NPORT-P false 0001612930 XXXXXXXX S000048360 C000152733 C000159180 C000152734 Angel Oak Funds Trust 811-22980 0001612930 549300DGLMLNBVBKK655 980 Hammond Drive Suite 200 Atlanta 30328 404-953-4900 Angel Oak Multi-Strategy Income Fund S000048360 549300CILF354466HZ11 2027-01-31 2026-04-30 N 2610615190.810000000000 119187217.130000000000 2491427973.680000000000 0.000000000000 0.000000000000 100000000.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 5651864.810000000000 USD N Fund's Securities Portfolio Q3RXYJ7DJO BX Trust N/A 05612AAJ5 4800000.000000000000 PA USD 4794201.600000000000 0.1924278627 Long ABS-MBS CORP US N 2 2041-02-15 Floating 6.294710000000 N N N N N N BX Trust N/A 05612AAL0 3300000.000000000000 PA USD 3283915.800000000000 0.1318085786 Long ABS-MBS CORP US N 2 2041-02-15 Floating 7.293710000000 N N N N N N BX Trust N/A 05612RAG4 2467515.630000000000 PA USD 2498613.730000000000 0.1002884192 Long ABS-MBS CORP US N 2 2034-05-15 Floating 6.144400000000 N N N N N N BX Trust N/A 05612TAJ4 287850.000000000000 PA USD 287005.160000000000 0.0115197053 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.544114000000 N N N N N N BX Trust N/A 05612TAL9 4317750.000000000000 PA USD 4306472.040000000000 0.1728515568 Long ABS-MBS CORP US N 2 2041-06-15 Floating 7.592587000000 N N N N N N BX Trust N/A 05619PAE6 3500000.000000000000 PA USD 3501589.000000000000 0.1405454638 Long ABS-MBS CORP US N 2 2044-12-15 Floating 6.004710000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 72108PAP9 580222.880000000000 PA USD 575441.870000000000 0.0230968696 Long LON CORP US N 2 2026-07-24 Floating 6.875000000000 N N N N N N PHH MORTGAGE 30 YR AIM N/A N/A 168604.750000000000 PA USD 167711.850000000000 0.0067315552 Long LON CORP US N 2 2037-04-26 Variable 7.000000000000 N N N N N N PHH MORTGAGE 30 YR AIM N/A N/A 210686.680000000000 PA USD 213637.710000000000 0.0085749101 Long LON CORP US N 2 2037-08-24 Variable 7.750000000000 N N N N N N PHH MORTGAGE 30 YR AIM N/A N/A 254498.560000000000 PA USD 254285.530000000000 0.0102064171 Long LON CORP US N 2 2037-05-24 Variable 6.875000000000 N N N N N N BX Trust N/A 123913AG0 3700000.000000000000 PA USD 3709220.400000000000 0.1488792949 Long ABS-MBS CORP US N 2 2044-07-15 Floating 6.904710000000 N N N N N N CIM Trust N/A 12556MCT9 613000.000000000000 PA USD 426463.060000000000 0.0171172141 Long ABS-MBS CORP US N 2 2049-08-25 Variable 3.935700000000 N N N N N N CIM Trust N/A 12564ECJ9 1468109.820000000000 PA USD 795831.500000000000 0.0319427858 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.670910000000 N N N N N N CIM Trust N/A 12564KCJ5 1225205.430000000000 PA USD 627655.590000000000 0.0251926043 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.659260000000 N N N N N N CIM Trust N/A 12565VDJ9 1281000.000000000000 PA USD 636682.620000000000 0.0255549278 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.613090000000 N N N N N N Citimortgage Alternative Loan N/A 12566RAU5 66793.080000000000 PA USD 37209.860000000000 0.0014935154 Long ABS-MBS CORP US N 2 2036-11-25 Fixed .000000000000 N N N N N N Citimortgage Alternative Loan N/A 12566TAA5 1532250.770000000000 PA USD 1366891.490000000000 0.0548637771 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.000000000000 N N N N N N Citimortgage Alternative Loan N/A 12566TAJ6 3337377.270000000000 PA USD 2781326.160000000000 0.1116358245 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.418790000000 N N N N N N Citimortgage Alternative Loan N/A 12566VAV4 65472.850000000000 PA USD 35247.110000000000 0.0014147353 Long ABS-MBS CORP US N 2 2037-04-25 Fixed .000000000000 N N N N N N Citimortgage Alternative Loan N/A 12566WAC4 2747520.340000000000 PA USD 2355434.080000000000 0.0945415282 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.268790000000 N N N N N N Citimortgage Alternative Loan N/A 12567AAB3 1706920.170000000000 PA USD 1417875.090000000000 0.0569101377 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.368790000000 N N N N N N Citimortgage Alternative Loan N/A 12567AAR8 79030.130000000000 PA USD 40925.700000000000 0.0016426604 Long ABS-MBS CORP US N 2 2037-03-25 Fixed .000000000000 N N N N N N CIM Trust N/A 12571YAF6 7425000.000000000000 PA USD 5986740.380000000000 0.2402935362 Long ABS-MBS CORP US N 2 2061-01-25 Variable 4.000000000000 N N N N N N COLT Funding LLC N/A 12598PAD9 2250000.000000000000 PA USD 2003962.500000000000 0.0804342940 Long ABS-MBS CORP US N 2 2061-09-25 Variable 3.076400000000 N N N N N N COLT Funding LLC N/A 12598RAE3 4085000.000000000000 PA USD 3574869.690000000000 0.1434867766 Long ABS-MBS CORP US N 2 2066-11-26 Variable 4.193160000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AJ8 10124150.000000000000 PA USD 6608498.420000000000 0.2652494268 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.965290000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AK5 10125738.000000000000 PA USD 5761787.940000000000 0.2312644797 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.965290000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AN9 151233517.460000000000 PA USD 3701137.870000000000 0.1485548813 Long ABS-MBS CORP US N 2 2060-01-25 Variable 1.455608000000 N N N N N N Credit Suisse Mortgage Trust N/A 12651YAU6 6255488.680000000000 PA USD 5779858.850000000000 0.2319898031 Long ABS-MBS CORP US N 2 2057-08-01 Variable 4.326460000000 N N N N N N COLT Funding LLC N/A 12656GAE6 3605000.000000000000 PA USD 3312496.790000000000 0.1329557517 Long ABS-MBS CORP US N 2 2065-10-26 Variable 4.118000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAE4 3031450.000000000000 PA USD 1946467.070000000000 0.0781265640 Long ABS-MBS CORP US N 2 2056-03-25 Variable 3.251000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAF1 1539950.000000000000 PA USD 1035276.510000000000 0.0415535396 Long ABS-MBS CORP US N 2 2056-03-25 Variable 4.255000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAB1 1283241.850000000000 PA USD 1137166.450000000000 0.0456431597 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.303000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAC9 12050633.060000000000 PA USD 10662676.090000000000 0.4279744870 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.405000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659FAE5 4346000.000000000000 PA USD 3516811.010000000000 0.1411564391 Long ABS-MBS CORP US N 2 2066-10-25 Variable 4.211000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659TBC8 16858737.350000000000 PA USD 641682.320000000000 0.0257556039 Long ABS-MBS CORP US N 2 2056-11-25 Floating .504840000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659TBL8 15470294.230000000000 PA USD 133555.050000000000 0.0053605824 Long ABS-MBS CORP US N 2 2056-11-25 Variable .150000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659TBT1 272143903.300000000000 PA USD 641388.750000000000 0.0257438207 Long ABS-MBS CORP US N 2 2056-11-25 Variable .040000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659TBY0 10100517.130000000000 PA USD 294847.230000000000 0.0118344673 Long ABS-MBS CORP US N 2 2056-11-25 Variable .500000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12661XBM3 6242402.700000000000 PA USD 111851.370000000000 0.0044894483 Long ABS-MBS CORP US N 2 2056-07-25 Variable .400000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12661XBQ4 3867383.140000000000 PA USD 3281138.130000000000 0.1316970896 Long ABS-MBS CORP US N 2 2056-07-25 Variable 3.081499000000 N N N N N N Credit Suisse Mortgage Trust N/A 12661XBU5 93513458.370000000000 PA USD 169913.950000000000 0.0068199423 Long ABS-MBS CORP US N 2 2056-07-25 Variable .040000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAD5 1000000.000000000000 PA USD 774484.400000000000 0.0310859639 Long ABS-MBS CORP US N 2 2066-02-25 Variable 2.282000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662QAE6 5417100.000000000000 PA USD 4361205.910000000000 0.1750484443 Long ABS-MBS CORP US N 2 2066-10-25 Variable 3.723000000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 750000.000000000000 PA USD 767777.440000000000 0.0308167624 Long DBT CORP US N 2 2033-06-15 Fixed 6.375000000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 2580000.000000000000 PA USD 2491718.080000000000 0.1000116442 Long DBT CORP US N 2 2029-10-15 Fixed 4.625000000000 N N N N N N CALUMET SPECIALTY PROD N/A 131477BA8 2040000.000000000000 PA USD 2163189.480000000000 0.0868252867 Long DBT CORP US N 2 2031-02-15 Fixed 9.750000000000 N N N N N N Canyon Capital CLO Ltd N/A 13875GAL3 5000000.000000000000 PA USD 5014710.000000000000 0.2012785460 Long ABS-CBDO CORP KY N 2 2039-01-15 Floating 6.963570000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 1600000.000000000000 PA USD 1629369.600000000000 0.0653990249 Long DBT CORP CA N 2 2033-03-31 Fixed 6.750000000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 600000.000000000000 PA USD 609125.740000000000 0.0244488601 Long DBT CORP PA N 2 2033-02-15 Fixed 6.125000000000 N N N N N N CarNow Auto Receivables Trust N/A 14367LAG6 1366242.040000000000 PA USD 828554.480000000000 0.0332562084 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.790000000000 N N N N N N CARS.COM INC 5493002G6J07LNGX4M98 14575EAA3 2100000.000000000000 PA USD 2065822.500000000000 0.0829172074 Long DBT CORP US N 2 2028-11-01 Fixed 6.375000000000 N N N N N N Carvana Auto Receivables Trust N/A 14687DAG7 463170.640000000000 PA USD 462561.940000000000 0.0185661374 Long ABS-O CORP US N 2 2028-01-10 Fixed 4.550000000000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAF0 9168733.240000000000 PA USD 9065562.990000000000 0.3638701614 Long ABS-O CORP US N 2 2028-09-11 Fixed 4.530000000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300Z98E6LMOBBGK17 16678RFB8 2104361.570000000000 PA USD 1890405.030000000000 0.0758763669 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.918790000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 5493000HGUJLFEQO2209 16678RFZ5 13510448.450000000000 PA USD 182364.030000000000 0.0073196589 Long ABS-MBS CORP US N 2 2037-04-25 Variable .414028000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A 17027NAD4 225000.000000000000 PA USD 229713.920000000000 0.0092201710 Long DBT CORP US N 2 2034-04-15 Fixed 6.375000000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 2090000.000000000000 PA USD 2161436.200000000000 0.0867549142 Long DBT CORP US N 2 2032-08-01 Fixed 7.000000000000 N N N N N N Citicorp Mortgage Securities, 549300ISEJNGWSXAKR30 172973R35 26881.870000000000 PA USD 14104.410000000000 0.0005661175 Long ABS-MBS CORP US N 2 2035-03-25 Fixed .000000000000 N N N N N N Citimortgage Alternative Loan N/A 17309VAC7 2244687.630000000000 PA USD 2099914.930000000000 0.0842855965 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.000000000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAE5 2560000.000000000000 PA USD 2620211.200000000000 0.1051690528 Long DBT CORP US N 2 2032-09-15 Fixed 6.750000000000 N N N N N N COGENT COMMS GRP / FIN N/A 19240WAB5 1790000.000000000000 PA USD 1662194.000000000000 0.0667165183 Long DBT CORP US N 2 2032-07-01 Fixed 6.500000000000 N N N N N N COLT Funding LLC N/A 19685WAF8 5250000.000000000000 PA USD 4085383.050000000000 0.1639775700 Long ABS-MBS CORP US N 2 2066-08-25 Variable 3.936000000000 N N N N N N COLT Funding LLC N/A 19688KAG9 5510000.000000000000 PA USD 4133284.070000000000 0.1659002032 Long ABS-MBS CORP US N 2 2066-10-25 Variable 4.115930000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20600DAA1 1200000.000000000000 PA USD 1245049.200000000000 0.0499733170 Long DBT CORP US N 2 2032-07-15 Fixed 6.875000000000 N N N N N N Deutsche Alt-A Securities INC N/A 25151RAA2 4535823.900000000000 PA USD 4467502.150000000000 0.1793149229 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.008790000000 N N N N N N Deutsche Alt-A Securities INC N/A 25151RAB0 787761.910000000000 PA USD 756078.130000000000 0.0303471799 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.128790000000 N N N N N N Deutsche Alt-A Securities INC N/A 25151TAD2 83950000.000000000000 PA USD 6244117.050000000000 0.2506240243 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.248790000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BD3 1151271.770000000000 PA USD 1190376.710000000000 0.0477788932 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQHA6 9462171.840000000000 PA USD 9734296.430000000000 0.3907115330 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWJG8 12438691.510000000000 PA USD 12326301.960000000000 0.4947484772 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWYT3 2807658.930000000000 PA USD 2785578.010000000000 0.1118064836 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N Flagstar Mortgage Trust N/A 33851HBD4 2494280.830000000000 PA USD 2255079.300000000000 0.0905135257 Long ABS-MBS CORP US N 2 2048-04-25 Variable 4.003310000000 N N N N N N Flagstar Mortgage Trust N/A 33851RBG5 1149119.330000000000 PA USD 943166.230000000000 0.0378564518 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.494960000000 N N N N N N Flagstar Mortgage Trust N/A 33852DBT7 2504697.680000000000 PA USD 2003657.200000000000 0.0804220399 Long ABS-MBS CORP US N 2 2051-02-01 Variable 3.076510000000 N N N N N N Flagstar Mortgage Trust N/A 33852DBU4 1222000.000000000000 PA USD 638540.830000000000 0.0256295119 Long ABS-MBS CORP US N 2 2051-02-01 Variable 3.076510000000 N N N N N N GSAA Home Equity Trust N/A 3622ECAB2 1096915.420000000000 PA USD 1029111.790000000000 0.0413061024 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.008790000000 N N N N N N GSAA Home Equity Trust N/A 3622EUAA4 3237625.340000000000 PA USD 576733.740000000000 0.0231487222 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.848790000000 N N N N N N GSR Mortgage Loan Trust N/A 362341DZ9 1147800.820000000000 PA USD 1015649.920000000000 0.0407657749 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.098790000000 N N N N N N GSAA Home Equity Trust N/A 362341ZV4 1613357.000000000000 PA USD 1470242.880000000000 0.0590120564 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.468790000000 N N N N N N GS Mortgage-Backed Securities N/A 36269MAF8 5000000.000000000000 PA USD 4760210.000000000000 0.1910635206 Long ABS-MBS CORP US N 2 2061-07-25 Variable 4.111272000000 N N N N N N GS Mortgage-Backed Securities N/A 36272LCS5 1734000.000000000000 PA USD 1593402.080000000000 0.0639553741 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.791820000000 N N N N N N GS Mortgage-Backed Securities N/A 362948AF8 3500000.000000000000 PA USD 3367752.500000000000 0.1351735846 Long ABS-MBS CORP US N 2 2061-09-25 Variable 3.996208000000 N N N N N N GULFPORT ENERGY OP CORP 549300FJX18IDUFPHD40 402635AT3 1070000.000000000000 PA USD 1099062.270000000000 0.0441137485 Long DBT CORP US N 2 2029-09-01 Fixed 6.750000000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAH3 1070000.000000000000 PA USD 1080512.750000000000 0.0433692148 Long DBT CORP US N 2 2056-11-15 Variable 7.125000000000 N N N N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272X508 52942.000000000000 NS USD 1262666.700000000000 0.0506804416 Long EP CORP US N 1 N N N MFRA Trust N/A 552732AE9 4000000.000000000000 PA USD 3473622.400000000000 0.1394229509 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.386000000000 N N N N N N MFRA Trust N/A 55283QAB0 4106000.000000000000 PA USD 3506171.710000000000 0.1407294029 Long ABS-MBS CORP US N 2 2060-07-25 Variable 2.071600000000 N N N N N N METHANEX US OPERATIONS N/A 59151LAA4 2100000.000000000000 PA USD 2162309.100000000000 0.0867899503 Long DBT CORP US N 2 2032-03-15 Fixed 6.250000000000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAC3 1500000.000000000000 PA USD 1525134.000000000000 0.0612152555 Long ABS-MBS CORP US N 2 2049-10-25 Floating 9.259640000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAF8 8000000.000000000000 PA USD 8257224.000000000000 0.3314253547 Long ABS-MBS CORP US N 2 2050-03-25 Floating 11.259640000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 2210000.000000000000 PA USD 2114783.760000000000 0.0848823961 Long DBT CORP US N 2 2031-05-15 Fixed 7.250000000000 N N N N N N Owl Rock CLO N/A 69120DAA9 7205000.000000000000 PA USD 7208847.470000000000 0.2893460115 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 5.525230000000 N N N N N N PHH Alternative Mortgage Trust N/A 69337BAM6 9734.620000000000 PA USD 7859.760000000000 0.0003154721 Long ABS-MBS CORP US N 2 2037-02-25 Fixed .000000000000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAD8 1720000.000000000000 PA USD 1633946.160000000000 0.0655827171 Long DBT CORP US N 2 2029-10-01 Fixed 5.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69490AAD1 2000000.000000000000 PA USD 2001275.200000000000 0.0803264321 Long ABS-O CORP US N 2 2034-02-15 Fixed 6.216000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694956AA1 3248881.590000000000 PA USD 3250617.140000000000 0.1304720495 Long ABS-O CORP US N 2 2033-07-15 Fixed 9.565000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694964AA5 2000000.000000000000 PA USD 1985778.600000000000 0.0797044354 Long ABS-O CORP US N 2 2033-09-15 Fixed 9.232000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 694972AA8 4500000.000000000000 PA USD 4494752.550000000000 0.1804086892 Long ABS-O CORP US N 2 2033-12-15 Fixed 9.292000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 293759.480000000000 PA USD 290788.780000000000 0.0116715708 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.270000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546UAB5 3656997.810000000000 PA USD 3340712.110000000000 0.1340882476 Long ABS-O CORP US N 2 2032-06-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546VAC1 1813230.980000000000 PA USD 1816337.410000000000 0.0729034686 Long ABS-O CORP US N 2 2030-01-15 Fixed 7.500000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAC8 326446.910000000000 PA USD 323996.960000000000 0.0130044683 Long ABS-O CORP US N 2 2029-08-15 Fixed 3.930000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547JAC7 277075.750000000000 PA USD 275993.300000000000 0.0110777154 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.090000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548EAB9 1749798.990000000000 PA USD 1658845.310000000000 0.0665821098 Long ABS-O CORP US N 2 2032-07-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548LAA5 214163.540000000000 PA USD 214714.130000000000 0.0086181151 Long ABS-O CORP US N 2 2031-11-15 Fixed 11.353000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548MAA3 1039777.740000000000 PA USD 1055451.770000000000 0.0423633266 Long ABS-O CORP US N 2 2031-12-15 Fixed 10.895000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548VAB1 1071235.020000000000 PA USD 1053206.130000000000 0.0422731920 Long ABS-O CORP US N 2 2032-07-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548XAE1 999961.360000000000 PA USD 961846.630000000000 0.0386062387 Long ABS-O CORP US N 2 2033-03-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69548YAB5 999894.970000000000 PA USD 967843.640000000000 0.0388469444 Long ABS-O CORP US N 2 2032-10-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549AAA8 2172353.980000000000 PA USD 1591392.450000000000 0.0638747123 Long ABS-O CORP US N 2 2032-10-15 Fixed 9.342000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549CAA4 6799373.320000000000 PA USD 6769916.390000000000 0.2717283607 Long ABS-O CORP US N 2 2033-04-15 Fixed 8.476000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549CAF3 999907.840000000000 PA USD 979357.730000000000 0.0393090926 Long ABS-O CORP US N 2 2033-04-15 Fixed 12.000000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549DAA2 999821.680000000000 PA USD 993140.370000000000 0.0398622951 Long ABS-O CORP US N 2 2033-05-15 Fixed 8.890000000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69549QAA3 3000000.000000000000 PA USD 3000893.400000000000 0.1204487319 Long ABS-O CORP US N 2 2033-11-15 Fixed 10.284000000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 2150000.000000000000 PA USD 2161282.530000000000 0.0867487462 Long DBT CORP US N 2 2031-06-01 Fixed 7.125000000000 N N N N N N PennyMac Mortgage Investment T 549300BSSOQO1ZWDUJ97 70931T103 81182.000000000000 NS USD 988796.760000000000 0.0396879529 Long EC CORP US N 1 N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAH0 1680000.000000000000 PA USD 1627505.880000000000 0.0653242196 Long DBT CORP US N 2 2034-02-15 Fixed 6.750000000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 1670000.000000000000 PA USD 1620265.900000000000 0.0650336240 Long DBT CORP US N 2 2029-08-01 Fixed 4.250000000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAD7 2320000.000000000000 PA USD 2184785.530000000000 0.0876921008 Long DBT CORP IE N 2 2032-09-30 Fixed 6.125000000000 N N N N N N PHH ESCROW ISS LCC/PHH C N/A 716964AA9 1610000.000000000000 PA USD 1627201.240000000000 0.0653119920 Long DBT CORP US N 2 2029-11-01 Fixed 9.875000000000 N N N N N N PHINIA INC 254900HG6MORZE1FFM18 71880KAB7 1210000.000000000000 PA USD 1240649.300000000000 0.0497967155 Long DBT CORP US N 2 2032-10-15 Fixed 6.625000000000 N N N N N N PHOENIX AVIATION CAPITAL 8945008YQAKXZQ3VYJ15 71910DAA9 3830000.000000000000 PA USD 3911954.340000000000 0.1570165536 Long DBT CORP IE N 2 2030-07-15 Fixed 9.250000000000 N N N N N N Pikes Peak CLO N/A 72133QAG6 1000000.000000000000 PA USD 924067.000000000000 0.0370898541 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 11.495230000000 N N N N N N Point Securitization Trust N/A 73071PAA3 3243013.530000000000 PA USD 3220380.540000000000 0.1292584242 Long ABS-MBS CORP US N 2 2055-10-25 Variable 5.750000000000 N N N N N N Point Securitization Trust N/A 73071PAC9 1500000.000000000000 PA USD 1323862.950000000000 0.0531367137 Long ABS-MBS CORP US N 2 2055-10-25 Variable 7.000000000000 N N N N N N Point Securitization Trust N/A 73072JAA6 2000000.000000000000 PA USD 1965810.800000000000 0.0789029754 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.250000000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 2150000.000000000000 PA USD 2150550.400000000000 0.0863179840 Long DBT CORP US N 2 2033-03-01 Fixed 6.375000000000 N N N N N N PowerPay Issuance Trust N/A 73934RAB4 480403.530000000000 PA USD 489594.080000000000 0.0196511432 Long ABS-O CORP US N 2 2039-02-18 Fixed 8.460000000000 N N N N N N PowerPay Issuance Trust N/A 73940MAD3 2750000.000000000000 PA USD 2443584.280000000000 0.0980796678 Long ABS-O CORP US N 2 2041-11-18 Fixed 9.190000000000 N N N N N N Prestige Auto Receivables Trus N/A 74113QAL5 6682000.000000000000 PA USD 6707616.780000000000 0.2692278023 Long ABS-O CORP US N 2 2031-04-15 Fixed 7.940000000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 1120000.000000000000 PA USD 1107672.840000000000 0.0444593563 Long DBT CORP US N 2 2029-02-15 Fixed 6.375000000000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 550000.000000000000 PA USD 539989.280000000000 0.0216738869 Long DBT CORP US N 2 2031-03-01 Fixed 5.875000000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 1330000.000000000000 PA USD 1236258.280000000000 0.0496204704 Long DBT CORP US N 2 2031-02-15 Fixed 3.750000000000 N N N N N N Sequoia Mortgage Trust N/A 81744FHD2 2555370.790000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2035-03-20 Variable .000000000000 N N N N N N Sequoia Mortgage Trust N/A 81744HAK9 1530919.690000000000 PA USD 1076476.900000000000 0.0432072254 Long ABS-MBS CORP US N 2 2046-10-20 Variable 3.887390000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 2090000.000000000000 PA USD 2162219.950000000000 0.0867863720 Long DBT CORP US N 2 2032-07-15 Fixed 6.875000000000 N N N N N N STONEPEAK NILE PARENT 254900TJV3VAFZD0GU41 861932AA9 1050000.000000000000 PA USD 1099394.530000000000 0.0441270846 Long DBT CORP US N 2 2032-03-15 Fixed 7.250000000000 N N N N N N Structured Asset Mortgage Inve N/A 86361HAT1 20588477.270000000000 PA USD 718754.040000000000 0.0288490796 Long ABS-MBS CORP US N 2 2036-08-25 Fixed .900000000000 N N N N N N Sunbit Asset Securitization Tr N/A 86709SAC5 1000000.000000000000 PA USD 991619.900000000000 0.0398012670 Long ABS-O CORP US N 2 2030-07-15 Fixed 6.120000000000 N N N N N N Sunbit Asset Securitization Tr N/A 86709SAD3 750000.000000000000 PA USD 745960.730000000000 0.0299410915 Long ABS-O CORP US N 2 2030-07-15 Fixed 7.920000000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 2400000.000000000000 PA USD 2214627.840000000000 0.0888899002 Long DBT CORP US N 2 2029-06-30 Fixed 4.875000000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 1070000.000000000000 PA USD 1108676.220000000000 0.0444996296 Long EP CORP US N 2 N N N SYNERGY INFRASTRUCTURE H N/A 87191JAA2 1060000.000000000000 PA USD 1115548.240000000000 0.0447754562 Long DBT CORP US N 2 2030-12-01 Fixed 7.875000000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAM3 2110000.000000000000 PA USD 2157107.650000000000 0.0865811764 Long DBT CORP US N 2 2034-03-15 Fixed 6.750000000000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 876511AG1 2060000.000000000000 PA USD 2159077.760000000000 0.0866602520 Long DBT CORP CA N 2 2030-05-01 Fixed 8.250000000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 1110000.000000000000 PA USD 1098790.230000000000 0.0441028294 Long DBT CORP US N 2 2029-12-15 Fixed 5.000000000000 N N N N N N UNLOCK HEA TRUST N/A 914917AC3 500000.000000000000 PA USD 403004.500000000000 0.0161756432 Long ABS-MBS CORP US N 2 2041-11-25 Fixed 6.000000000000 N N N N N N Upstart Pass Through Trust N/A 91679XAB2 4250000.000000000000 PA USD 115782.560000000000 0.0046472369 Long ABS-O CORP US N 2 2027-07-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91680UAB5 1500000.000000000000 PA USD 245627.710000000000 0.0098589127 Long ABS-O CORP US N 2 2030-04-20 Fixed .000000000000 N N N N N N X-CALIBER 549300GGW5CBE4FDT866 98370NAA3 3950000.000000000000 PA USD 3957884.200000000000 0.1588600691 Long ABS-MBS CORP US N 2 2026-10-06 Floating 6.790000000000 N N N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAC4 300000.000000000000 PA USD 284857.410000000000 0.0114334997 Long DBT CORP US N 2 2026-10-15 Fixed 5.000000000000 Y Y N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAD2 3500000.000000000000 PA USD 3260677.350000000000 0.1308758425 Long DBT CORP US N 2 2026-09-01 Fixed 11.000000000000 Y Y N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAK6 1628000.000000000000 PA USD 162.800000000000 0.0000065344 Long DBT CORP US N 2 2027-11-15 Floating 11.458580000000 Y Y N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAN0 3621299.770000000000 PA USD 911528.230000000000 0.0365865776 Long DBT CORP US N 2 2027-03-31 Fixed 7.000000000000 Y Y N N N N X-CALIBER 549300GGW5CBE4FDT866 98373XAQ3 1788000.000000000000 PA USD 1796811.260000000000 0.0721197353 Long ABS-MBS CORP US N 2 2026-10-06 Fixed .000000000000 N N N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAU4 3350418.060000000000 PA USD 3341191.340000000000 0.1341074827 Long DBT CORP US N 2 2026-06-06 Floating 6.418770000000 N N N N N N X-CALIBER FUNDING LLC 549300GGW5CBE4FDT866 98373XAV2 628203.480000000000 PA USD 625404.770000000000 0.0251022617 Long DBT CORP US N 2 2026-06-06 Floating 11.417270000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 530000.000000000000 PA USD 549047.670000000000 0.0220374691 Long DBT CORP US N 2 2031-06-01 Fixed 7.125000000000 N N N N N N XCALI Mortgage Trust N/A 98401JAA5 566148.090000000000 PA USD 564685.730000000000 0.0226651437 Long ABS-MBS CORP US N 2 2026-05-29 Floating 7.040000000000 N N N N N N XCALI Mortgage Trust N/A 98401JAB3 1321012.220000000000 PA USD 1314001.610000000000 0.0527409030 Long ABS-MBS CORP US N 2 2026-05-29 Floating 12.040000000000 N N N N N N XCALI Mortgage Trust N/A 98402TAC8 1215000.000000000000 PA USD 94.770000000000 0.0000038038 Long ABS-MBS CORP US N 2 2026-10-06 Floating 11.784790000000 Y Y N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207AD7 1080000.000000000000 PA USD 1101678.690000000000 0.0442187654 Long DBT CORP US N 2 2032-06-01 Fixed 6.500000000000 N N N N N N COLT Funding LLC N/A 19685EAE1 1750000.000000000000 PA USD 1494213.700000000000 0.0599741881 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.944278000000 N N N N N N FS BANCORP INC N/A 30263YAC8 1000000.000000000000 PA USD 991110.910000000000 0.0397808374 Long DBT CORP US N 2 2031-02-15 Variable 7.025340000000 N N N N N N FREMF Mortgage Trust N/A 30306KAC7 600479.270000000000 PA USD 565367.460000000000 0.0226925067 Long ABS-MBS CORP US N 2 2026-11-25 Floating 6.266690000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 5525865.730000000000 PA USD 4666592.500000000000 0.1873059366 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT3C2 7601431.220000000000 PA USD 7526136.920000000000 0.3020812562 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTM64 5911509.660000000000 PA USD 6116909.910000000000 0.2455182319 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 11902989.900000000000 PA USD 9619477.940000000000 0.3861029916 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG72 325427.360000000000 PA USD 314111.400000000000 0.0126076854 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMS9 4653424.670000000000 PA USD 4681474.070000000000 0.1879032474 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNX7 26644553.900000000000 PA USD 26805106.790000000000 1.0758933059 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPH0 15216367.740000000000 PA USD 15308059.290000000000 0.6144291327 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJ3Y6 12084199.600000000000 PA USD 10250253.130000000000 0.4114208092 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVK2 6479531.000000000000 PA USD 5648731.760000000000 0.2267266732 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVY2 9000607.420000000000 PA USD 7821439.910000000000 0.3139340167 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWF2 4003422.900000000000 PA USD 3594441.580000000000 0.1442723457 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.500000000000 N N N N N N BX Trust N/A 05612UAG7 1038461.540000000000 PA USD 1042242.580000000000 0.0418331411 Long ABS-MBS CORP US N 2 2037-06-15 Floating 6.294710000000 N N N N N N Freddie Mac - STACR N/A 3137G1DQ7 8985212.200000000000 PA USD 6982646.510000000000 0.2802668423 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.511435000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427M4B4 3495817.880000000000 PA USD 3597200.510000000000 0.1443830826 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N BRAVO Residential Funding Trus 254900NOKQW417VKV943 10568NAD4 4768841.940000000000 PA USD 4610072.890000000000 0.1850373737 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 105690AB7 1277021.030000000000 PA USD 1192765.860000000000 0.0478747880 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.853000000000 N N N N N N BRAVO Residential Funding Trus N/A 10571DAD1 1716102.010000000000 PA USD 1682577.960000000000 0.0675346820 Long ABS-MBS CORP US N 2 2053-08-01 Variable 4.300000000000 N N N N N N Bridgecrest Lending Auto Secur N/A 108056AG7 10000000.000000000000 PA USD 10691634.000000000000 0.4291367887 Long ABS-O CORP US N 2 2030-07-15 Fixed 10.370000000000 N N N N N N Brightwood Capital MM CLO 2019 N/A 10950EAG3 1000000.000000000000 PA USD 1002924.000000000000 0.0402549867 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 6.673100000000 N N N N N N BRISTOW GROUP INC 5493005Q24EN3UC1PV68 11040GAB9 540000.000000000000 PA USD 549805.460000000000 0.0220678850 Long DBT CORP US N 2 2033-02-01 Fixed 6.750000000000 N N N N N N BROOKLINE BANCORP INC N/A 11373MAA5 1000000.000000000000 PA USD 1004080.510000000000 0.0403014063 Long DBT CORP US N 2 2029-09-15 Variable 7.250620000000 N N N N N N Builders Capital Loan Acquisit N/A 12007KAF0 10092000.000000000000 PA USD 10088522.300000000000 0.4049293179 Long ABS-MBS CORP US N 2 2029-09-25 Variable 8.996000000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 2120000.000000000000 PA USD 2143593.480000000000 0.0860387498 Long DBT CORP US N 2 2035-05-15 Fixed 6.750000000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAG4 2595000.000000000000 PA USD 2135166.000000000000 0.0857004907 Long DBT CORP US N 2 2033-07-15 Fixed 7.500000000000 N N N N N N BX Trust N/A 123911AJ8 1750000.000000000000 PA USD 1741990.250000000000 0.0699193502 Long ABS-MBS CORP US N 2 2042-02-10 Variable 7.192951000000 N N N N N N GS Mortgage-Backed Securities N/A 36262CBN9 6996377.880000000000 PA USD 5606736.320000000000 0.2250410760 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.722230000000 N N N N N N GS Mortgage-Backed Securities N/A 36262LBB5 5073600.590000000000 PA USD 4053507.530000000000 0.1626981624 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.677320000000 N N N N N N GS Mortgage-Backed Securities N/A 36262RBL0 3388488.700000000000 PA USD 2844561.720000000000 0.1141739496 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.208660000000 N N N N N N GS Mortgage-Backed Securities N/A 36262RBM8 1360887.860000000000 PA USD 1124045.740000000000 0.0451165256 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.208660000000 N N N N N N GS Mortgage-Backed Securities N/A 36262WBN5 3558455.240000000000 PA USD 2646252.360000000000 0.1062142831 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.764050000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NLN7 2645906.830000000000 PA USD 2616288.580000000000 0.1050116081 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NY86 8405259.840000000000 PA USD 7096854.980000000000 0.2848508990 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6C84 17634581.380000000000 PA USD 17388445.300000000000 0.6979308848 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6CA9 17021304.020000000000 PA USD 17119889.880000000000 0.6871517082 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.500000000000 N N N N N N Flagstar Mortgage Trust N/A 33851GBT1 2849760.320000000000 PA USD 2283270.710000000000 0.0916450620 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.475290000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAJ1 164849093.810000000000 PA USD 1846804.400000000000 0.0741263412 Long ABS-MBS CORP US N 2 2041-09-25 Variable .449000000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAW2 405031.690000000000 PA USD 374798.910000000000 0.0150435378 Long ABS-MBS CORP US N 2 2041-09-25 Variable 2.949000000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAX0 1211407.700000000000 PA USD 797060.230000000000 0.0319921041 Long ABS-MBS CORP US N 2 2041-09-25 Variable 2.949000000000 N N N N N N Flagstar Mortgage Trust N/A 33852EBT5 1340188.140000000000 PA USD 721791.830000000000 0.0289710093 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.777540000000 N N N N N N Flagstar Mortgage Trust N/A 33852EBU2 1343000.000000000000 PA USD 688878.420000000000 0.0276499432 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.777540000000 N N N N N N GS Mortgage-Backed Securities N/A 36262WBP0 1237000.000000000000 PA USD 639521.580000000000 0.0256688769 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.764050000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CAN9 1500000.000000000000 PA USD 942728.250000000000 0.0378388723 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.000000000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CBP3 3101365.240000000000 PA USD 2535983.260000000000 0.1017883433 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.923720000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CBQ1 1167823.860000000000 PA USD 838821.020000000000 0.0336682830 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.923720000000 N N N N N N FLUSHING FINANCIAL CORP N/A 343873AB1 3000000.000000000000 PA USD 2715141.720000000000 0.1089793383 Long DBT CORP US N 2 2031-12-01 Variable 3.125000000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAH4 1100000.000000000000 PA USD 1095047.140000000000 0.0439525907 Long DBT CORP US N 2 2033-04-15 Fixed 5.875000000000 N N N N N N Fortress Credit Opportunities 254900WDNXJI5BDB6170 34964UAW6 1750000.000000000000 PA USD 1722626.500000000000 0.0691421353 Long ABS-CBDO CORP US N 2 2037-01-21 Floating 7.522140000000 N N N N N N Foundation Finance Trust N/A 35042NAE5 959564.170000000000 PA USD 944942.330000000000 0.0379277402 Long ABS-O CORP US N 2 2052-04-15 Fixed 8.350000000000 N N N N N N Franklin Park Place CLO N/A 35455HAL2 5000000.000000000000 PA USD 5015770.000000000000 0.2013210919 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.773100000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAD0 4520000.000000000000 PA USD 4410215.530000000000 0.1770155741 Long DBT CORP US N 2 2033-04-01 Fixed 7.875000000000 N N N N N N FREMF Mortgage Trust N/A 35709DAG6 2487563.290000000000 PA USD 2498513.540000000000 0.1002843978 Long ABS-MBS CORP US N 2 2026-06-25 Floating 6.066690000000 N N N N N N Gaea Mortgage Loan Trust N/A 362928AA1 1853622.540000000000 PA USD 1818273.960000000000 0.0729811971 Long ABS-MBS CORP US N 2 2030-02-25 Variable 6.750000000000 N N N N N N Gallatin Funding Ltd N/A 36362HAJ7 3000000.000000000000 PA USD 3013191.000000000000 0.1209423283 Long ABS-CBDO CORP BM N 2 2037-10-20 Floating 7.675230000000 N N N N N N Gallatin Funding Ltd 984500E5ACG7837D0749 36362MAU1 6000000.000000000000 PA USD 6029538.000000000000 0.2420113310 Long ABS-CBDO CORP BM N 2 2036-10-14 Floating 7.268950000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AG0 700000.000000000000 PA USD 712828.200000000000 0.0286112305 Long ABS-MBS CORP US N 2 2039-05-10 Variable 8.470946000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AL9 400000.000000000000 PA USD 409680.000000000000 0.0164435819 Long ABS-MBS CORP US N 2 2039-05-10 Variable 12.324536000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AD6 1080000.000000000000 PA USD 1099260.720000000000 0.0441217138 Long DBT CORP US N 2 2034-01-15 Fixed 6.625000000000 N N N N N N ICNQ Mortgage Trust N/A 450953AL8 3250000.000000000000 PA USD 3258398.000000000000 0.1307843548 Long ABS-MBS CORP US N 2 2034-12-10 Variable 6.559497000000 N N N N N N GS Mortgage-Backed Securities N/A 36263KBJ9 3822870.410000000000 PA USD 3239477.450000000000 0.1300249288 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.019674000000 N N N N N N GS Mortgage-Backed Securities N/A 36266TCJ6 3535106.090000000000 PA USD 2878290.450000000000 0.1155277407 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.193380000000 N N N N N N GS Mortgage-Backed Securities N/A 36266TCL1 1109908.220000000000 PA USD 864748.360000000000 0.0347089448 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.193380000000 N N N N N N GS Mortgage-Backed Securities N/A 36266VAT1 11746474.510000000000 PA USD 445238.370000000000 0.0178708104 Long ABS-MBS CORP US N 2 2052-06-25 Floating .504840000000 N N N N N N GS Mortgage-Backed Securities N/A 36266VBM5 4447284.210000000000 PA USD 3727034.520000000000 0.1495943113 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.240700000000 N N N N N N GS Mortgage-Backed Securities N/A 36266VBP8 4589987.480000000000 PA USD 3737709.420000000000 0.1500227765 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.240700000000 N N N N N N GS Mortgage-Backed Securities N/A 36266VBQ6 717129.090000000000 PA USD 552855.810000000000 0.0221903188 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.240700000000 N N N N N N GS Mortgage-Backed Securities N/A 36268FBB2 1436545.040000000000 PA USD 1449500.950000000000 0.0581795246 Long ABS-MBS CORP US N 2 2054-04-25 Variable 6.500000000000 N N N N N N GS Mortgage-Backed Securities N/A 36269TCA2 2340000.000000000000 PA USD 1998051.120000000000 0.0801970252 Long ABS-MBS CORP US N 2 2054-08-25 Variable 5.770970000000 N N N N N N GS Mortgage-Backed Securities N/A 36269XCB1 1613000.000000000000 PA USD 1539171.380000000000 0.0617786826 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.895500000000 N N N N N N GS Mortgage-Backed Securities N/A 36270AAF1 2947000.000000000000 PA USD 2970894.280000000000 0.1192446385 Long ABS-MBS CORP US N 2 2054-08-25 Floating 7.645160000000 N N N N N N GS Mortgage-Backed Securities N/A 36270CCB4 1584000.000000000000 PA USD 1469972.590000000000 0.0590012076 Long ABS-MBS CORP US N 2 2054-10-25 Variable 6.683240000000 N N N N N N GS Mortgage-Backed Securities N/A 362924AE2 3772933.800000000000 PA USD 3116356.540000000000 0.1250831480 Long ABS-MBS CORP US N 2 2052-08-25 Variable 2.500000000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAB2 1080000.000000000000 PA USD 1098380.520000000000 0.0440863847 Long DBT CORP US N 2 2032-02-01 Fixed 7.500000000000 N N N N N N SG Capital Partners N/A 78432YAB5 1476853.550000000000 PA USD 1276012.100000000000 0.0512160943 Long ABS-MBS CORP US N 2 2061-12-25 Variable 1.942000000000 N N N N N N Sequoia Mortgage Trust N/A 81743JAK6 297275.710000000000 PA USD 296865.590000000000 0.0119154795 Long ABS-MBS CORP US N 2 2053-11-25 Variable 5.691862000000 N N N N N N Sequoia Mortgage Trust N/A 81747KCF8 2284044.160000000000 PA USD 1400913.920000000000 0.0562293566 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.657272000000 N N N N N N Sequoia Mortgage Trust N/A 81749FCG5 1191000.000000000000 PA USD 983219.330000000000 0.0394640881 Long ABS-MBS CORP US N 2 2053-12-25 Variable 5.570561000000 N N N N N N Sequoia Mortgage Trust N/A 81749NCL7 2792010.450000000000 PA USD 2731111.120000000000 0.1096203121 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.589781000000 N N N N N N SG Capital Partners N/A 81882JAA9 425482.580000000000 PA USD 399468.150000000000 0.0160337025 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.381000000000 N N N N N N Shellpoint Asset Funding Trust N/A 822804AF7 782566.180000000000 PA USD 685891.940000000000 0.0275300730 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.841540000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 2270000.000000000000 PA USD 2191681.370000000000 0.0879688834 Long DBT CORP US N 2 2029-03-01 Fixed 4.625000000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 83283WAE3 2550000.000000000000 PA USD 2671487.100000000000 0.1072271456 Long DBT CORP US N 2 2031-11-15 Fixed 8.875000000000 N N N N N N Sound Point CLO LTD 254900EAOCKFK910QE14 83617PAJ4 6875000.000000000000 PA USD 6901159.380000000000 0.2769961425 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 7.973100000000 N N N N N N SOUTH ST SEC FUND LLC N/A 84046SAF5 1000000.000000000000 PA USD 1000128.440000000000 0.0401427796 Long DBT CORP US N 2 2026-12-30 Fixed 6.250000000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 1090000.000000000000 PA USD 1101635.750000000000 0.0442170419 Long DBT CORP US N 2 2032-08-15 Fixed 6.500000000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBG9 1100000.000000000000 PA USD 1100298.880000000000 0.0441633831 Long DBT CORP US N 2 2031-01-15 Fixed 5.750000000000 N N N N N N Starwood Mortgage Residential N/A 85571RAC4 2112895.070000000000 PA USD 1996612.730000000000 0.0801392916 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.161000000000 N N N N N N Starwood Mortgage Residential N/A 85573HAC4 76734.060000000000 PA USD 73499.110000000000 0.0029500797 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.431000000000 N N N N N N Starwood Mortgage Residential N/A 85573JAD8 5170000.000000000000 PA USD 4056148.830000000000 0.1628041779 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.491000000000 N N N N N N Starwood Mortgage Residential N/A 85573JAF3 2902000.000000000000 PA USD 2309730.820000000000 0.0927071079 Long ABS-MBS CORP US N 2 2056-06-25 Variable 4.100000000000 N N N N N N Starwood Mortgage Residential N/A 85573QAC4 6385645.530000000000 PA USD 5580498.000000000000 0.2239879322 Long ABS-MBS CORP US N 2 2066-09-25 Variable 2.436000000000 N N N N N N Starwood Mortgage Residential N/A 85573RAK4 3921000.000000000000 PA USD 2895866.310000000000 0.1162331940 Long ABS-MBS CORP US N 2 2066-11-25 Variable 3.935000000000 N N N N N N STRIKE ACCEPTANCE AUTO FUNDING N/A 862942AA7 536732.240000000000 PA USD 538916.740000000000 0.0216308376 Long ABS-O CORP US N 2 2026-05-15 Fixed 8.000000000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAT6 2824148.660000000000 PA USD 28.240000000000 0.0000011335 Long ABS-MBS CORP US N 2 2034-03-19 Variable .000000000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LFQ7 4677232.320000000000 PA USD 28156.940000000000 0.0011301527 Long ABS-MBS CORP US N 2 2035-04-19 Variable .585210000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LHZ5 6092217.480000000000 PA USD 5002.320000000000 0.0002007812 Long ABS-MBS CORP US N 2 2045-05-25 Variable .124760000000 N N N N N N Woodward Capital Management N/A 749384AA1 5252787.150000000000 PA USD 4418649.800000000000 0.1773541056 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.500000000000 N N N N N N Woodward Capital Management N/A 74938FBV9 9256925.010000000000 PA USD 7305972.520000000000 0.2932443802 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.753860000000 N N N N N N FNMA - HIGH BALANCE 30 YR. FIXED N/A N/A 454088.830000000000 PA USD 438644.950000000000 0.0176061662 Long LON CORP US N 2 2048-05-24 Fixed 5.125000000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 530000.000000000000 PA USD 551945.180000000000 0.0221537683 Long DBT CORP US N 2 2032-01-15 Fixed 7.250000000000 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 1180000.000000000000 PA USD 1095101.010000000000 0.0439547529 Long DBT CORP US N 2 2031-03-15 Fixed 6.250000000000 N N N N N N USASF Receivables LLC N/A 90355FAB4 1146229.850000000000 PA USD 370499.890000000000 0.0148709854 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.130000000000 N N N N N N USASF Receivables LLC N/A 90355FAD0 2053000.000000000000 PA USD 20.530000000000 0.0000008240 Long ABS-O CORP US N 2 2027-07-15 Fixed 9.140000000000 N N N N N N Upstart Pass Through Trust N/A 91534HAB2 1475000.000000000000 PA USD 21502.330000000000 0.0008630524 Long ABS-O CORP US N 2 2027-07-20 Fixed .000000000000 N N N N N N Upstart Securitization Trust N/A 91678YAC9 17500.000000000000 PA USD 1085398.510000000000 0.0435653176 Long ABS-O CORP US N 2 2032-08-20 Fixed .000000000000 N N N N N N Upstart Securitization Trust N/A 91679TAC9 1536744.750000000000 PA USD 1216822.620000000000 0.0488403692 Long ABS-O CORP US N 2 2032-05-20 Fixed 8.430000000000 N N N N N N Upstart Securitization Trust N/A 91679WAC2 4683916.050000000000 PA USD 2086975.470000000000 0.0837662374 Long ABS-O CORP US N 2 2032-03-20 Fixed 5.710000000000 N N N N N N Upstart Pass Through Trust N/A 91680VAB3 9416000.000000000000 PA USD 331321.620000000000 0.0132984627 Long ABS-O CORP US N 2 2027-08-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91681PAB5 11400000.000000000000 PA USD 68247.510000000000 0.0027392929 Long ABS-O CORP US N 2 2027-05-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91683KAB4 1500000.000000000000 PA USD 68788.390000000000 0.0027610026 Long ABS-O CORP US N 2 2029-09-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91683LAB2 2370000.000000000000 PA USD 139361.430000000000 0.0055936367 Long ABS-O CORP US N 2 2029-10-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91683MAB0 1629000.000000000000 PA USD 151952.810000000000 0.0060990248 Long ABS-O CORP US N 2 2029-11-20 Fixed .000000000000 N N N N N N Upstart Pass Through Trust N/A 91683NAB8 2400000.000000000000 PA USD 359535.060000000000 0.0144308832 Long ABS-O CORP US N 2 2030-03-20 Fixed .000000000000 N N N N N N Upstart Securitization Trust N/A 91683VAC8 2000000.000000000000 PA USD 2090323.600000000000 0.0839006233 Long ABS-O CORP US N 2 2033-06-20 Fixed 11.870000000000 N N N N N N Upstart Securitization Trust N/A 91684AAE9 1000000.000000000000 PA USD 1015233.000000000000 0.0407490407 Long ABS-O CORP US N 2 2035-11-20 Fixed 7.670000000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 1070000.000000000000 PA USD 1106197.030000000000 0.0444001208 Long DBT CORP US N 2 2029-03-15 Fixed 7.125000000000 N N N N N N Hilton USA Trust N/A 403956AE5 800000.000000000000 PA USD 802892.000000000000 0.0322261775 Long ABS-MBS CORP US N 2 2037-05-15 Floating 6.094660000000 N N N N N N Hilton USA Trust N/A 403956AG0 800000.000000000000 PA USD 805750.400000000000 0.0323409068 Long ABS-MBS CORP US N 2 2037-05-15 Floating 6.843580000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PLG6 4093214.220000000000 PA USD 5963.810000000000 0.0002393732 Long ABS-MBS CORP US N 2 2035-03-19 Variable .000000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PNK5 26345717.980000000000 PA USD 263.460000000000 0.0000105747 Long ABS-MBS CORP US N 2 2035-06-19 Variable .042180000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PRU9 20812044.620000000000 PA USD 208.120000000000 0.0000083534 Long ABS-MBS CORP US N 2 2035-09-19 Variable .036230000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PTS2 19356699.720000000000 PA USD 193.570000000000 0.0000077694 Long ABS-MBS CORP US N 2 2035-11-19 Variable .000000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PUN1 6109772.600000000000 PA USD 61.100000000000 0.0000024524 Long ABS-MBS CORP US N 2 2045-08-19 Variable .000000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PVT7 6824100.520000000000 PA USD 68.240000000000 0.0000027390 Long ABS-MBS CORP US N 2 2035-10-19 Variable .111840000000 N N N N N N RENASANT CORP 549300OVE6OZHW2UUH81 318916AB9 1000000.000000000000 PA USD 1015132.040000000000 0.0407449884 Long DBT CORP US N 2 2033-05-01 Variable 6.400000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PWF6 9477565.210000000000 PA USD 94.780000000000 0.0000038042 Long ABS-MBS CORP US N 2 2036-02-19 Variable .000000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162NAC1 13938861.080000000000 PA USD 13338210.470000000000 0.5353640808 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.075490000000 N N N N N N PROVIDENT FDG/PFG FIN N/A 74387UAK7 1560000.000000000000 PA USD 1628343.600000000000 0.0653578437 Long DBT CORP US N 2 2029-09-15 Fixed 9.750000000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 1070000.000000000000 PA USD 1085702.010000000000 0.0435774994 Long DBT CORP US N 2 2033-03-01 Fixed 6.750000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41165BAC4 1340745.720000000000 PA USD 1213423.810000000000 0.0487039490 Long ABS-MBS CORP US N 2 2037-08-19 Floating 3.965490000000 N N N N N N HAWAIIAN ELEC CO 549300PQE8D806LWQV52 419866AV0 1100000.000000000000 PA USD 1104259.200000000000 0.0443223409 Long DBT CORP US N 2 2033-10-01 Fixed 6.000000000000 N N N N N N RBSSP Resecuritization Trust N/A 74928FAL4 1120817.790000000000 PA USD 994097.120000000000 0.0399006967 Long ABS-MBS CORP US N 2 2035-09-26 Variable 5.750000000000 N N N N N N RCKT Trust N/A 74939HAE3 2261000.000000000000 PA USD 2209565.190000000000 0.0886866975 Long ABS-O CORP US N 2 2034-11-27 Fixed 7.830000000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DC0 1120000.000000000000 PA USD 1056579.220000000000 0.0424085798 Long DBT CORP US N 2 2029-07-15 Fixed 12.625000000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCD9 1500000.000000000000 PA USD 1525075.800000000000 0.0612129195 Long ABS-O CORP US N 2 2028-02-25 Fixed 9.430000000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCG2 800000.000000000000 PA USD 834123.920000000000 0.0334797525 Long ABS-O CORP US N 2 2030-03-25 Fixed 7.510000000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 550000.000000000000 PA USD 549943.900000000000 0.0220734416 Long DBT CORP US N 2 2029-02-01 Fixed 5.750000000000 N N N N N N Home Re Ltd N/A 436956AE6 1500000.000000000000 PA USD 1529036.700000000000 0.0613719006 Long ABS-MBS CORP BM N 2 2036-01-25 Floating 7.845160000000 N N N N N N Homebanc Mortgage Trust N/A 43739EAK3 675663.400000000000 PA USD 649861.230000000000 0.0260838859 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.668790000000 N N N N N N Mello Mortgage Capital Accepta N/A 585494CJ4 1528630.660000000000 PA USD 1146904.070000000000 0.0460340047 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.665140000000 N N N N N N Mello Mortgage Capital Accepta N/A 585495ES9 999090.270000000000 PA USD 798236.160000000000 0.0320393031 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.646850000000 N N N N N N Mello Mortgage Capital Accepta N/A 585495EU4 499110.370000000000 PA USD 279872.900000000000 0.0112334333 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.646850000000 N N N N N N Mello Mortgage Capital Accepta N/A 585498BK3 1799000.000000000000 PA USD 1350217.680000000000 0.0541945300 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.656060000000 N N N N N N Radnor Re LTD N/A 75049AAC6 1500000.000000000000 PA USD 1534835.700000000000 0.0616046587 Long ABS-MBS CORP US N 2 2034-09-25 Floating 7.645160000000 N N N N N N Radnor Re LTD N/A 75049AAE2 500000.000000000000 PA USD 505866.000000000000 0.0203042595 Long ABS-MBS CORP US N 2 2034-09-25 Floating 7.145160000000 N N N N N N Rate Mortgage Trust N/A 753917CM3 927000.000000000000 PA USD 696975.150000000000 0.0279749267 Long ABS-MBS CORP US N 2 2054-07-25 Variable 6.418340000000 N N N N N N Rate Mortgage Trust N/A 75409JDJ3 1291000.000000000000 PA USD 657045.410000000000 0.0263722418 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.703240000000 N N N N N N Rate Mortgage Trust N/A 75409UCK6 747000.000000000000 PA USD 628232.980000000000 0.0252157793 Long ABS-MBS CORP US N 2 2054-10-25 Variable 6.384150000000 N N N N N N Rate Mortgage Trust N/A 75409UCL4 935000.000000000000 PA USD 699107.920000000000 0.0280605310 Long ABS-MBS CORP US N 2 2054-10-25 Variable 6.384150000000 N N N N N N Mello Mortgage Capital Accepta N/A 585498BL1 1499000.000000000000 PA USD 1066836.800000000000 0.0428202947 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.656060000000 N N N N N N Mello Mortgage Capital Accepta N/A 58549RCJ3 488000.000000000000 PA USD 229752.060000000000 0.0092217019 Long ABS-MBS CORP US N 2 2051-07-01 Variable 2.893420000000 N N N N N N Credit Suisse Mortgage Trust N/A 12660BAE1 7220300.000000000000 PA USD 6754410.140000000000 0.2711059766 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.574189000000 N N N N N N Credit Suisse Mortgage Trust N/A 12663DAF1 500000.000000000000 PA USD 498679.100000000000 0.0200157944 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.169000000000 N N N N N N Rate Mortgage Trust N/A 75409XDJ2 2382961.330000000000 PA USD 1674642.760000000000 0.0672161820 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.700430000000 N N N N N N Rate Mortgage Trust N/A 75410RDJ2 3371219.430000000000 PA USD 1954461.090000000000 0.0784474250 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.747220000000 N N N N N N RAVEN ACQUISITION HOLDIN N/A 75420NAA1 2200000.000000000000 PA USD 2179048.520000000000 0.0874618308 Long DBT CORP US N 2 2031-11-15 Fixed 6.875000000000 N N N N N N READYCAP HOLDINGS LLC 549300W908MAGNC9E420 755763AE9 3000000.000000000000 PA USD 2915207.310000000000 0.1170094958 Long DBT CORP US N 2 2028-03-01 Fixed 9.375000000000 N N N N N N Mello Mortgage Capital Accepta N/A 58550NBY6 1113294.450000000000 PA USD 905732.610000000000 0.0363539552 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.203880000000 N N N N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BB6 1400000.000000000000 PA USD 561274.000000000000 0.0225282049 Long DBT CORP US N 2 2029-02-01 Fixed 5.125000000000 N N N N N N Republic Finance Issuance Trus N/A 76041RAC5 600000.000000000000 PA USD 603982.380000000000 0.0242424179 Long ABS-O CORP US N 2 2032-08-20 Fixed 7.280000000000 N N N N N N Republic Finance Issuance Trus N/A 76041RAD3 500000.000000000000 PA USD 504664.500000000000 0.0202560341 Long ABS-O CORP US N 2 2032-08-20 Fixed 9.490000000000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899295M6 1558243.030000000000 PA USD 1311136.230000000000 0.0526258934 Long ABS-MBS CORP US N 2 2034-07-25 Floating 6.243790000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59023RAB5 1595047.030000000000 PA USD 559232.420000000000 0.0224462608 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.250000000000 N N N N N N Republic Finance Issuance Trus N/A 76042FAE6 2000000.000000000000 PA USD 2003482.800000000000 0.0804150399 Long ABS-O CORP US N 2 2034-11-20 Fixed 7.700000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76091FAA4 1000000.000000000000 PA USD 1003613.100000000000 0.0402826456 Long ABS-O CORP US N 2 2034-02-27 Fixed 11.089000000000 N N N N N N MortgageIT Trust N/A 61915RCC8 6374557.590000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2036-04-25 Variable .039480000000 N N N N N N Mosaic Solar Loans LLC N/A 61946RAB5 701755.150000000000 PA USD 510350.100000000000 0.0204842406 Long ABS-O CORP US N 2 2047-04-22 Fixed 2.090000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12665WAG5 4450000.000000000000 PA USD 4186515.500000000000 0.1680367863 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.980000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12665WAH3 7000000.000000000000 PA USD 6036667.000000000000 0.2422974721 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.980000000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAC9 800000.000000000000 PA USD 810341.600000000000 0.0325251867 Long DBT CORP US N 2 2031-09-01 Fixed 8.250000000000 N N N N N N MP Clo VIII, LTD 549300D60LKSR31DKI65 62481WAQ0 3000000.000000000000 PA USD 3000000.000000000000 0.1204128729 Long ABS-CBDO CORP KY N 2 2034-04-28 Floating 6.231740000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PGN7 845434.580000000000 PA USD 12548.790000000000 0.0005036786 Long ABS-MBS CORP US N 2 2034-11-19 Variable .500000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PJF1 1358410.000000000000 PA USD 1184207.090000000000 0.0475312593 Long ABS-MBS CORP US N 2 2034-12-19 Floating 4.555490000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAL2 1230000.000000000000 PA USD 1261466.000000000000 0.0506322484 Long DBT CORP US N 2 2030-09-15 Fixed 7.875000000000 N N N N N N PAR Issuer Trust N/A 69324TAB6 2000000.000000000000 PA USD 1997916.000000000000 0.0801916018 Long ABS-O CORP US N 2 2032-12-15 Fixed 7.840000000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PKK8 6366716.890000000000 PA USD 63.670000000000 0.0000025556 Long ABS-MBS CORP US N 2 2035-01-19 Variable .000000000000 N N N N N N PAR Issuer Trust N/A 69324TAC4 972241.000000000000 PA USD 1013280.620000000000 0.0406706768 Long ABS-O CORP US N 2 2032-12-15 Fixed .000000000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AY5 1120000.000000000000 PA USD 1111382.170000000000 0.0446082400 Long DBT CORP US N 2 2031-04-01 Fixed 6.750000000000 N N N N N N Woodward Capital Management N/A 74938FBW7 5197193.010000000000 PA USD 3881960.160000000000 0.1558126585 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.753860000000 N N N N N N Woodward Capital Management N/A 74938FBX5 2245000.000000000000 PA USD 1041296.110000000000 0.0417951521 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.753860000000 N N N N N N Terwin Mortgage Trust N/A 881561L51 20552127.040000000000 PA USD 278884.140000000000 0.0111937468 Long ABS-MBS CORP US N 2 2037-01-25 Variable .059010000000 N N N N N N TEXAS STATE BNKSHRS INC 549300KSLUE7MP08XL09 882727AA8 2000000.000000000000 PA USD 2000823.900000000000 0.0803083180 Long DBT CORP US N 2 2029-06-15 Variable 7.485620000000 N N N N N N Theorem Funding Trust N/A 88339FAB9 1965214.980000000000 PA USD 1968264.400000000000 0.0790014570 Long ABS-O CORP US N 2 2028-12-15 Fixed 9.270000000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAH3 4500000.000000000000 PA USD 3364316.550000000000 0.1350356737 Long ABS-MBS CORP US N 2 2057-10-25 Variable 3.254504000000 N N N N N N Research-Driven Pagaya Motor A N/A 76100NAB4 1000000.000000000000 PA USD 994807.000000000000 0.0399291896 Long ABS-O CORP US N 2 2035-01-25 Fixed 11.066000000000 N N N N N N Verus Securitization Trust N/A 92538UAD3 2500000.000000000000 PA USD 2154471.500000000000 0.0864753677 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.044075000000 N N N N N N Verus Securitization Trust N/A 92538UAF8 5296000.000000000000 PA USD 4039370.420000000000 0.1621307324 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.044075000000 N N N N N N Verus Securitization Trust N/A 92538XAE5 6743650.000000000000 PA USD 5588042.630000000000 0.2242907557 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.254971000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAH6 3000000.000000000000 PA USD 2137882.500000000000 0.0858095246 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.649325000000 N N N N N N Towd Point Mortgage Trust N/A 89176VAG7 3000000.000000000000 PA USD 2098356.300000000000 0.0842230368 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.465095000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAF2 3000000.000000000000 PA USD 2373301.800000000000 0.0952586960 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.768832000000 N N N N N N Towd Point Mortgage Trust N/A 89177HAG7 2294000.000000000000 PA USD 2287717.650000000000 0.0918235516 Long ABS-MBS CORP US N 2 2058-05-25 Floating 6.018790000000 N N N N N N Towd Point Mortgage Trust N/A 89180LAC2 2548781.000000000000 PA USD 2382646.610000000000 0.0956337745 Long ABS-MBS CORP US N 2 2061-12-25 Variable 2.500000000000 N N N N N N HELIOS 2024-1 N/A N/A 65378143.990000000000 PA USD 69265659.190000000000 2.7801590061 Long ABS-MBS USGSE US N 2 2034-06-06 Fixed 12.630000000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 2160000.000000000000 PA USD 2166557.760000000000 0.0869604814 Long DBT CORP BM N 2 2033-10-15 Fixed 5.875000000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002FBL7 2124000.000000000000 PA USD 1377118.760000000000 0.0552742754 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.512010000000 N N N N N N XCAL 2019-IL-1 Mortgage Trust N/A 98370LAB5 5129930.970000000000 PA USD 518.120000000000 0.0000207961 Long ABS-MBS CORP US N 2 2026-11-06 Floating 19.419270000000 Y Y N N N N XCALI Mortgage Trust N/A 98372NAC7 2000000.000000000000 PA USD 2019112.000000000000 0.0810423589 Long ABS-MBS CORP US N 2 2026-06-06 Floating 11.784790000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003ABK9 1818000.000000000000 PA USD 974202.570000000000 0.0391021768 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.699240000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003ABL7 1011000.000000000000 PA USD 517997.980000000000 0.0207912083 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.699240000000 N N N N N N HELIOS-CONSTRUCT N/A N/A 10599062.520000000000 PA USD 10599062.520000000000 0.4254211895 Long ABS-MBS USGSE US N 3 2036-04-01 Fixed 11.500000000000 N N N N N N ACC Trust N/A 00091HAD4 1500000.000000000000 PA USD 15.000000000000 0.0000006021 Long ABS-O CORP US N 2 2028-10-20 Fixed 6.650000000000 N N N N N N ACHD Trust N/A 00092TAC9 3650000.000000000000 PA USD 3666906.800000000000 0.1471809275 Long ABS-O CORP US N 2 2034-01-09 Fixed 11.330000000000 N N N N N N Abry Liquid Credit CLO Ltd N/A 00384AAJ2 4000000.000000000000 PA USD 3985600.000000000000 0.1599725154 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 6.471790000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 2110000.000000000000 PA USD 2160939.620000000000 0.0867349826 Long DBT CORP US N 2 2033-03-15 Fixed 7.375000000000 N N N N N N Countrywide Home Loans N/A 12669GJA0 1222611.430000000000 PA USD 12.230000000000 0.0000004909 Long ABS-MBS CORP US N 2 2035-02-25 Variable .000000000000 N N N N N N Countrywide Home Loans N/A 12669GKE0 8462828.150000000000 PA USD 84.630000000000 0.0000033968 Long ABS-MBS CORP US N 2 2035-02-25 Variable .000000000000 N N N N N N ACHV ABS TRUST N/A 00092KAE4 1213531.850000000000 PA USD 1215101.920000000000 0.0487713044 Long ABS-O CORP US N 2 2031-12-26 Fixed 7.000000000000 N N N N N N ACHV ABS TRUST N/A 00112MAE6 2877826.060000000000 PA USD 2871794.420000000000 0.1152670055 Long ABS-O CORP US N 2 2032-04-26 Fixed 6.500000000000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q807 66529.000000000000 NS USD 1695158.920000000000 0.0680396519 Long EP CORP US N 1 N N N AREIT CRE Trust N/A 00193AAC8 1700000.000000000000 PA USD 1702828.800000000000 0.0683475026 Long ABS-CBDO CORP KY N 2 2041-05-17 Floating 5.892210000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAD7 1060000.000000000000 PA USD 1084866.540000000000 0.0435439656 Long DBT CORP JE N 2 2033-02-15 Fixed 7.500000000000 N N N N N N Adjustable Rate Mortgage Trust N/A 00703AAB3 1375915.020000000000 PA USD 1096427.880000000000 0.0440080103 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.611610000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 1080000.000000000000 PA USD 1096371.720000000000 0.0440057562 Long DBT CORP US N 2 2030-06-15 Fixed 6.375000000000 N N N N N N Affirm Inc N/A 00833Q105 9712.000000000000 PA USD 98377.700000000000 0.0039486472 Long ABS-O CORP US N 2 2029-12-17 Fixed .000000000000 N N N N N N Affirm Inc N/A 00834XAE9 10885.000000000000 PA USD 47819.250000000000 0.0019193511 Long ABS-O CORP US N 2 2029-05-15 Fixed .000000000000 N N N N N N Affirm Inc N/A 00835D102 6050.000000000000 PA USD 404024.880000000000 0.0162165988 Long ABS-O CORP US N 2 2030-10-15 Fixed .000000000000 N N N N N N AgoraCapital Auto Securities T N/A 008483AB5 2000000.000000000000 PA USD 2019563.000000000000 0.0810604610 Long ABS-O CORP US N 2 2032-11-25 Fixed 7.270000000000 N N N N N N ALA Trust N/A 009920AE9 1700000.000000000000 PA USD 1708843.400000000000 0.0685889144 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.747130000000 N N N N N N ALA Trust N/A 009920AG4 1300000.000000000000 PA USD 1306149.000000000000 0.0524257179 Long ABS-MBS CORP US N 2 2040-06-15 Floating 6.745720000000 N N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAC9 1580000.000000000000 PA USD 1652997.580000000000 0.0663473958 Long DBT CORP US N 2 2029-06-15 Fixed 8.625000000000 N N N N N N AMCR ABS Trust N/A 02341AAD3 750000.000000000000 PA USD 754958.400000000000 0.0303022366 Long ABS-O CORP US N 2 2033-05-18 Fixed 12.080000000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBD1 2190000.000000000000 PA USD 2139526.280000000000 0.0858755020 Long DBT CORP US N 2 2033-10-15 Fixed 7.750000000000 N N N N N N American Credit Acceptance Rec N/A 024945AJ6 5000000.000000000000 PA USD 5111741.000000000000 0.2051731398 Long ABS-O CORP US N 2 2032-04-12 Fixed 7.190000000000 N N N N N N American Home Mortgage Investm N/A 026929AJ8 2736020.910000000000 PA USD 2334271.260000000000 0.0936921029 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.907480000000 N N N N N N American Home Mortgage Assets N/A 026936AU8 10382883.950000000000 PA USD 83160.670000000000 0.0033378717 Long ABS-MBS CORP US N 2 2047-06-25 Variable .063430000000 N N N N N N AMERITEX HOLDCO INTERMED N/A 030727AB7 1570000.000000000000 PA USD 1633936.680000000000 0.0655823366 Long DBT CORP US N 2 2033-08-15 Fixed 7.625000000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UAF1 10067101.110000000000 PA USD 3583.890000000000 0.0001438488 Long ABS-MBS CORP US N 2 2044-09-19 Variable .010110000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UAU8 9239964.640000000000 PA USD 16351.970000000000 0.0006563292 Long ABS-MBS CORP US N 2 2044-11-19 Variable .013220000000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 1090000.000000000000 PA USD 1097286.650000000000 0.0440424793 Long DBT CORP US N 2 2033-10-01 Fixed 5.875000000000 N N N N N N AMNEAL PHARMACEUTICALS L 54930037VIXE7LRZ1M66 03168LAA3 1190000.000000000000 PA USD 1237347.720000000000 0.0496641979 Long DBT CORP US N 2 2032-08-01 Fixed 6.875000000000 N N N N N N Anchorage Capital CLO LTD 5493004K3H2URWHGJT03 03331TAW0 3250000.000000000000 PA USD 3259948.250000000000 0.1308465781 Long ABS-CBDO CORP KY N 2 2038-03-19 Floating 7.075230000000 N N N N N N Anchorage Capital CLO LTD 5493004K3H2URWHGJT03 03331TAY6 2000000.000000000000 PA USD 2009258.000000000000 0.0806468427 Long ABS-CBDO CORP KY N 2 2038-03-19 Floating 8.425230000000 N N N N N N Angel Oak Total Return ETF 254900SIDCUM9VBX4984 03463K729 77900.000000000000 NS USD 3847940.610000000000 0.1544471946 Long EC RF US N 1 N N N Angel Oak Mortgage-Backed Secu 254900TSW167NT37XY19 03463K737 624882.000000000000 NS USD 5417726.940000000000 0.2174546885 Long EC RF US N 1 N N N Angel Oak High Yield Opportuni 254900ZCII2VFW4OK231 03463K745 600240.000000000000 NS USD 6621067.370000000000 0.2657539146 Long EC RF US N 1 N N N Anthelion CLO N/A 03675RAJ7 7000000.000000000000 PA USD 7022834.000000000000 0.2818798727 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 6.870420000000 N N N N N N Anthelion CLO 254900S9YB3JCLS0SX64 03676GAJ0 4500000.000000000000 PA USD 4516168.500000000000 0.1812682746 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 7.325230000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 1200000.000000000000 PA USD 1231191.600000000000 0.0494171059 Long DBT CORP US N 2 2032-02-01 Fixed 6.625000000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAL7 7895000.000000000000 PA USD 7763014.070000000000 0.3115889422 Long DBT CORP US N 2 2031-01-23 Fixed 5.700000000000 N N N N N N Aqua Finance Trust N/A 038370AD4 1454973.220000000000 PA USD 1451435.160000000000 0.0582571592 Long ABS-O CORP US N 2 2040-07-16 Fixed 6.070000000000 N N N N N N Aqua Finance Trust N/A 03842VAC1 2028961.680000000000 PA USD 1885771.360000000000 0.0756903824 Long ABS-O CORP US N 2 2046-07-17 Fixed 3.140000000000 N N N N N N Arbor Realty Collateralized Lo N/A 03881UAG6 4000000.000000000000 PA USD 4024468.000000000000 0.1615325846 Long ABS-CBDO CORP US N 2 2041-01-20 Floating 6.294190000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UCG7 8513481.730000000000 PA USD 510.810000000000 0.0000205027 Long ABS-MBS CORP US N 2 2045-01-19 Variable .000000000000 N N N N N N Enviva LLC N/A N/A 3638.000000000000 NS USD 72760.000000000000 0.0029204135 Long EC CORP US N 2 N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 1570000.000000000000 PA USD 1667049.550000000000 0.0669114085 Long DBT CORP US N 2 2032-05-15 Fixed 8.625000000000 N N N N N N ENVIVA ESCROW N/A N/A 100000.000000000000 NS USD .000000000000 0.0000000000 Long EC CORP US N 3 N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 540000.000000000000 PA USD 546322.770000000000 0.0219280981 Long DBT CORP US N 2 2031-04-01 Fixed 5.625000000000 N N N N N N Exeter Automobile Receivables N/A 30167JAG9 2500000.000000000000 PA USD 2478282.500000000000 0.0994723719 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.020000000000 N N N N N N First Help Financial LLC N/A 30333LAE8 688000.000000000000 PA USD 706937.200000000000 0.0283747797 Long ABS-O CORP US N 2 2030-10-15 Fixed 9.310000000000 N N N N N N First Help Financial LLC N/A 30336NAJ0 1128000.000000000000 PA USD 1116076.140000000000 0.0447966448 Long ABS-O CORP US N 2 2031-09-15 Fixed 7.150000000000 N N N N N N First Help Financial LLC N/A 30339EAE8 1717000.000000000000 PA USD 1626522.690000000000 0.0652847567 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.010000000000 N N N N N N First Help Financial LLC N/A 30340RAF3 600000.000000000000 PA USD 569685.120000000000 0.0228658073 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.950000000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 1070000.000000000000 PA USD 1104573.840000000000 0.0443349698 Long DBT CORP US N 2 2032-09-01 Fixed 6.625000000000 N N N N N N Countrywide Home Loans N/A 12669GNU1 807703.070000000000 PA USD 30828.410000000000 0.0012373791 Long ABS-MBS CORP US N 2 2035-03-25 Variable .863226000000 N N N N N N FIESTA PURCHASER INC N/A 31659AAB2 2090000.000000000000 PA USD 2166642.390000000000 0.0869638783 Long DBT CORP US N 2 2032-09-15 Fixed 9.625000000000 N N N N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V211 42858824.460000000000 NS USD 42858824.460000000000 1.7202513945 Long STIV RF US N 1 N N N FIRST FOUNDATION INC 254900TQZQ6LBCK77E82 32026VAA2 1000000.000000000000 PA USD 940039.340000000000 0.0377309459 Long DBT CORP US N 2 2032-02-01 Variable 3.500000000000 N N N N N N FIRST NORTHWEST BANCORP 549300YDR3VSTKB9DQ65 335834AC1 1500000.000000000000 PA USD 1478792.570000000000 0.0593552206 Long DBT CORP US N 2 2031-03-30 Variable 6.691750000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AX3 3180000.000000000000 PA USD 3271793.880000000000 0.1313220336 Long DBT CORP CA N 2 2034-02-15 Fixed 7.250000000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 1100000.000000000000 PA USD 1082138.970000000000 0.0434344874 Long DBT CORP US N 2 2028-09-01 Fixed 4.625000000000 N N N N N N Countrywide Home Loans N/A 12669GPV7 6114234.620000000000 PA USD 61.140000000000 0.0000024540 Long ABS-MBS CORP US N 2 2035-03-25 Variable .000000000000 N N N N N N Countrywide Home Loans N/A 12669GRP8 2371318.070000000000 PA USD 99.600000000000 0.0000039977 Long ABS-MBS CORP US N 2 2035-03-25 Variable .000001000000 N N N N N N Countrywide Home Loans N/A 12669GUT6 2887130.320000000000 PA USD 140669.650000000000 0.0056461456 Long ABS-MBS CORP US N 2 2035-04-25 Variable .060952000000 N N N N N N AMSR Trust N/A 66981XAC5 1000000.000000000000 PA USD 975516.900000000000 0.0391549308 Long ABS-O CORP US N 2 2040-04-17 Fixed 4.000000000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAF2 235000.000000000000 PA USD 234640.290000000000 0.0094179038 Long DBT CORP US N 2 2034-05-01 Fixed 6.125000000000 N N N N N N Flagship Credit Auto Trust N/A 33845AAE7 4000000.000000000000 PA USD 2594292.400000000000 0.1041287337 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.030000000000 N N N N N N Barings Middle Market CLO Ltd. N/A 06761NAE5 428328.620000000000 PA USD 12849.860000000000 0.0005157629 Long ABS-CBDO CORP KY N 2 2031-01-15 Variable .000000000000 N N N N N N Barings Middle Market CLO Ltd. 254900NXSC4FPWNV4296 06763KAC3 5806720.030000000000 PA USD 5821922.020000000000 0.2336781188 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 6.125230000000 N N N N N N Battalion CLO LTD 254900BHK74DPDADPT35 07135TAJ8 5000000.000000000000 PA USD 5014335.000000000000 0.2012634944 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 6.973100000000 N N N N N N SAVANNAH GRAND N/A N/A 3100747.440000000000 PA USD 3096106.920000000000 0.1242703764 Long LON CORP US N 2 2027-09-30 Floating 9.430000000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UCL6 14707017.220000000000 PA USD 11102372.890000000000 0.4456228720 Long ABS-MBS CORP US N 2 2045-02-19 Floating 4.315490000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UCX0 14753708.150000000000 PA USD 17188.070000000000 0.0006898883 Long ABS-MBS CORP US N 2 2045-02-19 Variable .000000000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UDA9 1000000.000000000000 PA USD 10000.000000000000 0.0004013762 Long ABS-MBS CORP US N 3 2045-02-19 Fixed .000000000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UDE1 880860.900000000000 PA USD 859509.980000000000 0.0344986887 Long ABS-MBS CORP US N 2 2045-03-19 Floating 4.215490000000 N N N N N N DSLA Mortgage Loan Trust N/A 23333YAA3 28679364.560000000000 PA USD 23967408.060000000000 0.9619948204 Long ABS-MBS CORP US N 2 2047-04-19 Floating 3.915490000000 N N N N N N DYNEX CAPITAL INC 5CIJ4S9HAEBWILA19B65 26817Q878 173425.000000000000 NS USD 4481302.000000000000 0.1798688161 Long EP CORP US N 1 N N N GS Mortgage-Backed Securities N/A 36257QAW6 23702564.700000000000 PA USD 231787.380000000000 0.0093033948 Long ABS-MBS CORP US N 2 2050-03-25 Variable .220000000000 N N N N N N GS Mortgage-Backed Securities N/A 36257TAT7 1500000.000000000000 PA USD 1198514.100000000000 0.0481055087 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.007930000000 N N N N N N Ellington Financial Mortgage T N/A 268432AE1 4010100.000000000000 PA USD 3987312.210000000000 0.1600412395 Long ABS-MBS CORP US N 2 2067-09-25 Variable 5.844324000000 N N N N N N Ellington Financial Mortgage T N/A 268432AG6 20696908.200000000000 PA USD 11066864.480000000000 0.4441976488 Long ABS-MBS CORP US N 2 2067-09-25 Variable 5.844324000000 N N N N N N Ellington Financial Mortgage T 254900QTMZ2ZHRYMFA85 26844LAG3 6155807.000000000000 PA USD 6102510.020000000000 0.2449402545 Long ABS-MBS CORP US N 2 2069-10-25 Variable 7.625448000000 N N N N N N Ellington Financial Mortgage T 254900GTI06L3BTCLG55 26845DAH8 2897500.000000000000 PA USD 2883306.020000000000 0.1157290538 Long ABS-MBS CORP US N 2 2069-11-25 Variable 7.474030000000 N N N N N N GS Mortgage-Backed Securities N/A 36257TAU4 577000.000000000000 PA USD 411877.280000000000 0.0165317755 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.007930000000 N N N N N N MAGNERA CORP 549300LDQLQBT38QDY28 377320AA4 1800000.000000000000 PA USD 1650283.740000000000 0.0662384688 Long DBT CORP US N 2 2029-11-15 Fixed 4.750000000000 N N N N N N Ellington Financial Mortgage T 254900GTI06L3BTCLG55 26845DAJ4 2739000.000000000000 PA USD 2687246.600000000000 0.1078596945 Long ABS-MBS CORP US N 2 2069-11-25 Variable 7.474030000000 N N N N N N Ellington Financial Mortgage T 254900TJEVLCYF1H3X71 26846CAG1 5008000.000000000000 PA USD 4844478.780000000000 0.1944458692 Long ABS-MBS CORP US N 2 2070-01-25 Variable 7.427580000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WHJ0 13257013.450000000000 PA USD 637407.810000000000 0.0255840352 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 1.000000000000 N N N N N N JP Morgan Mortgage Trust N/A 46591KBH5 36354950.870000000000 PA USD 129227.310000000000 0.0051868772 Long ABS-MBS CORP US N 2 2050-03-25 Variable .134592000000 N N N N N N Ellington Financial Mortgage T 254900H3V169GPKPIM43 26846GAQ0 3903000.000000000000 PA USD 3751459.390000000000 0.1505746676 Long ABS-MBS CORP US N 2 2071-02-25 Variable 6.875339000000 N N N N N N Ellington Financial Mortgage T N/A 281907AG0 3588553.000000000000 PA USD 3608313.370000000000 0.1448291264 Long ABS-MBS CORP US N 2 2060-01-26 Variable 8.724000000000 N N N N N N JP Morgan Mortgage Trust N/A 46591NBZ9 2569950.580000000000 PA USD 2324345.290000000000 0.0932936980 Long ABS-MBS CORP US N 2 2050-06-25 Variable 4.225873000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ABZ6 187795.710000000000 PA USD 168518.690000000000 0.0067639399 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.826432000000 N N N N N N Credit Suisse Mortgage Trust N/A 12637HAA6 1621047.740000000000 PA USD 677682.410000000000 0.0272005620 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.468790000000 N N N N N N Credit Suisse Mortgage Trust N/A 12648GAA5 391142.470000000000 PA USD 304628.150000000000 0.0122270502 Long ABS-MBS CORP US N 2 2036-03-27 Floating .000000000000 N N N N N N Ellington Financial Inc 60GS1D1R1YY5G1W7IT74 28852N109 103500.000000000000 NS USD 1371375.000000000000 0.0550437345 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AGLE2 1009968.020000000000 PA USD 1032156.610000000000 0.0414283142 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N JP Morgan Mortgage Trust N/A 46592ACA0 1490676.880000000000 PA USD 1318039.210000000000 0.0529029626 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.826432000000 N N N N N N JP Morgan Mortgage Trust N/A 46592KCA8 1921641.930000000000 PA USD 1553780.090000000000 0.0623650415 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.942226000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQYY2 2760975.760000000000 PA USD 2753731.790000000000 0.1105282520 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ARQC7 19563727.810000000000 PA USD 19352568.470000000000 0.7767661227 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N Credit Suisse Mortgage Trust N/A 12648WCE0 2105788.740000000000 PA USD 1914169.330000000000 0.0768302094 Long ABS-MBS CORP US N 2 2037-07-27 Variable 4.155970000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAJ7 2160000.000000000000 PA USD 2167918.560000000000 0.0870151007 Long DBT CORP US N 2 2034-02-15 Fixed 7.875000000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XAJ3 1500000.000000000000 PA USD 1030194.900000000000 0.0413495759 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.500000000000 N N N N N N JP Morgan Mortgage Trust N/A 466247XG3 4012657.180000000000 PA USD 2597409.440000000000 0.1042538443 Long ABS-MBS CORP US N 2 2035-10-25 Variable 5.210460000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATLV6 2462530.140000000000 PA USD 2496625.300000000000 0.1002086083 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N Ellington Financial Mortgage T N/A 31572LAD8 2710000.000000000000 PA USD 1929688.560000000000 0.0774531145 Long ABS-MBS CORP US N 2 2066-06-25 Variable 2.296000000000 N N N N N N JP Morgan Mortgage Trust N/A 46628BAG5 1243149.220000000000 PA USD 865249.760000000000 0.0347290698 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.914590000000 N N N N N N JP Morgan Mortgage Trust N/A 46631JAN8 1045260.400000000000 PA USD 779941.220000000000 0.0313049877 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.816050000000 N N N N N N Ellington Financial Mortgage T N/A 31572LAE6 3320000.000000000000 PA USD 2477058.640000000000 0.0994232491 Long ABS-MBS CORP US N 2 2066-06-25 Variable 3.202000000000 N N N N N N Ellington Financial Mortgage T N/A 31573JAF7 2910000.000000000000 PA USD 2176318.000000000000 0.0873522343 Long ABS-MBS CORP US N 2 2066-09-25 Variable 4.290000000000 N N N N N N CVR PARTNERS/CVR NITROGE N/A 12663QAC9 1100000.000000000000 PA USD 1100110.230000000000 0.0441558111 Long DBT CORP US N 2 2028-06-15 Fixed 6.125000000000 N N N N N N ChaseFlex Trust N/A 16165TBP7 1306327.280000000000 PA USD 654340.250000000000 0.0262636631 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.000000000000 N N N N N N JP Morgan Mortgage Trust N/A 46650PBB5 3214445.470000000000 PA USD 3068387.500000000000 0.1231577847 Long ABS-MBS CORP US N 2 2049-06-25 Variable 4.583400000000 N N N N N N JP Morgan Mortgage Trust N/A 46650PBC3 1752008.070000000000 PA USD 1443649.390000000000 0.0579446568 Long ABS-MBS CORP US N 2 2049-06-25 Variable 4.583400000000 N N N N N N JP Morgan Mortgage Trust N/A 46651GAU3 16709227.000000000000 PA USD 167.090000000000 0.0000067066 Long ABS-MBS CORP US N 2 2050-02-25 Variable .000000000000 N N N N N N JP Morgan Mortgage Trust N/A 46651GBH1 2603552.720000000000 PA USD 2141474.700000000000 0.0859537070 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.968302000000 N N N N N N JP Morgan Mortgage Trust N/A 46651GBJ7 1199000.000000000000 PA USD 848112.050000000000 0.0340412028 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.968302000000 N N N N N N JP Morgan Mortgage Trust N/A 46651HCA3 1597854.890000000000 PA USD 1451065.390000000000 0.0582423175 Long ABS-MBS CORP US N 2 2050-03-25 Variable 4.359970000000 N N N N N N CLEAR STREET HOLDINGS 254900NQWA30C6L3G919 18469LAA7 2000000.000000000000 PA USD 1998597.040000000000 0.0802189371 Long DBT CORP US N 2 2026-05-15 Fixed 5.875000000000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 1400000.000000000000 PA USD 1233475.460000000000 0.0495087746 Long DBT CORP US N 2 2028-08-15 Fixed 4.750000000000 N N N N N N JP Morgan Mortgage Trust N/A 46651XCA8 1953643.190000000000 PA USD 1678180.280000000000 0.0673581696 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.814769000000 N N N N N N JP Morgan Mortgage Trust N/A 46651YBZ2 2286171.910000000000 PA USD 2049516.540000000000 0.0822627249 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.797897000000 N N N N N N JP Morgan Mortgage Trust N/A 46653JCE9 1602854.210000000000 PA USD 1258239.430000000000 0.0505027415 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.567953000000 N N N N N N JP Morgan Mortgage Trust N/A 46653LCL8 2845816.290000000000 PA USD 2476560.240000000000 0.0994032445 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.997318000000 N N N N N N JP Morgan Mortgage Trust N/A 46653PCA3 3432871.020000000000 PA USD 2735977.610000000000 0.1098156414 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.829983000000 N N N N N N JP Morgan Mortgage Trust N/A 46654ACE7 2241160.390000000000 PA USD 1529255.790000000000 0.0613806944 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.827335000000 N N N N N N JP Morgan Mortgage Trust N/A 46657CAS1 2984550.700000000000 PA USD 2653101.420000000000 0.1064891880 Long ABS-MBS CORP US N 2 2054-02-25 Variable 6.092992000000 N N N N N N JP Morgan Mortgage Trust N/A 46658LAY7 80924263.410000000000 PA USD 3012729.400000000000 0.1209238008 Long ABS-MBS CORP US N 2 2055-03-25 Floating 2.604840000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 18589GAA3 2160000.000000000000 PA USD 2183498.640000000000 0.0876404481 Long DBT CORP US N 2 2034-01-15 Fixed 7.625000000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 1140000.000000000000 PA USD 1073477.730000000000 0.0430868458 Long DBT CORP US N 2 2032-04-15 Fixed 6.750000000000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RBE8 2625000.000000000000 PA USD 2608278.750000000000 0.1046901126 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.675230000000 N N N N N N DCLI BIDCO LLC 2549007UUVJTHHNK9T70 233104AA6 1070000.000000000000 PA USD 1102794.430000000000 0.0442635485 Long DBT CORP US N 2 2029-11-15 Fixed 7.750000000000 N N N N N N JP Morgan Mortgage Trust N/A 46658LBT7 2843931.000000000000 PA USD 1917349.840000000000 0.0769578675 Long ABS-MBS CORP US N 2 2055-03-25 Variable 6.569042000000 N N N N N N LMST 2019-1 CERT N/A 510861AA5 2026535.710000000000 PA USD 2006373.710000000000 0.0805310742 Long ABS-CBDO CORP US N 2 2049-08-15 Variable 8.668000000000 N N N N N N GLS Auto Receivables Trust N/A 36266XAF7 7870000.000000000000 PA USD 8457612.760000000000 0.3394684835 Long ABS-O CORP US N 2 2030-03-15 Fixed 11.420000000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAC2 3190000.000000000000 PA USD 3239639.590000000000 0.1300314368 Long DBT CORP KY N 2 2027-09-01 Fixed 8.750000000000 N N N N N N GLS Auto Receivables Trust N/A 379928AL8 3000000.000000000000 PA USD 3162429.600000000000 0.1269324112 Long ABS-O CORP US N 2 2030-01-15 Fixed 9.370000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAD3 5213750.000000000000 PA USD 4886701.890000000000 0.1961406046 Long ABS-MBS CORP US N 2 2052-02-25 Variable 5.000000000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 1600000.000000000000 PA USD 1652529.600000000000 0.0663286122 Long DBT CORP US N 2 2032-09-01 Fixed 6.875000000000 N N N N N N DBSG 2024-ALTA Mortgage Trust N/A 239918AG0 1600000.000000000000 PA USD 1613192.000000000000 0.0647496944 Long ABS-MBS CORP US N 2 2037-06-10 Variable 7.295902000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAG5 1200000.000000000000 PA USD 1203270.000000000000 0.0482963992 Long ABS-MBS CORP US N 2 2040-04-13 Variable 7.286102000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAJ9 1200000.000000000000 PA USD 1205245.200000000000 0.0483756790 Long ABS-MBS CORP US N 2 2040-04-13 Variable 7.984635000000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AC8 500000.000000000000 PA USD 432220.590000000000 0.0173483077 Long DBT CORP US N 2 2028-04-01 Fixed 6.125000000000 N N N N N N Lehman XS Trust N/A 525221AU1 1463939.660000000000 PA USD 1277719.650000000000 0.0512846313 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.650643000000 N N N N N N Deephaven Residential Mortgage N/A 24380WAH2 3250000.000000000000 PA USD 3242192.530000000000 0.1301339057 Long ABS-MBS CORP US N 2 2055-10-25 Variable 7.914000000000 N N N N N N Deephaven Residential Mortgage N/A 24381VAF7 4600000.000000000000 PA USD 3678435.080000000000 0.1476436453 Long ABS-MBS CORP US N 2 2066-08-25 Variable 4.127000000000 N N N N N N Deephaven Residential Mortgage N/A 24381WAD0 2500000.000000000000 PA USD 1940193.750000000000 0.0778747678 Long ABS-MBS CORP US N 2 2066-04-25 Variable 2.217000000000 N N N N N N Deephaven Residential Mortgage N/A 24381WAF5 6528000.000000000000 PA USD 5046623.810000000000 0.2025594905 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.927000000000 N N N N N N Lehman Mortgage Trust N/A 52522XAM9 8402.740000000000 PA USD 7107.870000000000 0.0002852930 Long ABS-MBS CORP US N 2 2037-10-25 Fixed .000000000000 N N N N N N Lehman XS Trust N/A 52524GAA0 2193857.060000000000 PA USD 2101659.560000000000 0.0843556218 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.208790000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAE1 3153250.000000000000 PA USD 2877990.190000000000 0.1155156890 Long ABS-MBS CORP US N 2 2052-02-25 Variable 5.500000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAF8 2011000.000000000000 PA USD 1822058.510000000000 0.0731330999 Long ABS-MBS CORP US N 2 2052-02-25 Variable 6.000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAG6 2211115.190000000000 PA USD 2075487.600000000000 0.0833051415 Long ABS-MBS CORP US N 2 2052-02-25 Variable 7.342950000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581RAH4 85254153.550000000000 PA USD 1033365.600000000000 0.0414768402 Long ABS-MBS CORP US N 2 2052-02-25 Variable .000000000000 N N N N N N Deephaven Residential Mortgage N/A 24381YAE4 5000000.000000000000 PA USD 4754585.000000000000 0.1908377465 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.275890000000 N N N N N N Deephaven Residential Mortgage N/A 24382JAE6 5000000.000000000000 PA USD 4186290.500000000000 0.1680277553 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.259450000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581XAG3 3029000.000000000000 PA USD 3043446.510000000000 0.1221567126 Long ABS-MBS CORP US N 2 2055-10-25 Floating 7.404310000000 N N N N N N Saluda Grade Alternative Mortg N/A 79582DAD3 1449523.810000000000 PA USD 1468934.380000000000 0.0589595363 Long ABS-MBS CORP US N 2 2051-10-25 Variable 4.250000000000 N N N N N N Deephaven Residential Mortgage N/A 24382JAF3 4628000.000000000000 PA USD 3615333.440000000000 0.1451108954 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.259450000000 N N N N N N Deutsche Alt-A Securities INC N/A 251510HX4 3180451.680000000000 PA USD 1403864.410000000000 0.0563477823 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79582DAE1 1159618.850000000000 PA USD 1167844.030000000000 0.0468744849 Long ABS-MBS CORP US N 2 2051-10-25 Variable 6.000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79582KAA3 6884819.110000000000 PA USD 6601963.200000000000 0.2649871186 Long ABS-MBS CORP US N 2 2029-11-25 Variable 3.805000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79583QAA9 15000000.000000000000 PA USD 15592305.000000000000 0.6258380802 Long ABS-O CORP US N 2 2052-05-15 Variable 8.000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79584QAA8 38061600.000000000000 PA USD 35737863.200000000000 1.4344329267 Long ABS-MBS CORP US N 2 2052-02-25 Fixed .000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79589BAA6 5019378.400000000000 PA USD 5056988.600000000000 0.2029755086 Long ABS-MBS CORP US N 2 2030-05-25 Variable 7.774000000000 N N N N N N Saluda Grade Alternative Mortg N/A 795939AD9 122801718.690000000000 PA USD 2006211.680000000000 0.0805245707 Long ABS-MBS CORP US N 2 2056-04-25 Variable 1.000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 795939AK3 2800000.000000000000 PA USD 2807386.400000000000 0.1126818206 Long ABS-MBS CORP US N 2 2056-04-25 Floating 7.104310000000 N N N N N N Saluda Grade Alternative Mortg N/A 795939AL1 5935000.000000000000 PA USD 5858966.720000000000 0.2351650050 Long ABS-MBS CORP US N 2 2056-04-25 Floating 8.204310000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAB6 3172987.740000000000 PA USD 3216400.560000000000 0.1290986773 Long ABS-MBS CORP US N 2 2047-04-25 Floating 5.468790000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAD2 1174738.530000000000 PA USD 1208748.390000000000 0.0485162888 Long ABS-MBS CORP US N 2 2047-04-25 Floating 6.368790000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAH3 2397308.040000000000 PA USD 2508142.780000000000 0.1006708926 Long ABS-MBS CORP US N 2 2057-10-25 Floating 6.268790000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAK6 766511.740000000000 PA USD 829739.760000000000 0.0333037828 Long ABS-MBS CORP US N 2 2057-10-25 Floating 8.118790000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CCN2 802622.420000000000 PA USD 823824.170000000000 0.0330663450 Long ABS-O CORP US N 2 2032-06-15 Fixed 10.171000000000 N N N N N N Sculptor CLO Ltd 254900GX0OVY3JW8NA67 81124EAW0 3000000.000000000000 PA USD 2990319.000000000000 0.1200243006 Long ABS-CBDO CORP KY N 2 2038-07-22 Floating 7.063640000000 N N N N N N Audax Senior Debt CLO, LLC 254900IA8H0BF2UXPL13 05070WBD4 1480000.000000000000 PA USD 1467479.200000000000 0.0589011288 Long ABS-CBDO CORP US N 2 2038-01-20 Floating 5.775230000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAL4 1472205.930000000000 PA USD 1529879.600000000000 0.0614057326 Long ABS-MBS CORP US N 2 2057-10-25 Floating 9.368790000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAM2 6690285.050000000000 PA USD 7017941.760000000000 0.2816835098 Long ABS-MBS CORP US N 2 2057-10-25 Floating 13.768790000000 N N N N N N Audax Senior Debt CLO, LLC 2549006TLPR4JUFAHF18 05071LAS5 2000000.000000000000 PA USD 1927500.000000000000 0.0773652709 Long ABS-CBDO CORP US N 2 2037-10-20 Floating 6.875230000000 N N N N N N Avant Credit Card Master Trust N/A 05351KAG4 500000.000000000000 PA USD 502783.300000000000 0.0201805272 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.230000000000 N N N N N N Sculptor CLO Ltd N/A 81124TAU1 2600000.000000000000 PA USD 2607932.600000000000 0.1046762189 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 7.075230000000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 1310000.000000000000 PA USD 1253234.350000000000 0.0503018495 Long DBT CORP MH N 2 2029-08-01 Fixed 5.500000000000 N N N N N N DSLA Mortgage Loan Trust N/A BCC0JHUY5 1.000000000000 NS USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2045-03-19 Fixed .000000000000 N N N N N N Lehman XS Trust N/A 52524MAS8 12138839.430000000000 PA USD 121.390000000000 0.0000048723 Long ABS-MBS CORP US N 2 2037-04-25 Fixed .550000000000 N N N N N N Lehman XS Trust N/A 52524YAC7 1100960.840000000000 PA USD 1110779.760000000000 0.0445840607 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.168790000000 N N N N N N LendingPoint Asset Securitizat N/A 52605AAE7 3320000.000000000000 PA USD 33.200000000000 0.0000013326 Long ABS-O CORP US N 2 2029-06-15 Fixed 7.020000000000 N N N N N N LendingPoint Pass-Through Trus N/A 52607TAB0 1576000.000000000000 PA USD 142474.260000000000 0.0057185783 Long ABS-O CORP US N 2 2028-05-15 Fixed .000000000000 N N N N N N BCAP LLC Trust N/A 05490BBC4 2529011.290000000000 PA USD 1459592.310000000000 0.0585845678 Long ABS-MBS CORP US N 2 2036-05-26 Variable 4.435830000000 N N N N N N Bayview Financial Acquisition N/A 07325NBX9 106623.310000000000 PA USD 85828.530000000000 0.0034449533 Long ABS-MBS CORP US N 2 2035-12-28 Fixed .000000000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1300000.000000000000 PA USD 1246570.910000000000 0.0500343949 Long DBT CORP US N 2 2029-06-01 Fixed 3.875000000000 N N N N N N Lobel Automobile Receivables T N/A 53948VAE5 2750000.000000000000 PA USD 2634084.750000000000 0.1057259041 Long ABS-O CORP US N 2 2031-01-15 Fixed 8.370000000000 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 073644AA4 1560000.000000000000 PA USD 1625554.320000000000 0.0652458886 Long DBT CORP US N 2 2030-08-01 Fixed 7.250000000000 N N N N N N Bear Stearns Asset Backed Secu N/A 073879ZX9 1006627.030000000000 PA USD 580457.380000000000 0.0232981802 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.768790000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07387ADG7 1029863.810000000000 PA USD 899914.870000000000 0.0361204450 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.839770000000 N N N N N N BELLEMEADE RE LT N/A 07876NAC9 1500000.000000000000 PA USD 1521247.200000000000 0.0610592486 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.895160000000 N N N N N N BELLEMEADE RE LT N/A 07876NAE5 2600000.000000000000 PA USD 2690756.120000000000 0.1080005583 Long ABS-MBS CORP US N 2 2035-10-25 Floating 8.695160000000 N N N N N N BELLEMEADE RE LT N/A 07876XAE3 538000.000000000000 PA USD 573572.560000000000 0.0230218399 Long ABS-MBS CORP BM N 2 2033-10-25 Floating 10.345160000000 N N N N N N BELLEMEADE RE LT N/A 078915AD7 1000000.000000000000 PA USD 1029892.400000000000 0.0413374342 Long ABS-MBS CORP BM N 2 2034-08-25 Floating 8.245160000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 540000.000000000000 PA USD 545762.550000000000 0.0219056122 Long DBT CORP GB N 2 2029-10-15 Fixed 5.750000000000 N N N N N N Black Diamond CLO Ltd 254900EVXJM7UW31BZ09 09201EAJ6 6000000.000000000000 PA USD 6008064.000000000000 0.2411494157 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 7.223100000000 N N N N N N Black Diamond CLO Ltd N/A 09203BBG5 3750000.000000000000 PA USD 3750000.000000000000 0.1505160912 Long ABS-CBDO CORP JE N 2 2039-04-25 Floating 6.966590000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAF7 1020000.000000000000 PA USD 1085472.780000000000 0.0435682986 Long DBT CORP US N 2 2029-12-01 Fixed 7.750000000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBX4 7681000.000000000000 PA USD 7548188.830000000000 0.3029663675 Long DBT CORP US N 2 2032-01-29 Fixed 6.000000000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBY2 305000.000000000000 PA USD 292424.480000000000 0.0117372239 Long DBT CORP US N 2 2030-09-10 Fixed 5.050000000000 N N N N N N BLACKROCK LTD 549300HF4E86WXQDUX86 09261MBA3 4000000.000000000000 PA USD 3790000.000000000000 0.1521215961 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.375230000000 N N N N N N BLACKROCK ELBERT CLO V, LLC 54930088K41XQK16ML36 092913AJ1 5000000.000000000000 PA USD 5023280.000000000000 0.2016225254 Long ABS-CBDO CORP US N 2 2034-06-15 Floating 6.824010000000 N N N N N N BLACKROCK LTD 529900270ZC9EIH17Z28 092916AG0 4000000.000000000000 PA USD 3999848.000000000000 0.1605443963 Long ABS-CBDO CORP US N 2 2037-07-15 Floating 6.423100000000 N N N N N N Luminent Mortgage Trust N/A 550279AQ6 19933094.750000000000 PA USD 71161.150000000000 0.0028562395 Long ABS-MBS CORP US N 2 2036-04-25 Variable .051358000000 N N N N N N Luminent Mortgage Trust N/A 550279BD4 28213086.420000000000 PA USD 282.130000000000 0.0000113240 Long ABS-MBS CORP US N 2 2046-02-25 Variable .000000000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AB6 884854.370000000000 PA USD 929264.720000000000 0.0372984782 Long DBT CORP US N 2 2030-11-15 Fixed 10.375000000000 N N N N N N Boston Lending Trust 2021-1 N/A 100842AA1 3343087.640000000000 PA USD 3005656.430000000000 0.1206399086 Long ABS-MBS CORP US N 2 2061-07-25 Variable 2.000000000000 N N N N N N Luminent Mortgage Trust N/A 55027XAD2 23413334.250000000000 PA USD 234.130000000000 0.0000093974 Long ABS-MBS CORP US N 2 2036-07-25 Variable .000000000000 N N N N N N Man Glg Us Clo 2018-2 Ltd 254900N9T03W7ZI61W42 56166RAE2 2000000.000000000000 PA USD 2008852.000000000000 0.0806305469 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 7.675230000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 1160000.000000000000 PA USD 1114678.680000000000 0.0447405541 Long DBT CORP US N 2 2029-12-01 Fixed 4.875000000000 N N N N N N Ellington Financial Mortgage T N/A 268432AH4 236772840.220000000000 PA USD 729733.890000000000 0.0292897847 Long ABS-MBS CORP US N 2 2067-09-25 Variable .250000000000 N N N N N N NBBLUE 2025-1A B N/A N/A 5000000.000000000000 PA USD 5138300.000000000000 0.2062391550 Long ABS-CBDO CORP US N 2 2040-04-15 Fixed 9.738000000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBZ3 1110000.000000000000 PA USD 1075069.630000000000 0.0431507409 Long DBT CORP BM N 2 2033-09-15 Fixed 6.250000000000 N N N N N N Ellington Financial Mortgage T N/A 268432AJ0 236772840.220000000000 PA USD 415062.790000000000 0.0166596343 Long ABS-MBS CORP US N 2 2067-09-25 Variable .000000000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AS1 1090000.000000000000 PA USD 1108497.300000000000 0.0444924482 Long DBT CORP US N 2 2031-04-15 Fixed 6.625000000000 N N N N N N ENERFLEX INC 549300SQCOV1LC1GBK07 29281WAA6 1070000.000000000000 PA USD 1102868.260000000000 0.0442665119 Long DBT CORP US N 2 2031-01-15 Fixed 6.875000000000 N N N N N N Fat Brands Fazoli's Native I, N/A 31200BAA6 1929600.470000000000 PA USD 964800.240000000000 0.0387247896 Long ABS-O CORP US N 3 2051-07-25 Fixed 7.000000000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 2130000.000000000000 PA USD 2156156.400000000000 0.0865429955 Long DBT CORP US N 2 2034-11-01 Fixed 6.250000000000 N N N N N N NARRAGANSETT FINANCIAL N/A 631004AE8 2000000.000000000000 PA USD 1981304.540000000000 0.0795248573 Long SN CORP US N 2 2031-05-15 Variable 3.875000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HHHY0 14498000.000000000000 PA USD 14361182.370000000000 0.5764237426 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 4.489000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HLJ52 10700000.000000000000 PA USD 11002317.800000000000 0.4416068984 Long ABS-MBS USGSE US N 2 2035-02-25 Variable 5.000000000000 N N N N N N Neuberger Berman Loan Advisers 254900IOVQ7KBVZKPZ16 64135QAA4 5000000.000000000000 PA USD 4998465.000000000000 0.2006265103 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 11.175230000000 N N N N N N NEW FLYER HOLDINGS N/A 64438WAA5 1160000.000000000000 PA USD 1252439.240000000000 0.0502699357 Long DBT CORP US N 2 2030-07-01 Fixed 9.250000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HMCA6 1750000.000000000000 PA USD 1718808.000000000000 0.0689888698 Long ABS-MBS USGSE US N 2 2035-06-25 Variable 4.400000000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HPU84 10000000.000000000000 PA USD 10012480.000000000000 0.4018771606 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 4.212210000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HQSS1 9999909.880000000000 PA USD 10012389.770000000000 0.4018735390 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 10000000.000000000000 PA USD 10015610.000000000000 0.4020027914 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 4.212210000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E4E7 8752674.300000000000 PA USD 8223440.170000000000 0.3300693521 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E7A2 16303197.640000000000 PA USD 16427281.280000000000 0.6593520444 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N New Residential Mortgage Loan 549300U1MV4J7YQZG974 64828CEN5 1181795.380000000000 PA USD 949621.040000000000 0.0381155325 Long ABS-MBS CORP US N 2 2058-02-25 Variable 5.155063000000 N N N N N N New Residential Mortgage Loan N/A 64828GCH1 11448828.590000000000 PA USD 861559.840000000000 0.0345809652 Long ABS-MBS CORP US N 2 2059-09-25 Variable 1.750000000000 N N N N N N Arizona Biltmore Trust N/A 00218TAJ3 850000.000000000000 PA USD 869006.850000000000 0.0348798705 Long ABS-MBS CORP US N 2 2039-06-11 Fixed 6.998000000000 N N N N N N ARES Commercial Mortgage Trust N/A 03990DAG2 4500000.000000000000 PA USD 4512523.500000000000 0.1811219729 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.544630000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAW0 3631853.580000000000 PA USD 3151486.650000000000 0.1264931872 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 2.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 7893901.850000000000 PA USD 6347084.280000000000 0.2547568843 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECR9 19563669.220000000000 PA USD 17180622.190000000000 0.6895893589 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FHY6 18363072.010000000000 PA USD 18473724.030000000000 0.7414913947 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N New Residential Mortgage Loan N/A 64829KBK5 2015203.500000000000 PA USD 1941687.260000000000 0.0779347138 Long ABS-MBS CORP US N 2 2057-03-25 Variable 5.163813000000 N N N N N N New Residential Mortgage Loan N/A 64830DCF8 4989121.690000000000 PA USD 3837167.420000000000 0.1540147843 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.694657000000 N N N N N N ARES Commercial Mortgage Trust N/A 03990DAQ0 4500000.000000000000 PA USD 4518769.500000000000 0.1813726725 Long ABS-MBS CORP US N 2 2041-07-15 Floating 7.593110000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBL6 4990000.000000000000 PA USD 4842106.780000000000 0.1943506628 Long DBT CORP US N 2 2031-01-15 Fixed 5.100000000000 N N N N N N New Residential Mortgage Loan N/A 64831TAF4 2729000.000000000000 PA USD 2268138.210000000000 0.0910376794 Long ABS-MBS CORP US N 2 2056-11-27 Variable 4.051180000000 N N N N N N New Residential Mortgage Loan 2138006ZAYPD4ZHQYX81 64831XAJ7 11757999.980000000000 PA USD 10358762.710000000000 0.4157761260 Long ABS-MBS CORP US N 2 2065-04-25 Variable 7.255939000000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 04047EAD8 500000.000000000000 PA USD 502110.500000000000 0.0201535226 Long ABS-O CORP US N 2 2029-09-17 Fixed 7.380000000000 N N N N N N Arroyo Mortgage Trust N/A 042855AD8 2000000.000000000000 PA USD 1623998.200000000000 0.0651834296 Long ABS-MBS CORP US N 2 2056-12-25 Fixed 3.650000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FMJ3 17205497.800000000000 PA USD 17309179.510000000000 0.6947493443 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FMK0 8356712.690000000000 PA USD 8536281.230000000000 0.3426260490 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FR82 19133006.200000000000 PA USD 19243824.950000000000 0.7724014161 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.500000000000 N N N N N N FIDELITY FINANCIAL CORP 549300MH8LY2P6Y7NV11 316144AC8 3000000.000000000000 PA USD 2847003.180000000000 0.1142719440 Long DBT CORP US N 2 2032-04-30 Variable 5.000000000000 N N N N N N Residential Asset Securitizati N/A 45660LA90 513901.500000000000 PA USD 125198.700000000000 0.0050251784 Long ABS-MBS CORP US N 2 2035-10-25 Fixed .000000000000 N N N N N N Residential Asset Securitizati N/A 45660LZW2 1451293.540000000000 PA USD 790831.040000000000 0.0317420792 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.218790000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 1050000.000000000000 PA USD 1097869.500000000000 0.0440658735 Long DBT CORP US N 2 2028-06-01 Fixed 8.500000000000 N N N N N N NewStar Arlington Senior Loan 5493000FRT8NIAMC5265 65251PBE2 2000000.000000000000 PA USD 1997196.000000000000 0.0801627027 Long ABS-CBDO CORP US N 2 2031-04-25 Floating 7.679630000000 N N N N N N Residential Asset Securitizati N/A 45660LZY8 1313696.920000000000 PA USD 797231.430000000000 0.0319989756 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.500000000000 N N N N N N Residential Asset Securitizati N/A 45661EBR4 1848823.210000000000 PA USD 497310.520000000000 0.0199608628 Long ABS-MBS CORP US N 2 2046-01-25 Floating 4.468790000000 N N N N N N NEXBANK CAPITAL INC 549300H29S945S4X7A03 65341TAG2 1000000.000000000000 PA USD 950484.860000000000 0.0381502042 Long DBT CORP US N 2 2032-07-15 Variable 6.000000000000 N N N N N N Nomura Resecuritization Trust N/A 65540LCA9 3224845.870000000000 PA USD 2624900.380000000000 0.1053572653 Long ABS-MBS CORP US N 2 2037-03-26 Floating 1.477590000000 N N N N N N ASURION LLC/ASURION CO 549300KNQVXGIOXWK278 045941AA9 250000.000000000000 PA USD 261299.750000000000 0.0104879512 Long DBT CORP US N 2 2032-12-31 Fixed 8.000000000000 N N N N N N ATLX Trust N/A 049915AB7 3000000.000000000000 PA USD 2943648.300000000000 0.1181510496 Long ABS-MBS CORP US N 2 2064-04-25 Variable 4.399824000000 N N N N N N JP Morgan Mortgage Trust N/A 46657YBC7 2512639.220000000000 PA USD 2384662.970000000000 0.0957147064 Long ABS-MBS CORP US N 2 2054-12-25 Variable 6.880796000000 N N N N N N JP Morgan Mortgage Trust N/A 46658RBA5 2578493.320000000000 PA USD 2591298.120000000000 0.1040085504 Long ABS-MBS CORP US N 2 2054-11-25 Variable 6.899053000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 690000.000000000000 PA USD 661504.950000000000 0.0265512372 Long DBT CORP US N 2 2030-01-30 Fixed 4.750000000000 N N N N N N NYC Commercial Mortgage Trust N/A 67123JAE9 1600000.000000000000 PA USD 1603284.800000000000 0.0643520430 Long ABS-MBS CORP US N 2 2038-11-05 Variable 5.623018000000 N N N N N N NYC Commercial Mortgage Trust N/A 67123JAG4 1600000.000000000000 PA USD 1605067.200000000000 0.0644235843 Long ABS-MBS CORP US N 2 2038-11-05 Variable 6.419738000000 N N N N N N Oaktree CLO Ltd N/A 67402RBQ5 10000000.000000000000 PA USD 10029990.000000000000 0.4025799704 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 6.923100000000 N N N N N N JP Morgan Mortgage Trust N/A 46658RBB3 2366000.000000000000 PA USD 2019002.440000000000 0.0810379614 Long ABS-MBS CORP US N 2 2054-11-25 Variable 6.899053000000 N N N N N N Marble Point CLO XXIV Ltd 549300110Z5KVNWF6X83 56607XAA4 3000000.000000000000 PA USD 2617854.000000000000 0.1050744403 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 11.855230000000 N N N N N N American Home Mortgage Assets N/A 008684AF9 45216494.190000000000 PA USD 186703.430000000000 0.0074938321 Long ABS-MBS CORP US N 2 2046-12-25 Variable .039970000000 N N N N N N Countrywide Alternative Loan T N/A 02146QAE3 16230791.810000000000 PA USD 162.310000000000 0.0000065147 Long ABS-MBS CORP US N 2 2046-08-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 02146QAH6 10061511.000000000000 PA USD 100.620000000000 0.0000040386 Long ABS-MBS CORP US N 2 2046-08-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 02146QAJ2 17546830.340000000000 PA USD 1101.940000000000 0.0000442293 Long ABS-MBS CORP US N 2 2046-08-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 02147PAW4 1970178.600000000000 PA USD 781266.840000000000 0.0313581949 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.068790000000 N N N N N N American Home Mortgage Assets N/A 02660WAS5 12524852.740000000000 PA USD 94625.260000000000 0.0037980331 Long ABS-MBS CORP US N 2 2046-05-25 Variable .174400000000 N N N N N N American Heritage Auto Receiva N/A 026944AG3 750000.000000000000 PA USD 761964.000000000000 0.0305834248 Long ABS-O CORP US N 2 2033-01-18 Fixed 6.340000000000 N N N N N N Countrywide Alternative Loan T N/A 12667G4B6 16011505.270000000000 PA USD 33303.930000000000 0.0013367406 Long ABS-MBS CORP US N 2 2035-10-25 Variable .021736000000 N N N N N N Countrywide Alternative Loan T N/A 12667G4C4 1249785.260000000000 PA USD 226713.550000000000 0.0090997433 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.801206000000 N N N N N N Countrywide Alternative Loan T N/A 12667GCE1 7881773.030000000000 PA USD 53060.100000000000 0.0021297064 Long ABS-MBS CORP US N 2 2035-05-25 Variable .073790000000 N N N N N N Countrywide Alternative Loan T N/A 12667GMK6 12674086.530000000000 PA USD 126.740000000000 0.0000050870 Long ABS-MBS CORP US N 2 2035-06-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 12667GN82 15332849.950000000000 PA USD 153.330000000000 0.0000061543 Long ABS-MBS CORP US N 2 2035-08-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 12667GNU3 5262994.120000000000 PA USD 3905.140000000000 0.0001567430 Long ABS-MBS CORP US N 2 2035-07-20 Variable .004386000000 N N N N N N Countrywide Alternative Loan T N/A 12667GS46 3272317.630000000000 PA USD 6269.760000000000 0.0002516533 Long ABS-MBS CORP US N 2 2035-09-25 Variable .003588000000 N N N N N N Countrywide Alternative Loan T N/A 12667GZ71 28382358.280000000000 PA USD 36468.490000000000 0.0014637586 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.436617000000 N N N N N N Countrywide Alternative Loan T N/A 12668AHD0 17107174.850000000000 PA USD 141886.910000000000 0.0056950035 Long ABS-MBS CORP US N 2 2035-11-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 12668AJC0 2500197.430000000000 PA USD 1147780.640000000000 0.0460691881 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.168790000000 N N N N N N Countrywide Alternative Loan T N/A 12668AP66 32337105.370000000000 PA USD 310306.860000000000 0.0124549802 Long ABS-MBS CORP US N 2 2035-12-20 Variable .160711000000 N N N N N N Countrywide Alternative Loan T N/A 12668AQ73 1341796.670000000000 PA USD 783439.920000000000 0.0314454172 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.500000000000 N N N N N N Countrywide Alternative Loan T N/A 12668BA86 2252836.940000000000 PA USD 43885.260000000000 0.0017614501 Long ABS-MBS CORP US N 2 2036-05-25 Variable .475600000000 N N N N N N Countrywide Alternative Loan T N/A 12668BC27 9380127.840000000000 PA USD 21405.450000000000 0.0008591639 Long ABS-MBS CORP US N 2 2036-05-25 Variable .000000000000 N N N N N N Countrywide Alternative Loan T N/A 126694A24 7313131.640000000000 PA USD 65138.060000000000 0.0026144870 Long ABS-MBS CORP US N 2 2046-03-20 Variable .128866000000 N N N N N N Corporate One Auto Receivables N/A 22004UAG8 750000.000000000000 PA USD 745394.250000000000 0.0299183544 Long ABS-O CORP US N 2 2034-07-15 Fixed 5.480000000000 N N N N N N Obra CLO Ltd 254900MMN4MOZ34WUC71 674436AL4 2000000.000000000000 PA USD 2006172.000000000000 0.0805229780 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 7.925230000000 N N N N N N Pretium Mortgage Credit Partne N/A 740943AG0 5500000.000000000000 PA USD 4955711.750000000000 0.1989104964 Long ABS-MBS CORP US N 2 2065-03-25 Variable 4.000000000000 N N N N N N ATLX Trust N/A 049915AC5 4700000.000000000000 PA USD 4602047.300000000000 0.1847152456 Long ABS-MBS CORP US N 2 2064-04-25 Variable 4.399824000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJS4 5000000.000000000000 PA USD 5069628.000000000000 0.2034828240 Long ABS-O CORP US N 2 2029-06-20 Fixed 7.310000000000 N N N N N N Marlette Funding Trust N/A 57108T107 20000.000000000000 PA USD 258571.190000000000 0.0103784333 Long ABS-O CORP US N 2 2031-09-15 Fixed .000000000000 N N N N N N Marlette Funding Trust N/A 57108VAD4 500000.000000000000 PA USD 508287.100000000000 0.0204014367 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.930000000000 N N N N N N Progress Residential Trust N/A 74331GAG4 800000.000000000000 PA USD 781023.200000000000 0.0313484158 Long ABS-O CORP US N 2 2040-10-17 Fixed 4.500000000000 N N N N N N Prosper Marketplace Issuance T N/A 74363CAD1 2000000.000000000000 PA USD 2019858.400000000000 0.0810723176 Long ABS-O CORP US N 2 2029-08-15 Fixed 10.980000000000 N N N N N N Marlette Funding Trust N/A 57109LAD5 12140000.000000000000 PA USD 12328781.860000000000 0.4948480145 Long ABS-O CORP US N 2 2033-06-15 Fixed 7.920000000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433D45 816713.470000000000 PA USD 760039.350000000000 0.0305061739 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.343770000000 N N N N N N MASTR Alternative Loans Trust N/A 576434SQ8 69231.000000000000 PA USD 55467.360000000000 0.0022263281 Long ABS-MBS CORP US N 2 2034-07-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 74923HAY7 487349.620000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2037-03-25 Fixed .000000000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 1070000.000000000000 PA USD 1098644.970000000000 0.0440969991 Long DBT CORP US N 2 2033-03-15 Fixed 6.250000000000 N N N N N N Banc of America Merrill Lynch N/A 05494CAE5 3250000.000000000000 PA USD 3275590.500000000000 0.1314744209 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.655000000000 N N N N N N Residential Accredit Loans, In N/A 74923JAQ0 145266.310000000000 PA USD 69115.470000000000 0.0027741308 Long ABS-MBS CORP US N 2 2037-03-25 Fixed .000000000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AK1 540000.000000000000 PA USD 554437.980000000000 0.0222538233 Long DBT CORP US N 2 2032-04-01 Fixed 6.500000000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 390000.000000000000 PA USD 387016.210000000000 0.0155339112 Long DBT CORP US N 2 2028-09-15 Fixed 8.000000000000 N N N N N N Banc of America Alternative Lo N/A 059494AK0 109434.140000000000 PA USD 58702.680000000000 0.0023561861 Long ABS-MBS CORP US N 2 2037-01-25 Fixed .000000000000 N N N N N N Residential Funding Mtg Sec I N/A 74958DAJ7 10713.520000000000 PA USD 4465.520000000000 0.0001792354 Long ABS-MBS CORP US N 2 2036-10-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75116BAG3 311436.740000000000 PA USD 140092.890000000000 0.0056229958 Long ABS-MBS CORP US N 2 2037-02-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75116CEW2 250952.300000000000 PA USD 125936.880000000000 0.0050548072 Long ABS-MBS CORP US N 2 2037-04-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75116FBJ7 710599.030000000000 PA USD 327017.330000000000 0.0131256987 Long ABS-MBS CORP US N 2 2037-07-25 Fixed .000000000000 N N N N N N Banc of America Funding Corpor N/A 05951GBE1 1807681.550000000000 PA USD 1330127.150000000000 0.0533881438 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.368790000000 N N N N N N Banc of America Funding Corpor N/A 059522AF9 1433475.010000000000 PA USD 1364918.920000000000 0.0547846028 Long ABS-MBS CORP US N 2 2047-05-20 Floating 4.215490000000 N N N N N N Residential Accredit Loans, In N/A 74922GAQ7 1129161.480000000000 PA USD 823964.380000000000 0.0330719727 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.068790000000 N N N N N N Residential Accredit Loans, In N/A 74922KAV7 13936.340000000000 PA USD 11739.890000000000 0.0004712113 Long ABS-MBS CORP US N 2 2037-01-25 Fixed .000000000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XA29 10576.420000000000 PA USD 4677.760000000000 0.0001877542 Long ABS-MBS CORP US N 2 2035-11-25 Fixed .000000000000 N N N N N N Residential Asset Securitizati N/A 761120AL8 3943420.030000000000 PA USD 1022707.850000000000 0.0410490635 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.500000000000 N N N N N N Banc of America Funding Corpor N/A 05952DAC2 547912.960000000000 PA USD 499671.910000000000 0.0200556434 Long ABS-MBS CORP US N 2 2047-02-20 Floating 4.195490000000 N N N N N N Banc of America Funding Corpor N/A 05953LAD1 2563347.630000000000 PA USD 1864623.920000000000 0.0748415744 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 7.000000000000 N N N N N N Residential Asset Securitizati N/A 761128AA5 3786751.440000000000 PA USD 1630697.860000000000 0.0654523381 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.000000000000 N N N N N N ROCKET COS INC N/A 77311WAD3 2090000.000000000000 PA USD 2161592.950000000000 0.0867612057 Long DBT CORP US N 2 2032-02-01 Fixed 7.125000000000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 520000.000000000000 PA USD 509097.580000000000 0.0204339674 Long DBT CORP US N 2 2029-10-15 Fixed 4.375000000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAQ9 1060000.000000000000 PA USD 1093234.180000000000 0.0438798228 Long DBT CORP US N 2 2032-04-01 Fixed 6.750000000000 N N N N N N Residential Accredit Loans, In N/A 74922LAM5 89710.330000000000 PA USD 39298.830000000000 0.0015773617 Long ABS-MBS CORP US N 2 2036-11-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 74922PAC8 4091552.250000000000 PA USD 3789225.820000000000 0.1520905224 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.068790000000 N N N N N N Residential Accredit Loans, In N/A 74922YAE5 780757.770000000000 PA USD 689489.060000000000 0.0276744529 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.500000000000 N N N N N N Residential Accredit Loans, In N/A 74922YAG0 84424.860000000000 PA USD 35505.610000000000 0.0014251108 Long ABS-MBS CORP US N 2 2036-10-25 Fixed .000000000000 N N N N N N Residential Funding Mtg Sec I N/A 74957EAD9 24108.620000000000 PA USD 12866.920000000000 0.0005164476 Long ABS-MBS CORP US N 2 2036-06-25 Fixed .000000000000 N N N N N N Residential Funding Mtg Sec I N/A 749580AL0 156305.050000000000 PA USD 63277.710000000000 0.0025398170 Long ABS-MBS CORP US N 2 2037-05-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75114TAK7 24617.100000000000 PA USD 15249.320000000000 0.0006120715 Long ABS-MBS CORP US N 2 2036-05-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 751151AZ4 65144.270000000000 PA USD 41281.200000000000 0.0016569293 Long ABS-MBS CORP US N 2 2036-09-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 751152AB5 4084788.600000000000 PA USD 3792866.730000000000 0.1522366599 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.138790000000 N N N N N N Residential Accredit Loans, In N/A 75115CAU1 14565.610000000000 PA USD 7769.940000000000 0.0003118669 Long ABS-MBS CORP US N 2 2036-07-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75115CAW7 14950.560000000000 PA USD .150000000000 0.0000000060 Long ABS-MBS CORP US N 2 2036-07-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 75115EAB9 1494882.140000000000 PA USD 1221805.290000000000 0.0490403617 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.000000000000 N N N N N N Residential Accredit Loans, In N/A 75115EAU7 1489350.330000000000 PA USD 1217284.000000000000 0.0488588879 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.000000000000 N N N N N N Residential Accredit Loans, In N/A 75115VAA3 1264301.070000000000 PA USD 627596.020000000000 0.0251902133 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.128790000000 N N N N N N Residential Accredit Loans, In N/A 761118QB7 208376.680000000000 PA USD 133022.510000000000 0.0053392075 Long ABS-MBS CORP US N 2 2035-12-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 761118XD5 1924774.470000000000 PA USD 1654562.120000000000 0.0664101928 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.468790000000 N N N N N N Residential Accredit Loans, In N/A 761118XL7 1038441.720000000000 PA USD 881513.030000000000 0.0353818388 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.168790000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 1090000.000000000000 PA USD 1101386.140000000000 0.0442070231 Long DBT CORP US N 2 2032-07-15 Fixed 6.500000000000 N N N N N N Banc of America Funding Corpor 549300JQM1BUDI007938 05990MAB8 3128813.580000000000 PA USD 2877624.290000000000 0.1155010027 Long ABS-MBS CORP US N 2 2037-06-26 Floating 3.556010000000 N N N N N N Bank N/A 06541HAN5 2000000.000000000000 PA USD 1427964.000000000000 0.0573150826 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 4.000000000000 N N N N N N Residential Funding Mtg Sec I N/A 762010AL0 101028.770000000000 PA USD 66531.380000000000 0.0026704115 Long ABS-MBS CORP US N 2 2036-04-25 Fixed .000000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581PAA3 1539148.710000000000 PA USD 1505605.270000000000 0.0604314187 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.321000000000 N N N N N N Saluda Grade Alternative Mortg N/A 79581PAD7 26202262.360000000000 PA USD 5083998.760000000000 0.2040596322 Long ABS-MBS CORP US N 2 2050-05-25 Variable .000000000000 N N N N N N VELOCITY COM CAP LLC 549300TA4MQM8WN2XG31 92259RAE5 540000.000000000000 PA USD 559063.620000000000 0.0224394855 Long DBT CORP US N 2 2031-02-15 Fixed 9.375000000000 N N N N N N BANKGUAM HOLDING CO 549300UZSAYMXQIF8W75 06644AAB2 2000000.000000000000 PA USD 1948598.180000000000 0.0782121017 Long SN CORP GU N 2 2031-07-01 Variable 4.750000000000 N N N N N N Barclays Mortgage Loan Trust N/A 06744UAA9 1637457.080000000000 PA USD 1504583.170000000000 0.0603903940 Long ABS-MBS CORP US N 2 2051-09-25 Variable 1.747000000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 5530000.000000000000 PA USD 5473194.180000000000 0.2196810118 Long EP CORP US N 2 N N N Verus Securitization Trust N/A 92538HAC4 1315639.770000000000 PA USD 1133131.460000000000 0.0454812048 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.350000000000 N N N N N N Bankers Healthcare Group Secur N/A 08860DAE3 2517000.000000000000 PA USD 2658973.150000000000 0.1067248653 Long ABS-O CORP US N 2 2035-10-17 Fixed 9.730000000000 N N N N N N Countrywide Home Loans N/A 125432AG9 11580837.460000000000 PA USD 58463.540000000000 0.0023465876 Long ABS-MBS CORP US N 2 2036-07-25 Variable .126749000000 N N N N N N Verus Securitization Trust N/A 92539LAD2 2500000.000000000000 PA USD 2067485.000000000000 0.0829839362 Long ABS-MBS CORP US N 2 2066-06-25 Variable 2.397000000000 N N N N N N Verus Securitization Trust N/A 92539LAE0 1750000.000000000000 PA USD 1376421.380000000000 0.0552462842 Long ABS-MBS CORP US N 2 2066-06-25 Variable 3.203000000000 N N N N N N Countrywide Home Loans N/A 12544JAE6 1880198.840000000000 PA USD 555740.520000000000 0.0223061042 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.500000000000 N N N N N N CPS Auto Trust N/A 12598VAE4 6120000.000000000000 PA USD 6709594.070000000000 0.2693071660 Long ABS-O CORP US N 2 2031-05-15 Fixed 10.130000000000 N N N N N N CPS Auto Trust N/A 12627SAE6 6000000.000000000000 PA USD 6242018.400000000000 0.2505397895 Long ABS-O CORP US N 2 2031-11-17 Fixed 8.360000000000 N N N N N N CPS Auto Trust N/A 12630SAE1 2226000.000000000000 PA USD 2300076.380000000000 0.0923196016 Long ABS-O CORP US N 2 2033-03-15 Fixed 7.950000000000 N N N N N N Verus Securitization Trust N/A 92539LAF7 2270000.000000000000 PA USD 1771258.530000000000 0.0710941094 Long ABS-MBS CORP US N 2 2066-06-25 Variable 3.956000000000 N N N N N N DSLA Mortgage Loan Trust N/A BCC0H7063 1000.000000000000 PA USD 1.000000000000 0.0000000401 Long ABS-MBS CORP US N 3 2044-11-19 Fixed .000000000000 N N N N N N N/A N/A N/A -275.000000000000 NC USD 252552.990000000000 0.0101368770 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short U.S. Treasury 5 Year Note U.S. Treasury 5 Year Note 2026-06-30 -29907435.937500000000 USD 252552.990000000000 N N N LEAVENWORTH US N/A N/A 29450.000000000000 NS USD 3838000.570000000000 0.1540482250 Long EC CORP US N 2 N N N CPS Auto Trust N/A 12633SAE8 1800000.000000000000 PA USD 1844264.340000000000 0.0740243892 Long ABS-O CORP US N 2 2032-08-16 Fixed 7.650000000000 N N N N N N CPS Auto Trust N/A 12634SAE7 4000000.000000000000 PA USD 3947213.600000000000 0.1584317765 Long ABS-O CORP US N 2 2033-02-15 Fixed 6.590000000000 N N N N N N N/A N/A N/A 1.000000000000 NC USD -6636254.000000000000 -0.2663634699 N/A DCR US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 CDX IG CDSI GEN 5Y Corp CDX.NA.IG.46 06/31 Y DEFAULT EVENT SETTLEMENT 2031-06-20 0.000000000000 USD -4828350.540000000000 USD 300000000.000000000000 USD -6636254.000000000000 N N N N/A N/A N/A -350.000000000000 NC USD 901118.750000000000 0.0361687658 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short U.S. Treasury 10 Year Notes U.S. Treasury 10 Year Notes 2026-06-18 -39608931.250000000000 USD 901118.750000000000 N N N CPS Auto Trust N/A 12663UAE6 4100000.000000000000 PA USD 4426323.920000000000 0.1776621266 Long ABS-O CORP US N 2 2030-06-17 Fixed 12.120000000000 N N N N N N Countrywide Alternative Loan T N/A 12668AR98 9052689.440000000000 PA USD 724.220000000000 0.0000290685 Long ABS-MBS CORP US N 2 2035-12-20 Variable 2.209590000000 N N N N N N Countrywide Home Loans N/A 12669F2R3 3869586.690000000000 PA USD 155433.560000000000 0.0062387338 Long ABS-MBS CORP US N 2 2034-10-25 Variable .373496000000 N N N N N N Countrywide Home Loans N/A 12669GPL9 2978273.090000000000 PA USD 2361779.200000000000 0.0947962062 Long ABS-MBS CORP US N 2 2035-03-25 Variable 3.399079000000 N N N N N N CQS US CLO Ltd N/A 12676EAJ6 2000000.000000000000 PA USD 2009212.000000000000 0.0806449964 Long ABS-CBDO CORP KY N 2 2039-01-17 Floating 6.960750000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAH9 2080000.000000000000 PA USD 2134600.000000000000 0.0856777728 Long DBT CORP LU N 2 2031-02-15 Fixed 12.000000000000 N N N N N N CPS Auto Trust N/A 223920AE9 4000000.000000000000 PA USD 4139065.200000000000 0.1661322440 Long ABS-O CORP US N 2 2032-03-15 Fixed 8.040000000000 N N N N N N CQS US CLO Ltd 254900Z541K697JPZU75 223925AJ7 6000000.000000000000 PA USD 6000000.000000000000 0.2408257459 Long ABS-CBDO CORP KY N 2 2039-03-31 Floating 6.880680000000 N N N N N N CPS Auto Trust N/A 223936AE5 2000000.000000000000 PA USD 2037860.000000000000 0.0817948591 Long ABS-O CORP US N 2 2033-05-16 Fixed 7.690000000000 N N N N N N CPS Auto Trust N/A 22411CAE0 1000000.000000000000 PA USD 1037668.400000000000 0.0416495444 Long ABS-O CORP US N 2 2031-08-15 Fixed 8.420000000000 N N N N N N CPS Auto Trust N/A 22411JAE5 2000000.000000000000 PA USD 2022246.400000000000 0.0811681663 Long ABS-O CORP US N 2 2032-06-15 Fixed 7.130000000000 N N N N N N CREDIT ACCEPTANC N/A 225310AS0 1600000.000000000000 PA USD 1597656.000000000000 0.0641261163 Long DBT CORP US N 2 2030-03-15 Fixed 6.625000000000 N N N N N N BX Trust N/A 12433CAE5 1474326.970000000000 PA USD 1481997.890000000000 0.0594838745 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.244660000000 N N N N N N Credit Suisse First Boston Mor N/A 22540V2X9 1601620.190000000000 PA USD 1458023.890000000000 0.0585216151 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 7.500000000000 N N N N N N Credit Suisse First Boston Mor N/A 225470EZ2 1942856.000000000000 PA USD 673237.880000000000 0.0270221691 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N JP Morgan Mortgage Trust N/A 46592TCD3 2870476.220000000000 PA USD 2305652.610000000000 0.0925434182 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.835588000000 N N N N N N JP Morgan Mortgage Trust N/A 46593DBT3 3272524.490000000000 PA USD 3186041.490000000000 0.1278801364 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.961613000000 N N N N N N JP Morgan Mortgage Trust N/A 46593DBV8 2388118.740000000000 PA USD 1603745.920000000000 0.0643705512 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.961613000000 N N N N N N JP Morgan Mortgage Trust N/A 465988AS2 2929472.590000000000 PA USD 2749796.320000000000 0.1103702916 Long ABS-MBS CORP US N 2 2054-04-25 Variable 6.264761000000 N N N N N N JP Morgan Mortgage Trust N/A 46654FAP3 988492.450000000000 PA USD 814617.720000000000 0.0326968200 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.500000000000 N N N N N N JP Morgan Mortgage Trust N/A 46657DAS9 1035500.000000000000 PA USD 874744.840000000000 0.0351101798 Long ABS-MBS CORP US N 2 2054-02-25 Variable 6.120259000000 N N N N N N JP Morgan Mortgage Trust N/A 46657WBH0 2962489.320000000000 PA USD 2977506.180000000000 0.1195100244 Long ABS-MBS CORP US N 2 2054-10-25 Variable 7.047013000000 N N N N N N JP Morgan Mortgage Trust N/A 46657YBD5 1795000.000000000000 PA USD 1502244.480000000000 0.0602965246 Long ABS-MBS CORP US N 2 2054-12-25 Variable 6.880796000000 N N N N N N JP Morgan Mortgage Trust N/A 46658GBG6 2611000.000000000000 PA USD 2413600.570000000000 0.0968761929 Long ABS-MBS CORP US N 2 2055-01-25 Variable 6.921456000000 N N N N N N JP Morgan Mortgage Trust N/A 46658RAQ1 65176757.200000000000 PA USD 3122748.790000000000 0.1253397177 Long ABS-MBS CORP US N 2 2054-11-25 Floating 3.104840000000 N N N N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAQ1 1090000.000000000000 PA USD 1096099.640000000000 0.0439948356 Long DBT CORP US N 2 2033-10-01 Fixed 8.375000000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 482937AC3 1300000.000000000000 PA USD 1302048.800000000000 0.0522611456 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 6.173100000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 600000.000000000000 PA USD 602359.800000000000 0.0241772914 Long DBT CORP US N 2 2030-06-15 Fixed 5.875000000000 N N N N N N Kingstone Cos Inc N/A 496719105 32995.999667000000 NS USD 550043.310000000000 0.0220774317 Long EC CORP US N 1 N N N KNIFE RIVER CORP N/A 498894AA2 1060000.000000000000 PA USD 1104299.520000000000 0.0443239593 Long DBT CORP US N 2 2031-05-01 Fixed 7.750000000000 N N N N N N Kohlberg Credit CLO LLC 2549004Y1DUK1WKPVB77 499925AA3 5000000.000000000000 PA USD 4995835.000000000000 0.2005209483 Long ABS-CBDO CORP US N 2 2037-07-15 Floating 5.423100000000 N N N N N N Exeter Automobile Receivables N/A 30165AAG0 11784000.000000000000 PA USD 12204957.480000000000 0.4898779980 Long ABS-O CORP US N 2 2031-10-15 Fixed 7.840000000000 N N N N N N Exeter Automobile Receivables N/A 30165BAH6 3000000.000000000000 PA USD 3071611.500000000000 0.1232871884 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.220000000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 1210000.000000000000 PA USD 1238358.770000000000 0.0497047791 Long DBT CORP US N 2 2033-10-01 Fixed 6.500000000000 N N N N N N LAMAR MEDIA CORP N/A 513075BW0 520000.000000000000 PA USD 517034.490000000000 0.0207525361 Long DBT CORP US N 2 2029-01-15 Fixed 4.875000000000 N N N N N N Exeter Automobile Receivables N/A 30166DAG3 4096000.000000000000 PA USD 4245157.480000000000 0.1703905361 Long ABS-O CORP US N 2 2031-10-15 Fixed 7.980000000000 N N N N N N Exeter Automobile Receivables N/A 30166WAG1 2000000.000000000000 PA USD 2025684.600000000000 0.0813061674 Long ABS-O CORP US N 2 2033-11-15 Fixed 7.540000000000 N N N N N N Exeter Automobile Receivables N/A 30167PAG5 2375000.000000000000 PA USD 2456909.000000000000 0.0986144904 Long ABS-O CORP US N 2 2031-08-15 Fixed 7.890000000000 N N N N N N Exeter Automobile Receivables N/A 301989AG4 3028000.000000000000 PA USD 3237734.720000000000 0.1299549798 Long ABS-O CORP US N 2 2031-01-15 Fixed 9.980000000000 N N N N N N Extended Stay America Trust N/A 30227TAG5 963133.330000000000 PA USD 970475.300000000000 0.0389525730 Long ABS-MBS CORP US N 2 2042-10-15 Floating 6.254710000000 N N N N N N Extended Stay America Trust N/A 30227TAJ9 2600460.000000000000 PA USD 2621076.450000000000 0.1052037818 Long ABS-MBS CORP US N 2 2042-10-15 Floating 7.004710000000 N N N N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AJ5 1560000.000000000000 PA USD 1653069.600000000000 0.0663502866 Long DBT CORP US N 2 2032-04-01 Fixed 7.375000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADFL0 3061091.780000000000 PA USD 3103881.220000000000 0.1245824183 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N GCAT N/A 36167KAG3 1250000.000000000000 PA USD 985326.630000000000 0.0395486701 Long ABS-MBS CORP US N 2 2066-08-25 Variable 3.414000000000 N N N N N N GCAT N/A 36168HAD6 590004.830000000000 PA USD 506765.650000000000 0.0203403693 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.556000000000 N N N N N N GCAT N/A 36168VAA1 2357618.610000000000 PA USD 2302725.000000000000 0.0924259109 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.174000000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 1640000.000000000000 PA USD 1656186.800000000000 0.0664754036 Long DBT CORP KY N 2 2030-03-15 Fixed 5.875000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YFF6 3018596.880000000000 PA USD 2695379.140000000000 0.1081861153 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 3.000000000000 N N N N N N GS Mortgage Securities Corp. N/A 36248TAV4 5707000.000000000000 PA USD 5437308.300000000000 0.2182406378 Long ABS-MBS CORP US N 2 2037-02-26 Floating 4.091200000000 N N N N N N A10 CAPITAL LLC 549300RXTK0PSG57BV49 66982EAA0 1000000.000000000000 PA USD 981854.010000000000 0.0394092874 Long DBT CORP US N 2 2026-08-17 Fixed 5.875000000000 N N N N N N GS Mortgage Securities Corp. N/A 36248TAW2 5709149.000000000000 PA USD 5249849.100000000000 0.2107164709 Long ABS-MBS CORP US N 2 2037-02-26 Floating 4.091200000000 N N N N N N GS Mortgage Securities Trust N/A 36251SAU2 500000.000000000000 PA USD 17270.660000000000 0.0006932033 Long ABS-MBS CORP US N 2 2031-07-15 Floating 7.876660000000 Y Y N N N N GLS Auto Receivables Trust N/A 36267PAL0 2500000.000000000000 PA USD 2638764.250000000000 0.1059137281 Long ABS-O CORP US N 2 2030-08-15 Fixed 9.270000000000 N N N N N N GLS Auto Receivables Trust N/A 36270YAN2 1500000.000000000000 PA USD 1551199.500000000000 0.0622614628 Long ABS-O CORP US N 2 2031-08-15 Fixed 7.510000000000 N N N N N N GLS Auto Receivables Trust N/A 36271KAN1 1000000.000000000000 PA USD 1018928.800000000000 0.0408973814 Long ABS-O CORP US N 2 2032-03-15 Fixed 7.190000000000 N N N N N N GLS Auto Receivables Trust N/A 362929AG6 5270000.000000000000 PA USD 5669561.910000000000 0.2275627459 Long ABS-O CORP US N 2 2030-08-15 Fixed 9.720000000000 N N N N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 540000.000000000000 PA USD 553361.220000000000 0.0222106048 Long DBT CORP US N 2 2032-04-15 Fixed 6.250000000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAR3 2080000.000000000000 PA USD 2190689.280000000000 0.0879290633 Long DBT CORP US N 2 2033-05-15 Fixed 8.000000000000 N N N N N N GEORGIA BANKING CO INC N/A 37312RAA3 4000000.000000000000 PA USD 3916880.720000000000 0.1572142868 Long SN CORP US N 2 2031-06-15 Variable 4.125000000000 N N N N N N GLS Auto Receivables Trust N/A 37989AAN4 1000000.000000000000 PA USD 1025306.900000000000 0.0411533832 Long ABS-O CORP US N 2 2031-06-16 Fixed 7.250000000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AR8 2250000.000000000000 PA USD 1870802.780000000000 0.0750895791 Long DBT CORP CA N 2 2031-02-15 Fixed 6.875000000000 N N N N N N Goldman Home Improvement Trust N/A 38149XAC3 4520911.010000000000 PA USD 4330762.850000000000 0.1738265322 Long ABS-O CORP US N 2 2051-06-25 Fixed 2.770000000000 N N N N N N Goldman Home Improvement Trust N/A 38149XAD1 1228671.480000000000 PA USD 1186308.850000000000 0.0476156189 Long ABS-O CORP US N 2 2051-06-25 Fixed 4.000000000000 N N N N N N Goldman Sachs Mortgage Pass-Th N/A 38151AAA2 40636395.670000000000 PA USD 36618512.680000000000 1.4697801047 Long ABS-MBS CORP US N 2 2053-02-25 Variable 4.235353000000 N N N N N N GOLDMAN SACHS PRIVATE CR 549300TD27G6372IYJ65 38152BAG6 3750000.000000000000 PA USD 3689205.410000000000 0.1480759407 Long DBT CORP US N 2 2031-01-31 Fixed 5.875000000000 N N N N N N GOLDMAN SACHS PRIVATE CR 549300TD27G6372IYJ65 38152BAQ4 4125000.000000000000 PA USD 4091420.070000000000 0.1642198817 Long DBT CORP US N 2 2031-06-16 Fixed 6.150000000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAE2 1690000.000000000000 PA USD 1695340.480000000000 0.0680469393 Long DBT CORP US N 2 2029-07-15 Fixed 6.000000000000 N N N N N N Goodgreen Trust N/A 38218QAA8 2591978.990000000000 PA USD 2346817.430000000000 0.0941956763 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.260000000000 N N N N N N GoodLeap Sustainable Home Impr N/A 382371AA0 899132.150000000000 PA USD 697352.240000000000 0.0279900622 Long ABS-O CORP US N 2 2048-05-20 Fixed 2.100000000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BS9 1660000.000000000000 PA USD 1644247.930000000000 0.0659962057 Long DBT CORP US N 2 2030-07-15 Fixed 6.625000000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 3530000.000000000000 PA USD 2760301.150000000000 0.1107919305 Long DBT CORP US N 2 2031-11-15 Fixed 5.375000000000 N N N N N N Great Lakes CLO Ltd 254900RS9ORCRVTFF820 39057WAR0 3000000.000000000000 PA USD 3014502.000000000000 0.1209949488 Long ABS-CBDO CORP US N 2 2037-07-15 Floating 7.073100000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538RAE9 10439433.490000000000 PA USD 73973.830000000000 0.0029691338 Long ABS-MBS CORP US N 2 2045-06-25 Variable .163750000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538RCB3 20239303.450000000000 PA USD 220669.130000000000 0.0088571346 Long ABS-MBS CORP US N 2 2045-08-25 Variable .000000000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WBY3 676275.460000000000 PA USD 631699.780000000000 0.0253549284 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.388790000000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538WCF3 5811106.900000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2045-10-25 Variable .000000000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NCD6 1683185.100000000000 PA USD 1345943.820000000000 0.0540229874 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.802565000000 N N N N N N JP Morgan Mortgage Trust N/A 46592NCE4 1683185.100000000000 PA USD 955195.760000000000 0.0383392886 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.802565000000 N N N N N N JP Morgan Mortgage Trust N/A 465989AJ0 102707615.950000000000 PA USD 188160.350000000000 0.0075523094 Long ABS-MBS CORP US N 2 2053-12-26 Variable .199859000000 N N N N N N JP Morgan Mortgage Trust N/A 465989AN1 1529466.630000000000 PA USD 1327407.260000000000 0.0532789739 Long ABS-MBS CORP US N 2 2053-12-26 Variable 6.074859000000 N N N N N N JP Morgan Mortgage Trust N/A 46654TCJ5 4805633.370000000000 PA USD 3968564.120000000000 0.1592887357 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.107347000000 N N N N N N JP Morgan Mortgage Trust N/A 46654WCL3 13576625.360000000000 PA USD 10860970.380000000000 0.4359335487 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.083293000000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAD1 2000000.000000000000 PA USD 2025990.000000000000 0.0813184255 Long ABS-MBS CORP US N 2 2049-10-25 Floating 12.509640000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 1140000.000000000000 PA USD 1111597.440000000000 0.0446168804 Long DBT CORP US N 2 2033-04-01 Fixed 6.250000000000 N N N N N N Onslow Bay Financial LLC N/A 670857AC5 1663043.060000000000 PA USD 1388293.210000000000 0.0557227913 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.563000000000 N N N N N N Onslow Bay Financial LLC N/A 670861AA1 1450509.330000000000 PA USD 1204018.620000000000 0.0483264470 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.500000000000 N N N N N N Onslow Bay Financial LLC N/A 67114BAA5 785938.420000000000 PA USD 701763.940000000000 0.0281671374 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.072000000000 N N N N N N Onslow Bay Financial LLC N/A 67115DAB8 1685524.510000000000 PA USD 1460546.430000000000 0.0586228639 Long ABS-MBS CORP US N 2 2061-10-25 Variable 2.162000000000 N N N N N N OFSI Fund LTD N/A 67123NAL4 3000000.000000000000 PA USD 2990256.000000000000 0.1200217719 Long ABS-CBDO CORP KY N 2 2039-03-31 Floating 6.900640000000 N N N N N N Onslow Bay Financial LLC N/A 67448XAG1 2500000.000000000000 PA USD 1747407.500000000000 0.0701367857 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.500000000000 N N N N N N Ocean Trails CLO 254900TWRKR5CRS1OX19 67515JAU9 5940000.000000000000 PA USD 5903243.280000000000 0.2369421610 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 6.775230000000 N N N N N N Octane Receivables Trust N/A 67578QAB9 3243000.000000000000 PA USD 3260291.680000000000 0.1308603626 Long ABS-O CORP US N 2 2030-02-22 Fixed 8.710000000000 N N N N N N Octane Receivables Trust N/A 67578YAF3 3500000.000000000000 PA USD 3698492.700000000000 0.1484487105 Long ABS-O CORP US N 2 2032-07-20 Fixed 9.040000000000 N N N N N N Octane Receivables Trust N/A 67579FAE6 3288000.000000000000 PA USD 3475700.080000000000 0.1395063440 Long ABS-O CORP US N 2 2046-01-22 Fixed 8.420000000000 N N N N N N Oceanview Mortgage Trust N/A 67647ECG0 1715000.000000000000 PA USD 932716.470000000000 0.0374370233 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.966360000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 1290000.000000000000 PA USD 1279547.260000000000 0.0513579872 Long DBT CORP US N 2 2033-04-01 Fixed 6.625000000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 2180000.000000000000 PA USD 2211956.620000000000 0.0887826838 Long DBT CORP US N 2 2031-11-15 Fixed 7.125000000000 N N N N N N Research-Driven Pagaya Motor A N/A 76100HAB7 500000.000000000000 PA USD 498806.400000000000 0.0200209039 Long ABS-O CORP US N 2 2034-08-25 Fixed 10.527000000000 N N N N N N Residential Accredit Loans, In N/A 761118HH4 159000.900000000000 PA USD 91829.500000000000 0.0036858180 Long ABS-MBS CORP US N 2 2035-09-25 Fixed .000000000000 N N N N N N Residential Accredit Loans, In N/A 761118PE2 2864421.310000000000 PA USD 2529868.070000000000 0.1015428941 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.145776000000 N N N N N N Residential Accredit Loans, In N/A 761118PQ5 1338025.800000000000 PA USD 1172453.270000000000 0.0470594889 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6.000000000000 N N N N N N Genworth Mortgage Insurance Co N/A 89589AAA7 1176423.870000000000 PA USD 1183423.940000000000 0.0474998255 Long ABS-MBS CORP US N 2 2033-11-25 Floating 7.045160000000 N N N N N N GEARY US N/A N/A 70687.500000000000 NS USD 8180247.320000000000 0.3283356937 Long EC CORP US N 2 N N N OCTAVIA US N/A N/A 80037.500000000000 NS USD 10146001.710000000000 0.4072364049 Long EC CORP US N 2 N N N COLT Funding LLC N/A 12659YAE4 2362000.000000000000 PA USD 2082326.450000000000 0.0835796367 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.216289000000 N N N N N N COLT Funding LLC N/A 19688DAG5 2862000.000000000000 PA USD 2413697.180000000000 0.0968800706 Long ABS-MBS CORP US N 2 2064-12-25 Variable 2.355000000000 N N N N N N COMM Mortgage Trust N/A 20047DAE4 5500000.000000000000 PA USD 5499439.000000000000 0.2207344165 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.543710000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 2240000.000000000000 PA USD 2171014.940000000000 0.0871393820 Long DBT CORP US N 2 2030-01-15 Fixed 5.875000000000 N N N N N N DEUTSCHE ALT-B SECURITIES INC N/A 251511AK7 2084501.930000000000 PA USD 1923934.000000000000 0.0772221401 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.734000000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 3240000.000000000000 PA USD 3373617.600000000000 0.1354089958 Long DBT CORP US N 2 2031-02-15 Fixed 10.000000000000 N N N N N N Flagship Credit Auto Trust N/A 33843VAN3 1150000.000000000000 PA USD 966110.290000000000 0.0387773719 Long ABS-O CORP US N 2 2031-05-15 Fixed 8.600000000000 N N N N N N Flagship Credit Auto Trust N/A 33845VAJ0 1000000.000000000000 PA USD 693378.100000000000 0.0278305497 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.370000000000 N N N N N N Flagstar Mortgage Trust 549300H3PON1KOB2RF56 33851FBT3 2478000.000000000000 PA USD 2006363.750000000000 0.0805306744 Long ABS-MBS CORP US N 2 2048-10-25 Variable 4.900670000000 N N N N N N Impac Secured Assets Corp. N/A 45256VAE7 2679926.590000000000 PA USD 2418353.700000000000 0.0970669723 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.328790000000 N N N N N N Imperial Fund LLC N/A 452764AF0 2570000.000000000000 PA USD 2135669.740000000000 0.0857207097 Long ABS-MBS CORP US N 2 2056-06-25 Variable 4.355000000000 N N N N N N Imperial Fund LLC N/A 452766AF5 7250000.000000000000 PA USD 5285993.850000000000 0.2121672352 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.075000000000 N N N N N N Imperial Fund LLC N/A 45276JAF7 2500000.000000000000 PA USD 1908154.250000000000 0.0765887784 Long ABS-MBS CORP US N 2 2057-01-25 Variable 4.100000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LKZ1 21561726.830000000000 PA USD 215.620000000000 0.0000086545 Long ABS-MBS CORP US N 2 2035-06-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LML0 35005767.560000000000 PA USD 350.060000000000 0.0000140506 Long ABS-MBS CORP US N 2 2035-07-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LSB6 16121382.220000000000 PA USD 12639.160000000000 0.0005073059 Long ABS-MBS CORP US N 2 2035-07-25 Variable .010460000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LUG2 8773305.950000000000 PA USD 3965.530000000000 0.0001591670 Long ABS-MBS CORP US N 2 2045-07-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660N5L5 1301182.870000000000 PA USD 13.010000000000 0.0000005222 Long ABS-MBS CORP US N 2 2034-12-25 Variable .000000000000 N N N N N N MASTR Alternative Loans Trust N/A 55275SAV2 2913.220000000000 PA USD .030000000000 0.0000000012 Long ABS-MBS CORP US N 2 2033-10-01 Fixed .000000000000 N N N N N N MASTR Alternative Loans Trust N/A 55291YAG2 9521015.160000000000 PA USD 3728998.890000000000 0.1496731565 Long ABS-MBS CORP US N 2 2047-10-25 Fixed 7.000000000000 N N N N N N MASTR Asset Securitization Tru N/A 55292AAY4 403.260000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2037-11-25 Fixed .000000000000 N N N N N N MASTR Asset Securitization Tru N/A 57643MLN2 9602.570000000000 PA USD 6407.440000000000 0.0002571794 Long ABS-MBS CORP US N 2 2035-11-25 Fixed .000000000000 N N N N N N MFRA Trust N/A 55283QAD6 4500000.000000000000 PA USD 3842473.500000000000 0.1542277578 Long ABS-MBS CORP US N 2 2060-07-25 Variable 2.854700000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 1080000.000000000000 PA USD 1094584.320000000000 0.0439340142 Long DBT CORP US N 2 2030-08-01 Fixed 6.375000000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 1640000.000000000000 PA USD 1639226.080000000000 0.0657946406 Long DBT CORP US N 2 2033-01-15 Fixed 6.250000000000 N N N N N N Momnt Technologies Trust N/A 608934AB1 400000.000000000000 PA USD 410313.160000000000 0.0164689955 Long ABS-O CORP US N 2 2045-03-20 Fixed 8.290000000000 N N N N N N Momnt Technologies Trust N/A 608934AC9 900000.000000000000 PA USD 355554.000000000000 0.0142710929 Long ABS-O CORP US N 2 2045-03-20 Fixed 11.240000000000 N N N N N N Monroe Capital MML CLO 254900CN59JSSABI7X69 61034RAQ5 3000000.000000000000 PA USD 2884338.000000000000 0.1157704750 Long ABS-CBDO CORP KY N 2 2033-11-22 Floating 7.725650000000 N N N N N N Monroe Capital MML CLO 549300015LLKJVT5UL74 61034VAL7 2000000.000000000000 PA USD 2001840.000000000000 0.0803491018 Long ABS-CBDO CORP KY N 2 2033-09-14 Floating 6.585620000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61690WBA3 1010309.000000000000 PA USD 865969.790000000000 0.0347579701 Long ABS-MBS CORP US N 2 2047-08-26 Variable 4.037319000000 N N N N N N Morgan Stanley Mortgage Loan T 549300YJ31JU8NE4ZK72 61748HWQ0 12620542.400000000000 PA USD 365730.700000000000 0.0146795614 Long ABS-MBS CORP US N 2 2036-03-25 Variable 1.046070000000 N N N N N N Morgan Stanley Mortgage Loan T 549300T1OKVUI6WNLP63 61748HYR6 12974347.110000000000 PA USD 67194.140000000000 0.0026970131 Long ABS-MBS CORP US N 2 2036-04-25 Variable .475430000000 N N N N N N Morgan Stanley Capital I Trust N/A 61764BAA1 3040000.000000000000 PA USD 2827704.640000000000 0.1134973465 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.912000000000 N N N N N N Morgan Stanley Residential Mor N/A 61772ABE4 735639.770000000000 PA USD 420983.850000000000 0.0168972916 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.954991000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1640000.000000000000 PA USD 1633031.150000000000 0.0655459908 Long DBT CORP US N 2 2029-10-01 Fixed 5.250000000000 N N N N N N Morgan Stanley Residential Mor N/A 61772ABF1 988000.000000000000 PA USD 519275.020000000000 0.0208424657 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.954991000000 N N N N N N Morgan Stanley Residential Mor N/A 61772CBA8 1093000.000000000000 PA USD 563277.550000000000 0.0226086227 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.777961000000 N N N N N N Morgan Stanley Residential Mor N/A 61772MBB4 1240000.000000000000 PA USD 662317.480000000000 0.0265838502 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.918807000000 N N N N N N Morgan Stanley Residential Mor N/A 61772NCA3 1907848.950000000000 PA USD 1120235.480000000000 0.0449635908 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.973297000000 N N N N N N MORGAN STANLEY DIRECT 549300QEX22T2J8IB029 61774AAG8 7820000.000000000000 PA USD 7816391.850000000000 0.3137313995 Long DBT CORP US N 2 2030-05-19 Fixed 6.000000000000 N N N N N N Morgan Stanley Capital I Trust N/A 61776EAA1 2587923.860000000000 PA USD 2687569.280000000000 0.1078726461 Long ABS-MBS CORP US N 2 2029-05-05 Fixed 7.291000000000 N N N N N N Morgan Stanley Residential Mor N/A 617946AG3 3410000.000000000000 PA USD 3047920.060000000000 0.1223362703 Long ABS-MBS CORP US N 2 2065-02-25 Variable 4.250000000000 N N N N N N Towd Point Mortgage Trust N/A 89183FAD0 1695000.000000000000 PA USD 1560767.870000000000 0.0626455144 Long ABS-MBS CORP US N 2 2065-07-25 Variable 4.980951000000 N N N N N N Towd Point Mortgage Trust N/A 89183GAC0 2897000.000000000000 PA USD 2781983.020000000000 0.1116621893 Long ABS-MBS CORP US N 2 2064-10-27 Variable 4.530542000000 N N N N N N Towd Point Mortgage Trust N/A 89183GAD8 4966000.000000000000 PA USD 4580071.280000000000 0.1838331803 Long ABS-MBS CORP US N 2 2064-10-27 Variable 4.530542000000 N N N N N N Trinitas CLO Ltd 549300095MXHZZMH2053 89641QBG4 2500000.000000000000 PA USD 2429545.000000000000 0.0975161645 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 6.816590000000 N N N N N N TRINITAS CAPITAL MGMT 254900JU042545A6UD08 89642CAJ9 5000000.000000000000 PA USD 4956250.000000000000 0.1989321005 Long DBT CORP US N 2 2030-11-01 Fixed 7.750000000000 N N N N N N TRINITY INDUSTRIES INC R1JB4KXN77XFCXOQKV49 896522AJ8 1220000.000000000000 PA USD 1253020.520000000000 0.0502932669 Long DBT CORP US N 2 2028-07-15 Fixed 7.750000000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAC0 1010000.000000000000 PA USD 1101954.440000000000 0.0442298333 Long DBT CORP NL N 2 2031-01-15 Fixed 12.250000000000 N N N N N N TX Trust 24-HOU N/A 90216DAG7 500000.000000000000 PA USD 501090.000000000000 0.0201125622 Long ABS-MBS CORP US N 2 2039-06-15 Floating 6.893715000000 N N N N N N United Wholsale Mortgage LLC N/A 90354TBG3 1979474.010000000000 PA USD 1617630.520000000000 0.0649278461 Long ABS-MBS CORP US N 2 2051-09-25 Variable 3.233231000000 N N N N N N United Wholsale Mortgage LLC N/A 90354XBG4 1505867.370000000000 PA USD 1223209.290000000000 0.0490967149 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.146142000000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BX5 1970000.000000000000 PA USD 1714411.810000000000 0.0688124171 Long DBT CORP US N 2 2031-01-15 Fixed 10.625000000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAA8 1650000.000000000000 PA USD 1622372.070000000000 0.0651181606 Long DBT CORP US N 2 2029-02-15 Fixed 6.500000000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 1150000.000000000000 PA USD 1098015.060000000000 0.0440717160 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N UNLOCK HEA TRUST N/A 914917AB5 4890000.000000000000 PA USD 4766387.650000000000 0.1913114768 Long ABS-MBS CORP US N 2 2041-11-25 Fixed 7.250000000000 N N N N N N UNLOCK HEA TRUST N/A 91528JAA8 1556782.500000000000 PA USD 1563319.740000000000 0.0627479404 Long ABS-MBS CORP US N 2 2038-10-25 Fixed 7.000000000000 N N N N N N UNLOCK HEA TRUST N/A 91528JAB6 16450000.000000000000 PA USD 16299614.100000000000 0.6542277871 Long ABS-MBS CORP US N 2 2038-10-25 Fixed 7.000000000000 N N N N N N Cascade Funding Mortgage Trust N/A 12530YAD1 1500000.000000000000 PA USD 1420262.850000000000 0.0570059767 Long ABS-MBS CORP US N 2 2054-10-25 Variable 4.000000000000 N N N N N N Carvana Auto Receivables Trust N/A 14686LAF2 6500000.000000000000 PA USD 6770641.800000000000 0.2717574769 Long ABS-O CORP US N 2 2030-04-10 Fixed 9.940000000000 N N N N N N Carvana Auto Receivables Trust N/A 14686RAE2 4000000.000000000000 PA USD 4215462.800000000000 0.1691986622 Long ABS-O CORP US N 2 2030-09-10 Fixed 9.490000000000 N N N N N N Cascade MH Asset Trust N/A 14731QAG4 3000000.000000000000 PA USD 2692815.000000000000 0.1080831968 Long ABS-O CORP US N 2 2046-02-25 Variable 7.664670000000 N N N N N N GS Mortgage-Backed Securities N/A 36262LAS9 706948896.940000000000 PA USD 728864.310000000000 0.0292548818 Long ABS-MBS CORP US N 2 2051-11-25 Variable .021070000000 N N N N N N GS Mortgage-Backed Securities N/A 36263VAB3 1121936.470000000000 PA USD 931645.500000000000 0.0373940371 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.500000000000 N N N N N N GS Mortgage-Backed Securities N/A 36263VBP1 1300000.000000000000 PA USD 687339.900000000000 0.0275881907 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.852250000000 N N N N N N GS Mortgage-Backed Securities N/A 36264JAB9 771518.640000000000 PA USD 639182.210000000000 0.0256552554 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.500000000000 N N N N N N GS Mortgage-Backed Securities N/A 36264JAU7 2356833.380000000000 PA USD 1996414.640000000000 0.0801313408 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.723890000000 N N N N N N GS Mortgage-Backed Securities N/A 36264JAV5 1523773.470000000000 PA USD 780181.160000000000 0.0313146183 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.723890000000 N N N N N N Starwood Residential Mortgage N/A 85573GAE2 2743000.000000000000 PA USD 2435650.140000000000 0.0977612103 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.520000000000 N N N N N N STENA INTERNATIONAL SA 213800A4LTGG4W55QP46 85858EAD5 1600000.000000000000 PA USD 1627900.800000000000 0.0653400707 Long DBT CORP LU N 2 2031-01-15 Fixed 7.250000000000 N N N N N N Stone Street Receivables Fundi N/A 86175EAC1 424466.110000000000 PA USD 379611.930000000000 0.0152367210 Long ABS-O CORP US N 2 2054-12-15 Fixed 5.600000000000 N N N N N N STONEBRIAR ABF LLC 984500A76E25968C4F70 86177CAA7 520000.000000000000 PA USD 546489.320000000000 0.0219347830 Long DBT CORP US N 2 2030-12-15 Fixed 8.125000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBD5 1040000.000000000000 PA USD 1089622.560000000000 0.0437348610 Long DBT CORP US N 2 2034-02-15 Fixed 7.375000000000 N N N N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AS7 1050000.000000000000 PA USD 1088263.050000000000 0.0436802935 Long DBT CORP US N 2 2032-08-01 Fixed 6.875000000000 N N N N N N Cerberus 635400QFSCXQUKSANU86 15675BAD9 3660000.000000000000 PA USD 3661551.840000000000 0.1469659921 Long ABS-CBDO CORP US N 2 2036-07-15 Floating 8.623100000000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 2060000.000000000000 PA USD 2175316.740000000000 0.0873120461 Long DBT CORP US N 2 2031-12-01 Fixed 8.375000000000 N N N N N N Exeter Automobile Receivables N/A 30166QAG4 10800000.000000000000 PA USD 10456511.400000000000 0.4196995262 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.340000000000 N N N N N N Exeter Automobile Receivables N/A 30167FAG7 9436000.000000000000 PA USD 9963366.720000000000 0.3999058703 Long ABS-O CORP US N 2 2030-04-15 Fixed 10.450000000000 N N N N N N Exeter Automobile Receivables N/A 30168AAG7 5500000.000000000000 PA USD 5760891.400000000000 0.2312284947 Long ABS-O CORP US N 2 2030-06-17 Fixed 11.610000000000 N N N N N N GS Mortgage-Backed Securities N/A 36260DBC3 1651641.250000000000 PA USD 1004328.360000000000 0.0403113544 Long ABS-MBS CORP US N 2 2051-03-27 Variable 3.251560000000 N N N N N N GS Mortgage-Backed Securities N/A 36260RAQ2 283659190.590000000000 PA USD 253789.880000000000 0.0101865229 Long ABS-MBS CORP US N 2 2051-05-25 Variable .024440000000 N N N N N N GS Mortgage-Backed Securities N/A 36260RBG3 1657242.590000000000 PA USD 1362632.920000000000 0.0546928482 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.774440000000 N N N N N N GS Mortgage-Backed Securities N/A 36260RBH1 1435831.200000000000 PA USD 905901.800000000000 0.0363607461 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.774440000000 N N N N N N GS Mortgage-Backed Securities N/A 36261MBB4 2153027.940000000000 PA USD 1590805.600000000000 0.0638511575 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.744550000000 N N N N N N GS Mortgage-Backed Securities N/A 36261MBC2 1039000.000000000000 PA USD 536646.620000000000 0.0215397204 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.744550000000 N N N N N N GS Mortgage-Backed Securities N/A 36262AAU8 1150920.170000000000 PA USD 931352.220000000000 0.0373822655 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.647730000000 N N N N N N GS Mortgage-Backed Securities N/A 36262AAV6 1164091.560000000000 PA USD 712627.750000000000 0.0286031849 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.647730000000 N N N N N N GS Mortgage-Backed Securities N/A 36262EAC0 1666533.830000000000 PA USD 1551064.530000000000 0.0622560454 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.532000000000 N N N N N N IP 2025-IP Mortgage Trust N/A 449843AJ0 750000.000000000000 PA USD 755434.500000000000 0.0303213462 Long ABS-MBS CORP US N 2 2042-06-10 Variable 7.073942000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LCT4 8094862.930000000000 PA USD .000000000000 0.0000000000 Long ABS-MBS CORP US N 2 2035-02-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LEL9 10001156.580000000000 PA USD 117533.590000000000 0.0047175191 Long ABS-MBS CORP US N 2 2035-03-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LJN0 13404456.390000000000 PA USD 134.040000000000 0.0000053800 Long ABS-MBS CORP US N 2 2035-05-25 Variable .000000000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661HAN7 3533348.530000000000 PA USD 2777619.340000000000 0.1114870415 Long ABS-MBS CORP US N 2 2036-09-25 Variable 3.618681000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45669YAC6 2652273.260000000000 PA USD 1538361.190000000000 0.0617461635 Long ABS-MBS CORP US N 2 2037-04-25 Variable 3.741198000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 1282171.000000000000 NS USD 26387079.180000000000 1.0591146707 Long EC RF US N 1 N N N J.P. Morgan Wealth Management N/A 46591HBP4 344986.150000000000 PA USD 348447.400000000000 0.0139858508 Long ABS-MBS CORP US N 2 2051-03-25 Floating 7.495160000000 N N N N N N J.P. Morgan Wealth Management N/A 46591HBQ2 1150671.560000000000 PA USD 1125249.770000000000 0.0451648525 Long ABS-MBS CORP US N 2 2051-03-25 Floating 10.545160000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HBZ2 1834515.840000000000 PA USD 1802998.860000000000 0.0723680909 Long ABS-MBS CORP US N 2 2050-02-25 Floating 5.195160000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HCA6 1897807.340000000000 PA USD 1939672.970000000000 0.0778538650 Long ABS-MBS CORP US N 2 2050-02-25 Floating 6.295160000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HCB4 759029.180000000000 PA USD 679102.650000000000 0.0272575670 Long ABS-MBS CORP US N 2 2050-02-25 Floating 6.895160000000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HCC2 2159000.000000000000 PA USD 2013060.240000000000 0.0807994556 Long ABS-MBS CORP US N 2 2050-02-25 Floating 10.145160000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46649GAA2 3500000.000000000000 PA USD 1531054.000000000000 0.0614528702 Long ABS-MBS CORP US N 2 2031-04-15 Floating 5.152000000000 Y Y N N N N J.P. Morgan Wealth Management N/A 46652HAJ5 2776726.620000000000 PA USD 2420116.620000000000 0.0971377317 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.000000000000 N N N N N N JP Morgan Mortgage Trust N/A 46654TCH9 8260216.790000000000 PA USD 6904161.780000000000 0.2771166517 Long ABS-MBS CORP US N 2 2052-06-25 Variable 3.107347000000 N N N N N N Jackson Park Trust N/A 46868RAN4 5000000.000000000000 PA USD 4422100.000000000000 0.1774925885 Long ABS-MBS CORP US N 2 2039-10-14 Variable 3.350480000000 N N N N N N JAX BANCP STAT TRUST III N/A 469249AA4 1200000.000000000000 PA USD 1192036.630000000000 0.0478455184 Long DBT CORP US N 2 2038-09-15 Floating 7.685620000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 2100000.000000000000 PA USD 2158487.100000000000 0.0866365443 Long DBT CORP US N 2 2033-05-01 Fixed 6.750000000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAG7 1300000.000000000000 PA USD 1272640.200000000000 0.0510807542 Long DBT CORP US N 2 2031-10-15 Fixed 6.625000000000 N N N N N N JEFFERSON CAPITAL HOLDIN N/A 472481AC4 1560000.000000000000 PA USD 1633383.960000000000 0.0655601517 Long DBT CORP US N 2 2030-05-15 Fixed 8.250000000000 N N N N N N Oportun Funding LLC N/A 68377NAD3 4300000.000000000000 PA USD 4340095.780000000000 0.1742011339 Long ABS-O CORP US N 2 2029-08-15 Fixed 9.600000000000 N N N N N N Oportun Funding LLC N/A 68377WAD3 483883.180000000000 PA USD 479583.680000000000 0.0192493496 Long ABS-O CORP US N 2 2031-10-08 Fixed 5.570000000000 N N N N N N Oportun Funding LLC N/A 68378QAE3 2000000.000000000000 PA USD 2014325.600000000000 0.0808502442 Long ABS-O CORP US N 2 2033-05-09 Fixed 9.400000000000 N N N N N N Oportun Funding LLC N/A 68378RAE1 1000000.000000000000 PA USD 998365.600000000000 0.0400720234 Long ABS-O CORP US N 2 2033-07-08 Fixed 9.200000000000 N N N N N N Oportun Funding LLC N/A 68379HAD4 500000.000000000000 PA USD 503930.100000000000 0.0202265570 Long ABS-O CORP US N 2 2033-02-08 Fixed 6.970000000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 1130000.000000000000 PA USD 1100208.120000000000 0.0441597402 Long DBT CORP US N 2 2030-03-15 Fixed 4.625000000000 N N N N N N Preston Ridge Partners Mortgag N/A 69382WAF9 2000000.000000000000 PA USD 1860376.200000000000 0.0746710810 Long ABS-MBS CORP US N 2 2055-08-25 Variable 4.500000000000 N N N N N N Pretium Mortgage Credit Partne N/A 69392FAG2 4000000.000000000000 PA USD 3704716.800000000000 0.1486985311 Long ABS-MBS CORP US N 2 2069-07-25 Variable 4.000000000000 N N N N N N Pretium Mortgage Credit Partne N/A 69392LAF1 2754000.000000000000 PA USD 2620613.590000000000 0.1051852037 Long ABS-MBS CORP US N 2 2064-08-25 Variable 4.000000000000 N N N N N N Preston Ridge Partners Mortgag N/A 74448MAC0 2936000.000000000000 PA USD 2826168.940000000000 0.1134357071 Long ABS-MBS CORP US N 2 2054-12-25 Variable 4.000000000000 N N N N N N Woodward Capital Management N/A 74936RBZ6 2324986.000000000000 PA USD 1643662.800000000000 0.0659727200 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.560726000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LKC2 7912259.450000000000 PA USD 12501.370000000000 0.0005017753 Long ABS-MBS CORP US N 2 2035-08-25 Variable .011060000000 N N N N N N Structured Asset Mortgage Inve N/A 86360JAD3 9738533.920000000000 PA USD 8618.600000000000 0.0003459301 Long ABS-MBS CORP US N 2 2046-05-25 Variable .000000000000 N N N N N N Structured Asset Mortgage Inve N/A 86360JAR2 34634881.590000000000 PA USD 8388.570000000000 0.0003366973 Long ABS-MBS CORP US N 2 2046-05-25 Variable .000000000000 N N N N N N WFLD MORTGAGE TRUST N/A 92939GAA5 1546591.700000000000 PA USD 1492807.430000000000 0.0599177438 Long ABS-MBS CORP US N 2 2031-08-10 Variable 3.879960000000 N N N N N N Woodward Capital Management N/A 74936RCA0 1566000.000000000000 PA USD 770697.500000000000 0.0309339667 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.560726000000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 2590000.000000000000 PA USD 2653996.310000000000 0.1065251068 Long DBT CORP US N 2 2030-08-15 Fixed 8.500000000000 N N N N N N Vista Point Securitization Tru N/A 92790EAF7 5608000.000000000000 PA USD 5544450.140000000000 0.2225410567 Long ABS-MBS CORP US N 2 2056-02-25 Variable 7.862000000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 1060000.000000000000 PA USD 1107040.680000000000 0.0444339829 Long DBT CORP US N 2 2032-04-15 Fixed 6.875000000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003HBL2 1443253.450000000000 PA USD 1147014.130000000000 0.0460384222 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.967250000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95003HBM0 1158000.000000000000 PA USD 554794.330000000000 0.0222681264 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.967250000000 N N N N N N Western Alliance Bank SI7YQSVPFZBSQ878IC17 95763PNF4 10859004.250000000000 PA USD 10709606.070000000000 0.4298581449 Long ABS-MBS CORP US N 2 2059-07-25 Floating 8.995160000000 N N N N N N Western Alliance Bank SI7YQSVPFZBSQ878IC17 95763PNG2 6342944.830000000000 PA USD 6180679.620000000000 0.2480777966 Long ABS-MBS CORP US N 2 2059-07-25 Floating 10.145160000000 N N N N N N Western Alliance Bank SI7YQSVPFZBSQ878IC17 95763PNH0 6600000.000000000000 PA USD 6546797.400000000000 0.2627728945 Long ABS-MBS CORP US N 2 2059-07-25 Floating 12.145160000000 N N N N N N WILDFIRE INTERMEDIATE HO 5493003RHEMQJZEXIR02 96812HAA6 1060000.000000000000 PA USD 1091556.200000000000 0.0438124727 Long DBT CORP US N 2 2029-10-15 Fixed 7.500000000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAN3 1000000.000000000000 PA USD 1030636.000000000000 0.0413672806 Long DBT CORP US N 2 2030-04-15 Fixed 6.625000000000 N N N N N N Winwater Mortgage Loan Trust 5493002CYMIHYUBDIR84 97652PAY7 2370000.000000000000 PA USD 1865060.600000000000 0.0748591017 Long ABS-MBS CORP US N 2 2044-06-20 Variable 3.930100000000 N N N N N N Winwater Mortgage Loan Trust N/A 97652QBN8 1938000.000000000000 PA USD 1532126.600000000000 0.0614959219 Long ABS-MBS CORP US N 2 2044-09-20 Variable 4.068280000000 N N N N N N Vista Point Securitization Tru N/A 92842MAF7 2000000.000000000000 PA USD 2000431.000000000000 0.0802925479 Long ABS-MBS CORP US N 2 2055-11-25 Variable 7.884000000000 N N N N N N Vista Point Securitization Tru N/A 92842UAF9 3250000.000000000000 PA USD 3263809.900000000000 0.1310015756 Long ABS-MBS CORP US N 2 2055-08-25 Variable 8.153000000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 1060000.000000000000 PA USD 1100690.220000000000 0.0441790905 Long DBT CORP US N 2 2030-11-01 Fixed 7.375000000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FJ66 12208376.290000000000 PA USD 34635.160000000000 0.0013901730 Long ABS-MBS CORP US N 2 2045-04-25 Variable .000000000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FXD5 6269711.540000000000 PA USD 33.860000000000 0.0000013591 Long ABS-MBS CORP US N 2 2044-07-25 Variable .024281000000 N N N N N N WALKER & DUNLOP INC N/A 93148PAA0 1100000.000000000000 PA USD 1094575.130000000000 0.0439336453 Long DBT CORP US N 2 2033-04-01 Fixed 6.625000000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364BAF7 48667524.540000000000 PA USD 3212.060000000000 0.0001289245 Long ABS-MBS CORP US N 2 2047-06-25 Variable .000000000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364CAF5 50851798.750000000000 PA USD 13780.840000000000 0.0005531302 Long ABS-MBS CORP US N 2 2047-05-25 Variable .000000000000 N N N N N N Warwick Capital CLO Ltd N/A 93656EAL5 2000000.000000000000 PA USD 1992668.000000000000 0.0799809596 Long ABS-CBDO CORP KY N 2 2038-07-20 Fixed 8.412000000000 N N N N N N Washington Mutual MSC Mortgage N/A 939336TX1 177.390000000000 PA USD 140.100000000000 0.0000056233 Long ABS-MBS CORP US N 2 2033-03-25 Fixed .000000000000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FAL6 2393191.950000000000 PA USD 2198291.350000000000 0.0882341923 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.168790000000 N N N N N N Washington Mutual Mortgage Pas N/A 93935LAL2 10043764.940000000000 PA USD 123447.910000000000 0.0049549058 Long ABS-MBS CORP US N 2 2046-10-25 Variable .034475000000 N N N N N N Washington Mutual Mortgage Pas N/A 93936MAE5 16984026.610000000000 PA USD 53431.750000000000 0.0021446235 Long ABS-MBS CORP US N 2 2047-04-25 Variable .005727000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949831BL4 1627000.000000000000 PA USD 1132515.650000000000 0.0454564877 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.726040000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94986QAD5 14176.390000000000 PA USD 9037.680000000000 0.0003627510 Long ABS-MBS CORP US N 2 2038-01-25 Fixed .000000000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94990GAJ8 5200000.000000000000 PA USD 5240170.000000000000 0.2103279748 Long ABS-MBS CORP US N 2 2038-03-15 Variable 7.137450000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGD80 2092543.860000000000 PA USD 2110543.570000000000 0.0847122049 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFCQ0 6384196.830000000000 PA USD 5372608.010000000000 0.2156437219 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNC91 3586124.290000000000 PA USD 3149812.560000000000 0.1264259932 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWK4 3095446.240000000000 PA USD 2610234.020000000000 0.1047685925 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPXT9 2722520.010000000000 PA USD 2631401.190000000000 0.1056181924 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT3N7 3430718.050000000000 PA USD 3548251.530000000000 0.1424183869 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUVC7 3009151.400000000000 PA USD 3113412.060000000000 0.1249649636 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVB60 8346789.000000000000 PA USD 8414588.210000000000 0.3377415803 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVWR1 11374169.210000000000 PA USD 11228612.030000000000 0.4506898112 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W14N0 9976888.390000000000 PA USD 10234231.050000000000 0.4107777210 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNVT8 2167742.910000000000 PA USD 1821454.070000000000 0.0731088392 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQMG9 3776025.600000000000 PA USD 3828315.470000000000 0.1536594881 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCF6 11874475.200000000000 PA USD 10027031.170000000000 0.4024612100 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N GS Mortgage-Backed Securities N/A 36260AAJ5 6323000.000000000000 PA USD 5307170.850000000000 0.2130172297 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.749688000000 N N N N N N GS Mortgage-Backed Securities N/A 36261HBB5 3416954.650000000000 PA USD 2325480.240000000000 0.0933392522 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.580310000000 N N N N N N GS Mortgage-Backed Securities N/A 36262RBH9 3379314.290000000000 PA USD 2881588.610000000000 0.1156601210 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.208660000000 N N N N N N GS Mortgage-Backed Securities N/A 36264PAZ2 405360241.910000000000 PA USD 140254.640000000000 0.0056294880 Long ABS-MBS CORP US N 2 2051-09-25 Variable .010020000000 N N N N N N GS Mortgage-Backed Securities N/A 36264PBK4 2449662.070000000000 PA USD 1411803.940000000000 0.0566664561 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.610020000000 N N N N N N Man US CLO Ltd 2549007JRE3Q11AV7970 56167CAN4 2000000.000000000000 PA USD 2002904.000000000000 0.0803918083 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 8.875230000000 N N N N N N Maranon Loan Funding Ltd N/A 56575QAA7 3000000.000000000000 PA USD 2921463.000000000000 0.1172605843 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.673100000000 N N N N N N Maranon Loan Funding Ltd N/A 56577NAW4 2000000.000000000000 PA USD 1975184.000000000000 0.0792791933 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 6.123100000000 N N N N N N Marble Point CLO XIX Ltd N/A 56607KBA1 3000000.000000000000 PA USD 2999910.000000000000 0.1204092605 Long ABS-CBDO CORP KY N 2 2038-10-19 Floating 6.675230000000 N N N N N N 2026-06-26 Angel Oak Funds Trust /s/ Michael Colombo Michael Colombo Secretary XXXX