NPORT-P false 0001368040 XXXXXXXX S000013585 C000036820 C000037881 C000037882 C000036821 C000224563 C000224564 C000189523 C000036818 C000037879 C000036819 C000068533 C000180010 C000036822 C000036823 C000148417 C000036824 C000036825 C000036826 C000164812 C000077916 C000189524 Short-Term Bond Fund of America 811-21928 0001368040 P0F9XIISTZ8DB31ZU527 333 South Hope Street 55th Floor Los Angeles 90071-1406 9499755000 Short-Term Bond Fund of America S000013585 P0F9XIISTZ8DB31ZU527 2026-08-31 2026-05-31 N 13412427110.250000000000 482445621.770000000000 12929981488.480000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 4077954.960000000000 USD UST Bloomberg U.S. Government/Credit (1-3 years, ex BBB) Index BGCBTRUU CEFI 2024-1A N/A 20166RAA6 2570340.39 PA USD 2584274.21 0.0199866814 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.970000000000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAC0 3741962.04 PA USD 3778191.72 0.0292203954 Long ABS-O CORP US Y 2 2029-06-25 Fixed 5.520000000000 N N N N N N CNH 2024-B N/A 18978JAD0 4077932.86 PA USD 4115653.74 0.0318303142 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.190000000000 N N N N N N CANYC 2021-1A N/A 13877EAL6 13000000.00 PA USD 13011050.00 0.1006269809 Long ABS-O CORP KY Y 2 2034-04-15 Variable 4.723100000000 N N N N N N CLAST 2025-3A N/A 14855YAA0 7724179.37 PA USD 7604694.04 0.0588144233 Long ABS-O CORP US Y 2 2050-11-15 Fixed 5.087000000000 N N N N N N CPS 2025-D N/A 223936AA3 10696661.14 PA USD 10711743.43 0.0828442287 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.460000000000 N N N N N N CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 168863EB0 1855000.00 PA USD 1874477.50 0.0144971399 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.850000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BC3 3180000.00 PA USD 3205188.78 0.0247888118 Long DBT CORP US Y 2 2028-01-13 Fixed 4.950000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AF7 6525000.00 PA USD 6451163.10 0.0498930575 Long DBT CORP US Y 2 2026-12-14 Fixed 2.000000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 3502000.00 PA USD 3519040.73 0.0272161312 Long DBT CORP US Y 2 2027-01-15 Fixed 5.000000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CV8 7945000.00 PA USD 8067146.43 0.0623910130 Long DBT CORP US N 2 2030-02-12 Fixed 4.750000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCK7 6574000.00 PA USD 6573112.51 0.0508362097 Long DBT CORP US N 2 2031-01-15 Fixed 4.600000000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JZ0 14700000.00 PA USD 14682492.30 0.1135538540 Long DBT NUSS LU N 2 2029-02-15 Fixed 4.000000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GT8 1000000.00 PA USD 1022318.00 0.0079065697 Long DBT CORP US N 2 2029-06-15 Fixed 5.150000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 10000000.00 PA USD 10089400.00 0.0780310475 Long DBT CORP US Y 2 2027-06-24 Fixed 5.275000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 6226000.00 PA USD 6231615.85 0.0481950872 Long DBT CORP US Y 2 2026-06-24 Fixed 5.450000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADV6 9396000.00 PA USD 9442378.66 0.0730270083 Long DBT CORP US Y 2 2028-06-23 Fixed 4.900000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADW4 9390000.00 PA USD 9477195.54 0.0732962808 Long DBT CORP US Y 2 2030-06-24 Fixed 5.100000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADZ7 5979000.00 PA USD 5930522.27 0.0458664405 Long DBT CORP US Y 2 2028-09-18 Fixed 4.250000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 4870000.00 PA USD 4811715.84 0.0372136329 Long DBT CORP GB N 2 2031-11-06 Variable 4.619000000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DG6 16500000.00 PA USD 16580949.00 0.1282364481 Long DBT CORP US N 2 2027-03-01 Fixed 4.500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFD3 12500000.00 PA USD 12262475.00 0.0948375294 Long DBT CORP US N 2 2031-10-22 Variable 4.255000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 2750000.00 PA USD 2425739.25 0.0187605779 Long DBT CORP US N 2 2032-02-04 Variable 1.953000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 3490000.00 PA USD 3117404.11 0.0241098884 Long DBT CORP US N 2 2032-11-08 Variable 2.545000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 5000000.00 PA USD 5025260.00 0.0388651755 Long DBT CORP US N 2 2028-07-25 Variable 4.851000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 31000000.00 PA USD 31469433.00 0.2433834343 Long DBT CORP US N 2 2029-07-24 Variable 5.299000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 10000000.00 PA USD 10097270.00 0.0780919138 Long DBT CORP US N 2 2030-01-23 Variable 5.012000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 15000000.00 PA USD 15044325.00 0.1163522547 Long DBT CORP GB N 2 2027-08-07 Variable 5.985000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 1325000.00 PA USD 1333328.95 0.0103119169 Long DBT CORP GB N 2 2028-01-05 Variable 5.462000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 10000000.00 PA USD 10106610.00 0.0781641490 Long DBT CORP US N 2 2028-04-13 Variable 5.652000000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CQ5 7500000.00 PA USD 7471725.00 0.0577860456 Long DBT CORP US N 2 2027-06-15 Fixed 3.400000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 775000.00 PA USD 782219.90 0.0060496599 Long DBT CORP US N 2 2030-07-19 Variable 5.042000000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8E3 10000000.00 PA USD 10064240.00 0.0778364610 Long DBT CORP US N 2 2028-07-14 Variable 4.968000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBA1 15865000.00 PA USD 15874360.35 0.1227717175 Long DBT CORP US N 2 2028-01-15 Fixed 4.100000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 725000.00 PA USD 722559.65 0.0055882497 Long DBT CORP US N 2 2030-10-18 Variable 4.654000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 5000000.00 PA USD 5075675.00 0.0392550833 Long DBT CORP US N 2 2031-01-15 Variable 5.230000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBF0 6505000.00 PA USD 6545935.97 0.0506260274 Long DBT CORP US N 2 2028-03-15 Fixed 4.550000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AW5 8164000.00 PA USD 8188581.80 0.0633301897 Long DBT CORP US Y 2 2027-03-01 Fixed 4.450000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 9414000.00 PA USD 9464280.17 0.0731963938 Long DBT CORP US Y 2 2028-03-01 Fixed 4.600000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 25000000.00 PA USD 25184525.00 0.1947761876 Long DBT CORP US Y 2 2030-03-01 Fixed 4.800000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAB8 9704000.00 PA USD 9581370.55 0.0741019665 Long DBT CORP US N 2 2030-11-15 Fixed 4.200000000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2D5 10000000.00 PA USD 9920440.00 0.0767243171 Long DBT CORP US Y 2 2026-09-14 Fixed 1.250000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 16000000.00 PA USD 15786768.00 0.1220942815 Long DBT CORP US Y 2 2027-01-11 Fixed 1.875000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFB0 5600000.00 PA USD 5614498.40 0.0434223236 Long DBT CORP US Y 2 2027-06-30 Fixed 4.400000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36 N/A 17324TAE9 229457.70 PA USD 227903.81 0.0017625997 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.616000000000 N N N N N N COMM MORTGAGE TRUST COMM_16-COR1 N/A 12594MBC1 4000000.00 PA USD 3977732.00 0.0307636326 Long ABS-CBDO CORP US N 2 2049-10-10 Fixed 3.091000000000 N N N N N N CD 2017-CD3 N/A 12515GAD9 2000000.00 PA USD 1967182.00 0.0152141130 Long ABS-CBDO CORP US N 2 2050-02-10 Fixed 3.631000000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9 N/A 12595FAD4 318249.65 PA USD 315374.90 0.0024390978 Long ABS-CBDO CORP US N 2 2050-09-15 Fixed 3.175500000000 N N N N N N CD 2017-CD6 N/A 125039AF4 3685750.00 PA USD 3640957.08 0.0281590278 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.456000000000 N N N N N N CSAIL 2017-CX10 N/A 12595JAJ3 882210.00 PA USD 861174.58 0.0066602924 Long ABS-CBDO CORP US N 2 2050-11-15 Variable 3.457800000000 N N N N N N CSAIL 2017-CX10 N/A 12595JAG9 646000.00 PA USD 638676.94 0.0049395039 Long ABS-CBDO CORP US N 2 2050-11-15 Fixed 3.190800000000 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1 N/A 12529MAJ7 1000000.00 PA USD 952442.00 0.0073661513 Long ABS-CBDO CORP US N 2 2052-05-15 Fixed 4.027300000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1 N/A 17328JAA5 897539.35 PA USD 854116.40 0.0066057047 Long ABS-CBDO CORP US Y 2 2060-05-25 Variable 1.804000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_21-5 N/A 12598RAA1 6407693.44 PA USD 5815930.14 0.0449801892 Long ABS-CBDO CORP US Y 2 2066-11-26 Variable 1.726000000000 N N N N N N CIM TRUST CIM_22-R2 N/A 12567NAA7 7032678.00 PA USD 6636084.19 0.0513232304 Long ABS-CBDO CORP US Y 2 2061-12-25 Variable 3.750000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-1 N/A 19688NAA6 5160041.34 PA USD 5148942.09 0.0398217282 Long ABS-CBDO CORP US Y 2 2068-04-25 Variable 6.048000000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_17-C01 N/A 30711XEQ3 850000.00 PA USD 873858.65 0.0067583906 Long ABS-CBDO CORP US N 2 2029-07-25 Variable 9.476580000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT N/A 17291NAA9 6311000.00 PA USD 6425159.68 0.0496919480 Long ABS-MBS CORP US Y 2 2040-10-12 Variable 6.014690000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3 N/A 17331LAA5 17000000.00 PA USD 17442697.00 0.1349011753 Long ABS-CBDO CORP US Y 2 2028-07-10 Variable 6.359730000000 N N N N N N CAS 2023-R05 N/A 207942AA1 1396438.71 PA USD 1404565.98 0.0108628615 Long ABS-CBDO CORP US Y 2 2043-06-25 Variable 5.512100000000 N N N N N N CAS 2024-R04 N/A 20753GAA9 3335400.70 PA USD 3341828.02 0.0258455747 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 4.612100000000 N N N N N N CONE_24-DFW1 N/A 20682AAA8 10569000.00 PA USD 10539766.15 0.0815141627 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 5.268820000000 N N N N N N CALI 2024-SUN N/A 12988DAA0 3180000.00 PA USD 3192029.94 0.0246870418 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 5.528990000000 N N N N N N CALI 2024-SUN N/A 12988DAC6 421000.00 PA USD 423488.95 0.0032752479 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 5.978350000000 N N N N N N CFMT 2024-HB15 98450050957GF5E1CD92 15723AAA9 8843806.85 PA USD 8821644.27 0.0682262715 Long ABS-CBDO CORP US Y 2 2034-08-25 Variable 4.000000000000 N N N N N N CAS 2024-R06 N/A 20755RAA3 4148520.36 PA USD 4160455.65 0.0321768106 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 4.762100000000 N N N N N N CFMT 2024-R1 N/A 12530YAA7 5867405.61 PA USD 5762707.62 0.0445685682 Long ABS-CBDO CORP US Y 2 2054-10-25 Variable 4.000000000000 N N N N N N CFMT 2024-RM5 984500AB3AED98FEEV98 147275AA9 23158784.34 PA USD 22724047.64 0.1757469464 Long ABS-CBDO CORP US Y 2 2054-10-25 Variable 4.000000000000 N N N N N N CIM TRUST CIM_24-R1 N/A 17179VAA8 1782969.55 PA USD 1752573.49 0.0135543387 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 4.750000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-3 213800MIPEZY1A8W1N28 19688RAA7 3009787.76 PA USD 3022630.52 0.0233769130 Long ABS-CBDO CORP US Y 2 2068-09-25 Variable 7.180000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-4 213800EHDFO4A3F7P416 12598WAA0 944296.74 PA USD 949931.36 0.0073467341 Long ABS-CBDO CORP US Y 2 2068-10-25 Variable 7.163000000000 N N N N N N CAS 2025-R02 N/A 20754TAB8 2805145.68 PA USD 2808848.47 0.0217235305 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 4.612100000000 N N N N N N CAS 2025-R02 N/A 20754TAC6 756529.06 PA USD 756725.76 0.0058524891 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 4.762100000000 N N N N N N CIM TRUST CIM_20-R7 N/A 12563GAC2 2556000.00 PA USD 2037193.34 0.0157555782 Long ABS-CBDO CORP US Y 2 2061-12-27 Variable 2.250000000000 N N N N N N CIM 2020-R5 N/A 12559UAE3 5700000.00 PA USD 5424382.20 0.0419519719 Long ABS-CBDO CORP US Y 2 2059-12-25 Variable 2.750000000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAA8 5393000.00 PA USD 5507504.18 0.0425948342 Long ABS-CBDO CORP US Y 2 2040-09-12 Fixed 6.314300000000 N N N N N N DURST 2025-151 N/A 266895AA9 9188000.00 PA USD 9261081.35 0.0716248616 Long ABS-CBDO CORP US Y 2 2042-08-10 Variable 5.316890000000 N N N N N N EXTENDED STAY AMERICA TRUST 2026-ESH2 N/A 30227WAA1 9369203.50 PA USD 9389553.41 0.0726184598 Long ABS-CBDO CORP US Y 2 2043-02-15 Variable 4.827090000000 N N N N N N EFMT 2026-NQM1 254900H3V169GPKPIM43 26846GAF4 5719532.12 PA USD 5668084.93 0.0438367598 Long ABS-CBDO CORP US Y 2 2071-02-25 Variable 4.771000000000 N N N N N N EFMT 2026-NQM4 N/A 26846KAF5 12452977.71 PA USD 12494483.48 0.0966318745 Long ABS-CBDO CORP US Y 2 2071-04-25 Variable 5.466000000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XBA8 5283000.00 PA USD 5281018.88 0.0408432053 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 6.195050000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAA9 4339000.00 PA USD 4337312.13 0.0335446121 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.994230000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAU5 3942000.00 PA USD 3940466.56 0.0304754231 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.994230000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXU6 6986924.12 PA USD 7278942.61 0.0562950737 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXQ5 52772.00 PA USD 55257.24 0.0004273575 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C6M22 110594.97 PA USD 115849.01 0.0008959720 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426FXP7 457929.74 PA USD 478956.04 0.0037042284 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WLYZ1 149456.00 PA USD 154080.92 0.0011916562 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXJH1 327082.16 PA USD 337190.96 0.0026078224 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0ZH1 8009647.26 PA USD 8238386.77 0.0637153795 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJG3 6859364.54 PA USD 7055247.41 0.0545650233 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6J76 3784088.48 PA USD 3891844.18 0.0300993794 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CXTH5 5155509.71 PA USD 5306483.66 0.0410401489 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCAE0 1215566.30 PA USD 1250175.90 0.0096688143 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FL54 646761.63 PA USD 665178.17 0.0051444634 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6JZ4 117760.49 PA USD 121113.25 0.0009366854 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQUW0 69829.46 PA USD 72151.01 0.0005580133 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6JS0 459560.72 PA USD 472645.79 0.0036554251 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQUX8 441368.53 PA USD 454794.96 0.0035173674 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WLEM2 397461.09 PA USD 408912.34 0.0031625130 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJ73 1119733.83 PA USD 1151614.89 0.0089065471 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADP62 1577899.83 PA USD 1632384.71 0.0126248031 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AND22 31081.87 PA USD 32020.57 0.0002476459 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMK0 5879233.98 PA USD 6010093.97 0.0464818451 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA7B6 64306.26 PA USD 65737.59 0.0005084121 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JG9 39469.50 PA USD 40348.01 0.0003120500 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B45V8 37181.31 PA USD 38008.89 0.0002939594 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATKJ4 6225508.10 PA USD 6364075.46 0.0492195249 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BK8 320373.21 PA USD 327504.08 0.0025329045 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTUV9 27865.66 PA USD 28645.09 0.0002215401 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQZZ8 25985.34 PA USD 26563.72 0.0002054428 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQTU6 74271.45 PA USD 75924.58 0.0005871979 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y66R6 277782.36 PA USD 286823.34 0.0022182811 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BU6 132958.34 PA USD 135917.73 0.0010511827 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTEA5 2902393.68 PA USD 3017996.02 0.0233410699 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427QHE5 250284.66 PA USD 264796.67 0.0020479277 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 7.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128LXMK3 58505.13 PA USD 60362.26 0.0004668395 Long ABS-MBS USGA US N 2 2036-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31297BKE1 84877.99 PA USD 85448.20 0.0006608532 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNS8 165139.16 PA USD 174714.26 0.0013512336 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACB85 40344.83 PA USD 41435.47 0.0003204604 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 3617A0QN9 2183.22 PA USD 2167.05 0.0000167599 Long ABS-MBS USGA US N 2 2065-08-20 Fixed 4.618000000000 N N N N N N GINNIE MAE II POOL N/A 3620ACM43 247.11 PA USD 246.46 0.0000019061 Long ABS-MBS USGA US N 2 2061-10-20 Fixed 4.920000000000 N N N N N N GINNIE MAE II POOL N/A 36297E2J3 3302.87 PA USD 3276.10 0.0000253372 Long ABS-MBS USGA US N 2 2061-05-20 Fixed 4.700000000000 N N N N N N GINNIE MAE II POOL N/A 36179ADM5 316.05 PA USD 309.83 0.0000023962 Long ABS-MBS USGA US N 2 2063-10-20 Fixed 4.680000000000 N N N N N N GINNIE MAE II POOL N/A 36182C6F9 2173.21 PA USD 2159.85 0.0000167042 Long ABS-MBS USGA US N 2 2064-01-20 Fixed 4.369000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375BRN4 51739.80 PA USD 51933.46 0.0004016515 Long ABS-CBDO USGA US N 2 2062-05-20 Variable 4.490000000000 N N N N N N GINNIE MAE II POOL N/A 3620A7WH4 3594.78 PA USD 3544.74 0.0000274149 Long ABS-MBS USGA US N 2 2061-04-20 Fixed 5.050000000000 N N N N N N GINNIE MAE II POOL N/A 36297E2S3 1530.20 PA USD 1531.71 0.0000118462 Long ABS-MBS USGA US N 2 2061-09-20 Fixed 4.938000000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_26-1 N/A 34528QJZ8 6282000.00 PA USD 6283884.60 0.0485993318 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.420000000000 N N N N N N GCRED 2025-BSL1A N/A 3615EMAA6 25500000.00 PA USD 25494645.00 0.1971746442 Long ABS-O CORP US Y 2 2034-01-20 Variable 4.713520000000 N N N N N N GCRED 2025-BSL1A N/A 3615EMAG3 678000.00 PA USD 677152.50 0.0052370725 Long ABS-O CORP US Y 2 2034-01-20 Variable 5.363520000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_26-A N/A 60510MCG1 16512000.00 PA USD 16482311.42 0.1274735887 Long ABS-O CORP US Y 2 2032-07-15 Fixed 4.950000000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BBP0 15781000.00 PA USD 15852645.74 0.1226037775 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.070000000000 N N N N N N MRE 2026-1A N/A 30345KAA4 10381000.00 PA USD 10425596.78 0.0806311810 Long ABS-O CORP US Y 2 2051-06-15 Fixed 5.632000000000 N N N N N N NEUB 2022-50A 549300UMYON6L2REF246 64134VBC9 2500000.00 PA USD 2493475.00 0.0192844437 Long ABS-O CORP KY Y 2 2036-07-23 Variable 5.216060000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_26-A N/A 64032UAC5 2244000.00 PA USD 2221142.62 0.0171782351 Long ABS-O CORP US Y 2 2061-02-21 Fixed 4.780000000000 N N N N N N NMEF FUNDING 2026-A LLC N/A 62919FAB2 2644000.00 PA USD 2638333.91 0.0204047772 Long ABS-O CORP US Y 2 2034-02-15 Fixed 4.090000000000 N N N N N N NEUBL 2024-2A 254900IOVQ7KBVZKPZ16 64135NAN3 3000000.00 PA USD 3006000.00 0.0232482931 Long ABS-O CORP US Y 2 2038-04-20 Variable 5.015230000000 N N N N N N ODART 2026-1A N/A 682940AA9 2965000.00 PA USD 2940947.92 0.0227451828 Long ABS-O CORP US Y 2 2033-12-14 Fixed 4.490000000000 N N N N N N OAKTREE ABF EQUIPMENT ST 2026 1 LLC N/A 67403GAB2 3081000.00 PA USD 3080081.86 0.0238212395 Long ABS-O CORP US Y 2 2033-10-17 Fixed 4.500000000000 N N N N N N POST 2022-1A 5493007CUC7FI0ONIF25 73742YAN5 2000000.00 PA USD 2003180.00 0.0154925202 Long ABS-O CORP KY Y 2 2035-04-20 Variable 5.375230000000 N N N N N N PEAC 2026-1A N/A 704583AC7 4079000.00 PA USD 4059938.83 0.0313994172 Long ABS-O CORP US Y 2 2033-07-20 Fixed 4.390000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_20-1 N/A 89680HAA0 10054629.94 PA USD 9474387.30 0.0732745620 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 549300WW1K7EYP0YPC14 88315LAG3 4196422.80 PA USD 3941733.51 0.0304852216 Long ABS-O CORP BM Y 2 2045-09-20 Fixed 2.100000000000 N N N N N N TAL ADVANTAGE VII LLC TAL_20-1A N/A 87407RAA4 5942970.00 PA USD 5697002.36 0.0440604062 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.050000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CB9 5000000.00 PA USD 5094365.00 0.0393996310 Long DBT CORP US N 2 2031-01-29 Variable 5.222000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DY2 9049000.00 PA USD 8861007.03 0.0685307016 Long DBT CORP US N 2 2030-10-29 Fixed 4.000000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CU0 125000.00 PA USD 120817.13 0.0009343952 Long DBT CORP US N 2 2029-06-15 Fixed 3.500000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBL0 4408000.00 PA USD 4338067.08 0.0335504508 Long DBT CORP US N 2 2033-02-15 Fixed 4.400000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEE5 9223000.00 PA USD 9057013.67 0.0700466097 Long DBT CORP US N 2 2031-03-15 Fixed 4.125000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DD5 28000000.00 PA USD 27696648.00 0.2142048542 Long DBT CORP US N 2 2031-03-13 Fixed 4.250000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ET2 9000000.00 PA USD 8969310.00 0.0693683128 Long DBT CORP US N 2 2030-05-03 Variable 4.444000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GQ1 18900000.00 PA USD 18615800.70 0.1439739161 Long DBT CORP US N 2 2032-02-06 Variable 4.456000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNA3 50000.00 PA USD 49708.25 0.0003844418 Long DBT CORP US N 2 2032-04-23 Variable 4.695000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAZ1 2393000.00 PA USD 2398064.07 0.0185465391 Long DBT USGA CA Y 2 2028-07-20 Fixed 4.250000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VBA5 1702000.00 PA USD 1708356.46 0.0132123659 Long DBT USGA CA Y 2 2027-01-30 Fixed 4.375000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAU2 10154000.00 PA USD 10074417.01 0.0779151696 Long DBT USGA CA Y 2 2026-09-09 Fixed 0.875000000000 N N N N N N EATON CORPORATION 0NZWDMRCE180888QQE14 278058DX7 7203000.00 PA USD 7091425.53 0.0548448235 Long DBT CORP US N 2 2031-03-06 Fixed 4.200000000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BV1 7756000.00 PA USD 7819808.61 0.0604781114 Long DBT CORP US N 2 2031-06-15 Fixed 4.800000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAP5 10000000.00 PA USD 9932240.00 0.0768155779 Long DBT CORP US N 2 2029-01-21 Variable 4.148000000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAJ9 11265000.00 PA USD 11280466.85 0.0872427146 Long DBT CORP US N 2 2029-06-03 Variable 4.656000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AED5 7723000.00 PA USD 7639267.23 0.0590818110 Long DBT CORP US Y 2 2029-01-08 Fixed 4.250000000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAE5 12195000.00 PA USD 12017453.00 0.0929425383 Long DBT CORP US Y 2 2031-03-16 Fixed 4.300000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFG6 11350000.00 PA USD 11158355.25 0.0862983080 Long DBT CORP US N 2 2032-01-22 Variable 4.347000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFL5 12000000.00 PA USD 11937996.00 0.0923280208 Long DBT CORP US N 2 2030-04-23 Variable 4.408000000000 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 50222CAE0 8900000.00 PA USD 8794374.80 0.0680153704 Long DBT CORP US Y 2 2031-03-23 Fixed 4.500000000000 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 50222CAD2 5000000.00 PA USD 4959555.00 0.0383570155 Long DBT CORP US Y 2 2029-03-23 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 457000.00 PA USD 453107.09 0.0035043135 Long DBT UST US N 2 2027-11-30 Fixed 3.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 19325700.00 PA USD 19078089.47 0.1475492404 Long DBT UST US N 2 2028-12-15 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 511300.00 PA USD 386670.63 0.0029904964 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 8296700.00 PA USD 6267897.99 0.0484756919 Long DBT UST US N 2 2045-05-15 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 29000000.00 PA USD 28564141.60 0.2209140177 Long DBT UST US N 2 2027-01-31 Fixed 1.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 23000000.00 PA USD 21828692.80 0.1688223051 Long DBT UST US N 2 2027-12-31 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 30000000.00 PA USD 28559673.00 0.2208794578 Long DBT UST US N 2 2028-03-31 Fixed 1.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 15000000.00 PA USD 14183886.00 0.1096976513 Long DBT UST US N 2 2028-06-30 Fixed 1.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 208200.00 PA USD 142812.19 0.0011045042 Long DBT UST US N 2 2052-05-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2000000.00 PA USD 2006715.40 0.0155198629 Long DBT UST US N 2 2026-12-15 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 325000000.00 PA USD 325459322.50 2.5170903979 Long DBT UST US N 2 2027-01-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 56243900.00 PA USD 55723143.35 0.4309607357 Long DBT UST US N 2 2027-12-31 Fixed 3.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2562600.00 PA USD 2527164.11 0.0195449940 Long DBT UST US N 2 2029-02-15 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 23124900.00 PA USD 23019212.27 0.1780297388 Long DBT UST US N 2 2029-04-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 29042300.00 PA USD 28708766.61 0.2220325422 Long DBT UST US N 2 2031-04-30 Fixed 3.875000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 1308213000.00 PA USD 1302332451.74 10.0721911543 Long DBT UST US N 2 2028-04-30 Fixed 3.750000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 765116600.00 PA USD 761560032.00 5.8898772027 Long DBT UST US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 250000000.00 PA USD 250034075.00 1.9337543153 Long DBT UST US N 2 2028-05-31 Fixed 4.000000000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FT5 1163000.00 PA USD 1138964.28 0.0088087077 Long DBT NUSS PH N 2 2032-09-28 Fixed 3.875000000000 N N N N N N CORPORACION ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 7017000.00 PA USD 7151712.37 0.0553110797 Long DBT NUSS VE N 2 2029-01-24 Fixed 5.000000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_20-1 N/A 04285CAA9 422959.67 PA USD 413963.74 0.0032015803 Long ABS-CBDO CORP US Y 2 2055-03-25 Fixed 1.662000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_21-1R N/A 042853AA9 1702774.67 PA USD 1563123.31 0.0120891380 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 1.175000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_19-2 N/A 042858AC4 1585710.52 PA USD 1549302.61 0.0119822493 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 3.800000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_19-2 N/A 042858AB6 201334.50 PA USD 195948.60 0.0015154592 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 3.498000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_22-1 N/A 042855AA4 7470755.46 PA USD 7271525.35 0.0562377089 Long ABS-CBDO CORP US Y 2 2056-12-25 Variable 3.495000000000 N N N N N N AMSR TRUST AMSR_21-SFR3 N/A 00180UAA3 1981347.00 PA USD 1959110.34 0.0151516871 Long ABS-CBDO CORP US Y 2 2038-10-17 Fixed 1.476000000000 N N N N N N ARES1 2024-IND N/A 03990DAA5 1342000.00 PA USD 1346892.93 0.0104168202 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 5.318720000000 N N N N N N PEAC 2026-1A N/A 704583AB9 11109000.00 PA USD 11105978.35 0.0858932270 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.270000000000 N N N N N N PAID 2026-1 N/A 694969AC0 1370000.00 PA USD 1365640.66 0.0105618145 Long ABS-O CORP US Y 2 2033-09-15 Fixed 5.370000000000 N N N N N N PAID 2026-1 N/A 694969AA4 10953925.92 PA USD 10953411.09 0.0847132774 Long ABS-O CORP US Y 2 2027-02-15 Fixed 4.228000000000 N N N N N N PAID 2026-1 N/A 694969AB2 3340000.00 PA USD 3336883.78 0.0258073361 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.739000000000 N N N N N N PKAIR 2026-1 N/A 72585CAA3 4374000.00 PA USD 4281209.96 0.0331107199 Long ABS-O CORP US Y 2 2043-09-15 Fixed 4.614000000000 N N N N N N PAID 2026-R1 N/A 694971AB8 2774000.00 PA USD 2764618.33 0.0213814562 Long ABS-O CORP US Y 2 2033-12-15 Fixed 5.276000000000 N N N N N N PAID 2026-R1 N/A 694971AA0 16297578.83 PA USD 16255205.13 0.1257171570 Long ABS-O CORP US Y 2 2033-12-15 Fixed 4.714000000000 N N N N N N PSTAT 2024-2A N/A 69702WAE5 2022176.16 PA USD 2023126.58 0.0156467864 Long ABS-O CORP US Y 2 2033-01-15 Variable 4.493100000000 N N N N N N AOMT 2024-8 254900BM1HTLL3SKQ481 03465QAA2 4172395.25 PA USD 4179217.12 0.0323219111 Long ABS-CBDO CORP US Y 2 2069-05-27 Variable 5.338000000000 N N N N N N ATLX 2024-RPL1 N/A 049915AA9 10974846.29 PA USD 10695690.10 0.0827200728 Long ABS-CBDO CORP US Y 2 2064-04-25 Variable 3.850000000000 N N N N N N AHPT 2024-ATRM N/A 04963XAA2 7479000.00 PA USD 7530792.08 0.0582428682 Long ABS-CBDO CORP US Y 2 2029-11-10 Variable 5.589530000000 N N N N N N AOMT 2024-7 254900Q2UY574S9NQF08 03466CAA2 4127817.41 PA USD 4149624.67 0.0320930442 Long ABS-CBDO CORP US Y 2 2069-05-25 Variable 5.621000000000 N N N N N N ALA 2025-OANA N/A 009920AA7 1130000.00 PA USD 1136261.33 0.0087878032 Long ABS-CBDO CORP US Y 2 2040-06-15 Variable 5.369720000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAE1 878000.00 PA USD 822441.04 0.0063607287 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAC5 594000.00 PA USD 560307.13 0.0043333947 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAA9 9583000.00 PA USD 9122546.43 0.0705534377 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR2 N/A 00180BAA5 4452000.00 PA USD 4325024.51 0.0334495801 Long ABS-CBDO CORP US Y 2 2042-11-17 Fixed 4.275000000000 N N N N N N BRAVO 2023-NQM4 N/A 10569YAD9 4035000.00 PA USD 4025057.76 0.0311296483 Long ABS-CBDO CORP US Y 2 2063-05-25 Variable 6.959820000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM4 25490082TY9NA9XBGW19 10570QAE1 4082792.83 PA USD 4106028.00 0.0317558691 Long ABS-CBDO CORP US Y 2 2065-02-25 Variable 5.613000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM7 N/A 10569HAE4 535000.00 PA USD 538467.87 0.0041644906 Long ABS-CBDO CORP US Y 2 2063-09-25 Variable 7.879710000000 N N N N N N BANK_17-BNK4 N/A 06541FAZ2 10654029.04 PA USD 10579717.19 0.0818231426 Long ABS-CBDO CORP US N 2 2050-05-15 Fixed 3.362000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2 N/A 12061RAA9 993031.38 PA USD 977831.05 0.0075625093 Long ABS-CBDO CORP US Y 2 2049-07-25 Variable 2.879000000000 N N N N N N BANK BANK_19-BN19 N/A 06540WBD4 1185000.00 PA USD 1124004.50 0.0086930094 Long ABS-CBDO CORP US N 2 2061-08-15 Fixed 3.183000000000 N N N N N N BANK BANK_19-BNK24 N/A 06540VBB0 1649000.00 PA USD 1553296.99 0.0120131416 Long ABS-CBDO CORP US N 2 2062-11-15 Fixed 2.960000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1 N/A 10568YAA6 1915401.20 PA USD 1899566.58 0.0146911779 Long ABS-CBDO CORP US Y 2 2059-05-26 Variable 2.500000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B19 N/A 08162WBC9 5087166.00 PA USD 4538805.12 0.0351029514 Long ABS-CBDO CORP US N 2 2053-09-15 Fixed 1.850000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2 N/A 10569BAA5 4896451.01 PA USD 4607217.65 0.0356320514 Long ABS-CBDO CORP US Y 2 2059-05-25 Variable 2.000000000000 N N N N N N BXP TRUST BXP_17-GM N/A 056083AA6 3158000.00 PA USD 3113137.45 0.0240768902 Long ABS-CBDO CORP US Y 2 2039-06-13 Fixed 3.379000000000 N N N N N N BX TRUST BX_21-ACNT N/A 05609QAA4 13980049.01 PA USD 13989513.50 0.1081943815 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 4.592000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057 N/A 3137BRQJ7 18535.27 PA USD 18471.68 0.0001428593 Long ABS-CBDO USGA US N 2 2026-07-25 Fixed 2.570000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XEK9 88733.32 PA USD 90462.29 0.0006996320 Long ABS-MBS USGA US N 2 2033-05-01 Variable 5.765000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31300LWL5 48232.40 PA USD 50205.20 0.0003882852 Long ABS-MBS USGA US N 2 2036-06-01 Variable 5.945000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAP6 314272.26 PA USD 313198.08 0.0024222624 Long ABS-MBS USGA US N 2 2045-08-01 Variable 4.634000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31300LJJ5 217984.05 PA USD 224390.82 0.0017354303 Long ABS-MBS USGA US N 2 2036-07-01 Variable 6.170000000000 N N N N N N DEXT 2023-1 N/A 25216BAB8 439383.32 PA USD 440468.60 0.0034065679 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.990000000000 N N N N N N DEFT 2025-1 N/A 24703UAC7 2651443.25 PA USD 2656944.99 0.0205487146 Long ABS-O CORP US Y 2 2027-07-22 Fixed 4.680000000000 N N N N N N DEFT 2025-1 N/A 24703UAE3 5500000.00 PA USD 5527698.00 0.0427510125 Long ABS-O CORP US Y 2 2031-02-24 Fixed 4.610000000000 N N N N N N EFF 2024-4 N/A 29374MAB4 8465675.92 PA USD 8483182.94 0.0656086240 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.690000000000 N N N N N N EQUIPMENTSHARE EQS_24-2M N/A 69121NAA6 8609026.81 PA USD 8714151.64 0.0673949274 Long ABS-O CORP US Y 2 2032-12-20 Fixed 5.700000000000 N N N N N N EVGRN 2025-CRT5 5493002G9KVV6J3CNU15 30023JCX4 2089000.00 PA USD 2104149.43 0.0162734141 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.240000000000 N N N N N N EART 2025-1A N/A 30167MAC1 2230045.01 PA USD 2231309.45 0.0172568650 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAB7 1455589.82 PA USD 1457265.20 0.0112704353 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.830000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAE1 1000000.00 PA USD 1009269.00 0.0078056492 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.400000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAC5 2185000.00 PA USD 2193274.60 0.0169627049 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.690000000000 N N N N N N EART 2025-3A N/A 30166XAB0 137471.18 PA USD 137523.83 0.0010636042 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.830000000000 N N N N N N EART 2025-3A N/A 30166XAE4 1332000.00 PA USD 1341555.77 0.0103755429 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.090000000000 N N N N N N EART 2025-3A N/A 30166XAC8 3821000.00 PA USD 3832401.86 0.0296396547 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.780000000000 N N N N N N OWN EQUIPMENT FUND II LLC 25-1M N/A 690912AA8 8297905.72 PA USD 8324002.63 0.0643775294 Long ABS-O CORP US Y 2 2033-09-26 Fixed 5.480000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAC5 5021000.00 PA USD 5030394.29 0.0389048839 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.390000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAB7 645009.04 PA USD 645428.94 0.0049917236 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.530000000000 N N N N N N ESART 2025-3 N/A 30185FAB6 7284667.29 PA USD 7284842.12 0.0563407003 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.240000000000 N N N N N N EART 2025-5A N/A 30166VAG3 1400000.00 PA USD 1397659.20 0.0108094447 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.280000000000 N N N N N N EART 2025-5A N/A 30166VAE8 11844000.00 PA USD 11848867.88 0.0916387072 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.240000000000 N N N N N N EQS 2025-2M N/A 69122AAA3 9045958.33 PA USD 9043289.77 0.0699404696 Long ABS-O CORP US Y 2 2034-03-27 Fixed 5.420000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBV9 1659000.00 PA USD 1659141.02 0.0128317355 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.210000000000 N N N N N N MMP 2025-A N/A 55317QAA2 1284279.19 PA USD 1289894.06 0.0099759931 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.360000000000 N N N N N N MMP 2025-A N/A 55317QAB0 700000.00 PA USD 705621.00 0.0054572468 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.720000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-C N/A 64035GAB5 6498510.22 PA USD 6126392.53 0.0473812939 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.320000000000 N N N N N N NMEF 2024-A N/A 62919UAB9 7603058.32 PA USD 7640168.85 0.0590887841 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.150000000000 N N N N N N NMEF 2025-A N/A 62919VAB7 7235771.20 PA USD 7254432.25 0.0561055115 Long ABS-O CORP US Y 2 2032-07-15 Fixed 4.720000000000 N N N N N N NSLT 2025-AA N/A 64033XAD6 6345103.92 PA USD 6353707.88 0.0491393424 Long ABS-O CORP US Y 2 2057-03-15 Fixed 5.070000000000 N N N N N N NMEF 2023-A N/A 62890QAB1 130705.96 PA USD 130921.89 0.0010125451 Long ABS-O CORP US Y 2 2030-06-17 Fixed 6.570000000000 N N N N N N NMEF 2025-B N/A 62919WAB5 10303323.20 PA USD 10331276.12 0.0799017085 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.640000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1 N/A 64828XAA1 3745136.96 PA USD 3601462.27 0.0278535764 Long ABS-CBDO CORP US Y 2 2059-11-25 Variable 2.750000000000 N N N N N N OPORTUN FUNDING LLC OPTN_21-B N/A 68377GAA4 932128.47 PA USD 918187.56 0.0071012287 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.470000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2 N/A 67108SAD0 6093000.00 PA USD 6086584.07 0.0470734167 Long ABS-O CORP US Y 2 2031-10-17 Fixed 4.980000000000 N N N N N N OWLEF 2024-1A N/A 095921AC6 190000.00 PA USD 191407.33 0.0014803372 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.410000000000 N N N N N N OWLEF 2024-1A N/A 095921AB8 2367767.20 PA USD 2372860.27 0.0183516138 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.050000000000 N N N N N N ONDK 2025-1A N/A 68237DAA1 6040000.00 PA USD 6031417.16 0.0466467579 Long ABS-O CORP US Y 2 2032-04-19 Fixed 5.080000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2 N/A 67108SAH1 4549000.00 PA USD 4527064.72 0.0350121516 Long ABS-O CORP US Y 2 2032-11-17 Fixed 4.840000000000 N N N N N N PRDGY 2021-1A 635400HTAZNW3LYYMQ40 742855AA7 302237.46 PA USD 301789.85 0.0023340316 Long ABS-O CORP US Y 2 2051-07-25 Variable 4.948800000000 N N N N N N PPMC 2019-2A 549300JBW1DIZLGMSY83 69377PAY0 3000000.00 PA USD 2992380.00 0.0231429566 Long ABS-O CORP KY Y 2 2037-04-16 Variable 6.479520000000 N N N N N N PKAIR 2024-1 N/A 69291VAB0 2678166.12 PA USD 2713300.98 0.0209845697 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.842000000000 N N N N N N PKAIR 2024-1 N/A 69291VAA2 936233.42 PA USD 945550.81 0.0073128551 Long ABS-O CORP US Y 2 2039-09-15 Variable 5.327090000000 N N N N N N PEAC 2024-1A N/A 69433BAC1 9000000.00 PA USD 9134505.00 0.0706459248 Long ABS-O CORP US Y 2 2030-11-20 Fixed 5.640000000000 N N N N N N PEAC 2024-1A N/A 69433BAB3 5614775.31 PA USD 5642068.73 0.0436355515 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.790000000000 N N N N N N PG&E RECOVERY FUNDING LLC PCG_24-A N/A 71710TAG3 4166726.21 PA USD 4204722.59 0.0325191694 Long ABS-O CORP US N 2 2033-06-01 Fixed 4.838000000000 N N N N N N PKAIR 2024-2 N/A 69381EAA1 3490077.23 PA USD 3482646.86 0.0269346624 Long ABS-O CORP US Y 2 2039-10-15 Fixed 5.052000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4 N/A 69702YAJ0 1203272.62 PA USD 1203729.86 0.0093096023 Long ABS-O CORP US Y 2 2031-07-24 Variable 4.667090000000 N N N N N N PEAC 2024-2A N/A 69392BAB2 3206524.11 PA USD 3210849.71 0.0248325932 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.740000000000 N N N N N N PEAC 2024-2A N/A 69392BAC0 1463000.00 PA USD 1466790.63 0.0113441046 Long ABS-O CORP US Y 2 2031-10-20 Fixed 4.650000000000 N N N N N N PREF 2025-1A N/A 73747LAB4 2487721.91 PA USD 2502307.42 0.0193527533 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.900000000000 N N N N N N PEAC 2025-1A N/A 69392HAB9 4803895.54 PA USD 4824403.37 0.0373117577 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.940000000000 N N N N N N PEAC 2025-1A N/A 69392HAC7 2000000.00 PA USD 2019520.00 0.0156188932 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.040000000000 N N N N N N PUTNM 2023-2A 254900CWCIZKD1LSOX71 883932AU9 1000000.00 PA USD 997160.00 0.0077119987 Long ABS-O CORP KY Y 2 2035-04-15 Variable 5.473100000000 N N N N N N PARL 2023-1A N/A 69915NAJ7 9500000.00 PA USD 9510925.00 0.0735571432 Long ABS-O CORP KY Y 2 2036-07-20 Variable 5.065230000000 N N N N N N PNFED 2025-A N/A 706916AC7 1032000.00 PA USD 1028163.02 0.0079517749 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.030000000000 N N N N N N PNFED 2025-A N/A 706916AB9 4454406.99 PA USD 4455449.32 0.0344582807 Long ABS-O CORP US Y 2 2028-09-15 Fixed 4.120000000000 N N N N N N PKAIR 2025-2 N/A 69291NAA0 1425793.66 PA USD 1407978.37 0.0108892528 Long ABS-O CORP US Y 2 2043-03-15 Fixed 4.750000000000 N N N N N N PRNT 2025-A N/A 45333GAC1 714000.00 PA USD 712747.64 0.0055123640 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.480000000000 N N N N N N PRNT 2025-A N/A 45333GAA5 8501000.00 PA USD 8470889.46 0.0655135467 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.840000000000 N N N N N N PRNT 2025-A N/A 45333GAB3 921000.00 PA USD 917740.58 0.0070977718 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.240000000000 N N N N N N POSH 2025-2 N/A 69549JAA9 28111000.00 PA USD 28123902.95 0.2175092283 Long ABS-O CORP US Y 2 2033-07-20 Fixed 5.065000000000 N N N N N N PAID 2025-R3 N/A 69549EAA0 19889259.65 PA USD 19874899.60 0.1537117406 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.841000000000 N N N N N N ROCKFORD TOWER CLO LTD ROCKT_18-1A 549300KPFGDIQ0PMP224 77342JAA1 9509.55 PA USD 9515.92 0.0000735958 Long ABS-O CORP US Y 2 2031-05-20 Variable 5.003530000000 N N N N N N REACH 2024-2A N/A 75525HAA8 458812.27 PA USD 459329.35 0.0035524363 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.880000000000 N N N N N N RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4 N/A 76089MAB1 16502930.88 PA USD 16551003.92 0.1280048539 Long ABS-O CORP US Y 2 2034-04-25 Fixed 5.124000000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 6741000.00 PA USD 6657613.83 0.0514897398 Long DBT CORP US Y 2 2026-11-15 Fixed 1.631000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-2 549300JZYOMTAKV6RT73 37959PAG2 5335377.52 PA USD 4998747.21 0.0386601266 Long ABS-O CORP BM Y 2 2041-08-17 Fixed 1.950000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128Q3NH0 258781.05 PA USD 266886.59 0.0020640910 Long ABS-MBS USGA US N 2 2036-01-01 Variable 6.304000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GD26 179253.77 PA USD 184173.03 0.0014243874 Long ABS-MBS USGA US N 2 2034-03-01 Variable 5.827000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31349UDX3 79682.10 PA USD 81560.69 0.0006307874 Long ABS-MBS USGA US N 2 2034-11-01 Variable 6.117000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31349SLH4 150911.50 PA USD 154166.96 0.0011923216 Long ABS-MBS USGA US N 2 2034-02-01 Variable 5.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128QLPH8 241890.71 PA USD 251508.28 0.0019451558 Long ABS-MBS USGA US N 2 2035-08-01 Variable 5.912000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AV7G8 7276.39 PA USD 7214.34 0.0000557954 Long ABS-CBDO USGA US N 2 2027-02-25 Variable 2.961000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 N/A 3137FCJK1 10000.00 PA USD 9878.03 0.0000763963 Long ABS-CBDO USGA US N 2 2027-11-25 Variable 3.303000000000 N N N N N N WFCM 2024-5C2 N/A 95003UAD2 2452000.00 PA USD 2535662.24 0.0196107183 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 5.920000000000 N N N N N N WFCM 2024-5C2 N/A 95003UAG5 3899000.00 PA USD 4032431.58 0.0311866771 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 6.345580000000 N N N N N N CAVU 2021-2A N/A 89624UAS1 2098000.00 PA USD 2101398.76 0.0162521405 Long ABS-O CORP US Y 2 2034-10-25 Variable 5.466590000000 N N N N N N CMXS 2026-A N/A 142929AB4 8142000.00 PA USD 8129249.63 0.0628713168 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.030000000000 N N N N N N CNSL 2026-1A N/A 315961AG7 1455000.00 PA USD 1437563.28 0.0111180614 Long ABS-O CORP US Y 2 2056-03-20 Fixed 5.079000000000 N N N N N N CPTRS 2026-1A N/A 14077FAB1 12219000.00 PA USD 12198630.93 0.0943437618 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.440000000000 N N N N N N CLARUS 2026-1A N/A 18271RAB0 13471000.00 PA USD 13473357.43 0.1042024495 Long ABS-O CORP US Y 2 2034-11-20 Fixed 4.520000000000 N N N N N N CPS 2026-B N/A 12676XAA3 1844741.21 PA USD 1844695.09 0.0142668038 Long ABS-O CORP US Y 2 2030-02-15 Fixed 4.350000000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-2 N/A 14855UAA8 13829191.13 PA USD 13796388.29 0.1067007583 Long ABS-O CORP US Y 2 2051-04-15 Fixed 5.333000000000 N N N N N N CAALT 2026-1A N/A 22535XAA3 3202000.00 PA USD 3194997.23 0.0247099908 Long ABS-O CORP US Y 2 2036-04-15 Fixed 4.650000000000 N N N N N N DRVPNK 2026-1A N/A 05330WAB5 9039000.00 PA USD 9035483.83 0.0698800987 Long ABS-O CORP US Y 2 2029-01-11 Fixed 3.950000000000 N N N N N N DRVPNK 2026-1A N/A 05330WAC3 8819000.00 PA USD 8783759.28 0.0679332703 Long ABS-O CORP US Y 2 2030-08-12 Fixed 4.030000000000 N N N N N N DLLMT 2026-1 LLC N/A 23347JAC6 5412000.00 PA USD 5392110.90 0.0417023869 Long ABS-O CORP US Y 2 2029-12-20 Fixed 4.200000000000 N N N N N N DLLMT 2026-1 LLC N/A 23347JAB8 5478000.00 PA USD 5475145.96 0.0423445769 Long ABS-O CORP US Y 2 2028-07-20 Fixed 4.030000000000 N N N N N N EART 2026-1A N/A 30168HAB3 6850790.05 PA USD 6851557.34 0.0529896918 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.080000000000 N N N N N N EART 2026-1A N/A 30168HAC1 7452000.00 PA USD 7428831.73 0.0574543106 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.030000000000 N N N N N N EART 2026-1A N/A 30168HAD9 1710000.00 PA USD 1696359.33 0.0131195805 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.220000000000 N N N N N N ELMW1 2019-1A N/A 290015BQ8 2500000.00 PA USD 2486825.00 0.0192330128 Long ABS-O CORP KY Y 2 2037-04-20 Variable 5.275230000000 N N N N N N EART 2026-2A N/A 30166WAC0 7095000.00 PA USD 7112361.47 0.0550067413 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.450000000000 N N N N N N EART 2026-2A N/A 30166WAD8 4529000.00 PA USD 4529756.34 0.0350329685 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.660000000000 N N N N N N ESART 2026-1 N/A 301868AB1 3015000.00 PA USD 3018075.30 0.0233416831 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.370000000000 N N N N N N FCBSL 2023-3A 254900X7ZBICC3O69729 349936AQ7 726000.00 PA USD 724410.06 0.0056025607 Long ABS-O CORP JE Y 2 2037-01-23 Variable 5.416060000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKD1 211122.47 PA USD 218605.07 0.0016906835 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQDZ7 333384.00 PA USD 342101.99 0.0026458042 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQY59 292445.12 PA USD 303861.30 0.0023500521 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N OBX 2025-NQM18 254900JLM1WC0WGYCA96 673918AA6 5682948.22 PA USD 5673929.38 0.0438819606 Long ABS-CBDO CORP US Y 2 2065-09-25 Variable 5.057000000000 N N N N N N OBX 2025-NQM19 2549003HKVOL66FLG606 67449LAA9 12505154.59 PA USD 12443554.20 0.0962379893 Long ABS-CBDO CORP US Y 2 2065-10-25 Variable 4.869000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5 5493000ISU5NYXNHD479 35564KHE2 383434.34 PA USD 384290.17 0.0029720860 Long ABS-CBDO CORP US Y 2 2034-01-25 Variable 5.262100000000 N N N N N N STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI N/A 78457JAA0 33422000.00 PA USD 33416986.70 0.2584457428 Long ABS-CBDO CORP US Y 2 2039-01-15 Variable 4.627090000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2 N/A 35564KRE1 77700.17 PA USD 77753.08 0.0006013395 Long ABS-CBDO CORP US Y 2 2042-02-25 Variable 4.912100000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5 5493000IS349P4O9HR58 35564KYN3 4813936.28 PA USD 4871650.56 0.0376771658 Long ABS-CBDO CORP US Y 2 2042-06-25 Variable 6.562100000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 5493000IS30HKV5IAS29 35564KH44 4000000.00 PA USD 4132452.00 0.0319602314 Long ABS-CBDO CORP US Y 2 2042-09-25 Variable 7.312100000000 N N N N N N SFO COMMERICAL MORTGAGE TRUST SFO_21-555 N/A 78432WAA1 15780000.00 PA USD 15782871.96 0.1220641497 Long ABS-CBDO CORP US Y 2 2038-05-15 Variable 5.141480000000 N N N N N N STACR 2021-DNA3 5493000ISUYHCRLRBE46 35564KEL9 651053.85 PA USD 663488.98 0.0051313993 Long ABS-CBDO CORP US Y 2 2033-10-25 Variable 5.712100000000 N N N N N N SFO COMMERICAL MORTGAGE TRUST SFO_21-555 N/A 78432WAC7 500000.00 PA USD 500017.50 0.0038671169 Long ABS-CBDO CORP US Y 2 2038-05-15 Variable 5.491480000000 N N N N N N APL FINANCE LLC ASHPL_25-1A 6354009RKO5CXUKYBH41 03790CAF8 3569142.98 PA USD 3553781.39 0.0274848142 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.810000000000 N N N N N N ARES 2021-62A N/A 00192WAL1 6580000.00 PA USD 6577499.60 0.0508701393 Long ABS-O CORP KY Y 2 2034-01-25 Variable 4.736590000000 N N N N N N ACAR 2025-4 N/A 024948AA9 8391196.24 PA USD 8403439.00 0.0649918873 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.420000000000 N N N N N N ATCLO 2021-16A N/A 04940AAN2 2908329.03 PA USD 2909695.94 0.0225034811 Long ABS-O CORP US Y 2 2034-01-20 Variable 4.775230000000 N N N N N N ATCLO 2021-16A N/A 04940AAS1 1617000.00 PA USD 1604241.87 0.0124071475 Long ABS-O CORP US Y 2 2034-01-20 Variable 5.575230000000 N N N N N N AFFRM 2025-X2 N/A 00835DAA0 9984384.14 PA USD 9995007.52 0.0773010196 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.450000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRL8 129292.25 PA USD 133708.61 0.0010340975 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W9V24 159623.39 PA USD 165189.94 0.0012775729 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N AFFRM 2025-X2 N/A 00835DAB8 1593000.00 PA USD 1594688.58 0.0123332627 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.560000000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3 N/A 00039NAC8 7500600.10 PA USD 7408485.23 0.0572969516 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.243000000000 N N N N N N APARK 2025-A N/A 03637AAB8 24179377.02 PA USD 24095474.58 0.1863535118 Long ABS-O CORP US Y 2 2035-04-20 Fixed 4.430000000000 N N N N N N ARES 2019-53A N/A 04009GBE6 36363000.00 PA USD 36397544.85 0.2814972696 Long ABS-O CORP US Y 2 2036-10-24 Variable 4.757090000000 N N N N N N BHG SECURITIZATION TRUST BHG_21-A N/A 08861YAA4 112487.46 PA USD 112182.39 0.0008676145 Long ABS-O CORP US Y 2 2033-11-17 Fixed 1.420000000000 N N N N N N BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 N/A 09229CAA7 1474002.55 PA USD 1401856.02 0.0108419028 Long ABS-O CORP US Y 2 2046-07-15 Fixed 2.443000000000 N N N N N N BHG SECURITIZATION TRUST BHG_21-B N/A 08862BAB1 92460.34 PA USD 92162.34 0.0007127801 Long ABS-O CORP US Y 2 2034-10-17 Fixed 1.670000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AD5 57820.17 PA USD 57867.70 0.0004475467 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.430000000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1 N/A 05522RDJ4 9889000.00 PA USD 9976834.10 0.0771604670 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.930000000000 N N N N N N BAAT 2024-1A N/A 09709AAC6 217819.00 PA USD 219223.06 0.0016954631 Long ABS-O CORP US Y 2 2028-11-15 Fixed 5.350000000000 N N N N N N BLAST 2024-3 N/A 10805NAD7 1514524.58 PA USD 1517438.53 0.0117358136 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.370000000000 N N N N N N BJETS 2024-2A N/A 12326TAA6 551911.73 PA USD 550977.34 0.0042612384 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.364000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAC8 3797286.57 PA USD 3802120.52 0.0294054599 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.720000000000 N N N N N N BMO 2024-5C8 N/A 09661XAF5 3140000.00 PA USD 3219131.14 0.0248966415 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.940400000000 N N N N N N STACR 2024-DNA1 529900N6M839KA246662 35564NAW3 5906538.15 PA USD 5930282.43 0.0458645856 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 4.962100000000 N N N N N N SDR 2024-DSNY N/A 811304AA2 6371000.00 PA USD 6384990.72 0.0493812828 Long ABS-CBDO CORP US Y 2 2039-05-15 Variable 5.018740000000 N N N N N N STAR 2024-SFR4 N/A 85520AAA7 4394279.71 PA USD 4395004.77 0.0339908048 Long ABS-CBDO CORP US Y 2 2041-10-17 Variable 5.377090000000 N N N N N N STAR 2025-SFR5 N/A 85520CAA3 2335917.08 PA USD 2332254.36 0.0180375692 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 5.078000000000 N N N N N N VERUS 2025-7 213800OVCAXDOBS94P47 924931AC2 6953983.52 PA USD 6954748.46 0.0537877681 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.129000000000 N N N N N N VERUS 2025-8 213800K8E68XJS6Z1D09 924930AA8 7342885.22 PA USD 7302991.32 0.0564810655 Long ABS-CBDO CORP US Y 2 2070-09-25 Variable 4.869000000000 N N N N N N WFCM 2017-C39 N/A 95000XAF4 4680500.00 PA USD 4601123.40 0.0355849187 Long ABS-CBDO CORP US N 2 2050-09-15 Fixed 3.418000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40 N/A 95000YBB0 1000000.00 PA USD 977646.00 0.0075610781 Long ABS-CBDO CORP US N 2 2050-10-15 Variable 3.854000000000 N N N N N N APID 2019-32A 549300CXPXW83QGWOL98 03768RAQ9 3724180.13 PA USD 3731814.70 0.0288617173 Long ABS-O CORP KY Y 2 2033-01-20 Variable 4.775230000000 N N N N N N ALLEG 2019-1A 254900MQVJ2U7KN3HP03 01750FAS5 1248200.67 PA USD 1248799.81 0.0096581717 Long ABS-O CORP KY Y 2 2032-04-20 Variable 4.805230000000 N N N N N N WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK N/A 929342AA1 15120832.22 PA USD 15210271.94 0.1176356823 Long ABS-CBDO CORP US Y 2 2027-11-15 Variable 6.416090000000 N N N N N N WFCM 2024-5C1 N/A 95003VAF5 410000.00 PA USD 424947.37 0.0032865273 Long ABS-CBDO CORP US N 2 2057-07-15 Fixed 6.520000000000 N N N N N N AXIS 2024-2A 254900VBZK8DVZNJFJ70 03238BAB9 2486493.95 PA USD 2510008.72 0.0194123149 Long ABS-O CORP US Y 2 2031-07-21 Fixed 5.190000000000 N N N N N N AFFRM 2024-B N/A 00835AAA6 10839000.00 PA USD 10857187.84 0.0839690904 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.620000000000 N N N N N N AVCCT 2024-2A N/A 05351KAK5 39223000.00 PA USD 39289482.99 0.3038634125 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.380000000000 N N N N N N ACAR 2024-4 N/A 024945AC1 652598.08 PA USD 652851.94 0.0050491328 Long ABS-O CORP US Y 2 2028-11-13 Fixed 4.800000000000 N N N N N N ACHV 2024-3AL N/A 00092KAA2 619804.79 PA USD 623511.22 0.0048222128 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.010000000000 N N N N N N ACHV 2024-3AL N/A 00092KAB0 338389.48 PA USD 340889.16 0.0026364242 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.450000000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1 N/A 00258PAA1 331932.22 PA USD 334515.65 0.0025871317 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.943000000000 N N N N N N ACAR 2025-1 N/A 02528DAA8 7330.60 PA USD 7332.56 0.0000567097 Long ABS-O CORP US Y 2 2028-07-12 Fixed 4.670000000000 N N N N N N ACHV 2025-1PL N/A 00112MAC0 1029845.81 PA USD 1033027.00 0.0079893927 Long ABS-O CORP US Y 2 2032-04-26 Fixed 5.310000000000 N N N N N N ACHV 2025-1PL N/A 00112MAB2 860630.13 PA USD 862588.06 0.0066712242 Long ABS-O CORP US Y 2 2032-04-26 Fixed 5.040000000000 N N N N N N ACHV 2025-1PL N/A 00112MAA4 1239318.55 PA USD 1241571.63 0.0096022692 Long ABS-O CORP US Y 2 2032-04-26 Fixed 4.760000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A N/A 05377RFP4 9913000.00 PA USD 9957469.72 0.0770107036 Long ABS-O CORP US Y 2 2029-02-20 Fixed 4.770000000000 N N N N N N ACAR 2025-2 N/A 024938AA0 2351544.69 PA USD 2354079.66 0.0182063653 Long ABS-O CORP US Y 2 2028-09-12 Fixed 4.810000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1 N/A 05377RKL7 1506000.00 PA USD 1511671.60 0.0116912124 Long ABS-O CORP US Y 2 2029-08-20 Fixed 4.800000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2 N/A 05377RKQ6 3503000.00 PA USD 3541452.43 0.0273894625 Long ABS-O CORP US Y 2 2031-08-20 Fixed 5.120000000000 N N N N N N AXIS 2025-1A 254900UXD59DZRJ7U848 03237FAB1 4999403.76 PA USD 5028250.32 0.0388883025 Long ABS-O CORP US Y 2 2031-09-22 Fixed 4.700000000000 N N N N N N AASET 2025-2A N/A 00039NAA2 1821478.44 PA USD 1811332.81 0.0140087812 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.522000000000 N N N N N N AFFIRM MASTER TRUST AFRMT_25-2-A N/A 00833BAG3 1799000.00 PA USD 1806978.57 0.0139751056 Long ABS-O CORP US Y 2 2033-07-15 Fixed 4.670000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AF2 2118535.45 PA USD 2124615.65 0.0164316991 Long ABS-O CORP US Y 2 2029-05-15 Fixed 4.920000000000 N N N N N N APEXC 2021-2A N/A 03755QAA1 4688000.00 PA USD 4689312.64 0.0362669710 Long ABS-O CORP US Y 2 2034-10-20 Variable 4.855230000000 N N N N N N AFRMT 2025-3A N/A 00833BAN8 14096000.00 PA USD 14026549.01 0.1084808128 Long ABS-O CORP US Y 2 2034-10-16 Fixed 4.450000000000 N N N N N N BLAST 2025-2 N/A 10807HAC0 12900000.00 PA USD 12934081.80 0.1000317117 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.780000000000 N N N N N N BLAST 2025-2 N/A 10807HAB2 2595054.72 PA USD 2596035.65 0.0200776440 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.840000000000 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A N/A 28166LAA2 411297.39 PA USD 384804.49 0.0029760637 Long ABS-O CORP US Y 2 2045-11-25 Fixed 1.800000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_23-1 N/A 34535QAA3 4029000.00 PA USD 4065728.36 0.0314441932 Long ABS-O CORP US Y 2 2035-08-15 Fixed 4.850000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_23-2 N/A 34535CAA4 2981000.00 PA USD 3039728.68 0.0235091495 Long ABS-O CORP US Y 2 2036-02-15 Fixed 5.280000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2 N/A 32113CBY5 10347000.00 PA USD 10398476.33 0.0804214325 Long ABS-O CORP US N 2 2029-09-15 Fixed 5.770000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_24-A N/A 345290AE0 75353.21 PA USD 75453.20 0.0005835523 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.050000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1 N/A 32113CCB4 4219000.00 PA USD 4266746.42 0.0329988595 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.340000000000 N N N N N N FORTRESS CREDIT BSL LIMITED FCBSL_22-2A 254900VHYDP7XYPMH337 34964WAN2 2596924.61 PA USD 2599054.09 0.0201009885 Long ABS-O CORP KY Y 2 2033-10-18 Variable 5.075230000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3 N/A 34528QJK1 6810000.00 PA USD 6818805.33 0.0527363890 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.300000000000 N N N N N N FCBSL 2019-2A N/A 34962DAN6 762466.73 PA USD 762725.97 0.0058988945 Long ABS-O CORP US Y 2 2032-10-20 Variable 4.725230000000 N N N N N N FCBSL 2019-2A N/A 34962DAU0 1750000.00 PA USD 1751820.00 0.0135485113 Long ABS-O CORP US Y 2 2032-10-20 Variable 5.675230000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1 N/A 32113CCE8 9391000.00 PA USD 9476617.75 0.0732918122 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.850000000000 N N N N N N FORTRESS CREDIT BSL LTD FCBSL_23-1 N/A 34965DAU7 2400000.00 PA USD 2403216.00 0.0185863839 Long ABS-O CORP US Y 2 2036-04-23 Variable 5.236060000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABXZ3 770421.25 PA USD 787569.29 0.0060910318 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSC3 2320102.58 PA USD 2384643.19 0.0184427425 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR75 651055.11 PA USD 667487.09 0.0051623205 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N MFRA 2024-NQM2 254900MMVXALAH2X8D73 58004JAA0 3585484.88 PA USD 3588044.92 0.0277498071 Long ABS-CBDO CORP US Y 2 2069-08-25 Variable 5.272000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3 N/A 36267KAD9 2745138.83 PA USD 2758949.62 0.0213376146 Long ABS-O CORP US N 2 2028-06-16 Fixed 5.450000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2 N/A 36268DAA0 6653000.00 PA USD 6872628.84 0.0531526580 Long ABS-O CORP US Y 2 2036-08-11 Fixed 5.770000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 N/A 36268GAE5 2495000.00 PA USD 2515995.43 0.0194586159 Long ABS-O CORP US N 2 2029-06-18 Fixed 4.860000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 N/A 36268GAD7 2717552.87 PA USD 2727716.52 0.0210960590 Long ABS-O CORP US N 2 2028-12-18 Fixed 4.850000000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1 N/A 37988XAB1 3542588.76 PA USD 3560709.10 0.0275383929 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.240000000000 N N N N N N GCAR 2024-1A N/A 36269HAE2 5212000.00 PA USD 5248244.25 0.0405897275 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.640000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1 N/A 361886DA9 350000.00 PA USD 352977.45 0.0027299146 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.130000000000 N N N N N N GMALT 2024-2 N/A 36269WAD1 1027133.70 PA USD 1028609.69 0.0079552294 Long ABS-O CORP US N 2 2027-07-20 Fixed 5.390000000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC_22-1 N/A 39154TBX5 7122290.66 PA USD 7145993.64 0.0552668513 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.350000000000 N N N N N N GALC 2024-2 N/A 39154GAB2 579314.19 PA USD 580457.76 0.0044892389 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.280000000000 N N N N N N GCAR 2024-3A N/A 37989AAG9 717031.83 PA USD 719081.11 0.0055613468 Long ABS-O CORP US Y 2 2029-01-16 Fixed 5.080000000000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD GOCAP_16-31A N/A 38180JAC4 1000000.00 PA USD 1000780.00 0.0077399956 Long ABS-O CORP KY Y 2 2037-11-05 Variable 5.408110000000 N N N N N N GSAR 2024-4A N/A 36271BAC5 4573457.34 PA USD 4582412.17 0.0354402067 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.430000000000 N N N N N N GCAR 2024-4A N/A 36270YAE2 1343993.72 PA USD 1345017.84 0.0104023184 Long ABS-O CORP US Y 2 2028-07-17 Fixed 4.750000000000 N N N N N N GALC 2023-1 N/A 39154TCE6 500000.00 PA USD 504951.00 0.0039052724 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.210000000000 N N N N N N GSAR 2025-1A N/A 36271FAD4 122000.00 PA USD 123178.76 0.0009526600 Long ABS-O CORP US Y 2 2031-03-15 Fixed 5.260000000000 N N N N N N MFRA 2024-NQM3 N/A 55287GAA0 4791543.09 PA USD 4819391.54 0.0372729964 Long ABS-CBDO CORP US Y 2 2069-12-25 Variable 5.722000000000 N N N N N N MSBAM 2025-5C1 N/A 61778GAM8 5060000.00 PA USD 5198143.06 0.0402022467 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 6.011000000000 N N N N N N GSAR 2025-1A N/A 36271FAB8 7166165.43 PA USD 7193217.70 0.0556320804 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.710000000000 N N N N N N GCAR 2025-1A N/A 36271KAE1 5430245.56 PA USD 5438841.64 0.0420638007 Long ABS-O CORP US Y 2 2028-09-15 Fixed 4.770000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAJ5 4213000.00 PA USD 4223056.43 0.0326609627 Long ABS-O CORP US Y 2 2029-04-16 Fixed 4.490000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAH9 5325642.96 PA USD 5335596.59 0.0412653073 Long ABS-O CORP US Y 2 2027-10-15 Fixed 4.520000000000 N N N N N N GCAR 2025-4A N/A 36273HAG1 3916000.00 PA USD 3914445.35 0.0302741760 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.530000000000 N N N N N N GCAR 2025-4A N/A 36273HAE6 7785000.00 PA USD 7792177.77 0.0602644155 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.290000000000 N N N N N N GCAR 2025-4A N/A 36273HAC0 5704528.83 PA USD 5710039.40 0.0441612341 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.370000000000 N N N N N N GCI 2020-1 N/A 36166VAA3 4618399.32 PA USD 4373106.90 0.0338214475 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.820000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAE9 47999000.00 PA USD 47549969.36 0.3677497095 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.680000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAF6 4177000.00 PA USD 4138011.88 0.0320032313 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.120000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-1 N/A 42806MBS7 3333166.73 PA USD 3336609.89 0.0258052178 Long ABS-O CORP US Y 2 2027-06-25 Fixed 5.490000000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AD9 3535409.80 PA USD 3554041.41 0.0274868252 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.990000000000 N N N N N N HAROT 2024-2 N/A 437930AC4 962152.03 PA USD 969167.08 0.0074955025 Long ABS-O CORP US N 2 2028-11-20 Fixed 5.270000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_24-1 N/A 42806MCK3 12336000.00 PA USD 12480713.62 0.0965253789 Long ABS-O CORP US Y 2 2029-01-25 Fixed 5.440000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-1 N/A 42806MBT5 556666.68 PA USD 557289.03 0.0043100528 Long ABS-O CORP US Y 2 2027-06-25 Fixed 6.220000000000 N N N N N N HORZN 2024-1 N/A 43990EAA9 538102.90 PA USD 532549.14 0.0041187154 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.375000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-3 N/A 42806MCA5 10230000.00 PA USD 10314111.06 0.0797689546 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.940000000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2 N/A 44644NAG4 6148347.65 PA USD 6194220.47 0.0479058727 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.442000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-1 549300MNOMKDMDFI8J66 42806MCT4 9888000.00 PA USD 9927660.77 0.0767801623 Long ABS-O CORP US Y 2 2029-09-25 Fixed 4.910000000000 N N N N N N HACLN 2025-1 N/A 446438SX2 15322537.93 PA USD 15366881.35 0.1188468937 Long ABS-O CORP US Y 2 2033-03-21 Fixed 4.957000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-3 N/A 42806MDB2 16917000.00 PA USD 17032949.12 0.1317322004 Long ABS-O CORP US Y 2 2029-12-26 Fixed 5.060000000000 N N N N N N HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4 N/A 42806MDF3 2836000.00 PA USD 2882275.01 0.0222914086 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.410000000000 N N N N N N HPEFS 2025-1A N/A 40446EAC1 1652000.00 PA USD 1657078.25 0.0128157821 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.430000000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2 N/A 44644NAN9 4464365.94 PA USD 4464312.37 0.0345268272 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.835000000000 N N N N N N HPEFS 2025-2A N/A 442927AB5 2010000.00 PA USD 2010245.22 0.0155471624 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.070000000000 N N N N N N HPEFS 2025-2A N/A 442927AC3 3706000.00 PA USD 3696786.88 0.0285908134 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.030000000000 N N N N N N HFMOT 2025-1A N/A 44921QAH9 11675000.00 PA USD 11576824.93 0.0895347371 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.010000000000 N N N N N N JAMESTOWN CLO LTD JTWN_18-11A 549300ICXRO4NIJIWJ29 47049QAC0 2000000.00 PA USD 2005040.00 0.0155069054 Long ABS-O CORP US Y 2 2031-07-14 Variable 5.630560000000 N N N N N N JDOT 2024-A N/A 47800RAD5 2579543.87 PA USD 2594200.84 0.0200634536 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.960000000000 N N N N N N JDOT 2024-B N/A 47786WAD2 9898560.76 PA USD 9984826.72 0.0772222816 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.200000000000 N N N N N N JAMESTOWN CLO LTD JTWN_19-14A N/A 47048XBC5 9300533.00 PA USD 9302672.12 0.0719465231 Long ABS-O CORP US Y 2 2034-10-20 Variable 4.715230000000 N N N N N N SDART 2024-1 N/A 80288AAD4 2113601.98 PA USD 2118376.61 0.0163834466 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.230000000000 N N N N N N SDART 2024-2 N/A 80286YAD4 7586000.00 PA USD 7630893.95 0.0590170524 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.780000000000 N N N N N N SDART 2024-2 N/A 80286YAC6 1370841.86 PA USD 1371857.65 0.0106098965 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.630000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3 N/A 107920AB6 2307629.31 PA USD 2309150.04 0.0178588813 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.730000000000 N N N N N N BABSN 2021-2A 549300ZI2PPUCDLS2Y70 06762JAL7 5604000.00 PA USD 5602599.00 0.0433302941 Long ABS-O CORP US Y 2 2034-07-15 Variable 4.743100000000 N N N N N N BLUEM 2021-31A N/A 09631BAL7 4652000.00 PA USD 4655954.20 0.0360089781 Long ABS-O CORP KY Y 2 2034-04-19 Variable 4.775230000000 N N N N N N OLIT 2024-HB1 N/A 675952AA3 3205609.95 PA USD 3170966.92 0.0245241412 Long ABS-CBDO CORP US Y 2 2037-02-25 Fixed 3.000000000000 N N N N N N OBX 2024-NQM4 254900LSNFNEGAD7J679 67118TAA2 4910442.17 PA USD 4937228.63 0.0381843441 Long ABS-CBDO CORP US Y 2 2064-01-25 Variable 6.067000000000 N N N N N N OBX 2024-HYB2 N/A 67118RAA6 10800899.24 PA USD 10824877.24 0.0837192014 Long ABS-CBDO CORP US Y 2 2053-04-25 Variable 3.705110000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_23-1 N/A 89181JAA0 7404593.80 PA USD 7068913.94 0.0546707197 Long ABS-CBDO CORP US Y 2 2063-01-25 Fixed 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-5 N/A 89173CAC1 4000000.00 PA USD 3931316.00 0.0304046530 Long ABS-CBDO CORP US Y 2 2056-10-25 Variable 3.375000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_23-SFR2 N/A 895978AA2 2716278.63 PA USD 2710468.51 0.0209626635 Long ABS-CBDO CORP US Y 2 2040-12-17 Fixed 5.000000000000 N N N N N N TCN 2024-SFR2 N/A 89616VAA8 3424157.53 PA USD 3408142.75 0.0263584503 Long ABS-CBDO CORP US Y 2 2040-06-17 Fixed 4.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-3 N/A 89183FAP3 2713883.08 PA USD 2702840.29 0.0209036671 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 4.963370000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_24-SFR3 N/A 89616YAA2 5919335.07 PA USD 5848326.73 0.0452307433 Long ABS-CBDO CORP US Y 2 2041-08-17 Fixed 4.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_15-2 N/A 89171YAE1 7155904.00 PA USD 6964547.97 0.0538635572 Long ABS-CBDO CORP US Y 2 2060-11-25 Variable 3.586593000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-HY1 N/A 89177EAA7 1313667.78 PA USD 1317154.25 0.0101868224 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 4.698800000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-HY3 N/A 89177XAA5 670595.27 PA USD 671658.83 0.0051945846 Long ABS-CBDO CORP US Y 2 2059-10-25 Variable 4.698800000000 N N N N N N TPMT 2015-5 N/A 89171VAE7 17794252.12 PA USD 17624868.63 0.1363100840 Long ABS-CBDO CORP US Y 2 2055-05-25 Variable 3.960850000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-3 N/A 89172YAE0 1788000.00 PA USD 1766924.84 0.0136653316 Long ABS-CBDO CORP US Y 2 2056-04-25 Variable 4.074470000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-3 N/A 89172YAD2 1123971.92 PA USD 1121176.60 0.0086711385 Long ABS-CBDO CORP US Y 2 2056-04-25 Variable 4.000000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_22-SFR1 N/A 89616QAA9 7245179.81 PA USD 7193579.64 0.0556348797 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.856000000000 N N N N N N UNIFORM MBS N/A 01F052664 6081.00 PA USD 6108.79 0.0000472452 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 5.500000000000 N N N N N N UNIFORM MBS N/A 01F070666 701000.00 PA USD 741661.51 0.0057359828 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 7.000000000000 N N N N N N UNIFORM MBS N/A 01F040669 28882752.00 PA USD 27045751.21 0.2091708425 Long ABS-MBS USGA US N 2 2056-06-01 Fixed 4.000000000000 N N N N N N UNIFORM MBS N/A 01F052466 3645000.00 PA USD 3709640.43 0.0286902223 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.500000000000 N N N N N N UNIFORM MBS N/A 01F052672 122919.00 PA USD 123283.82 0.0009534725 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 5.500000000000 N N N N N N UNIFORM MBS N/A 01F032674 723.00 PA USD 656.74 0.0000050792 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 3.500000000000 N N N N N N UNIFORM MBS N/A 01F040677 31965248.00 PA USD 29910969.37 0.2313303341 Long ABS-MBS USGA US N 2 2056-07-01 Fixed 4.000000000000 N N N N N N VERUS 2023-6 984500915DDB7T2ACA27 92539XAC8 1851170.83 PA USD 1856244.89 0.0143561295 Long ABS-CBDO CORP US Y 2 2068-09-25 Variable 7.090000000000 N N N N N N VERUS SECURITIZATION TRUST 2026-4 N/A 924936AE7 9592384.49 PA USD 9565142.12 0.0739764564 Long ABS-CBDO CORP US Y 2 2071-04-25 Variable 4.998000000000 N N N N N N VERUS 2026-R5 2138006JAVOCM28I4L42 92541MAE4 7459000.00 PA USD 7483092.57 0.0578739620 Long ABS-CBDO CORP US Y 2 2068-03-25 Variable 5.457000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-5 984500BADC7CFE3B0756 924934AA0 6704677.45 PA USD 6690738.43 0.0517459243 Long ABS-CBDO CORP US Y 2 2068-06-25 Variable 6.476000000000 N N N N N N VERUS 2024-2 213800KSJFZ5H8FZ7C61 92539UAA8 3654390.53 PA USD 3674420.24 0.0284178306 Long ABS-CBDO CORP US Y 2 2069-02-25 Variable 6.095000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-3 2138005NRONUFED1TZ38 92540MAA3 17590086.88 PA USD 17736770.61 0.1371755298 Long ABS-CBDO CORP US Y 2 2069-04-25 Variable 6.338000000000 N N N N N N VERUS 2024-4 213800WNY873LW1L3M73 92540GAA6 6295237.69 PA USD 6348086.21 0.0490958646 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.218000000000 N N N N N N VERUS 2024-8 213800RZ8QGNZ38DSP77 92540PAA6 4266406.33 PA USD 4278842.90 0.0330924132 Long ABS-CBDO CORP US Y 2 2069-10-25 Variable 5.364000000000 N N N N N N VERSUS SECURITIZATION TRUST VERSUS_24-R1 N/A 924926AA6 4352896.54 PA USD 4357158.03 0.0336980995 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.218000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-7 213800HQOHEFNJCQYJ07 924925AA8 8172628.41 PA USD 8171157.34 0.0631954295 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.095000000000 N N N N N N VERUS 2024-9 213800LFRCPWSTP6LX39 92540RAC8 4921249.65 PA USD 4939856.89 0.0382046710 Long ABS-CBDO CORP US Y 2 2069-11-25 Variable 5.438000000000 N N N N N N VERUS 2023-7 213800W65K5FH3AI2J91 92539YAA0 3422977.54 PA USD 3442396.09 0.0266233644 Long ABS-CBDO CORP US Y 2 2068-10-25 Variable 7.070000000000 N N N N N N VERUS 2025-3 213800DYYV3EM7TSTN14 924928AA2 4355318.10 PA USD 4382743.54 0.0338959769 Long ABS-CBDO CORP US Y 2 2070-05-25 Variable 5.623000000000 N N N N N N VERUS 2024-5 213800YE6HC7EZSFHW30 92540HAA4 4804232.49 PA USD 4855815.53 0.0375546982 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.192000000000 N N N N N N VERUS 2025-R1 213800UBQ9UM61L7TB84 92541AAA8 7188102.45 PA USD 7207646.90 0.0557436753 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 5.402000000000 N N N N N N PFS FINANCING CORP PFSFC_26-D N/A 69335PGQ2 1185000.00 PA USD 1194195.60 0.0092358647 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.490000000000 N N N N N N PALMER SQUARE CLO LTD PLMRS_18-2AR N/A 69688MBC8 1600000.00 PA USD 1600800.00 0.0123805282 Long ABS-O CORP KY Y 2 2037-04-16 Variable 5.542000000000 N N N N N N REACH 2026-1A N/A 75526XAB0 9202000.00 PA USD 9162449.80 0.0708620489 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.370000000000 N N N N N N REACH 2026-1A N/A 75526XAA2 9350467.85 PA USD 9353413.25 0.0723389531 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.320000000000 N N N N N N BLAST 2025-4 N/A 10807UAB3 10708743.48 PA USD 10716957.09 0.0828845509 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.350000000000 N N N N N N BATLN 2019-14A 549300SBOOCXWC0VGZ76 07090ABA0 2979854.52 PA USD 2980957.07 0.0230546120 Long ABS-O CORP US Y 2 2035-01-20 Variable 4.815230000000 N N N N N N BCHPK 2019-1A N/A 07355TBL5 4000000.00 PA USD 3999400.00 0.0309312121 Long ABS-O CORP KY Y 2 2035-01-17 Variable 4.750380000000 N N N N N N CAL FUNDING LIMITED CAI_20-1 N/A 12807CAA1 1621681.68 PA USD 1556733.33 0.0120397182 Long ABS-O CORP US Y 2 2045-09-25 Fixed 2.220000000000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD GOCAP_19-44A 254900KERZS5XFEN4I27 38180NAA9 3000000.00 PA USD 3001200.00 0.0232111701 Long ABS-O CORP US Y 2 2038-10-21 Variable 5.245230000000 N N N N N N GALXY 2016-22A 54930022KENWLYJ8SJ86 36320TBR3 1533000.00 PA USD 1533367.92 0.0118590109 Long ABS-O CORP US Y 2 2034-04-16 Variable 5.279520000000 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 N/A 36274AAC4 6702000.00 PA USD 6676880.90 0.0516387507 Long ABS-O CORP US Y 2 2029-11-15 Fixed 3.970000000000 N N N N N N GMCAR 2026-2 N/A 380143AE7 2870000.00 PA USD 2856795.13 0.0220943482 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.220000000000 N N N N N N GMCAR 2026-2 N/A 380143AB3 9815000.00 PA USD 9812781.81 0.0758916926 Long ABS-O CORP US N 2 2029-05-16 Fixed 4.050000000000 N N N N N N GCAR 2026-2A N/A 37989KAC6 6852000.00 PA USD 6853781.52 0.0530068935 Long ABS-O CORP US Y 2 2029-04-16 Fixed 4.250000000000 N N N N N N GCAR 2026-2A N/A 37989KAE2 3772000.00 PA USD 3773282.48 0.0291824275 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.330000000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2026-1 N/A 39154GAQ9 2330000.00 PA USD 2343281.00 0.0181228488 Long ABS-O CORP US Y 2 2030-09-16 Fixed 4.760000000000 N N N N N N RPM 2026-R1A N/A 76100KAC8 2624000.00 PA USD 2608822.78 0.0201765392 Long ABS-O CORP US Y 2 2035-01-25 Fixed 4.864000000000 N N N N N N USQ RAIL I LLC STEAM_21-3 N/A 90354PAA5 7972103.80 PA USD 7713074.20 0.0596526314 Long ABS-O CORP US Y 2 2051-06-28 Fixed 2.210000000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A N/A 81378WAF0 990379.61 PA USD 986349.76 0.0076283927 Long ABS-O CORP US Y 2 2033-03-25 Fixed 4.284000000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A N/A 81378WAG8 463380.74 PA USD 461365.03 0.0035681801 Long ABS-O CORP US Y 2 2033-03-25 Fixed 4.431000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 N/A 80288FAB7 4746000.00 PA USD 4744077.87 0.0366905233 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.040000000000 N N N N N N SNDPT 2022-1A N/A 83616KAL1 1256000.00 PA USD 1258951.60 0.0097366852 Long ABS-O CORP US Y 2 2035-04-20 Variable 5.416590000000 N N N N N N SNDPT 2022-1A N/A 83616KAJ6 5646000.00 PA USD 5648427.78 0.0436847321 Long ABS-O CORP US Y 2 2035-04-20 Variable 4.766590000000 N N N N N N SCCU 2026-1A N/A 80620DAB9 3413000.00 PA USD 3411221.83 0.0263822638 Long ABS-O CORP US Y 2 2029-08-15 Fixed 4.180000000000 N N N N N N SLAM 2026-1A N/A 831005AA1 7651000.00 PA USD 7670196.36 0.0593210158 Long ABS-O CORP US Y 2 2051-07-15 Fixed 5.547000000000 N N N N N N SPEAK 2018-5A N/A 82666VAU8 2000000.00 PA USD 2002600.00 0.0154880345 Long ABS-O CORP KY Y 2 2037-04-25 Variable 5.581050000000 N N N N N N T-MOBILE US TRUST TMUST_26-1 N/A 87269AAA8 11899000.00 PA USD 11881603.66 0.0918918845 Long ABS-O CORP US Y 2 2030-10-21 Fixed 4.250000000000 N N N N N N UMPT 2026-ST1 N/A 91533VAB2 555000.00 PA USD 551717.73 0.0042669646 Long ABS-O CORP US Y 2 2034-03-15 Fixed 4.635000000000 N N N N N N UMPT 2026-ST1 N/A 91533VAA4 3247327.64 PA USD 3244983.07 0.0250965794 Long ABS-O CORP US Y 2 2034-03-15 Fixed 4.244000000000 N N N N N N US BANK C&I CREDIT-LINKED NOTES SERIES USCLN_26-RVM1 N/A 90355PAJ5 5162592.10 PA USD 5100795.87 0.0394493672 Long ABS-O CORP US Y 2 2046-12-25 Fixed 4.959000000000 N N N N N N UPSTART SECURITIZATION TRUST 2026-1 N/A 91681BAB6 4251000.00 PA USD 4241677.56 0.0328049778 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.300000000000 N N N N N N UPSTART SECURITIZATION TRUST 2026-2 N/A 91683AAB6 4803000.00 PA USD 4803062.44 0.0371467078 Long ABS-O CORP US Y 2 2036-05-20 Fixed 4.540000000000 N N N N N N VZMT 2026-1 N/A 92348KFC2 20495000.00 PA USD 20406297.64 0.1578215534 Long ABS-O CORP US N 2 2031-02-20 Variable 3.940000000000 N N N N N N VIBRANT CLO LTD VIBR_23-16 N/A 925930BE8 10325000.00 PA USD 10327581.25 0.0798731325 Long ABS-O CORP US Y 2 2036-07-15 Variable 4.896000000000 N N N N N N WLAKE 2026-1A N/A 96043BAB8 8027000.00 PA USD 8024383.20 0.0620602837 Long ABS-O CORP US Y 2 2028-09-15 Fixed 4.020000000000 N N N N N N WLAKE 2026-1A N/A 96043BAD4 12186000.00 PA USD 12156912.02 0.0940211092 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.010000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043AAC8 3801000.00 PA USD 3776646.99 0.0292084485 Long ABS-O CORP US Y 2 2030-03-15 Fixed 3.920000000000 N N N N N N WLAKE 2026-2A N/A 96041GAD5 5608000.00 PA USD 5607551.36 0.0433685954 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.350000000000 N N N N N N WLAKE 2026-2A N/A 96041GAB9 11458000.00 PA USD 11460864.50 0.0886379034 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.260000000000 N N N N N N WINDR 2022-1AR N/A 97316YBE9 5000000.00 PA USD 5001250.00 0.0386794831 Long ABS-O CORP US Y 2 2035-07-20 Variable 4.788000000000 N N N N N N CAPITAL GROUP CENTRAL CASH FUND 549300YD0SRETB6WWP29 14020B102 15788763.28 NS USD 1578718440.37 12.2097501978 Long STIV RF US N 1 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD -616525.36 -0.0047681844 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2031-06-17 0.000000000000 USD 0.000000000000 USD 31802444.000000000000 USD -616525.359999999986 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD -281439.44 -0.0021766423 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2056-06-17 0.000000000000 USD 0.000000000000 USD 9256232.000000000000 USD -281439.440000000002 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 898030.99 0.0069453386 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2036-06-17 0.000000000000 USD 0.000000000000 USD 36208007.000000000000 USD 898030.989999999991 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 439092.21 0.0033959230 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-01-31 0.000000000000 USD 0.000000000000 USD 25700000.000000000000 USD 439092.210000000021 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 349535.82 0.0027032971 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-01-31 0.000000000000 USD 0.000000000000 USD 25800000.000000000000 USD 349535.820000000007 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD -31013.74 -0.0002398591 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2031-05-06 0.000000000000 USD 0.000000000000 USD 31910421.000000000000 USD -31013.740000000002 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 31581.74 0.0002442520 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2031-05-06 0.000000000000 USD 0.000000000000 USD 31910421.000000000000 USD 31581.740000000002 N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 N/A 12567UAA1 1171014.07 PA USD 1107258.21 0.0085634942 Long ABS-O CORP US Y 2 2037-05-11 Fixed 2.868000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 N/A 14687HAD5 689562.39 PA USD 675648.40 0.0052254398 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.720000000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2 N/A 44644NAH2 1977455.11 PA USD 1985137.52 0.0153529804 Long ABS-O CORP US Y 2 2032-10-20 Variable 4.975130000000 N N N N N N HACLN 2024-1 N/A 44644NAB5 660294.33 PA USD 662281.82 0.0051220632 Long ABS-O CORP US Y 2 2032-05-20 Variable 5.025130000000 N N N N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 28242.11 0.0002184234 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2027-05-13 0.000000000000 USD 0.000000000000 USD 20878325.000000000000 USD 28242.110000000001 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 27302.59 0.0002111572 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2027-05-29 0.000000000000 USD 0.000000000000 USD 20878325.000000000000 USD 27302.590000000000 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 53331.30 0.0004124623 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-12-06 0.000000000000 USD 0.000000000000 USD 12070000.000000000000 USD 53331.300000000003 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 9570.77 0.0000740200 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2028-12-07 0.000000000000 USD 0.000000000000 USD 16590000.000000000000 USD 9570.770000000000 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 14736.40 0.0001139708 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-11-06 0.000000000000 USD 0.000000000000 USD 19000000.000000000000 USD 14736.400000000000 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 330510.12 0.0025561531 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-25 0.000000000000 USD 0.000000000000 USD 29305479.000000000000 USD 330510.119999999995 N N N EFF 2024-3 N/A 29375QAB4 1251106.25 PA USD 1252979.16 0.0096904946 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.310000000000 N N N N N N EART 2024-4A N/A 30166UAD2 1893368.16 PA USD 1897346.13 0.0146740050 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.290000000000 N N N N N N EQS 2024-1C N/A 22689LAA3 5780000.03 PA USD 5860070.37 0.0453215681 Long ABS-O CORP US Y 2 2031-01-20 Fixed 6.050000000000 N N N N N N CLI FUNDING LLC CLIF_22-1 N/A 12565KAE7 2996385.60 PA USD 2760558.07 0.0213500543 Long ABS-O CORP US Y 2 2047-01-18 Fixed 2.720000000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_23-3 N/A 14319BAC6 1338892.98 PA USD 1344547.13 0.0103986779 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.280000000000 N N N N N N CPS AUTO RECEIVABLES TRUST CPS_23-C N/A 223928AC6 572426.65 PA USD 575936.20 0.0044542693 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.270000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-C N/A 60510MCA4 5559000.00 PA USD 5559917.24 0.0430001949 Long ABS-O CORP US Y 2 2030-12-16 Fixed 4.780000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-A N/A 64035DAB2 3736416.64 PA USD 3564302.34 0.0275661829 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.360000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-B N/A 64034QAB4 10111764.03 PA USD 9615691.00 0.0743673996 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.420000000000 N N N N N N PFS FINANCING CORP PFSFC_24-F N/A 69335PFP5 7918000.00 PA USD 7965903.90 0.0616080070 Long ABS-O CORP US Y 2 2029-08-15 Fixed 4.750000000000 N N N N N N PILOT 2024-1A N/A 73328AAD1 3086168.85 PA USD 3092523.27 0.0239174609 Long ABS-O CORP US Y 2 2027-11-22 Fixed 4.670000000000 N N N N N N PART 2024-2A N/A 74113SAC1 484150.69 PA USD 484103.73 0.0037440404 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.560000000000 N N N N N N RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5 N/A 76089KAB5 4737648.05 PA USD 4740599.60 0.0366636225 Long ABS-O CORP US Y 2 2034-06-26 Fixed 4.575000000000 N N N N N N RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5 N/A 76089KAC3 7600000.00 PA USD 7578742.80 0.0586137173 Long ABS-O CORP US Y 2 2034-06-26 Fixed 4.838000000000 N N N N N N RPM 2025-6A N/A 76100JAC1 1000000.00 PA USD 997940.00 0.0077180312 Long ABS-O CORP US Y 2 2034-08-25 Fixed 5.013000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A N/A 78448YAJ0 1055344.58 PA USD 970251.09 0.0075038861 Long ABS-O CORP US Y 2 2053-01-15 Fixed 1.070000000000 N N N N N N CLIF FUNDING VII LLC CLIF_21-1 N/A 12565KAA5 1170975.08 PA USD 1084344.00 0.0083862765 Long ABS-O CORP US Y 2 2046-02-18 Fixed 1.640000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_21-1 N/A 12530MAE5 27230422.06 PA USD 21868779.19 0.1691323318 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.530000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-1A N/A 37959PAE7 11659046.75 PA USD 10848288.30 0.0839002616 Long ABS-O CORP US Y 2 2041-04-17 Fixed 1.860000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A N/A 88315LAJ7 390372.66 PA USD 374447.41 0.0028959625 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-3 N/A 89169DAC5 2300000.00 PA USD 2245917.80 0.0173698454 Long ABS-CBDO CORP US Y 2 2057-07-25 Variable 3.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-2 N/A 89173HAC0 5084264.01 PA USD 5039552.99 0.0389757170 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-2 N/A 89173HAD8 946000.00 PA USD 917878.26 0.0070988366 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_15-3 549300ZHISOOIT5VZP03 89172HAE7 2637267.33 PA USD 2621472.74 0.0202743735 Long ABS-CBDO CORP US Y 2 2054-03-25 Variable 4.207340000000 N N N N N N HALST 2026-A N/A 448970AB9 7714000.00 PA USD 7700893.91 0.0595584295 Long ABS-O CORP US Y 2 2028-05-15 Fixed 3.850000000000 N N N N N N HALST 2026-A N/A 448970AD5 11510000.00 PA USD 11465985.76 0.0886775110 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.970000000000 N N N N N N HARUS 2023-1A N/A 417923AS8 1213000.00 PA USD 1204096.58 0.0093124385 Long ABS-O CORP KY Y 2 2037-01-15 Variable 5.423100000000 N N N N N N HACLN 2026-1 N/A 44644NAV1 15991402.02 PA USD 15883715.92 0.1228440732 Long ABS-O CORP US Y 2 2034-02-20 Fixed 4.503000000000 N N N N N N VFI 2025-1A N/A 91824UAA4 2522418.00 PA USD 2528910.70 0.0195585021 Long ABS-O CORP US Y 2 2030-06-24 Fixed 4.780000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3 N/A 14688GAC8 343277.80 PA USD 344514.29 0.0026644608 Long ABS-O CORP US Y 2 2028-08-10 Fixed 5.820000000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3 N/A 224936AA2 721212.60 PA USD 721958.33 0.0055835991 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.390000000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2 N/A 17295FAD6 1299737.94 PA USD 1304608.06 0.0100897906 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.830000000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2 N/A 17295FAE4 6081000.00 PA USD 6144436.99 0.0475208491 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.740000000000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_23-2 5493000HT7H4OFOD6Z12 165183CZ5 1402384.92 PA USD 1407610.21 0.0108864055 Long ABS-O CORP US Y 2 2035-10-15 Fixed 6.160000000000 N N N N N N CARMX 2024-1 N/A 14318WAD9 6199857.20 PA USD 6227155.17 0.0481605884 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.920000000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_24-A1 N/A 161571HV9 15114000.00 PA USD 15175529.09 0.1173669823 Long ABS-O CORP US N 2 2029-01-15 Fixed 4.600000000000 N N N N N N CHAOT 2024-1A N/A 16144BAC2 2591588.43 PA USD 2608065.75 0.0201706843 Long ABS-O CORP US Y 2 2029-05-25 Fixed 5.130000000000 N N N N N N CRVNA 2024-P2 N/A 14688PAC8 1036237.76 PA USD 1042575.39 0.0080632396 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.330000000000 N N N N N N CMXS 2024-A N/A 14319FAF0 1438000.00 PA USD 1460898.71 0.0112985367 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.620000000000 N N N N N N CPS 2024-C N/A 223920AB5 2733902.67 PA USD 2738317.92 0.0211780498 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.680000000000 N N N N N N CPTRS 2024-1A N/A 14077AAB2 12975167.51 PA USD 13151655.74 0.1017144205 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.580000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-4 N/A 16144YAC2 4784374.07 PA USD 4811487.12 0.0372118639 Long ABS-O CORP US Y 2 2029-07-25 Fixed 4.940000000000 N N N N N N CARMX 2024-3 N/A 14319GAD3 7497783.43 PA USD 7542785.13 0.0583356220 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.890000000000 N N N N N N CLARUS 2024-1A N/A 18271JAB8 4173876.74 PA USD 4182570.93 0.0323478493 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.710000000000 N N N N N N CPS 2024-D N/A 22411JAB1 506699.60 PA USD 507236.19 0.0039229460 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.650000000000 N N N N N N CARMX 2024-4 N/A 14290DAB7 530030.33 PA USD 530204.71 0.0041005837 Long ABS-O CORP US N 2 2027-12-15 Fixed 4.670000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3 N/A 14687WAC4 2059304.13 PA USD 2061256.35 0.0159416806 Long ABS-O CORP US Y 2 2029-01-10 Fixed 4.530000000000 N N N N N N CAALT 2024-1A N/A 22537GAA8 1295143.23 PA USD 1299529.88 0.0100505162 Long ABS-O CORP US Y 2 2034-03-15 Fixed 5.680000000000 N N N N N N CARMX 2025-1 N/A 14319WAB2 694588.05 PA USD 695336.82 0.0053777093 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.630000000000 N N N N N N CLAST 2025-1A N/A 14856VAA5 1227904.71 PA USD 1235291.78 0.0095537011 Long ABS-O CORP US Y 2 2050-02-15 Fixed 5.783000000000 N N N N N N CCG RECEIVABLES TRUST CCG_23-1 N/A 12512XAC7 6000000.00 PA USD 6030000.00 0.0466357976 Long ABS-O CORP US Y 2 2030-09-16 Fixed 5.990000000000 N N N N N N CNH 2025-A N/A 12674BAD7 8000000.00 PA USD 8021288.00 0.0620363456 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.360000000000 N N N N N N CCG RECEIVABLES TRUST CCG_23-1 N/A 12512XAB9 385702.54 PA USD 386243.29 0.0029871914 Long ABS-O CORP US Y 2 2030-09-16 Fixed 5.820000000000 N N N N N N CPS 2025-B N/A 12630SAB7 3214000.00 PA USD 3226708.16 0.0249552419 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.790000000000 N N N N N N CPS 2025-B N/A 12630SAA9 3440671.78 PA USD 3446238.79 0.0266530837 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.740000000000 N N N N N N CRVNA 2024-N1 N/A 14687QAD5 3263376.76 PA USD 3279664.27 0.0253648025 Long ABS-O CORP US Y 2 2030-05-10 Fixed 5.630000000000 N N N N N N CNH 2025-B N/A 12675EAD0 2000000.00 PA USD 2001246.00 0.0154775628 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.300000000000 N N N N N N CEFI 2025-1A N/A 20166TAA2 10227566.46 PA USD 10251376.23 0.0792837657 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.830000000000 N N N N N N CAALT 2025-2A N/A 224940AA4 14633000.00 PA USD 14590842.33 0.1128450365 Long ABS-O CORP US Y 2 2035-11-15 Fixed 4.500000000000 N N N N N N CERBERUS ONSHORE CLO LLC CERB_25-4 635400YQBXB1DKX6JK08 15674YAA6 5000000.00 PA USD 5003550.00 0.0386972712 Long ABS-O CORP KY Y 2 2038-01-15 Variable 5.153100000000 N N N N N N CLI FUNDING VI LLC 549300NQLBWJD5AREU05 12563LAN7 4200786.50 PA USD 3946189.43 0.0305196835 Long ABS-O CORP US Y 2 2045-09-18 Fixed 2.080000000000 N N N N N N CLI FUNDING LLC CLIF_20-2 N/A 12563LAQ0 1902782.10 PA USD 1788999.54 0.0138360565 Long ABS-O CORP US Y 2 2045-09-15 Fixed 2.030000000000 N N N N N N CLI FUNDING VI LLC N/A 12563LAS6 3309636.31 PA USD 3106606.67 0.0240263814 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.070000000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_18-60A 549300KI3ILQQHC87U86 26251NAB6 127839.26 PA USD 127969.66 0.0009897126 Long ABS-O CORP KY Y 2 2031-07-15 Variable 4.984710000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_15-37A 254900I0IPNA482LDS44 26249MAN7 158336.97 PA USD 158449.39 0.0012254417 Long ABS-O CORP KY Y 2 2031-01-15 Variable 5.034710000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJU2 3030048.00 PA USD 3097490.81 0.0239558797 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPJ6 16460333.17 PA USD 16826707.27 0.1301371335 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVVR9 32490.29 PA USD 33213.46 0.0002568717 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0VA0 778032.37 PA USD 782348.12 0.0060506515 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKP1 978622.89 PA USD 1000405.08 0.0077370960 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_26-1 N/A 42806MEF2 2650000.00 PA USD 2664893.00 0.0206101842 Long ABS-O CORP US Y 2 2030-11-25 Fixed 5.090000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_26-2 N/A 42806MEL9 3174000.00 PA USD 3193805.76 0.0247007760 Long ABS-O CORP US Y 2 2032-11-25 Fixed 5.400000000000 N N N N N N KAPITUS ASSET SECURITIZATION VI LLC N/A 48554WAA6 962000.00 PA USD 961990.38 0.0074399981 Long ABS-O CORP US Y 2 2033-05-10 Fixed 5.360000000000 N N N N N N LPATH 2026-1A N/A 53229YAA7 2500000.00 PA USD 2503920.00 0.0193652249 Long ABS-O CORP US Y 2 2056-03-25 Fixed 5.597000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-7 N/A 92348KEN9 13431000.00 PA USD 13337721.71 0.1031534478 Long ABS-O CORP US N 2 2031-08-20 Fixed 3.960000000000 N N N N N N VZMT 2025-9 N/A 92348KEV1 18658000.00 PA USD 18600626.65 0.1438565606 Long ABS-O CORP US N 2 2030-10-21 Variable 3.960000000000 N N N N N N LADAR 2026-1A N/A 505708AB3 4278000.00 PA USD 4266149.94 0.0329942463 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.750000000000 N N N N N N MP24 2022-1A 549300110Z5KVNWF6X83 56607WBA5 2159000.00 PA USD 2162108.96 0.0167216710 Long ABS-O CORP KY Y 2 2035-04-20 Variable 5.375230000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1 N/A 02531AAE1 3712315.40 PA USD 3719732.61 0.0287682748 Long ABS-O CORP US Y 2 2030-01-14 Fixed 5.630000000000 N N N N N N AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A 5493000K1GV1VHEHGY40 03236YAB1 866119.94 PA USD 870181.18 0.0067299492 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.090000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1 N/A 023947AD6 3201439.76 PA USD 3219220.56 0.0248973331 Long ABS-O CORP US N 2 2029-01-18 Fixed 5.430000000000 N N N N N N BLAST 2025-1 N/A 10806HAC1 2363122.38 PA USD 2365461.87 0.0182943949 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N BEACN 2021-1A N/A 07359BAA5 7285417.25 PA USD 6758018.61 0.0522662667 Long ABS-O CORP US Y 2 2046-10-22 Fixed 2.250000000000 N N N N N N BAAT 2025-1A N/A 05594BAB2 246658.42 PA USD 246844.40 0.0019090855 Long ABS-O CORP US Y 2 2027-11-22 Fixed 4.520000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2 N/A 361886EB6 7089000.00 PA USD 7128081.66 0.0551283207 Long ABS-O CORP US Y 2 2030-03-15 Fixed 4.640000000000 N N N N N N GFORT 2025-1A N/A 361886DV3 1986000.00 PA USD 1993334.30 0.0154163740 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.590000000000 N N N N N N GCAR 2025-2A N/A 37989BAC6 3202268.16 PA USD 3204974.08 0.0247871513 Long ABS-O CORP US Y 2 2028-03-15 Fixed 4.750000000000 N N N N N N FASST 2025-PC1 254900FJW75GV74X3O58 316929AA6 13501480.07 PA USD 13099027.95 0.1013073991 Long ABS-CBDO CORP US Y 2 2075-05-25 Variable 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWN82 123907.48 PA USD 124594.79 0.0009636115 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427M3E9 3628757.51 PA USD 3709526.39 0.0286893403 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUY98 2002444.98 PA USD 2047015.40 0.0158315416 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425YQT7 1185507.48 PA USD 1211894.51 0.0093727474 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04V7 1911808.40 PA USD 1954361.43 0.0151149592 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLS4 94773.82 PA USD 96883.30 0.0007492919 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N SBALT 2024-B N/A 78437VAE0 1316351.39 PA USD 1318602.35 0.0101980219 Long ABS-O CORP US Y 2 2027-11-22 Fixed 5.560000000000 N N N N N N SCFET 2024-1A N/A 783896AC7 18765416.98 PA USD 19018337.27 0.1470871191 Long ABS-O CORP US Y 2 2032-01-20 Fixed 5.520000000000 N N N N N N SDART 2024-3 N/A 80287LAD1 7975000.00 PA USD 8032547.60 0.0621234269 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.550000000000 N N N N N N SDART 2024-3 N/A 80287LAC3 1299333.26 PA USD 1301429.08 0.0100652045 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.630000000000 N N N N N N SCCU 2024-1A N/A 78436RAE0 2309784.95 PA USD 2319603.85 0.0179397306 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.110000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_24-A2 N/A 87166PAN1 8978000.00 PA USD 9054286.07 0.0700255146 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.930000000000 N N N N N N SDART 2024-4 N/A 802919AC4 541045.01 PA USD 541907.98 0.0041910963 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.850000000000 N N N N N N SDART 2024-4 N/A 802919AD2 917000.00 PA USD 922004.07 0.0071307455 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.930000000000 N N N N N N SBALT 2024-C N/A 78398DAC1 1143330.80 PA USD 1144810.27 0.0088539204 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.560000000000 N N N N N N SLAM 2024-1A N/A 83100AAA0 422586.51 PA USD 419933.51 0.0032477503 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.335000000000 N N N N N N SFAST 2024-3A N/A 78436XAC1 6020576.55 PA USD 6040805.69 0.0467193684 Long ABS-O CORP US Y 2 2030-06-20 Fixed 4.550000000000 N N N N N N SDART 2024-5 N/A 802920AD0 2735193.48 PA USD 2737600.45 0.0211725009 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.620000000000 N N N N N N SSTRT 2025-A 254900DVX7EZK9JMUP63 81378RAB0 650620.34 PA USD 655900.12 0.0050727073 Long ABS-O CORP US Y 2 2031-07-25 Fixed 5.038000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAC4 2972000.00 PA USD 3010597.36 0.0232838490 Long ABS-O CORP US Y 2 2033-11-21 Fixed 5.110000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAB6 2731753.63 PA USD 2739271.42 0.0211854241 Long ABS-O CORP US Y 2 2030-07-22 Fixed 4.820000000000 N N N N N N STEELE CREEK CLO LTD STCR_19-2A N/A 85817EAU7 10202886.92 PA USD 10198397.65 0.0788740313 Long ABS-O CORP US Y 2 2032-07-15 Variable 4.673100000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST N/A 87166PAP6 7759000.00 PA USD 7828396.50 0.0605445298 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.780000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-3 N/A 92348KDY6 9867000.00 PA USD 9901347.03 0.0765766528 Long ABS-O CORP US N 2 2030-03-20 Variable 4.510000000000 N N N N N N VERD 2025-1A N/A 92340GAC4 11438000.00 PA USD 11527616.73 0.0891541627 Long ABS-O CORP US Y 2 2033-05-12 Fixed 4.960000000000 N N N N N N VERD 2025-1A N/A 92340GAB6 7035758.49 PA USD 7057477.88 0.0545822737 Long ABS-O CORP US Y 2 2028-03-13 Fixed 4.850000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3L5 13000000.00 PA USD 13149318.00 0.1016963405 Long DBT CORP US N 2 2028-04-22 Variable 5.707000000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FN8 2500000.00 PA USD 2512030.00 0.0194279474 Long DBT CORP US N 2 2030-04-28 Fixed 4.350000000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FB4 3750000.00 PA USD 3743096.25 0.0289489684 Long DBT CORP US N 2 2028-04-15 Fixed 3.900000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBK2 8502000.00 PA USD 8390419.75 0.0648911969 Long DBT CORP US N 2 2031-02-15 Fixed 4.100000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAR3 7126000.00 PA USD 7048511.88 0.0545129309 Long DBT CORP US N 2 2030-01-09 Variable 4.238000000000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NU43 8725000.00 PA USD 8630115.63 0.0667449960 Long DBT CORP US N 2 2030-02-08 Variable 4.213000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 6020300.00 PA USD 5685420.81 0.0439708349 Long DBT UST US N 2 2055-11-15 Fixed 4.625000000000 N N N N N N AMERGIN ASSET MANAGEMENT LLC N/A N/A 4320000.00 PA USD 4303800.00 0.0332854305 Long LON CORP US Y 2 2027-11-21 Variable 6.146370000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_22-6 N/A 03465VAA1 12009978.44 PA USD 11967643.27 0.0925573117 Long ABS-CBDO CORP US Y 2 2067-07-25 Variable 4.300000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_19-1 N/A 042859AA6 1642522.00 PA USD 1604543.61 0.0124094811 Long ABS-CBDO CORP US Y 2 2049-01-25 Variable 3.805000000000 N N N N N N BANK_17-BNK4 N/A 06541FBA6 3099000.00 PA USD 3070780.51 0.0237493032 Long ABS-CBDO CORP US N 2 2050-05-15 Fixed 3.625000000000 N N N N N N BMARK 2018-B7 N/A 08162TBB8 1570373.00 PA USD 1561245.99 0.0120746189 Long ABS-CBDO CORP US N 2 2053-05-15 Variable 4.510000000000 N N N N N N BANK BANK_19-BN18 N/A 065402BC2 1613000.00 PA USD 1553631.92 0.0120157320 Long ABS-CBDO CORP US N 2 2062-05-15 Fixed 3.584000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-3 N/A 35563PGG8 2576208.99 PA USD 2504026.19 0.0193660462 Long ABS-CBDO USGA US N 2 2057-08-25 Variable 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USGK1 53178.73 PA USD 50572.55 0.0003911262 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GUJ3 3086.03 PA USD 2893.15 0.0000223755 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KJY1 670483.66 PA USD 702841.87 0.0054357531 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KXL3 271459.26 PA USD 284568.57 0.0022008428 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ANYC1 431320.40 PA USD 435677.60 0.0033695145 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EGC93 23980.48 PA USD 25137.27 0.0001944107 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 6.000000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_16-DNA3 N/A 3137G0KQ1 3409756.71 PA USD 3419846.18 0.0264489642 Long ABS-CBDO CORP US N 2 2028-12-25 Variable 8.726580000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBPW0 4028314.73 PA USD 3910043.41 0.0302401315 Long ABS-MBS USGA US N 2 2059-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWE58 19152124.10 PA USD 17986142.78 0.1391041650 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF57 818248.16 PA USD 810542.72 0.0062687075 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2560965.39 PA USD 2591761.00 0.0200445840 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWCL5 11558.81 PA USD 10584.75 0.0000818621 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N55Y6 29410.53 PA USD 29679.17 0.0002295376 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENL0 907630.90 PA USD 930902.56 0.0071995661 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGJ6 2967952.67 PA USD 3050951.47 0.0235959462 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF73 6101722.74 PA USD 6272973.69 0.0485149472 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FIVE 2023-V1 MORTGAGE TRUST N/A 337964AC4 7079000.00 PA USD 7183330.30 0.0555556116 Long ABS-CBDO CORP US N 2 2056-02-10 Variable 5.667900000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 423484.21 PA USD 427306.58 0.0033047733 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP46 254997.35 PA USD 262102.60 0.0020270918 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHA4 2149653.30 PA USD 2204119.07 0.0170465756 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES50 727105.32 PA USD 733347.52 0.0056716827 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF97 4039900.87 PA USD 4223308.33 0.0326629109 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFJ5 1235273.74 PA USD 1293955.42 0.0100074035 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF89 1535594.11 PA USD 1606117.81 0.0124216559 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ88 1127425.52 PA USD 1193530.99 0.0092307247 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJY1 2393638.66 PA USD 2480728.81 0.0191858651 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ96 1568040.16 PA USD 1658563.12 0.0128272660 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKA1 1677447.98 PA USD 1773278.91 0.0137144737 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKB9 922814.29 PA USD 974980.98 0.0075404669 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKC7 618324.21 PA USD 646490.11 0.0049999307 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKD5 1747942.18 PA USD 1830981.67 0.0141607447 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKF0 1910226.19 PA USD 1999248.46 0.0154621139 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKG8 503474.53 PA USD 538296.34 0.0041631640 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHT3 2002239.40 PA USD 2019428.63 0.0156181866 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHG1 1208096.44 PA USD 1218353.18 0.0094226986 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 435598.69 PA USD 439196.74 0.0033967314 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ94 2954088.82 PA USD 2980149.79 0.0230483686 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2F3 636021.05 PA USD 653939.04 0.0050575404 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2E5 7962545.39 PA USD 8333663.71 0.0644522478 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZG4 1945240.27 PA USD 1968666.80 0.0152255964 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFD5 519740.89 PA USD 525824.98 0.0040667110 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQG43 678872.80 PA USD 703009.44 0.0054370491 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQG35 1172608.89 PA USD 1232461.19 0.0095318094 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMB6 2733363.36 PA USD 2794202.56 0.0216102596 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBP1 5364056.37 PA USD 5483449.54 0.0424087965 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGUC6 1306472.31 PA USD 1335551.77 0.0103291081 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGU36 824175.27 PA USD 842519.76 0.0065160168 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYK9 1120555.69 PA USD 1126771.41 0.0087144085 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLLW6 217319.20 PA USD 219114.26 0.0016946216 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 1251920.03 PA USD 1261930.38 0.0097597230 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQ3V6 135178.17 PA USD 138774.72 0.0010732786 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTQ29 448128.46 PA USD 459302.99 0.0035522324 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSF45 17583.98 PA USD 18372.45 0.0001420919 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMKJ9 107483.34 PA USD 111304.91 0.0008608281 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMC4 4158464.73 PA USD 4324096.38 0.0334424019 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRH7 128293.18 PA USD 132231.52 0.0010226737 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGZD9 257242.73 PA USD 264243.08 0.0020436462 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AN2 13088029.00 PA USD 13390153.06 0.1035589500 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.601900000000 N N N N N N BANK5 2024-5YR8 N/A 065923AY0 710000.00 PA USD 732569.48 0.0056656653 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.884000000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AS1 300000.00 PA USD 307354.80 0.0023770707 Long ABS-CBDO CORP US N 2 2057-08-15 Variable 6.064120000000 N N N N N N BMO 2024-5C6 N/A 05593QAC8 386000.00 PA USD 391691.57 0.0030293282 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.316100000000 N N N N N N BMARK 2024-V10 N/A 08163UAC3 317355.00 PA USD 321913.17 0.0024896646 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.277400000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1 N/A 10570FAA3 1509598.03 PA USD 1515245.44 0.0117188524 Long ABS-CBDO CORP US Y 2 2063-12-01 Variable 5.943000000000 N N N N N N BX 2024-FNX N/A 05593TAA6 11736137.97 PA USD 11760173.58 0.0909527488 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.069390000000 N N N N N N BRDGE 2024-SFR1 N/A 10806DAA4 7104607.99 PA USD 6876244.58 0.0531806220 Long ABS-CBDO CORP US Y 2 2040-08-17 Fixed 4.000000000000 N N N N N N BMARK 2024-V11 N/A 081921AZ1 2000000.00 PA USD 2070220.00 0.0160110051 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 5.909000000000 N N N N N N BMARK 2024-V11 N/A 081921BC1 1930000.00 PA USD 1978265.44 0.0152998320 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 6.201000000000 N N N N N N BANK5 2024-5YR11 N/A 06644WBL1 1881000.00 PA USD 1931692.95 0.0149396420 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 6.139000000000 N N N N N N BANK5 2024-5YR11 N/A 06644WBD9 12895945.00 PA USD 13302915.23 0.1028842558 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 5.893000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBG0 2085000.00 PA USD 2156565.54 0.0166787984 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.902000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBP0 1798000.00 PA USD 1846418.34 0.0142801313 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 6.122000000000 N N N N N N BBCMS 2024-5C31 N/A 07336YAD7 1719000.00 PA USD 1753563.93 0.0135619988 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.852000000000 N N N N N N BX 2025-BIO3 N/A 123911AA7 15330000.00 PA USD 15496790.40 0.1198516055 Long ABS-CBDO CORP US Y 2 2042-02-10 Fixed 6.138200000000 N N N N N N BRAVO 2025-NQM1 N/A 10569MAC7 7008181.60 PA USD 7045780.49 0.0544918065 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.604000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWHG1 19599.90 PA USD 19766.30 0.0001528718 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQS56 292756.23 PA USD 300706.32 0.0023256516 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQWR3 1577715.93 PA USD 1619126.24 0.0125222626 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLXW3 1114016.24 PA USD 1120769.41 0.0086679893 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPW20 107557.36 PA USD 103776.72 0.0008026053 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 4182.17 PA USD 4214.79 0.0000325970 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJG9 2448046.22 PA USD 2510816.57 0.0194185628 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0HA3 16813762.99 PA USD 17491155.87 0.1352759545 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXV7 15969570.81 PA USD 16341901.35 0.1263876624 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJM6 8019320.65 PA USD 8199811.50 0.0634170397 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FS COMMERCIAL TRUST FS_23-4SZN N/A 30334RAA2 4347000.00 PA USD 4378915.67 0.0338663723 Long ABS-CBDO CORP US Y 2 2039-11-10 Fixed 7.066260000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXW5 43464.03 PA USD 45195.20 0.0003495380 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJT1 55271.57 PA USD 57473.04 0.0004444944 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW48 12962104.22 PA USD 13275864.91 0.1026750496 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0QE5 22918194.59 PA USD 23538269.26 0.1820441064 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJF1 335756.90 PA USD 338540.66 0.0026182610 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 1123705.51 PA USD 1150132.82 0.0088950848 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKP7 4362565.19 PA USD 4459667.17 0.0344909014 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY60 16438516.42 PA USD 16918225.21 0.1308449299 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY78 3043387.51 PA USD 3175452.27 0.0245588308 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTVW7 660696.83 PA USD 679377.37 0.0052542795 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6PA5 469876.82 PA USD 481735.57 0.0037257251 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTN63 1030351.57 PA USD 1056987.19 0.0081746999 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWT0 1074415.09 PA USD 1106748.54 0.0085595524 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6QW6 246357.81 PA USD 251841.24 0.0019477309 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZ83 1048067.10 PA USD 1077701.20 0.0083349013 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWU7 529931.81 PA USD 543306.76 0.0042019144 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6P80 790126.28 PA USD 794633.95 0.0061456697 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTLZ0 1625969.65 PA USD 1634988.90 0.0126449439 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 340700.00 PA USD 235216.08 0.0018191525 Long DBT UST US N 2 2041-02-15 Fixed 1.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 3750000.00 PA USD 3709232.63 0.0286870684 Long DBT UST US N 2 2026-10-31 Fixed 1.125000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL35 2896492.27 PA USD 2913399.10 0.0225321212 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSXC7 211911.05 PA USD 221596.87 0.0017138220 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSW87 275712.18 PA USD 287368.19 0.0022224950 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVD7 767767.03 PA USD 801011.34 0.0061949922 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVH8 918777.72 PA USD 933898.04 0.0072227330 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVA3 813936.18 PA USD 822532.16 0.0063614334 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N DRVPNK_25-1 N/A 05330QAB8 3204748.04 PA USD 3207212.49 0.0248044631 Long ABS-O CORP US Y 2 2028-04-10 Fixed 4.720000000000 N N N N N N DRIVE 2025-1 N/A 262102AC0 5896000.00 PA USD 5912125.56 0.0457241611 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.730000000000 N N N N N N DRIVE 2025-1 N/A 262102AE6 467000.00 PA USD 469905.21 0.0036342296 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.990000000000 N N N N N N DRIVE 2025-1 N/A 262102AB2 524425.59 PA USD 524639.03 0.0040575389 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.870000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 58476500.00 PA USD 57919150.00 0.4479445702 Long DBT UST US N 2 2027-04-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 152100.00 PA USD 124722.00 0.0009645953 Long DBT UST US N 2 2042-05-15 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 33776100.00 PA USD 33647825.13 0.2602310387 Long DBT UST US N 2 2027-08-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 626890000.00 PA USD 623334593.37 4.8208467578 Long DBT UST US N 2 2027-09-30 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVEU4 903822.06 PA USD 911293.05 0.0070479068 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGU2 1607478.33 PA USD 1622397.34 0.0125475612 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N DLLMT 2024-1A N/A 23347AAE1 4649791.60 PA USD 4671775.81 0.0361313418 Long ABS-O CORP US Y 2 2028-08-21 Fixed 4.840000000000 N N N N N N DLLAA 2025-1 LLC N/A 233249AD3 3555000.00 PA USD 3595214.16 0.0278052537 Long ABS-O CORP US Y 2 2033-04-20 Fixed 5.080000000000 N N N N N N DLLMT 2024-1A N/A 23347AAG6 3000000.00 PA USD 3032250.00 0.0234513097 Long ABS-O CORP US Y 2 2032-04-20 Fixed 4.980000000000 N N N N N N DRIVE 2025-2 N/A 262103AD6 1312000.00 PA USD 1311944.90 0.0101465335 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.140000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6X3 484656.37 PA USD 491410.06 0.0038005473 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APCK8 176652.25 PA USD 181459.49 0.0014034010 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N DRIVE 2025-2 N/A 262103AF1 3041000.00 PA USD 3021862.99 0.0233709769 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.390000000000 N N N N N N DRIVE 2025-2 N/A 262103AC8 960731.15 PA USD 961297.02 0.0074346357 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.290000000000 N N N N N N BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1 N/A 06742LBF9 30733000.00 PA USD 30555363.26 0.2363140526 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.970000000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_22-113 254900XN9Y85HJGYJ219 26253EBK3 3000000.00 PA USD 3003270.00 0.0232271794 Long ABS-O CORP JE Y 2 2037-10-15 Variable 4.763100000000 N N N N N N BLKMM 2025-2A N/A 09264MAA1 11109920.95 PA USD 11118697.79 0.0859915987 Long ABS-O CORP US Y 2 2033-11-21 Variable 4.911100000000 N N N N N N DRSLF 2022-112A N/A 26243DAW3 3000000.00 PA USD 2998230.00 0.0231882003 Long ABS-O CORP JE Y 2 2036-11-15 Variable 4.791070000000 N N N N N N DEXT 2025-2 N/A 252153AB7 12622130.30 PA USD 12623960.51 0.0976332450 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.100000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3 N/A 301989AE9 230684.49 PA USD 230952.78 0.0017861803 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.210000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_24-1 N/A 29375PAB6 2671160.07 PA USD 2684376.97 0.0207608725 Long ABS-O CORP US Y 2 2030-03-20 Fixed 5.230000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_24-1 N/A 29375PAC4 1520000.00 PA USD 1537887.36 0.0118939641 Long ABS-O CORP US Y 2 2030-09-20 Fixed 5.160000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-1 N/A 30167PAD2 497403.50 PA USD 497703.43 0.0038492200 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.290000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-1 N/A 30167PAE0 4255000.00 PA USD 4278100.40 0.0330866707 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.410000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKN2 32308.15 PA USD 32515.57 0.0002514742 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 48074000.00 PA USD 47142566.25 0.3645988689 Long DBT UST US N 2 2030-09-30 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 118830600.00 PA USD 117416801.05 0.9080972092 Long DBT UST US N 2 2028-10-15 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 37423300.00 PA USD 36957634.39 0.2858289814 Long DBT UST US N 2 2028-11-15 Fixed 3.500000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1 N/A 10569XAA7 254038.48 PA USD 231908.17 0.0017935692 Long ABS-CBDO CORP US Y 2 2061-09-25 Variable 2.750000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_22-AHP N/A 05610FAA5 10462963.49 PA USD 10463810.99 0.0809267283 Long ABS-CBDO CORP US Y 2 2039-01-17 Variable 4.617090000000 N N N N N N BINOM SECURITIZATION TRUST BINOM_22-RPL1 N/A 05552CAA2 1664889.26 PA USD 1548267.10 0.0119742407 Long ABS-CBDO CORP US Y 2 2061-02-25 Variable 3.000000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2 N/A 10568KAA6 447590.54 PA USD 445521.78 0.0034456490 Long ABS-CBDO CORP US Y 2 2061-11-25 Variable 5.272000000000 N N N N N N BANK5 2023-5YR1 N/A 06644EAG3 1465000.00 PA USD 1497282.74 0.0115799295 Long ABS-CBDO CORP US N 2 2056-04-15 Variable 6.260000000000 N N N N N N BBCMS 2018-TALL N/A 05548WAA5 6045000.00 PA USD 5740446.86 0.0443964043 Long ABS-CBDO CORP US Y 2 2037-03-15 Variable 4.546100000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AF0 1996000.00 PA USD 2074323.04 0.0160427379 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 7.354530000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AC7 971000.00 PA USD 1000317.40 0.0077364179 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 6.534000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C6 N/A 055985AE5 370000.00 PA USD 387518.76 0.0029970558 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 5.956200000000 N N N N N N BANK5 BANK5_23-5YR3 N/A 06211EAP6 4885000.00 PA USD 5129489.37 0.0396712816 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 7.558890000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23 N/A 05493QAD7 388000.00 PA USD 406914.22 0.0031470596 Long ABS-CBDO CORP US N 2 2056-12-15 Variable 7.701200000000 N N N N N N BMARK 2024-V5 N/A 08163XBA0 672000.00 PA USD 694856.06 0.0053739911 Long ABS-CBDO CORP US N 2 2057-01-10 Variable 6.417100000000 N N N N N N BMO 2024-5C3 N/A 09660QAW4 2244000.00 PA USD 2307967.46 0.0178497352 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 6.285800000000 N N N N N N BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2 N/A 05625AAA9 3980119.75 PA USD 3989540.69 0.0308549606 Long ABS-CBDO CORP US Y 2 2041-03-15 Variable 4.969240000000 N N N N N N BX TRUST BX_24-CNYN N/A 05612HAA9 5100743.82 PA USD 5113363.06 0.0395465613 Long ABS-CBDO CORP US Y 2 2041-04-15 Variable 5.068970000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8 N/A 10567MAA3 1141852.04 PA USD 1145413.48 0.0088585856 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 6.394000000000 N N N N N N BMARK 2024-V7 N/A 08163YAC5 4348000.00 PA USD 4513710.98 0.0349088743 Long ABS-CBDO CORP US N 2 2056-05-15 Variable 6.227570000000 N N N N N N BMARK 2024-V8 N/A 08190AAC4 1987000.00 PA USD 2063755.82 0.0159610114 Long ABS-CBDO CORP US N 2 2057-07-15 Variable 6.189000000000 N N N N N N BRAVO 2025-NQM5 254900HGOJX787MBR512 10569RAC6 10462431.69 PA USD 10507482.92 0.0812644854 Long ABS-CBDO CORP US Y 2 2065-02-25 Variable 5.496000000000 N N N N N N BFLD 2025-5MW N/A 088921AA9 7318000.00 PA USD 7265083.54 0.0561878882 Long ABS-CBDO CORP US Y 2 2042-10-10 Variable 4.829990000000 N N N N N N BX 2025-VOLT N/A 05619PAC0 2998000.00 PA USD 3006049.63 0.0232486770 Long ABS-CBDO CORP US Y 2 2044-12-15 Variable 5.727090000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 N/A 96042XAF2 193355.47 PA USD 193715.30 0.0014981870 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.740000000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HBF4 10000000.00 PA USD 9948120.00 0.0769383932 Long DBT CORP US N 2 2029-03-16 Fixed 4.100000000000 N N N N N N BX 2025-VOLT N/A 05619PAA4 24862000.00 PA USD 24919456.08 0.1927261543 Long ABS-CBDO CORP US Y 2 2044-12-15 Variable 5.327090000000 N N N N N N BANK5 2025-5YR18 N/A 06604CAF7 2247000.00 PA USD 2256718.28 0.0174533760 Long ABS-CBDO CORP US N 2 2058-12-15 Variable 5.466000000000 N N N N N N BOCA 2025-BOCA N/A 05619RAB8 1057000.00 PA USD 1060280.93 0.0082001736 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.527090000000 N N N N N N BOCA 2025-BOCA N/A 05619RAA0 18155000.00 PA USD 18206160.79 0.1408057761 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.227090000000 N N N N N N BX 2025-ARIA N/A 05619TAA6 26000000.00 PA USD 26136916.00 0.2021419445 Long ABS-CBDO CORP US Y 2 2042-12-13 Variable 5.198760000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R06 N/A 20754YAB7 3614635.80 PA USD 3613222.48 0.0279445294 Long ABS-CBDO CORP US Y 2 2045-09-25 Variable 4.562100000000 N N N N N N CAS 2026-R02 N/A 20753EAC0 4717813.99 PA USD 4719913.42 0.0365036363 Long ABS-CBDO CORP US Y 2 2046-02-25 Variable 4.662100000000 N N N N N N COLT FUNDING LLC COLT_25-1 21380069FFOP8RZNF423 196920AC6 6985865.41 PA USD 7030805.48 0.0543759903 Long ABS-CBDO CORP US Y 2 2070-01-25 Variable 5.699000000000 N N N N N N CONE 2026-DFW3 N/A 20681AAA9 8797000.00 PA USD 8772720.28 0.0678478951 Long ABS-CBDO CORP US Y 2 2043-05-15 Variable 5.750630000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQHZ2 282366.20 PA USD 284827.87 0.0022028482 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHS5 54136.31 PA USD 53523.11 0.0004139458 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLB98 1108316.28 PA USD 1100890.56 0.0085142470 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGY3 2282580.06 PA USD 2259206.44 0.0174726193 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQAR7 1738304.05 PA USD 1727104.16 0.0133573599 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHE6 577706.99 PA USD 571905.66 0.0044230973 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET75 593200.81 PA USD 607804.23 0.0047007355 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAJL8 61445.37 PA USD 63061.81 0.0004877177 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C3XD3 198006.77 PA USD 204835.43 0.0015841897 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNAZ6 21507.64 PA USD 21677.12 0.0001676500 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNXA6 20754.79 PA USD 20926.72 0.0001618465 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HBG2 11555000.00 PA USD 11501719.90 0.0889538775 Long DBT CORP US N 2 2031-03-18 Fixed 4.400000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAL2 8000000.00 PA USD 7932100.00 0.0613465689 Long DBT USGA CA Y 2 2027-04-13 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 63000000.00 PA USD 62974466.10 0.4870421984 Long DBT UST US N 2 2027-05-31 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 8476000.00 PA USD 8451921.38 0.0653668483 Long DBT UST US N 2 2028-07-15 Fixed 3.875000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUB96 9722867.39 PA USD 9999881.60 0.0773387155 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 257611.32 PA USD 259266.73 0.0020051593 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUCE4 88470.86 PA USD 90703.69 0.0007014990 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKUR9 838914.54 PA USD 850604.81 0.0065785462 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQFA9 3359841.47 PA USD 3454138.78 0.0267141819 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKV0 10195807.47 PA USD 10508808.56 0.0812747379 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK66 824818.40 PA USD 836312.24 0.0064680080 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK58 587923.98 PA USD 591856.02 0.0045773926 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 12220700.00 PA USD 12211974.42 0.0944469598 Long DBT UST US N 2 2027-07-31 Fixed 3.875000000000 N N N N N N BMO 2025-5C9 N/A 096933AG1 2971000.00 PA USD 3068742.93 0.0237335447 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 6.164600000000 N N N N N N BMO 2025-5C9 N/A 096933AC0 4599000.00 PA USD 4738970.57 0.0366510236 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 5.778500000000 N N N N N N BMARK 2025-V14 N/A 08164BAG5 276000.00 PA USD 284274.76 0.0021985705 Long ABS-CBDO CORP US N 2 2057-04-15 Variable 6.089800000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNR71 126931.34 PA USD 127950.47 0.0009895642 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSQW4 1537247.47 PA USD 1610274.41 0.0124538029 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7A2 3168044.50 PA USD 3186764.47 0.0246463189 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6E5 396340.25 PA USD 402815.26 0.0031153584 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515 N/A 3137HBPD0 22724000.00 PA USD 23235903.55 0.1797056212 Long ABS-CBDO USGA US N 2 2029-01-25 Fixed 5.400000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNT79 13806240.72 PA USD 14356143.29 0.1110298828 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6X3 90595.05 PA USD 93200.47 0.0007208090 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQBX4 2962507.60 PA USD 3070259.93 0.0237452771 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNY57 1395265.71 PA USD 1438097.58 0.0111221936 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKR9 966851.34 PA USD 989247.48 0.0076508035 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL43 4004166.02 PA USD 4093290.75 0.0316573597 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FAX5 4941540.06 PA USD 5051528.86 0.0390683379 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DS3L4 1425287.94 PA USD 1464375.04 0.0113254226 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GH0 1060551.22 PA USD 1073215.26 0.0083002072 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GJ6 1482348.53 PA USD 1524632.52 0.0117914517 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2D8 535113.99 PA USD 541503.79 0.0041879703 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWS2 439427.04 PA USD 451851.40 0.0034946021 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXM4 1495183.10 PA USD 1566781.44 0.0121174299 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CVGA6 674269.99 PA USD 708433.90 0.0054790017 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WGEY7 1112603.90 PA USD 1168978.43 0.0090408361 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPL7 4677037.81 PA USD 4924831.95 0.0380884687 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTHC6 12194128.76 PA USD 12729475.40 0.0984492933 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUA56 855651.77 PA USD 867701.06 0.0067107680 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6TF0 1085742.97 PA USD 1139938.92 0.0088162456 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWML4 552700.53 PA USD 565002.54 0.0043697088 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMK6 151968.87 PA USD 152811.84 0.0011818411 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3E8 136120.49 PA USD 136955.18 0.0010592063 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3D0 147910.68 PA USD 151276.39 0.0011699660 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUPS0 359070.01 PA USD 375482.02 0.0029039641 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6W33 56120.14 PA USD 56707.10 0.0004385706 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLU5 49611.25 PA USD 50737.47 0.0003924017 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6G0 1148384.00 PA USD 1196216.49 0.0092514942 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N PROGRESS RESIDENTIAL 2026-SFR2 TRUST N/A 74334KAA5 6233000.00 PA USD 6023290.72 0.0465839083 Long ABS-CBDO CORP US Y 2 2043-05-17 Fixed 4.240000000000 N N N N N N PRKCM_21-AFC2 TRUST N/A 69361JAA4 5871773.16 PA USD 5179984.33 0.0400618078 Long ABS-CBDO CORP US Y 2 2056-11-25 Variable 2.071000000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3 N/A 74331UAA6 613876.03 PA USD 605945.37 0.0046863591 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.200000000000 N N N N N N WFCM 2025-1918 N/A 95004QAA6 414000.00 PA USD 409901.81 0.0031701655 Long ABS-CBDO CORP US Y 2 2040-09-15 Variable 5.761340000000 N N N N N N ASCENSION HEALTH N/A 04351LAD2 5101000.00 PA USD 5035518.46 0.0389445141 Long DBT CORP US N 2 2030-11-15 Fixed 4.294000000000 N N N N N N ABPCI DIRECT LENDING FUND IV LTD ABPCI_19-6A 25490067CZLTG0JZ0F97 00086GAY7 3000000.00 PA USD 2990250.00 0.0231264832 Long ABS-O CORP KY Y 2 2037-01-27 Variable 5.066590000000 N N N N N N FORDF 2025-1 5493001DTG5N7T8BG747 34529BAA4 4155000.00 PA USD 4178700.12 0.0323179126 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.630000000000 N N N N N N FLATIRON CLO 28 LTD FLAT_24-1A 254900U51J2X527SRJ56 33884EAQ4 7269000.00 PA USD 7273506.78 0.0562530332 Long ABS-O CORP KY Y 2 2036-07-15 Variable 4.753100000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2 N/A 34528QJU9 17336000.00 PA USD 17242749.66 0.1333547900 Long ABS-O CORP US N 2 2030-09-15 Fixed 4.060000000000 N N N N N N FCBSL 2020-1A N/A 34962XAN2 3385235.10 PA USD 3386386.08 0.0261901851 Long ABS-O CORP US Y 2 2033-10-20 Variable 4.775230000000 N N N N N N FIAOT 2025-1A N/A 32059WAC6 12666345.60 PA USD 12676326.68 0.0980382431 Long ABS-O CORP US Y 2 2028-12-15 Fixed 4.310000000000 N N N N N N FIAOT 2025-1A N/A 32059WAE2 8594000.00 PA USD 8587769.35 0.0664174915 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.250000000000 N N N N N N GCI FUNDING I LLC GCI_21-1 N/A 36166VAE5 4087958.14 PA USD 3773957.99 0.0291876519 Long ABS-O CORP US Y 2 2046-06-18 Fixed 2.380000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1 N/A 36265UAA5 2325000.00 PA USD 2378570.33 0.0183957752 Long ABS-O CORP US Y 2 2035-10-11 Fixed 5.910000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1 N/A 361886CR3 16100000.00 PA USD 16110529.40 0.1245982403 Long ABS-O CORP US Y 2 2028-06-15 Fixed 5.340000000000 N N N N N N GCAR 2025-2A N/A 37989BAG7 1983000.00 PA USD 1996482.42 0.0154407214 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.970000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 149499.46 0.0011562233 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-25 0.000000000000 USD 0.000000000000 USD 13803305.000000000000 USD 149499.459999999992 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 82575.47 0.0006386356 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-26 0.000000000000 USD 0.000000000000 USD 10405568.000000000000 USD 82575.470000000001 N N N GCAR 2025-2A N/A 37989BAE2 14527000.00 PA USD 14572091.81 0.1127000207 Long ABS-O CORP US Y 2 2029-01-16 Fixed 4.750000000000 N N N N N N GALC 2024-1 N/A 39154TCJ5 1316690.32 PA USD 1323020.97 0.0102321954 Long ABS-O CORP US Y 2 2028-01-18 Fixed 4.980000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 39572.52 0.0003060524 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-26 0.000000000000 USD 0.000000000000 USD 5181548.000000000000 USD 39572.519999999997 N N N GOST 2024-1A 25490083RWI1EQQYLH43 381929AN8 687402.26 PA USD 687649.72 0.0053182576 Long ABS-O CORP US Y 2 2035-07-20 Variable 4.795230000000 N N N N N N GLS AUTO RECEIVABLES TRUST GSAR_25-3 N/A 36272GAC3 2802410.70 PA USD 2808340.60 0.0217196026 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.460000000000 N N N N N N GCAR 2025-3A N/A 37989YAB8 3668862.81 PA USD 3673181.06 0.0284082469 Long ABS-O CORP US Y 2 2028-07-17 Fixed 4.520000000000 N N N N N N GSAR 2025-4A N/A 36273DAB1 5646425.21 PA USD 5637746.65 0.0436021247 Long ABS-O CORP US Y 2 2031-02-18 Fixed 4.170000000000 N N N N N N SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 N/A 78472VAA4 4859386.33 PA USD 4735151.26 0.0366214852 Long ABS-O CORP US Y 2 2075-09-15 Fixed 1.950000000000 N N N N N N STONEPEAK 2021-1 ABS SALTT_21-1A N/A 78433XAA8 1242602.69 PA USD 1220539.04 0.0094396039 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.301000000000 N N N N N N SPRITE LIMITED SPRTE_21-1 N/A 85208UAA2 1528045.52 PA USD 1500701.15 0.0116063674 Long ABS-O CORP US Y 2 2046-11-15 Fixed 3.750000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAL9 10526099.48 PA USD 10561319.81 0.0816808579 Long ABS-O CORP US Y 2 2062-08-15 Fixed 5.970000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAM7 4160083.89 PA USD 4168470.62 0.0322387981 Long ABS-O CORP US Y 2 2062-08-15 Fixed 6.110000000000 N N N N N N SDART 2022-6 N/A 802918AE2 267433.54 PA USD 267587.31 0.0020695104 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.960000000000 N N N N N N SOUND POINT CLO LTD SNDPT_13-3RA 549300HOEGQTNS4MTZ12 83609YAC0 65143.22 PA USD 65159.51 0.0005039412 Long ABS-O CORP KY Y 2 2031-04-18 Variable 5.086840000000 N N N N N N SOUND POINT CLO LTD SNDPT_14-1RA 549300UPX3H8ENJXHI23 83607EAA0 1291954.79 PA USD 1294099.43 0.0100085173 Long ABS-O CORP KY Y 2 2031-07-18 Variable 5.086840000000 N N N N N N SOUND POINT CLO LTD SNDPT_13-3RA 549300HOEGQTNS4MTZ12 83609YAG1 1200000.00 PA USD 1203900.00 0.0093109182 Long ABS-O CORP KY Y 2 2031-04-18 Variable 6.186840000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 N/A 80287FAE2 788915.49 PA USD 800038.41 0.0061874676 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.690000000000 N N N N N N SDART 2023-1 N/A 80287GAE0 5821615.20 PA USD 5852196.14 0.0452606691 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.090000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3 N/A 80285XAD7 146813.88 PA USD 146944.10 0.0011364603 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.610000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3 N/A 80285XAE5 902000.00 PA USD 912936.75 0.0070606192 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.770000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1 N/A 87166PAK7 5633000.00 PA USD 5643961.82 0.0436501926 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.540000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C N/A 83207DAB4 729133.85 PA USD 737039.85 0.0057002390 Long ABS-O CORP US Y 2 2052-11-15 Variable 5.192850000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2 N/A 87166PAL5 3984000.00 PA USD 4009099.20 0.0310062254 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.740000000000 N N N N N N SFUEL 2025-AA N/A 858928AB0 2620694.30 PA USD 2625052.51 0.0203020593 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.630000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2 N/A 87166PAQ4 17351000.00 PA USD 17398021.21 0.1345556544 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.490000000000 N N N N N N SFAST 2025-2A N/A 78398HAB4 1500545.30 PA USD 1502824.63 0.0116227903 Long ABS-O CORP US Y 2 2028-11-20 Fixed 4.520000000000 N N N N N N SSTRT 2025-B N/A 81378WAB9 1281518.38 PA USD 1290890.12 0.0099836966 Long ABS-O CORP US Y 2 2032-12-29 Fixed 4.925000000000 N N N N N N SSTRT 2025-B N/A 81378WAC7 1172452.99 PA USD 1180889.96 0.0091329594 Long ABS-O CORP US Y 2 2032-12-29 Fixed 5.121000000000 N N N N N N SCCU 2025-1A N/A 80620BAB3 11922523.26 PA USD 11946654.45 0.0923949849 Long ABS-O CORP US Y 2 2028-11-15 Fixed 4.670000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A3 N/A 87166PAR2 13956000.00 PA USD 13859675.69 0.1071902207 Long ABS-O CORP US N 2 2031-11-15 Fixed 4.060000000000 N N N N N N SCFET 2025-2A N/A 78439XAE4 1575000.00 PA USD 1543370.85 0.0119363732 Long ABS-O CORP US Y 2 2036-06-20 Fixed 4.820000000000 N N N N N N SDART 2025-4 N/A 802923AB8 10662894.33 PA USD 10667180.81 0.0824995830 Long ABS-O CORP US N 2 2029-01-15 Fixed 4.280000000000 N N N N N N SDART 2025-4 N/A 802923AC6 19220000.00 PA USD 19214964.36 0.1486078258 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.170000000000 N N N N N N SFUEL 2025-CA N/A 85855EAC0 5676000.00 PA USD 5649277.39 0.0436913030 Long ABS-O CORP US Y 2 2029-04-20 Fixed 4.110000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAA3 41617944.52 PA USD 35101032.21 0.2714700887 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAB1 2515741.74 PA USD 2093484.55 0.0161909323 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.990000000000 N N N N N N SEACO_20-1 N/A 37959PAA5 11128929.41 PA USD 10681568.71 0.0826108585 Long ABS-O CORP US Y 2 2040-10-17 Fixed 2.170000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTG34 18981260.66 PA USD 19160102.10 0.1481835231 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTG83 1656024.55 PA USD 1695060.36 0.0131095343 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNJ8 2171780.76 PA USD 2183827.63 0.0168896424 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLM3 813347.55 PA USD 831451.04 0.0064304117 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRA39 7486019.56 PA USD 7597164.49 0.0587561900 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FMBT 2024-FBLU N/A 34461WAA8 5334000.00 PA USD 5348343.13 0.0413638885 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.077090000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVJ0 6520089.19 PA USD 6586952.70 0.0509432493 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425UM28 5455499.70 PA USD 5513671.69 0.0426425335 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMS9 6148046.55 PA USD 6182149.76 0.0478125183 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5EM6 6978.38 PA USD 7356.08 0.0000568917 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNK5 3615432.05 PA USD 3635486.85 0.0281167212 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMY6 510689.71 PA USD 513524.55 0.0039715799 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N GLOBAL SC FINANCE VII SRL N/A 37959PAC1 8847570.99 PA USD 8500595.80 0.0657432944 Long ABS-O CORP US Y 2 2040-11-19 Fixed 2.260000000000 N N N N N N VERD 2024-1A N/A 92339MAB6 3268754.99 PA USD 3316138.86 0.0256468957 Long ABS-O CORP US Y 2 2031-12-12 Fixed 5.680000000000 N N N N N N VERD 2023-1A N/A 92339GAB9 4135543.89 PA USD 4187176.16 0.0323834660 Long ABS-O CORP US Y 2 2031-01-13 Fixed 6.240000000000 N N N N N N VZMT 2024-5 N/A 92348KDB6 2919000.00 PA USD 2968036.28 0.0229546831 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.000000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR1 N/A 74331QAA5 3780577.00 PA USD 3634385.87 0.0281082063 Long ABS-CBDO CORP US Y 2 2041-02-17 Fixed 3.350000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_21-SFR6 N/A 74333HAA3 5650302.55 PA USD 5626543.03 0.0435154763 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.524000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-6 N/A 92348KDE0 7750000.00 PA USD 7752286.25 0.0599558960 Long ABS-O CORP US N 2 2030-08-20 Fixed 4.170000000000 N N N N N N VFET 2024-1A N/A 92887QAB3 170005.05 PA USD 170060.30 0.0013152401 Long ABS-O CORP US Y 2 2027-05-17 Fixed 4.560000000000 N N N N N N PROG 2024-SFR3 N/A 74331VAA4 5576000.57 PA USD 5279920.52 0.0408347106 Long ABS-CBDO CORP US Y 2 2041-06-17 Fixed 3.000000000000 N N N N N N PRKCM TRUST PRKCM_23-AFC4 N/A 69380GAA7 2636743.39 PA USD 2649803.18 0.0204934801 Long ABS-CBDO CORP US Y 2 2058-11-25 Variable 7.225000000000 N N N N N N VALLEY STREAM PARK CLO LTD VYSPK_22-1A 213800DEME82SWN32S20 92013AAT6 8000000.00 PA USD 8004000.00 0.0619026408 Long ABS-O CORP JE Y 2 2037-01-20 Variable 4.865230000000 N N N N N N VIBR 2018-9RA 391200ZTPLYO2APBQC38 92557BAE9 3857000.00 PA USD 3860702.72 0.0298585325 Long ABS-O CORP KY Y 2 2037-04-20 Variable 5.275230000000 N N N N N N VFET 2025-1A N/A 92887TAB7 2317616.82 PA USD 2320548.61 0.0179470374 Long ABS-O CORP US Y 2 2027-11-15 Fixed 4.410000000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 N/A 43815JAC7 86357.44 PA USD 86418.49 0.0006683574 Long ABS-O CORP US N 2 2027-04-21 Fixed 5.040000000000 N N N N N N HAROT 2023-3 N/A 43815QAC1 1054890.35 PA USD 1059921.12 0.0081973909 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.410000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-6 N/A 89176LAA2 128444.87 PA USD 128096.91 0.0009906968 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-2 N/A 89173HAL0 301020.96 PA USD 298374.08 0.0023076141 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.750000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A N/A 891940AC2 1737429.24 PA USD 1739338.67 0.0134519811 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.630000000000 N N N N N N PROG 2025-SFR2 N/A 74334GAA4 3366636.07 PA USD 3176057.54 0.0245635119 Long ABS-CBDO CORP US Y 2 2042-04-17 Fixed 3.305000000000 N N N N N N PROG 2025-SFR3 N/A 74334BAA5 4098000.00 PA USD 3864073.87 0.0298846048 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.390000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-2 N/A 89177JAA6 1639254.90 PA USD 1589603.51 0.0122939349 Long ABS-CBDO CORP US Y 2 2058-12-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-1 N/A 89172EAJ3 1830000.00 PA USD 1809377.73 0.0139936606 Long ABS-CBDO CORP US Y 2 2055-02-25 Variable 4.299760000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A N/A 448988AE5 951957.91 PA USD 952375.82 0.0073656395 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.070000000000 N N N N N N LADAR 2024-1A N/A 501689AE3 1470000.00 PA USD 1480678.08 0.0114515097 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.330000000000 N N N N N N LADAR 2024-1A N/A 501689AD5 4867088.41 PA USD 4880618.92 0.0377465267 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.170000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AC2 1025501.02 PA USD 1028244.24 0.0079524030 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.610000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AD0 4612000.00 PA USD 4651354.20 0.0359734019 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.460000000000 N N N N N N LADAR 2024-3A N/A 505709AF2 142000.00 PA USD 142588.87 0.0011027771 Long ABS-O CORP US Y 2 2030-03-15 Fixed 4.930000000000 N N N N N N LADAR 2024-3A N/A 505709AE5 394000.00 PA USD 395523.99 0.0030589680 Long ABS-O CORP US Y 2 2030-01-15 Fixed 4.740000000000 N N N N N N LADAR 2024-3A N/A 505709AD7 1408000.00 PA USD 1414141.70 0.0109369198 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.600000000000 N N N N N N LADAR 2024-3A N/A 505709AC9 2583671.28 PA USD 2588941.97 0.0200227817 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.520000000000 N N N N N N LBZZ 2025-1X N/A 525938AC0 3456206.01 PA USD 3464680.63 0.0267957122 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.100000000000 N N N N N N PROG 2025-SFR3 N/A 74334BAC1 6000000.00 PA USD 5595426.00 0.0432748183 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.390000000000 N N N N N N PRPM 2025-RPL3 N/A 69392NAA8 3272205.10 PA USD 3171748.40 0.0245301852 Long ABS-CBDO CORP US Y 2 2055-04-25 Variable 3.250000000000 N N N N N N PROG 2025-SFR6 N/A 74334EAA9 1488000.00 PA USD 1431066.14 0.0110678128 Long ABS-CBDO CORP US Y 2 2042-12-17 Variable 4.000000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK 2026-DNA1 N/A 35564UCQ8 11474487.50 PA USD 11474143.27 0.0887406009 Long ABS-CBDO CORP US Y 2 2046-02-25 Variable 4.462100000000 N N N N N N LADAR 2025-2A N/A 505912AB1 1495192.83 PA USD 1496385.99 0.0115729941 Long ABS-O CORP US Y 2 2028-07-17 Fixed 4.300000000000 N N N N N N MONROE CAPITAL MML CLO MCMML_21-2 549300015LLKJVT5UL74 61034VAC7 2802959.36 PA USD 2805818.38 0.0217000959 Long ABS-O CORP KY Y 2 2033-09-14 Variable 5.435620000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C N/A 89231FAD2 2243802.09 PA USD 2252943.34 0.0174241807 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.160000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A N/A 89238DAD0 4610165.28 PA USD 4630164.18 0.0358095190 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.830000000000 N N N N N N MBART 2024-1 N/A 587918AE3 4571000.00 PA USD 4607421.73 0.0356336297 Long ABS-O CORP US N 2 2031-07-15 Fixed 4.790000000000 N N N N N N MBART 2024-1 N/A 587918AD5 5650154.83 PA USD 5673586.02 0.0438793050 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.800000000000 N N N N N N MBALT 2024-A N/A 58770JAD6 3621643.63 PA USD 3638676.22 0.0281413877 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.320000000000 N N N N N N MAGNE 2019-22A 5493000081NBXWGGSW23 55954HAW2 2771000.00 PA USD 2772745.73 0.0214443132 Long ABS-O CORP US Y 2 2036-07-15 Variable 4.923100000000 N N N N N N MERCHANTS FLEET FUNDING LLC MFF_24-1 N/A 588926AF2 9370192.82 PA USD 9425739.32 0.0728983203 Long ABS-O CORP US Y 2 2037-04-20 Fixed 5.820000000000 N N N N N N M&T EQUIPMENT NOTES MTLRF_24-1 N/A 55376YAC9 6103000.00 PA USD 6128650.91 0.0473987601 Long ABS-O CORP US Y 2 2031-08-18 Fixed 4.760000000000 N N N N N N ASPIRE MORTGAGE TRUST 2026-2 N/A 04538HAB1 18093276.00 PA USD 18113902.33 0.1400922526 Long ABS-CBDO CORP US Y 2 2066-04-26 Variable 5.325000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A 35563PAP4 2452088.00 PA USD 2324611.30 0.0179784581 Long ABS-CBDO USGA US N 2 2056-01-25 Variable 3.000000000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-2X N/A 35563PBF5 3780924.01 PA USD 3580466.98 0.0276911996 Long ABS-CBDO USGA US N 2 2056-08-25 Variable 3.000000000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-2X N/A 35563PBC2 3849848.18 PA USD 3619215.33 0.0279908779 Long ABS-CBDO USGA US N 2 2056-08-25 Fixed 3.000000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A N/A 89238DAE8 3293000.00 PA USD 3319465.84 0.0256726264 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.770000000000 N N N N N N TPRK 2021-1A N/A 884887AN0 23898000.00 PA USD 23903974.50 0.1848724573 Long ABS-O CORP KY Y 2 2034-04-15 Variable 4.723100000000 N N N N N N TAST 2025-1A N/A 89617CAA9 11265256.90 PA USD 6533849.00 0.0505325472 Long ABS-O CORP US Y 3 2029-02-15 Fixed 4.940000000000 Y N N N N N TRAL 2018-5A 54930005YIOSJ9Z81114 89300JBJ6 3150000.00 PA USD 3122154.00 0.0241466239 Long ABS-O CORP US Y 2 2034-10-20 Variable 5.413620000000 N N N N N N TCW CLO LTD TCW_19-1R 549300RWQDI4UTTLDE63 87241EAS4 1000000.00 PA USD 1000880.00 0.0077407690 Long ABS-O CORP KY Y 2 2034-08-16 Variable 5.257940000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-2 N/A 89175VAB9 3500000.00 PA USD 3423378.00 0.0264762792 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.500000000000 N N N N N N TRINITAS CLO LTD TRNTS_20-12 254900G1XMKSN9WBVL66 89641GAY8 15998902.32 PA USD 15998102.37 0.1237287338 Long ABS-O CORP US Y 2 2033-04-25 Variable 4.718020000000 N N N N N N TACLN 2025-1 N/A 897926CB5 17720448.05 PA USD 17704995.82 0.1369297847 Long ABS-O CORP US Y 2 2033-09-26 Fixed 4.728000000000 N N N N N N TRL 2020-2A N/A 89656YAB1 11230000.00 PA USD 10847562.35 0.0838946472 Long ABS-O CORP US Y 2 2050-11-19 Fixed 2.560000000000 N N N N N N TRL 2020-1A 549300JQ2JIV94ZI1045 89657AAC0 2360916.87 PA USD 2264459.25 0.0175132443 Long ABS-O CORP US Y 2 2050-10-17 Fixed 1.960000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PCS6 2037328.37 PA USD 1987330.29 0.0153699392 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 4.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PCM9 9039.62 PA USD 8232.08 0.0000636666 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 3.500000000000 N N N N N N MARBLE POINT CLO XV LTD MP15_19-1A 549300CO8XB55W8SS394 56606YBA2 1250000.00 PA USD 1251200.00 0.0096767347 Long ABS-O CORP KY Y 2 2032-07-23 Variable 5.266060000000 N N N N N N MARBLE POINT CLO XV LTD MP15_19-1A 549300CO8XB55W8SS394 56606YAW5 11741381.66 PA USD 11742555.80 0.0908164935 Long ABS-O CORP KY Y 2 2032-07-23 Variable 4.706060000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A 89173UAA5 1265192.02 PA USD 1246630.39 0.0096413935 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-2 N/A 89175VAA1 1959528.21 PA USD 1951750.84 0.0150947690 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.250000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBW7 405000.00 PA USD 402231.42 0.0031108430 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.410000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEH0 10000000.00 PA USD 10212780.00 0.0789852639 Long DBT CORP US N 2 2029-06-01 Fixed 5.100000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-3 N/A 89175MAA1 2982644.95 PA USD 2936810.65 0.0227131853 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-1 N/A 89177BAA3 3277494.57 PA USD 3185744.39 0.0246384296 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.750000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PDD8 11564.87 PA USD 10547.84 0.0000815766 Long ABS-CBDO USGA US N 2 2057-06-25 Variable 3.250000000000 N N N N N N SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 N/A 35564CAA5 8031277.66 PA USD 7854710.02 0.0607480376 Long ABS-CBDO USGA US N 2 2028-06-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-2 N/A 35563PKG3 5625989.62 PA USD 5367312.24 0.0415105949 Long ABS-CBDO USGA US N 2 2058-08-26 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SLST SLST_19-1 N/A 35564CBB2 1329123.76 PA USD 1294715.40 0.0100132812 Long ABS-CBDO USGA US N 2 2029-05-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-1 N/A 35563PJF7 710354.80 PA USD 681373.03 0.0052697139 Long ABS-CBDO USGA US N 2 2058-07-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-4 N/A 35563PML0 1135990.25 PA USD 1065557.72 0.0082409841 Long ABS-CBDO USGA US N 2 2059-02-25 Fixed 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A 89173UAB3 944000.00 PA USD 900070.96 0.0069611156 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 3.000000000000 N N N N N N TPMT 2019-HY2 A1 N/A 89177HAA0 138809.39 PA USD 141278.39 0.0010926419 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 4.698800000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBJ6 3000000.00 PA USD 3002793.00 0.0232234903 Long DBT CORP US N 2 2026-08-06 Fixed 4.929000000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BD7 9447000.00 PA USD 9541980.14 0.0737973225 Long DBT CORP US N 2 2030-04-15 Fixed 4.687000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 8100000.00 PA USD 8138612.70 0.0629437305 Long DBT CORP US N 2 2029-03-04 Variable 4.786000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBG2 15000000.00 PA USD 14894445.00 0.1151930884 Long DBT CORP US Y 2 2028-08-21 Fixed 4.250000000000 N N N N N N MANHATTAN WEST OMW_20-OMW N/A 563136AA8 6622000.00 PA USD 6409460.29 0.0495705295 Long ABS-CBDO CORP US Y 2 2039-09-10 Fixed 2.130000000000 N N N N N N ACAR 2026-1 N/A 02531FAC4 3261000.00 PA USD 3253685.58 0.0251638843 Long ABS-O CORP US Y 2 2030-04-12 Fixed 4.240000000000 N N N N N N ACAR 2026-1 N/A 02531FAA8 3993775.51 PA USD 3994234.79 0.0308912646 Long ABS-O CORP US Y 2 2029-07-12 Fixed 4.160000000000 N N N N N N AFFIRM MASTER TRUST AFRMT_26-1 N/A 00833BAU2 6726000.00 PA USD 6693910.25 0.0517704550 Long ABS-O CORP US Y 2 2034-02-15 Fixed 4.370000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2026-1 N/A 02008PAC6 4281000.00 PA USD 4253695.78 0.0328979263 Long ABS-O CORP US N 2 2030-10-15 Fixed 3.920000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2026-1 N/A 02008PAB8 7628000.00 PA USD 7619250.68 0.0589270038 Long ABS-O CORP US N 2 2028-11-15 Fixed 3.910000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_26-2 N/A 05377RLG7 4266000.00 PA USD 4208835.60 0.0325509793 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.600000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_26-1 N/A 05377RLL6 10406000.00 PA USD 10288526.67 0.0795710858 Long ABS-O CORP US Y 2 2030-08-20 Fixed 4.280000000000 N N N N N N AFFIRM MASTER TRUST AFRMT_26-2 N/A 00833KAA6 10260000.00 PA USD 10256870.70 0.0793262597 Long ABS-O CORP US Y 2 2035-04-16 Fixed 4.670000000000 N N N N N N RPM 2026-R1A N/A 76089TAA8 9642305.72 PA USD 9646143.36 0.0746029170 Long ABS-O CORP US Y 2 2034-07-25 Fixed 5.659000000000 N N N N N N ACAR 2026-2 N/A 02528FAC9 935000.00 PA USD 933562.91 0.0072201411 Long ABS-O CORP US Y 2 2030-10-08 Fixed 4.500000000000 N N N N N N ACAR 2026-2 N/A 02528FAA3 10500000.00 PA USD 10506951.00 0.0812603716 Long ABS-O CORP US Y 2 2030-05-08 Fixed 4.320000000000 N N N N N N ALTDE 2026-1A N/A 02090EAA4 11555000.00 PA USD 11525835.18 0.0891403842 Long ABS-O CORP US Y 2 2051-04-15 Fixed 5.521000000000 N N N N N N AWPT 2021-12A N/A 28623MBS7 1850000.00 PA USD 1853145.00 0.0143321551 Long ABS-O CORP US Y 2 2037-04-20 Variable 5.596180000000 N N N N N N ALLO ISSUER LLC ALLO_26-1 N/A 01983KAU8 2623000.00 PA USD 2654580.92 0.0205304309 Long ABS-O CORP US Y 2 2056-06-20 Fixed 5.607000000000 N N N N N N BALLYROCK LTD BALLY_22-20A 254900WX8CA21F2QI356 05876CBJ1 15762000.00 PA USD 15739617.96 0.1217296249 Long ABS-O CORP KY Y 2 2036-10-15 Variable 4.723100000000 N N N N N N BLAST 2026-1 N/A 107927AC9 3593000.00 PA USD 3585257.09 0.0277282461 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.040000000000 N N N N N N BLAST 2026-1 N/A 107927AB1 543271.51 PA USD 543300.85 0.0042018687 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.100000000000 N N N N N N BCC MIDDLE MARKET CLO LLC BCMM_23-2A N/A 05554QAQ4 2140000.00 PA USD 2131033.40 0.0164813337 Long ABS-O CORP US Y 2 2035-10-21 Variable 5.022140000000 N N N N N N BCC 2019-1A 549300B0VI605XM3L529 05683VBJ2 13797513.00 PA USD 13786474.99 0.1066240892 Long ABS-O CORP US Y 2 2034-04-19 Variable 4.655230000000 N N N N N N BLAST 2026-2 N/A 10807VAC9 5510000.00 PA USD 5509685.93 0.0426117078 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.270000000000 N N N N N N CIFC 2023-2A N/A 125488AQ9 1417000.00 PA USD 1410538.48 0.0109090526 Long ABS-O CORP KY Y 2 2037-01-21 Variable 5.322140000000 N N N N N N CIFC 2023-2A N/A 125488AL0 11947000.00 PA USD 11961455.87 0.0925094586 Long ABS-O CORP KY Y 2 2037-01-21 Variable 4.802140000000 N N N N N N CARMX 2026-1 N/A 14320XAD3 5299000.00 PA USD 5266098.51 0.0407278117 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.040000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 160598.90 0.0012420660 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-26 0.000000000000 USD 0.000000000000 USD 17307221.000000000000 USD 160598.899999999994 N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 114220.74 0.0008833790 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-30 0.000000000000 USD 0.000000000000 USD 17307221.000000000000 USD 114220.740000000005 N N N BX 2024-AIRC N/A 12433CAA3 13382552.65 PA USD 13456250.37 0.1040701441 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 5.319240000000 N N N N N N BX 2024-BIO2 N/A 05613GAA0 21410000.00 PA USD 21378077.69 0.1653372645 Long ABS-CBDO CORP US Y 2 2041-08-13 Variable 5.413220000000 N N N N N N RISKLESS ISSUER N/A N/A 1.00 NC USD 42964.00 0.0003322820 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-03-31 0.000000000000 USD 0.000000000000 USD 6944125.000000000000 USD 42964.000000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4859.00 NC USD 242950.00 0.0018789663 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ6 03-16-27 1000000.000000000000 98.000000000000 USD 2026-12-11 XXXX -614790.770000000019 N N N BMO 2024-5C5 N/A 05593RAF9 3940000.00 PA USD 4078089.12 0.0315397909 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 6.363800000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2450.00 NC USD -3169687.50 -0.0245142462 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Put Written CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ6 03-16-27 1000000.000000000000 96.625000000000 USD 2026-12-11 XXXX -369678.520000000019 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1225.00 NC USD 2633750.00 0.0203693254 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Put Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ6 03-16-27 1000000.000000000000 97.000000000000 USD 2026-12-11 XXXX 418790.500000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1267.00 NC USD -530556.25 -0.0041033025 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Put Written CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ6 03-16-27 1000000.000000000000 96.062500000000 USD 2026-12-11 XXXX 195866.209999999992 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1304.00 NC USD -376937.50 -0.0029152207 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Put Written CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVU6 09-30-26 100000.000000000000 107.500000000000 USD 2026-05-29 XXXX 100075.869999999995 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1304.00 NC USD -0.13 -0.0000000010 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Written CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVU6 09-30-26 100000.000000000000 107.500000000000 USD 2026-05-29 XXXX 539610.459999999963 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8987.00 NC USD -4301388.08 -0.0332667768 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ6 03-16-27 2027-03-17 2160699475.000000000000 USD -4301388.080000000075 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 136.00 NC USD -153612.27 -0.0011880316 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRM6 09-15-26 2026-09-16 32753900.000000000000 USD -153612.269999999990 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2748.00 NC USD -3216082.65 -0.0248730646 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT ULTRA UXYU6 09-21-26 2026-09-30 -307990701.240000009537 USD -3216082.649999999907 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 229.00 NC USD -345611.38 -0.0026729457 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USU6 09-21-26 2026-09-30 -25698093.750000000000 USD -345611.380000000005 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 697.00 NC USD -222763.69 -0.0017228462 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYU6 09-21-26 2026-09-30 -76550206.609999999404 USD -222763.690000000002 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 370.00 NC USD -841136.41 -0.0065053180 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNU6 09-21-26 2026-09-30 -42330312.500000000000 USD -841136.410000000033 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 20466.00 NC USD 5428924.82 0.0419871043 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 2YR FUT TUU6 09-30-26 2026-10-05 4227508125.000000000000 USD 5428924.820000000298 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3793.00 NC USD 1871636.62 0.0144751686 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVU6 09-30-26 2026-10-05 406651095.420000016689 USD 1871636.620000000112 N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1 N/A 05377RGE8 2500000.00 PA USD 2551377.50 0.0197322595 Long ABS-O CORP US Y 2 2029-04-20 Fixed 6.080000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5 N/A 05377RHC1 15496000.00 PA USD 15653795.77 0.1210658792 Long ABS-O CORP US Y 2 2028-04-20 Fixed 5.780000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2 N/A 03065UAD1 3470598.98 PA USD 3484762.49 0.0269510246 Long ABS-O CORP US N 2 2028-05-18 Fixed 5.810000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-7 N/A 05377RHL1 3900000.00 PA USD 3960574.80 0.0306309394 Long ABS-O CORP US Y 2 2028-08-21 Fixed 5.900000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1 N/A 05377RHY3 3732000.00 PA USD 3798313.91 0.0293760197 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.360000000000 N N N N N N AXIS 2024-1A 254900O8ABFLU3FOSN14 03237CAB8 954874.41 PA USD 961413.39 0.0074355357 Long ABS-O CORP US Y 2 2031-01-21 Fixed 5.380000000000 N N N N N N DT AUTO OWNER TRUST DTAOT_23-3 N/A 23345WAC9 813831.07 PA USD 819064.82 0.0063346171 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.400000000000 N N N N N N DRIVE 2024-1 N/A 26208WAD6 740574.29 PA USD 742436.83 0.0057419791 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.310000000000 N N N N N N DRIVE 2024-1 N/A 26208WAE4 2892000.00 PA USD 2926226.82 0.0226313303 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.430000000000 N N N N N N DEFT 2024-1 N/A 24702GAE5 4239822.50 PA USD 4259486.80 0.0329427138 Long ABS-O CORP US Y 2 2030-03-22 Fixed 5.390000000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST DTRT_24-1 N/A 233874AC0 1419718.20 PA USD 1427097.90 0.0110371225 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.490000000000 N N N N N N DLLAD 2024-1A N/A 23346MAC0 1227000.00 PA USD 1242592.72 0.0096101663 Long ABS-O CORP US Y 2 2029-07-20 Fixed 5.300000000000 N N N N N N DLLAD 2024-1A N/A 23346MAB2 494792.30 PA USD 495659.18 0.0038334098 Long ABS-O CORP US Y 2 2027-08-20 Fixed 5.500000000000 N N N N N N DRIVE 2024-2 N/A 26207AAD5 1058085.85 PA USD 1058429.73 0.0081858565 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.500000000000 N N N N N N DRIVE 2024-2 N/A 26207AAE3 3118000.00 PA USD 3123593.69 0.0241577584 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.520000000000 N N N N N N DRSLF 2016-45A 54930046L20VLJKPVV31 26244MAW2 674909.40 PA USD 675084.88 0.0052210816 Long ABS-O CORP KY Y 2 2030-10-15 Variable 4.753100000000 N N N N N N DEFT 2024-2 N/A 24704EAE8 3048000.00 PA USD 3057387.84 0.0236457248 Long ABS-O CORP US Y 2 2030-08-22 Fixed 4.590000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-1 N/A 89176EAA8 72456.17 PA USD 72263.58 0.0005588839 Long ABS-CBDO CORP US Y 2 2058-01-25 Variable 3.000000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1 N/A 88315LAE8 2538856.80 PA USD 2451172.30 0.0189572762 Long ABS-O CORP US Y 2 2045-08-21 Fixed 2.730000000000 N N N N N N TRITON INTERNAL FINANCE TIF_21-1A N/A 872480AE8 6233333.37 PA USD 5680542.67 0.0439331075 Long ABS-O CORP US Y 2 2046-02-20 Fixed 1.650000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD 549300X48KLHDDGPK024 88315LAL2 8638520.00 PA USD 8123154.54 0.0628241776 Long ABS-O CORP BM Y 2 2046-02-20 Fixed 1.680000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 N/A 88315LAQ1 8821086.17 PA USD 8296328.57 0.0641634992 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.230000000000 N N N N N N NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 N/A 643821AA9 53935000.00 PA USD 45416667.91 0.3512508347 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.910000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAB3 8166188.13 PA USD 8174623.80 0.0632222390 Long ABS-O CORP US Y 2 2028-02-10 Fixed 5.050000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAC1 1327000.00 PA USD 1329680.54 0.0102837003 Long ABS-O CORP US Y 2 2030-06-10 Fixed 5.150000000000 N N N N N N USCLN 2025-SUP1 N/A 90357PBC7 4004680.87 PA USD 4013411.07 0.0310395732 Long ABS-O CORP US Y 2 2032-02-25 Fixed 5.582000000000 N N N N N N USCLN 2025-SUP2 N/A 90355PAB2 4664960.75 PA USD 4659596.05 0.0360371440 Long ABS-O CORP US Y 2 2032-09-25 Fixed 4.817500000000 N N N N N N UPST 2025-4 N/A 91684AAC3 2895000.00 PA USD 2898717.18 0.0224185718 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.200000000000 N N N N N N VENTR 2019-36A 549300AZL7IWJJ04HD37 92332LAU3 1950157.33 PA USD 1951970.98 0.0150964716 Long ABS-O CORP KY Y 2 2032-04-20 Variable 5.066840000000 N N N N N N VERIZON MASTER TRUST VZMT_24-2 N/A 92348KCH4 3475000.00 PA USD 3515525.45 0.0271889442 Long ABS-O CORP US Y 2 2031-12-22 Fixed 4.830000000000 N N N N N N VSTRG 2024-A N/A 92891PAE3 192817.73 PA USD 193251.38 0.0014945990 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.620000000000 N N N N N N VSTRG 2024-A N/A 92891PAG8 16150000.00 PA USD 16336839.35 0.1263485131 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.770000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-3 N/A 92348KCQ4 10895000.00 PA USD 11015836.45 0.0851960729 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.340000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 549300E2IPL06NDXMZ63 63253QAJ3 2000000.00 PA USD 2021308.00 0.0156327215 Long DBT CORP US N 2 2027-06-11 Fixed 5.087000000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2T5 2500000.00 PA USD 2493877.50 0.0192875566 Long DBT CORP US Y 2 2027-09-12 Fixed 4.110000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 549300E2IPL06NDXMZ63 632525CA7 20000000.00 PA USD 20106340.00 0.1555016921 Long DBT CORP US N 2 2027-10-26 Fixed 4.500000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAU6 6771000.00 PA USD 6851784.80 0.0529914510 Long DBT CORP US N 2 2031-05-20 Variable 5.071000000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAQ1 3656000.00 PA USD 3606026.14 0.0278888732 Long DBT CORP US N 2 2027-02-14 Fixed 2.000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BY0 12500000.00 PA USD 12511825.00 0.0967659931 Long DBT CORP US N 2 2027-07-23 Variable 5.102000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 800000.00 PA USD 735619.20 0.0056892518 Long DBT CORP US N 2 2030-09-15 Fixed 2.700000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 1250000.00 PA USD 1264933.75 0.0097829510 Long DBT CORP US N 2 2027-11-17 Fixed 5.125000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CZ0 2500000.00 PA USD 2522815.00 0.0195113582 Long DBT CORP US N 2 2028-02-15 Fixed 4.875000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BR5 2500000.00 PA USD 2557947.50 0.0197830716 Long DBT CORP US N 2 2029-06-12 Variable 5.582000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 175000.00 PA USD 177104.90 0.0013697228 Long DBT CORP US N 2 2029-02-15 Fixed 5.100000000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 15000000.00 PA USD 14892210.00 0.1151758029 Long DBT CORP QA Y 2 2026-09-12 Fixed 1.375000000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CP5 1112000.00 PA USD 1107755.50 0.0085673402 Long DBT CORP US Y 2 2029-09-09 Fixed 4.203000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAA6 10000000.00 PA USD 10080340.00 0.0779609778 Long DBT CORP CA N 2 2029-01-24 Variable 4.965000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAS5 10000000.00 PA USD 10133400.00 0.0783713419 Long DBT CORP GB N 2 2030-03-14 Fixed 4.875000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JC8 14185000.00 PA USD 14333389.29 0.1108539042 Long DBT CORP US N 2 2029-06-01 Fixed 5.150000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JJ3 5950000.00 PA USD 6023214.75 0.0465833208 Long DBT CORP US N 2 2030-03-15 Fixed 5.250000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GQ0 65000.00 PA USD 64213.11 0.0004966218 Long DBT CORP US N 2 2029-03-01 Fixed 4.200000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GS6 750000.00 PA USD 708966.00 0.0054831169 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HU0 3050000.00 PA USD 3083385.30 0.0238467882 Long DBT CORP US N 2 2028-03-01 Fixed 5.300000000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 20000000.00 PA USD 20112020.00 0.1555456210 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.136000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3C4 6000000.00 PA USD 6057096.00 0.0468453571 Long DBT CORP CA N 2 2029-12-17 Fixed 4.783000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TMY8 2500000.00 PA USD 2509547.50 0.0194087478 Long DBT CORP US N 2 2027-01-08 Fixed 4.600000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3E0 7500000.00 PA USD 7555620.00 0.0584348864 Long DBT CORP CA N 2 2028-01-31 Fixed 4.861000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CP5 20000000.00 PA USD 20126400.00 0.1556568354 Long DBT CORP US Y 2 2028-03-27 Fixed 5.050000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CN0 9573000.00 PA USD 9623708.18 0.0744294042 Long DBT CORP US Y 2 2027-03-25 Fixed 4.950000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJ3P4 5899.33 PA USD 5610.19 0.0000433890 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HFGU7 10024.36 PA USD 9533.07 0.0000737284 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-4 N/A 35563PHF9 33055.76 PA USD 31744.07 0.0002455075 Long ABS-CBDO USGA US N 2 2058-03-25 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG98 1037277.61 PA USD 1046080.99 0.0080903518 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER85 70098.86 PA USD 70693.79 0.0005467432 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ERA0 37288.17 PA USD 38221.49 0.0002956036 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUVT0 5081178.59 PA USD 5317997.08 0.0411291933 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFE3 2089473.31 PA USD 2173651.92 0.0168109438 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2J4 2097459.49 PA USD 2188906.63 0.0169289232 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTRR3 266169.37 PA USD 273053.84 0.0021117883 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQD53 366474.29 PA USD 375723.37 0.0029058307 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNK0 268510.76 PA USD 266184.65 0.0020586623 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNY0 1094597.70 PA USD 1102800.62 0.0085290193 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN46 601457.88 PA USD 617613.64 0.0047766011 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP93 1716370.51 PA USD 1793263.91 0.0138690369 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP36 185329.23 PA USD 183950.38 0.0014226655 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNM6 175515.66 PA USD 173014.91 0.0013380909 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNS3 1864972.21 PA USD 1884477.95 0.0145744830 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP51 1055127.95 PA USD 1066324.97 0.0082469180 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNV6 193697.28 PA USD 195802.19 0.0015143269 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPA0 1708435.08 PA USD 1751554.27 0.0135464561 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPN2 943969.00 PA USD 984556.84 0.0076145263 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPG7 4624249.08 PA USD 4823757.68 0.0373067640 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVCH5 4697680.00 PA USD 4912443.84 0.0379926595 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN61 2988753.06 PA USD 3095015.19 0.0239367333 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6P6 340527.78 PA USD 337198.10 0.0026078777 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSGA4 1428337.16 PA USD 1485277.82 0.0114870839 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCP0 3527581.92 PA USD 3627980.43 0.0280586669 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYL7 1781212.62 PA USD 1820858.85 0.0140824552 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR42 1146311.94 PA USD 1190544.68 0.0092076287 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR67 1131213.19 PA USD 1171432.34 0.0090598145 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSA7 1186687.46 PA USD 1220239.86 0.0094372901 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQV9 5343571.60 PA USD 5617536.52 0.0434458203 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQLG5 1960528.74 PA USD 2044423.69 0.0158114974 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N JPMCC 2017-JP5 N/A 46647TAS7 2145000.00 PA USD 2131561.58 0.0164854187 Long ABS-CBDO CORP US N 2 2050-03-15 Fixed 3.723200000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7 N/A 46648KAU0 250000.00 PA USD 246347.00 0.0019052386 Long ABS-CBDO CORP US N 2 2050-10-15 Fixed 3.409200000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375UEY2 225485.94 PA USD 225975.47 0.0017476860 Long ABS-CBDO USGA US N 2 2064-03-20 Variable 4.390000000000 N N N N N N GWT 2024-WLF2 N/A 362414AA2 7231000.00 PA USD 7257183.45 0.0561267892 Long ABS-CBDO CORP US Y 2 2041-05-15 Variable 5.318330000000 N N N N N N GCAT 2024-NQM2 N/A 36831CAA0 2377003.16 PA USD 2394160.37 0.0185163480 Long ABS-CBDO CORP US Y 2 2059-06-25 Variable 6.085000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAA6 7510000.00 PA USD 6475362.32 0.0500802134 Long ABS-CBDO CORP US Y 2 2039-01-05 Fixed 3.024200000000 N N N N N N JW 2024-BERY N/A 46676AAA1 4950000.00 PA USD 4962221.55 0.0383776385 Long ABS-CBDO CORP US Y 2 2039-11-15 Variable 5.220090000000 N N N N N N GINNIE MAE II POOL N/A 36176JUD0 7572.56 PA USD 7486.93 0.0000579036 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 4.299000000000 N N N N N N GINNIE MAE II POOL N/A 36182DBS3 15511.35 PA USD 15559.45 0.0001203362 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.500000000000 N N N N N N GSMBS 2025-RPL3 N/A 362963AA8 2967045.74 PA USD 2880915.37 0.0222808932 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 4.100000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_21-2 N/A 43732VAT3 4195936.75 PA USD 4133614.50 0.0319692221 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 1.901000000000 N N N N N N KSL 2024-HT2 N/A 500937AA5 5996351.88 PA USD 6003745.38 0.0464327454 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.169480000000 N N N N N N LBTY 2026-225L N/A 50178LAA2 4997000.00 PA USD 4921290.45 0.0380610789 Long ABS-CBDO CORP US Y 2 2043-02-10 Variable 4.746370000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 N/A 52476DAA5 1686118.26 PA USD 1688494.00 0.0130587503 Long ABS-CBDO CORP US Y 2 2061-04-25 Variable 5.750000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5 N/A 52475XAA2 4863006.08 PA USD 4871209.97 0.0376737583 Long ABS-CBDO CORP US Y 2 2067-07-25 Variable 6.250000000000 N N N N N N LV TRUST LV_24-SHOW N/A 50245XAA5 10198000.00 PA USD 10255119.00 0.0793127122 Long ABS-CBDO CORP US Y 2 2041-10-10 Variable 5.104250000000 N N N N N N MSRM 2024-NQM3 N/A 61776UAA5 3009193.58 PA USD 3008706.09 0.0232692219 Long ABS-CBDO CORP US Y 2 2069-07-25 Variable 5.044000000000 N N N N N N MSBAM 2017-C34 N/A 61767EAC8 336973.62 PA USD 334819.68 0.0025894831 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.354000000000 N N N N N N MILL CITY MORTGAGE TRUST MCMLT_19-GS2 N/A 59981TAC9 1741620.54 PA USD 1702042.21 0.0131635317 Long ABS-CBDO CORP US Y 2 2059-08-25 Variable 2.750000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_22-1 N/A 43730NAA4 223125.19 PA USD 221921.21 0.0017163305 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.930000000000 N N N N N N HTL 2024-T53 N/A 404300AA3 7830000.00 PA USD 7885914.03 0.0609893683 Long ABS-CBDO CORP US Y 2 2039-05-10 Variable 6.071500000000 N N N N N N MFA 2020-NQM1 TRUST N/A 552754AA1 640269.48 PA USD 626348.74 0.0048441581 Long ABS-CBDO CORP US Y 2 2065-03-25 Variable 2.479000000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1 N/A 599809CG3 1492999.82 PA USD 1484467.33 0.0114808156 Long ABS-CBDO CORP US Y 2 2056-06-25 Variable 3.742860000000 N N N N N N MSRM 2024-NQM2 N/A 61776HAA4 10564303.29 PA USD 10657290.29 0.0824230901 Long ABS-CBDO CORP US Y 2 2069-05-25 Variable 6.386000000000 N N N N N N MFA TRUST MFRA_25-NQM3 2549007EHG79GWD49I44 58004LAA5 7184297.77 PA USD 7181266.00 0.0555396464 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.261000000000 N N N N N N HY 2025-SPRL N/A 44855PAA6 15227000.00 PA USD 15555629.11 0.1203066619 Long ABS-CBDO CORP US Y 2 2040-01-13 Variable 5.466840000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_21-2 N/A 43732VAC0 8818298.96 PA USD 8696447.70 0.0672580058 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 2.402000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A N/A 64829FAA9 150001.79 PA USD 144184.12 0.0011151147 Long ABS-CBDO CORP US Y 2 2056-03-25 Variable 3.750000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1 N/A 64829VAA4 1021791.37 PA USD 992558.94 0.0076764142 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 3.500000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A N/A 64830DAB9 288668.58 PA USD 281684.82 0.0021785400 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.250000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A N/A 64829XAA0 556161.55 PA USD 548889.74 0.0042450930 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.750000000000 N N N N N N NRZT 2018-3A 549300U48YU2VDL8N523 64830KAA5 523280.73 PA USD 507826.16 0.0039275088 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 4.500000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_15-2A N/A 64829EAA2 344594.65 PA USD 333839.85 0.0025819051 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 3.750000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-2A N/A 64829GAA7 167438.16 PA USD 161908.01 0.0012521906 Long ABS-CBDO CORP US Y 2 2035-11-26 Variable 3.750000000000 N N N N N N NYMT 2024-CP1 N/A 67118PAA0 2432375.38 PA USD 2259114.85 0.0174719109 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 3.750000000000 N N N N N N NRZT 2025-NQM2 2138006ZAYPD4ZHQYX81 64831XAC2 3443509.93 PA USD 3461464.39 0.0267708379 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 5.566000000000 N N N N N N NYC 2025-28L N/A 67123JAC3 777000.00 PA USD 775730.38 0.0059994702 Long ABS-CBDO CORP US Y 2 2038-11-05 Variable 5.173780000000 N N N N N N NYC 2025-28L N/A 67123JAA7 10711000.00 PA USD 10663389.61 0.0824702620 Long ABS-CBDO CORP US Y 2 2038-11-05 Variable 4.823820000000 N N N N N N OBX 2025-NQM12 N/A 67449FAA2 4343064.23 PA USD 4349839.41 0.0336414976 Long ABS-CBDO CORP US Y 2 2065-06-25 Variable 5.316000000000 N N N N N N HHT 2025-MAUI N/A 419909AA4 8709000.00 PA USD 8738009.68 0.0675794446 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.019960000000 N N N N N N HHT 2025-MAUI N/A 419909AC0 1617000.00 PA USD 1623346.73 0.0125549037 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.369470000000 N N N N N N OBX 2026-R1 TRUST N/A 67124AAC1 16014885.62 PA USD 15863945.32 0.1226911681 Long ABS-CBDO CORP US Y 2 2063-01-25 Variable 4.884000000000 N N N N N N OBX 2026-NQM4 N/A 67124FAF3 12409766.70 PA USD 12394626.78 0.0958595864 Long ABS-CBDO CORP US Y 2 2066-02-25 Variable 5.173000000000 N N N N N N OBX 2026-NQM5 254900U0G1G2KQEUQ447 67124DAF8 7687787.08 PA USD 7702317.00 0.0595694356 Long ABS-CBDO CORP US Y 2 2066-01-25 Variable 5.321000000000 N N N N N N ONE MARKET PLAZA TRUST OMPT_17-1MKT N/A 68245HAA2 7505037.37 PA USD 7257378.64 0.0561282988 Long ABS-CBDO CORP US Y 2 2032-02-10 Fixed 3.613900000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7 N/A 452763AA3 7222119.83 PA USD 7246039.49 0.0560406022 Long ABS-CBDO CORP US Y 2 2067-11-25 Variable 7.369000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1 N/A 45290BAA7 12046601.69 PA USD 12023436.07 0.0929888112 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 5.941000000000 N N N N N N OBX 2022-NQM7 N/A 67117DAA8 2613060.30 PA USD 2608738.30 0.0201758858 Long ABS-CBDO CORP US Y 2 2062-08-25 Variable 5.110000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4 N/A 67448GAA1 4413578.73 PA USD 4404067.47 0.0340608954 Long ABS-CBDO CORP US Y 2 2063-03-25 Variable 6.113000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_24-NMQ1 254900UI1468MQ7I8472 67448LAA0 721755.29 PA USD 724142.86 0.0056004942 Long ABS-CBDO CORP US Y 2 2063-11-25 Variable 5.928000000000 N N N N N N OBX 2024-NQM5 254900RDM4XSF0B1E373 67448NAA6 5919919.33 PA USD 5952780.80 0.0460385872 Long ABS-CBDO CORP US Y 2 2064-01-25 Variable 5.988000000000 N N N N N N OBX 2024-NQM6 254900LMIQVUH9BFZJ05 67118XAA3 1501094.43 PA USD 1514655.32 0.0117142884 Long ABS-CBDO CORP US Y 2 2064-02-25 Variable 6.447000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_24-NQM7 N/A 67119FAA1 6735711.61 PA USD 6788573.47 0.0525025769 Long ABS-CBDO CORP US Y 2 2064-03-25 Variable 6.243000000000 N N N N N N OBX 2024-NQM8 254900Y1YRD8JNADSC78 67119CAA8 20209209.59 PA USD 20381654.78 0.1576309664 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.233000000000 N N N N N N OBX TRUST OBX_22-NQM6 N/A 67116VAA9 7730059.19 PA USD 7713138.09 0.0596531255 Long ABS-CBDO CORP US Y 2 2062-07-25 Variable 4.700000000000 N N N N N N OBX 2024-NQM10 25490010LUJWFEUCIH44 67119MAA6 6082491.21 PA USD 6136169.19 0.0474569062 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.180000000000 N N N N N N OBX 2024-NQM11 254900F5LT8CA1U6PK21 67119EAA4 5399832.80 PA USD 5444376.02 0.0421066034 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.875000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 13000000.00 PA USD 13141349.00 0.1016347085 Long DBT CORP US N 2 2028-04-22 Variable 5.571000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 10644000.00 PA USD 10629864.77 0.0822109821 Long DBT CORP US N 2 2030-10-22 Variable 4.603000000000 N N N N N N INTOWN MORTGAGE TRUST TOWN_25-STAY N/A 46117WAA0 9982000.00 PA USD 9993559.16 0.0772898180 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 4.977090000000 N N N N N N JPMMT 2026-NQX1 N/A 46594QAE7 9115539.62 PA USD 9130762.57 0.0706169810 Long ABS-CBDO CORP US Y 2 2066-07-25 Variable 5.500000000000 N N N N N N OBX 2024-NQM13 254900W2SY2Z6X7UAX78 67119PAP6 2771420.62 PA USD 2774175.41 0.0214553703 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.116000000000 N N N N N N OBX 2024-NQM17 254900HMH8TR6ZSMCB34 673911AC7 16168074.64 PA USD 16256934.38 0.1257305310 Long ABS-CBDO CORP US Y 2 2064-11-25 Variable 5.610000000000 N N N N N N SWCH 2025-DATA N/A 78489CAA7 20328000.00 PA USD 20228413.13 0.1564458012 Long ABS-CBDO CORP US Y 2 2042-02-15 Variable 5.069990000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA5 5493000IT2BRJ2Q9YQ96 35565TBD0 7155000.00 PA USD 7870113.63 0.0608671686 Long ABS-CBDO CORP US Y 2 2050-11-25 Variable 7.612100000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3 549300BL200YC56BUV20 35563WAH7 2037702.22 PA USD 2076852.59 0.0160623013 Long ABS-CBDO CORP US Y 2 2048-09-25 Variable 5.826580000000 N N N N N N STAR 2025-SFR6 N/A 85520EAA9 12000000.00 PA USD 11997612.00 0.0927890888 Long ABS-CBDO CORP US Y 2 2042-08-17 Variable 5.028000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26 N/A 46643TBF8 1059965.70 PA USD 1031601.02 0.0079783642 Long ABS-CBDO CORP US N 2 2048-01-15 Fixed 3.950800000000 N N N N N N JPMDB 2016-C4 N/A 46646RAJ2 2675000.00 PA USD 2657660.65 0.0205542495 Long ABS-CBDO CORP US N 2 2049-12-15 Fixed 3.141300000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPT4 1373146.63 PA USD 1403710.13 0.0108562424 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CWHU9 5459183.69 PA USD 5695571.80 0.0440493423 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 11295000.00 PA USD 11313794.88 0.0875004724 Long DBT CORP US N 2 2028-10-22 Variable 4.505000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 7000000.00 PA USD 7075075.00 0.0547183691 Long DBT CORP US Y 2 2032-03-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426LNC4 557363.49 PA USD 581614.93 0.0044981884 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHQ5 532527.07 PA USD 544380.06 0.0042102153 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHP7 500405.37 PA USD 511543.39 0.0039562577 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6A60 24223770.34 PA USD 24762943.02 0.1915156881 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4 N/A 46645UAT4 2738000.00 PA USD 2723551.57 0.0210638474 Long ABS-CBDO CORP US N 2 2049-12-15 Variable 3.648300000000 N N N N N N FCBSL 2023-3A 254900X7ZBICC3O69729 349936AL8 12000000.00 PA USD 12010800.00 0.0928910843 Long ABS-O CORP JE Y 2 2037-01-23 Variable 4.906060000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 10000000.00 PA USD 9815520.00 0.0759128697 Long DBT CORP US N 2 2031-10-22 Variable 4.356000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAK8 14149000.00 PA USD 13988309.81 0.1081850722 Long DBT CORP US N 2 2029-10-18 Variable 4.133000000000 N N N N N N FANNIE MAE - CAS_24-R01 N/A 20753UAA8 992091.45 PA USD 992008.11 0.0076721541 Long ABS-CBDO CORP US Y 2 2044-01-25 Variable 4.662100000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_18-C01 N/A 30711XYV0 2767267.75 PA USD 2813735.71 0.0217613282 Long ABS-CBDO CORP US N 2 2030-07-25 Variable 5.976580000000 N N N N N N STACR 2025-DNA3 5299009HC4IGFM6RXF30 35564UAQ0 1738100.00 PA USD 1741059.98 0.0134652937 Long ABS-CBDO CORP US Y 2 2045-09-25 Variable 4.562100000000 N N N N N N SEMT 2025-HYB1 N/A 816938AB0 11422094.88 PA USD 11463351.49 0.0886571377 Long ABS-CBDO CORP US Y 2 2055-10-25 Variable 5.029800000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-6 N/A 89175JAA8 855088.44 PA USD 846844.53 0.0065494644 Long ABS-CBDO CORP US Y 2 2057-10-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMP_20-4 N/A 89179JAA4 2278511.02 PA USD 2078562.56 0.0160755262 Long ABS-CBDO CORP US Y 2 2060-10-25 Fixed 1.750000000000 N N N N N N TRICON AMERICAN HOMES TAH_20-SFR2 N/A 89613JAA8 763509.84 PA USD 729629.09 0.0056429245 Long ABS-CBDO CORP US Y 2 2039-11-17 Fixed 1.482000000000 N N N N N N TRICON RESIDENTIAL TCN_21-SFR1 N/A 89614YAA4 5066320.37 PA USD 5046242.54 0.0390274537 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.943000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-2 N/A 89172PAC3 1251760.53 PA USD 1243695.44 0.0096186947 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 3.000000000000 N N N N N N TRP 2021-2 N/A 89683LAA8 2560673.56 PA USD 2490034.82 0.0192578375 Long ABS-O CORP US Y 2 2051-06-19 Fixed 2.150000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-4 N/A 89172UAD0 2537999.97 PA USD 2512191.05 0.0194291929 Long ABS-CBDO CORP US Y 2 2056-07-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-6 N/A 89175JAB6 3000000.00 PA USD 2895006.00 0.0223898696 Long ABS-CBDO CORP US Y 2 2057-10-25 Variable 3.000000000000 N N N N N N UBSCM 2017-C2 N/A 90276CAE1 2954000.00 PA USD 2926004.94 0.0226296143 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 3.487000000000 N N N N N N VERUS 2026-R1 213800IRNLDELLG4XV07 924932AC0 2810914.52 PA USD 2787662.64 0.0215596801 Long ABS-CBDO CORP US Y 2 2067-10-25 Variable 4.832000000000 N N N N N N VERUS 2026-2 213800OKSLL73WD2H386 92490GAF5 7301569.18 PA USD 7217206.85 0.0558176116 Long ABS-CBDO CORP US Y 2 2071-02-25 Variable 4.590000000000 N N N N N N RPM 2026-R1A N/A 76100KAD6 1910000.00 PA USD 1893331.43 0.0146429555 Long ABS-O CORP US Y 2 2035-01-25 Fixed 5.444000000000 N N N N N N RPM 2026-2A N/A 76091HAD4 6802000.00 PA USD 6789885.64 0.0525127251 Long ABS-O CORP US Y 2 2035-02-26 Fixed 5.620000000000 N N N N N N RPM 2026-3A N/A 76091NAB5 4409000.00 PA USD 4409793.62 0.0341051812 Long ABS-O CORP US Y 2 2035-03-26 Fixed 4.853000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043AAD6 1167000.00 PA USD 1154823.52 0.0089313625 Long ABS-O CORP US Y 2 2031-03-17 Fixed 4.010000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043AAB0 3827000.00 PA USD 3819610.06 0.0295407233 Long ABS-O CORP US Y 2 2029-01-16 Fixed 3.840000000000 N N N N N N CAS 2024-R02 N/A 20754GAA8 169498.87 PA USD 169520.06 0.0013110619 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 4.712100000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAJ0 380000.00 PA USD 379943.76 0.0029384710 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 6.395720000000 N N N N N N WHEELS FLEET LEASE FUNDING 2026-1 LLC N/A 96329JAB6 9178000.00 PA USD 9180441.35 0.0710011948 Long ABS-O CORP US Y 2 2039-04-18 Fixed 4.300000000000 N N N N N N FORDR 2026-1 N/A 34532XAA1 28352000.00 PA USD 28092720.96 0.2172680679 Long ABS-O CORP US Y 2 2038-08-15 Variable 4.320000000000 N N N N N N FORDR 2026-1 N/A 34532XAB9 1000000.00 PA USD 988172.00 0.0076424858 Long ABS-O CORP US Y 2 2038-08-15 Variable 4.480000000000 N N N N N N FCCU 2026-1A N/A 30343XAB6 500000.00 PA USD 498883.50 0.0038583466 Long ABS-O CORP US Y 2 2029-10-15 Fixed 3.980000000000 N N N N N N FCCU 2026-1A N/A 30343XAD2 767000.00 PA USD 755676.01 0.0058443704 Long ABS-O CORP US Y 2 2032-03-15 Fixed 4.320000000000 N N N N N N 522 FUNDING CLO LTD MORGN_19-5A 549300HKB0UTKU91DG08 33829WAL3 2240000.00 PA USD 2240000.00 0.0173240774 Long ABS-O CORP US Y 2 2035-04-15 Variable 4.693100000000 N N N N N N MERIT 2026-1A 984500DC3B09FF840365 590023AA5 21102901.74 PA USD 20791887.17 0.1608036886 Long ABS-O CORP US Y 2 2040-02-15 Fixed 4.852000000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAG6 4744000.00 PA USD 4741044.49 0.0366670632 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 6.195050000000 N N N N N N EFMT 2025-NQM4 254900CD2QA4YMZIVN66 26846RAA1 7790833.36 PA USD 7749292.64 0.0599327435 Long ABS-CBDO CORP US Y 2 2070-09-25 Variable 4.972000000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 4951468.45 PA USD 4963772.85 0.0383896362 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 4.927090000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAC4 375622.00 PA USD 377005.79 0.0029157489 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 5.227090000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427RQX1 307558.69 PA USD 325391.56 0.0025165663 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 7.000000000000 N N N N N N FS 2026-HULA N/A 30345AAA6 7917000.00 PA USD 7938724.25 0.0613978006 Long ABS-CBDO CORP US Y 2 2041-03-15 Variable 5.077090000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427QW65 8058.44 PA USD 8237.80 0.0000637108 Long ABS-MBS USGA US N 2 2055-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7CJ5 13620.97 PA USD 13924.15 0.0001076889 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_26-A N/A 60510MCJ5 1668000.00 PA USD 1664320.39 0.0128717925 Long ABS-O CORP US Y 2 2032-07-15 Fixed 5.340000000000 N N N N N N GSMS 2017-GS6 N/A 36253PAC6 4459000.00 PA USD 4408412.65 0.0340945009 Long ABS-CBDO CORP US N 2 2050-05-10 Fixed 3.433000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_17-GS7 N/A 36254CAV2 1000000.00 PA USD 987850.00 0.0076399955 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.430000000000 N N N N N N GINNIE MAE II POOL N/A 36179UMN9 262721.21 PA USD 264284.14 0.0020439638 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AR5M8 673584.22 PA USD 683046.73 0.0052826582 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE37 7417338.99 PA USD 7458482.97 0.0576836322 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASCX4 2286926.22 PA USD 2307565.73 0.0178466283 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132FCJS5 126564.19 PA USD 124067.96 0.0009595370 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXZ5 128986.04 PA USD 132321.49 0.0010233695 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNY5 251084.42 PA USD 256673.06 0.0019851000 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWN90 300412.73 PA USD 307099.32 0.0023750948 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGZ4 476154.18 PA USD 486752.42 0.0037645253 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHZ3 648187.78 PA USD 662615.14 0.0051246411 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N OBX 2025-NQM1 2549007E8KF1RJ2ZV866 673914AC1 15791974.38 PA USD 15871708.06 0.1227512048 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.547000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_23-NQM7 254900K7TTKPUWNMSZ83 67117XAA4 1887830.02 PA USD 1894326.04 0.0146506477 Long ABS-CBDO CORP US Y 2 2063-04-25 Variable 6.844000000000 N N N N N N OBX 2025-NQM3 254900MBGY6CR10DAX67 67448YAC8 5108297.49 PA USD 5139687.98 0.0397501573 Long ABS-CBDO CORP US Y 2 2064-12-01 Variable 5.648000000000 N N N N N N OBX 2023-NQM8 254900L7QTAO1E3CDI14 67118CAA9 841978.75 PA USD 845284.36 0.0065373981 Long ABS-CBDO CORP US Y 2 2063-09-25 Variable 7.045000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX TRUST OBX_23-NQM10 254900O44XNRXAW7W466 67449CAA9 1931373.31 PA USD 1938903.73 0.0149954099 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 6.465000000000 N N N N N N OBX TRUST OBX_23-NQM9 2549007JKD4UEFDCFB08 673921AA0 2271532.95 PA USD 2285271.18 0.0176742030 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 7.159000000000 N N N N N N OBX 2025-NQM8 2549006UJL1L84XG2C80 67449AAA3 9596655.10 PA USD 9639446.59 0.0745511244 Long ABS-CBDO CORP US Y 2 2065-03-25 Variable 5.472000000000 N N N N N N OBX 2025-NQM14 254900T4WKE0IYMYAI09 673924AA4 3891207.23 PA USD 3889370.58 0.0300802486 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.162000000000 N N N N N N OBX 2025-NQM16 254900WI6P4MRT24JH23 67122DAA1 4702426.67 PA USD 4676619.75 0.0361688047 Long ABS-CBDO CORP US Y 2 2065-08-25 Variable 4.905000000000 N N N N N N KKR FINANCIAL CLO LTD KKR_21 5493008X0MRR4A6VYF15 48252KAA7 88410.57 PA USD 88453.89 0.0006840991 Long ABS-O CORP KY Y 2 2031-04-15 Variable 4.934710000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-1A N/A 505710AD5 6694.41 PA USD 6699.79 0.0000518159 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.180000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AE7 1513859.73 PA USD 1518018.30 0.0117402976 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.580000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBU1 17757000.00 PA USD 17764156.07 0.1373873279 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.060000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BB3 6000000.00 PA USD 6018492.00 0.0465467952 Long DBT CORP AU N 2 2026-09-08 Fixed 5.250000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBQ4 22535000.00 PA USD 22654660.85 0.1752103116 Long DBT CORP US N 2 2027-02-26 Fixed 4.800000000000 N N N N N N GINNIE MAE II POOL N/A 36179UH62 1220518.89 PA USD 1227522.23 0.0094936117 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UQ70 860522.02 PA USD 867587.77 0.0067098918 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179T4R3 28132.78 PA USD 28254.43 0.0002185187 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UWB4 23673.72 PA USD 23797.44 0.0001840485 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2 N/A 36264KAV2 2975000.00 PA USD 2611633.50 0.0201982772 Long ABS-CBDO CORP US N 2 2053-12-12 Fixed 2.012000000000 N N N N N N GCAT TRUST GCAT_21-NQM6 N/A 36167KAA6 10740505.10 PA USD 9849956.12 0.0761791974 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 1.855000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-98 N/A 38380MBX8 1558034.79 PA USD 1510125.22 0.0116792528 Long ABS-CBDO USGA US N 2 2050-10-16 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 3620ACMZ4 250.01 PA USD 249.36 0.0000019285 Long ABS-MBS USGA US N 2 2061-09-20 Fixed 4.920000000000 N N N N N N GINNIE MAE II POOL N/A 36182C6E2 3207.53 PA USD 3162.11 0.0000244556 Long ABS-MBS USGA US N 2 2064-01-20 Fixed 4.254000000000 N N N N N N GINNIE MAE II POOL N/A 36176T7F9 1031.43 PA USD 1011.79 0.0000078251 Long ABS-MBS USGA US N 2 2063-10-20 Fixed 4.738000000000 N N N N N N GINNIE MAE II POOL N/A 36182C5A1 2163.78 PA USD 2150.48 0.0000166317 Long ABS-MBS USGA US N 2 2063-11-20 Fixed 4.369000000000 N N N N N N GINNIE MAE II POOL N/A 36182C5V5 2147.76 PA USD 2134.56 0.0000165086 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 4.369000000000 N N N N N N GINNIE MAE II POOL N/A 36179ACL8 630.31 PA USD 617.91 0.0000047789 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 4.680000000000 N N N N N N GINNIE MAE II POOL N/A 36179AD78 627.94 PA USD 615.60 0.0000047610 Long ABS-MBS USGA US N 2 2064-01-20 Fixed 4.680000000000 N N N N N N GINNIE MAE II POOL N/A 36182C6T9 2163.35 PA USD 2150.05 0.0000166284 Long ABS-MBS USGA US N 2 2064-02-20 Fixed 4.368000000000 N N N N N N GINNIE MAE II POOL N/A 36182C6S1 3222.99 PA USD 3177.35 0.0000245735 Long ABS-MBS USGA US N 2 2064-02-20 Fixed 4.254000000000 N N N N N N GINNIE MAE II POOL N/A 36182C6M4 771.03 PA USD 767.68 0.0000059372 Long ABS-MBS USGA US N 2 2064-02-20 Fixed 4.780000000000 N N N N N N GINNIE MAE II POOL N/A 36179X5G7 260345.19 PA USD 258750.84 0.0020011695 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.000000000000 N N N N N N GCAT GCAT_24-NQM1 N/A 36169HAA1 498175.74 PA USD 500390.63 0.0038700027 Long ABS-CBDO CORP US Y 2 2059-01-25 Variable 6.007000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P N/A 36269JAA6 14790000.00 PA USD 14739773.16 0.1139968620 Long ABS-CBDO CORP US Y 2 2041-03-10 Variable 5.487220000000 N N N N N N GSMBS 2024-RPL2 N/A 36269MAA9 5545407.16 PA USD 5418611.43 0.0419073410 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 3.750000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375BVS8 278322.22 PA USD 279864.96 0.0021644653 Long ABS-CBDO USGA US N 2 2062-07-20 Variable 4.459850000000 N N N N N N WLAKE 2024-1A N/A 96043RAE7 1270764.43 PA USD 1272239.79 0.0098394556 Long ABS-O CORP US Y 2 2027-11-15 Fixed 5.550000000000 N N N N N N WLAKE 2024-1A N/A 96043RAF4 2617000.00 PA USD 2634298.37 0.0203735664 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.650000000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A N/A 981464HR4 5394000.00 PA USD 5454072.98 0.0421815993 Long ABS-O CORP US N 2 2031-02-15 Fixed 5.470000000000 N N N N N N WLAKE 2024-2A N/A 96042YAE3 2775000.00 PA USD 2787820.50 0.0215609009 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.620000000000 N N N N N N WFNMT 2024-B N/A 981464HU7 15181000.00 PA USD 15245913.96 0.1179113363 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.620000000000 N N N N N N WEF 2024-1A N/A 97415AAB8 2400905.09 PA USD 2410278.22 0.0186410029 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.990000000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-2 N/A 96328GBT3 8510773.88 PA USD 8564664.10 0.0662387963 Long ABS-O CORP US Y 2 2039-06-21 Fixed 4.870000000000 N N N N N N WLAKE 2024-3A N/A 96043CAD2 4257404.25 PA USD 4264143.72 0.0329787303 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.710000000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-3 N/A 96328GBZ9 6595701.46 PA USD 6639008.84 0.0513458495 Long ABS-O CORP US Y 2 2039-09-19 Fixed 4.800000000000 N N N N N N WLAKE 2025-1 N/A 96043VAF5 388000.00 PA USD 390011.39 0.0030163337 Long ABS-O CORP US Y 2 2030-09-16 Fixed 4.980000000000 N N N N N N WLAKE 2025-1 N/A 96043VAB4 3400421.40 PA USD 3402737.09 0.0263166432 Long ABS-O CORP US Y 2 2028-01-18 Fixed 4.660000000000 N N N N N N WLAKE 2025-P1 N/A 96043LAB6 4241622.94 PA USD 4247446.69 0.0328495961 Long ABS-O CORP US Y 2 2028-02-15 Fixed 4.650000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 N/A 96041KAE4 1959000.00 PA USD 1966502.97 0.0152088614 Long ABS-O CORP US Y 2 2031-01-15 Fixed 4.630000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 N/A 96041KAB0 2064200.01 PA USD 2068076.58 0.0159944280 Long ABS-O CORP US Y 2 2028-09-15 Fixed 4.660000000000 N N N N N N WEFUN 2025-1 N/A 958250AA0 8343000.00 PA USD 8373493.67 0.0647602912 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.750000000000 N N N N N N WOSAT 2025-A N/A 98164UAC3 5084540.04 PA USD 5087285.69 0.0393448799 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.140000000000 N N N N N N WEF 2025-1A N/A 97415CAB4 1228000.00 PA USD 1228251.74 0.0094992537 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.330000000000 N N N N N N WEF 2025-1A N/A 97415CAC2 1490000.00 PA USD 1483545.32 0.0114736848 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.570000000000 N N N N N N WEF 2025-1A N/A 97415CAA6 530751.20 PA USD 530858.41 0.0041056394 Long ABS-O CORP US Y 2 2026-10-20 Fixed 4.128000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAD1 6416000.00 PA USD 6417905.55 0.0496358448 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.220000000000 N N N N N N WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1 N/A 96043GAG6 40050000.00 PA USD 39970100.25 0.3091272813 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.230000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1 N/A 67118NAA5 9128000.00 PA USD 9205852.71 0.0711977254 Long ABS-O CORP US Y 2 2031-06-17 Fixed 6.270000000000 N N N N N N XROAD 2024-A N/A 227927AB6 2277914.42 PA USD 2295468.03 0.0177530651 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.900000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAK4 6173000.00 PA USD 6118738.10 0.0473220948 Long DBT USGA CA Y 2 2026-09-21 Fixed 0.875000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DH8 8375000.00 PA USD 8293017.13 0.0641378887 Long DBT CORP US N 2 2029-03-15 Fixed 4.250000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DN5 11400000.00 PA USD 11525673.60 0.0891391346 Long DBT CORP US N 2 2031-04-15 Fixed 5.100000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DM7 1875000.00 PA USD 1874795.63 0.0144996003 Long DBT CORP US N 2 2029-04-15 Fixed 4.650000000000 N N N N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 743315BC6 1739000.00 PA USD 1740071.22 0.0134576466 Long DBT CORP US N 2 2031-03-26 Fixed 4.600000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172EF2 10000000.00 PA USD 9910070.00 0.0766441159 Long DBT CORP US N 2 2029-04-27 Fixed 4.125000000000 N N N N N N KINGDOM OF SAUDI ARABIA 635400FMICXSM3SI3H65 80413TBP3 23840000.00 PA USD 23620195.20 0.1826777186 Long DBT NUSS SA Y 2 2029-01-12 Fixed 4.125000000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80415RAB7 3650000.00 PA USD 3601560.85 0.0278543388 Long DBT CORP SA Y 2 2029-02-02 Fixed 4.000000000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80415RAA9 14905000.00 PA USD 14639586.67 0.1132220234 Long DBT CORP SA Y 2 2031-02-02 Fixed 4.375000000000 N N N N N N SCHLUMBERGER INVESTMENT SA 529900EZ29I5KXPV2J32 806854AN5 3483000.00 PA USD 3477117.21 0.0268918963 Long DBT CORP LU N 2 2031-05-07 Fixed 4.550000000000 N N N N N N TOTALENERGIES CAPITAL USA LLC 9845000979865101C194 89158TAA7 7883000.00 PA USD 7789523.39 0.0602438866 Long DBT CORP US N 2 2031-01-13 Fixed 4.248000000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556DG4 4766000.00 PA USD 4698356.16 0.0363369133 Long DBT CORP US N 2 2031-02-12 Fixed 4.215000000000 N N N N N N WALT DISNEY CO 549300GZKULIZ0WOW665 254687GC4 10000000.00 PA USD 9867330.00 0.0763135663 Long DBT CORP US N 2 2029-03-14 Fixed 3.750000000000 N N N N N N ABU DHABI (EMIRATE OF) 213800FER4348CINTA77 29135LAA8 15000000.00 PA USD 14790900.00 0.1143922751 Long DBT NUSS AE Y 2 2027-10-11 Fixed 3.125000000000 N N N N N N KINGDOM OF SAUDI ARABIA 635400FMICXSM3SI3H65 50116FAA0 25345000.00 PA USD 24974608.17 0.1931526986 Long DBT NUSS SA Y 2 2030-09-09 Fixed 4.250000000000 N N N N N N KUWAIT STATE OF (GOVERNMENT) 2549005G75NMAK8TM233 501499AD9 10100000.00 PA USD 9988879.80 0.0772536280 Long DBT NUSS KW Y 2 2028-10-09 Fixed 4.016000000000 N N N N N N KINGDOM OF SAUDI ARABIA 635400FMICXSM3SI3H65 N/A 2000000.00 PA USD 1996358.00 0.0154397592 Long DBT NUSS SA Y 2 2026-10-26 Fixed 3.250000000000 N N N N N N SASKATCHEWAN (PROVINCE OF) 549300FKDIB7OJMBSP83 803854KQ0 3364000.00 PA USD 3337673.00 0.0258134399 Long DBT NUSS CA N 2 2027-06-08 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 354000.00 PA USD 194782.98 0.0015064444 Long DBT UST US N 2 2051-02-15 Fixed 1.875000000000 N N N N N N SFAST 2025-1A N/A 81885BAC9 168751.50 PA USD 168859.67 0.0013059545 Long ABS-O CORP US Y 2 2028-05-22 Fixed 4.650000000000 N N N N N N STCR 2019-1A N/A 85817BAQ2 7159136.14 PA USD 7159852.05 0.0553740317 Long ABS-O CORP KY Y 2 2032-04-15 Variable 4.713100000000 N N N N N N SDART 2025-2 N/A 80287NAB1 403274.67 PA USD 403463.00 0.0031203680 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.710000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAC5 5820050.71 PA USD 5886917.27 0.0455292011 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.490000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_23-1 N/A 05335JAG8 4380000.00 PA USD 4407497.64 0.0340874242 Long ABS-O CORP US Y 2 2030-02-15 Fixed 5.700000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDR7 13000000.00 PA USD 13077818.00 0.1011433621 Long DBT CORP US N 2 2027-03-15 Fixed 4.800000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 1250000.00 PA USD 1264295.00 0.0097780109 Long DBT CORP US N 2 2029-03-15 Fixed 4.800000000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAA1 11500000.00 PA USD 11474562.00 0.0887438393 Long DBT CORP US N 2 2027-10-04 Fixed 3.900000000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WFY2 16702000.00 PA USD 16707628.57 0.1292161832 Long DBT CORP US N 2 2030-03-05 Fixed 4.800000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ED7 9000000.00 PA USD 9047007.00 0.0699692185 Long DBT CORP US N 2 2029-04-25 Variable 4.731000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAK3 12581000.00 PA USD 12437928.87 0.0961944832 Long DBT CORP US N 2 2030-05-15 Fixed 4.000000000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AX9 800000.00 PA USD 792713.60 0.0061308177 Long DBT CORP US N 2 2028-11-15 Fixed 3.900000000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AW1 800000.00 PA USD 795548.00 0.0061527389 Long DBT CORP US N 2 2027-11-15 Fixed 3.800000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAV9 10000000.00 PA USD 9944010.00 0.0769066066 Long DBT CORP US N 2 2028-11-15 Fixed 3.875000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CS3 7000000.00 PA USD 6950426.00 0.0537543384 Long DBT CORP US N 2 2028-11-20 Fixed 3.900000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ET3 7500000.00 PA USD 7506187.50 0.0580525773 Long DBT CORP US N 2 2028-05-10 Fixed 4.000000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DN6 4522000.00 PA USD 4845286.82 0.0374732696 Long DBT CORP US N 2 2031-10-30 Variable 6.489000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8K5 10000000.00 PA USD 10004360.00 0.0773733513 Long DBT CORP CA N 2 2027-09-10 Variable 4.567000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMK2 5000000.00 PA USD 5039990.00 0.0389790968 Long DBT CORP US N 2 2029-01-24 Variable 4.979000000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 10000000.00 PA USD 10113370.00 0.0782164306 Long DBT CORP US Y 2 2030-03-21 Fixed 5.050000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 300000.00 PA USD 267494.70 0.0020687941 Long DBT CORP US N 2 2032-10-20 Variable 2.572000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAV4 12000000.00 PA USD 11955108.00 0.0924603644 Long DBT CORP US N 2 2030-04-10 Variable 4.555000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAF9 15000000.00 PA USD 14950530.00 0.1156268477 Long DBT CORP US N 2 2031-05-15 Fixed 4.550000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 120000000.00 PA USD 119162220.00 0.9215962150 Long DBT UST US N 2 2027-06-30 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 1670700.00 PA USD 1660027.23 0.0128385894 Long DBT UST US N 2 2028-03-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 90000000.00 PA USD 89997129.00 0.6960344768 Long DBT UST US N 2 2028-06-30 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 182630000.00 PA USD 182423116.74 1.4108536575 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 3000000.00 PA USD 3006207.30 0.0232498964 Long DBT UST US N 2 2027-02-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 8359163.15 PA USD 7382835.89 0.0570985805 Long DBT UST US N 2 2054-02-15 Fixed 2.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 19395600.00 PA USD 19635015.41 0.1518564851 Long DBT UST US N 2 2029-05-31 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 3001000.00 PA USD 3002877.43 0.0232241433 Long DBT UST US N 2 2026-06-30 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 144937700.00 PA USD 143923107.11 1.1130960028 Long DBT UST US N 2 2027-09-15 Fixed 3.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 14420900.00 PA USD 14405034.13 0.1114080027 Long DBT UST US N 2 2027-10-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 17820700.00 PA USD 17668946.05 0.1366509772 Long DBT UST US N 2 2034-11-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 70414100.00 PA USD 70565081.91 0.5457477412 Long DBT UST US N 2 2027-11-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 242000000.00 PA USD 242113014.00 1.8724931216 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 95000000.00 PA USD 95385947.00 0.7377113965 Long DBT UST US N 2 2028-01-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 10000000.00 PA USD 10051953.00 0.0777414338 Long DBT UST US N 2 2030-01-31 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 19000000.00 PA USD 19081684.80 0.1475770465 Long DBT UST US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 39824671.61 PA USD 37083597.70 0.2868031770 Long DBT UST US N 2 2055-02-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 90000000.00 PA USD 89828118.00 0.6947273519 Long DBT UST US N 2 2028-03-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 41220400.00 PA USD 41038679.87 0.3173916367 Long DBT UST US N 2 2028-04-15 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 3678600.00 PA USD 3674514.91 0.0284185628 Long DBT UST US N 2 2027-04-30 Fixed 3.750000000000 N N N N N N 2026-07-24 Short-Term Bond Fund of America Scott Lewis Scott Lewis Compliance Specialist Senior XXXX