1WS Credit Income Fund

Fund Profile

Fund profile

Fund manager

Total assets

$401.35 mm

Liabilities

$55.80 mm

Net assets

$345.56 mm

Number of holdings

521.00

Top 200 of 521 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	39.68 mm	40.00 mm principal	11.48	Debt	Long	USA
BlackRock Liquidity Funds T-Fund, Class Institutional	16.63 mm	16.63 mm shares	4.81	Short-term investment vehicle	Long	USA
Matthew R. Stubbs, LLC	5.00 mm	5.00 mm principal	1.45	Debt	Long	USA
COMM, Series 2021-2400 Mortgage Trust, Class B	4.76 mm	5.00 mm principal	1.38	ABS-mortgage backed security	Long	USA
Lake Shore MM CLO II, Ltd., Series 2024-2A, Class CRR	3.90 mm	3.90 mm principal	1.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NYMT 2024-BPL2 M	3.78 mm	3.75 mm principal	1.09	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust, Series 2023-5, Class D	3.50 mm	3.50 mm principal	1.01	ABS-other	Long	USA
Atrium Hotel Portfolio Trust, Series 2018-ATRM, Class B	3.49 mm	3.50 mm principal	1.01	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust, Series 2021-230P, Class E	3.43 mm	4.04 mm principal	0.99	ABS-mortgage backed security	Long	USA
Verdelite Static CLO 2024-1, Ltd., Series 2024-1A, Class C	3.00 mm	3.00 mm principal	0.87	ABS-collateralized bond/debt obligation	Long	Jersey
Romark CLO II, Ltd., Series 2024-2A, Class BR	3.00 mm	3.00 mm principal	0.87	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Exeter Automobile Receivables Trust 2022-4, Series 2022-4A, Class E	2.90 mm	2.85 mm principal	0.84	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2022-6, Series 2022-6A, Class E	2.87 mm	2.61 mm principal	0.83	ABS-other	Long	USA
ACM Auto Trust 2023-1, Series 2023-1A, Class D	2.85 mm	2.79 mm principal	0.82	ABS-other	Long	USA
BlackRock Liquidity Funds Treasury Trust Fund Portfolio	2.81 mm	2.81 mm shares	0.81	Short-term investment vehicle	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1B2	2.75 mm	2.66 mm principal	0.80	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust, Series 2023-6, Class D	2.74 mm	2.75 mm principal	0.79	ABS-other	Long	USA
Connecticut Avenue Securities, Series 2021-R02, Class 2B2	2.62 mm	2.46 mm principal	0.76	ABS-mortgage backed security	Long	USA
Parallel 2021-2, Ltd., Series 2021-2A, Class D	2.50 mm	2.57 mm principal	0.72	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PAGAYA AI Debt Trust, Series 2022-2, Class C	2.42 mm	2.50 mm principal	0.70	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2024-1, Class E	2.33 mm	2.38 mm principal	0.67	ABS-other	Long	USA
Sandpiper Funding 2023, LLC	2.24 mm	2.24 mm principal	0.65	Debt	Long	USA
VCP Tyler Pref, LLC	2.14 mm	2.14 mm shares	0.62	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust 2022-5, Series 2022-5A, Class E	2.11 mm	1.99 mm principal	0.61	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2022-1, Class E	2.10 mm	2.27 mm principal	0.61	ABS-other	Long	USA
Reach ABS Trust 2023-1, Series 2023-1A, Class D	2.08 mm	2.00 mm principal	0.60	ABS-other	Long	USA
Structured Asset Securities Corp. Mortgage Loan Trust 2006-W1, Series 2006-W1A, Class M1	2.07 mm	2.11 mm principal	0.60	ABS-mortgage backed security	Long	USA
COMM, Series 2019-521F Mortgage Trust, Class A	2.06 mm	2.15 mm principal	0.60	ABS-mortgage backed security	Long	USA
Research-Driven Pagaya Motor Asset Trust VII, Series 2022-3A, Class C	2.03 mm	2.05 mm principal	0.59	ABS-other	Long	USA
SCG, Series 2024-MSP Mortgage Trust, Class D	2.00 mm	2.00 mm principal	0.58	ABS-mortgage backed security	Long	USA
Crown Point CLO IV, Ltd., Series 2018-4A, Class D	2.00 mm	2.03 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wilmot Plaza Mezz Loan, Class F	2.00 mm	2.00 mm principal	0.58	ABS-mortgage backed security	Long	USA
Annisa CLO, Ltd. 2016-2, Series 2024-2A, Class ERR	2.00 mm	2.01 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BBCMS, Series 2020-BID Mortgage Trust, Class D	1.99 mm	2.00 mm principal	0.58	ABS-mortgage backed security	Long	USA
Flagship Credit Auto Trust, Series 2022-4, Class E	1.98 mm	1.88 mm principal	0.57	ABS-other	Long	USA
National Collegiate Student Loan Trust, Series 2005-3, Class B	1.96 mm	2.55 mm principal	0.57	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust, Series 2020-DNA2, Class B2	1.92 mm	1.75 mm principal	0.55	ABS-mortgage backed security	Long	USA
ACM Auto Trust 2023-2, Series 2023-2A, Class B	1.87 mm	1.84 mm principal	0.54	ABS-other	Long	USA
Elevation CLO 2021-12, Ltd., Series 2024-12A, Class ER	1.84 mm	1.86 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BHMS, Series 2018-ATLS, Class D	1.80 mm	1.82 mm principal	0.52	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class F	1.77 mm	2.50 mm principal	0.51	ABS-mortgage backed security	Long	USA
Newday Funding Master Issuer PLC - Series 2023-1, Series 2023-1X, Class E	1.77 mm	1.31 mm principal	0.51	ABS-other	Long	UK
Eurohome UK Mortgages PLC, Series 2007-2, Class B1	1.76 mm	1.47 mm principal	0.51	ABS-mortgage backed security	Long	UK
Generate CLO 5, Ltd., Series 2024-5A, Class FR	1.73 mm	1.75 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carvana Auto Receivables Trust, Series 2023-N1, Class E	1.62 mm	1.50 mm principal	0.47	ABS-other	Long	USA
Santander Consumer Finance SA/NOMA, Series 2023-1, Class B	1.62 mm	11.07 mm principal	0.47	ABS-other	Long	Denmark
NewDay Funding, Series 2022-3A, Class E	1.60 mm	1.17 mm principal	0.46	ABS-other	Long	UK
Freddie Mac STACR REMIC Trust, Series 2020-DNA6, Class B2	1.59 mm	1.38 mm principal	0.46	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust, Series 2022-D, Class E	1.58 mm	1.43 mm principal	0.46	ABS-other	Long	USA
CFG Investments, Ltd., Series 2023-1, Class A	1.56 mm	1.56 mm principal	0.45	ABS-other	Long	Cayman Islands
CPS Auto Receivables Trust, Series 2023-A, Class E	1.52 mm	1.40 mm principal	0.44	ABS-other	Long	USA
Affirm Asset Securitization Trust, Series 2024-A, Class 1E	1.51 mm	1.50 mm principal	0.44	ABS-other	Long	USA
Soundview Home Loan Trust, Series 2005-OPT4, Class M2	1.51 mm	1.77 mm principal	0.44	ABS-mortgage backed security	Long	USA
Lake Shore MM CLO II, Ltd., Series 2024-2A, Class BRR	1.50 mm	1.50 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Lehman Mortgage Trust, Series 2007-5, Class 6A1	1.48 mm	3.59 mm principal	0.43	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust, Series 2024-3, Class D	1.47 mm	1.45 mm principal	0.42	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2022-3, Series 2022-3A, Class E	1.44 mm	1.40 mm principal	0.42	ABS-other	Long	USA
KKR Financial CLO 2013-1, Ltd., Series 2024-1A, Class DR2	1.44 mm	1.41 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Hops Hill No2 PLC, Series 2022-2, Class E	1.41 mm	1.07 mm principal	0.41	ABS-mortgage backed security	Long	UK
Freddie Mac STACR REMIC Trust, Series 2020-HQA3, Class B2	1.40 mm	1.03 mm principal	0.41	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B2	1.39 mm	1.33 mm principal	0.40	ABS-mortgage backed security	Long	USA
Arivo Acceptance Auto Loan Receivables Trust 2024-1, Series 2024-1A, Class D	1.37 mm	1.25 mm principal	0.40	ABS-other	Long	USA
First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M3	1.33 mm	1.96 mm principal	0.39	ABS-mortgage backed security	Long	USA
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-W5, Class M1	1.31 mm	1.35 mm principal	0.38	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust, Series 2023-1, Class C	1.28 mm	1.25 mm principal	0.37	ABS-other	Long	USA
Cedar Funding IX CLO, Ltd., Series 2024-9A, Class ER	1.26 mm	1.27 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pagaya AI Debt Trust, Series 2024-2, Class D	1.24 mm	1.25 mm principal	0.36	ABS-other	Long	USA
Miravet Sarl - Compartment, Series 2020-1, Class E	1.22 mm	1.14 mm principal	0.35	ABS-mortgage backed security	Long	Luxembourg
Upstart Securitization Trust, Series 2023-2, Class C	1.18 mm	1.12 mm principal	0.34	ABS-other	Long	USA
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class E	1.17 mm	1.36 mm principal	0.34	ABS-mortgage backed security	Long	USA
SYON, Series 2020-2, Class E	1.17 mm	879.63 k principal	0.34	ABS-mortgage backed security	Long	USA
Nationstar Home Equity Loan Trust, Series 2007-B, Class M2	1.17 mm	1.20 mm principal	0.34	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust 2024-2, Series 2024-2A, Class E	1.17 mm	1.15 mm principal	0.34	ABS-other	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class E	1.16 mm	1.31 mm principal	0.34	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust, Series 2005-9, Class M2	1.15 mm	1.32 mm principal	0.33	ABS-mortgage backed security	Long	USA
Prestige Auto Receivables Trust 2023-1, Series 2023-1A, Class E	1.14 mm	1.09 mm principal	0.33	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2B1	1.14 mm	996.00 k principal	0.33	ABS-mortgage backed security	Long	USA
BBCMS, Series 2021-AGW Mortgage Trust, Class F	1.14 mm	1.36 mm principal	0.33	ABS-mortgage backed security	Long	USA
Home RE, Ltd., Series 2022-1, Class M1C	1.11 mm	1.03 mm principal	0.32	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust, Series 2023-DNA2, Class B1	1.09 mm	955.00 k principal	0.32	ABS-mortgage backed security	Long	USA
Credito Real USA Auto Receivables Trust 2021-1, Series 2021-1A, Class C	1.09 mm	1.11 mm principal	0.32	ABS-other	Long	USA
Triangle Re, Ltd., Series 2023-1, Class M1B	1.09 mm	1.02 mm principal	0.32	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust, Series 2006-BNC3, Class A4	1.08 mm	1.91 mm principal	0.31	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2021-B, Series 2021-BA, Class R	1.08 mm	2.87 k principal	0.31	ABS-other	Long	USA
Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E	1.08 mm	833.00 k principal	0.31	ABS-mortgage backed security	Long	UK
JP Morgan Mortgage Acquisition Trust, Series 2006-HE2, Class M2	1.07 mm	1.10 mm principal	0.31	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust, Series 2023-N4, Class E	1.05 mm	1.00 mm principal	0.30	ABS-other	Long	USA
Home RE, Ltd., Series 2023-1, Class M1B	1.05 mm	1.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
MARKIT CDX NA HY Series 41 Index	1.04 mm	1.00 contracts	0.30	Credit derivative	N/A	USA
Veros Auto Receivables Trust, Series 2023-1, Class D	1.04 mm	1.00 mm principal	0.30	ABS-other	Long	USA
Flagship Credit Auto Trust, Series 2023-3, Class E	1.04 mm	1.00 mm principal	0.30	ABS-other	Long	USA
Pagaya AI Debt Grantor Trust, Series 2024-5, Class D	1.04 mm	1.00 mm principal	0.30	ABS-other	Long	USA
Eurosail 2006-2bl PLC, Series 2006-2X, Class D1C	1.04 mm	861.00 k principal	0.30	ABS-mortgage backed security	Long	UK
Polaris PLC, Series 2022-2, Class E	1.03 mm	795.58 k principal	0.30	ABS-mortgage backed security	Long	UK
Prosper Marketplace Issuance Trust Series 2023-1, Series 2023-1A, Class E	1.02 mm	1.00 mm principal	0.29	ABS-other	Long	USA
Veros Auto Receivables Trust, Series 2024-1, Class D	1.02 mm	1.00 mm principal	0.29	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2023-1, Series 2023-1A, Class E	1.02 mm	892.00 k principal	0.29	ABS-other	Long	USA
East One PLC, Series 2024-1, Class E	1.01 mm	783.00 k principal	0.29	ABS-mortgage backed security	Long	UK
Conn's Receivables Funding LLC, Series 2024-A, Class B	1.01 mm	1.10 mm principal	0.29	ABS-other	Long	USA
Merchants Fleet Funding LLC, Series 2024-1A, Class E	1.01 mm	1.00 mm principal	0.29	ABS-other	Long	USA
Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust, Series 2024-6, Class D	1.01 mm	1.00 mm principal	0.29	ABS-other	Long	USA
Pagaya AI Debt Selection Trust, Series 2024-7, Class D	1.01 mm	1.00 mm principal	0.29	ABS-other	Long	USA
Elmwood CLO VIII, Ltd., Series 2024-1A, Class FR	1.01 mm	1.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACHV ABS TRUST, Series 2023-4CP, Class E	1.00 mm	1.00 mm principal	0.29	ABS-other	Long	USA
DBWF, Series 2024-LCRS Mortgage Trust, Class E	1.00 mm	1.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
Dryden 42 Senior Loan Fund, Series 2024-42A, Class FRR	996.25 k	1.13 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Conn's Receivables Funding LLC, Series 2024-A, Class C	995.76 k	1.08 mm principal	0.29	ABS-other	Long	USA
Cherry Mezz Facility 2023	978.42 k	978.42 k principal	0.28	Debt	Long	USA
Home RE, Ltd., Series 2021-1, Class B1	970.63 k	956.00 k principal	0.28	ABS-mortgage backed security	Long	Bermuda
Satus PLC, Series 2024-1, Class D	953.06 k	739.00 k principal	0.28	ABS-other	Long	UK
Carvana Auto Receivables Trust, Series 2022-P1, Class R	946.95 k	4.00 k principal	0.27	ABS-other	Long	USA
Octane Receivables Trust 2023-2, Series 2023-2A, Class E	943.78 k	904.00 k principal	0.27	ABS-other	Long	USA
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class C	933.71 k	880.00 k principal	0.27	ABS-mortgage backed security	Long	Ireland
Residential Accredit Loans, Inc., Series 2006-Q05, Class 1A2	912.97 k	866.44 k principal	0.26	ABS-mortgage backed security	Long	USA
SMR, Series 2022-IND Mortgage Trust, Class E	911.68 k	927.72 k principal	0.26	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class B	905.40 k	1.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
ACM Auto Trust 2024-1, Series 2024-1A, Class B	887.42 k	851.00 k principal	0.26	ABS-other	Long	USA
Newday Funding Master Issuer PLC - Series 2024-2, Series 2024-2X, Class E	885.24 k	686.00 k principal	0.26	ABS-other	Long	UK
Exeter Automobile Receivables Trust 2024-4, Series 2024-4A, Class E	873.44 k	863.00 k principal	0.25	ABS-other	Long	USA
Satus PLC, Series 2024-1, Class E	864.07 k	670.00 k principal	0.25	ABS-other	Long	UK
HPLY Trust, Series 2019-HIT, Class F	863.88 k	862.50 k principal	0.25	ABS-mortgage backed security	Long	USA
Dowson PLC, Series 2022-2, Class E	851.03 k	651.00 k principal	0.25	ABS-other	Long	UK
Merrion Square Residential 2024-1 DAC, Series 2024-1X, Class E	850.85 k	811.00 k principal	0.25	ABS-mortgage backed security	Long	Ireland
Ownit Mortgage Loan Trust, Series 2005-4, Class M1	835.45 k	944.43 k principal	0.24	ABS-mortgage backed security	Long	USA
COMM 2014-CCRE18 Mortgage Trust, Series 2014-CR18, Class E	833.80 k	1.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust, Series 2023-C, Class E	827.42 k	780.00 k principal	0.24	ABS-other	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2022-ONL, Class E	817.09 k	1.04 mm principal	0.24	ABS-mortgage backed security	Long	USA
Bain Capital Credit CLO 2018-2, Series 2018-2A, Class F	809.20 k	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Structured Asset Investment Loan Trust, Series 2005-8, Class M2	807.55 k	999.81 k principal	0.23	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust, Series 2018-H3, Class D	806.30 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E	793.90 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1B1	784.63 k	732.00 k principal	0.23	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class G	782.17 k	1.45 mm principal	0.23	ABS-mortgage backed security	Long	USA
Satus PLC, Series 2021-1, Class F	773.41 k	600.00 k principal	0.22	ABS-other	Long	UK
GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class G	773.05 k	839.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class F	769.83 k	749.00 k principal	0.22	ABS-mortgage backed security	Long	Ireland
Domi BV, Series 2021-1, Class E	764.88 k	704.00 k principal	0.22	ABS-mortgage backed security	Long	Netherlands
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class D	763.50 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Oaktree CLO 2019-2, Ltd., Series 2019-2A, Class D	753.92 k	754.00 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ameriquest Mortgage Securities Trust, Series 2006-R1, Class M4	742.40 k	709.27 k principal	0.21	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class A	733.27 k	767.74 k principal	0.21	ABS-mortgage backed security	Long	USA
CPS Auto Receivables Trust, Series 2022-C, Class E	731.08 k	700.00 k principal	0.21	ABS-other	Long	USA
Goldentree Loan Management US Clo 14, Ltd., Series 2024-14A, Class FR	730.10 k	745.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Jersey
Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F	719.19 k	556.00 k principal	0.21	ABS-mortgage backed security	Long	UK
CPS Auto Receivables Trust, Series 2024-A, Class E	715.33 k	700.00 k principal	0.21	ABS-other	Long	USA
Tricolor Auto Securitization Trust 2024-2, Series 2024-2A, Class E	709.10 k	700.00 k principal	0.21	ABS-other	Long	USA
Tricolor Auto Securitization Trust 2024-2, Series 2024-2A, Class F	707.98 k	700.00 k principal	0.20	ABS-other	Long	USA
Dowson PLC, Series 2021-2, Class F	706.98 k	561.00 k principal	0.20	ABS-other	Long	UK
Pagaya AI Debt Trust, Series 2023-1, Class B	691.60 k	677.91 k principal	0.20	ABS-other	Long	USA
Bletchley Park Funding PLC, Series 2024-1, Class X1	689.04 k	532.00 k principal	0.20	ABS-mortgage backed security	Long	UK
Natixis Commercial Mortgage Securities Trust, Series 2019-FAME, Class C	685.12 k	895.00 k principal	0.20	ABS-mortgage backed security	Long	USA
FTA Santander Consumer Spain Auto, Series 2023-1, Class E	684.48 k	600.00 k principal	0.20	ABS-other	Long	Spain
JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class F	682.19 k	1.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
Bear Stearns Mortgage Funding Trust, Series 2006-AR5, Class 2A2	679.57 k	739.22 k principal	0.20	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 2A2	676.14 k	899.73 k principal	0.20	ABS-mortgage backed security	Long	USA
Park Avenue Institutional Advisers CLO, Ltd. 2021-2, Series 2021-2A, Class E	669.30 k	709.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Plenti PL-Green ABS Trust, Series 2024-1, Class E	658.33 k	1.00 mm principal	0.19	ABS-other	Long	Australia
Wellman Park CLO, Ltd., Series 2024-1A, Class D2R	644.00 k	644.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac STACR REMIC Trust, Series 2023-DNA1, Class B1	639.72 k	547.00 k principal	0.19	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Acquisition Corp., Series 2006-FRE2, Class M3	630.40 k	893.18 k principal	0.18	ABS-mortgage backed security	Long	USA
Carlyle Global Market Strategies CLO 2014-2R, Ltd., Series 2018-2RA, Class D	619.12 k	638.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class D	616.93 k	1.04 mm principal	0.18	ABS-mortgage backed security	Long	USA
ICG US Clo 2021-1, Ltd., Series 2021-1A, Class E	616.27 k	650.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eurosail 2006-3nc PLC, Series 2006-3X, Class D1A	615.36 k	624.00 k principal	0.18	ABS-mortgage backed security	Long	UK
Dilosk RMBS No 8 Sts DAC, Series 2024-STS, Class X	614.70 k	561.25 k principal	0.18	ABS-mortgage backed security	Long	Ireland
Triangle Re, Ltd., Series 2021-3, Class B1	612.54 k	591.60 k principal	0.18	ABS-mortgage backed security	Long	Bermuda
Uropa Securities PLC, Series 2007-1, Class B1A	612.28 k	531.03 k principal	0.18	ABS-mortgage backed security	Long	UK
FT RMBS Miravet, Series 2023-1, Class E	608.57 k	600.00 k principal	0.18	ABS-mortgage backed security	Long	Spain
Stratton Mortgage Funding 2024-1 PLC, Series 2024-1A, Class F	589.89 k	465.00 k principal	0.17	ABS-mortgage backed security	Long	UK
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class D	589.25 k	557.00 k principal	0.17	ABS-mortgage backed security	Long	Ireland
Brignole Co., Series 2024-2024, Class F	589.09 k	542.75 k principal	0.17	ABS-other	Long	Italy
BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class C	584.30 k	668.00 k principal	0.17	ABS-mortgage backed security	Long	USA
FT RMBS Miravet, Series 2023-1, Class F	584.22 k	600.00 k principal	0.17	ABS-mortgage backed security	Long	Spain
Kinbane 2024-RPL 1 DAC, Series 2024-RPL1X, Class E	584.13 k	557.00 k principal	0.17	ABS-mortgage backed security	Long	Ireland
Freddie Mac STACR REMIC Trust, Series 2020-HQA4, Class B2	582.33 k	439.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Molossus Btl PLC, Series 2024-1, Class X	580.82 k	448.00 k principal	0.17	ABS-mortgage backed security	Long	UK
FCT Noria 2021, Series 2021-1, Class G	578.74 k	564.74 k principal	0.17	ABS-other	Long	France
Morgan Stanley Capital I Trust, Series 2017-ASHF, Class E	575.82 k	580.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class G	571.86 k	814.50 k principal	0.17	ABS-mortgage backed security	Long	USA
Greenwood Park CLO, Ltd., Series 2018-1A, Class E	570.78 k	578.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO, Ltd. 2018-III, Series 2018-3X, Class F	570.06 k	611.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs, Series 2005-R5, Class M7	568.99 k	528.02 k principal	0.16	ABS-mortgage backed security	Long	USA
Home Equity Mortgage Loan Asset-Backed Trust Series INABS, Series 2006-A, Class M1	566.84 k	785.42 k principal	0.16	ABS-mortgage backed security	Long	USA
Flagship Credit Auto Trust, Series 2022-2, Class E	563.66 k	926.00 k principal	0.16	ABS-other	Long	USA
Auto ABS Spanish Loans Fondo Titulizacion, Series 2022-1, Class D	562.09 k	516.02 k principal	0.16	ABS-other	Long	Spain
Parkmore Point RMBS 2022-1 PLC, Series 2022-1X, Class D	561.06 k	440.00 k principal	0.16	ABS-mortgage backed security	Long	UK
Aurorus 2023 BV, Series 2023-1, Class G	559.70 k	515.00 k principal	0.16	ABS-other	Long	Netherlands
GS Mortgage Securities Trust, Series 2013-GC10, Class D	559.03 k	585.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Atlas Funding PLC, Series 2023-1, Class F	558.18 k	402.00 k principal	0.16	ABS-mortgage backed security	Long	UK
Home Equity Mortgage Loan Asset-Backed Trust Series INABS, Series 2006-C, Class M1	558.07 k	543.82 k principal	0.16	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL4, Class A1	555.08 k	551.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust, Series 2020-DNA1, Class B2	553.92 k	494.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Bletchley Park Funding PLC, Series 2024-1, Class E	553.50 k	430.00 k principal	0.16	ABS-mortgage backed security	Long	UK
Aurorus 2023 BV, Series 2023-1, Class F	553.30 k	500.00 k principal	0.16	ABS-other	Long	Netherlands
Polaris PLC, Series 2023-2, Class F	552.73 k	403.00 k principal	0.16	ABS-mortgage backed security	Long	UK
Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC, Series 2006-HE3, Class M1	550.38 k	634.15 k principal	0.16	ABS-mortgage backed security	Long	USA
OZLM XXIII, Ltd., Series 2021-23A, Class ER	549.63 k	558.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CWABS Asset-Backed Certificates Trust 2006-11, Series 2006-12, Class M1	549.32 k	678.26 k principal	0.16	ABS-mortgage backed security	Long	USA
Molossus Btl PLC, Series 2024-1, Class E	549.18 k	426.00 k principal	0.16	ABS-mortgage backed security	Long	UK
Southern Auto Finance Company LLC, Mezz WH 2021	548.39 k	548.39 k principal	0.16	Debt	Long	USA