A&D Mortgage Trust, Series 2023-NQM2, Class A1

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160502.39000000 0.038553404972 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.16820960 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2006-43CB, Class 1A10 02149FAK0 3394420.88820000 PA USD 1673008.90000000 0.401864356310 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N American Home Mortgage Investment Trust N/A American Home Mortgage Investment Trust, Series 2007-1, Class GA1C 026932AC7 1323650.61000000 PA USD 811094.44000000 0.194828578041 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.97820880 N N N N N N Arroyo Mortgage Trust N/A Arroyo Mortgage Trust, Series 2020-1, Class M1 04285CAD3 442000.00000000 PA USD 422646.99000000 0.101521731643 Long ABS-MBS CORP US N 2 2055-03-25 Fixed 4.27700000 N N N N N N Barclays Commercial Mortgage Trust N/A Barclays Commercial Mortgage Trust, Series 2019-C5, Class E 05492JAC6 1117000.00000000 PA USD 850834.31000000 0.204374275782 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.50000000 N N N N N N Barclays Commercial Mortgage Trust N/A Barclays Commercial Mortgage Trust, Series 2019-C5, Class F 05492JAE2 1881000.00000000 PA USD 1193194.86000000 0.286610838930 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.57436720 N N N N N N BBCMS Mortgage Trust N/A BBCMS Mortgage Trust, Series 2024-5C29, Class XA 05555PAD4 24943058.35000000 PA USD 1229807.51000000 0.295405364186 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.59670080 N N N N N N BBCMS Mortgage Trust N/A BBCMS Mortgage Trust, Series 2026-5C40, Class XE 05557AAM5 1188000.00000000 PA USD 108500.28000000 0.026062261343 Long ABS-MBS CORP US N 2 2059-02-15 Variable 2.12618160 N N N N N N BBCMS Mortgage Trust N/A BBCMS Mortgage Trust, Series 2026-5C40, Class E 05557AAR4 1188000.00000000 PA USD 846374.09000000 0.203302910627 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 4.25000000 N N N N N N BMO Mortgage Trust N/A BMO Mortgage Trust, Series 2024-5C6, Class XA 05593QAD6 15364934.60000000 PA USD 619773.83000000 0.148872496285 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.35275400 N N N N N N BANK N/A BANK, Series 2020-BN26, Class XA 06540JBM3 13943898.40000000 PA USD 492635.14000000 0.118333203984 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.18963800 N N N N N N BANK N/A BANK, Series 2018-BN11, Class D 06540TAP5 609000.00000000 PA USD 497407.75000000 0.119479606640 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 3.00000000 N N N N N N BANK N/A BANK, Series 2024-BNK48, Class XA 06541GAN7 9430997.59000000 PA USD 745584.49000000 0.179092789733 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.14406920 N N N N N N BANK N/A BANK, Series 2020-BN30, Class XA 06541UCB0 17479321.15000000 PA USD 800874.53000000 0.192373709120 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.24833600 N N N N N N BANK5 Trust N/A BANK5 Trust, Series 2024-5YR10, Class XA 06604AAH7 17638547.44000000 PA USD 659113.71000000 0.158322114607 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.18777680 N N N N N N Barclays Commercial Mortgage Trust N/A Barclays Commercial Mortgage Trust, Series 2019-C4, Class D 07335CAT1 1010000.00000000 PA USD 665121.26000000 0.159765155474 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.25000000 N N N N N N Barclays Commercial Mortgage Trust N/A Barclays Commercial Mortgage Trust, Series 2019-C4, Class E 07335CAV6 793000.00000000 PA USD 449315.54000000 0.107927638796 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.25000000 N N N N N N BBCMS Mortgage Trust N/A BBCMS Mortgage Trust, Series 2025-C32, Class XA 07337AAJ5 12246037.04000000 PA USD 1002646.73000000 0.240840310388 Long ABS-MBS CORP US N 2 2062-02-15 Variable 1.12818600 N N N N N N Bear Stearns ALT-A Trust N/A Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1 07386HWZ0 203902.73000000 PA USD 168221.32000000 0.040407527108 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.98498840 N N N N N N Bear Stearns ALT-A Trust N/A Bear Stearns ALT-A Trust, Series 2005-10, Class 11A1 07386HYW5 68422.04000000 PA USD 66227.53000000 0.015908154292 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.28820840 N N N N N N Bear Stearns Mortgage Funding Trust N/A Bear Stearns Mortgage Funding Trust, Series 2006-AR2, Class 2A1 07401AAX5 1692605.64000000 PA USD 1637127.27000000 0.393245425387 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.24820880 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2018-B3, Class D 08161BAA1 1504000.00000000 PA USD 1089148.82000000 0.261618506318 Long ABS-MBS CORP US N 2 2051-04-10 Variable 3.04511040 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B11, Class D 08162BAJ1 963000.00000000 PA USD 544221.92000000 0.130724583456 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B13, Class D 08162DAR9 1295000.00000000 PA USD 802999.33000000 0.192884095756 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.50000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2018-B1, Class D 08162PAG6 1021000.00000000 PA USD 623687.14000000 0.149812491168 Long ABS-MBS CORP US N 2 2051-01-15 Fixed 2.75000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2018-B1, Class C 08162PBB6 608000.00000000 PA USD 505694.88000000 0.121470213004 Long ABS-MBS CORP US N 2 2051-01-15 Variable 4.20052320 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2024-V11, Class XA 081921BA5 38674802.79000000 PA USD 746531.98000000 0.179320381145 Long ABS-MBS CORP US N 2 2057-11-15 Variable 0.56023920 N N N N N N BWAY Mortgage Trust N/A BWAY Mortgage Trust, Series 2022-26BW, Class F 12429EAN7 2210000.00000000 PA USD 1115991.44000000 0.268066225878 Long ABS-MBS CORP US N 2 2044-02-10 Variable 4.86636120 N N N N N N CAFL Issuer LP N/A CAFL Issuer LP, Series 2025-RRTL1, Class M1 124760AC3 577000.00000000 PA USD 585293.80000000 0.140590236064 Long ABS-MBS CORP US N 2 2040-05-28 Fixed 8.16000000 N N N N N N CAFL Issuer LLC N/A CAFL Issuer LLC, Series 2023-RTL1, Class A1 124762AA3 822585.24000000 PA USD 824127.75000000 0.197959238454 Long ABS-MBS CORP US N 2 2030-12-28 Fixed 7.55300160 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2019-CD8, Class D 12515BAR9 507000.00000000 PA USD 338444.15000000 0.081295826033 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 3.00000000 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2017-CD4, Class B 12515DAU8 1712000.00000000 PA USD 1647862.32000000 0.395824033282 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.94700040 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2017-CD3, Class B 12515GAG2 888000.00000000 PA USD 596761.93000000 0.143344933114 Long ABS-MBS CORP US N 2 2050-02-10 Variable 3.98400120 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2017-CD3, Class C 12515GAH0 615000.00000000 PA USD 228797.96000000 0.054958311889 Long ABS-MBS CORP US N 2 2050-02-10 Variable 4.58269200 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2017-CD3, Class D 12515GAM9 814698.65000000 PA USD 49041.36000000 0.011779957996 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.25000000 N N N N N N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E 12527DAG5 1801000.00000000 PA USD 1723924.22000000 0.414094448032 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08013280 N N N N N N Cantor Commercial Real Estate Lending N/A Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class XA 12529TAZ6 12018621.71160000 PA USD 261989.13000000 0.062930982069 Long ABS-MBS CORP US N 2 2053-01-15 Variable 0.68897160 N N N N N N CFMT LLC 984500D67D63D8645054 CFMT LLC, Series 2024-HB13, Class M1 12530VAB1 3750000.00000000 PA USD 3672001.50000000 0.882031481822 Long ABS-O CORP US N 2 2034-05-25 Variable 2.99999880 N N N N N N Cascade Funding Mortgage Trust N/A Cascade Funding Mortgage Trust, Series 2025-HB16, Class M2 12531BAC2 932000.00000000 PA USD 902060.43000000 0.216679023079 Long ABS-MBS CORP US N 2 2035-03-25 Variable 2.99999880 N N N N N N Cascade Funding Mortgage Trust N/A Cascade Funding Mortgage Trust, Series 2025-HB16, Class M3 12531BAD0 1000000.00000000 PA USD 961672.90000000 0.230998209836 Long ABS-MBS CORP US N 2 2035-03-25 Variable 2.99999880 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 COMM Mortgage Trust, Series 2013-CR12, Class AM 12591KAG0 1045555.51000000 PA USD 993110.76000000 0.238549726969 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.30000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 COMM Mortgage Trust, Series 2014-UBS4, Class C 12591QAW2 324000.00000000 PA USD 256284.00000000 0.061560583863 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.74638040 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR15, Class D 12591RAE0 923000.00000000 PA USD 869688.07000000 0.208903034790 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.93373440 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR16, Class C 12591VAK7 1226000.00000000 PA USD 1178262.63000000 0.283024049286 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.74806880 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-UBS3, Class C 12591YBH7 301000.00000000 PA USD 280915.78000000 0.067477249587 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.63009680 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-UBS5, Class AM 12592KBE3 545905.23900000 PA USD 539291.49000000 0.129540271718 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.19299920 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2015-CR26, Class D 12593QBK5 875000.00000000 PA USD 718143.13000000 0.172501250098 Long ABS-MBS CORP US N 2 2048-10-10 Variable 3.61254600 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2017-COR2, Class D 12595EAN5 1656000.00000000 PA USD 1516850.79000000 0.364354467177 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL Commercial Mortgage Trust, Series 2019-C17, Class D 12597BAC3 594000.00000000 PA USD 334420.57000000 0.080329343794 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.50000000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2012-LC4, Class D 126192AK9 2408061.45700000 PA USD 1855980.86000000 0.445815054318 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.39991000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2012-CR4, Class AM 12624QAT0 2432000.00000000 PA USD 2378721.20000000 0.571379664436 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.25100000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2012-CR4, Class B 12624QBA0 1072000.00000000 PA USD 736964.41000000 0.177022207262 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.70300000 N N N N N N COMM Mortgage Trust 549300FVY7JUBJ0PIH53 COMM Mortgage Trust, Series 2013-CR7, Class D 12625FBA3 858458.76900000 PA USD 832707.84000000 0.200020215144 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.29268320 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2013-LC13, Class D 12626GAT0 266369.39000000 PA USD 250146.38000000 0.060086299590 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.54877000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2013-CR13, Class D 12630BAE8 2174187.65000000 PA USD 1119706.64000000 0.268958633836 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.10219360 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR14, Class D 12630DAE4 1479000.00000000 PA USD 1275338.00000000 0.306341995221 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.59721720 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR14, Class C 12630DBD5 1154000.00000000 PA USD 1135900.89000000 0.272848566431 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.59721720 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR17, Class D 12631DAG8 1247000.00000000 PA USD 1057384.92000000 0.253988672892 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.92969600 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR17, Class E 12631DAJ2 804000.00000000 PA USD 579396.97000000 0.139173790645 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.92969600 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR17, Class B 12631DBE2 490317.76900000 PA USD 485534.33000000 0.116627557087 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.37700000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2014-CR17, Class C 12631DBG7 1940500.00000000 PA USD 1831718.48000000 0.439987120156 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.86594720 N N N N N N CSAIL 549300D5DIOOMKWXVZ20 CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C 12634NAZ1 459820.18000000 PA USD 440799.58000000 0.105882066424 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.23091800 N N N N N N CSAIL 549300D5DIOOMKWXVZ20 CSAIL Commercial Mortgage Trust, Series 2015-C2, Class D 12634NBA5 1121000.00000000 PA USD 991193.24000000 0.238089129933 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.23091800 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 CSAIL Commercial Mortgage Trust, Series 2015-C3, Class C 12635FAZ7 1277000.00000000 PA USD 1187434.41000000 0.285227152608 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.13020800 N N N N N N CSMC Mortgage-Backed Trust N/A CSMC Mortgage-Backed Trust, Series 2007-1, Class 1A3 126378AG3 5438052.45990000 PA USD 1258935.25000000 0.302401979976 Long ABS-MBS CORP US N 2 2037-02-25 Variable 5.98889880 N N N N N N CSMC Trust N/A CSMC Trust, Series 2020-SPT1, Class M1 12659LAD4 392000.00000000 PA USD 387233.67000000 0.093015290914 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.38799960 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-38, Class A1 12667GY98 491875.44990000 PA USD 455958.70000000 0.109523356080 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.41509120 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2006-OA19, Class A1 12668RAA6 911155.03000000 PA USD 754272.90000000 0.181179785380 Long ABS-MBS CORP US N 2 2047-02-20 Floating 3.96172080 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1 126694M96 26411.07000000 PA USD 23617.81000000 0.005673105512 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.18821120 N N N N N N Castlelake Aircraft Structured Trust N/A Castlelake Aircraft Structured Trust, Series 2025-2A, Class A 14855XAA2 1127307.59000000 PA USD 1147873.40000000 0.275724417854 Long ABS-O CORP US N 2 2050-08-15 Fixed 5.46500000 N N N N N N Chase Home Lending Mortgage Trust N/A Chase Home Lending Mortgage Trust, Series 2025-3, Class A11 16160MAX1 411047.73000000 PA USD 412689.04000000 0.099129786707 Long ABS-MBS CORP US N 2 2056-02-25 Floating 4.96721160 N N N N N N Chevy Chase Funding LLC 5493000OPBL8EFF3O717 Chevy Chase Funding LLC, Series 2006-4A, Class A2 16678XAB0 664106.58490000 PA USD 592928.31000000 0.142424080132 Long ABS-MBS CORP US N 2 2047-11-25 Floating 3.96821160 N N N N N N CIM Trust N/A CIM Trust, Series 2024-R1, Class A1 17179VAA8 570844.99990000 PA USD 572882.80000000 0.137609057347 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.74999840 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D 17312EAE6 138399.84000000 PA USD 123444.64000000 0.029651964668 Long ABS-O CORP US N 2 2037-03-25 Floating 4.13821080 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class C 17322MBA3 192770.44990000 PA USD 192280.70000000 0.046186699745 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.78000080 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class D 17322YAM2 239000.00000000 PA USD 132668.90000000 0.031867673926 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.54800000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust, 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ABS-MBS USGA US N 2 2067-02-20 Variable 1.87044120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2016-H09, Class BI 38376RTH9 1183286.14620000 PA USD 48759.67000000 0.011712294775 Long ABS-MBS USGA US N 2 2066-04-20 Variable 2.47348080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2017-H06, Class BI 38376RV78 213983.23000000 PA USD 7645.81000000 0.001836558379 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.13584040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2016-H15, Class AI 38376RWX0 2093927.46000000 PA USD 104760.45000000 0.025163937147 Long ABS-MBS USGA US N 2 2066-07-20 Variable 2.38581000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2017-H06, Class MI 38376RX68 334365.65000000 PA USD 13717.02000000 0.003294890668 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.97538120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2016-H18, Class QI 38376RYA8 320470.57000000 PA USD 19151.96000000 0.004600388005 Long ABS-MBS USGA US N 2 2066-06-20 Variable 2.70569160 N 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2014-132 38379EW99 491601.90000000 PA USD 98005.66000000 0.023541405829 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-53, Class MI 38379LL46 53034.54000000 PA USD 10456.97000000 0.002511811812 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-79, Class GI 38379LX92 34358.24000000 PA USD 6970.15000000 0.001674261770 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-105, Class LI 38379NRH7 322023.69000000 PA USD 67883.17000000 0.016305846559 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-89, Class LI 38379P4V6 297896.57000000 PA USD 52108.60000000 0.012516723011 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2016-75, Class LI 38379YFF0 16514.06000000 PA USD 2265.55000000 0.000544195426 Long 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States of America U.S. Treasury 10 Year Ultra Bonds 2026-06-18 -139614312.50000000 USD -786800.56000000 N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust, Series 2024-1A, Class A 89616LAA0 647275.09000000 PA USD 623908.46000000 0.149865653239 Long ABS-O CORP US N 2 2027-10-15 Fixed 6.61000000 Y N N N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust, Series 2025-1A, Class A 89617CAA9 381190.45700000 PA USD 236299.96000000 0.056760326452 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.94000000 Y N N N N N 2026-03-30 Putnam Funds Trust Monica Krogh Monica Krogh Assistant Treasurer XXXX