NPORT-P false 0001408970 XXXXXXXX S000038247 C000117922 AdvisorShares Trust 811-22110 0001408970 549300K5KGUMX2I7WM68 4800 Montgomery Lane Suite 150 Bethesda 20814 877-843-3831 AdvisorShares Newfleet Multi-Sector Income ETF S000038247 549300TXPL8N66JNJ546 2020-06-30 2019-12-31 N 71334210.53 1052806.67 70281403.86 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AD0 150000.00000000 PA USD 162386.11000000 0.231051318103 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N Verus Securitization Trust N/A 92537GAA1 162187.03000000 PA USD 163384.07000000 0.232471266973 Long ABS-MBS CORP US N 2 2059-05-25 Variable 3.21100000 N N N N N N Westgate Resorts 549300K8T4A858DBUE44 96033CAA0 128339.90000000 PA USD 128741.30000000 0.183179750160 Long ABS-O CORP US N 2 2028-12-20 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receiva N/A 03065MAF4 210078.46000000 PA USD 210235.56000000 0.299133979194 Long ABS-O CORP US N 2 2021-07-08 Fixed 2.88000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 25000.00000000 PA USD 25921.25000000 0.036882089110 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N USASF Receivables LLC N/A 90352VAB2 305000.00000000 PA USD 308986.93000000 0.439642512855 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.99000000 N N N N N N Vericrest Opportunity Loan Tra N/A 91833JAA8 244563.64000000 PA USD 246632.80000000 0.350921846255 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.33570000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBE8 180000.00000000 PA USD 179959.14000000 0.256055129972 Long DBT CORP US N 2 2023-04-01 Fixed 2.25000000 N N N N N N GSR Mortgage Loan Trust N/A 36228F4R4 159468.19460000 PA USD 159364.73000000 0.226752343077 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.04345000 N N N N N N AmeriCredit Automobile Receiva 5493003R0K8V08JVGR27 03066HAG2 285000.00000000 PA USD 295116.42000000 0.419906837074 Long ABS-O CORP US N 2 2024-03-18 Fixed 3.82000000 N N N N N N ACC Trust N/A 00085MAA7 176053.21000000 PA USD 177034.35000000 0.251893588171 Long ABS-O CORP US N 2 2022-05-20 Fixed 3.75000000 N N N N N N Angel Oak Mortgage Trust N/A 03463TAA8 126107.77000000 PA USD 126755.79000000 0.180354664304 Long ABS-MBS CORP US N 2 2048-04-27 Variable 3.25800000 N N N N N N Select Medical Corp N/A 816194AV6 14980.51000000 PA USD 15032.04000000 0.021388360468 Long LON CORP US N 2 2025-03-06 Floating 4.42810000 N N N N N N COLT Funding LLC N/A 19687XAA5 293121.85000000 PA USD 295570.03000000 0.420552256737 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.70500000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 93958.49000000 PA USD 98276.10000000 0.139832295034 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.69162700 N N N N N N BX Trust N/A 12433UAG0 700000.00000000 PA USD 698386.71000000 0.993700568917 Long ABS-MBS CORP US N 2 2035-05-15 Floating 2.75975000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 150000.00000000 PA USD 155032.62000000 0.220588393921 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Tesla Auto Lease Trust N/A 88161NAB5 310000.00000000 PA USD 316975.50000000 0.451009061559 Long ABS-O CORP US N 2 2021-10-20 Fixed 4.12000000 N N N N N N Octane Receivables Trust N/A 67576TAA7 175000.00000000 PA USD 174926.15000000 0.248893932665 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.16000000 N N N N N N Upstart Securitization Trust 5493001JGB0VWKP2NJ75 91679KAA2 143007.44280000 PA USD 143394.96000000 0.204029732083 Long ABS-O CORP US N 2 2026-04-20 Fixed 3.45000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BNT4 52604.44000000 PA USD 54718.86000000 0.077856811325 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.37272300 N N N N N N DORIC NIMROD AIR 2012-1A N/A 258258AA0 392487.15970000 PA USD 401873.79000000 0.571806719741 Long DBT CORP GG N 2 2022-11-30 Fixed 5.12500000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BA7 245000.00000000 PA USD 257544.65000000 0.366447788255 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 170000.00000000 PA USD 176195.35000000 0.250699815773 Long DBT CORP US N 2 2023-11-29 Floating 3.51375000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65336RAW8 105000.00000000 PA USD 105733.95000000 0.150443707997 Long LON CORP US N 2 2026-09-19 Floating 4.80700080 N N N N N N Towd Point Mortgage Trust N/A 89172YAA8 262603.01960000 PA USD 262602.57000000 0.373644457249 Long ABS-MBS CORP US N 2 2056-04-25 Variable 2.25000000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUS N/A 85211XAA1 151630.79000000 PA USD 152835.47000000 0.217462175776 Long ABS-MBS CORP US N 2 2049-04-29 Variable 3.39500000 N N N N N N ARAMARK SERVICES 03/28/24 42YMHYH0XMHJEXDUB065 03852JAK7 202309.87000000 PA USD 203447.86000000 0.289476090155 Long LON CORP US N 2 2024-03-28 Floating 4.27490000 N N N N N N DT Auto Owner Trust N/A 23343CAE1 280000.00000000 PA USD 284564.56000000 0.404893107381 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.79000000 N N N N N N Countrywide Alternative Loan T N/A 12667FRY3 79971.01000000 PA USD 82075.27000000 0.116780919976 Long ABS-MBS CORP US N 2 2034-10-25 Fixed 6.00000000 N N N N N N Homeward Opportunities Fund I N/A 43800KAA5 170864.85000000 PA USD 170822.41000000 0.243054920104 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.67500000 N N N N N N Structured Asset Securities Co N/A 86359BBS9 121372.86000000 PA USD 124697.66000000 0.177426250973 Long ABS-MBS CORP US N 2 2033-12-25 Variable 4.16602300 N N N N N N Bayview Financial Acquisition N/A 07325VAC8 35992.29000000 PA USD 35999.79000000 0.051222354737 Long ABS-MBS CORP US N 2 2037-05-28 Variable 6.20500000 N N N N N N GUANAY FINANCE LTD N/A 40066NAA4 220011.42150000 PA USD 223311.59000000 0.317739227925 Long DBT CORP KY N 2 2020-12-15 Fixed 6.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA N/A 836205AR5 200000.00000000 PA USD 220529.00000000 0.313780015605 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 12647JBJ0 223242.78000000 PA USD 223342.08000000 0.317782610667 Long ABS-MBS CORP US N 2 2043-04-25 Variable 3.04117500 N N N N N N Deephaven Residential Mortgage N/A 24380RAA8 339324.55000000 PA USD 341529.07000000 0.485945145148 Long ABS-MBS CORP US N 2 2059-01-25 Variable 3.74300000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAN3 414083.54000000 PA USD 418405.74000000 0.595329229384 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.36200600 N N N N N N Onslow Bay Financial LLC N/A 67098AAC3 234789.27000000 PA USD 242401.56000000 0.344901420129 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.50000000 N N N N N N Drug Royalty II LP 1 549300ENH0TPK7N8PS57 26223UAD1 13652.95000000 PA USD 13652.26000000 0.019425138443 Long ABS-O CORP US N 2 2023-07-15 Fixed 3.48400000 N N N N N N Structured Asset Securities Co N/A 86359BHJ3 360166.92000000 PA USD 370421.09000000 0.527054198771 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.14004200 N N N N N N New Residential Mortgage Loan N/A 64829YAA8 82167.70000000 PA USD 82833.90000000 0.117860337800 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.67461000 N N N N N N INEOS US FINANCE 5493008MHJ4R367SNK31 45672JAK6 243861.62000000 PA USD 244360.32000000 0.347688444708 Long LON CORP US N 2 2024-03-31 Floating 4.25310000 N N N N N N Kabbage Funding LLC N/A 48283PAE1 200000.00000000 PA USD 202272.48000000 0.287803698974 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.82500000 N N N N N N COLT Funding LLC N/A 19687VAA9 118940.17000000 PA USD 119535.25000000 0.170080908227 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.47000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DAH2 101000.00000000 PA USD 101298.11000000 0.144132166457 Long ABS-O CORP US N 2 2021-09-25 Fixed 2.67000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAS1 330000.00000000 PA USD 344023.27000000 0.489494021327 Long DBT CORP US N 2 2024-03-15 Fixed 4.65000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BE3 230000.00000000 PA USD 243718.21000000 0.346774817539 Long DBT CORP US N 2 2022-04-15 Fixed 4.87500000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GAU8 105121.50000000 PA USD 107490.05000000 0.152942377494 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWC4 330000.00000000 PA USD 334228.13000000 0.475556991812 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46643UDJ5 150865.65000000 PA USD 150893.26000000 0.214698699389 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.21102800 N N N N N N Credit Suisse First Boston Mor N/A 22541Q2D3 86982.81000000 PA USD 89024.75000000 0.126668997929 Long ABS-MBS CORP US N 2 2034-01-25 Variable 3.97106500 N N N N N N GSR Mortgage Loan Trust N/A 36228FPE0 171267.60600000 PA USD 177185.11000000 0.252108097261 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 6.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 70000.00000000 PA USD 75913.88000000 0.108014177052 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 204000.00000000 PA USD 211115.79000000 0.300386415758 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Conn Funding II, L.P N/A 20826JAB4 120697.97000000 PA USD 121379.49000000 0.172704987853 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.65000000 N N N N N N SUTHERLAND COMMERCIAL MORTGAGE N/A 86933YAA4 140416.22000000 PA USD 141095.13000000 0.200757415547 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.19200000 N N N N N N TRANSDIGM 18 C 88Q84GB3X55CF5OC7582 89364MBM5 165767.00000000 PA USD 166527.04000000 0.236943246511 Long LON CORP US N 2 2024-08-22 Floating 5.02480000 N N N N N N National City Mortgage Capital N/A 635419AE4 102135.28000000 PA USD 104163.38000000 0.148209020137 Long ABS-MBS CORP US N 2 2038-03-25 Fixed 6.00000000 N N N N N N CITADEL LP N/A 17288XAB0 75000.00000000 PA USD 79050.60000000 0.112477263768 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Y1 2100000.00000000 PA USD 2108900.39000000 3.000652056126 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Colony American Finance Ltd N/A 21872BAA4 279573.98000000 PA USD 288674.17000000 0.410740472081 Long ABS-O CORP US N 2 2051-06-15 Fixed 3.80400000 N N N N N N Arroyo Mortgage Trust N/A 042858AA8 130219.21000000 PA USD 132152.73000000 0.188033708409 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.34700000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 190000.00000000 PA USD 193421.00000000 0.275209357492 Long DBT CORP US N 2 2024-06-12 Floating 3.06725000 N N N N N N Pretium Mortgage Credit Partne N/A 74142RAA2 165637.76000000 PA USD 165895.89000000 0.236045213795 Long ABS-MBS CORP US N 2 2059-07-27 Variable 3.10490000 N N N N N N Marlette Funding Trust 549300GIOP3T7X23OV63 57110AAA2 205000.36000000 PA USD 205199.25000000 0.291968058021 Long ABS-O CORP US N 2 2029-12-17 Fixed 2.39000000 N N N N N N Exeter Automobile Receivables N/A 30166JAC9 46170.33000000 PA USD 46247.97000000 0.065803992891 Long ABS-O CORP US N 2 2021-12-15 Fixed 3.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 306000.00000000 PA USD 316378.82000000 0.450160074534 Long DBT CORP US N 2 2023-05-01 Fixed 3.87500000 N N N N N N BXG Receivables Note Trust 549300IYSLLRKXUYO938 05606VAA6 62582.74010000 PA USD 62459.77000000 0.088870976630 Long ABS-O CORP US N 2 2028-12-04 Fixed 3.01000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DAY7 250000.00000000 PA USD 262096.43000000 0.372924295197 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N AXIS Equipment Finance Receiva 549300CLUTIE6U42KJ43 03236TAG1 211784.20610000 PA USD 213056.27000000 0.303147430612 Long ABS-O CORP US N 2 2023-12-20 Fixed 3.24000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCD2 180000.00000000 PA USD 188354.70000000 0.268000765003 Long DBT CORP MX N 2 2023-09-21 Fixed 4.62500000 N N N N N N Centex Home Equity N/A 152314LE8 138081.82000000 PA USD 139928.17000000 0.199097004776 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.85000000 N N N N N N American Credit Acceptance Rec N/A 02530DAC0 205000.00000000 PA USD 207141.23000000 0.294731207152 Long ABS-O CORP US N 2 2025-06-12 Fixed 3.17000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 290000.00000000 PA USD 301763.01000000 0.429363947540 Long DBT CORP US N 2 2024-10-15 Fixed 3.62500000 N N N N N N Banc of America Funding Corpor N/A 05946XPV9 126847.82000000 PA USD 129586.24000000 0.184381974295 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAW1 175000.00000000 PA USD 179787.14000000 0.255810399516 Long DBT CORP US N 2 2022-06-01 Variable 3.49700000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AW0 105000.00000000 PA USD 114894.47000000 0.163477767502 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N Aqua Finance Trust N/A 038370AA0 204854.45000000 PA USD 205586.11000000 0.292518502347 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.14000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 9292274D5 93654.52170000 PA USD 95600.79000000 0.136025726222 Long ABS-MBS CORP US N 2 2033-06-25 Variable 4.69893600 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 235000.00000000 PA USD 250351.74000000 0.356213345565 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAU7 195000.00000000 PA USD 198053.54000000 0.281800773920 Long DBT CORP US N 2 2023-02-10 Fixed 3.50000000 N N N N N N First Investors Auto Owner Tru N/A 32059TAE9 305000.00000000 PA USD 309110.42000000 0.439818220785 Long ABS-O CORP US N 2 2025-03-17 Fixed 3.26000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17324VAH7 148449.28000000 PA USD 151760.78000000 0.215933051511 Long ABS-MBS CORP US N 2 2042-09-25 Variable 3.75000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17320XAA2 374947.28140000 PA USD 370287.74000000 0.526864461526 Long ABS-MBS CORP US N 2 2042-05-25 Variable 3.00000000 N N N N N N CLEAR CHANNEL OU 08/21/26 N/A 000000000 109725.00000000 PA USD 110518.31000000 0.157251141738 Long LON CORP US N 2 2026-08-23 Floating 5.66663040 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AD2 360000.00000000 PA USD 363682.80000000 0.517466612824 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N New Residential Mortgage Loan N/A 64828YAR2 118783.14000000 PA USD 122739.95000000 0.174640720388 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.75000000 N N N N N N GENESEE & WYOMIN 11/06/26 N/A 000000000 25000.00000000 PA USD 25272.25000000 0.035958658495 Long LON CORP US N 2 2026-11-06 Floating 3.90605040 N N N N N N Prosper Marketplace Issuance T N/A 74362DAA6 129710.87000000 PA USD 130386.94000000 0.185521251481 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.19000000 N N N N N N Foundation Finance Trust 549300RIQ1R4PTXR5G48 35040UAA9 256632.56490000 PA USD 257847.16000000 0.366878215059 Long ABS-O CORP US N 2 2033-07-15 Fixed 3.30000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAJ7 250000.00000000 PA USD 254083.34000000 0.361522858174 Long DBT CORP US N 2 2022-11-08 Fixed 2.95700000 N N N N N N Towd Point Mortgage Trust N/A 89172UAA6 311061.38930000 PA USD 309983.65000000 0.441060697389 Long ABS-MBS CORP US N 2 2056-07-25 Variable 2.25000000 N N N N N N CarNow Auto Receivables Trust N/A 14366LAA0 160682.63000000 PA USD 160759.60000000 0.228737035930 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.72000000 N N N N N N Upstart Securitization Trust 549300UZ5Q5CA34BOZ39 91678RAB6 85320.87000000 PA USD 85461.96000000 0.121599676879 Long ABS-O CORP US N 2 2025-03-20 Fixed 3.74800000 N N N N N N Verus Securitization Trust N/A 92536FAA4 180743.34000000 PA USD 181210.96000000 0.257836283920 Long ABS-MBS CORP US N 2 2048-02-25 Variable 2.92900000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07331YAA8 302850.94510000 PA USD 307043.83000000 0.436877770130 Long ABS-MBS CORP US N 2 2055-01-28 Variable 3.50000000 N N N N N N Tidewater Auto Receivables Tru 549300045J2AQZL8DT48 88642MAC4 525000.00000000 PA USD 528910.31000000 0.752560821143 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.45000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17322GAA7 280599.50970000 PA USD 290981.13000000 0.414022933548 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 305000.00000000 PA USD 322674.97000000 0.459118560925 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Sutherland Commercial Mortgage N/A 86934NAA7 238856.11000000 PA USD 240395.82000000 0.342047549987 Long ABS-MBS CORP US N 2 2039-05-25 Variable 4.72000000 N N N N N N COMM Mortgage Trust N/A 12592FAA3 180000.00000000 PA USD 189810.25000000 0.270071796485 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.61130000 N N N N N N Diamond Resorts Owner Trust N/A 252722AB9 194478.33000000 PA USD 194486.58000000 0.276725519580 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N New Residential Mortgage Loan N/A 64829LAA6 316844.68000000 PA USD 328921.79000000 0.468006858051 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N Verus Securitization Trust 549300KJ08SBZIO7LD46 92536BAA3 58571.31000000 PA USD 58712.33000000 0.083538926053 Long ABS-MBS CORP US N 2 2047-01-25 Variable 2.85300000 N N N N N N American Credit Acceptance Rec N/A 02528CAC6 155000.00000000 PA USD 156388.54000000 0.222517666709 Long ABS-O CORP US N 2 2023-04-12 Fixed 3.32000000 N N N N N N Towd Point Mortgage Trust N/A 89171VAB3 250000.00000000 PA USD 254609.75000000 0.362271861426 Long ABS-MBS CORP US N 2 2055-05-25 Variable 3.50000000 N N N N N N APTIV CORP N/A 247126AJ4 215000.00000000 PA USD 227973.06000000 0.324371807447 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AU3 60000.00000000 PA USD 50791.20000000 0.072268334453 Long DBT CORP US N 2 2067-04-20 Floating 4.00588000 N N N N N N SBA TOWER TRUST N/A 78403DAK6 780000.00000000 PA USD 783575.44000000 1.114911480084 Long DBT CORP US N 2 2021-07-09 Fixed 2.87700000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 66977WAP4 200000.00000000 PA USD 204417.00000000 0.290855032445 Long DBT CORP CA N 2 2025-05-01 Fixed 5.00000000 N N N N N N Residential Mortgage Loan Trus N/A 76119MAA7 205183.73000000 PA USD 208033.44000000 0.296000689477 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.93600000 N N N N N N New Residential Mortgage Loan N/A 64828JAA2 93295.37000000 PA USD 94407.47000000 0.134327809085 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.98600000 N N N N N N Deephaven Residential Mortgage N/A 24381FAC9 64497.39000000 PA USD 64620.39000000 0.091945218010 Long ABS-MBS CORP US N 2 2047-10-25 Variable 2.81300000 N N N N N N Foursight Capital Automobile R N/A 35105DAE1 445000.00000000 PA USD 451382.64000000 0.642250460590 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.68000000 N N N N N N Structured Asset Securities Co N/A 86359A5V1 150066.63000000 PA USD 152272.70000000 0.216661437644 Long ABS-MBS CORP US N 2 2033-11-25 Variable 4.27137000 N N N N N N Ajax Mortgage Loan Trust N/A 00969DAA8 219146.72000000 PA USD 219786.50000000 0.312723548376 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.16300000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 350000.00000000 PA USD 350021.36000000 0.498028412604 Long DBT CORP US N 2 2021-09-17 Floating 2.54963000 N N N N N N Mill City Mortgage Trust N/A 59980TAA4 311208.79460000 PA USD 311407.47000000 0.443086581793 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHB8 153000.00000000 PA USD 153019.01000000 0.217723325938 Long DBT CORP US N 2 2026-02-05 Floating 2.66050000 N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 360000.00000000 PA USD 362094.48000000 0.515206669350 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N First Investors Auto Owner Tru N/A 32058NAJ2 145000.00000000 PA USD 147243.38000000 0.209505462203 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.60000000 N N N N N N Consumer Loan Underlying Bond N/A 21052NAA0 143516.31000000 PA USD 144333.64000000 0.205365334317 Long ABS-O CORP US N 2 2025-10-15 Fixed 3.47000000 N N N N N N Exeter Automobile Receivables 549300KR7NUJOX0UJ040 30167DAC1 345000.00000000 PA USD 352620.98000000 0.501727285787 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.82000000 N N N N N N Homeward Opportunities Fund I N/A 43789EAA4 265742.17000000 PA USD 267909.59000000 0.381195558548 Long ABS-MBS CORP US N 2 2059-01-25 Variable 3.45400000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AR0 200000.00000000 PA USD 200700.00000000 0.285566293467 Long DBT CORP US N 2 2021-07-15 Floating 5.50088000 N N N N N N Washington Mutual MSC Mortgage N/A 939336J38 44482.30000000 PA USD 44369.70000000 0.063131493628 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.07431800 N N N N N N United Auto Credit Securitizat N/A 90945QAD3 205000.00000000 PA USD 207245.37000000 0.294879382905 Long ABS-O CORP US N 2 2024-08-12 Fixed 3.47000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BGQ8 202110.55000000 PA USD 206032.53000000 0.293153691708 Long ABS-MBS CORP US N 2 2034-02-25 Variable 4.25597400 N N N N N N Drive Auto Receivables Trust N/A 26209WAF0 240000.00000000 PA USD 242710.58000000 0.345341109695 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.90000000 N N N N N N ACC Trust 2018-1 549300U9SU9NK6P6TK25 00435QAA5 14231.93000000 PA USD 14241.37000000 0.020263354483 Long ABS-O CORP US N 2 2020-12-21 Fixed 3.70000000 N N N N N N Welk Resorts LLC 549300TIITBU8G1Z5089 949458AA1 149867.25000000 PA USD 150018.92000000 0.213454643420 Long ABS-O CORP US N 2 2031-06-16 Fixed 2.79000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 45000.00000000 PA USD 47343.83000000 0.067363238922 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Dell Equipment Finance Trust N/A 24702JAD1 220658.35000000 PA USD 220703.45000000 0.314028232047 Long ABS-O CORP US N 2 2022-10-24 Fixed 2.19000000 N N N N N N Homeward Opportunities Fund Tr N/A 43789AAA2 272259.18000000 PA USD 274736.79000000 0.390909650221 Long ABS-MBS CORP US N 2 2048-06-25 Variable 3.76600000 N N N N N N Credit Suisse First Boston Mor N/A 22541SXJ2 25132.61000000 PA USD 25541.78000000 0.036342159657 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.21883700 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 445000.00000000 PA USD 454818.90000000 0.647139748241 Long DBT CORP US N 2 2023-10-24 Floating 3.33600000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAB7 199329.14000000 PA USD 201515.06000000 0.286726002800 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.36000000 N N N N N N Freedom Financial N/A 30312JAB4 220000.00000000 PA USD 219557.71000000 0.312398014185 Long ABS-O CORP US N 2 2026-11-18 Fixed 3.19000000 N N N N N N American Credit Acceptance Rec N/A 02529MAE9 380000.00000000 PA USD 385039.07000000 0.547853413353 Long ABS-O CORP US N 2 2025-01-13 Fixed 3.97000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HKK5 430000.00000000 PA USD 433360.45000000 0.616607560747 Long DBT CORP US N 2 N/A Fixed 5.30000000 N N N N N N Starwood Waypoint Homes Trust N/A 85572MAA8 474012.89000000 PA USD 473547.22000000 0.673787366204 Long ABS-O CORP US N 2 2035-01-17 Floating 2.68975000 N N N N N N New Residential Mortgage Loan N/A 64828EAA3 162255.21000000 PA USD 161940.87000000 0.230417807707 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N Albertson's LLC 549300MBYHQDK18CKL60 01310TAX7 76071.52000000 PA USD 76850.49000000 0.109346833983 Long LON CORP US N 2 2025-11-17 Floating 4.86200160 N N N N N N Virgin Media Bristol LLC N/A 000000000 145000.00000000 PA USD 146096.93000000 0.207874234116 Long LON CORP US N 2 2028-01-31 Floating 4.42125000 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BE8 290000.00000000 PA USD 302311.62000000 0.430144538094 Long DBT CORP US N 2 2023-03-15 Fixed 3.65000000 N N N N N N First Investors Auto Owner Tru N/A 32057HAG2 355000.00000000 PA USD 355263.27000000 0.505486872043 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.53000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17323MAA3 254199.71000000 PA USD 259093.16000000 0.368651088012 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.50000000 N N N N N N AXIS Equipment Finance Receiva 549300NOANH9X4RIOF97 03237JAB3 324055.51000000 PA USD 329189.94000000 0.468388395678 Long ABS-O CORP US N 2 2022-07-20 Fixed 3.89000000 N N N N N N CPS Auto Trust N/A 22411XAD6 210000.00000000 PA USD 215978.09000000 0.307304746544 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.34000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAJ3 280000.00000000 PA USD 296851.26000000 0.422375256748 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N SBA TOWER TRUST N/A 78403DAL4 780000.00000000 PA USD 788684.21000000 1.122180501076 Long DBT CORP US N 2 2022-04-11 Fixed 3.16800000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 185000.00000000 PA USD 185000.65000000 0.263228449973 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N Credit Acceptance Auto Loan Tr 549300J9CNONESCISQ91 22534BAA2 250000.00000000 PA USD 250976.10000000 0.357101717119 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.01000000 N N N N N N Consumer Loan Underlying Bond N/A 21054PAB1 154053.29000000 PA USD 154157.08000000 0.219342630530 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.47000000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 317672.91000000 PA USD 317332.05000000 0.451516379257 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N Exeter Automobile Receivables N/A 301656AE4 465000.00000000 PA USD 466690.60000000 0.664031414241 Long ABS-O CORP US N 2 2023-01-17 Fixed 3.03000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94981VAB3 134844.99000000 PA USD 135062.68000000 0.192174135094 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.99105300 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBB8 313000.00000000 PA USD 329813.17000000 0.469275159410 Long DBT CORP US N 2 2024-02-14 Fixed 3.80000000 N N N N N N JP Morgan Mortgage Trust N/A 466247NT6 288442.78000000 PA USD 294221.44000000 0.418633413450 Long ABS-MBS CORP US N 2 2035-04-25 Variable 4.33456300 N N N N N N LHFC Depositor, LLC 549300VCHJCK9EK5QK41 501890AA5 315000.00000000 PA USD 321885.59000000 0.457995390418 Long ABS-MBS CORP US N 2 2023-10-25 Variable 4.58000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 78471WAB1 305000.00000000 PA USD 306894.42000000 0.436665181889 Long ABS-O CORP US N 2 2027-04-26 Fixed 3.35000000 N N N N N N TRIP Rail Master Funding LLC 5493004VSVYOZVEYVJ29 89690EAF4 348128.94000000 PA USD 348618.51000000 0.496032365395 Long ABS-O CORP US N 2 2047-08-15 Fixed 2.70900000 N N N N N N Sequoia Mortgage Trust N/A 81747EAM9 386679.32000000 PA USD 390265.69000000 0.555290117393 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAN3 315000.00000000 PA USD 336311.05000000 0.478520677631 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 200000.00000000 PA USD 212379.00000000 0.302183775985 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 245000.00000000 PA USD 254419.32000000 0.362000907817 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23343GAE2 210000.00000000 PA USD 213811.12000000 0.304221470057 Long ABS-O CORP US N 2 2024-11-15 Fixed 3.61000000 N N N N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 65489MAB0 175000.00000000 PA USD 174719.73000000 0.248600227661 Long ABS-O CORP US N 2 2026-08-15 Fixed 3.06000000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 217612.26000000 PA USD 215788.95000000 0.307035628414 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N Chase Mortgage Finance Corpora N/A 16158RAD8 292655.70000000 PA USD 295144.74000000 0.419947132228 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N Velocity Commercial Capital Lo N/A 92257LAB6 85879.08000000 PA USD 85693.13000000 0.121928597457 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.00000000 N N N N N N MASTR Specialized Loan Trust N/A 576436CN7 96471.71000000 PA USD 97300.48000000 0.138444132666 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.70400000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94981VAY3 40427.34000000 PA USD 40524.26000000 0.057660003605 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.97369400 N N N N N N Orange Lake Timeshare Trust N/A 68504TAA2 131435.23000000 PA USD 132120.86000000 0.187988362132 Long ABS-O CORP US N 2 2027-09-08 Fixed 2.88000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 235000.00000000 PA USD 238302.82000000 0.339069521825 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Santander Drive Auto Receivabl N/A 80284TAK1 295049.01000000 PA USD 295264.13000000 0.420117006467 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.58000000 N N N N N N Access Point Financial N/A 00436KAA7 20210.70430000 PA USD 20209.88000000 0.028755657812 Long ABS-O CORP US N 2 2029-04-15 Fixed 3.06000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CA8 200000.00000000 PA USD 215531.14000000 0.306668803072 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AF5 410000.00000000 PA USD 427520.58000000 0.608298293032 Long DBT CORP US N 2 2023-05-30 Fixed 4.12500000 N N N N N N Drive Auto Receivables Trust N/A 26208FAJ0 61030.65000000 PA USD 61034.48000000 0.086843000634 Long ABS-O CORP US N 2 2023-09-15 Fixed 2.75000000 N N N N N N Exeter Automobile Receivables N/A 30167GAE0 220000.00000000 PA USD 219204.50000000 0.311895448811 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.44000000 N N N N N N CNOOC FINANCE 2013 LTD 5493006KAH3PSSMCES09 12625GAC8 200000.00000000 PA USD 203540.87000000 0.289608429571 Long DBT CORP HK N 2 2023-05-09 Fixed 3.00000000 N N N N N N SG Capital Partners N/A 78432BAA7 233991.59000000 PA USD 234168.25000000 0.333186642751 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.70300000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEP5 267000.00000000 PA USD 273329.15000000 0.388906787554 Long DBT CORP US N 2 2025-05-15 Floating 3.00988000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAW6 240000.00000000 PA USD 247079.69000000 0.351557704356 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46644XAC6 290900.00000000 PA USD 291382.66000000 0.414594251105 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.17177100 N N N N N N Flagship Credit Auto Trust N/A 33843NAE1 111618.37000000 PA USD 111996.56000000 0.159354471949 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.84000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW22 200000.00000000 PA USD 213108.00000000 0.303221034719 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.87500000 N N N N N BCC Funding CORP N/A 05492MAC9 220000.00000000 PA USD 218903.98000000 0.311467853482 Long ABS-O CORP US N 2 2024-09-20 Fixed 2.64000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36416UAG0 399373.54040000 PA USD 404628.42000000 0.575726149133 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17327DAA9 310930.25000000 PA USD 315171.28000000 0.448441924449 Long ABS-MBS CORP US N 2 2061-03-25 Variable 3.25000000 N N N N N N CONTL AIRLINES 1999-2 N/A 210805DS3 15074.86100000 PA USD 15168.05000000 0.021581882499 Long DBT CORP US N 2 2020-03-15 Fixed 6.23600000 N N N N N N Banc of America Funding Corpor N/A 06051GBE8 148802.45000000 PA USD 151799.54000000 0.215988201235 Long ABS-MBS CORP US N 2 2034-07-20 Variable 4.49600100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DC67 672125.26700000 PA USD 691089.13000000 0.983317196361 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Verus Securitization Trust N/A 92537FAA3 257009.79000000 PA USD 259206.35000000 0.368812140571 Long ABS-MBS CORP US N 2 2059-12-25 Variable 3.40200000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 97788.93000000 PA USD 97989.70000000 0.139424790368 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N NextGear Floorplan Master Owne N/A 65341KBA3 145000.00000000 PA USD 146738.51000000 0.208787107173 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.22000000 N N N N N N Aventura Mall Trust N/A 05357HAJ9 250000.00000000 PA USD 251715.95000000 0.358154413792 Long ABS-MBS CORP US N 2 2032-12-05 Variable 3.74267000 N N N N N N Preston Ridge Partners Mortgag N/A 69358XAA8 226176.29000000 PA USD 227021.92000000 0.323018476483 Long ABS-MBS CORP US N 2 2024-04-25 Variable 3.96700000 N N N N N N RCO Mortgage LLC N/A 74937LAA4 189692.86000000 PA USD 190368.24000000 0.270865733386 Long ABS-MBS CORP US N 2 2024-05-24 Variable 3.72100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828C57 420000.00000000 PA USD 423297.66000000 0.602289705030 Long DBT UST US N 2 2021-03-31 Fixed 2.25000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020ULQ6 319763.75000000 PA USD 323656.04000000 0.460514477833 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.34806600 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 355000.00000000 PA USD 392702.21000000 0.558756923498 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAA0 210593.08000000 PA USD 211987.04000000 0.301626075116 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.13000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83405XAA2 92426.65000000 PA USD 92573.52000000 0.131718370601 Long ABS-O CORP US N 2 2027-08-25 Fixed 3.20000000 N N N N N N STATION CASINOS 5493004E7Q60TX54WL62 85769EAR2 260977.69000000 PA USD 262598.36000000 0.373638467044 Long LON CORP US N 2 2023-06-08 Floating 5.02790000 N N N N N N Deephaven Residential Mortgage N/A 24381CAA0 335152.39760000 PA USD 335464.49000000 0.477316148476 Long ABS-MBS CORP US N 2 2047-06-25 Variable 2.45300000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAW7 180000.00000000 PA USD 180452.70000000 0.256757392552 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Centre Point Funding LLC CRYY0P1QBVL5M2COWL45 151608AB2 74214.42930000 PA USD 74043.23000000 0.105352519917 Long ABS-O CORP US N 2 2021-08-20 Fixed 2.61000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BQ8 200000.00000000 PA USD 226626.64000000 0.322456051747 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.87500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCA4 57000.00000000 PA USD 58427.00000000 0.083132943838 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N BRE Grand Islander Timeshare I N/A 05584AAA8 292337.34000000 PA USD 292800.67000000 0.416611868743 Long ABS-O CORP US N 2 2029-05-25 Fixed 2.94000000 N N N N N N Westlake Automobile Receivable 5493000EWZKZ6H2PNY04 96042GAJ1 380000.00000000 PA USD 385476.64000000 0.548476010479 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.61000000 N N N N N N SKOPOS AUTO RECEIVABLES TRUST N/A 83085DAC9 180000.00000000 PA USD 179713.96000000 0.255706275244 Long ABS-O CORP US N 2 2024-09-16 Fixed 3.63000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAJ2 213355.77000000 PA USD 216656.55000000 0.308270094364 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 190000.00000000 PA USD 200358.35000000 0.285080176257 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N GLS Auto Receivables Trust N/A 36258AAB6 220000.00000000 PA USD 220579.46000000 0.313851812692 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.72000000 N N N N N N KESTREL BIDCO INC 5493004LHNGMD0JHE251 000000000 35000.00000000 PA USD 35359.45000000 0.050311246016 Long LON CORP CA N 2 2026-12-11 Floating 4.88740000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DBC2 295000.00000000 PA USD 296673.30000000 0.422122046097 Long ABS-O CORP US N 2 2022-07-25 Fixed 2.65000000 N N N N N N Lendmark Funding Trust N/A 52603JAA8 390000.00000000 PA USD 401195.93000000 0.570842225632 Long ABS-O CORP US N 2 2027-04-20 Fixed 4.23000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BC7 250000.00000000 PA USD 264075.49000000 0.375740203661 Long DBT CORP US N 2 2023-08-01 Fixed 4.12500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 249000.00000000 PA USD 259794.15000000 0.369648492675 Long DBT CORP IE N 2 2024-07-01 Fixed 3.95000000 N N N N N N JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES N/A 000000000 1381416.12000000 NS USD 1381416.12000000 1.965549980691 Long STIV RF US N 1 N N N Verus Securitization Trust N/A 92537BAA2 139807.92470000 PA USD 141561.12000000 0.201420450112 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.10800000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 105000.00000000 PA USD 110108.25000000 0.156667687258 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N OneMain Financial Issuance Tru N/A 68267DAA4 215000.00000000 PA USD 217381.04000000 0.309300936038 Long ABS-O CORP US N 2 2031-02-14 Fixed 3.48000000 N N N N N N Upstart Securitization Trust 549300PN2KS41LBX8D66 916780AA7 184583.66000000 PA USD 185136.56000000 0.263421829718 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.89700000 N N N N N N PSEG POWER LLC N/A 69362BBC5 330000.00000000 PA USD 346556.90000000 0.493099000541 Long DBT CORP US N 2 2023-06-01 Fixed 3.85000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 170625.00000000 PA USD 182522.44000000 0.259702325189 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAD8 255000.00000000 PA USD 257319.11000000 0.366126878331 Long DBT CORP US N 2 2023-04-25 Floating 2.83963000 N N N N N N Hardee's Funding N/A 411707AB8 202437.50000000 PA USD 203864.68000000 0.290069163111 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.25000000 N N N N N N Tricolor Auto Securitization T N/A 89614SAB5 308464.87000000 PA USD 317212.74000000 0.451346618846 Long ABS-O CORP US N 2 2022-02-15 Fixed 4.76000000 N N N N N N MASTR Alternative Loans Trust N/A 576434QC1 188193.60000000 PA USD 193660.40000000 0.275549988138 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDQ6 410000.00000000 PA USD 436131.42000000 0.620550239532 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGJ2 345000.00000000 PA USD 348962.16000000 0.496521328309 Long DBT CORP US N 2 2023-04-24 Floating 2.93600000 N N N N N N Asset Backed Funding Certifica N/A 04542BMU3 36826.07020000 PA USD 37968.04000000 0.054022882177 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.68979000 N N N N N N Structured Adjustable Rate Mor N/A 86359BNU1 280147.35000000 PA USD 291927.27000000 0.415369150254 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.37272300 N N N N N N KESTREL BIDCO INC12/11/26 N/A 000000000 35000.00000000 PA USD 35359.45000000 0.050311246016 Long LON CORP US N 2 2026-12-11 Floating 4.71763080 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07332CAA5 150848.44000000 PA USD 153944.94000000 0.219040786815 Long ABS-MBS CORP US N 2 2057-07-28 Variable 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LH2 215000.00000000 PA USD 217895.60000000 0.310033078499 Long DBT CORP US N 2 2022-04-25 Floating 2.89963000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 000000000 280349.40000000 PA USD 282161.86000000 0.401474422113 Long LON CORP US N 2 2024-01-15 Floating 4.94950000 N N N N N N First Investors Auto Owner Tru N/A 32059BAE8 650000.00000000 PA USD 651298.83000000 0.926701508833 Long ABS-O CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15670BAB8 254183.43000000 PA USD 255613.21000000 0.363699635979 Long LON CORP US N 2 2025-01-31 Floating 5.13610000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83405TAA1 177857.65000000 PA USD 179007.04000000 0.254700433071 Long ABS-O CORP US N 2 2028-05-25 Fixed 2.90000000 N N N N N N DPL INC N/A 233293AP4 250000.00000000 PA USD 241514.42000000 0.343639151661 Long DBT CORP US N 2 2029-04-15 Fixed 4.35000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 255000.00000000 PA USD 258841.01000000 0.368292316009 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N OneMain Direct Auto Receivable N/A 68268XAC5 250000.00000000 PA USD 255835.18000000 0.364015466323 Long ABS-O CORP US N 2 2025-10-14 Fixed 3.85000000 N N N N N N VALEANT PHARMACEUTICALS INTERNATIONAL INC KOO0397YRO83WY5MGD97 000000000 279871.19000000 PA USD 281824.69000000 0.400994679277 Long LON CORP CA N 2 2025-06-01 Floating 5.50250000 N N N N N N Angel Oak Mortgage Trust N/A 03463VAA3 87750.74000000 PA USD 88790.31000000 0.126335424626 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.67400000 N N N N N N New Residential Mortgage Loan N/A 64829HAA5 468422.79000000 PA USD 485301.84000000 0.690512444752 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.75000000 N N N N N N Bayview Commercial Asset Trust N/A 07324YAC3 147209.37720000 PA USD 142454.43000000 0.202691497574 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.07200000 N N N N N N Verus Securitization Trust N/A 92535TAD9 180000.00000000 PA USD 182305.33000000 0.259393409902 Long ABS-MBS CORP US N 2 2058-06-01 Variable 4.42600000 N N N N N N Oportun Funding LLC 549300GGHBCT645S8T42 68376VAA2 390000.00000000 PA USD 395343.55000000 0.562515158045 Long ABS-O CORP US N 2 2024-07-08 Fixed 3.91000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HJG7 211654.67000000 PA USD 219417.40000000 0.312198373892 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.29235400 N N N N N N Verus Securitization Trust N/A 92536MAC5 62684.62000000 PA USD 63420.04000000 0.090237298228 Long ABS-MBS CORP US N 2 2058-03-25 Variable 4.05200000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAB4 200000.00000000 PA USD 214498.00000000 0.305198798287 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N CCG Receivables Trust N/A 12510FAC8 210000.00000000 PA USD 209986.16000000 0.298779120033 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.55000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 170000.00000000 PA USD 177469.61000000 0.252512898509 Long DBT CORP US N 2 2027-10-28 Floating 3.68563000 N N N N N N AVID AUTOMOBILE RECEIVABLES TR 549300MXT4YCVL1BDV18 05367MAA5 121158.02000000 PA USD 121286.25000000 0.172572321181 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.84000000 N N N N N N Freedom Financial 549300S83C1QQOPJBY76 35634BAB1 250000.00000000 PA USD 256227.85000000 0.364574177417 Long ABS-O CORP US N 2 2025-10-20 Fixed 4.61000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 78471FAA0 132541.40850000 PA USD 132776.11000000 0.188920685569 Long ABS-O CORP US N 2 2025-12-26 Fixed 3.05000000 N N N N N N ILFC (DELOS FINA 549300HX549YWOJQT076 000000000 153300.00000000 PA USD 154082.60000000 0.219236656551 Long LON CORP US N 2 2023-10-06 Floating 4.20060000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CV0 200000.00000000 PA USD 209439.80000000 0.298001730894 Long DBT NUSS TR N 2 2024-08-10 Fixed 6.35000000 N N N N N N MVW Owner Trust 549300Y5CF8WQOLGBR17 55388PAB6 125595.85000000 PA USD 125807.10000000 0.179004819326 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.96000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83405AAA2 156155.72000000 PA USD 156655.07000000 0.222896899316 Long ABS-O CORP US N 2 2026-01-26 Fixed 3.28000000 N N N N N N Chrysler Capital Auto Receivab N/A 17121FAG9 475702.00000000 PA USD 475939.19000000 0.677190784276 Long ABS-O CORP US N 2 2023-01-16 Fixed 4.17000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92872KAA5 193325.75000000 PA USD 194356.60000000 0.276540577344 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.96720000 N N N N N N Commercial Mortgage Lease-Back N/A 201736AC9 410657.28000000 PA USD 417328.41000000 0.593796348791 Long ABS-MBS CORP US N 2 2031-06-20 Variable 7.47100000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384M4H2 426861.39000000 PA USD 438008.11000000 0.623220490689 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.12703400 N N N N N N Exeter Automobile Receivables N/A 30167BAC5 445000.00000000 PA USD 449532.15000000 0.639617488141 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.69000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 84000.00000000 PA USD 90456.66000000 0.128706393202 Long DBT CORP US N 2 2043-06-15 Fixed 5.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 365000.00000000 PA USD 387178.03000000 0.550896835770 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Foursight Capital Automobile R N/A 35104VAB8 36836.78000000 PA USD 36854.80000000 0.052438906987 Long ABS-O CORP US N 2 2021-10-15 Fixed 2.87000000 N N N N N N Wells Fargo Commercial Mortgag 549300W6NRTMFPYUPG47 94989EAE7 255000.00000000 PA USD 264934.52000000 0.376962475774 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.18400000 N N N N N N Onslow Bay Financial LLC N/A 67113AAP5 168087.76000000 PA USD 169691.92000000 0.241446400726 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N MVW Owner Trust N/A 55400DAA9 210124.47000000 PA USD 208982.91000000 0.297351644278 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.22000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 71526.00000000 PA USD 71526.00000000 0.101770875468 Long RA CORP US N 2 Repurchase Y 1.55000000 2020-01-02 113022.25445929 USD 72956.52017166 USD UST N N Credit Suisse Mortgage Trust N/A 12648HAK1 393135.38000000 PA USD 399135.65000000 0.567910753170 Long ABS-MBS CORP US N 2 2044-04-25 Variable 3.74995200 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 275000.00000000 PA USD 286930.09000000 0.408258905259 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 186554.73000000 PA USD 188294.05000000 0.267914469060 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Westlake Automobile Receivable N/A 96042FAF1 215000.00000000 PA USD 219991.27000000 0.313014905675 Long ABS-O CORP US N 2 2024-01-16 Fixed 4.00000000 N N N N N N TRI POINTE GROUP / HOMES N/A 962178AN9 190000.00000000 PA USD 207178.85000000 0.294784734825 Long DBT CORP US N 2 2024-06-15 Fixed 5.87500000 N N N N N N Westgate Resorts N/A 96033WAA6 314091.45000000 PA USD 317508.89000000 0.451767996314 Long ABS-O CORP US N 2 2031-12-20 Fixed 3.38000000 N N N N N N Towd Point Asset Funding, LLC N/A 89178AAA4 123270.41000000 PA USD 123460.79000000 0.175666368654 Long ABS-MBS CORP US N 2 2048-04-25 Floating 2.69200000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAD9 175000.00000000 PA USD 179003.76000000 0.254695766118 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.87800000 N N N N N N Upstart Securitization Trust N/A 91678WAA7 210000.00000000 PA USD 209982.91000000 0.298774495766 Long ABS-O CORP US N 2 2030-01-21 Fixed 2.68400000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 93839.75000000 PA USD 93896.04000000 0.133600120149 Long ABS-O CORP US N 2 2031-03-17 Fixed 3.22000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAF8 250000.00000000 PA USD 258100.63000000 0.367238865225 Long DBT CORP IE N 2 2021-05-15 Fixed 4.50000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AW7 179000.00000000 PA USD 180073.43000000 0.256217747668 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 60000.00000000 PA USD 62300.10000000 0.088643789933 Long DBT CORP US N 2 2024-10-01 Fixed 4.75000000 N N N N N N Exeter Automobile Receivables N/A 30165YAC7 243719.70000000 PA USD 244410.50000000 0.347759843395 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.81000000 N N N N N N DT Auto Owner Trust N/A 23343JAE6 220000.00000000 PA USD 219835.57000000 0.312793367699 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.73000000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12061AAA6 126684.82000000 PA USD 128348.64000000 0.182621053295 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.61300000 N N N N N N DRB PRIME STUDENT LOAN TRUST N/A 23341KAC9 12816.94000000 PA USD 12815.05000000 0.018233912950 Long ABS-O CORP US N 2 2036-01-25 Fixed 2.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949803AA8 185199.10000000 PA USD 185561.68000000 0.264026712342 Long ABS-MBS CORP US N 2 2034-10-25 Variable 4.62330700 N N N N N N American Credit Acceptance Rec N/A 02530AAE2 415000.00000000 PA USD 417854.45000000 0.594544825587 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.75000000 N N N N N N MVW Owner Trust N/A 55389PAA7 218393.62000000 PA USD 221319.66000000 0.314905007362 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N CABLEVISION SYST 3HG2WD2W22M120IUNG49 64072UAE2 185464.79000000 PA USD 186057.35000000 0.264731977139 Long LON CORP US N 2 2025-07-17 Floating 4.65200000 N N N N N N GSAA Home Equity Trust N/A 36242DSS3 12289.78000000 PA USD 12291.57000000 0.017489078653 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.61900000 N N N N N N MASTR Alternative Loans Trust N/A 576434J39 134597.85440000 PA USD 142960.82000000 0.203412015338 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 6.00000000 N N N N N N CPS Auto Trust 54930087Z25SUMBR4I05 12652BAB7 106997.30000000 PA USD 107022.66000000 0.152277350937 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.43000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAT3 205000.00000000 PA USD 210772.44000000 0.299897879700 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N COMMSCOPE 549300Z6K4JXMFE8QY54 20337EAQ4 24937.50000000 PA USD 25124.53000000 0.035748474874 Long LON CORP US N 2 2026-04-04 Floating 5.55260000 N N N N N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 000000000 250000.00000000 PA USD 250000.00000000 0.355712871783 Long RA CORP US N 2 Repurchase Y 1.57000000 2020-01-02 385983.99320000 USD 254849.19904400 USD AMBS 143.90000000 USD 150.81290800 USD UST N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17326QAA1 164763.35000000 PA USD 166151.73000000 0.236409236120 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 175000.00000000 PA USD 171671.50000000 0.244263049073 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N 2020-02-24 AdvisorShares Trust Dan Ahrens Dan Ahrens Secretary and Treasurer