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0.2292245372 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.888280 N N N N N N Morgan Stanley Residential Mor N/A 61772LCC3 1251254 PA USD 531954.25 0.1668895407 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.734830 N N N N N N NRP Mortgage Trust N/A 62942KAF3 883726.60 PA USD 865505.04 0.2715341378 Long ABS-MBS CORP US Y 2 2043-07-25 Variable 3.279690 N N N N N N Onslow Bay Financial LLC N/A 67098AAC3 560115.8010 PA USD 539280.61 0.1691880332 Long ABS-MBS CORP US Y 2 2048-11-25 Variable 4.50 N N N N N N Onslow Bay Financial LLC N/A 67113CAE6 2386123.6820 PA USD 2163300.29 0.6786903043 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust N/A 81743ACE7 1982724.07 PA USD 1378443.31 0.4324578118 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.706590 N N N N N N Sequoia Mortgage Trust N/A 81744NAB6 492003.4620 PA USD 434520.24 0.1363216541 Long ABS-MBS CORP US N 2 2042-12-25 Variable 1.8080 N N N N N N Oaks Mortgage Trust Series N/A 67389MAE1 73972.4350 PA 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2050-11-25 Variable 3 N N N N N N PSMC 2020-1 Trust N/A 693684AM4 141249.4570 PA USD 130452.91 0.0409268771 Long ABS-MBS CORP US Y 2 2050-01-25 Variable 3.50 N N N N N N PSMC Trust N/A 69375BAA5 228655.9250 PA USD 212681.34 0.0667243304 Long ABS-MBS CORP US Y 2 2049-11-25 Variable 3.50 N N N N N N Provident Funding Mortgage Tru N/A 743874AG4 250667.5350 PA USD 219295.49 0.0687993819 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3 N N N N N N Sequoia Mortgage Trust 54930005PH54PMVV8351 81745DAE1 274189.6720 PA USD 252119.05 0.0790970886 Long ABS-MBS CORP US Y 2 2043-07-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAA7 1073374.5370 PA USD 979678.60 0.3073537087 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3 N N N N N N Sequoia Mortgage Trust N/A 81748GAA9 124752.4780 PA USD 117495 0.0368616034 Long ABS-MBS CORP US Y 2 2049-09-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81748RAE7 189538.93 PA USD 176109.91 0.0552508077 Long ABS-MBS CORP US Y 2 2050-11-25 Variable 2.50 N N N N N N United Wholsale Mortgage LLC N/A 90355DAT0 186476.4030 PA USD 182444.97 0.0572383006 Long ABS-MBS CORP US Y 2 2052-01-25 Variable 5 N N N N N N Sequoia Mortgage Trust N/A 81745XAU1 48706.3490 PA USD 44717.79 0.0140292731 Long ABS-MBS CORP US Y 2 2047-07-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust N/A 81745XCC9 2452229.34 PA USD 2353166.63 0.7382569048 Long ABS-MBS CORP US Y 2 2047-07-25 Variable 3.907320 N N N N N N USB Auto Owner Trust N/A 90367VAH2 15000 PA USD 3774951.08 1.1843120944 Long ABS-O CORP US Y 2 2032-12-15 Fixed 0 N N N N N N Wells Fargo Mortgage Backed Se N/A 949796AA4 2017769.0580 PA USD 1785998.02 0.5603195938 Long ABS-MBS CORP US Y 2 2050-05-25 Variable 3 N N N N N N Sequoia Mortgage Trust N/A 81746FCC7 1296517.4230 PA USD 1230147.40 0.3859330659 Long ABS-MBS CORP US Y 2 2047-09-25 Variable 3.725440 N N N N N N Sequoia Mortgage Trust N/A 81746HAA9 156748.4030 PA USD 148783.86 0.0466778300 Long ABS-MBS CORP US Y 2 2047-08-25 Variable 4 N N N N N N Wells Fargo Mortgage Backed Se N/A 949796AS5 833635.3360 PA USD 733709.97 0.2301861860 Long ABS-MBS CORP US Y 2 2050-05-25 Variable 3 N N N N N N Sequoia Mortgage Trust N/A 81746HAB7 21714.5020 PA USD 20177.96 0.0063304137 Long ABS-MBS CORP US Y 2 2047-08-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust N/A 81746HAN1 3607.06 PA USD 3423.47 0.0010740422 Long ABS-MBS CORP US Y 2 2047-08-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81746JAN7 162012.0160 PA USD 152300.85 0.0477812122 Long ABS-MBS CORP US Y 2 2047-12-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81746JAU1 3151.87 PA USD 2947.06 0.0009245786 Long ABS-MBS CORP US Y 2 2047-12-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81746NAA6 1866373.1630 PA USD 1727705.37 0.5420314918 Long ABS-MBS CORP US Y 2 2046-11-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust N/A 81746NCB2 508410.8940 PA USD 490758.87 0.1539653502 Long ABS-MBS CORP US Y 2 2046-11-25 Variable 3.605390 N N N N N N Sequoia Mortgage Trust N/A 81746QAG6 126821.4170 PA USD 115254.80 0.0361587874 Long ABS-MBS CORP US Y 2 2048-02-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 81746WAB4 18334.5220 PA USD 18265.75 0.0057304977 Long ABS-MBS CORP US Y 2 2048-08-25 Variable 4 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAA7 130600.5990 PA USD 122386.08 0.0383960776 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 4 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAB5 85039.9810 PA USD 77769.40 0.0243985257 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAN9 81300.1740 PA USD 76185.01 0.0239014564 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 4 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAU3 85202.5790 PA USD 79622.32 0.0249798407 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81747EAC1 719876.8210 PA USD 660148.64 0.2071078544 Long ABS-MBS CORP US Y 2 2048-06-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81747EAW7 29498.78 PA USD 27051.27 0.0084867712 Long ABS-MBS CORP US Y 2 2048-06-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81747JAA4 128773.5410 PA USD 120795.51 0.0378970695 Long ABS-MBS CORP US Y 2 2048-07-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81747JAX4 126269.61 PA USD 118120.17 0.0370577374 Long ABS-MBS CORP US Y 2 2048-07-25 Variable 4 N N N N N N Sequoia Mortgage Trust N/A 81748AAA2 221619.8950 PA USD 193594.06 0.0607360948 Long ABS-MBS CORP US Y 2 2050-04-25 Variable 3 N N N N N N Sequoia Mortgage Trust N/A 81748BAB8 146811.89 PA USD 135154.29 0.0424018370 Long ABS-MBS CORP US Y 2 2049-09-25 Variable 3.50 N N N N N N Sequoia Mortgage Trust N/A 81748BCD2 1725161.0380 PA USD 1461654.77 0.4585636702 Long ABS-MBS CORP US Y 2 2049-09-25 Variable 4.028420 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GCB8 4628754.29 PA USD 4051472.26 1.2710648419 Long ABS-MBS CORP US Y 2 2058-10-25 Variable 4.533950 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GCC6 3847000 PA USD 2991930 0.9386555771 Long ABS-MBS CORP US Y 2 2058-10-25 Variable 4.533950 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418WAJ8 159398.9310 PA USD 151807.56 0.0476264528 Long ABS-MBS CORP US Y 2 2059-02-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46591DAC3 501086.9570 PA USD 472654.78 0.1482855700 Long ABS-MBS CORP US Y 2 2049-09-25 Variable 4 N N N N N N Chase Mortgage Finance Corpora N/A 46591HAH3 344636.80 PA USD 352066.55 0.1104535302 Long ABS-MBS CORP US Y 2 2057-10-25 Floating 6.293030 N N N N N N J.P. Morgan Wealth Management N/A 46591HBK5 126168.6330 PA USD 126866.22 0.0398016280 Long ABS-MBS CORP US Y 2 2051-03-25 Floating 4.9619 N N N N N N J.P. Morgan Wealth Management N/A 46591HBN9 812598.5740 PA USD 816717.15 0.2562279558 Long ABS-MBS CORP US Y 2 2051-03-25 Floating 6.4119 N N N N N N J.P. Morgan Wealth Management N/A 46591HBP4 1402240.4140 PA USD 1428646.28 0.4482079455 Long ABS-MBS CORP US Y 2 2051-03-25 Floating 7.5119 N N N N N N J.P. 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Mortgage Trust N/A 33851YAC0 455234.64 PA USD 397921.96 0.1248397078 Long ABS-MBS CORP US Y 2 2050-03-25 Variable 3 N N N N N N Flagstar Mortgage Trust N/A 33852AAC1 161808.2710 PA USD 146831.46 0.0460653053 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.50 N N N N N N Flagstar Mortgage Trust N/A 33852AAP2 100432.72 PA USD 91136.77 0.0285922590 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.50 N N N N N N Flagstar Mortgage Trust N/A 33852BAJ4 1799178.42 PA USD 1615332.97 0.5067769972 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.50 N N N N N N GS Mortgage-Backed Securities N/A 36257LAA5 256615.64 PA USD 241740.91 0.0758411639 Long ABS-MBS CORP US Y 2 2049-11-25 Variable 4 N N N N N N GS Mortgage-Backed Securities N/A 36257QAD8 285571.4810 PA USD 268113.07 0.0841148785 Long ABS-MBS CORP US Y 2 2050-03-25 Variable 3.50 N N N N N N GS Mortgage-Backed Securities N/A 36258FAA7 144179.1060 PA USD 130617.62 0.0409785515 Long ABS-MBS CORP US Y 2 2050-05-25 Variable 3.50 N N N N N N GS 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Morgan Wealth Management N/A 46652HAC0 7171214.2310 PA USD 6281266.54 1.9706162475 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46652KBM0 971150.1530 PA USD 848111.26 0.2660772024 Long ABS-MBS CORP US Y 2 2050-10-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46652TAC4 1820760.2340 PA USD 1597451.27 0.5011669871 Long ABS-MBS CORP US Y 2 2051-03-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46652TCN8 719783.39 PA USD 579807.76 0.1819025805 Long ABS-MBS CORP US Y 2 2051-03-25 Variable 3.486720 N N N N N N JP Morgan Mortgage Trust N/A 46652TCP3 855000 PA USD 549338.95 0.1723436274 Long ABS-MBS CORP US Y 2 2051-03-25 Variable 3.486720 N N N N N N JP Morgan Mortgage Trust N/A 46652TCQ1 1882755.58 PA USD 948079.46 0.2974401382 Long ABS-MBS CORP US Y 2 2051-03-25 Variable 3.486720 N N N N N N Provident Funding Mortgage Tru N/A 743874AJ8 833453.0390 PA USD 726544.35 0.2279381223 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3 N N N N N 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2029-10-01 Variable 0 N N N N N N JP Morgan Mortgage Trust N/A 46592DAH1 73082.82 PA USD 68219.30 0.0214023812 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.50 N N N N N N JP Morgan Mortgage Trust N/A 46592XAC8 81966.7190 PA USD 68233.20 0.0214067420 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 2.50 N N N N N N JP Morgan Mortgage Trust N/A 46644MBE5 453466.7550 PA USD 425173.15 0.1333891998 Long ABS-MBS CORP US Y 2 2045-05-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46647EAL5 67973.35 PA USD 62667.42 0.0196605948 Long ABS-MBS CORP US Y 2 2046-10-25 Variable 3.371960 N N N N N N JP Morgan Mortgage Trust N/A 46647EBD2 1977000 PA USD 1510008.88 0.4737337627 Long ABS-MBS CORP US Y 2 2046-10-25 Variable 3.309250 N N N N N N JP Morgan Mortgage Trust N/A 46647JBA7 707529.1770 PA USD 668340.55 0.2096778951 Long ABS-MBS CORP US Y 2 2046-10-25 Variable 3.767770 N N N N N N JP Morgan Mortgage Trust N/A 46647SAE0 10110.58 PA USD 9311.79 0.0029213797 Long ABS-MBS CORP US Y 2 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0.5480695633 Long ABS-O CORP US Y 2 2032-09-15 Fixed 8.0360 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G4H3 1275585.6450 PA USD 1300223.58 0.4079180044 Long ABS-O CORP US Y 2 2032-09-15 Fixed 11.3950 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G5J8 1753792.2780 PA USD 1752264.72 0.5497364751 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.9420 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G5K5 3599889.4130 PA USD 3620307.99 1.1357960533 Long ABS-O CORP US Y 2 2033-06-15 Fixed 10.2190 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G6T5 2905922.3680 PA USD 2902845 0.9107070182 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.9420 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G6U2 7887503.5720 PA USD 7932367.69 2.4886147645 Long ABS-O CORP US Y 2 2033-09-15 Fixed 9.9350 N N N N N N Ally Auto Receivables Trust N/A 02007WAH1 32508998.51 PA USD 2220039.51 0.6964910501 Long ABS-O CORP US Y 2 2034-04-15 Fixed 0 N N N N N N Ally Auto Receivables Trust N/A 02008F104 51684420.80 PA USD 3642097.76 1.1426321388 Long ABS-O CORP US Y 2 2032-02-16 Fixed 0 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGN8 150000 PA USD 150559.35 0.0472348529 Long ABS-O CORP US Y 2 2027-10-20 Fixed 6.18 N N N N N N Bayview Opportunity Master Fun 254900S53K9VTUR1UX42 07336QAE2 411924.8150 PA USD 417677.35 0.1310375490 Long ABS-O CORP US Y 2 2031-12-26 Floating 7.2619 N N N N N N BOF URSA FUNDING N/A 097093AB4 217465.7640 PA USD 220775.16 0.0692635975 Long ABS-O CORP US Y 2 2032-07-26 Fixed 6.2910 N N N N N N BOF URSA FUNDING N/A 097093AC2 91565.3280 PA USD 92886.52 0.0291412065 Long ABS-O CORP US Y 2 2032-07-26 Fixed 6.6320 N N N N N N CIM Trust N/A 12554CCE6 2625120.25 PA USD 1844971.26 0.5788212167 Long ABS-MBS CORP US Y 2 2048-03-25 Variable 3.643310 N N N N N N CIM Trust N/A 12554TAC5 121841.8560 PA USD 115640.59 0.0362798210 Long ABS-MBS CORP US Y 2 2049-05-25 Variable 4 N N N N N N CIM Trust N/A 12555DAA3 34596.5670 PA USD 33119.47 0.0103905423 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 4 N N N N N N CIM Trust N/A 12556MAB0 178650.4910 PA USD 165063.41 0.0517851990 Long ABS-MBS CORP US Y 2 2049-08-25 Variable 3.50 N N N N N N CIM Trust N/A 12556MCS1 1993000 PA USD 1492376.34 0.4682019214 Long ABS-MBS CORP US Y 2 2049-08-25 Variable 3.9356 N N N N N N CIM Trust N/A 12565VDE0 2683785.3710 PA USD 2164263.57 0.6789925133 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 2.613880 N N N N N N Chase Mortgage Finance Corpora N/A 16158RBA3 1751979.7240 PA USD 1632282.72 0.5120946274 Long ABS-MBS CORP US Y 2 2049-04-25 Variable 4.3915 N N N N N N Chase Mortgage Finance Corpora N/A 16159GAC3 1709665.1770 PA USD 1564370.99 0.4907887399 Long ABS-MBS CORP US Y 2 2049-07-25 Variable 3.50 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JCB3 2535000 PA USD 2112897.40 0.6628774498 Long ABS-MBS CORP US Y 2 2057-11-25 Variable 4.656480 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JCC1 2715569.09 PA USD 1928465.19 0.6050156942 Long ABS-MBS CORP US Y 2 2057-11-25 Variable 4.656480 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GAJ3 198585.5680 PA USD 189042.94 0.0593082759 Long ABS-MBS CORP US Y 2 2058-10-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46648RAC5 138397.9020 PA USD 126615.67 0.0397230232 Long ABS-MBS CORP US Y 2 2048-06-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46648RAG6 418835.7570 PA USD 382134.85 0.1198868316 Long ABS-MBS CORP US Y 2 2048-06-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46648UAD6 3665.8980 PA USD 3279.83 0.0010289782 Long ABS-MBS CORP US Y 2 2048-11-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46648UAG9 430743.0240 PA USD 395891.18 0.1242025930 Long ABS-MBS CORP US Y 2 2048-11-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649CAA1 1773345.17 PA USD 1607266.07 0.5042461757 Long ABS-MBS CORP US Y 2 2048-10-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649HAG7 550374.6630 PA USD 500981.84 0.1571725937 Long ABS-MBS CORP US Y 2 2048-12-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649KAA3 2310577.5990 PA USD 2093489.59 0.6567886546 Long ABS-MBS CORP US Y 2 2048-10-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649TAC0 87864.6410 PA USD 80746.99 0.0253326824 Long ABS-MBS CORP US Y 2 2048-09-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649TAG1 702917.13 PA USD 645975.92 0.2026614593 Long ABS-MBS CORP US Y 2 2048-09-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46649YAC9 128376.9720 PA USD 121124.70 0.0380003460 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46649YAU9 114284.3830 PA USD 107828.23 0.0338288561 Long ABS-MBS CORP US Y 2 2049-02-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46650HAL2 52804.4820 PA USD 52014.47 0.0163184541 Long ABS-MBS CORP US Y 2 2049-05-25 Floating 4.743030 N N N N N N JP Morgan Mortgage Trust N/A 46650HAR9 128835.8540 PA USD 120597.45 0.0378349323 Long ABS-MBS CORP US Y 2 2049-05-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46650JAG9 2557839.3630 PA USD 2338363.96 0.7336128761 Long ABS-MBS CORP US Y 2 2048-12-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46650MAU1 147801.3230 PA USD 137848.83 0.0432471926 Long ABS-MBS CORP US Y 2 2049-01-25 Variable 4 N N N N N N JP Morgan Mortgage Trust N/A 46650TAC6 48158.21 PA USD 45474.64 0.0142667190 Long ABS-MBS CORP US Y 2 2049-08-25 Variable 3.993870 N N N N N N JP Morgan Mortgage Trust N/A 46651BAC4 309415.4830 PA USD 284209.26 0.0891647221 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46651BAE0 1082818.4270 PA USD 991949.39 0.3112034129 Long ABS-MBS CORP US Y 2 2049-12-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46651DAC0 1367082.0080 PA USD 1245013.89 0.3905971167 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3.50 N N N N N N JP Morgan Mortgage Trust N/A 46651DAL0 125270.8410 PA USD 123244.84 0.0386654957 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 4.693030 N N N N N N JP Morgan Mortgage Trust N/A 46651DAZ9 769544.9740 PA USD 677899.09 0.2126766875 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3.212940 N N N N N N JP Morgan Mortgage Trust N/A 46651GAC3 50033.2890 PA USD 45586.53 0.0143018221 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 3.472120 N N N N N N JP Morgan Mortgage Trust N/A 46651XAD4 461523.88 PA USD 405427.04 0.1271942700 Long ABS-MBS CORP US Y 2 2050-06-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46653JAC5 363655.4830 PA USD 317845.80 0.0997174843 Long ABS-MBS CORP US Y 2 2050-12-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46653JAJ0 1312859.96 PA USD 1147478.99 0.3599975780 Long ABS-MBS CORP US Y 2 2050-12-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46653JBK6 353163.1250 PA USD 308675.17 0.0968403906 Long ABS-MBS CORP US Y 2 2050-12-25 Variable 3 N N N N N N JP Morgan Mortgage Trust N/A 46653JBU4 429865.8030 PA USD 379787.73 0.1191504717 Long ABS-MBS CORP US Y 2 2050-12-25 Variable 3.568180 N N N N N N Winwater Mortgage Loan Trust 5493007FSEV8PHXVE122 97655JAT9 856508.6250 PA USD 789790.03 0.2477801340 Long ABS-MBS CORP US Y 2 2046-01-20 Variable 3.50 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 37637070.86 PA USD 37637070.86 11.8078452605 Long STIV RF US N 1 N N N 2026-04-22 INVESTMENT MANAGERS SERIES TRUST /s/ Maureen Quill Maureen Quill President XXXX