1WS Credit Income Fund

Fund Profile

Fund profile

Fund manager

Total assets

$494.34 mm

Liabilities

$78.07 mm

Net assets

$416.27 mm

Number of holdings

592.00

Top 200 of 592 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Liquidity Funds T-Fund, Class Institutional	15.63 mm	15.63 mm shares	3.75	Short-term investment vehicle	Long	USA
Pagaya AI Debt Trust, Series 2024-3, Class E	5.32 mm	5.50 mm principal	1.28	ABS-other	Long	USA
Matthew R. Stubbs, Tranche B Facility Interest	5.00 mm	5.00 mm principal	1.20	Debt	Long	USA
COMM, Series 2021-2400 Mortgage Trust, Class B	4.78 mm	5.00 mm principal	1.15	ABS-mortgage backed security	Long	USA
NYMT 2024-BPL2 M	3.79 mm	3.75 mm principal	0.91	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust, Series 2023-5, Class D	3.55 mm	3.50 mm principal	0.85	ABS-other	Long	USA
BlackRock Liquidity Funds Treasury Trust Fund Portfolio	3.41 mm	3.41 mm shares	0.82	Short-term investment vehicle	Long	USA
Connecticut Avenue Securities, Series 2021-R02, Class 2B2	3.10 mm	2.93 mm principal	0.75	ABS-mortgage backed security	Long	USA
Verdelite Static CLO 2024-1, Ltd., Series 2024-1A, Class C	3.01 mm	3.00 mm principal	0.72	ABS-collateralized bond/debt obligation	Long	Jersey
Romark CLO II, Ltd., Series 2024-2A, Class BR	3.01 mm	3.00 mm principal	0.72	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Exeter Automobile Receivables Trust 2022-4, Series 2022-4A, Class E	2.91 mm	2.85 mm principal	0.70	ABS-other	Long	USA
ACM Auto Trust 2023-1, Series 2023-1A, Class D	2.89 mm	2.78 mm principal	0.69	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2022-6, Series 2022-6A, Class E	2.88 mm	2.61 mm principal	0.69	ABS-other	Long	USA
Pagaya AI Debt Trust, Series 2023-6, Class D	2.79 mm	2.75 mm principal	0.67	ABS-other	Long	USA
Parallel 2021-2, Ltd., Series 2021-2A, Class D	2.74 mm	2.81 mm principal	0.66	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1B2	2.73 mm	2.66 mm principal	0.66	ABS-mortgage backed security	Long	USA
Cardiff Auto Receivables Securitisation PLC, Series 2024-1, Class E	2.58 mm	1.98 mm principal	0.62	ABS-other	Long	UK
BriteCap UniTranche Warehouse	2.58 mm	2.58 mm principal	0.62	Debt	Long	USA
Pagaya AI Debt Trust, Series 2022-2, Class C	2.45 mm	2.50 mm principal	0.59	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2024-1, Class E	2.43 mm	2.38 mm principal	0.58	ABS-other	Long	USA
Pagaya AI Debt Trust, Series 2024-1, Class E	2.41 mm	2.50 mm principal	0.58	ABS-other	Long	USA
Pagaya AI Debt Trust, Series 2023-8, Class E	2.41 mm	2.50 mm principal	0.58	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2022-1, Class E	2.19 mm	2.27 mm principal	0.53	ABS-other	Long	USA
Upstart Pass-Through Trust, Series 2021-ST7, Class CERT	2.17 mm	7.00 mm principal	0.52	ABS-other	Long	USA
VCP Tyler Pref, LLC	2.17 mm	2.17 mm principal	0.52	ABS-mortgage backed security	Long	USA
Sandpiper Funding 2023, LLC, Participation Interest	2.15 mm	2.15 mm principal	0.52	Debt	Long	USA
Exeter Automobile Receivables Trust 2022-5, Series 2022-5A, Class E	2.15 mm	1.99 mm principal	0.52	ABS-other	Long	USA
Reach ABS Trust 2023-1, Series 2023-1A, Class D	2.14 mm	2.00 mm principal	0.51	ABS-other	Long	USA
Structured Asset Securities Corp. Mortgage Loan Trust 2006-W1, Series 2006-W1A, Class M1	2.08 mm	2.11 mm principal	0.50	ABS-mortgage backed security	Long	USA
Research-Driven Pagaya Motor Asset Trust VII, Series 2022-3A, Class C	2.06 mm	2.05 mm principal	0.49	ABS-other	Long	USA
Carlyle Global Market Strategies CLO 2014-2R, Ltd., Series 2018-2RA, Class D	2.06 mm	2.08 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM, Series 2019-521F Mortgage Trust, Class A	2.03 mm	2.15 mm principal	0.49	ABS-mortgage backed security	Long	USA
Annisa CLO, Ltd. 2016-2, Series 2024-2A, Class ERR	2.01 mm	2.01 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
National Collegiate Student Loan Trust, Series 2005-3, Class B	2.01 mm	2.55 mm principal	0.48	ABS-other	Long	USA
DBWF, Series 2024-LCRS Mortgage Trust, Class E	2.00 mm	2.00 mm principal	0.48	ABS-mortgage backed security	Long	USA
Flagship Credit Auto Trust, Series 2022-4, Class E	2.00 mm	1.88 mm principal	0.48	ABS-other	Long	USA
Wilmot Plaza Mezz Loan, Class F	2.00 mm	2.00 mm principal	0.48	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust, Series 2023-N4, Class E	1.99 mm	1.89 mm principal	0.48	ABS-other	Long	USA
Regatta XIII Funding, Ltd., Series 2024-2A, Class A2R	1.98 mm	1.98 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GAMMA Sociedade de Titularizacao de Creditos, Series 2024-2, Class E	1.96 mm	1.80 mm principal	0.47	ABS-other	Long	Portugal
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B2	1.95 mm	1.88 mm principal	0.47	ABS-mortgage backed security	Long	USA
Newday Funding Master Issuer PLC - Series 2024-3, Series 2024-3X, Class E	1.94 mm	1.50 mm principal	0.47	ABS-other	Long	UK
Natixis Commercial Mortgage Securities Trust, Series 2022-JERI, Class A	1.90 mm	2.08 mm principal	0.46	ABS-mortgage backed security	Long	USA
ACM Auto Trust 2023-2, Series 2023-2A, Class B	1.89 mm	1.84 mm principal	0.45	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust, Series 2020-DNA2, Class B2	1.89 mm	1.75 mm principal	0.45	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust, Series 2024-1, Class C	1.87 mm	1.87 mm principal	0.45	ABS-other	Long	USA
Pagaya AI Debt Grantor Trust, Series 2024-8, Class F	1.83 mm	2.00 mm principal	0.44	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2024-2, Series 2024-2A, Class E	1.80 mm	1.78 mm principal	0.43	ABS-other	Long	USA
KKR CLO 15, Ltd., Series 2024-15, Class ER2	1.80 mm	1.80 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Brignole CQ, Series 2024-2024, Class X	1.79 mm	1.65 mm principal	0.43	ABS-other	Long	Italy
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class F	1.79 mm	2.50 mm principal	0.43	ABS-mortgage backed security	Long	USA
Newday Funding Master Issuer PLC - Series 2023-1, Series 2023-1X, Class E	1.79 mm	1.31 mm principal	0.43	ABS-other	Long	UK
Eurohome UK Mortgages PLC, Series 2007-2, Class B1	1.76 mm	1.47 mm principal	0.42	ABS-mortgage backed security	Long	UK
Generate CLO 5, Ltd., Series 2024-5A, Class FR	1.72 mm	1.75 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Auto ABS Spanish Loans FT, Series 2024-1, Class D	1.70 mm	1.56 mm principal	0.41	ABS-other	Long	Spain
Cedar Funding XIV CLO, Ltd., Series 2024-14A, Class ER	1.62 mm	1.65 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dowson PLC, Series 2024-1, Class F	1.62 mm	1.25 mm principal	0.39	ABS-other	Long	UK
Carvana Auto Receivables Trust, Series 2023-N1, Class E	1.61 mm	1.50 mm principal	0.39	ABS-other	Long	USA
NewDay Funding, Series 2022-3A, Class E	1.60 mm	1.17 mm principal	0.39	ABS-other	Long	UK
CPS Auto Receivables Trust, Series 2022-D, Class E	1.60 mm	1.43 mm principal	0.38	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust, Series 2020-DNA6, Class B2	1.57 mm	1.38 mm principal	0.38	ABS-mortgage backed security	Long	USA
CFG Investments, Ltd., Series 2023-1, Class A	1.56 mm	1.56 mm principal	0.38	ABS-other	Long	Cayman Islands
Soundview Home Loan Trust, Series 2005-OPT4, Class M2	1.56 mm	1.77 mm principal	0.38	ABS-mortgage backed security	Long	USA
Affirm Asset Securitization Trust, Series 2024-A, Class 1E	1.53 mm	1.50 mm principal	0.37	ABS-other	Long	USA
CPS Auto Receivables Trust, Series 2023-A, Class E	1.52 mm	1.40 mm principal	0.36	ABS-other	Long	USA
JW Trust, Series 2024-BERY, Class E	1.50 mm	1.50 mm principal	0.36	ABS-mortgage backed security	Long	USA
Golub Capital Partners CLO 31M, Ltd., Series 2024-31A, Class A1RR	1.50 mm	1.50 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Santander Consumer Finance SA/NOMA, Series 2023-1, Class B	1.48 mm	10.08 mm principal	0.35	ABS-other	Long	Denmark
Pagaya AI Debt Trust, Series 2024-3, Class D	1.45 mm	1.45 mm principal	0.35	ABS-other	Long	USA
Eurosail 2006-2bl PLC, Series 2006-2X, Class D1C	1.44 mm	1.19 mm principal	0.35	ABS-mortgage backed security	Long	UK
Lehman Mortgage Trust, Series 2007-5, Class 6A1	1.43 mm	3.54 mm principal	0.34	ABS-mortgage backed security	Long	USA
Golub Capital Partners Clo 45M, Ltd., Series 2024-45A, Class A1R	1.43 mm	1.43 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2, Series 2024-2, Class X	1.42 mm	1.30 mm principal	0.34	ABS-other	Long	Portugal
TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2, Series 2024-2, Class D	1.42 mm	1.30 mm principal	0.34	ABS-other	Long	Portugal
Tricolor Auto Securitization Trust 2024-3, Series 2024-3A, Class E	1.42 mm	1.40 mm principal	0.34	ABS-other	Long	USA
Hops Hill No2 PLC, Series 2022-2, Class E	1.41 mm	1.07 mm principal	0.34	ABS-mortgage backed security	Long	UK
Exeter Automobile Receivables Trust 2022-3, Series 2022-3A, Class E	1.40 mm	1.40 mm principal	0.34	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust, Series 2020-HQA3, Class B2	1.39 mm	1.03 mm principal	0.33	ABS-mortgage backed security	Long	USA
Romark WM-R, Ltd., Series 2018-1A, Class E	1.39 mm	1.52 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2021-17R, Ltd., Series 2024-17RA, Class ER	1.38 mm	1.41 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Capital I Trust, Series 2021-230P, Class E	1.36 mm	1.65 mm principal	0.33	ABS-mortgage backed security	Long	USA
Arivo Acceptance Auto Loan Receivables Trust 2024-1, Series 2024-1A, Class D	1.35 mm	1.25 mm principal	0.32	ABS-other	Long	USA
Pagaya Ai Debt Grantor Trust, Series 2024-9, Class F	1.33 mm	1.40 mm principal	0.32	ABS-other	Long	USA
Tricolor Auto Securitization Trust 2024-3, Series 2024-3A, Class F	1.32 mm	1.32 mm principal	0.32	ABS-other	Long	USA
First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M3	1.32 mm	1.97 mm principal	0.32	ABS-mortgage backed security	Long	USA
Golden Bar Securitisation Srl, Series 2023-2, Class E	1.31 mm	1.14 mm principal	0.31	ABS-other	Long	Italy
Halsey Point CLO I, Ltd., Series 2024-1A, Class ER	1.30 mm	1.33 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-W5, Class M1	1.30 mm	1.35 mm principal	0.31	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust, Series 2023-1, Class C	1.29 mm	1.25 mm principal	0.31	ABS-other	Long	USA
Nationstar Home Equity Loan Trust, Series 2007-B, Class M2	1.26 mm	1.20 mm principal	0.30	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust, Series 2024-2, Class D	1.26 mm	1.25 mm principal	0.30	ABS-other	Long	USA
Carvana Auto Receivables Trust, Series 2024-N3, Class E	1.24 mm	1.25 mm principal	0.30	ABS-other	Long	USA
Miravet Sarl - Compartment, Series 2020-1, Class E	1.23 mm	1.14 mm principal	0.30	ABS-mortgage backed security	Long	Luxembourg
Halsey Point CLO I, Ltd., Series 2024-1A, Class D1R	1.23 mm	1.23 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class E	1.20 mm	1.36 mm principal	0.29	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Grantor Trust, Series 2024-8, Class E	1.20 mm	1.20 mm principal	0.29	ABS-other	Long	USA
BHMS, Series 2018-ATLS, Class D	1.20 mm	1.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
Pagaya Ai Debt Grantor Trust, Series 2024-9, Class E	1.20 mm	1.20 mm principal	0.29	ABS-other	Long	USA
Brants Bridge PLC, Series 2023-1, Class E	1.19 mm	915.00 k principal	0.29	ABS-mortgage backed security	Long	UK
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class E	1.18 mm	1.31 mm principal	0.28	ABS-mortgage backed security	Long	USA
Voya CLO 2019-1, Ltd., Series 2024-1A, Class A2RR	1.18 mm	1.18 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Upstart Securitization Trust, Series 2023-2, Class C	1.17 mm	1.12 mm principal	0.28	ABS-other	Long	USA
CSMC Trust, Series 2017-PFHP, Class A	1.17 mm	1.19 mm principal	0.28	ABS-mortgage backed security	Long	USA
BBCMS, Series 2021-AGW Mortgage Trust, Class F	1.16 mm	1.36 mm principal	0.28	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2B1	1.14 mm	996.00 k principal	0.27	ABS-mortgage backed security	Long	USA
WCORE Commercial Mortgage Trust, Series 2024-CORE, Class E	1.13 mm	1.11 mm principal	0.27	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust, Series 2005-9, Class M2	1.13 mm	1.33 mm principal	0.27	ABS-mortgage backed security	Long	USA
Wellfleet CLO 2018-2, Ltd., Series 2024-2A, Class BR	1.12 mm	1.12 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYON, Series 2020-2, Class E	1.12 mm	842.12 k principal	0.27	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class B	1.11 mm	1.21 mm principal	0.27	ABS-mortgage backed security	Long	USA
Credito Real USA Auto Receivables Trust 2021-1, Series 2021-1A, Class C	1.11 mm	1.11 mm principal	0.27	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust, Series 2023-DNA2, Class B1	1.10 mm	955.00 k principal	0.26	ABS-mortgage backed security	Long	USA
Conn's Receivables Funding LLC, Series 2024-A, Class B	1.10 mm	1.16 mm principal	0.26	ABS-other	Long	USA
Home RE, Ltd., Series 2022-1, Class M1C	1.09 mm	1.03 mm principal	0.26	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E	1.08 mm	833.00 k principal	0.26	ABS-mortgage backed security	Long	UK
Triangle Re, Ltd., Series 2023-1, Class M1B	1.07 mm	1.01 mm principal	0.26	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust, Series 2006-BNC3, Class A4	1.07 mm	1.91 mm principal	0.26	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Acquisition Trust, Series 2006-HE2, Class M2	1.06 mm	1.11 mm principal	0.25	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Grantor Trust, Series 2024-5, Class D	1.05 mm	999.82 k principal	0.25	ABS-other	Long	USA
Veros Auto Receivables Trust, Series 2023-1, Class D	1.05 mm	1.00 mm principal	0.25	ABS-other	Long	USA
Together Asset Backed Securitisation 2024-1ST2 PLC, Series 2024-1ST2X, Class E	1.05 mm	810.00 k principal	0.25	ABS-mortgage backed security	Long	UK
Home RE, Ltd., Series 2023-1, Class M1B	1.04 mm	1.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
Polaris PLC, Series 2022-2, Class E	1.03 mm	795.58 k principal	0.25	ABS-mortgage backed security	Long	UK
Pagaya AI Debt Grantor Trust 2024-6 and Pagaya AI Debt Trust, Series 2024-6, Class D	1.03 mm	999.74 k principal	0.25	ABS-other	Long	USA
Pagaya AI Debt Selection Trust, Series 2024-7, Class D	1.03 mm	999.78 k principal	0.25	ABS-other	Long	USA
ACHV ABS TRUST, Series 2023-4CP, Class E	1.02 mm	1.00 mm principal	0.25	ABS-other	Long	USA
Prosper Marketplace Issuance Trust Series 2023-1, Series 2023-1A, Class E	1.02 mm	1.00 mm principal	0.24	ABS-other	Long	USA
East One PLC, Series 2024-1, Class E	1.02 mm	783.00 k principal	0.24	ABS-mortgage backed security	Long	UK
Veros Auto Receivables Trust, Series 2024-1, Class D	1.01 mm	1.00 mm principal	0.24	ABS-other	Long	USA
Merchants Fleet Funding LLC, Series 2024-1A, Class E	1.01 mm	1.00 mm principal	0.24	ABS-other	Long	USA
Navient Private Education Refi Loan Trust 2021-B, Series 2021-BA, Class R	1.00 mm	2.87 k principal	0.24	ABS-other	Long	USA
Flagship Credit Auto Trust, Series 2023-3, Class E	998.60 k	1.00 mm principal	0.24	ABS-other	Long	USA
Elmwood CLO VIII, Ltd., Series 2024-1A, Class FR	995.30 k	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CPS Auto Receivables Trust, Series 2024-D, Class E	983.40 k	1.00 mm principal	0.24	ABS-other	Long	USA
TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2, Series 2024-2, Class E	980.15 k	900.00 k principal	0.24	ABS-other	Long	Portugal
TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2, Series 2024-2, Class F	980.15 k	900.00 k principal	0.24	ABS-other	Long	Portugal
Elmwood CLO 18, Ltd., Series 2024-5A, Class FRR	971.58 k	981.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fylde Funding PLC, Series 2024-1, Class E	956.63 k	741.00 k principal	0.23	ABS-mortgage backed security	Long	UK
Regatta XII Funding, Ltd., Series 2024-1A, Class ERR	953.61 k	935.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Satus PLC, Series 2024-1, Class D	953.58 k	739.00 k principal	0.23	ABS-other	Long	UK
Octane Receivables Trust 2023-2, Series 2023-2A, Class E	949.83 k	904.00 k principal	0.23	ABS-other	Long	USA
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class C	943.91 k	880.00 k principal	0.23	ABS-mortgage backed security	Long	Ireland
Carvana Auto Receivables Trust, Series 2022-P1, Class R	932.77 k	4.00 k principal	0.22	ABS-other	Long	USA
MARKIT CDX HY S42 06/29 ICE	928.59 k	1.00 contracts	0.22	Credit derivative	N/A	USA
Wellfleet CLO 2018-2, Ltd., Series 2024-2A, Class A1R	907.00 k	907.00 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM 2014-CCRE18 Mortgage Trust, Series 2014-CR18, Class E	902.60 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
SMR, Series 2022-IND Mortgage Trust, Class E	901.30 k	915.68 k principal	0.22	ABS-mortgage backed security	Long	USA
ACM Auto Trust 2024-1, Series 2024-1A, Class B	890.74 k	851.00 k principal	0.21	ABS-other	Long	USA
Newday Funding Master Issuer PLC - Series 2024-2, Series 2024-2X, Class E	885.63 k	686.00 k principal	0.21	ABS-other	Long	UK
Residential Accredit Loans, Inc., Series 2006-Q05, Class 1A2	884.84 k	860.82 k principal	0.21	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust 2024-4, Series 2024-4A, Class E	873.01 k	863.00 k principal	0.21	ABS-other	Long	USA
Upstart Pass-Through Trust, Series 2020-ST5, Class CERT	871.25 k	10.00 mm principal	0.21	ABS-other	Long	USA
Satus PLC, Series 2024-1, Class E	866.53 k	670.00 k principal	0.21	ABS-other	Long	UK
Merrion Square Residential 2024-1 DAC, Series 2024-1X, Class E	856.23 k	811.00 k principal	0.21	ABS-mortgage backed security	Long	Ireland
Dowson PLC, Series 2022-2, Class E	851.86 k	651.00 k principal	0.20	ABS-other	Long	UK
CPS Auto Receivables Trust, Series 2023-C, Class E	851.60 k	780.00 k principal	0.20	ABS-other	Long	USA
Structured Asset Investment Loan Trust, Series 2005-8, Class M2	830.44 k	992.40 k principal	0.20	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class B	823.30 k	1.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust, Series 2018-H3, Class D	815.70 k	1.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
Ameriquest Mortgage Securities Trust, Series 2006-R1, Class M4	809.13 k	710.14 k principal	0.19	ABS-mortgage backed security	Long	USA
Ownit Mortgage Loan Trust, Series 2005-4, Class M1	808.13 k	913.97 k principal	0.19	ABS-mortgage backed security	Long	USA
Octagon 56, Ltd., Series 2021-1A, Class E	805.29 k	872.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class G	799.59 k	1.45 mm principal	0.19	ABS-mortgage backed security	Long	USA
ACHV ABS Trust, Series 2024-3AL, Class E	797.91 k	837.00 k principal	0.19	ABS-other	Long	USA
Reach Consumer 2022-1, LLC, Class B Facility	797.90 k	797.90 k principal	0.19	Debt	Long	USA
Bain Capital Credit CLO 2018-2, Series 2018-2A, Class F	793.50 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A2A	789.86 k	857.14 k principal	0.19	ABS-mortgage backed security	Long	USA
Bear Stearns Mortgage Funding Trust, Series 2006-AR5, Class 2A2	787.17 k	854.14 k principal	0.19	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class G	784.30 k	839.00 k principal	0.19	ABS-mortgage backed security	Long	USA
KKR Financial CLO 2013-1, Ltd., Series 2024-1A, Class DR2	782.56 k	781.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eurosail 2006-4np PLC, Series 2006-4X, Class D1C	777.24 k	645.56 k principal	0.19	ABS-mortgage backed security	Long	UK
Satus PLC, Series 2021-1, Class F	774.83 k	600.00 k principal	0.19	ABS-other	Long	UK
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class D	769.60 k	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Domi BV, Series 2021-1, Class E	769.07 k	704.00 k principal	0.18	ABS-mortgage backed security	Long	Netherlands
Eagle RE, Ltd., Series 2023-1, Class M2	764.05 k	728.50 k principal	0.18	ABS-mortgage backed security	Long	Bermuda
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class F	762.50 k	749.00 k principal	0.18	ABS-mortgage backed security	Long	Ireland
Pepper Iberia Consumer 2024, Series 2024-1, Class D	762.34 k	700.00 k principal	0.18	ABS-other	Long	Spain
Asset-Backed European Securitisation Transaction Twenty-Three Sarl, Series 2024-23, Class M	758.06 k	696.00 k principal	0.18	ABS-other	Long	Luxembourg
Conn's Receivables Funding LLC, Series 2024-A, Class C	756.00 k	1.08 mm principal	0.18	ABS-other	Long	USA
Polaris PLC, Series 2023-2, Class E	754.51 k	555.00 k principal	0.18	ABS-mortgage backed security	Long	UK
Halsey Point CLO I, Ltd., Series 2024-1A, Class D2R	750.00 k	750.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance CLO 2014-1R, Ltd., Series 2018-1RA, Class E	749.90 k	770.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dowson PLC, Series 2024-1, Class E	744.91 k	577.00 k principal	0.18	ABS-other	Long	UK
Plenti PL-Green ABS Trust, Series 2024-2, Class F	744.62 k	1.13 mm principal	0.18	ABS-other	Long	Australia
JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E	741.80 k	1.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Vibrant Clo XV, Ltd., Series 2021-15A, Class D2	740.55 k	750.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CPS Auto Receivables Trust, Series 2022-C, Class E	738.85 k	700.00 k principal	0.18	ABS-other	Long	USA
Tricolor Auto Securitization Trust 2024-2, Series 2024-2A, Class F	734.72 k	700.00 k principal	0.18	ABS-other	Long	USA
Golden Bar Securitisation Srl, Series 2024-1, Class D	734.02 k	674.00 k principal	0.18	ABS-other	Long	Italy
Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F	721.10 k	556.00 k principal	0.17	ABS-mortgage backed security	Long	UK
Tricolor Auto Securitization Trust 2024-2, Series 2024-2A, Class E	718.83 k	700.00 k principal	0.17	ABS-other	Long	USA
CPS Auto Receivables Trust, Series 2024-A, Class E	715.75 k	700.00 k principal	0.17	ABS-other	Long	USA
Polaris PLC, Series 2022-1, Class E	713.85 k	553.00 k principal	0.17	ABS-mortgage backed security	Long	UK
Natixis Commercial Mortgage Securities Trust, Series 2019-FAME, Class C	694.79 k	895.00 k principal	0.17	ABS-mortgage backed security	Long	USA
FTA Santander Consumer Spain Auto, Series 2023-1, Class E	689.13 k	600.00 k principal	0.17	ABS-other	Long	Spain
Pagaya AI Debt Trust, Series 2023-1, Class B	688.68 k	677.91 k principal	0.17	ABS-other	Long	USA
SAFCO Warehouse SPV 1, LLC, Class B Facility	671.82 k	671.82 k principal	0.16	Debt	Long	USA
HPLY Trust, Series 2019-HIT, Class F	670.61 k	664.50 k principal	0.16	ABS-mortgage backed security	Long	USA
Park Avenue Institutional Advisers CLO, Ltd. 2021-2, Series 2021-2A, Class E	670.08 k	709.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Plenti PL-Green ABS Trust, Series 2024-1, Class E	661.85 k	1.00 mm principal	0.16	ABS-other	Long	Australia