NPORT-P false 0001612930 XXXXXXXX S000077754 C000238280 Angel Oak Funds Trust 811-22980 0001612930 549300DGLMLNBVBKK655 980 Hammond Drive Suite 200 Atlanta 30328 404-953-4900 Angel Oak UltraShort Income ETF S000077754 549300AEKI5OUZTQ9F54 2027-01-31 2026-04-30 N 1478166882.870000000000 12568247.920000000000 1465598634.950000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 3994000.000000000000 0.000000000000 0.000000000000 USD N Fund's Securities Portfolio N24PGXXGOK GCAT N/A 36166XAB7 1258930.930000000000 PA USD 1106462.560000000000 0.0754956053 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.242000000000 N N N N N N GCAT N/A 36169DAC6 285814.030000000000 PA USD 284106.030000000000 0.0193849819 Long ABS-MBS CORP US N 2 2067-11-25 Variable 6.598000000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VBC3 1070000.000000000000 PA USD 1085176.760000000000 0.0740432431 Long DBT CORP US N 2 2028-04-15 Fixed 5.350000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDH6 3400000.000000000000 PA USD 3270493.180000000000 0.2231506705 Long DBT CORP US N 2 2028-04-10 Fixed 2.400000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CP2 2050000.000000000000 PA USD 2078027.480000000000 0.1417869416 Long DBT CORP US N 2 2028-06-01 Fixed 5.200000000000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AN8 990000.000000000000 PA USD 988227.250000000000 0.0674282322 Long DBT CORP US N 2 2027-02-15 Fixed 4.200000000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBE5 5731000.000000000000 PA USD 5676455.380000000000 0.3873130914 Long DBT CORP US N 2 2028-12-15 Fixed 4.250000000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AQ5 1275000.000000000000 PA USD 1286445.430000000000 0.0877761073 Long DBT CORP US N 2 2027-01-30 Fixed 5.750000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL N/A 78474LAL0 158388.800000000000 PA USD 157960.910000000000 0.0107779106 Long ABS-O CORP US N 2 2039-01-17 Floating 6.619190000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581YAA4 5000000.000000000000 PA USD 5010465.000000000000 0.3418715657 Long ABS-MBS CORP US N 2 2031-04-25 Variable 7.044000000000 N N N N N N Santander Mortgage Asset Recei 254900WEZWXJLYHMU869 802650AB7 2780985.900000000000 PA USD 2769654.220000000000 0.1889776746 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.036000000000 N N N N N N Santander Drive Auto Receivabl N/A 80288FAB7 3000000.000000000000 PA USD 2999302.800000000000 0.2046469428 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.040000000000 N N N N N N Santander Drive Auto Receivabl N/A 802923AB8 6666351.600000000000 PA USD 6673068.620000000000 0.4553135122 Long ABS-O CORP US N 2 2029-01-15 Fixed 4.280000000000 N N N N N N Sequoia Mortgage Trust N/A 81743JAK6 40537.600000000000 PA USD 40481.670000000000 0.0027621253 Long ABS-MBS CORP US N 2 2053-11-25 Variable 5.691862000000 N N N N N N Shackleton CLO LTD 549300OM5GJJFIKCOZ48 81881JAE2 3611972.140000000000 PA USD 3617942.730000000000 0.2468576760 Long ABS-CBDO CORP KY N 2 2031-05-07 Floating 5.621500000000 N N N N N N Shackleton CLO LTD 5493000LHXWSIZGUY418 81882HAE5 5000000.000000000000 PA USD 5010485.000000000000 0.3418729303 Long ABS-CBDO CORP KY N 2 2031-04-13 Floating 5.830310000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83390JAA0 1012251.530000000000 PA USD 1013956.160000000000 0.0691837544 Long ABS-O CORP US N 2 2034-08-15 Fixed 4.470000000000 N N N N N N Sothebys ArtFi Master Trust 9845002FA850DM72BA31 83589DAB2 2000000.000000000000 PA USD 2003367.200000000000 0.1366927583 Long ABS-O CORP US N 2 2033-06-20 Floating 4.921300000000 N N N N N N Sound Point CLO LTD 549300UPX3H8ENJXHI23 83607EAA0 1525415.350000000000 PA USD 1526017.890000000000 0.1041224967 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 5.086840000000 N N N N N N Sound Point CLO LTD 549300W2FX6HEXN27U70 83609GBN4 3118330.730000000000 PA USD 3119646.670000000000 0.2128581861 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.146840000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741AN8 890000.000000000000 PA USD 906915.610000000000 0.0618802166 Long DBT CORP US N 2 2027-03-01 Fixed 7.375000000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BC1 3800000.000000000000 PA USD 3773647.420000000000 0.2574816413 Long DBT CORP US N 2 2026-11-15 Fixed 3.000000000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BL1 1410000.000000000000 PA USD 1400006.480000000000 0.0955245486 Long DBT CORP US N 2 2028-11-15 Fixed 4.375000000000 N N N N N N Springcastle SPV N/A 85022WAP9 571150.990000000000 PA USD 538477.160000000000 0.0367411068 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.970000000000 N N N N N N The Huntington National Bank N/A 44644NAA7 178053.070000000000 PA USD 180481.540000000000 0.0123145270 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.153000000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAJ7 800000.000000000000 PA USD 799725.200000000000 0.0545664537 Long DBT CORP US N 2 2028-02-15 Fixed 6.000000000000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAE6 800000.000000000000 PA USD 813120.800000000000 0.0554804556 Long DBT CORP US N 2 2028-02-01 Fixed 8.375000000000 N N N N N N PMT Loan Trust N/A 69393FBA3 2236652.060000000000 PA USD 2238278.550000000000 0.1527211132 Long ABS-MBS CORP US N 2 2057-02-25 Floating 4.995160000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 850000.000000000000 PA USD 849904.720000000000 0.0579902778 Long DBT CORP US N 2 2028-11-01 Fixed 6.000000000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 300000.000000000000 PA USD 299417.250000000000 0.0204296895 Long DBT CORP US N 2 2027-01-15 Fixed 4.375000000000 N N N N N N Pagaya Point of Sale Holdings N/A 694952AA0 5750000.000000000000 PA USD 5769759.300000000000 0.3936793582 Long ABS-O CORP US N 2 2034-01-20 Fixed 5.715000000000 N N N N N N Pagaya Point of Sale Holdings N/A 694952AC6 1000000.000000000000 PA USD 1004111.600000000000 0.0685120453 Long ABS-O CORP US N 2 2034-01-20 Fixed 6.301000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694971AA0 3459333.620000000000 PA USD 3450661.760000000000 0.2354438437 Long ABS-O CORP US N 2 2033-12-15 Fixed 4.714000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694971AB8 2250000.000000000000 PA USD 2242003.500000000000 0.1529752721 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.276000000000 N N N N N N Starwood Mortgage Residential N/A 85573HAC4 356651.260000000000 PA USD 341615.590000000000 0.0233089457 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.431000000000 N N N N N N Westlake Automobile Receivable N/A 96043BAC6 3000000.000000000000 PA USD 3002465.100000000000 0.2048627113 Long ABS-O CORP US N 2 2028-09-15 Floating 4.169800000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 6760000.000000000000 PA USD 6857918.600000000000 0.4679261045 Long DBT CORP US N 2 2028-06-01 Fixed 6.250000000000 N N N N N N ZAIS CLO 3, LTD 549300SYHU0CNKIXQ691 98887HAL8 3897080.430000000000 PA USD 3908237.770000000000 0.2666649434 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.124710000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547DAD8 2999893.380000000000 PA USD 3022092.590000000000 0.2062019245 Long ABS-O CORP US N 2 2033-01-17 Fixed 6.146000000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 2000000.000000000000 PA USD 2032473.400000000000 0.1386787181 Long DBT CORP US N 2 2028-05-01 Fixed 5.550000000000 N N N N N N Prestige Auto Receivables Trus N/A 74113UAE2 5000000.000000000000 PA USD 5015266.000000000000 0.3421991451 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.340000000000 N N N N N N Prestige Auto Receivables Trus N/A 74113UAG7 5000000.000000000000 PA USD 5028292.000000000000 0.3430879287 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.520000000000 N N N N N N Theorem Funding Trust N/A 882925AB6 1526215.090000000000 PA USD 1528306.620000000000 0.1042786602 Long ABS-O CORP US N 2 2029-04-15 Fixed 8.950000000000 N N N N N N Theorem Funding Trust N/A 88339FAB9 2105587.480000000000 PA USD 2108854.720000000000 0.1438903305 Long ABS-O CORP US N 2 2028-12-15 Fixed 9.270000000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAS9 2153000.000000000000 PA USD 2158880.920000000000 0.1473036934 Long DBT CORP US N 2 2027-03-15 Fixed 4.875000000000 N N N N N N Towd Point Mortgage Trust N/A 89177XAA5 275052.320000000000 PA USD 275439.150000000000 0.0187936276 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.768790000000 N N N N N N Towd Point Mortgage Trust N/A 89180LAC2 1500000.000000000000 PA USD 1402227.150000000000 0.0956760682 Long ABS-MBS CORP US N 2 2061-12-25 Variable 2.500000000000 N N N N N N COLT Funding LLC N/A 12659YAA2 643969.890000000000 PA USD 632296.710000000000 0.0431425559 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.216289000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660BAM3 1887082.750000000000 PA USD 1845394.260000000000 0.1259140269 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.870000000000 N N N N N N CVR PARTNERS/CVR NITROGE N/A 12663QAC9 275000.000000000000 PA USD 275027.560000000000 0.0187655442 Long DBT CORP US N 2 2028-06-15 Fixed 6.125000000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAV6 2000000.000000000000 PA USD 1977318.780000000000 0.1349154354 Long DBT CORP US N 2 2027-04-01 Fixed 3.625000000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAM4 4800000.000000000000 PA USD 4762290.860000000000 0.3249382707 Long DBT CORP US N 2 2026-08-15 Fixed 1.875000000000 N N N N N N CPS Auto Trust N/A 12676XAB1 1250000.000000000000 PA USD 1249769.250000000000 0.0852736363 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.590000000000 N N N N N N COMM Mortgage Trust N/A 20047UAC0 3000000.000000000000 PA USD 2995260.000000000000 0.2043710965 Long ABS-MBS CORP US N 2 2041-08-10 Variable 5.733801000000 N N N N N N Steele Creek CLO Ltd N/A 85817BAS8 15000000.000000000000 PA USD 15015780.000000000000 1.0245492621 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 5.423100000000 N N N N N N STRIKE ACCEPTANCE AUTO FUNDING N/A 86332RAA6 1763028.770000000000 PA USD 1764470.930000000000 0.1203925064 Long ABS-O CORP US N 2 2032-04-15 Fixed 5.840000000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887AR3 1560000.000000000000 PA USD 1636333.720000000000 0.1116495117 Long DBT CORP US N 2 2028-10-01 Fixed 7.000000000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 4090000.000000000000 PA USD 3899275.980000000000 0.2660534670 Long DBT CORP US N 2 2027-11-01 Fixed 1.375000000000 N N N N N N Fannie Mae - CAS N/A 20754GAA8 478244.060000000000 PA USD 478319.140000000000 0.0326364346 Long ABS-MBS CORP US N 2 2044-02-25 Floating 4.745160000000 N N N N N N Fannie Mae - CAS N/A 20754VAA5 403430.420000000000 PA USD 405799.850000000000 0.0276883343 Long ABS-MBS CORP US N 2 2045-03-25 Floating 5.095160000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 264022.420000000000 PA USD 264318.710000000000 0.0180348633 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.145160000000 N N N N N N Fannie Mae - CAS N/A 20755JAA1 1142872.890000000000 PA USD 1144043.650000000000 0.0780598196 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.595160000000 N N N N N N Fannie Mae - CAS N/A 207941AA3 537269.190000000000 PA USD 537360.960000000000 0.0366649468 Long ABS-MBS CORP US N 2 2044-03-25 Floating 4.795160000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 2720000.000000000000 PA USD 2707326.190000000000 0.1847249394 Long DBT CORP US N 2 2028-01-15 Fixed 4.375000000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 3400000.000000000000 PA USD 3362568.550000000000 0.2294331115 Long DBT CORP US N 2 2026-11-15 Fixed 2.268000000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 4880000.000000000000 PA USD 4871310.670000000000 0.3323768564 Long DBT CORP NL N 2 2026-07-21 Fixed 3.750000000000 N N N N N N COOPR Residential Mortgage Tru N/A 216926AA3 7254017.310000000000 PA USD 7204112.570000000000 0.4915474399 Long ABS-MBS CORP US N 2 2060-09-25 Variable 4.840000000000 N N N N N N CPS Auto Trust N/A 223928AD4 7300000.000000000000 PA USD 7487020.160000000000 0.5108506505 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.770000000000 N N N N N N Crestline Direct Lending 25490073PT58MO8ZX412 22617HAE1 3500000.000000000000 PA USD 3499884.500000000000 0.2388023854 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.973100000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 6045000.000000000000 PA USD 5963984.490000000000 0.4069316352 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 6330000.000000000000 PA USD 6333648.360000000000 0.4321543572 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 735000.000000000000 PA USD 724031.370000000000 0.0494017498 Long DBT CORP US N 2 2029-04-15 Fixed 6.625000000000 N N N N N N COLT Funding LLC 213800A53WDNKWGEVL75 19688UAD4 973644.600000000000 PA USD 971875.780000000000 0.0663125468 Long ABS-MBS CORP US N 2 2071-01-26 Variable 4.983000000000 N N N N N N DT Auto Owner Trust N/A 23345AAG8 2259631.480000000000 PA USD 2266738.920000000000 0.1546630070 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.460000000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 250000.000000000000 PA USD 251581.010000000000 0.0171657508 Long DBT CORP KY N 2 2027-02-15 Fixed 8.000000000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 330000.000000000000 PA USD 325571.560000000000 0.0222142374 Long DBT CORP US N 2 2027-03-15 Fixed 2.900000000000 N N N N N N Deephaven Residential Mortgage N/A 24380WAA7 3084271.850000000000 PA USD 3080834.120000000000 0.2102099474 Long ABS-MBS CORP US N 2 2055-10-25 Variable 5.224000000000 N N N N N N GLS Auto Receivables Trust N/A 36265NAF0 2500000.000000000000 PA USD 2517099.500000000000 0.1717454861 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.500000000000 N N N N N N GS Mortgage-Backed Securities 254900RIVK2GCJ08H839 36272NAA2 4958961.360000000000 PA USD 4975012.530000000000 0.3394525903 Long ABS-MBS CORP US N 2 2055-10-25 Floating 5.195160000000 N N N N N N GLS Auto Receivables Trust N/A 36274AAB6 2000000.000000000000 PA USD 1998868.000000000000 0.1363857711 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.040000000000 N N N N N N GS Mortgage-Backed Securities 254900J0PZAB9KZBPX66 362934AA9 3508633.080000000000 PA USD 3524208.250000000000 0.2404620314 Long ABS-MBS CORP US N 2 2065-12-25 Floating 5.195160000000 N N N N N N Deephaven Residential Mortgage N/A 24382EAE7 956855.540000000000 PA USD 952622.120000000000 0.0649988406 Long ABS-MBS CORP US N 2 2060-11-25 Variable 5.391000000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361A24 5210000.000000000000 PA USD 5241996.640000000000 0.3576693178 Long DBT CORP US N 2 2028-07-10 Fixed 4.950000000000 N N N N N N GS Mortgage-Backed Securities N/A 362974AP2 7020384.120000000000 PA USD 7032233.830000000000 0.4798198949 Long ABS-MBS CORP US N 2 2056-07-25 Floating 5.145160000000 N N N N N N GS Mortgage-Backed Securities N/A 362979AD8 2500000.000000000000 PA USD 2501752.500000000000 0.1706983372 Long ABS-MBS CORP US N 2 2056-09-25 Variable 5.500000000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 2977000.000000000000 PA USD 2986598.410000000000 0.2037801031 Long DBT CORP US N 2 2027-08-15 Fixed 4.950000000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAC2 850000.000000000000 PA USD 863226.850000000000 0.0588992668 Long DBT CORP KY N 2 2027-09-01 Fixed 8.750000000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 250000.000000000000 PA USD 254707.660000000000 0.0173790869 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.190000000000 N N N N N N GM Financial Securitized Term N/A 380143AC1 3000000.000000000000 PA USD 3002908.200000000000 0.2048929447 Long ABS-O CORP US N 2 2029-05-16 Floating 3.647830000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 260000.000000000000 PA USD 260000.000000000000 0.0177401912 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375000000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAC6 3370000.000000000000 PA USD 3285549.010000000000 0.2241779524 Long DBT CORP US N 2 2027-02-15 Fixed 2.050000000000 N N N N N N Golub Capital Partners Short D 2549003BCD47A99URJ88 38179FAU5 11000000.000000000000 PA USD 10999901.000000000000 0.7505397957 Long ABS-CBDO CORP US N 2 2033-07-25 Floating 5.666590000000 N N N N N N Golub Capital Partners Short D 2549003BCD47A99URJ88 38179FAW1 5500000.000000000000 PA USD 5510884.500000000000 0.3760159411 Long ABS-CBDO CORP US N 2 2033-07-25 Floating 6.416590000000 N N N N N N Golub Capital Partners CLO Ltd 2549002FTXMYDDCWWA09 38179PAA7 7600000.000000000000 PA USD 7612236.000000000000 0.5193943156 Long ABS-CBDO CORP US N 2 2036-05-09 Floating 6.159890000000 N N N N N N Greywolf CLO Ltd 5493002TWMA4NNPZ2B66 39809CAY0 2128580.820000000000 PA USD 2129036.340000000000 0.1452673528 Long ABS-CBDO CORP KY N 2 2033-04-22 Floating 4.893640000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 525000.000000000000 PA USD 520136.540000000000 0.0354896987 Long DBT CORP US N 2 2027-03-15 Fixed 3.125000000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 2885000.000000000000 PA USD 2879179.400000000000 0.1964507425 Long DBT CORP US N 2 2026-06-15 Fixed 3.375000000000 N N N N N N Hyundai Auto Receivables Trust N/A 448979AE4 5673930.780000000000 PA USD 5680989.150000000000 0.3876224373 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.480000000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 5650000.000000000000 PA USD 5425199.210000000000 0.3701695048 Long DBT CORP US N 2 2027-10-15 Fixed 1.832000000000 N N N N N N Vista Point Securitization Tru N/A 92839HAA4 2737500.160000000000 PA USD 2765366.820000000000 0.1886851389 Long ABS-MBS CORP US N 2 2054-05-25 Variable 6.676000000000 N N N N N N Vista Point Securitization Tru N/A 92841WAA7 698544.000000000000 PA USD 701852.720000000000 0.0478884671 Long ABS-MBS CORP US N 2 2055-01-25 Variable 5.679000000000 N N N N N N Vista Point Securitization Tru N/A 92842DAA8 2918188.030000000000 PA USD 2935487.630000000000 0.2002927377 Long ABS-MBS CORP US N 2 2055-04-25 Variable 5.812000000000 N N N N N N Vista Point Securitization Tru N/A 92842DAB6 3000000.000000000000 PA USD 3030255.600000000000 0.2067588989 Long ABS-MBS CORP US N 2 2055-04-25 Variable 6.030000000000 N N N N N N Vista Point Securitization Tru N/A 92842MAA8 8122443.990000000000 PA USD 8121435.990000000000 0.5541377971 Long ABS-MBS CORP US N 2 2055-11-25 Variable 5.297000000000 N N N N N N Vista Point Securitization Tru N/A 92842UAA0 9358243.850000000000 PA USD 9393764.000000000000 0.6409506516 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.601000000000 N N N N N N DT Auto Owner Trust N/A 23345YAJ0 2000000.000000000000 PA USD 1999935.400000000000 0.1364586014 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.530000000000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 1245000.000000000000 PA USD 1267399.420000000000 0.0864765694 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.620000000000 N N N N N N BCRED BSL Static CLO Ltd 2549001IQYV4NQDSNA79 05556KAA0 5071774.550000000000 PA USD 5074797.330000000000 0.3462610574 Long ABS-CBDO CORP KY N 2 2035-07-24 Floating 4.917090000000 N N N N N N Barings Middle Market CLO Ltd. 254900NXSC4FPWNV4296 06763KAC3 4838933.360000000000 PA USD 4851601.690000000000 0.3310320830 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 6.125230000000 N N N N N N Barings Middle Market CLO Ltd. 2549007Y0JXPKK7NLK37 067934AJ8 10000000.000000000000 PA USD 9997190.000000000000 0.6821233155 Long ABS-CBDO CORP BM N 2 2034-07-20 Floating 5.155230000000 N N N N N N BELLEMEADE RE LT N/A 07876NAA3 1213033.620000000000 PA USD 1213456.000000000000 0.0827959286 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.195160000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCH6 2080000.000000000000 PA USD 2087553.100000000000 0.1424368889 Long DBT CORP CA N 2 2028-06-20 Fixed 4.600000000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 328000.000000000000 PA USD 328448.380000000000 0.0224105272 Long DBT CORP US N 2 2027-08-15 Fixed 5.875000000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 579000.000000000000 PA USD 573322.530000000000 0.0391186588 Long DBT CORP US N 2 2027-10-01 Fixed 3.900000000000 N N N N N N BELLEMEADE RE LT N/A 07876NAB1 2000000.000000000000 PA USD 2010902.800000000000 0.1372069236 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.145160000000 N N N N N N BELLEMEADE RE LT N/A 07876NAC9 3872000.000000000000 PA USD 3926846.110000000000 0.2679346184 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.895160000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 1907000.000000000000 PA USD 1905538.950000000000 0.1300177896 Long DBT CORP US N 2 2026-05-15 Fixed 3.125000000000 N N N N N N Exeter Automobile Receivables N/A 30166VAC2 3808141.200000000000 PA USD 3811724.660000000000 0.2600797087 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.380000000000 N N N N N N BELLEMEADE RE LT N/A 07876XAB9 195849.770000000000 PA USD 199816.730000000000 0.0136337961 Long ABS-MBS CORP BM N 2 2033-10-25 Floating 7.895160000000 N N N N N N BLACK & DECKER HOLDINGS N/A 091802AB4 3950000.000000000000 PA USD 4082904.270000000000 0.2785827015 Long DBT CORP US N 2 2028-07-01 Fixed 7.050000000000 N N N N N N Exeter Automobile Receivables N/A 30167FAF9 3619700.510000000000 PA USD 3670251.800000000000 0.2504268026 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.400000000000 N N N N N N Exeter Automobile Receivables N/A 30167JAG9 2000000.000000000000 PA USD 1982626.000000000000 0.1352775550 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.020000000000 N N N N N N Black Diamond CLO Ltd 254900MIPS4I29O2I690 09204GAF6 3739201.900000000000 PA USD 3740435.840000000000 0.2552155652 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 4.986060000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAD2 800000.000000000000 PA USD 790608.960000000000 0.0539444389 Long DBT CORP US N 2 2027-01-15 Fixed 3.750000000000 N N N N N N BLACKROCK LTD N/A 09264MAA1 12000000.000000000000 PA USD 11992116.000000000000 0.8182401180 Long ABS-CBDO CORP US N 2 2033-11-21 Floating 5.047340000000 N N N N N N BLACKROCK LTD N/A 09264MAE3 4000000.000000000000 PA USD 4008708.000000000000 0.2735201783 Long ABS-CBDO CORP US N 2 2033-11-21 Floating 6.127340000000 N N N N N N Exeter Automobile Receivables N/A 30168JAD5 1125000.000000000000 PA USD 1131260.630000000000 0.0771876149 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.920000000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 4217000.000000000000 PA USD 4223878.640000000000 0.2882015948 Long DBT CORP US N 2 2027-08-01 Fixed 4.625000000000 N N N N N N BRAVO Residential Funding Trus N/A 10568KAD0 3427000.000000000000 PA USD 3426067.860000000000 0.2337657649 Long ABS-MBS CORP US N 2 2061-11-25 Variable 6.168562000000 N N N N N N BRAVO Residential Funding Trus 254900NOKQW417VKV943 10568NAD4 839392.730000000000 PA USD 811446.830000000000 0.0553662381 Long ABS-MBS CORP US N 2 2060-01-25 Variable 4.350000000000 N N N N N N BRAVO Residential Funding Trus N/A 105690AA9 3938027.770000000000 PA USD 3673848.330000000000 0.2506721992 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.699000000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AT2 3400000.000000000000 PA USD 3380491.820000000000 0.2306560432 Long DBT CORP US N 2 2026-10-01 Fixed 3.200000000000 N N N N N N Bluemountain CLO Ltd N/A 09629EAE1 4500000.000000000000 PA USD 4502137.500000000000 0.3071876155 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.536840000000 N N N N N N Bluemountain CLO Ltd N/A 09629PAC0 4500000.000000000000 PA USD 4499946.000000000000 0.3070380862 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.334710000000 N N N N N N Bluemountain CLO Ltd N/A 09630AAN6 1918787.150000000000 PA USD 1919264.930000000000 0.1309543339 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 4.856590000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 832000.000000000000 PA USD 832000.000000000000 0.0567686118 Long DBT CORP US N 2 2026-05-01 Fixed 3.100000000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AL0 3960000.000000000000 PA USD 3882836.910000000000 0.2649318045 Long DBT CORP US N 2 2027-07-01 Fixed 2.650000000000 N N N N N N BRAVO Residential Funding Trus 254900NOKQW417VKV943 10568NAA0 1880239.730000000000 PA USD 1858926.460000000000 0.1268373493 Long ABS-MBS CORP US N 2 2060-01-25 Variable 4.350000000000 N N N N N N BRAVO Residential Funding Trus 254900NOKQW417VKV943 10568NAC6 1678785.470000000000 PA USD 1661777.690000000000 0.1133855921 Long ABS-MBS CORP US N 2 2060-01-25 Variable 4.350000000000 N N N N N N BRAVO Residential Funding Trus N/A 10571DAC3 1716102.010000000000 PA USD 1687507.980000000000 0.1151412085 Long ABS-MBS CORP US N 2 2053-08-01 Variable 4.300000000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AN6U6 2135103.230000000000 PA USD 2115806.170000000000 0.1443646384 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.092000000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ATYT5 644929.540000000000 PA USD 643458.460000000000 0.0439041389 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 2.292000000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY6U2 1144574.550000000000 PA USD 1133032.660000000000 0.0773085232 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.215147000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B7GA3 1016290.150000000000 PA USD 1003395.460000000000 0.0684631819 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.232000000000 N N N N N N Bridgecrest Lending Auto Secur N/A 107927AB1 2000000.000000000000 PA USD 2000279.600000000000 0.1364820867 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.100000000000 N N N N N N Bridgecrest Lending Auto Secur N/A 107933AF0 4000000.000000000000 PA USD 4064896.000000000000 0.2773539701 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.030000000000 N N N N N N Bridgecrest Lending Auto Secur N/A 10805NAD7 23547.990000000000 PA USD 23521.130000000000 0.0016048821 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.370000000000 N N N N N N Bridgecrest Lending Auto Secur N/A 10807VAB1 1000000.000000000000 PA USD 1000198.800000000000 0.0682450690 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.240000000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 730000.000000000000 PA USD 712096.750000000000 0.0485874327 Long DBT CORP US N 2 2028-04-15 Fixed 6.250000000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 2650000.000000000000 PA USD 2621672.610000000000 0.1788806667 Long DBT CORP US N 2 2028-04-01 Fixed 4.250000000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 2250000.000000000000 PA USD 2228033.950000000000 0.1520221087 Long DBT CORP US N 2 2026-12-01 Fixed 2.670000000000 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 12551JAN6 5464882.030000000000 PA USD 5467499.710000000000 0.3730557316 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 5.478700000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F62A4 3468812.120000000000 PA USD 3463345.270000000000 0.2363092587 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 4.096690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F84A8 5331896.630000000000 PA USD 5313362.960000000000 0.3625387492 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 4.066690000000 N N N N N N CABOT CORP K05C0SER542GQ6VLRO68 127055AK7 2250000.000000000000 PA USD 2237625.880000000000 0.1526765805 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N N CAMPBELLS COMPANY/THE 5493007JDSMX8Z5Z1902 134429BM0 6370000.000000000000 PA USD 6418612.400000000000 0.4379515815 Long DBT CORP US N 2 2027-03-19 Fixed 5.200000000000 N N N N N N CarMax Auto Owner Trust N/A 142935AC9 2750000.000000000000 PA USD 2754651.900000000000 0.1879540438 Long ABS-O CORP US N 2 2029-08-15 Floating 3.644150000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 6380000.000000000000 PA USD 6233069.750000000000 0.4252917273 Long DBT CORP PA N 2 2028-08-01 Fixed 4.000000000000 N N N N N N FIGRE Trust N/A 30249NAC1 4336595.660000000000 PA USD 4301413.290000000000 0.2934919007 Long ABS-MBS CORP US N 2 2056-01-25 Variable 4.982000000000 N N N N N N FinBe USA Trust N/A 317967AA5 495559.830000000000 PA USD 495655.470000000000 0.0338193185 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.700000000000 N N N N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V211 50890536.620000000000 NS USD 50890536.620000000000 3.4723378834 Long STIV RF US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 5650000.000000000000 PA USD 5516738.370000000000 0.3764153595 Long DBT CORP US N 2 2027-06-01 Fixed 2.250000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LFXK9 890620.670000000000 PA USD 883499.270000000000 0.0602824845 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 2.520000000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 5565000.000000000000 PA USD 5526367.880000000000 0.3770723954 Long DBT CORP US N 2 2027-02-15 Fixed 3.750000000000 N N N N N N Flagship Credit Auto Trust N/A 33845AAD9 392000.000000000000 PA USD 382740.250000000000 0.0261149431 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.260000000000 N N N N N N Flagship Credit Auto Trust N/A 33846BAJ3 585000.000000000000 PA USD 585601.850000000000 0.0399564953 Long ABS-O CORP US N 2 2029-07-16 Fixed 6.010000000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAD9 50979.770000000000 PA USD 50154.960000000000 0.0034221484 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.070000000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAF4 1518558.850000000000 PA USD 1496127.610000000000 0.1020830379 Long ABS-O CORP US N 2 2028-03-10 Fixed 2.900000000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAG6 208508.190000000000 PA USD 206196.400000000000 0.0140690906 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.650000000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAE5 5147000.000000000000 PA USD 5263308.510000000000 0.3591234588 Long DBT CORP SG N 2 2028-01-15 Fixed 6.000000000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 16637.810000000000 PA USD 16276.800000000000 0.0011105906 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.020000000000 N N N N N N Cerberus 635400FRD1HEGKSHCI69 15675AAL3 4000000.000000000000 PA USD 4000000.000000000000 0.2729260184 Long ABS-CBDO CORP US N 2 2035-03-22 Floating .000000000000 N N N N N N Cerberus 6354005BRQJC9NIG3407 15675FAA6 8250000.000000000000 PA USD 8261706.750000000000 0.5637086821 Long ABS-CBDO CORP US N 2 2036-04-15 Floating 5.573100000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 2000000.000000000000 PA USD 2021703.600000000000 0.1379438785 Long ABS-O CORP US N 2 2032-11-15 Fixed 6.130000000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 580000.000000000000 PA USD 583010.030000000000 0.0397796515 Long DBT CORP US N 2 2027-02-01 Fixed 5.750000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FHGE7 55144.680000000000 PA USD 55036.930000000000 0.0037552525 Long ABS-MBS USGSE US N 2 2026-09-25 Fixed 3.700000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FKWZ5 129952.080000000000 PA USD 130507.890000000000 0.0089047497 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 4.306690000000 N N N N N N FIFTH THIRD FINANCL CORP N/A 200340AQ0 3400000.000000000000 PA USD 3392596.530000000000 0.2314819657 Long DBT CORP US N 2 2026-07-22 Fixed 3.800000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FL6K5 699547.760000000000 PA USD 701484.810000000000 0.0478633640 Long ABS-MBS USGSE US N 2 2029-02-25 Floating 4.306690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLYN8 535335.730000000000 PA USD 536820.220000000000 0.0366280513 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 4.296690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNXA3 235355.910000000000 PA USD 236152.120000000000 0.0161130145 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 4.286690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FREP2 915302.080000000000 PA USD 917064.040000000000 0.0625726593 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 4.203000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FUZS6 1700548.540000000000 PA USD 1701796.740000000000 0.1161161521 Long ABS-MBS USGSE US N 2 2027-06-25 Floating 4.052210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FV2G6 5246353.320000000000 PA USD 5231715.990000000000 0.3569678536 Long ABS-MBS USGSE US N 2 2030-06-25 Floating 4.072210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HQSS1 19999819.760000000000 PA USD 20024779.540000000000 1.3663208373 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 4.212210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HRKM0 15000000.000000000000 PA USD 15023415.000000000000 1.0250702097 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 4.212210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWHQ6 819686.750000000000 PA USD 814676.820000000000 0.0555866252 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 3.982210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FXR26 2955785.460000000000 PA USD 2941916.910000000000 0.2007314172 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 4.032210000000 N N N N N N FIGRE Trust N/A 31684HAB6 1749792.030000000000 PA USD 1786273.620000000000 0.1218801367 Long ABS-MBS CORP US N 2 2054-03-25 Variable 6.506000000000 N N N N N N FIGRE Trust N/A 31684JAA4 2502099.340000000000 PA USD 2574435.030000000000 0.1756575756 Long ABS-MBS CORP US N 2 2053-07-25 Variable 5.748000000000 N N N N N N FIGRE Trust N/A 31684NAA5 899016.070000000000 PA USD 893625.660000000000 0.0609734233 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.044000000000 N N N N N N FIGRE Trust N/A 31684QAA8 2169779.160000000000 PA USD 2170054.940000000000 0.1480661136 Long ABS-MBS CORP US N 2 2055-07-25 Variable 5.265000000000 N N N N N N Onslow Bay Financial LLC N/A 67123WAU4 4867208.640000000000 PA USD 4874696.350000000000 0.3326078664 Long ABS-MBS CORP US N 2 2056-02-25 Floating 4.995160000000 N N N N N N Onslow Bay Financial LLC N/A 67124BAA3 8664480.000000000000 PA USD 8685762.560000000000 0.5926426481 Long ABS-MBS CORP US N 2 2056-02-25 Floating 4.995160000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FXZ84 8878433.480000000000 PA USD 8777609.990000000000 0.5989095364 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.892210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FXZA9 2361257.270000000000 PA USD 2351214.840000000000 0.1604269262 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.895830000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FYTS5 10121694.760000000000 PA USD 10057017.130000000000 0.6862054106 Long ABS-MBS USGSE US N 2 2031-02-25 Floating 3.902210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FYU20 4890758.560000000000 PA USD 4839117.040000000000 0.3301802366 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.902210000000 N N N N N N Oportun Funding LLC N/A 68377NAB7 1049693.390000000000 PA USD 1050392.700000000000 0.0716698743 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.480000000000 N N N N N N Oportun Funding LLC N/A 68390VAB2 1000000.000000000000 PA USD 997239.800000000000 0.0680431720 Long ABS-O CORP US N 2 2034-01-09 Fixed 5.060000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545RAB3 9998216.840000000000 PA USD 9952060.070000000000 0.6790440324 Long ABS-O CORP US N 2 2033-05-15 Fixed 4.529000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548WAC7 6337255.130000000000 PA USD 6346939.720000000000 0.4330612467 Long ABS-O CORP US N 2 2033-03-15 Fixed 5.440000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548WAD5 3499864.770000000000 PA USD 3511039.840000000000 0.2395635310 Long ABS-O CORP US N 2 2033-03-15 Fixed 5.640000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549BAB4 1999815.680000000000 PA USD 1995189.110000000000 0.1361347549 Long ABS-O CORP US N 2 2033-04-15 Fixed 4.497000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FYUP9 4707004.950000000000 PA USD 4686477.700000000000 0.3197654247 Long ABS-MBS USGSE US N 2 2031-02-25 Floating 3.902210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H13L8 4801456.240000000000 PA USD 4780118.570000000000 0.3261546822 Long ABS-MBS USGSE US N 2 2028-05-25 Floating 3.882210000000 N N N N N N Sunbit Asset Securitization Tr N/A 86709SAA9 1500000.000000000000 PA USD 1501329.900000000000 0.1024379980 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.360000000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 3425000.000000000000 PA USD 3456007.180000000000 0.2358085698 Long DBT CORP US N 2 2027-08-23 Fixed 5.625000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H13Y0 7434819.680000000000 PA USD 7341304.520000000000 0.5009082531 Long ABS-MBS USGSE US N 2 2031-05-25 Floating 3.872210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H1LN4 4729328.900000000000 PA USD 4668651.610000000000 0.3185491238 Long ABS-MBS USGSE US N 2 2031-06-25 Floating 3.862210000000 N N N N N N TPG Real Estate Finance N/A 87277JAC5 500000.000000000000 PA USD 500622.500000000000 0.0341582264 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.817960000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 5565000.000000000000 PA USD 5557865.340000000000 0.3792215145 Long DBT CORP US N 2 2028-01-15 Fixed 5.000000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H1LV6 2696502.760000000000 PA USD 2667350.870000000000 0.1819973632 Long ABS-MBS USGSE US N 2 2031-06-25 Floating 3.892210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H1Z82 3402263.960000000000 PA USD 3382670.320000000000 0.2308046855 Long ABS-MBS USGSE US N 2 2028-07-25 Floating 3.852210000000 N N N N N N Towd Point Mortgage Trust N/A 891946AA3 2517717.480000000000 PA USD 2528840.250000000000 0.1725465751 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.799000000000 N N N N N N Towd Point Mortgage Trust N/A 891946AK1 6000000.000000000000 PA USD 5966107.800000000000 0.4070765118 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.250000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H1ZA7 9305158.360000000000 PA USD 9245996.160000000000 0.6308682295 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 3.862210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H2NB6 21832652.390000000000 PA USD 21693971.380000000000 1.4802123080 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 3.852210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H2NK6 6804766.200000000000 PA USD 6760446.760000000000 0.4612754542 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 3.832210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H3K84 5729770.520000000000 PA USD 5703574.010000000000 0.3891634363 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.842210000000 N N N N N N Toyota Auto Receivables Owner N/A 89237QAD2 2958950.250000000000 PA USD 2978050.270000000000 0.2031968507 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.880000000000 N N N N N N USASF Receivables LLC N/A 90355FAB4 44085.760000000000 PA USD 14249.990000000000 0.0009722983 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.130000000000 N N N N N N Upstart Structured Pass-Throug N/A 91680YAY7 269175.440000000000 PA USD 268691.490000000000 0.0183332246 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.250000000000 N N N N N N Venture CDO Ltd 549300UP09C89Q3HWD39 92325QAA5 374800.110000000000 PA USD 374879.190000000000 0.0255785712 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 5.036840000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H4CA6 6533960.930000000000 PA USD 6495057.730000000000 0.4431675614 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 3.872210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H4S50 4921695.790000000000 PA USD 4897924.000000000000 0.3341927239 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 3.892210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H4SB7 23894331.570000000000 PA USD 23793449.700000000000 1.6234628726 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 3.862210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H5DU8 8610632.290000000000 PA USD 8537691.620000000000 0.5825395450 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 3.882210000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAA9 800000.000000000000 PA USD 818940.800000000000 0.0558775630 Long DBT CORP US N 2 2028-06-01 Fixed 8.125000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H5XZ5 8213309.210000000000 PA USD 8166230.520000000000 0.5571941953 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 3.902210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H5Y35 1679547.900000000000 PA USD 1676512.960000000000 0.1143910017 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 3.942210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H6LW3 4709176.540000000000 PA USD 4708677.370000000000 0.3212801416 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 4.042210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H6MJ1 897956.810000000000 PA USD 895334.780000000000 0.0610900392 Long ABS-MBS USGSE US N 2 2029-02-25 Floating 4.022210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H73L5 18165682.170000000000 PA USD 18141866.960000000000 1.2378468789 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 4.062210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H7M26 713542.050000000000 PA USD 711135.990000000000 0.0485218786 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 4.062210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H8U66 834020.620000000000 PA USD 836888.820000000000 0.0571021834 Long ABS-MBS USGSE US N 2 2032-07-25 Floating 4.222210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HA3Y0 141961.620000000000 PA USD 142274.930000000000 0.0097076325 Long ABS-MBS USGSE US N 2 2030-02-25 Floating 4.322210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HBBP8 360746.490000000000 PA USD 362820.780000000000 0.0247558077 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 4.352210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HKXG4 5000000.000000000000 PA USD 5008720.000000000000 0.3417525017 Long ABS-MBS USGSE US N 2 2032-01-25 Floating 4.252210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HPU84 10000000.000000000000 PA USD 10012480.000000000000 0.6831665752 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 4.212210000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 4800000.000000000000 PA USD 4621644.580000000000 0.3153417634 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N Fortress Credit BSL Limited N/A 34962XAN2 4062282.140000000000 PA USD 4063228.650000000000 0.2772402043 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 4.775230000000 N N N N N N Fortress Credit Opportunities 254900MPTCO8UJSR7X39 34966YAA4 4686534.380000000000 PA USD 4681069.880000000000 0.3193964410 Long ABS-CBDO CORP KY N 2 2033-07-20 Floating 5.075230000000 N N N N N N Fortress Credit Opportunities 25490034R237Z9DZDO05 34990GAA3 6602807.680000000000 PA USD 6599288.380000000000 0.4502793754 Long ABS-CBDO CORP KY N 2 2033-07-20 Floating 5.175230000000 N N N N N N Freddie Mac - STACR 5493000IRILHAKSCHN59 35564KP37 932592.830000000000 PA USD 943656.090000000000 0.0643870748 Long ABS-MBS CORP US N 2 2043-03-25 Floating 5.745830000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 4627000.000000000000 PA USD 4708320.450000000000 0.3212557884 Long ABS-MBS CORP US N 2 2042-04-25 Floating 6.545160000000 N N N N N N Freddie Mac - STACR 529900N6M839KA246662 35564NAX1 474391.160000000000 PA USD 474804.210000000000 0.0323966056 Long ABS-MBS CORP US N 2 2044-02-25 Floating 4.995160000000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 689299.260000000000 PA USD 692395.450000000000 0.0472431833 Long ABS-MBS CORP US N 2 2044-05-25 Floating 4.895160000000 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NDZ3 768441.130000000000 PA USD 769143.560000000000 0.0524798224 Long ABS-MBS CORP US N 2 2044-08-25 Floating 4.845160000000 N N N N N N Freddie Mac - STACR 529900MBUPRSJMB6GN48 35564NGY3 1326875.000000000000 PA USD 1329039.930000000000 0.0906823941 Long ABS-MBS CORP US N 2 2045-02-25 Floating 4.595160000000 N N N N N N Freddie Mac - STACR 529900MBUPRSJMB6GN48 35564NGZ0 622244.890000000000 PA USD 622614.250000000000 0.0424819071 Long ABS-MBS CORP US N 2 2045-02-25 Floating 4.795160000000 N N N N N N Mission Lane Credit Card Maste N/A 60510MCA4 500000.000000000000 PA USD 499557.050000000000 0.0340855292 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.780000000000 N N N N N N Momnt Technologies Trust N/A 608934AA3 107846.760000000000 PA USD 108025.550000000000 0.0073707458 Long ABS-O CORP US N 2 2045-03-20 Fixed 6.920000000000 N N N N N N Morgan Stanley Residential Mor N/A 617946AE8 1429996.560000000000 PA USD 1382804.530000000000 0.0943508336 Long ABS-MBS CORP US N 2 2065-02-25 Variable 4.250000000000 N N N N N N OZLM Ltd N/A 67108LBG7 8906275.070000000000 PA USD 8890573.310000000000 0.6066171937 Long ABS-CBDO CORP KY N 2 2031-04-17 Fixed 4.840000000000 N N N N N N OZLM Ltd N/A 67113DAW4 680066.210000000000 PA USD 680078.450000000000 0.0464027759 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.096840000000 N N N N N N Onslow Bay Financial LLC 2549009JKGY7CAYS8Y83 67123BAF3 2712200.430000000000 PA USD 2703104.790000000000 0.1844369069 Long ABS-MBS CORP US N 2 2065-10-25 Variable 4.872000000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CR4 3100000.000000000000 PA USD 3091054.020000000000 0.2109072666 Long DBT CORP US N 2 2026-08-15 Fixed 3.200000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 2000000.000000000000 PA USD 2001094.960000000000 0.1365377200 Long DBT CORP US N 2 2028-07-15 Fixed 4.550000000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 400000.000000000000 PA USD 395059.880000000000 0.0269555300 Long DBT CORP US N 2 2027-01-15 Fixed 3.500000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 6100000.000000000000 PA USD 5825146.020000000000 0.3974584774 Long DBT CORP US N 2 2028-03-25 Fixed 2.300000000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 300000.000000000000 PA USD 301329.300000000000 0.0205601515 Long DBT CORP US N 2 2027-05-13 Fixed 6.625000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69490AAB5 3000000.000000000000 PA USD 2999094.000000000000 0.2046326961 Long ABS-O CORP US N 2 2034-02-15 Fixed 5.209000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694969AB2 1500000.000000000000 PA USD 1498131.450000000000 0.1022197629 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.739000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694969AC0 2000000.000000000000 PA USD 1994442.800000000000 0.1360838331 Long ABS-O CORP US N 2 2033-09-15 Fixed 5.370000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544AAB1 1041101.210000000000 PA USD 1047079.000000000000 0.0714437756 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.637000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544AAC9 586738.300000000000 PA USD 588659.570000000000 0.0401651282 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.871000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544LAB7 761165.200000000000 PA USD 761779.760000000000 0.0519773792 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.601000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544MAC3 2618964.690000000000 PA USD 2629161.370000000000 0.1793916361 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.992000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544NAB3 1951244.240000000000 PA USD 1958314.960000000000 0.1336187762 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.156000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544NAC1 1697669.950000000000 PA USD 1702771.450000000000 0.1161826580 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.628000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544QAC4 416420.560000000000 PA USD 417558.800000000000 0.0284906652 Long ABS-O CORP US N 2 2032-01-15 Fixed 6.030000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544QAD2 745801.320000000000 PA USD 748294.980000000000 0.0510572924 Long ABS-O CORP US N 2 2032-01-15 Fixed 6.526000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544TAB0 1104774.300000000000 PA USD 1111065.440000000000 0.0758096667 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.365000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545GAB7 3017111.360000000000 PA USD 3021884.430000000000 0.2061877214 Long ABS-O CORP US N 2 2032-10-15 Fixed 4.961000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545GAD3 1999789.930000000000 PA USD 2003535.140000000000 0.1367042171 Long ABS-O CORP US N 2 2032-10-15 Fixed 5.639000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69545RAC1 134975.930000000000 PA USD 134061.620000000000 0.0091472260 Long ABS-O CORP US N 2 2033-05-15 Fixed 5.064000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546MAC1 4632344.220000000000 PA USD 4612940.720000000000 0.3147478859 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.888000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546QAB4 2385086.710000000000 PA USD 2390691.660000000000 0.1631204890 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.306000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546QAD0 674412.920000000000 PA USD 676933.070000000000 0.0461881619 Long ABS-O CORP US N 2 2032-03-15 Fixed 6.174000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547DAC0 7999715.680000000000 PA USD 8032436.920000000000 0.5480652566 Long ABS-O CORP US N 2 2033-01-17 Fixed 5.688000000000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 039962AF2 835579.350000000000 PA USD 838311.950000000000 0.0571992857 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.920000000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735AK6 1100000.000000000000 PA USD 1117201.490000000000 0.0762283386 Long DBT CORP US N 2 2027-01-15 Fixed 7.500000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548KAB5 824191.650000000000 PA USD 824826.110000000000 0.0562791265 Long ABS-O CORP US N 2 2031-11-15 Fixed 6.589000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548WAB9 5507437.120000000000 PA USD 5523184.530000000000 0.3768551907 Long ABS-O CORP US N 2 2033-03-15 Fixed 5.108000000000 N N N N N N Rockford Tower CLO Ltd 549300IG5M07NI4QKK80 77341GAS9 3514184.000000000000 PA USD 3514883.320000000000 0.2398257774 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 4.785570000000 N N N N N N Romark CLO Ltd 549300HD9K8XL8QM2Z46 77588LAN1 4250000.000000000000 PA USD 4248431.750000000000 0.2898768905 Long ABS-CBDO CORP KY N 2 2034-07-10 Floating 4.818540000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BF6 5045000.000000000000 PA USD 4986591.210000000000 0.3402426211 Long DBT CORP US N 2 2028-01-12 Fixed 3.875000000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AN3 2608000.000000000000 PA USD 2585571.930000000000 0.1764174630 Long DBT CORP US N 2 2026-08-12 Fixed 1.500000000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 5565000.000000000000 PA USD 5625916.440000000000 0.3838647434 Long DBT CORP LR N 2 2028-04-01 Fixed 5.500000000000 N N N N N N SAIF Securitization Trust N/A 78438CAA9 4621482.390000000000 PA USD 4627557.790000000000 0.3157452306 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.406000000000 N N N N N N Saluda Grade Alternative Mortg N/A 795939AC1 3701634.320000000000 PA USD 3707012.790000000000 0.2529350602 Long ABS-MBS CORP US N 2 2056-04-25 Floating 5.204310000000 N N N N N N Tricolor Auto Securitization T N/A 89616PAA1 372559.250000000000 PA USD 348887.580000000000 0.0238051245 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.360000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F9ZZ7 3629838.900000000000 PA USD 3618394.020000000000 0.2468884682 Long ABS-MBS USGSE US N 2 2027-11-25 Floating 3.896690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FBC53 643918.210000000000 PA USD 644386.340000000000 0.0439674495 Long ABS-MBS USGSE US N 2 2027-09-25 Floating 4.126690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FF3L9 3269410.720000000000 PA USD 3263028.830000000000 0.2226413666 Long ABS-MBS USGSE US N 2 2028-01-25 Floating 3.832210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FYUT1 271183.770000000000 PA USD 269526.570000000000 0.0183902034 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 3.892210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H0H27 6407356.910000000000 PA USD 6369201.100000000000 0.4345801741 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 3.892210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H0H92 4965191.330000000000 PA USD 4905246.580000000000 0.3346923546 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 3.882210000000 N N N N N N MOSAIC GLOBAL HOLDINGS KUTUVC11L8A25EW5LZ75 449669AK6 950000.000000000000 PA USD 989614.490000000000 0.0675228856 Long DBT CORP US N 2 2028-01-15 Fixed 7.300000000000 N N N N N N LJV I MM CLO LLC N/A 50203VAA9 3296942.070000000000 PA USD 3300506.060000000000 0.2251984944 Long ABS-CBDO CORP US N 2 2034-04-28 Floating 5.520130000000 N N N N N N Trinitas CLO Ltd 549300095MXHZZMH2053 89641QAY6 7403434.060000000000 PA USD 7398969.790000000000 0.5048428412 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 4.766590000000 N N N N N N Twin Brook CLO N/A 901395AQ6 9000000.000000000000 PA USD 8927154.000000000000 0.6091131492 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 4.925230000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 2800000.000000000000 PA USD 2787731.300000000000 0.1902111010 Long DBT CORP US N 2 2027-11-15 Fixed 4.625000000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAJ3 2410000.000000000000 PA USD 2436301.050000000000 0.1662324863 Long DBT CORP US N 2 2027-05-20 Fixed 5.700000000000 N N N N N N Lendbuzz Securitization Trust N/A 525952AB3 909396.060000000000 PA USD 908524.680000000000 0.0619900059 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.680000000000 N N N N N N Lendbuzz Securitization Trust N/A 52611JAB6 401898.600000000000 PA USD 403478.420000000000 0.0275299397 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.180000000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 400000.000000000000 PA USD 398612.000000000000 0.0271978965 Long DBT CORP US N 2 2027-06-15 Fixed 5.750000000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 200000.000000000000 PA USD 199388.780000000000 0.0136045965 Long DBT CORP US N 2 2028-04-15 Fixed 4.750000000000 N N N N N N Lobel Automobile Receivables T N/A 53946XAD5 3662548.400000000000 PA USD 3725476.110000000000 0.2541948403 Long ABS-O CORP US N 2 2030-03-15 Fixed 8.000000000000 N N N N N N Lobel Automobile Receivables T N/A 53948VAA3 3000000.000000000000 PA USD 3000300.900000000000 0.2047150447 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.880000000000 N N N N N N Luxury Lease Partners Auto Tru N/A 55068XAA8 69828.560000000000 PA USD 70041.890000000000 0.0047790635 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.292000000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAQ3 500000.000000000000 PA USD 492988.860000000000 0.0336373717 Long DBT CORP US N 2 2027-08-17 Fixed 3.400000000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 5565000.000000000000 PA USD 5515244.670000000000 0.3763134421 Long DBT CORP US N 2 2026-09-01 Fixed 1.650000000000 N N N N N N Upgrade Auto Receivables Trust 254900GMCGPEMKJRNA46 91531AAB0 3145671.410000000000 PA USD 3147371.960000000000 0.2147499244 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.540000000000 N N N N N N Upland CLO Ltd 54930052JF7HYEE5CO91 915328AW8 1027706.210000000000 PA USD 1028439.990000000000 0.0701720079 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.586840000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91533MAA4 573305.660000000000 PA USD 574521.130000000000 0.0392004411 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.495000000000 N N N N N N Upgrade Receivables Trust N/A 91533NAD6 2250000.000000000000 PA USD 2323426.050000000000 0.1585308552 Long ABS-O CORP US N 2 2031-02-18 Fixed 8.900000000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91533VAA4 876143.000000000000 PA USD 875163.730000000000 0.0597137381 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.244000000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91535BAA6 1148309.640000000000 PA USD 1149689.680000000000 0.0784450567 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.794000000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91535UAB2 2500000.000000000000 PA USD 2495202.250000000000 0.1702514038 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.065000000000 N N N N N N Upstart Securitization Trust N/A 91679EAC2 4366000.000000000000 PA USD 4400598.370000000000 0.3002594479 Long ABS-O CORP US N 2 2035-06-20 Fixed 5.620000000000 N N N N N N Upstart Pass Through Trust N/A 91681EAA2 116902.110000000000 PA USD 116684.250000000000 0.0079615419 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.300000000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55284AAC2 3500000.000000000000 PA USD 3506034.000000000000 0.2392219750 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.225490000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAF5 5210000.000000000000 PA USD 5234372.430000000000 0.3571491065 Long DBT CORP GB N 2 2028-03-27 Fixed 5.200000000000 N N N N N N Upstart Securitization Trust N/A 91683AAB6 3000000.000000000000 PA USD 3001056.600000000000 0.2047666072 Long ABS-O CORP US N 2 2036-05-20 Fixed 4.540000000000 N N N N N N Upstart Securitization Trust N/A 91683AAC4 3000000.000000000000 PA USD 2995837.200000000000 0.2044104797 Long ABS-O CORP US N 2 2036-05-20 Fixed 5.080000000000 N N N N N N Upstart Securitization Trust N/A 91684PAA4 1785617.290000000000 PA USD 1796889.000000000000 0.1226044401 Long ABS-O CORP US N 2 2035-04-20 Fixed 5.450000000000 N N N N N N Upstart Securitization Trust N/A 91684PAB2 1000000.000000000000 PA USD 1017763.600000000000 0.0694435418 Long ABS-O CORP US N 2 2035-04-20 Fixed 6.330000000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KBT9 1293000.000000000000 PA USD 1294026.510000000000 0.0882933758 Long ABS-O CORP US N 2 2029-06-20 Floating 4.489800000000 N N N N N N Verus Securitization Trust 2138009XAW9T934GL239 92490FAF7 1454865.640000000000 PA USD 1452856.470000000000 0.0991305829 Long ABS-MBS CORP US N 2 2070-12-25 Variable 4.961000000000 N N N N N N Veros Auto Receivables Trust N/A 92511CAA0 1416535.430000000000 PA USD 1417050.770000000000 0.0966875061 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.530000000000 N N N N N N Verus Securitization Trust N/A 92538UAC5 158081.050000000000 PA USD 149979.700000000000 0.0102333406 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.130000000000 N N N N N N Marathon CLO LTD 549300VP041FQCCCOP44 56580KAS4 3000000.000000000000 PA USD 2998062.000000000000 0.2045622811 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.783100000000 N N N N N N Marlette Funding Trust N/A 570920AB4 2000000.000000000000 PA USD 2004131.200000000000 0.1367448872 Long ABS-O CORP US N 2 2035-07-16 Fixed 4.950000000000 N N N N N N Marlette Funding Trust N/A 57108UAB0 1755000.000000000000 PA USD 1801428.530000000000 0.1229141790 Long ABS-O CORP US N 2 2033-12-15 Fixed 8.150000000000 N N N N N N Marlette Funding Trust N/A 57108VAC6 2800000.000000000000 PA USD 2818616.640000000000 0.1923184542 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.340000000000 N N N N N N Marlette Funding Trust N/A 57109RAD2 6201800.000000000000 PA USD 6323710.020000000000 0.4314762493 Long ABS-O CORP US N 2 2033-09-15 Fixed 8.040000000000 N N N N N N Marlette Funding Trust N/A 57110PAD3 5659799.410000000000 PA USD 5741104.130000000000 0.3917241728 Long ABS-O CORP US N 2 2033-04-15 Fixed 8.150000000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 844000.000000000000 PA USD 800847.170000000000 0.0546430074 Long DBT CORP US N 2 2028-02-15 Fixed 1.500000000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 5210000.000000000000 PA USD 5181598.210000000000 0.3535482421 Long DBT CORP US N 2 2028-08-15 Fixed 4.500000000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABA9 2100000.000000000000 PA USD 2105103.500000000000 0.1436343791 Long DBT CORP US N 2 2027-06-06 Fixed 5.125000000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 350000.000000000000 PA USD 350371.950000000000 0.0239064053 Long DBT CORP CA N 2 2027-10-15 Fixed 5.125000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 5860000.000000000000 PA USD 5664305.830000000000 0.3864841093 Long DBT CORP US N 2 2027-12-02 Fixed 2.450000000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BS9 3350000.000000000000 PA USD 3365189.030000000000 0.2296119108 Long DBT CORP US N 2 2026-10-01 Fixed 5.500000000000 N N N N N N New Residential Mortgage Loan N/A 64831UAC8 1128494.640000000000 PA USD 1134204.820000000000 0.0773885014 Long ABS-MBS CORP US N 2 2062-06-25 Variable 5.000000000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 800000.000000000000 PA USD 836472.000000000000 0.0570737431 Long DBT CORP US N 2 2028-06-01 Fixed 8.500000000000 N N N N N N New York Mortgage Trust 254900JF85A0S614L988 67121VAA2 1807368.950000000000 PA USD 1743151.140000000000 0.1189378250 Long ABS-MBS CORP US N 2 2069-11-25 Variable 3.750000000000 N N N N N N NYC Commercial Mortgage Trust N/A 67123JAA7 500000.000000000000 PA USD 498103.500000000000 0.0339863513 Long ABS-MBS CORP US N 2 2038-11-05 Variable 4.823817000000 N N N N N N Oaktown Re Ltd N/A 67389JAB4 745050.030000000000 PA USD 749136.410000000000 0.0511147044 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.545160000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 1970000.000000000000 PA USD 1948046.910000000000 0.1329181717 Long DBT CORP US N 2 2027-02-15 Fixed 3.000000000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AH6 1345000.000000000000 PA USD 1332826.470000000000 0.0909407554 Long DBT CORP US N 2 2028-01-12 Fixed 3.950000000000 N N N N N N Pretium Mortgage Credit Partne 254900IWII23Q41Y2V47 740937AA5 3677213.960000000000 PA USD 3684069.760000000000 0.2513696228 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.391200000000 N N N N N N Race Point CLO Ltd N/A 74983DAS6 3000000.000000000000 PA USD 3003840.000000000000 0.2049565228 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.578200000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AE2 2505000.000000000000 PA USD 2551835.060000000000 0.1741155456 Long DBT CORP US N 2 2027-06-08 Fixed 6.450000000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 3350000.000000000000 PA USD 3351788.870000000000 0.2286975977 Long DBT CORP US N 2 2027-03-15 Fixed 4.875000000000 N N N N N N Reach Financial LLC N/A 75526PAB7 1089660.150000000000 PA USD 1095457.900000000000 0.0747447407 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.290000000000 N N N N N N Reach Financial LLC N/A 75526XAA2 1475524.470000000000 PA USD 1475285.440000000000 0.1006609453 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.320000000000 N N N N N N Regional Management Issuance T N/A 75907DAD9 1000000.000000000000 PA USD 1001656.800000000000 0.0683445506 Long ABS-O CORP US N 2 2032-03-15 Fixed 6.720000000000 N N N N N N ACHV ABS TRUST N/A 00092HAC5 1609632.850000000000 PA USD 1619680.340000000000 0.1105132266 Long ABS-O CORP US N 2 2031-10-27 Fixed 5.720000000000 N N N N N N ACHV ABS TRUST N/A 00092KAC8 718723.710000000000 PA USD 723716.250000000000 0.0493802486 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.680000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76088TAB7 395251.530000000000 PA USD 396905.220000000000 0.0270814403 Long ABS-O CORP US N 2 2030-11-25 Fixed 6.580000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76089KAC3 3000000.000000000000 PA USD 3004189.800000000000 0.2049803902 Long ABS-O CORP US N 2 2034-06-26 Fixed 4.838000000000 N N N N N N ACHV ABS TRUST N/A 00092KAD6 2324631.690000000000 PA USD 2347291.730000000000 0.1601592465 Long ABS-O CORP US N 2 2031-12-26 Fixed 6.750000000000 N N N N N N ACM Auto Trust N/A 00161LAA6 912293.420000000000 PA USD 914854.590000000000 0.0624219052 Long ABS-O CORP US N 2 2030-05-20 Fixed 5.870000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76089TAA8 4749179.750000000000 PA USD 4755706.550000000000 0.3244890133 Long ABS-O CORP US N 2 2034-07-25 Fixed 5.659000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76090QAB9 4500000.000000000000 PA USD 4526673.300000000000 0.3088617301 Long ABS-O CORP US N 2 2034-02-27 Fixed 5.149000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76091HAB8 5000000.000000000000 PA USD 5000442.000000000000 0.3411876813 Long ABS-O CORP US N 2 2035-02-26 Fixed 4.836000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76100JAC1 2000000.000000000000 PA USD 1996984.400000000000 0.1362572503 Long ABS-O CORP US N 2 2034-08-25 Fixed 5.013000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76100KAC8 2500000.000000000000 PA USD 2487297.750000000000 0.1697120679 Long ABS-O CORP US N 2 2035-01-25 Fixed 4.864000000000 N N N N N N N/A N/A N/A -113.000000000000 NC USD 201768.560000000000 0.0137669724 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short U.S. Treasury 2 Year Notes U.S. Treasury 2 Year Notes 2026-06-30 -23606893.562500000000 USD 201768.560000000000 N N N ACREC 2021-FL1 Ltd. N/A 00500RAC9 177975.250000000000 PA USD 178197.190000000000 0.0121586624 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.282440000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 5785000.000000000000 PA USD 5575959.370000000000 0.3804560974 Long DBT CORP IE N 2 2028-10-29 Fixed 3.000000000000 N N N N N N AgoraCapital Auto Securities T N/A 008483AA7 715839.850000000000 PA USD 718174.850000000000 0.0490021506 Long ABS-O CORP US N 2 2032-11-25 Fixed 6.400000000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 3400000.000000000000 PA USD 3298748.750000000000 0.2250785905 Long DBT CORP BM N 2 2028-01-26 Fixed 2.850000000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 1480000.000000000000 PA USD 1532341.030000000000 0.1045539340 Long DBT CORP BM N 2 2028-07-18 Fixed 6.500000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 5210000.000000000000 PA USD 4919435.120000000000 0.3356604600 Long DBT CORP US N 2 2028-11-02 Fixed 2.200000000000 N N N N N N American Credit Acceptance Rec N/A 02528FAA3 8000000.000000000000 PA USD 8012792.000000000000 0.5467248542 Long ABS-O CORP US N 2 2030-05-08 Fixed 4.320000000000 N N N N N N American Credit Acceptance Rec N/A 02530EAG9 4470000.000000000000 PA USD 4551384.400000000000 0.3105478056 Long ABS-O CORP US N 2 2029-10-12 Fixed 6.820000000000 N N N N N N American Credit Acceptance Rec N/A 02531AAG6 5000000.000000000000 PA USD 5055299.000000000000 0.3449306570 Long ABS-O CORP US N 2 2030-05-13 Fixed 5.860000000000 N N N N N N American Credit Acceptance Rec N/A 02531BAG4 5500000.000000000000 PA USD 5600820.500000000000 0.3821524097 Long ABS-O CORP US N 2 2030-04-12 Fixed 6.530000000000 N N N N N N American Credit Acceptance Rec N/A 02531FAA8 2108253.950000000000 PA USD 2108045.870000000000 0.1438351415 Long ABS-O CORP US N 2 2029-07-12 Fixed 4.160000000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WGD7 6735000.000000000000 PA USD 6743242.290000000000 0.4601015673 Long DBT CORP US N 2 2027-07-09 Fixed 4.550000000000 N N N N N N AmeriCredit Automobile Receiva N/A 03067FAC4 4556733.900000000000 PA USD 4561088.770000000000 0.3112099494 Long ABS-O CORP US N 2 2029-03-19 Floating 4.190140000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAA9 1000000.000000000000 PA USD 1004392.000000000000 0.0685311774 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 5.582190000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBE3 4800000.000000000000 PA USD 4940204.930000000000 0.3370776154 Long DBT CORP LU N 2 2027-11-29 Fixed 6.550000000000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 039943AA3 72967.280000000000 PA USD 73203.180000000000 0.0049947631 Long ABS-O CORP US N 2 2028-04-17 Fixed 6.460000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 1785000.000000000000 PA USD 1704310.860000000000 0.1162876943 Long DBT CORP US N 2 2028-06-15 Fixed 2.875000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBD4 335000.000000000000 PA USD 327024.120000000000 0.0223133477 Long DBT CORP US N 2 2027-06-15 Fixed 2.875000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 4000000.000000000000 PA USD 4053389.000000000000 0.2765688302 Long DBT CORP US N 2 2027-01-15 Fixed 7.000000000000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016DAS4 9220000.000000000000 PA USD 9218570.900000000000 0.6289969628 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.004710000000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 04047JAA3 34975.450000000000 PA USD 35154.740000000000 0.0023986608 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.900000000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3T6 2779000.000000000000 PA USD 2803448.390000000000 0.1912835017 Long DBT CORP US N 2 2027-03-25 Fixed 5.516000000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4N8 3591000.000000000000 PA USD 3582902.300000000000 0.2444668148 Long DBT CORP US N 2 2028-05-09 Fixed 4.830000000000 N N N N N N ATLX Trust N/A 049915AA9 862754.520000000000 PA USD 840713.820000000000 0.0573631689 Long ABS-MBS CORP US N 2 2064-04-25 Variable 3.850000000000 N N N N N N AUTONATION INC N/A 05329WAR3 5381000.000000000000 PA USD 5080770.120000000000 0.3466685898 Long DBT CORP US N 2 2028-08-01 Fixed 1.950000000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RER1 5000000.000000000000 PA USD 4926261.500000000000 0.3361262342 Long ABS-O CORP US N 2 2028-02-20 Fixed 1.660000000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RES9 1333000.000000000000 PA USD 1313003.670000000000 0.0895882159 Long ABS-O CORP US N 2 2028-02-20 Fixed 1.900000000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGW8 800000.000000000000 PA USD 809451.200000000000 0.0552300733 Long ABS-O CORP US N 2 2028-02-22 Fixed 7.050000000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJH8 1500000.000000000000 PA USD 1517025.300000000000 0.1035089187 Long ABS-O CORP US N 2 2028-10-20 Fixed 5.570000000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AW3 5511000.000000000000 PA USD 5660734.150000000000 0.3862404082 Long DBT CORP US N 2 2028-03-15 Fixed 6.250000000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 1585000.000000000000 PA USD 1531284.570000000000 0.1044818502 Long DBT CORP KY N 2 2028-02-21 Fixed 2.750000000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 2005000.000000000000 PA USD 1943580.570000000000 0.1326134266 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528000000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 2610000.000000000000 PA USD 2688965.420000000000 0.1834721564 Long DBT CORP KY N 2 2028-05-04 Fixed 6.375000000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAF2 1965000.000000000000 PA USD 1940558.330000000000 0.1324072146 Long DBT CORP ES N 2 2028-02-23 Fixed 3.800000000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 5105000.000000000000 PA USD 5105953.770000000000 0.3483869081 Long DBT CORP GB N 2 2026-05-12 Fixed 5.200000000000 N N N N N N Barclays Mortgage Loan Trust N/A 06745FAE3 4879754.310000000000 PA USD 4838425.230000000000 0.3301330333 Long ABS-MBS CORP US N 2 2065-12-25 Variable 4.696000000000 N N N N N N Barclays Mortgage Loan Trust N/A 06745FAG8 2927852.590000000000 PA USD 2901817.250000000000 0.1979953570 Long ABS-MBS CORP US N 2 2065-12-25 Variable 5.201000000000 N N N N N N Barings Issuer LLC N/A 06764UAA4 2992261.000000000000 PA USD 2966156.520000000000 0.2023853222 Long ABS-CBDO CORP US N 2 2059-02-26 Fixed 4.820000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F8MQ3 137382.620000000000 PA USD 136673.860000000000 0.0093254631 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 4.026690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F8RQ8 1699694.410000000000 PA USD 1685870.800000000000 0.1150295012 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 3.952210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F8ZR7 3214777.950000000000 PA USD 3181640.020000000000 0.2170880857 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.902210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F9CM1 5064131.750000000000 PA USD 5018838.160000000000 0.3424428790 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.936690000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F9CN9 5252134.910000000000 PA USD 5170364.420000000000 0.3527817437 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.862210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F9Z46 20272036.130000000000 PA USD 20018858.670000000000 1.3659168474 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.852210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FFNQ6 69993.860000000000 PA USD 69352.160000000000 0.0047320022 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.852210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FFXQ5 25459157.420000000000 PA USD 25140612.440000000000 1.7153818133 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.852210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H3KE1 3247261.400000000000 PA USD 3226608.820000000000 0.2201563745 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 3.852210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H4BV1 3445515.990000000000 PA USD 3423316.530000000000 0.2335780376 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 3.872210000000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAA5 84927.480000000000 PA USD 85133.680000000000 0.0058087991 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 4.852440000000 N N N N N N KEYBANK NATIONAL ASSN HUX2X73FUCYHUVH1BK78 49327V2A1 1915000.000000000000 PA USD 1913733.150000000000 0.1305768922 Long DBT CORP US N 2 2026-05-20 Fixed 3.400000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 4800000.000000000000 PA USD 4794449.230000000000 0.3271324847 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBC9 1500000.000000000000 PA USD 1493288.610000000000 0.1018893287 Long DBT CORP US N 2 2027-05-15 Fixed 3.875000000000 N N N N N N Lake Shore MM CLO LLC 5493004NSSTVWDFT9W29 510760AG6 3000000.000000000000 PA USD 2995503.000000000000 0.2043876767 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 7.691990000000 N N N N N N Lake Shore MM CLO LLC 5493004NSSTVWDFT9W29 510760AL5 255260.890000000000 PA USD 255186.860000000000 0.0174117834 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 5.080380000000 N N N N N N Lake Shore MM CLO LLC 5493004NSSTVWDFT9W29 510760AN1 1500000.000000000000 PA USD 1498015.580000000000 0.1022118569 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 5.380380000000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 932105.150000000000 PA USD 936220.580000000000 0.0638797388 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.190000000000 N N N N N N Lendbuzz Securitization Trust N/A 52608LAB6 80504.050000000000 PA USD 81261.220000000000 0.0055445753 Long ABS-O CORP US N 2 2028-08-15 Fixed 6.920000000000 N N N N N N Lobel Automobile Receivables T N/A 53949FAC3 1000000.000000000000 PA USD 1010477.100000000000 0.0689463729 Long ABS-O CORP US N 2 2029-06-15 Fixed 10.040000000000 N N N N N N A&D Mortgage Trust 984500676AA49C11FP07 00038TAF9 1669344.600000000000 PA USD 1651793.440000000000 0.1127043517 Long ABS-MBS CORP US N 2 2071-03-25 Variable 5.013000000000 N N N N N N A&D Mortgage Trust 984500FEB1BEC4C6Y473 00040DAC7 2109677.330000000000 PA USD 2095188.490000000000 0.1429578631 Long ABS-MBS CORP US N 2 2071-02-25 Variable 4.912000000000 N N N N N N A&D Mortgage Trust 984500FEB1BEC4C6Y473 00040DAF0 2845611.290000000000 PA USD 2820165.260000000000 0.1924241189 Long ABS-MBS CORP US N 2 2071-02-25 Variable 5.114000000000 N N N N N N ACHV ABS TRUST N/A 00092BAB0 210082.560000000000 PA USD 211736.290000000000 0.0144470856 Long ABS-O CORP US N 2 2031-04-25 Fixed 6.340000000000 N N N N N N ACHV ABS TRUST N/A 00092BAC8 306641.990000000000 PA USD 308755.550000000000 0.0210668557 Long ABS-O CORP US N 2 2031-04-25 Fixed 6.420000000000 N N N N N N ACHV ABS TRUST N/A 00092BAD6 2703876.120000000000 PA USD 2729330.140000000000 0.1862263020 Long ABS-O CORP US N 2 2031-04-25 Fixed 7.290000000000 N N N N N N ACHV ABS TRUST N/A 00092HAB7 280463.240000000000 PA USD 282221.860000000000 0.0192564221 Long ABS-O CORP US N 2 2031-10-27 Fixed 5.430000000000 N N N N N N ACHD Trust N/A 00092TAA3 302822.830000000000 PA USD 303406.100000000000 0.0207018547 Long ABS-O CORP US N 2 2034-01-09 Fixed 5.978000000000 N N N N N N A&D Mortgage Trust N/A 00248BAC1 5750000.000000000000 PA USD 5759234.500000000000 0.3929612353 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.080000000000 N N N N N N Freddie Mac Whole Loan Securit N/A 3137G1BF3 42210.810000000000 PA USD 41139.030000000000 0.0028069779 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.643083000000 N N N N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 35564K2F5 230833.990000000000 PA USD 231070.410000000000 0.0157662817 Long ABS-MBS CORP US N 2 2043-06-25 Floating 5.645160000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAJ6 800000.000000000000 PA USD 799688.000000000000 0.0545639154 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448AY9 1298000.000000000000 PA USD 1293330.890000000000 0.0882459126 Long DBT CORP US N 2 2026-09-15 Fixed 3.250000000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BA0 670000.000000000000 PA USD 658577.950000000000 0.0449357644 Long DBT CORP US N 2 2028-03-15 Fixed 3.500000000000 N N N N N N Gallatin Loan Management, LLC N/A 36361UAL4 910684.580000000000 PA USD 910891.310000000000 0.0621514846 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.024710000000 N N N N N N JP Morgan Mortgage Trust N/A 46656UAA1 348989.330000000000 PA USD 349615.070000000000 0.0238547623 Long ABS-MBS CORP US N 2 2053-11-25 Floating 5.390140000000 N N N N N N JP Morgan Mortgage Trust N/A 46660GAA6 3702721.480000000000 PA USD 3688706.680000000000 0.2516860068 Long ABS-MBS CORP US N 2 2056-04-25 Variable 5.055000000000 N N N N N N JP Morgan Mortgage Trust N/A 46660GAB4 4628401.850000000000 PA USD 4612136.260000000000 0.3146929964 Long ABS-MBS CORP US N 2 2056-04-25 Variable 5.207000000000 N N N N N N JP Morgan Mortgage Trust N/A 46660LAD9 2935298.850000000000 PA USD 2909445.030000000000 0.1985158119 Long ABS-MBS CORP US N 2 2056-06-25 Variable 5.055000000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 610000.000000000000 PA USD 585556.810000000000 0.0399534222 Long DBT CORP US N 2 2028-08-15 Fixed 5.000000000000 N N N N N N JEFFERSON CAPITAL HOLDIN N/A 472481AA8 800000.000000000000 PA USD 798712.000000000000 0.0544973215 Long DBT CORP US N 2 2026-08-15 Fixed 6.000000000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAW0 5815000.000000000000 PA USD 5846756.650000000000 0.3989330033 Long DBT CORP US N 2 2027-03-15 Fixed 5.100000000000 N N N N N N KEYBANK NATIONAL ASSN HUX2X73FUCYHUVH1BK78 49306CAB7 6755000.000000000000 PA USD 7011869.410000000000 0.4784303999 Long DBT CORP US N 2 2028-02-01 Fixed 6.950000000000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 6745000.000000000000 PA USD 6739796.230000000000 0.4598664375 Long DBT CORP BM N 2 2028-02-15 Fixed 5.000000000000 N N N N N N Vista Point Securitization Tru N/A 92790EAA8 6823463.280000000000 PA USD 6774688.480000000000 0.4622471882 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.035000000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAG7 2530000.000000000000 PA USD 2517780.100000000000 0.1717919245 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 1450000.000000000000 PA USD 1456259.650000000000 0.0993627870 Long DBT CORP US N 2 2026-12-30 Fixed 5.050000000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAX0 2165000.000000000000 PA USD 2140934.730000000000 0.1460791979 Long DBT CORP US N 2 2028-10-15 Fixed 4.300000000000 N N N N N N Vista Point Securitization Tru N/A 92841YAA3 619024.210000000000 PA USD 618756.610000000000 0.0422186945 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.252000000000 N N N N N N Vista Point Securitization Tru N/A 92841YAB1 2000000.000000000000 PA USD 2008120.000000000000 0.1370170490 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.657000000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94990GAE9 1000000.000000000000 PA USD 1002737.000000000000 0.0684182542 Long ABS-MBS CORP US N 2 2038-03-15 Variable 6.028808000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 4050000.000000000000 PA USD 4067842.840000000000 0.2775550374 Long DBT CORP US N 2 2028-08-15 Fixed 4.750000000000 N N N N N N Westlake Automobile Receivable N/A 96041KAC8 1427158.240000000000 PA USD 1427973.150000000000 0.0974327566 Long ABS-O CORP US N 2 2028-09-15 Floating 4.219800000000 N N N N N N Westlake Automobile Receivable N/A 96043BAB8 2000000.000000000000 PA USD 1999329.800000000000 0.1364172804 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.020000000000 N N N N N N 2026-06-26 Angel Oak Funds Trust /s/ Michael Colombo Michael Colombo Secretary XXXX