NPORT-P false 0001032423 XXXXXXXX S000055043 C000173085 C000173083 C000173084 Diamond Hill Funds 811-08061 0001032423 549300PZZTQU6QTHS663 325 John H. McConnell Blvd. Suite 200 Columbus 43215 888-226-5595 DIAMOND HILL SHORT DURATION SECURITIZED BOND S000055043 549300LDSRETB4JUMJ20 2021-12-31 2021-09-30 N 1507811136.14 13819769.32 1493991366.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00 USD N FMC GMSR ISSUER TRUST N/A 30259RAE5 3000000.00000000 PA USD 2979716.70000000 0.199446714765 Long ABS-O CORP US Y 2 2026-01-25 Fixed 4.44999960 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535MAE9 3000000.00000000 PA USD 3089682.00000000 0.206807219145 Long ABS-O CORP US Y 2 2029-11-15 Fixed 2.73000000 N N N N N N Bancorp Commercial Mortgag N/A 05972AAG5 2191752.56000000 PA USD 2167676.82000000 0.145092995056 Long ABS-O CORP US Y 2 2032-08-15 Floating 2.44550160 N N N N N N FREED ABS TRUST N/A 35634LAB9 3550355.01000000 PA USD 3583370.47000000 0.239852153739 Long ABS-O CORP US Y 2 2027-09-20 Fixed 4.18000000 N N N N N N BUSINESS JET SECURITIES 2020-1 LLC N/A 12327FAC1 2197251.82000000 PA USD 2292979.49000000 0.153480103093 Long ABS-O CORP US Y 2 2035-11-15 Fixed 7.14200000 N N N N N N LL ABS TRUST N/A 50202HAA1 2288921.97000000 PA USD 2301183.72000000 0.154029251514 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKUA9 476194.62000000 PA USD 52654.84000000 0.003524440714 Long ABS-O USGSE US N 2 2044-08-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R3G9 134523.86000000 PA USD 134574.21000000 0.009007696629 Long ABS-O USGA US N 2 2067-04-20 Floating 0.30962880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398PWQ8 504066.50000000 PA USD 91282.61000000 0.006109982428 Long ABS-O USGSE US N 2 2040-05-25 Floating 6.46400160 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LAY5 900000.00000000 PA USD 916578.92000000 0.061351018510 Long DBT CORP US N 2 2022-09-15 Fixed 2.90000000 N N N N N N AVANT LOANS FUNDING TRUST N/A 05353LAC9 5000000.00000000 PA USD 5015017.50000000 0.335679148579 Long ABS-O CORP US Y 2 2030-07-15 Fixed 2.30000000 N N N N N N CASCADE MH ASSET TRUST N/A 14732FAC6 1100000.00000000 PA USD 1137683.80000000 0.076150627457 Long ABS-O CORP US Y 2 2044-11-25 Fixed 5.98500000 N N N N N N N/A N/A 61977KAL0 2800000.00000000 PA USD 2808807.68000000 0.188006955219 Long ABS-O CORP US Y 2 2038-09-09 Floating 0.0 N N N N N N LHOME MORTGAGE TRUST N/A 501895AC0 3000000.00000000 PA USD 3007417.80000000 0.201300882106 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ALJ42 2648122.50000000 PA USD 139518.45000000 0.009338638301 Long ABS-O USGSE US N 2 2040-09-15 Floating 6.51624840 N N N N N N FREED ABS TRUST N/A 30312JAC2 5500000.00000000 PA USD 5633348.60000000 0.377067011571 Long ABS-O CORP US Y 2 2026-11-18 Fixed 4.86000000 N N N N N N FHF TRUST 2021-2 N/A 30322JAA4 7000000.00000000 PA USD 6997384.10000000 0.468368442777 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AB2 1383489.65000000 PA USD 1381685.99000000 0.092482863066 Long DBT CORP US Y 2 2026-07-15 Fixed 3.42000000 N N N N N N FREED ABS TRUST N/A 35634TAC0 3250000.00000000 PA USD 3314396.80000000 0.221848457334 Long ABS-O CORP US Y 2 2027-03-18 Fixed 4.37000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91683LAA4 4000000.00000000 PA USD 3997255.20000000 0.267555441669 Long ABS-O CORP US Y 2 2029-10-20 Fixed 1.75000000 N N N N N N BUSINESS JET SECURITIES 2020-1 LLC N/A 12327FAB3 1081480.18000000 PA USD 1108420.28000000 0.074191879860 Long ABS-O CORP US Y 2 2035-11-15 Fixed 3.96700000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAE4 3650000.00000000 PA USD 3642010.15000000 0.243777188468 Long ABS-CBDO CORP US Y 2 2038-02-18 Floating 1.56448080 N N N N N N KREF LTD 54930083ELM2GCMVTQ91 48275RAA5 4000000.00000000 PA USD 4000000.00000000 0.267739164284 Long ABS-CBDO CORP US Y 2 2039-02-15 Floating 1.15374960 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31395UML2 380795.25000000 PA USD 384794.10000000 0.025756112688 Long ABS-O USGSE US N 2 2035-05-15 Floating 0.53375040 N N N N N N Hero Funding Ii (B) 2016-4b N/A 42771VAA8 482689.09000000 PA USD 492427.97000000 0.032960563289 Long ABS-O CORP US Y 2 2047-09-20 Fixed 4.99000000 N N N N N N Invitation Homes Tr 2017-Sfr2 N/A 46187VAA7 11562134.42000000 PA USD 11581512.56000000 0.775206123489 Long ABS-O CORP US Y 2 2037-07-17 Floating 1.08399960 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAQ7 300000.00000000 PA USD 299235.00000000 0.020029232206 Long DBT CORP US Y 2 2024-09-24 Fixed 0.75000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAE9 1425553.22000000 PA USD 1460238.21000000 0.097740739500 Long ABS-O CORP US Y 2 2039-10-09 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0K48 475699.39000000 PA USD 484131.78000000 0.032405259545 Long ABS-O USGSE US N 2 2041-09-25 Floating 0.63600120 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530QAF4 2800000.00000000 PA USD 2898862.40000000 0.194034749087 Long ABS-O CORP US Y 2 2027-08-13 Fixed 5.22000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAG8 1950000.00000000 PA USD 1968954.00000000 0.131791524618 Long ABS-O CORP US Y 2 2040-08-15 Fixed 4.12900000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBA1 2945000.00000000 PA USD 2931940.31000000 0.196248812082 Long DBT CORP US Y 2 2024-01-12 Fixed 0.47300000 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441JAF8 3750000.00000000 PA USD 3737778.00000000 0.250187389499 Long ABS-O CORP US Y 2 2029-03-20 Fixed 1.29000000 N N N N N N Sfs Asset Securitization LLC N/A 78416EAF0 2000000.00000000 PA USD 2012114.00000000 0.134680430201 Long DBT CORP US Y 2 2025-06-10 Fixed 5.02300000 N N N N N N Bancorp Commercial Mortgag N/A 05972AAJ9 2000000.00000000 PA USD 1744600.00000000 0.116774436502 Long ABS-O CORP US Y 2 2032-08-17 Floating 3.84549840 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCP9 1600000.00000000 PA USD 1589761.87000000 0.106410378621 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST N/A 36261AAG0 5000000.00000000 PA USD 5015103.00000000 0.335684871504 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.68000000 N N N N N N LL ABS TRUST N/A 53934QAB8 1650000.00000000 PA USD 1647906.98000000 0.110302309410 Long ABS-O CORP US Y 2 2029-05-15 Fixed 2.17000000 N N N N N N Rentas Fdo Inv Inm N/A 75973LAB4 540912.45000000 PA USD 553847.56000000 0.037071670713 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 5.75000000 N N N N N N FHF TRUST 2020-1 N/A 30260YAC1 4500000.00000000 PA USD 4598298.90000000 0.307786176153 Long ABS-O CORP US Y 2 2025-09-15 Fixed 3.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LRX3 22427020.97000000 PA USD 763018.84000000 0.051072506638 Long ABS-O USGA US N 2 2069-03-20 Floating 1.53249120 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68267EAD6 5500000.00000000 PA USD 6050119.90000000 0.404963511461 Long ABS-O CORP US Y 2 2031-04-14 Fixed 4.68000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAL3 2800000.00000000 PA USD 2875556.85000000 0.192474796967 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 383742FU2 347060.89000000 PA USD 349020.05000000 0.023361584126 Long ABS-O USGA US N 2 2038-02-20 Floating 0.58737960 N N N N N N Pnmac Gsmr Issuer Trust 5493007JEN3QN6CZC711 69354WAC0 7000000.00000000 PA USD 7017238.90000000 0.469697419666 Long ABS-O CORP US Y 2 2023-02-25 Floating 2.93600160 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NCA9 2000000.00000000 PA USD 2009582.20000000 0.134510964697 Long ABS-O CORP US Y 2 2052-08-15 Fixed 5.41940000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91534HAA4 7132097.65000000 PA USD 7124919.91000000 0.476905025573 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ASS62 14566.06000000 PA USD 14573.09000000 0.000975446734 Long ABS-O USGSE US N 2 2039-04-15 Floating 0.48375000 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAC6 3250000.00000000 PA USD 3269485.38000000 0.218842320820 Long DBT CORP US Y 2 2027-05-17 Fixed 2.97000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABNP4 2530725.05000000 PA USD 196566.48000000 0.013157136270 Long ABS-O USGSE US N 2 2028-01-25 Fixed 4.00000000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAB3 9500000.00000000 PA USD 9594090.85000000 0.642178466561 Long ABS-O CORP US Y 2 2025-03-25 Floating 5.61000000 N N N N N N Upstart Securitization Trust 2019-2 549300PN2KS41LBX8D66 916780AB5 9810557.30000000 PA USD 9898570.75000000 0.662558765052 Long ABS-O CORP US Y 2 2029-09-20 Fixed 3.73400000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAC9 2500000.00000000 PA USD 2090750.00000000 0.139943914431 Long ABS-O CORP US Y 2 2061-09-25 Fixed 2.12500000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAD3 9500000.00000000 PA USD 9787686.60000000 0.655136757639 Long ABS-O CORP US Y 2 2026-07-20 Fixed 6.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GAW7 1573986.88000000 PA USD 39270.19000000 0.002628541962 Long ABS-O USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N BXMT LTD N/A 05609GAA6 8250000.00000000 PA USD 8253770.25000000 0.552464387231 Long ABS-CBDO CORP US Y 2 2038-05-17 Floating 1.14549840 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAJ5 1500000.00000000 PA USD 1503776.70000000 0.100654979231 Long ABS-O CORP US Y 2 2038-09-15 Floating 2.19999960 N N N N N N FREMF MORTGAGE TRUST N/A 30311LAG9 4502037.54000000 PA USD 4513110.30000000 0.302084095010 Long ABS-O USGSE US Y 2 2029-03-25 Floating 2.28250080 N N N N N N Earnest Sl Prog Llc 2016-D N/A 27034M104 5000.00000000 PA USD 500.00000000 0.000033467395 Long ABS-O CORP US Y 3 2024-01-25 Floating 0.00000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLA4 5497.10000000 PA USD 5671.98000000 0.000379652796 Long ABS-O CORP US N 2 2034-08-25 Floating 2.20658760 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAB4 1375000.00000000 PA USD 1388897.13000000 0.092965539215 Long DBT CORP US Y 2 2026-04-15 Fixed 3.38000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VBY9 3900000.00000000 PA USD 4199222.35000000 0.281074070657 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2020-HB2 N/A 31737VAA4 4879350.82000000 PA USD 4899157.08000000 0.327924055573 Long ABS-O CORP US Y 2 2030-07-25 Fixed 1.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JUK5 3043631.20000000 PA USD 168524.95000000 0.011280182318 Long ABS-O USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N Access Pt Fdg I Llc 2017-A 5493008D8MH1CEV7F179 00436KAC3 2084005.56000000 PA USD 2082770.79000000 0.139409827677 Long ABS-O CORP US Y 2 2029-04-15 Fixed 5.82000000 N N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAC0 10800000.00000000 PA USD 10842869.52000000 0.725765205931 Long DBT CORP US Y 2 2026-12-15 Fixed 5.01000000 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91532RAA4 837104.26000000 PA USD 846462.33000000 0.056657779208 Long ABS-O CORP US Y 2 2025-11-15 Fixed 3.75000000 N N N N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 20268KAD2 98835.57000000 PA USD 102584.32000000 0.006866460026 Long ABS-O CORP US Y 2 2042-09-25 Floating 4.44000000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAA6 8000000.00000000 PA USD 8077906.40000000 0.540692977175 Long DBT CORP US Y 2 2026-04-15 Fixed 2.39000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEP0 1200000.00000000 PA USD 1201380.00000000 0.080414119296 Long DBT CORP US Y 2 2024-09-27 Fixed 0.70000000 N N N N N N ACC AUTO TRUST N/A 00108XAA6 2260105.99000000 PA USD 2262394.57000000 0.151432907863 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.08000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HAQ3 1276914.79000000 PA USD 1286318.25000000 0.086099443314 Long ABS-O CORP US Y 2 2028-01-25 Fixed 1.88600000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687AAR9 1450000.00000000 PA USD 1444475.36000000 0.096685656428 Long ABS-O CORP US N 2 2026-11-09 Fixed 1.32000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAJ9 2318005.68000000 PA USD 2329554.45000000 0.155928240399 Long ABS-O CORP US Y 2 2040-02-15 Floating 1.88399880 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91682CAA5 7469093.56000000 PA USD 7546684.74000000 0.505135766350 Long ABS-O CORP US Y 2 2027-04-20 Fixed 2.50000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSR3 200000.00000000 PA USD 200215.20000000 0.013401362581 Long DBT CORP US Y 2 2021-10-25 Fixed 2.10000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJC4 4514000.00000000 PA USD 4580889.76000000 0.306620899004 Long DBT CORP US N 2 2024-05-19 Fixed 1.48600000 N N N N N Welltec A/S 549300RE9BETU7WX4L49 950399AB1 200000.00000000 PA USD 200000.00000000 0.013386958214 Long DBT CORP US Y 2 2022-12-01 Fixed 9.50000000 N N N N N N Laurel Road Prime Student Ln Trust 2019-A N/A 51889RAC3 1842377.51000000 PA USD 1882043.90000000 0.125974215232 Long ABS-O CORP US Y 2 2048-10-25 Fixed 3.00000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12326QAC8 3632924.80000000 PA USD 3765487.32000000 0.252042107044 Long ABS-O CORP US Y 2 2034-07-15 Fixed 6.94800000 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61946NAA6 2052799.75000000 PA USD 2079062.24000000 0.139161596658 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.10000000 N N N N N N College Ave Student Loans Llc N/A 19423DAD2 735599.02000000 PA USD 768696.93000000 0.051452568406 Long ABS-O CORP US Y 2 2047-12-26 Fixed 5.50000000 N N N N N N Csail Commercial Mortagage Trust N/A 125333BC7 9650000.00000000 PA USD 9575251.10000000 0.640917431831 Long ABS-O CORP US Y 2 2030-07-15 Floating 3.34599840 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91531UAA8 1214078.60000000 PA USD 1228705.94000000 0.082243175381 Long ABS-O CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N LL ABS TRUST 2019-1 N/A 50202AAB4 3660287.85000000 PA USD 3680430.78000000 0.246348865310 Long ABS-O CORP US Y 2 2027-03-15 Fixed 3.52000000 N N N N N N FREMF Mortgage Trust N/A 30297XAG1 1890237.22000000 PA USD 1890236.09000000 0.126522557759 Long ABS-O USGSE US Y 2 2029-02-25 Floating 2.43249840 N N N N N N United Airlines Pass Through Trust 2020-1A K1OQBWM7XEOO08LDNP29 90931GAA7 1112970.00000000 PA USD 1245460.73000000 0.083364653749 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N ACREC LTD N/A 00500RAE5 3800000.00000000 PA USD 3800015.20000000 0.254353223478 Long ABS-CBDO CORP US Y 2 2036-10-18 Floating 1.88499960 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679MAA8 2032806.63000000 PA USD 2072262.39000000 0.138706450118 Long ABS-O CORP US Y 2 2028-02-20 Fixed 3.75000000 N N N N N N N/A N/A N/A 7465840 NS USD 7465840.00000000 0.499724440569 Long STIV RF US N 1 N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31282YEU9 641435.51000000 PA USD 123864.14000000 0.008290820332 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 6.51624840 N N N N N N BX TRUST N/A 12433WAC5 621282.55000000 PA USD 607303.94000000 0.040649762340 Long ABS-O CORP US Y 2 2037-09-15 Floating 1.42099920 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48128U2Q1 2000000.00000000 PA USD 2000585.60000000 0.133908779155 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.28000000 N N N N N N AVANT LOANS FUNDING TRUST N/A 05355MAA9 4800000.00000000 PA USD 4824198.24000000 0.322906701279 Long ABS-O CORP US Y 2 2029-05-15 Fixed 2.17000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBS4 350000.00000000 PA USD 350874.01000000 0.023485678551 Long DBT CORP US N 2 2024-09-16 Fixed 0.65300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376T5H1 486391.39000000 PA USD 53920.96000000 0.003609188191 Long ABS-O USGA US N 2 2060-01-20 Floating 2.04489000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R3J3 727512.45000000 PA USD 10768.86000000 0.000720811394 Long ABS-O USGA US N 2 2067-04-20 Floating 3.96348120 N N N N N N CCG RECEIVABLES TRUST N/A 12509KAD8 2395000.00000000 PA USD 2421827.35000000 0.162104507682 Long ABS-O CORP US Y 2 2025-12-15 Fixed 3.87000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBK5 2535442.27000000 PA USD 2539022.31000000 0.169948927844 Long ABS-O CORP US N 2 2071-02-26 Floating 1.35000000 N N N N N N ACRE COMMERCIAL MORTGAGE LTD N/A 00489TAL0 2000000.00000000 PA USD 2000000.00000000 0.133869582142 Long ABS-O CORP US Y 2 2037-12-15 Floating 3.18737880 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCF5 2899509.79000000 PA USD 2897911.58000000 0.193971106149 Long ABS-O CORP US Y 2 2029-02-26 Fixed 1.00900000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAC2 2676000.00000000 PA USD 2721882.43000000 0.182188631771 Long DBT CORP US Y 2 2026-04-15 Fixed 5.93000000 N N N N N N MVW OWNER TRUST N/A 55389TAB7 1380059.83000000 PA USD 1378734.42000000 0.092285300345 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.44000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BRZK4 664530.35000000 PA USD 671585.27000000 0.044952419733 Long ABS-O USGSE US N 2 2037-11-15 Floating 1.18374840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0GP6 269853.29000000 PA USD 10240.88000000 0.000685471163 Long ABS-O USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B2M3 28480612.85000000 PA USD 301612.54000000 0.020188372349 Long ABS-O USGA US N 2 2063-05-20 Floating 0.46599120 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61947DAD1 895000.00000000 PA USD 893298.61000000 0.059792755824 Long ABS-O CORP US Y 2 2046-12-20 Fixed 3.71000000 N N N N N N LENDMARK FUNDING TRUST N/A 51507KAC0 1000000.00000000 PA USD 1044514.00000000 0.069914326360 Long ABS-O CORP US Y 2 2031-04-21 Fixed 4.69000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92511FAB1 2500000.00000000 PA USD 2514695.25000000 0.168320601166 Long ABS-O CORP US Y 2 2025-06-16 Fixed 2.19000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAD4 5000000.00000000 PA USD 5045105.50000000 0.337693082573 Long DBT CORP US Y 2 2027-05-17 Fixed 4.94000000 N N N N N N FREED ABS TRUST N/A 35635BAC8 3250000.00000000 PA USD 3286270.98000000 0.219965861449 Long ABS-O CORP US Y 2 2028-03-20 Fixed 2.83000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCG3 2416258.15000000 PA USD 2414950.23000000 0.161644189091 Long ABS-O CORP US Y 2 2029-02-26 Fixed 2.10200000 N N N N N N FHF TRUST 2020-1 N/A 30260YAA5 1270505.08000000 PA USD 1278696.92000000 0.085589311183 Long ABS-O CORP US Y 2 2023-12-15 Fixed 2.59000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56848MAD1 8000000.00000000 PA USD 8149133.60000000 0.545460554925 Long ABS-O CORP US Y 2 2034-08-21 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCM6 3000000.00000000 PA USD 2987808.99000000 0.199988370505 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N COLD STORAGE TRUST N/A 193051AS8 4914952.62000000 PA USD 4939411.39000000 0.330618469403 Long ABS-O CORP US Y 2 2037-11-15 Floating 3.58797960 N N N N N N CONSUMER LOAN UNDERLYING BOND CERTIFICATE ISSUER TRUST N/A 21054AAC2 10000000.00000000 PA USD 10187189.00000000 0.681877367315 Long ABS-O CORP US Y 2 2026-07-15 Fixed 4.66000000 N N N N N N FREMF MORTGAGE TRUST N/A 30297VAA8 6556489.39000000 PA USD 6512848.74000000 0.435936169689 Long ABS-O CORP US Y 2 2029-01-25 Floating 2.33250120 N N N N N N State Street Instl N/A 85749P101 202600467.65000000 NS USD 202640987.74000000 13.56373217680 Long STIV RF US N 1 N N N MARINER FINANCE ISSUANCE TRUST N/A 56848DAD1 1390000.00000000 PA USD 1424067.37000000 0.095319651882 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.34000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31396JFX8 353942.12000000 PA USD 356821.47000000 0.023883770544 Long ABS-O USGSE US N 2 2036-03-15 Floating 0.48375000 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 909287AA2 76525.51000000 PA USD 78696.54000000 0.005267536462 Long ABS-O CORP US N 2 2024-01-02 Fixed 6.63600000 N N N N N N Cig Auto Receivables Trust N/A 125504AD2 2120000.00000000 PA USD 2166115.51000000 0.144988489097 Long ABS-O CORP US Y 2 2026-05-15 Fixed 4.85000000 N N N N N N AMSR TRUST N/A 00178UAH2 500000.00000000 PA USD 506791.45000000 0.033921979822 Long ABS-O CORP US Y 2 2037-07-17 Fixed 4.00000000 N N N N N N EXANTAS CAPITAL CORP LTD 549300RUJWPCMY4JFR46 30070CAJ4 7059000.17000000 PA USD 7209826.30000000 0.482588217048 Long ABS-CBDO CORP US Y 2 2037-04-17 Floating 5.66448120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHJK7 1278617.62000000 PA USD 11057.87000000 0.000740156218 Long ABS-O USGSE US N 2 2040-02-25 Fixed 4.00000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679RAA7 2454613.39000000 PA USD 2498603.01000000 0.167243470443 Long ABS-O CORP US Y 2 2028-04-20 Fixed 3.35000000 N N N N N N N/A N/A 74362YAA0 81061702.00000000 PA USD 1200037.44000000 0.080324255323 Long ABS-O CORP US Y 2 2026-07-15 None 0.00 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LDK6 15060370.85000000 PA USD 349250.00000000 0.023376975781 Long ABS-O USGA US N 2 2068-05-20 Floating 0.79693920 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137H3F72 9414000.00000000 PA USD 9355162.50000000 0.626185847372 Long ABS-O USGSE US N 2 2051-10-25 Fixed 1.50000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEQ8 800000.00000000 PA USD 797597.60000000 0.053387028714 Long DBT CORP US Y 2 2024-08-23 Fixed 0.75000000 N N N N N N Welbilt Inc 549300UR3W71YLZWI068 563568AB0 100000.00000000 PA USD 102780.00000000 0.006879557826 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 802830AU3 2000000.00000000 PA USD 2030236.00000000 0.135893422484 Long ABS-O CORP US Y 2 2026-12-15 Fixed 2.14000000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAB5 2481305.87000000 PA USD 2402250.22000000 0.160794116576 Long DBT CORP US Y 2 2044-02-25 Floating 3.99999960 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023765AA8 1574000.00000000 PA USD 1584161.59000000 0.106035525049 Long ABS-O CORP US N 2 2029-12-15 Fixed 3.20000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641598J8 2200000.00000000 PA USD 2199450.00000000 0.147219726221 Long DBT CORP US N 2 2023-09-15 Fixed 0.40000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B9GS8 157709.10000000 PA USD 158361.61000000 0.010599901279 Long ABS-O USGSE US N 2 2043-07-15 Floating 0.48375000 N N N N N N LHOME MORTGAGE TRUST N/A 501894AC3 2750000.00000000 PA USD 2731559.05000000 0.182836334309 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAC4 1225090.95000000 PA USD 1237254.02000000 0.082815339330 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEB7 3800000.00000000 PA USD 3799828.89000000 0.254340752857 Long DBT CORP US N 2 2025-07-22 Fixed 0.79100000 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUST N/A 34461LAJ3 2000000.00000000 PA USD 2100315.00000000 0.140584145708 Long ABS-O CORP US Y 2 2036-12-12 Fixed 3.75000000 N N N N N N Mirror Merger Sub 2 LLC 4JJ8ORNW1AFZPSV8GJ79 278265AD5 5000000.00000000 PA USD 5253277.80000000 0.351627051981 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N LL ABS TRUST N/A 53934QAA0 9179525.53000000 PA USD 9171826.66000000 0.613914301226 Long ABS-O CORP US Y 2 2029-05-15 Fixed 1.07000000 N N N N N N CFMT 2021-GRN1 ISSUER TRUST N/A 12529KAB8 3588000.00000000 PA USD 3542831.03000000 0.237138654792 Long ABS-O CORP US Y 2 2041-03-20 Fixed 1.83000000 N N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAB2 2000000.00000000 PA USD 2007830.60000000 0.134393721716 Long DBT CORP US Y 2 2026-12-15 Fixed 3.20000000 N N N N N N ACC TRUST N/A 00108GAA3 288977.77000000 PA USD 289829.13000000 0.019399652262 Long ABS-O CORP US Y 2 2023-02-21 Fixed 2.82000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12327BAC0 2612769.44000000 PA USD 2628249.32000000 0.175921319116 Long ABS-O CORP US Y 2 2036-04-15 Fixed 5.06700000 N N N N N N CREDITO REAL USA AUTO RECEIVABLES TRUST N/A 22551EAA4 4572888.66000000 PA USD 4574421.03000000 0.306187915913 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.35000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAX1 1000000.00000000 PA USD 1107645.10000000 0.074139993349 Long DBT CORP US Y 2 2024-09-15 Fixed 5.25000000 N N N N N N MF1 2020-FL3 LTD N/A 59319WAC5 5100000.00000000 PA USD 5176556.10000000 0.346491701020 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 3.91448160 N N N N N N STAR 2021-SFR1 N/A 85521DAJ1 18300000.00000000 PA USD 18314112.96000000 1.225851324628 Long ABS-O CORP US Y 2 2038-04-17 Floating 1.78499880 N N N N N N Athene Global Funding 2015-1 549300LM1QSI4MSIL320 04685A2L4 1450000.00000000 PA USD 1507233.40000000 0.100886352724 Long DBT CORP US Y 2 2025-01-14 Fixed 2.50000000 N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZQ9 250000.00000000 PA USD 268710.00000000 0.017986047708 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N EXTENDED STAY AMERICA TRUST 549300IESZBC3BJUJW64 30227FAN0 3979298.08000000 PA USD 4024203.66000000 0.269359231209 Long ABS-O CORP US Y 2 2038-07-15 Floating 3.79599840 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 29278NAH6 925000.00000000 PA USD 1000324.56000000 0.066956515426 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N TESLA AUTO LEASE TRUST N/A 88161KAG0 9500000.00000000 PA USD 9504958.05000000 0.636212381215 Long ABS-O CORP US Y 2 2025-09-22 Fixed 1.32000000 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAJ0 1900000.00000000 PA USD 1873678.35000000 0.125414268891 Long ABS-O CORP US Y 2 2038-04-17 Fixed 2.10600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BZS4 576576.20000000 PA USD 579565.75000000 0.038793112388 Long ABS-O USGA US N 2 2062-10-20 Floating 0.60463080 N N N N N N Rentas Fdo Inv Inm N/A 75973LAA6 1136172.84000000 PA USD 1189466.62000000 0.079616699695 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 3.67000000 N N N N N N RMF BUYOUT ISSUANCE TRUST N/A 74969BAC3 1500000.00000000 PA USD 1506145.35000000 0.100813524324 Long ABS-O CORP US Y 2 2030-06-25 Fixed 3.09100000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAP0 6000000.00000000 PA USD 5983803.00000000 0.400524603615 Long ABS-O CORP US Y 2 2026-12-21 Fixed 3.77000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105MAG6 6000000.00000000 PA USD 6212899.20000000 0.415859109897 Long ABS-O CORP US Y 2 2024-10-15 Fixed 5.50000000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAA5 6275000.00000000 PA USD 6356569.35000000 0.425475641370 Long ABS-O CORP US Y 2 2025-03-25 Floating 3.28000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAB3 895000.00000000 PA USD 893472.41000000 0.059804389091 Long ABS-O CORP US Y 2 2031-03-17 Fixed 2.42000000 N N N N N N FHF TRUST 2021-1 N/A 30260WAA9 2421249.51000000 PA USD 2419526.79000000 0.161950520179 Long ABS-O CORP US Y 2 2027-03-15 Fixed 1.27000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAL4 1704415.94000000 PA USD 1717165.99000000 0.114938146774 Long ABS-O CORP US Y 2 2040-02-15 Floating 2.58400080 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907TAC6 2000000.00000000 PA USD 2029164.60000000 0.135821708549 Long ABS-O CORP US Y 2 2028-11-15 Fixed 4.11000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TURST N/A 58940BAD8 4000000.00000000 PA USD 4018130.40000000 0.268952718820 Long ABS-O CORP US Y 2 2026-03-20 Fixed 6.26000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5TH9 161070.16000000 PA USD 162897.29000000 0.010903496072 Long ABS-O USGSE US N 2 2042-04-25 Floating 0.60599880 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEE5 780000.00000000 PA USD 795873.13000000 0.053271601675 Long DBT CORP US Y 2 2023-01-13 Fixed 1.95000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91681MAA4 2365819.21000000 PA USD 2384576.84000000 0.159611152578 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.75000000 N N N N N N FREED ABS TRUST N/A 35635HAB7 2472766.38000000 PA USD 2520148.54000000 0.168685615992 Long ABS-O CORP US Y 2 2027-06-18 Fixed 5.50000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948PAA6 3156228.07000000 PA USD 3189035.48000000 0.213457423571 Long ABS-O CORP US Y 2 2048-01-20 Fixed 2.29000000 N N N N N N DROP MORTGAGE TRUST N/A 26210YAJ5 12000000.00000000 PA USD 12030093.60000000 0.805231801680 Long ABS-O CORP US Y 2 2026-04-15 Floating 2.35000080 N N N N N N College Ave Student Loans Llc N/A 19423DAC4 1206427.36000000 PA USD 1278058.50000000 0.085546578674 Long ABS-O CORP US Y 2 2047-12-26 Fixed 4.75000000 N N N N N N FREMF Mortgage Trust N/A 30296JAC2 2439535.01000000 PA USD 2422650.26000000 0.162159588991 Long ABS-O USGSE US Y 2 2025-02-25 Floating 2.23250040 N N N N N N LENDINGPOINT 2019-1 ASSET SECURITIZATION TRUST N/A 52606BAC8 548331.39000000 PA USD 549256.15000000 0.036764345644 Long ABS-O CORP US Y 2 2025-08-15 Fixed 4.50400000 N N N N N N Cht Mortgage Trust N/A 12546DAA5 4000000.00000000 PA USD 4003605.20000000 0.267980477592 Long ABS-O CORP US Y 2 2036-11-17 Floating 1.02549960 N N N N N N EXTENDED STAY AMERICA TRUST 549300IESZBC3BJUJW64 30227FAL4 4576192.77000000 PA USD 4622096.57000000 0.309379068223 Long ABS-O CORP US Y 2 2038-07-15 Floating 2.94599880 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377GAD8 2080000.00000000 PA USD 2090336.14000000 0.139916212799 Long ABS-O CORP US Y 2 2031-05-08 Fixed 5.41000000 N N N N N N SUNNOVA HELIOS IV ISSUER LLC N/A 86746CAA9 1768150.42000000 PA USD 1834233.80000000 0.122774056178 Long ABS-O CORP US Y 2 2047-06-20 Fixed 2.98000000 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 4000000.00000000 PA USD 4022988.00000000 0.269277861261 Long ABS-CBDO CORP US Y 2 2035-11-15 Floating 1.86447960 N N N N N N SKOPOS AUTO RECEIVABLES TRUST N/A 83085DAB1 1843900.04000000 PA USD 1849458.66000000 0.123793129001 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.43000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433AAG4 2893367.31000000 PA USD 2904200.95000000 0.194392083816 Long ABS-O CORP US Y 2 2032-11-15 Floating 2.19600000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ACUF4 271567.65000000 PA USD 274580.53000000 0.018378990407 Long ABS-O USGSE US N 2 2041-07-15 Floating 0.58375080 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TURST N/A 58940BAB2 3700000.00000000 PA USD 3675729.85000000 0.246034209543 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.33000000 N N N N N N Bx Trust 2018 N/A 12433UAN5 5000000.00000000 PA USD 5010646.00000000 0.335386543140 Long ABS-O CORP US Y 2 2037-05-15 Floating 2.06600040 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92511FAA3 588461.87000000 PA USD 589306.84000000 0.039445130212 Long ABS-O CORP US Y 2 2023-09-15 Fixed 1.67000000 N N N N N N LL ABS TRUST N/A 53934QAC6 6700000.00000000 PA USD 6689347.00000000 0.447750043846 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.54000000 N N N N N N Gs Mtg Secs Corp Tr 2018 N/A 36259AAJ8 6898827.46000000 PA USD 6890401.23000000 0.461207566725 Long ABS-O CORP US Y 2 2035-07-16 Floating 1.33400160 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZE5 900000.00000000 PA USD 898215.59000000 0.060121872853 Long DBT CORP US N 2 2024-09-10 Fixed 0.70000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04046LAA9 301811.49000000 PA USD 304435.62000000 0.020377334619 Long ABS-O CORP US Y 2 2024-07-15 Fixed 2.99000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAL9 14500000.00000000 PA USD 14509087.15000000 0.971162717016 Long ABS-O CORP US Y 2 2023-09-15 Floating 1.74999960 N N N N N N CSMC 2018-SITE N/A 12690CAG8 4575000.00000000 PA USD 4732142.56000000 0.316744973571 Long ABS-O CORP US Y 2 2036-04-17 Floating 4.94144280 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04047AAC8 2223000.00000000 PA USD 2236911.98000000 0.149727236025 Long ABS-O CORP US Y 2 2027-02-16 Fixed 2.02000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 24703TAB2 500000.00000000 PA USD 540899.10000000 0.036204968249 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679XAA4 7451809.44000000 PA USD 7441964.11000000 0.498126312860 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAF2 2500000.00000000 PA USD 2516076.25000000 0.168413038112 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.24000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656CAG0 5000000.00000000 PA USD 5267228.00000000 0.352560805703 Long ABS-O CORP US Y 2 2026-04-15 Fixed 4.75000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AC0 8455000.00000000 PA USD 8403491.29000000 0.562485933763 Long DBT CORP US Y 2 2026-07-15 Fixed 4.31000000 N N N N N N LL ABS TRUST 2019-1 N/A 50202AAC2 4500000.00000000 PA USD 4618726.65000000 0.309153503331 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.07000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAE5 4000000.00000000 PA USD 4056289.20000000 0.271506870125 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 3.93599880 N N N N N N CAFL ISSUER LLC N/A 12468RAC4 7500000.00000000 PA USD 7495020.00000000 0.501677597773 Long ABS-O CORP US Y 2 2029-03-26 Fixed 3.10400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYT7 26166537.96000000 PA USD 280107.56000000 0.018748941006 Long ABS-O USGA US N 2 2066-08-20 Floating 0.31335120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BPB2 801204.58000000 PA USD 37725.44000000 0.002525144444 Long ABS-O USGA US N 2 2062-01-20 Floating 1.90069920 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAG0 4000000.00000000 PA USD 4067910.40000000 0.272284732719 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 4.83599880 N N N N N N Wec Energy Group Incorporation 549300IGLYTZUK3PVP70 92939UAF3 2750000.00000000 PA USD 2758490.41000000 0.184638979264 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N ENCINA EQUIPMENT FINANCE LLC 95980020140005309084 29253EAF9 1340000.00000000 PA USD 1365088.55000000 0.091371916887 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.36000000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAL8 3500000.00000000 PA USD 3447458.00000000 0.230754880956 Long ABS-CBDO CORP US Y 2 2037-02-16 Floating 2.21447880 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563FAA9 10887643.73000000 PA USD 10960590.94000000 0.733644864583 Long ABS-O USGA US Y 2 2051-01-25 Floating 2.04999840 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAB4 6800000.00000000 PA USD 6861574.00000000 0.459278022108 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.66000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 4400000.00000000 PA USD 4411703.56000000 0.295296456055 Long ABS-O CORP US Y 2 2035-07-16 Floating 1.34550000 N N N N N N Westgate Resorts N/A 96034LAC5 4019102.22000000 PA USD 4136829.36000000 0.276897808908 Long ABS-O CORP US Y 2 2034-03-20 Fixed 3.96300000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DY7 1900000.00000000 PA USD 1934484.28000000 0.129484301111 Long DBT CORP US Y 2 2023-03-10 Fixed 1.75000000 N N N N N PROSPER MARKETPLACE ISSUANCE TRUST 549300WV6NCA12RVBP15 74362DAB4 633802.92000000 PA USD 634310.98000000 0.042457472920 Long ABS-O CORP US Y 2 2025-07-15 Fixed 3.59000000 N N N N N N PFP LTD N/A 69346TAE4 2150000.00000000 PA USD 2147331.85000000 0.143731208739 Long ABS-CBDO CORP US Y 2 2036-04-16 Floating 1.74549960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3D24 203589.19000000 PA USD 205719.85000000 0.013769815178 Long ABS-O USGSE US N 2 2042-02-25 Floating 0.48600000 N N N N N N Hero Funding Ii 2016-3b N/A 42770YAA3 911379.52000000 PA USD 912351.69000000 0.061068069753 Long ABS-O CORP US Y 2 2042-09-20 Fixed 5.24000000 N N N N N N Westgate Resorts N/A 96033WAB4 558444.82000000 PA USD 564600.05000000 0.037791386385 Long ABS-O CORP US Y 2 2031-12-20 Fixed 3.58000000 N N N N N N Rmf Buyout Issuance Trust 2020-1 N/A 74968QAD9 1469000.00000000 PA USD 1469011.16000000 0.098327955075 Long ABS-O CORP US Y 2 2030-02-25 Fixed 2.96360000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398STC7 279576.09000000 PA USD 283733.08000000 0.018991614429 Long ABS-O USGSE US N 2 2040-12-25 Floating 0.58600080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UW55 187902.94000000 PA USD 14024.17000000 0.000938704888 Long ABS-O USGA US N 2 2067-11-20 Floating 4.10604120 N N N N N N CONTINENTAL CREDIT CARD ABS LLC N/A 21134RAB1 1497999.19000000 PA USD 1517366.67000000 0.101564621034 Long ABS-O CORP US Y 2 2025-01-15 Fixed 6.41000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22536BAE2 2500000.00000000 PA USD 2550618.75000000 0.170725133133 Long ABS-O CORP US Y 2 2030-02-15 Fixed 2.28000000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAG9 3750000.00000000 PA USD 3740617.50000000 0.250377450839 Long ABS-CBDO CORP US Y 2 2038-02-18 Floating 1.81447920 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAD6 3825054.25000000 PA USD 3950702.31000000 0.264439433703 Long ABS-O CORP US Y 2 2048-12-28 Fixed 4.46000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105FAE6 4400000.00000000 PA USD 4481512.20000000 0.299969082789 Long ABS-O CORP US Y 2 2025-08-15 Fixed 2.41000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAH8 7500000.00000000 PA USD 7480401.75000000 0.500699128263 Long ABS-O CORP US Y 2 2026-07-25 Fixed 3.62000160 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAA1 884145.75000000 PA USD 888734.47000000 0.059487256067 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.03300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137BYR36 106550.56000000 PA USD 10.89000000 0.000000728919 Long ABS-O USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N LENDMARK FUNDING TRUST N/A 52607MAD1 3000000.00000000 PA USD 3039017.10000000 0.203415974649 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.05000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST N/A 74362GAB7 3065453.93000000 PA USD 3078558.13000000 0.206062645231 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.20000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAF8 1500000.00000000 PA USD 1646346.60000000 0.110197865701 Long ABS-O CORP US Y 2 2050-03-25 Floating 7.58599920 N N N N N N Cht Mortgage Trust N/A 12546DAL1 4900000.00000000 PA USD 4904643.73000000 0.328291303345 Long ABS-O CORP US Y 2 2036-11-15 Floating 2.34550080 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571AAC9 1800000.00000000 PA USD 1803197.34000000 0.120696637212 Long ABS-O CORP US Y 2 2028-11-20 Fixed 2.23000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAG0 1000000.00000000 PA USD 1006477.00000000 0.067368327712 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.99000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAC5 400000.00000000 PA USD 401547.94000000 0.026877527468 Long DBT CORP US N 2 2023-01-15 Floating 1.12613040 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAJ3 3725000.00000000 PA USD 3715680.05000000 0.248708267833 Long ABS-CBDO CORP US Y 2 2037-02-16 Floating 2.11448160 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAE0 2000000.00000000 PA USD 2009996.40000000 0.134538689087 Long ABS-O CORP US Y 2 2026-02-17 Fixed 2.16000000 N N N N N N Westgate Resorts N/A 96034LAE1 4856216.00000000 PA USD 5102603.40000000 0.341541692497 Long ABS-O CORP US Y 2 2034-03-20 Fixed 6.21300000 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377GAA4 3500000.00000000 PA USD 3501969.80000000 0.234403616900 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N LOANCORE 2019-CRE3 ISSUER LTD N/A 53947DAJ5 7200000.00000000 PA USD 7055848.80000000 0.472281765256 Long ABS-CBDO CORP US Y 2 2036-05-15 Floating 2.59549920 N N N N N N Mosaic Solar Loans Llc 2017-1 549300ZLA8SW2SVJMN33 61946GAB9 561482.21000000 PA USD 603901.69000000 0.040422033447 Long ABS-O CORP US Y 2 2043-06-22 Fixed 4.77000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBF0 1700000.00000000 PA USD 1700807.47000000 0.113843192656 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAN0 1681690.40000000 PA USD 1698476.87000000 0.113687194432 Long ABS-O CORP US Y 2 2040-02-15 Floating 3.73399920 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAA0 2245000.00000000 PA USD 2247083.36000000 0.150408055220 Long ABS-O CORP US Y 2 2038-05-17 Floating 1.24549920 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563JAA1 2990191.92000000 PA USD 2997381.54000000 0.200629107140 Long ABS-O USGA US Y 2 2041-07-25 Floating 1.85000040 N N N N N N PNC Bank National Association Pittsburgh Pennsylvania AD6GFRVSDT01YPT1CS68 69353RFT0 420000.00000000 PA USD 422465.40000000 0.028277633283 Long DBT CORP US N 2 2023-02-24 Fixed 1.74300000 N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAH6 3000000.00000000 PA USD 2978104.80000000 0.199338822575 Long ABS-O CORP US Y 2 2055-11-15 Fixed 3.16000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAA1 8300000.00000000 PA USD 8386336.60000000 0.561337688172 Long ABS-O CORP US Y 2 2024-07-17 Fixed 2.13000000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAC2 3000000.00000000 PA USD 3120959.70000000 0.208900785460 Long ABS-O CORP US Y 2 2026-08-15 Fixed 6.16000000 N N N N N N FREED ABS TRUST 2021-3FP N/A 30322MAC3 5300000.00000000 PA USD 5307563.10000000 0.355260627194 Long ABS-O CORP US Y 2 2028-11-20 Fixed 1.60000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948QAA4 2305712.00000000 PA USD 2305843.66000000 0.154341163624 Long ABS-O CORP US Y 2 2048-03-20 Fixed 2.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GT32 175746.53000000 PA USD 176351.27000000 0.011804035412 Long ABS-O USGA US N 2 2042-12-20 Floating 0.38738160 N N N N N N AVID AUTOMOBILE RECEIVABLES TRUST N/A 05369DAE5 2500000.00000000 PA USD 2535125.50000000 0.169688095681 Long ABS-O CORP US Y 2 2027-05-17 Fixed 6.76000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91678WAC3 4500000.00000000 PA USD 4559569.20000000 0.305193811775 Long ABS-O CORP US Y 2 2030-01-21 Fixed 3.82900000 N N N N N N BX TRUST N/A 05608VAJ5 2000000.00000000 PA USD 2002506.60000000 0.134037360889 Long ABS-O CORP US Y 2 2034-01-15 Floating 1.58375160 N N N N N N BX TRUST N/A 12433WAE1 2485130.18000000 PA USD 2411983.36000000 0.161445602268 Long ABS-O CORP US Y 2 2037-09-15 Floating 2.07100080 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAA7 8941666.03000000 PA USD 8938997.84000000 0.598329952804 Long ABS-O USGA US Y 2 2049-10-15 Floating 1.78599960 N N N N N N Skopos Auto Receivables Trust 2015 N/A 83085LAC1 1176451.74000000 PA USD 1182592.47000000 0.079156579901 Long ABS-O CORP US Y 2 2023-04-17 Fixed 4.77000000 N N N N N N Bx Trust 2021-View N/A 05606GAN1 2730500.00000000 PA USD 2730493.45000000 0.182765008596 Long ABS-O CORP US Y 2 2023-06-15 Floating 3.69600120 N N N N N N Sfs Asset Securitization LLC N/A 78416EAE3 7400000.00000000 PA USD 7406487.58000000 0.495751698737 Long DBT CORP US Y 2 2025-06-10 Fixed 4.23800000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAF9 800000.00000000 PA USD 803159.61000000 0.053759320692 Long DBT CORP US N 2 2025-06-09 Floating 0.39999960 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THU2 3000000.00000000 PA USD 2992976.61000000 0.200334264070 Long DBT CORP US N 2 2024-01-11 Fixed 0.45000000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252XAA3 3151687.41000000 PA USD 3134205.32000000 0.209787378267 Long DBT CORP US Y 2 2044-12-25 Floating 2.35000080 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAB5 3000000.00000000 PA USD 3027699.30000000 0.202658420071 Long ABS-O USGA US Y 2 2049-10-15 Floating 3.33600120 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331BG1 500000.00000000 PA USD 496056.21000000 0.033203418775 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N CONSUMER LOAN UNDERLYING BOND CREDIT TRUST N/A 21055MAB7 5000000.00000000 PA USD 5087772.50000000 0.340548989304 Long ABS-O CORP US Y 2 2026-12-15 Fixed 3.48000000 N N N N N N FREED ABS TRUST N/A 35634TAB2 6750000.00000000 PA USD 6813405.45000000 0.456053870277 Long ABS-O CORP US Y 2 2027-03-18 Fixed 3.06000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAB9 4500000.00000000 PA USD 4499698.50000000 0.301186378980 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.49000000 N N N N N N BSPRT 2018-FL4 Issuer, Ltd. N/A 05586AAJ7 3500000.00000000 PA USD 3491232.50000000 0.233684917967 Long ABS-CBDO CORP US Y 2 2035-09-17 Floating 2.84550120 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBM1 1913637.53000000 PA USD 1923224.85000000 0.128730653517 Long ABS-O CORP US N 2 2071-02-26 Floating 1.85000040 N N N N N N BDS LTD N/A 05493JAJ0 2750000.00000000 PA USD 2748281.25000000 0.183955631273 Long ABS-CBDO CORP US Y 2 2036-01-18 Floating 1.98462960 N N N N N N FREED ABS TRUST N/A 30308XAB9 339624.11000000 PA USD 340482.75000000 0.022790141734 Long ABS-O CORP US Y 2 2026-06-18 Fixed 3.87000000 N N N N N N BB-UBS Trust 2012-Show N/A 05538UAA1 5000000.00000000 PA USD 5270371.50000000 0.352771215219 Long ABS-O CORP US Y 2 2036-11-05 Fixed 3.43020000 N N N N N N N/A N/A 75575TAJ2 7545000.00000000 PA USD 7542638.42000000 0.504864926766 Long ABS-O CORP US Y 2 2036-07-25 Floating 2.486 N N N N N N BXG RECEIVABLES NOTE TRUST 549300MVRSYZ837KPY83 05607UAC3 983172.68000000 PA USD 1026084.43000000 0.068680746943 Long ABS-O CORP US Y 2 2034-02-02 Fixed 4.44000000 N N N N N N Hgi Cre Clo 2021-Fl2 Ltd / Llc N/A 40390JAC6 3000000.00000000 PA USD 2995353.00000000 0.200493327238 Long ABS-CBDO CORP US Y 2 2026-09-19 Floating 1.85000040 N N N N N N American Homes 4 Rent N/A 02666BAD8 1171000.00000000 PA USD 1273905.84000000 0.085268621244 Long ABS-O CORP US Y 2 2052-10-18 Fixed 5.03600000 N N N N N N N/A N/A 822866AG4 3800000.00000000 PA USD 3800000.00000000 0.254352206069 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.14025 N N N N N N LL ABS TRUST N/A 50202HAC7 2200000.00000000 PA USD 2361781.62000000 0.158085359290 Long ABS-O CORP US Y 2 2023-11-15 Fixed 6.54000000 N N N N N N Gold Key Resorts Llc 2014-A 549300MORAF4RGEXUA95 38061LAA7 45242.47000000 PA USD 45764.82000000 0.003063258665 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAE3 2800000.00000000 PA USD 2794268.40000000 0.187033771550 Long ABS-O CORP US Y 2 2040-08-15 Fixed 3.36300000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ARUT1 4119.29000000 PA USD 4119.87000000 0.000275762637 Long ABS-O USGSE US N 2 2039-01-15 Floating 0.48375000 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21873AAG2 4750000.00000000 PA USD 4697696.33000000 0.314439322363 Long ABS-O CORP US Y 2 2052-12-15 Fixed 1.70700000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LAW9 400000.00000000 PA USD 401130.28000000 0.026849571484 Long DBT CORP US Y 2 2021-11-21 Fixed 2.37500000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAN5 2350000.00000000 PA USD 2343442.80000000 0.156857854204 Long ABS-O CORP US Y 2 2026-12-21 Fixed 2.09000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LM1 2800000.00000000 PA USD 2854924.44000000 0.191093770914 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAA3 6649604.26000000 PA USD 6695213.90000000 0.448142743572 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 2.23599960 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HAW0 864960.78000000 PA USD 868174.80000000 0.058111098851 Long ABS-O CORP US Y 2 2028-02-25 Fixed 1.14000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04047AAA2 6832714.14000000 PA USD 6839642.51000000 0.457810042407 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.19000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91681NAB0 1850000.00000000 PA USD 1859605.20000000 0.124472285536 Long ABS-O CORP US Y 2 2031-03-20 Fixed 1.89000000 N N N N N N ACC TRUST N/A 00091KAB1 4750000.00000000 PA USD 4744775.95000000 0.317590586892 Long ABS-O CORP US Y 2 2024-07-22 Fixed 1.43000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48128U2P3 2400000.00000000 PA USD 2400709.44000000 0.160690984788 Long ABS-O CORP US Y 2 2028-12-26 Fixed 1.13800000 N N N N N N HERTZ VEHICLE FINANCING III LLC 5493004IHDYOZ9K9WF47 42806MAH2 5000000.00000000 PA USD 5027880.50000000 0.336540130797 Long ABS-O CORP US Y 2 2027-12-25 Fixed 4.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A2TR4 6923544.52000000 PA USD 7379823.41000000 0.493966938089 Long ABS-O USGSE US N 2 2041-12-25 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30296DAG6 3310922.80000000 PA USD 3301531.37000000 0.220987312465 Long ABS-O USGSE US Y 2 2028-01-25 Floating 2.23250040 N N N N N N OCTANE RECEIVABLES TRUST N/A 67592LAC0 2600000.00000000 PA USD 2664037.48000000 0.178316792129 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.89000000 N N N N N N Cht Mortgage Trust N/A 12546DAG2 3600000.00000000 PA USD 3601172.52000000 0.241043730236 Long ABS-O CORP US Y 2 2036-11-17 Floating 1.49550120 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAJ9 2500000.00000000 PA USD 2508336.25000000 0.167894962829 Long ABS-O CORP US Y 2 2027-07-15 Fixed 5.12000000 N N N N N N GS MORTGAGE SECURITIES CORPORTAION TRUST N/A 36264YAJ9 5750000.00000000 PA USD 5754345.85000000 0.385165937220 Long ABS-O CORP US Y 2 2026-05-15 Floating 2.59599960 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAE1 2625000.00000000 PA USD 2701377.26000000 0.180816122502 Long ABS-O CORP US Y 2 2030-07-20 Fixed 9.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JC86 428407.43000000 PA USD 429055.57000000 0.028718744935 Long ABS-O USGA US N 2 2037-04-20 Floating 0.38738160 N N N N N N HIN TIMESHARE TRUST N/A 40439HAC3 1532469.71000000 PA USD 1582964.28000000 0.105955383354 Long ABS-O CORP US Y 2 2039-10-09 Fixed 3.42000000 N N N N N N FREMF MORTGAGE TRUST N/A 35709BAC9 4049524.46000000 PA USD 3992103.42000000 0.267210608351 Long ABS-O USGSE US Y 2 2028-07-25 Floating 1.99050120 N N N N N N FREED ABS TRUST N/A 35634LAC7 2500000.00000000 PA USD 2641767.00000000 0.176826122203 Long ABS-O CORP US Y 2 2027-09-20 Fixed 6.96000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAB7 5079502.25000000 PA USD 5085384.82000000 0.340389170442 Long ABS-O CORP US Y 2 2050-03-25 Floating 2.03600160 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAA7 1127866.27000000 PA USD 1111218.06000000 0.074379148680 Long DBT CORP US Y 2 2044-02-25 Floating 2.70000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907QAB4 2500000.00000000 PA USD 2552751.25000000 0.170867871575 Long ABS-O CORP US Y 2 2030-10-15 Fixed 3.23000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAQ8 4000000.00000000 PA USD 3990036.40000000 0.267072252799 Long ABS-O CORP US Y 2 2026-12-21 Fixed 5.59000000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAA6 12822383.41000000 PA USD 13076052.47000000 0.875242840113 Long ABS-O CORP US Y 2 2026-08-15 Fixed 3.83000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAQ9 3000000.00000000 PA USD 3013289.10000000 0.201693876345 Long ABS-O CORP US Y 2 2038-09-15 Floating 4.79999880 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAB8 3250000.00000000 PA USD 3256767.48000000 0.217991050840 Long ABS-O CORP US Y 2 2031-06-20 Fixed 1.75000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TJN6 900000.00000000 PA USD 898011.00000000 0.060108178664 Long DBT CORP US N 2 2024-09-13 Fixed 0.62500000 N N N N N N Pnmac Gsmr Issuer Trust 5493007JEN3QN6CZC711 69354WAD8 9400000.00000000 PA USD 9387221.64000000 0.628331719210 Long ABS-O CORP US Y 2 2023-08-25 Floating 2.73600000 N N N N N N FREMF Mortgage Trust N/A 30306MAG4 1411261.42000000 PA USD 1404594.90000000 0.094016266170 Long ABS-O USGSE US Y 2 2024-12-25 Floating 2.29050000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAA1 4789142.02000000 PA USD 4789522.76000000 0.320585705270 Long ABS-O CORP US Y 2 2026-10-15 Fixed 0.92000000 N N N N N N ACRE COMMERCIAL MORTGAGE LTD N/A 00489TAJ5 6000000.00000000 PA USD 6000000.00000000 0.401608746426 Long ABS-O CORP US Y 2 2037-12-15 Floating 2.68737840 N N N N N N Upstart Securitization Trust 2019-2 549300PN2KS41LBX8D66 916780AC3 5587000.00000000 PA USD 5698366.79000000 0.381418990534 Long ABS-O CORP US Y 2 2029-09-20 Fixed 4.78300000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025297AF9 6750000.00000000 PA USD 7093940.18000000 0.474831403818 Long ABS-O CORP US Y 2 2027-06-14 Fixed 5.94000000 N N N N N N Westgate Resorts N/A 96033WAC2 1332652.26000000 PA USD 1342547.87000000 0.089863161181 Long ABS-O CORP US Y 2 2031-12-20 Fixed 4.10000000 N N N N N N Mosaic Solar Loans Llc 2017-1 549300ZLA8SW2SVJMN33 61946GAD5 212036.43000000 PA USD 211221.34000000 0.014138056262 Long ABS-O CORP US Y 2 2043-06-22 Fixed 0.00000000 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61946NAB4 1642239.79000000 PA USD 1710563.70000000 0.114496223873 Long ABS-O CORP US Y 2 2046-04-20 Fixed 3.10000000 N N N N N N BREAN ASSET BACKED SECURITIES TRUST N/A 10638MAA8 10000000.00000000 PA USD 9779687.50000000 0.654601339552 Long ABS-O CORP US Y 2 2061-10-25 Fixed 1.75000000 N N N N N N ANTLER MORTGAGE TRUST N/A 00201QAC3 16188000.00000000 PA USD 16194389.40000000 1.083968071011 Long ABS-O CORP US Y 2 2025-05-25 Floating 5.43800000 N N N N N N SUNNOVA HELIOS V ISSUER LLC N/A 86746EAA5 1223417.82000000 PA USD 1220955.69000000 0.081724414017 Long ABS-O CORP US Y 2 2048-02-20 Fixed 1.80000000 N N N N N N Csail Commercial Mortagage Trust N/A 125333AS3 304641.71000000 PA USD 303432.07000000 0.020310162209 Long ABS-O CORP US Y 2 2030-07-15 Floating 1.19599920 N N N N N N COLD STORAGE TRUST N/A 193051AQ2 2457476.31000000 PA USD 2463642.12000000 0.164903370575 Long ABS-O CORP US Y 2 2037-11-16 Floating 2.86110000 N N N N N N CMSC 2020-UNFI N/A 12656MAA1 10400000.00000000 PA USD 10433414.16000000 0.698358396956 Long ABS-O CORP US Y 2 2022-12-06 Floating 3.75220080 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAC5 2500000.00000000 PA USD 2458281.75000000 0.164544575329 Long ABS-O CORP US Y 2 2038-04-17 Fixed 1.30300000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91680BAA9 1995423.60000000 PA USD 2035532.61000000 0.136247949968 Long ABS-O CORP US Y 2 2028-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378ANM9 1018353.47000000 PA USD 157156.69000000 0.010519250210 Long ABS-O USGA US N 2 2041-11-16 Fixed 5.00000000 N N N N N N Bancorp Commercial Mortgag 5493009R0KRDEB1KXF82 05972FAJ8 4500000.00000000 PA USD 4479825.15000000 0.299856160449 Long ABS-O CORP US Y 2 2035-03-16 Floating 2.79550080 N N N N N N FREMF MORTGAGE TRUST N/A 35708AAG3 3156719.13000000 PA USD 3135647.08000000 0.209883882172 Long ABS-O USGSE US Y 2 2025-10-27 Floating 2.13249960 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044CY5 2800000.00000000 PA USD 2992202.47000000 0.200282447171 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N FREMF MORTGAGE TRUST N/A 35708UAC8 5325908.11000000 PA USD 5304209.30000000 0.355036141292 Long ABS-O USGSE US Y 2 2024-11-25 Floating 2.58249960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397SBH6 74298.80000000 PA USD 1136.13000000 0.000076046624 Long ABS-O USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N MF1 2020-FL3 LTD N/A 59319WAD3 1000000.00000000 PA USD 1020015.00000000 0.068274490914 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 4.66448040 N N N N N N CIG AUTO RECEIVABLES TRUST N/A 12597UAD9 2400000.00000000 PA USD 2430115.20000000 0.162659253190 Long ABS-O CORP US Y 2 2026-01-12 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LTA8 293216.21000000 PA USD 296945.83000000 0.019876007090 Long ABS-O USGSE US N 2 2036-11-25 Floating 0.46599840 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907QAA6 2000000.00000000 PA USD 2040420.00000000 0.136575086397 Long ABS-O CORP US Y 2 2030-10-15 Fixed 2.34000000 N N N N N N Sfs Asset Securitization LLC N/A 78416EAG8 746000.00000000 PA USD 746569.65000000 0.049971483542 Long DBT CORP US Y 2 2025-06-10 Fixed 6.39000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAG8 1800000.00000000 PA USD 1799442.00000000 0.120445274314 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 2.00000000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67576TAA7 779576.84000000 PA USD 784528.48000000 0.052512249898 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.16000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12326QAB0 2112750.84000000 PA USD 2117276.77000000 0.141719478239 Long ABS-O CORP US Y 2 2034-07-15 Fixed 5.19300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADQF9 3846964.91000000 PA USD 3923746.87000000 0.262635176959 Long ABS-O USGSE US N 2 2042-05-25 Fixed 3.00000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAL7 3500000.00000000 PA USD 3499996.50000000 0.234271534476 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 3.00000000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAB6 1633454.59000000 PA USD 1644877.50000000 0.110099531799 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.05000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91681NAC8 1000000.00000000 PA USD 1027161.50000000 0.068752840398 Long ABS-O CORP US Y 2 2031-03-20 Fixed 4.06000000 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAG5 2250000.00000000 PA USD 2267241.75000000 0.151757352843 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.64000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424KAE3 1250000.00000000 PA USD 1262179.00000000 0.084483687659 Long ABS-O CORP US Y 2 2051-07-25 Fixed 4.12000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAC1 1550000.00000000 PA USD 1546589.85000000 0.103520668482 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.04000000 N N N N N N Access Pt Fdg I Llc 2017-A 5493008D8MH1CEV7F179 00436KAD1 5000000.00000000 PA USD 4973599.00000000 0.332906809936 Long ABS-O CORP US Y 2 2029-04-15 Fixed 6.00000000 N N N N N N JPMorgan Chase Bank, National Association N/A 46591HBZ2 3434632.59000000 PA USD 3435872.50000000 0.229979407934 Long ABS-O CORP US N 2 2050-02-25 Floating 1.59999840 N N N N N N PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY N/A 742855AA7 2677791.68000000 PA USD 2687090.04000000 0.179859810416 Long ABS-O CORP US Y 2 2051-07-25 Floating 1.33599960 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335AJA7 538281.94000000 PA USD 627587.87000000 0.042007462957 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N MVW OWNER TRUST N/A 55389TAC5 2990129.60000000 PA USD 3000609.41000000 0.200845163944 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.94000000 N N N N N N Alaska Airlines Pass Through Trust 2020-1A PG4W4UTDTMMEBRGLO537 01166VAA7 460805.87000000 PA USD 513121.11000000 0.034345654291 Long ABS-O CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCER3 625751.48000000 PA USD 126508.26000000 0.008467803951 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 6.00000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAD1 712776.63000000 PA USD 740045.68000000 0.049534802973 Long ABS-O CORP US Y 2 2039-10-09 Fixed 5.50000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAJ2 1050000.00000000 PA USD 1062516.00000000 0.071119286469 Long ABS-O CORP US Y 2 2040-08-15 Fixed 5.46500000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAC7 2100000.00000000 PA USD 2111109.00000000 0.141306639843 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.61700000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAN6 2850000.00000000 PA USD 2860901.82000000 0.191493865596 Long ABS-O CORP US Y 2 2038-09-15 Floating 3.65000040 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 252722AB9 510444.80000000 PA USD 524224.16000000 0.035088834623 Long ABS-O CORP US Y 2 2032-02-20 Fixed 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWR7 103895.44000000 PA USD 103817.62000000 0.006949010704 Long ABS-O USGA US N 2 2066-05-20 Floating 0.68050080 N N N N N N PFP LTD N/A 69290LAJ6 1749912.68000000 PA USD 1742274.31000000 0.116618766928 Long ABS-CBDO CORP US Y 2 2038-04-14 Floating 2.49549840 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AGNM8 145292.27000000 PA USD 14566.97000000 0.000975037093 Long ABS-O USGSE US N 2 2026-10-15 Floating 6.66624960 N N N N N N OCTANE RECEIVABLES TRUST N/A 67592LAA4 3276687.95000000 PA USD 3302419.78000000 0.221046778003 Long ABS-O CORP US Y 2 2025-02-20 Fixed 1.71000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30167YAG6 730000.00000000 PA USD 775536.60000000 0.051910380288 Long ABS-O CORP US Y 2 2026-04-15 Fixed 4.73000000 N N N N N N FREED ABS TRUST N/A 35635HAC5 12585000.00000000 PA USD 13193160.06000000 0.883081412182 Long ABS-O CORP US Y 2 2027-06-18 Fixed 6.00000000 N N N N N N FHF TRUST 2021-2 N/A 30322JAC0 6500000.00000000 PA USD 6481831.85000000 0.433860060637 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.63000000 N N N N N N FREED ABS TRUST N/A 35635BAB0 4000000.00000000 PA USD 4011600.00000000 0.268515607860 Long ABS-O CORP US Y 2 2028-03-20 Fixed 1.41000000 N N N N N N Bx Trust 2018 N/A 12433UAJ4 2500000.00000000 PA USD 2496936.00000000 0.167131889477 Long ABS-O CORP US Y 2 2037-05-15 Floating 1.31600160 N N N N N N BDS LTD N/A 05493JAL5 1750000.00000000 PA USD 1747726.75000000 0.116983724860 Long ABS-CBDO CORP US Y 2 2036-01-18 Floating 2.33462880 N N N N N N RMF BUYOUT ISSUANCE TRUST N/A 74969BAD1 800000.00000000 PA USD 803185.76000000 0.053761071036 Long ABS-O CORP US Y 2 2030-06-25 Fixed 4.57120000 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAA6 3600000.00000000 PA USD 3624720.84000000 0.242619932116 Long ABS-O CORP US Y 2 2028-12-15 Fixed 2.24000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCF3 375000.00000000 PA USD 376906.13000000 0.025228133064 Long DBT CORP US N 2 2023-01-27 Floating 0.52999920 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AFGG1 148923.84000000 PA USD 149601.99000000 0.010013577944 Long ABS-O USGSE US N 2 2041-01-15 Floating 0.53375040 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAC3 1500000.00000000 PA USD 1532056.05000000 0.102547851615 Long ABS-O USGA US Y 2 2049-10-15 Floating 5.58600120 N N N N N N 20 Times Sq Tr 2018 N/A 90137LAC4 4400000.00000000 PA USD 4419840.48000000 0.295841099096 Long ABS-O CORP US Y 2 2035-05-17 Floating 3.20322960 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687AAS7 1100000.00000000 PA USD 1106111.93000000 0.074037370935 Long ABS-O CORP US N 2 2027-09-08 Fixed 1.82000000 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAC4 1000000.00000000 PA USD 1002769.70000000 0.067120180361 Long ABS-O CORP US Y 2 2026-02-17 Fixed 1.38000000 N N N N N N Tes 2017 N/A 88159DAB1 2000000.00000000 PA USD 1934669.20000000 0.129496678693 Long ABS-O CORP US Y 2 2047-10-20 Fixed 7.74000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424KAC7 2500000.00000000 PA USD 2510322.00000000 0.168027878590 Long ABS-O CORP US Y 2 2051-07-25 Fixed 2.32000000 N N N N N N MF1 2020-FL3 LTD N/A 59319WAB7 1500000.00000000 PA USD 1520641.50000000 0.101783821096 Long ABS-CBDO CORP US Y 2 2035-07-16 Floating 3.01448160 N N N N N N CPS Auto Receivables Trust N/A 12655CAD8 850000.00000000 PA USD 864372.91000000 0.057856620138 Long ABS-O CORP US Y 2 2024-06-17 Fixed 4.40000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2021-HB1 N/A 31735RAD9 2000000.00000000 PA USD 1997887.00000000 0.133728148928 Long ABS-O CORP US Y 2 2031-02-25 Floating 3.64020000 N N N N N N OPORTUN FUNDING XIV LLC N/A 68377BAC1 6950000.00000000 PA USD 7046924.01000000 0.471684386302 Long ABS-O CORP US Y 2 2028-03-08 Fixed 3.44000000 N N N N N N Gs Mtg Secs Corp Tr 2018 N/A 36259AAA7 2694491.57000000 PA USD 2694447.92000000 0.180352308576 Long ABS-O CORP US Y 2 2035-07-16 Floating 1.00400040 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAC9 5000000.00000000 PA USD 4987908.00000000 0.333864579861 Long ABS-O CORP US Y 2 2024-09-25 Fixed 4.23000000 N N N N N N Hgi Cre Clo 2021-Fl1 Ltd / Llc N/A 40441LAC0 2750000.00000000 PA USD 2747967.75000000 0.183934647216 Long ABS-CBDO CORP US Y 2 2036-06-16 Floating 1.48462920 N N N N N N Tes 2017 N/A 88159DAA3 4286279.05000000 PA USD 4537956.07000000 0.303747141434 Long ABS-O CORP US Y 2 2047-10-20 Fixed 4.33000000 N N N N N N MF1 2019-FL2 LTD N/A 55282LAG1 4400000.00000000 PA USD 4400000.00000000 0.294513080712 Long ABS-CBDO CORP US Y 2 2034-12-25 Floating 2.16447840 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAC5 1680000.00000000 PA USD 1691088.00000000 0.113192621962 Long ABS-O CORP US Y 2 2030-07-20 Fixed 4.19000000 N N N N N N RMF Proprietary Issuance Trust N/A 74969VAA3 5250000.00000000 PA USD 5192775.00000000 0.347577309703 Long ABS-O CORP US Y 2 2061-09-25 Fixed 2.12500000 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377GAC0 1275000.00000000 PA USD 1280797.30000000 0.085729899679 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N MARLETTE FUNDING TRUST N/A 57110AAB0 760000.00000000 PA USD 768658.98000000 0.051450028231 Long ABS-O CORP US Y 2 2029-12-17 Fixed 2.95000000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAG0 450000.00000000 PA USD 482822.16000000 0.032317600404 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N LL ABS TRUST N/A 50202HAB9 7000000.00000000 PA USD 7154587.30000000 0.478890806124 Long ABS-O CORP US Y 2 2023-03-15 Fixed 3.79000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AD8 5000000.00000000 PA USD 4987469.50000000 0.333835228955 Long DBT CORP US Y 2 2026-07-15 Fixed 6.30000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAD3 15000000.00000000 PA USD 15560307.00000000 1.041525898045 Long ABS-O CORP US Y 2 2050-03-25 Floating 3.83600160 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 2750000.00000000 PA USD 2967438.73000000 0.198624891408 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAD5 700000.00000000 PA USD 703517.22000000 0.047089778135 Long ABS-O CORP US Y 2 2052-11-15 Fixed 2.37000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56847MAC4 2120000.00000000 PA USD 2175258.01000000 0.145600440424 Long ABS-O CORP US Y 2 2032-07-20 Fixed 4.01000000 N N N N N N FREMF MORTGAGE TRUST N/A 30298NAG2 4766511.79000000 PA USD 4744023.39000000 0.317540214445 Long ABS-O USGSE US Y 2 2029-08-25 Floating 2.33250120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXT4 664555.66000000 PA USD 669496.63000000 0.044812617051 Long ABS-O USGA US N 2 2062-10-20 Floating 0.61962840 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAB8 3500000.00000000 PA USD 3521457.10000000 0.235707995254 Long DBT CORP US Y 2 2027-05-17 Fixed 2.28000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAC7 5000000.00000000 PA USD 5029070.50000000 0.336619783198 Long ABS-O CORP US Y 2 2028-08-15 Fixed 3.64000000 N N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAA4 922911.94000000 PA USD 925002.99000000 0.061914881875 Long DBT CORP US Y 2 2026-12-15 Fixed 2.62000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91680XAA1 5897619.60000000 PA USD 5968645.22000000 0.399510020777 Long ABS-O CORP US Y 2 2027-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364JZN6 258419.48000000 PA USD 247524.19000000 0.016567979942 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 0.00000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12327BAB2 1379542.26000000 PA USD 1386049.84000000 0.092774956454 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.91800000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAB4 7450000.00000000 PA USD 7806421.41000000 0.522521186090 Long ABS-O CORP US Y 2 2026-08-15 Fixed 4.95000000 N N N N N N BX TRUST N/A 12433WAA9 10697242.89000000 PA USD 10616938.69000000 0.710642573028 Long ABS-O CORP US Y 2 2037-09-15 Floating 1.18362600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NXE2 729097.69000000 PA USD 734101.71000000 0.049136944583 Long ABS-O USGSE US N 2 2036-07-25 Floating 0.73599840 N N N N N N BXMT LTD N/A 05609GAJ7 8250000.00000000 PA USD 8250000.00000000 0.552212026335 Long ABS-CBDO CORP US Y 2 2038-05-17 Floating 2.34550080 N N N N N N 2021-11-29 Diamond Hill Funds Julie Roach Julie Roach Treasurer XXXX