USD 469070.40000000 0.124518961141 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.07000000 N N N N N N ZW2L TERM LOAN SECOND LIEN N/A ZW2L TERM LOAN SECOND LIEN TERM LOAN 000000000 82490.91000000 PA USD 82452.96000000 0.021887880629 Long LON CORP US Y 3 2023-11-16 Variable 10.00000000 N N N N N N MCDERMOTT INTERNATIONAL INC LETTER OF CREDIT N/A MCDERMOTT INTERNATIONAL INC LETTER OF CREDIT 000000000 650000.00000000 PA USD 468000.00000000 0.124234813823 Long LON CORP PA Y 2 2023-05-10 Variable 0.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PXLZ7 128114.83000000 PA USD 131431.44000000 0.034889659143 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137BWRH9 124082.46000000 PA USD 125966.52000000 0.033438946923 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 3.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables 2019-C Owner Trust 65479JAD5 573000.00000000 PA USD 573435.48000000 0.152223611320 Long ABS-O CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N Ford Credit Auto Lease Trust 5493006E18I81G847N31 Ford Credit Auto Lease Trust 2019-B 34528DAE3 329000.00000000 PA USD 330208.12000000 0.087656718614 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.27000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2019-A 04033JAB7 385000.00000000 PA USD 386319.16000000 0.102551899400 Long ABS-O CORP US N 2 2027-11-15 Fixed 2.41000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 2015-C30 46644UBB3 126000.00000000 PA USD 130078.48000000 0.034530503729 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.56000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables 2019-4 Owner Trust 43813VAC2 519000.00000000 PA USD 517697.10000000 0.137427356486 Long ABS-O CORP US N 2 2024-01-18 Fixed 1.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X6M85 0.00000000 PA USD 0.00000000 0.0000000 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Mediaco TL 11/24 Var N/A Mediaco TL 11/24 Var 000000000 3828382.97000000 PA USD 3790876.30000000 1.006322246496 Long LON CORP US Y 3 2024-11-25 Variable 8.40000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132KGL65 112894.36000000 PA USD 117288.91000000 0.031135397216 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2013-GC11 17320DAE8 702136.44000000 PA USD 714670.91000000 0.189715827883 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.82000000 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS 364 DAY REVOLVER N/A MCDERMOTT TECHNOLOGY (AMERICAS 364 DAY REVOLVER 58004GAC2 1578535.00000000 PA USD 891872.28000000 0.236755527052 Long LON CORP US Y 2 2023-05-04 Variable 0.00000000 N N N N N N John Deere Owner Trust N/A John Deere Owner Trust 2019-A 47789JAE6 236000.00000000 PA USD 241224.83000000 0.064035303087 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A1HD0 329000.00000000 PA USD 332410.25000000 0.088241293850 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C2N3 115839.01000000 PA USD 119026.83000000 0.031596743728 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Honda Auto Receivables Owner Trust 54930055DOVJH2UEOS50 Honda Auto Receivables Owner Trust 43814UAD1 918000.00000000 PA USD 928311.07000000 0.246428531949 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.78000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378KSP5 17433523.50000000 PA USD 660519.60000000 0.175340875070 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.80000000 N N N N N N General Nutrition Centers, Inc. N/A General Nutrition Centers, Inc. FILO Term Loan 37047QAR0 891000.00000000 PA USD 886545.00000000 0.235341352610 Long LON CORP US Y 2 2022-12-31 Variable 0.00000000 N N N N N N Verizon Owner Trust 549300WANFF5OIMC3D47 Verizon Owner Trust 2019-C 92348AAC9 684000.00000000 PA USD 681142.93000000 0.180815523709 Long ABS-O CORP US N 2 2024-04-22 Fixed 2.06000000 N N N N N N Kubota Credit Owner Trust N/A Kubota Credit Owner Trust 2018-1 50117PAD1 110000.00000000 PA USD 112616.75000000 0.029895130277 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.21000000 N N N N N N Verizon Owner Trust 549300P0XXSIS1ESEJ26 Verizon Owner Trust 2019-B 92349GAC5 701000.00000000 PA USD 703231.21000000 0.186679056516 Long ABS-O CORP US N 2 2023-12-20 Fixed 2.40000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCW3 421000.00000000 PA USD 424705.26000000 0.112741835269 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.45000000 N N N N N N Polyconcept Investments B.V. 549300WD5JEKCROPPM83 Polyconcept Investments B.V. USD 2016 Term Loan B 73172NAB4 791000.00000000 PA USD 789022.50000000 0.209453126902 Long LON CORP NL Y 2 2023-08-16 Variable 0.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC 2017 2nd Lien Term Loan 00076VAS9 527000.00000000 PA USD 525682.50000000 0.139547152816 Long LON CORP US Y 2 2025-09-29 Variable 0.00000000 N N N N N N Jardine Strategic Holdings Ltd 213800BZ6VW56K2S6677 Jardine Strategic Holdings Ltd 000000000 60810.00000000 NS USD 1863826.50000000 0.494769526127 Long EC CORP BM N 1 N N N Finance of America Structured Securities Trust N/A Finance of America Structured Securities Trust 2018-HB1 31738BAB5 355000.00000000 PA USD 356093.05000000 0.094528106347 Long ABS-O CORP US N 2 2028-09-25 Variable 3.77000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 92630.00000000 NS USD 11008149.20000000 2.922212321385 Long EC CORP US N 1 N N N Fannie Mae N/A Fannie Mae REMICS 3136AGLR1 39720.75000000 PA USD 40678.73000000 0.010798535145 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 3.00000000 N N N N N N Hercules Capital Funding Trust 549300G6R70R076CS293 Hercules Capital Funding Trust 2019-1 42711AAA7 910000.00000000 PA USD 914924.37000000 0.242874911901 Long ABS-O CORP US N 2 2028-02-20 Fixed 4.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 211853.00000000 NS USD 7461462.66000000 1.980712445341 Long EC CORP US N 1 N N N Verizon Owner Trust 549300WANFF5OIMC3D47 Verizon Owner Trust 2019-C 92348AAA3 303000.00000000 PA USD 302582.25000000 0.080323182682 Long ABS-O CORP US N 2 2024-04-22 Fixed 1.94000000 N N N N N N Fortress Credit Opportunities CLO LP 2549008RD44HDM6DNP14 Fortress Credit Opportunities IX CLO Ltd 34961JAC8 1027000.00000000 PA USD 1021569.22000000 0.271184747553 Long ABS-CBDO CORP KY N 2 2029-11-15 Floating 3.46000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-6 89176LAA2 1044085.91000000 PA USD 1070777.55000000 0.284247541818 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N Fortress Credit Opportunities CLO LP 2549006W3UQV900EI619 Fortress Credit Opportunities VII CLO Ltd 34960XAB0 561000.00000000 PA USD 538119.62000000 0.142848698302 Long ABS-CBDO CORP KY N 2 2028-12-15 Floating 9.38000000 N N N N N N ESCROW ALTEGRITY INC COMMON STOCK N/A ESCROW ALTEGRITY INC COMMON STOCK 021ESC017 142220.00000000 NS USD 2871421.80000000 0.762244770797 Long EC CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CTH7 155517.06000000 PA USD 161480.98000000 0.042866580099 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.50000000 N N N N N N Latitude Management Real Estate Capital Inc N/A LMREC 2016-CRE2 Inc 50209MAA3 56176.89000000 PA USD 56185.29000000 0.014914891117 Long ABS-O CORP US N 2 2031-11-24 Floating 3.48000000 N N N N N N Ascentium Equipment Receivables LLC N/A Ascentium Equipment Receivables 2019-2 04365VAC6 709000.00000000 PA USD 706754.17000000 0.187614257968 Long ABS-O CORP US N 2 2026-11-10 Fixed 2.19000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AXNR2 550511.37000000 PA USD 557982.47000000 0.148121470678 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EQSP8 151509.30000000 PA USD 156933.58000000 0.041659431824 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 HPEFS Equipment Trust 2019-1 40438DAD1 103000.00000000 PA USD 102926.05000000 0.027322646708 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.32000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp Trust 2012-ALOHA 36192HAA2 287000.00000000 PA USD 293402.57000000 0.077886353973 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.55000000 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 595200.32000000 0.158001284066 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 3.25000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust 2018-3 02007JAD9 238000.00000000 PA USD 242211.36000000 0.064297186358 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.12000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 American Express Credit Account Master Trust 02587AAN4 277000.00000000 PA USD 281893.87000000 0.074831265934 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.67000000 N N N N N N Telos CLO Ltd 25490083G97ZZN6SR263 Telos Clo 2013-3 Ltd 87969DAN7 550000.00000000 PA USD 546592.20000000 0.145097820950 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 4.00000000 N N N N N N CIM Trust 2017-7 N/A CIM Trust 2017-7 12553HAA6 558186.15000000 PA USD 560669.30000000 0.148834713893 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MFMW5 661399.50000000 PA USD 687145.27000000 0.182408898907 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2017-C4 17326FAB3 408000.00000000 PA USD 417848.59000000 0.110921670481 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.19000000 N N N N N N West CLO Ltd 635400BJ6LOP8GMN7K23 West CLO 2014-2 Ltd 95168WAR8 141508.56000000 PA USD 141490.45000000 0.037559913917 Long ABS-CBDO CORP KY N 2 2027-01-16 Fixed 2.72000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables 2019-D Owner Trust 89233MAD5 550000.00000000 PA USD 549670.00000000 0.145914850672 Long ABS-O CORP US N 2 2024-01-16 Fixed 1.92000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC 46637YAA7 177230.32000000 PA USD 180455.54000000 0.047903547896 Long ABS-MBS CORP US N 2 2032-07-05 Fixed 3.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380MU90 1150095.33000000 PA USD 1165753.65000000 0.309459802718 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 38376GZU7 87713.13000000 PA USD 88355.38000000 0.023454731163 Long ABS-MBS USGA US N 2 2041-09-16 Variable 3.50000000 N N N N N N Mercedes-Benz Auto Receivables Trust 5493006LDEVJTEG9O760 Mercedes-Benz Auto Receivables Trust 2018-1 58772RAE4 537000.00000000 PA USD 550238.18000000 0.146065679169 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.15000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A0SC2 278485.92000000 PA USD 284531.77000000 0.075531520241 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES N/A GreatAmerica Leasing Receivables Funding LLC Series 2018-1 39154TAR9 210000.00000000 PA USD 211516.60000000 0.056148985943 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.83000000 N N N N N N B&M CLO LTD 549300501PWQXBETQS11 B&M CLO 2014-1 Ltd 05509RAL9 287000.00000000 PA USD 286720.46000000 0.076112527708 Long ABS-CBDO CORP KY N 2 2026-04-16 Floating 3.60000000 N N N N N N California Street CLO XII, Ltd 549300V3WPNYI44G1B47 California Street CLO XII Ltd 13080BAC5 427000.00000000 PA USD 426953.88000000 0.113338751694 Long ABS-CBDO CORP KY N 2 2025-10-15 Fixed 3.39000000 N N N N N N Prestige Auto Receivables Trust N/A Prestige Auto Receivables Trust 2019-1 74113NAD0 294000.00000000 PA USD 294951.44000000 0.078297515460 Long ABS-O CORP US N 2 2024-01-16 Fixed 2.53000000 N N N N N N Halcyon Loan Advisors Funding Ltd 549300Q8TB5ELPAK8181 Halcyon Loan Advisors Funding 2015-3 Ltd 40538MAJ7 1089000.00000000 PA USD 1089001.09000000 0.289085144594 Long ABS-CBDO CORP KY N 2 2027-10-18 Floating 2.90000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust 2019-3 02007RAC3 1155000.00000000 PA USD 1154504.16000000 0.306473524309 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.93000000 N N N N N N CIM Trust N/A CIM Trust 2018-R3 12553WAA3 872284.01000000 PA USD 901886.97000000 0.239414016684 Long ABS-MBS CORP US N 2 2057-12-25 Variable 5.00000000 N N N N N N West CLO Ltd 254900Y23DE747A9HN36 West CLO 2013-1 Ltd 95168QAR1 142674.95000000 PA USD 142657.97000000 0.037869842614 Long ABS-CBDO CORP KY N 2 2025-11-07 Fixed 3.39000000 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 2019-C 34531KAD4 490000.00000000 PA USD 489480.55000000 0.129937019230 Long ABS-O CORP US N 2 2024-03-15 Fixed 1.87000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379UQY5 5813783.59000000 PA USD 416432.02000000 0.110545629220 Long ABS-MBS USGA US N 2 2058-01-16 Variable 0.99000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136B1BC7 474956.23000000 PA USD 479799.55000000 0.127367110613 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2018-2 59980MAC5 840644.21000000 PA USD 855277.98000000 0.227041240626 Long ABS-O CORP US N 2 2058-05-25 Variable 3.50000000 N N N N N N Arconic Inc 549300HO5WFZUT5N2T22 Arconic Inc 03965L100 503605.00000000 NS USD 15495925.85000000 4.113533040608 Long EC CORP US N 1 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 HeidelbergCement AG 000000000 76736.00000000 NS 5591416.93000000 1.484291968612 Long EC CORP DE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378NFX6 14558687.07000000 PA USD 450323.48000000 0.119542422432 Long ABS-MBS USGA US N 2 2048-11-16 Variable 0.79000000 N N N N N N VCO CLO LLC N/A VCO CLO 2018-1 LLC 91823GAA6 607000.00000000 PA USD 607137.18000000 0.161170031031 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.47000000 N N N N N N ZW1L TERM LOAN FIRST LIEN N/A ZW1L TERM LOAN FIRST LIEN TERM LOAN 000000000 358900.00000000 PA USD 357069.61000000 0.094787342992 Long LON CORP US Y 3 2022-11-16 Variable 6.00000000 N N N N N N Telos CLO Ltd 25490083G97ZZN6SR263 Telos Clo 2013-3 Ltd 87969DAL1 456374.12000000 PA USD 456373.66000000 0.121148497188 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 3.30000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-5 89171VAK3 119371.23000000 PA USD 119548.41000000 0.031735201836 Long ABS-O CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 212510.00000000 NS USD 9556574.70000000 2.536878800533 Long EC CORP US N 1 N N N Xplornet Communications, Inc. 2138007ZVGYYNWEGU394 Xplornet Communications, Inc. Term Loan B 000000000 531031.77000000 PA USD 525753.31000000 0.139565949968 Long LON CORP CA Y 2 2021-09-09 Variable 0.00000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDC6 126000.00000000 PA USD 127665.82000000 0.033890041408 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.77000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRZ Excess Spread-Collateralized Notes Series 2018-PLS1 40423XAB8 269062.41000000 PA USD 268894.25000000 0.071380399758 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.19000000 N N N N N N Cerberus Loan Funding XVIII LP 549300OJE6NEPSTL1870 Cerberus Loan Funding XVIII LP 15672AAA0 908702.06000000 PA USD 909040.10000000 0.241312879448 Long ABS-O CORP KY N 2 2027-04-15 Floating 3.75000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCV5 846000.00000000 PA USD 855375.71000000 0.227067183934 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.19000000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Issuance Trust 87166PAA9 1279000.00000000 PA USD 1307532.06000000 0.347096158211 Long ABS-O CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746101 143500.00000000 NS USD 7720300.00000000 2.049423147789 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AYXB0 31851.27000000 PA USD 32648.17000000 0.008666750687 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Zais CLO 2 Ltd 549300IMLXMSJ6QFY388 Zais CLO 2 Ltd 98886YAR9 87908.49000000 PA USD 87901.90000000 0.023334350814 Long ABS-CBDO CORP KY N 2 2026-07-25 Fixed 2.92000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PCS2 191000.00000000 PA USD 191938.21000000 0.050951726036 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.08000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MBVP9 113901.86000000 PA USD 118047.65000000 0.031336811581 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CMZ4 598603.91000000 PA USD 621559.77000000 0.164998637406 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AVZQ5 502903.12000000 PA USD 511991.99000000 0.135912883668 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 Nexon Co Ltd 000000000 188800.00000000 NS 2519534.31000000 0.668833068217 Long EC CORP JP N 1 N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables 2018-B Owner Trust 65479GAE9 451000.00000000 PA USD 462427.84000000 0.122755633780 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.16000000 N N N N N N ARI Fleet Lease Trust 2018-A N/A ARI Fleet Lease Trust 2018-A 00217EAC2 340000.00000000 PA USD 342138.16000000 0.090823655148 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.84000000 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 202241.39000000 0.053686797936 Long ABS-O CORP US N 2 2025-02-18 Fixed 2.13000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137B8CR6 246556.86000000 PA USD 246507.47000000 0.065437627439 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 2.00000000 N N N N N N J.C. Penney Corporation, Inc. 8TDNUQ07MEFMWW1VHP39 J.C. Penney Corporation, Inc. 2016 Term Loan B 46611NAJ2 568442.54000000 PA USD 498808.33000000 0.132413162417 Long LON CORP US Y 2 2023-06-23 Variable 0.00000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables 2019-2 Owner Trust 43815MAD8 359000.00000000 PA USD 363725.70000000 0.096554262013 Long ABS-O CORP US N 2 2025-03-21 Fixed 2.54000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group PLC 000000000 1373398.00000000 NS 4371544.14000000 1.160465752897 Long EC CORP GB N 1 N N N LafargeHolcim Ltd 529900EHPFPYHV6IQO98 LafargeHolcim Ltd 000000000 165556.00000000 NS 9186151.27000000 2.438546565785 Long EC CORP CH N 1 N N N Fortress Credit Opportunities CLO LP 2549008RD44HDM6DNP14 Fortress Credit Opportunities IX CLO Ltd 34961MAA5 328000.00000000 PA USD 311283.15000000 0.082632914929 Long ABS-CBDO CORP KY N 2 2029-11-15 Floating 9.16000000 N N N N N N 2020-01-16 SOURCE CAPITAL INC /DE/ Lake Setzler Lake Setzler Treasurer