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1855000 PA USD 1855788.38 0.365762068457 Long ABS-CBDO CORP US N 2 2025-08-04 Floating 5.488 N N N N N N HTAP 2024-1 N/A 40445NAA6 1469561.62 PA USD 1460952.78 0.287942912290 Long ABS-CBDO CORP US N 2 2037-04-25 Fixed 7 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL6 N/A 79585UAA8 2979000 PA USD 2995469.4 0.590384709567 Long ABS-CBDO CORP US N 2 2030-07-25 Variable 7.439 N N N N N N PRPM 2024-NQM2 TRUST N/A 74448PAA7 949739.75 PA USD 958753.54 0.188963182284 Long ABS-CBDO CORP US N 2 2069-06-25 Variable 6.327 N N N N N N PRMI SECURITIZATION TRUST 2024-CMG1 N/A 74275VAA2 4135087.06 PA USD 4139206.43 0.815806760040 Long ABS-CBDO CORP US N 2 2054-07-25 Floating 6.304 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 N/A 362948AA9 315258.64 PA USD 302972.41 0.059713605582 Long ABS-CBDO CORP US N 2 2061-09-25 Variable 3.9 N N N N N N HOMES 2024-NQM1 TRUST 2549001JI3VOZZFMYK81 40390TAA8 945839.74 PA USD 951401.09 0.187514069148 Long ABS-CBDO CORP US N 2 2069-07-25 Variable 5.915 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 N/A 46658DAA7 4394302.73 PA USD 4418587.4 0.870870668498 Long ABS-CBDO CORP US N 2 2064-11-25 Variable 5.853 N N N N N N CIM TRUST 2024-R1 N/A 17179VAA8 749101.58 PA USD 732845.25 0.144438340808 Long ABS-CBDO CORP US N 2 2064-06-25 Variable 4.75 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 N/A 61776QAH9 2496957.3 PA USD 2500877.52 0.492904333560 Long ABS-CBDO CORP US N 2 2054-07-25 Floating 6.084 N N N N N N A AND D MORTGAGE TRUST 2023-NQM4 9845002EOD0CFAFA4F48 00002MAB5 2802063.77 PA USD 2856719.14 0.563038066682 Long ABS-CBDO CORP US N 2 2068-09-25 Variable 7.826 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2024-10 N/A 85779PAA2 2000000 PA USD 1998794 0.393947411105 Long ABS-CBDO CORP US N 2 2025-10-27 Floating 5.488 N N N N N N MFA 2024-NPL1 TRUST N/A 58004YAA7 266828.36 PA USD 267162.38 0.052655715369 Long ABS-CBDO CORP US N 2 2054-09-25 Variable 6.33 N N N N N N J.P. MORGAN MORTGAGE TRUST 2024-10 N/A 46658LAX9 2070294.95 PA USD 2076120.35 0.409187858791 Long ABS-CBDO CORP US N 2 2055-03-25 Floating 5.984 N N N N N N NYMT LOAN TRUST SERIES 2022-BPL1 N/A 62955TAA9 1244437.26 PA USD 1242056.53 0.244800091675 Long ABS-CBDO CORP US N 2 2027-11-25 Variable 3.967 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBE9 439000 PA USD 545694.78 0.107552377001 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 15.599 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 755000 PA USD 895499.31 0.176496244646 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 15.349 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 1318000 PA USD 1545846.88 0.304674907139 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 12.599 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 3028000 PA USD 3860313.02 0.760838946026 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 15.849 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MBE5 2642000 PA USD 3300138.84 0.650432787123 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 17.099 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDY7 1549978.23 PA USD 1717932.32 0.338591665733 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 14.099 N N N N N N FREDDIE MAC STACR DEBT NOTES 2017-DNA1 N/A 3137G0MY2 517786.71 PA USD 587264.06 0.115745372496 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 14.849 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR3 5493009ZFZYH4FRCW638 35565EAE2 800000 PA USD 859226.48 0.169347140000 Long ABS-CBDO CORP US N 2 2047-09-25 Floating 9.771 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 N/A 35563PES4 701838.01 PA USD 684070.77 0.134825254055 Long ABS-CBDO CORP US N 2 2057-05-25 Variable 4.75 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 N/A 35563PCF4 400000 PA USD 389739.48 0.076814748869 Long ABS-CBDO CORP US N 2 2056-07-25 Variable 4.75 N N N N N N ARROYO MORTGAGE TRUST 2020-1 N/A 04285CAD3 442000 PA USD 390913.37 0.077046113846 Long ABS-CBDO CORP US N 2 2055-03-25 Fixed 4.277 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA3 5493000ITGOA1OPGRQ72 35565WBE1 750000 PA USD 989218.35 0.194967569444 Long ABS-CBDO CORP US N 2 2050-06-25 Floating 14.199 N N N N N N CSMC 2020-SPT1 TRUST N/A 12659LAD4 392000 PA USD 370343.53 0.072991951578 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 3.388 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEJ9 595119.54 PA USD 674230.21 0.132885752968 Long ABS-CBDO CORP US N 2 2029-05-25 Floating 14.349 N N N N N N TOWD POINT HE TRUST N/A 89180DAA4 745531.34 PA USD 725210.99 0.142933685020 Long ABS-CBDO CORP US N 2 2063-02-25 Variable .918 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR1 549300MHCI0CUXMJQS62 35564PAC2 3900000 PA USD 4680393.9 0.922470779808 Long ABS-CBDO CORP US N 2 2048-01-25 Floating 13.199 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA1 5493000IT1PBTE7DAT80 35564KBE8 1100000 PA USD 1196290.15 0.235779879028 Long ABS-CBDO CORP US N 2 2051-01-25 Floating 9.484 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA3 549300EUJICRX5L38Y52 35564XBE0 1000000 PA USD 1136458.8 0.223987565546 Long ABS-CBDO CORP US N 2 2049-09-25 Floating 12.349 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA1 549300TCRXCIFPAC3B85 35565JBE0 800000 PA USD 873585.2 0.172177136773 Long ABS-CBDO CORP US N 2 2050-01-25 Floating 9.949 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 5493000ITBJ4KEFYWF83 35565LBE5 3000000 PA USD 3608220.6 0.711153407537 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 12.449 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA3 5493000ISUYHCRLRBE46 35564KFH7 2879000 PA USD 3468241.48 0.683564565499 Long ABS-CBDO CORP US N 2 2033-10-25 Floating 10.984 N N N N N N CSMC 2021-RPL7 TRUST N/A 12598JAC5 314100.93 PA USD 313371.59 0.061763206511 Long ABS-CBDO CORP US N 2 2061-07-27 Variable 4.185 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 20754KAB7 3100000 PA USD 3131246.76 0.617145416002 Long ABS-CBDO CORP US N 2 2041-11-25 Floating 6.734 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAF8 2146000 PA USD 2264129.36 0.446243034439 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 9.234 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAB7 2727000 PA USD 2802811.15 0.552413203341 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 7.734 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA2 5493000ISA3AUOXQEF68 35564KRN1 1975000 PA USD 2072207.92 0.408416747976 Long ABS-CBDO CORP US N 2 2042-02-25 Floating 8.484 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 5493000IRODEKU3J3Q16 35564KTJ8 2759000 PA USD 2976299.39 0.586606443367 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 9.984 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 5493000IRODEKU3J3Q16 35564KUL1 2600000 PA USD 3001980.02 0.591667904280 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 15.734 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 N/A 20753YAF9 500000 PA USD 539243.5 0.106280877759 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 9.984 N N N N N N HOME RE 2022-1 LTD N/A 43730GAE1 900000 PA USD 1012219.02 0.199500830201 Long ABS-CBDO CORP BM N 2 2034-10-25 Floating 13.734 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 N/A 20754DAF4 2540000 PA USD 2697621.73 0.531681152071 Long ABS-CBDO CORP US N 2 2042-04-25 Floating 9.234 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F8RM7 3059640.94 PA USD 568906.58 0.112127249907 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HANZ5 357524.28 PA USD 70623.24 0.013919314628 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0SA7 4419819 PA USD 460353.32 0.090732210827 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 6393537.74 PA USD 856588.28 0.168827170428 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 1.18 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTXU6 1943680.06 PA USD 216278.72 0.042626924946 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 1.201 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H9F46 13582395.06 PA USD 2285687.55 0.450491993130 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FNKD1 1585565.43 PA USD 162739.58 0.032074759192 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 1.201 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FR6Y2 11241394.06 PA USD 2617430.45 0.515876048019 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTBB2 2441188.82 PA USD 565672.52 0.111489840768 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BGJ36 3090707.51 PA USD 791294.06 0.155958165954 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BJDG7 3214170.81 PA USD 533623.07 0.105173132865 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDFP8 8080160.04 PA USD 1497145.38 0.295076204200 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BNSV9 14711354.57 PA USD 923800.98 0.182074293022 Long ABS-MBS USGSE US N 2 2052-07-25 Floating .666 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFES8 6908071.56 PA USD 1555163.03 0.306511050921 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDYC6 10292134.81 PA USD 1724904.16 0.339965763473 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDTS7 8977398.92 PA USD 2396531.9 0.472338588987 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BL6M7 13717584.21 PA USD 2121305.06 0.418093428613 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BAZZ0 5961126.65 PA USD 1532362.45 0.302017226413 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BQXT1 63970709.75 PA USD 4646563.68 0.915803095401 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 2.166 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BF3U5 1839726.18 PA USD 374894.62 0.073888937522 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BF4A8 2298489.86 PA USD 534544.62 0.105354763507 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHDU0 5768232.52 PA USD 1003457.88 0.197774074756 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHEL9 4961107.24 PA USD 950452.89 0.187327185989 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFWT6 2186362.22 PA USD 562340.02 0.110833029837 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDZL5 2686673.7 PA USD 498873.39 0.098324229740 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B6HD8 8984356.27 PA USD 985729.43 0.194279929297 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 1.201 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BTK28 1512000 PA USD 1515075.41 0.298610079577 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.863 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 35392.48 PA USD 5475.89 0.001079257137 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP4N9 175204.71 PA USD 39176.14 0.007721325424 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BTGC1 4035271.61 PA USD 4016725.1 0.791666602093 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.684 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0326C3 1000000 PA USD 906534.62 0.178671222060 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0406C6 6000000 PA USD 5611945.5 1.106072662308 Short ABS-MBS USGSE US N 2 2054-12-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0426C2 26000000 PA USD 24968565.18 4.921118240130 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0526C1 167000000 PA USD 166821121.29 32.879200582849 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306C7 4000000 PA USD 3487145.76 0.687290458295 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0226C4 16000000 PA USD 13392051.84 2.639473678503 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 2.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VQP5 17175588.82 PA USD 1762751.29 0.347425150925 Long ABS-MBS USGA US N 2 2040-02-20 Floating 1.529 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LL46 61130.05 PA USD 11991.69 0.002363472789 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 39854.93 PA USD 8295.81 0.001635042367 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAQ9 58824.93 PA USD 2751.65 0.000542329722 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.112 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAF3 72879.3 PA USD 1862.87 0.000367157803 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.899 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REB8 3661860.44 PA USD 194521.69 0.038338776372 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.149 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFK7 869824.75 PA USD 43991.39 0.008670375337 Long ABS-MBS USGA US N 2 2065-08-20 Variable 2.151 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFF8 65228.24 PA USD 1611.4 0.000317594939 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.897 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJD9 104989.1 PA USD 1837.62 0.000362181216 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.696 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 42026.04 PA USD 902.05 0.000177787337 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.842 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJH0 46232.47 PA USD 1762.15 0.000347306641 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.417 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJK3 50985.59 PA USD 1610.23 0.000317364341 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJY3 77404.22 PA USD 2820.3 0.000555860125 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.827 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJW7 43643.35 PA USD 2125.47 0.000418914307 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.518 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UQB9 601006.72 PA USD 22229.44 0.004381257067 Long ABS-MBS USGA US N 2 2064-10-20 Variable 1.34 N 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