NPORT-P false 0001392116 XXXXXXXX S000079626 C000240816 Voya Separate Portfolios Trust 811-22025 0001392116 549300ZK3E04XAD4QG44 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 Voya VACS Series SC Fund S000079626 549300WMAVLRYOGXL523 2026-03-31 2025-06-30 N 208813952.06 3410525.24 205403426.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000000.00000000 0.00000000 0.00000000 739510.90000000 USD N N/A N/A Sequoia Mortgage Trust N/A 81749YCK5 1000000.00000000 PA USD 968864.70000000 0.471688673845 Long ABS-MBS CORP US N 2 2055-07-25 Variable 6.22231400 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAL9 4684360.00000000 PA USD 156439.35000000 0.076161996137 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.72969700 N N N N N N Morgan Stanley BAML Trust N/A 61766EBJ3 1000000.00000000 PA USD 957207.90000000 0.466013598126 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 4.03900000 N N N N N N Arbys Funding LLC N/A 038779AB0 817245.00000000 PA USD 780408.83000000 0.379939537563 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.23700000 N N N N N N Bank N/A 06541FAJ8 662526.00000000 PA USD 510295.88000000 0.248435913606 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.35700000 N N N N N N Chase Mortgage Finance Corpora N/A 16159XAV4 1139388.98000000 PA USD 1127269.98000000 0.548807776701 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.50000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AC5 1000000.00000000 PA USD 1005165.00000000 0.489361358552 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.65184000 N N N N N N Social Professional Loan Progr N/A 83401BAC0 1205000.00000000 PA USD 1163703.69000000 0.566545411639 Long ABS-O CORP US N 2 2041-01-25 Fixed 3.62000000 N N N N N N Bayview Opportunity Master Fun N/A 07335UCJ1 708413.72000000 PA USD 593707.65000000 0.289044666484 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.38490000 N N N N N N BX Trust N/A 123910AA9 937714.00000000 PA USD 939782.41000000 0.457530054171 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.60458000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 602296.00000000 PA USD 616681.00000000 0.300229168299 Long ABS-MBS CORP US N 2 2040-01-25 Floating 7.41965000 N N N N N N Bayview Opportunity Master Fun N/A 07336JCL0 552352.01000000 PA USD 471704.14000000 0.229647648679 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.48257000 N N N N N N Social Professional Loan Progr 549300RC6OGKQI1MHM67 78471CAC3 376000.00000000 PA USD 364123.44000000 0.177272329696 Long ABS-O CORP US N 2 2040-09-25 Fixed 3.61000000 N N N N N N JP Morgan Mortgage Trust N/A 46593DAV9 1162820.16000000 PA USD 1149672.50000000 0.559714371760 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17326DAX0 6220215.00000000 PA USD 147400.43000000 0.071761426906 Long ABS-MBS CORP US N 2 2050-09-15 Variable 1.39449500 N N N N N N New Residential Mortgage Loan N/A 64830BAZ0 389313.29000000 PA USD 382051.58000000 0.186000587193 Long ABS-MBS CORP US N 2 2057-08-27 Variable 4.00000000 N N N N N N BX Trust N/A 05594CAA2 1000000.00000000 PA USD 1002816.20000000 0.488217852800 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.81176000 N N N N N N Arizona Biltmore Trust N/A 00218TAN4 500000.00000000 PA USD 520710.85000000 0.253506408369 Long ABS-MBS CORP US N 2 2029-06-11 Fixed 8.26800000 N N N N N N JP Morgan Mortgage Trust N/A 46652TCK4 393356.43000000 PA USD 343348.56000000 0.167158145954 Long ABS-MBS CORP US N 2 2051-03-25 Variable 3.49164900 N N N N N N TIF Funding II LLC N/A 872480AE8 446696.33000000 PA USD 402007.98000000 0.195716296570 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N JP Morgan Mortgage Trust N/A 46593MAB3 480032.06000000 PA USD 477405.32000000 0.232423249889 Long ABS-MBS CORP US N 2 2055-06-25 Variable 5.50000000 N N N N N N Bojangles Issuer, LLC N/A 09748RAC2 600000.00000000 PA USD 613010.88000000 0.298442382140 Long ABS-O CORP US N 2 2054-11-20 Fixed 6.58400000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAA1 1047925.12000000 PA USD 853201.67000000 0.415378498406 Long ABS-O CORP US N 2 2055-11-01 Fixed 2.73000000 N N N N N N Birch Grove CLO Ltd. 254900VS6E4BD1HWHW18 09077WAG3 250000.00000000 PA USD 251069.75000000 0.122232503073 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 6.27238000 N N N N N N Bayview Opportunity Master Fun N/A 07336NCJ6 580516.11000000 PA USD 482422.36000000 0.234865779733 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.39627000 N N N N N N Imperial Fund LLC N/A 45276JAD2 451722.00000000 PA USD 346956.47000000 0.168914645374 Long ABS-MBS CORP US N 2 2057-01-25 Variable 3.44600000 N N N N N N Fannie Mae - CAS N/A 20754TAH5 500000.00000000 PA USD 500566.70000000 0.243699293507 Long ABS-MBS CORP US N 2 2045-02-25 Floating 6.25621000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBF7 4756736.72000000 PA USD 308472.71000000 0.150178950164 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.61511200 N N N N N N Social Professional Loan Progr N/A 78490DAC8 602000.00000000 PA USD 582271.62000000 0.283477071933 Long ABS-O CORP US N 2 2048-01-25 Fixed 4.13000000 N N N N N N WCORE Commercial Mortgage Trus N/A 951913AC6 1000000.00000000 PA USD 1002089.50000000 0.487864061235 Long ABS-MBS CORP US N 2 2041-11-15 Floating 6.15351000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 12565KAA5 567511.85000000 PA USD 521023.21000000 0.253658479834 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.64000000 N N N N N N CIFC Funding Ltd N/A 12575WAG4 300000.00000000 PA USD 301885.20000000 0.146971842034 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 6.46947000 N N N N N N COMM Mortgage Trust N/A 12674GAG9 500000.00000000 PA USD 508640.20000000 0.247629851105 Long ABS-MBS CORP US N 2 2041-12-10 Variable 6.51100000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 1054019.00000000 PA USD 1082781.49000000 0.527148697937 Long ABS-MBS CORP US N 2 2041-12-25 Floating 7.45517000 N N N N N N JP Morgan Mortgage Trust N/A 46649HBB7 355643.05000000 PA USD 321715.63000000 0.156626223320 Long ABS-MBS CORP US N 2 2048-12-25 Variable 3.77892000 N N N N N N MFRA Trust N/A 552732AD1 1050706.00000000 PA USD 834137.42000000 0.406097129397 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.19900000 N N N N N N Sunrun Issuer N/A 86772FAA9 908284.32000000 PA USD 861038.73000000 0.419193945948 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.61000000 N N N N N N BX Trust N/A 05609VAQ8 728845.53000000 PA USD 726022.35000000 0.353461654092 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.82624000 N N N N N N Banc of America Commercial Mor N/A 06427DAX1 900000.00000000 PA USD 864453.06000000 0.420856201565 Long ABS-MBS CORP US N 2 2050-02-15 Variable 4.35200000 N N N N N N Starwood Residential Mortgage N/A 85573GAC6 211772.81000000 PA USD 197311.42000000 0.096060432415 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.52800000 N N N N N N JP Morgan Mortgage Trust N/A 46654WCK5 472994.81000000 PA USD 380862.75000000 0.185421809117 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.08751800 N N N N N N Apidos CLO Ltd 549300HXW2GBYSKFE344 03764QBJ0 350000.00000000 PA USD 350570.50000000 0.170674124296 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.38108000 N N N N N N GS Mortgage-Backed Securities N/A 362925CE7 1206298.60000000 PA USD 1001131.94000000 0.487397876218 Long ABS-MBS CORP US N 2 2052-10-25 Variable 2.98417000 N N N N N N Starwood Mortgage Residential N/A 85573MAB5 602296.00000000 PA USD 563166.76000000 0.274175932076 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.24000000 N N N N N N BX Trust N/A 12433CAC9 1286203.37000000 PA USD 1291066.12000000 0.628551402470 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.45235000 N N N N N N INTOWN Mortgage Trust N/A 46117WAE2 881000.00000000 PA USD 879725.28000000 0.428291432922 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.56200000 N N N N N N GS Mortgage-Backed Securities N/A 36270XAD6 739090.11000000 PA USD 744755.97000000 0.362582056945 Long ABS-MBS CORP US N 2 2054-01-25 Variable 6.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003DBP2 6026707.85000000 PA USD 401613.18000000 0.195524089455 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.61797800 N N N N N N Helios Issuer VI, LLC N/A 86744TAB2 2005018.15000000 PA USD 1423394.46000000 0.692975030668 Long ABS-O CORP US N 2 2048-07-20 Fixed 2.01000000 N N N N N N Social Professional Loan Progr N/A 83401AAC2 632000.00000000 PA USD 611240.63000000 0.297580541601 Long ABS-O CORP US N 2 2048-02-25 Fixed 4.14000000 N N N N N N Flagstar Mortgage Trust N/A 33851YBE5 666547.18000000 PA USD 608286.49000000 0.296142328011 Long ABS-MBS CORP US N 2 2050-03-25 Variable 4.18782500 N N N N N N MONDELEZ INTERNATION N/A 60920VU75 2000000.00000000 PA USD 1998218.80000000 0.972826418203 Long DBT CORP US N 2 2025-07-07 None 0.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631FB6 1008846.00000000 PA USD 794625.52000000 0.386860887523 Long ABS-MBS CORP US N 2 2052-05-25 None 0.00000000 N N N N N N The BAHA Trust N/A 05493XAE0 1000000.00000000 PA USD 1046995.20000000 0.509726257350 Long ABS-MBS CORP US N 2 2041-12-10 Variable 7.06941600 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 31.00000000 NC USD 62178.03000000 0.030271174616 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-19 3413696.97000000 USD 62178.03000000 N N N CIM Trust N/A 12564KAU2 346156.25000000 PA USD 280695.20000000 0.136655558451 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N BX Trust N/A 05608RAG0 1000000.00000000 PA USD 999127.50000000 0.486422021028 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.07248000 N N N N N N TBW Mortgage Backed Pass Throu N/A 87222PAU7 1073401.07000000 PA USD 228343.54000000 0.111168320575 Long ABS-MBS CORP US N 2 2037-01-25 Variable 6.54000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631HH1 2537173.00000000 PA USD 2099398.51000000 1.022085435721 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.36383800 N N N N N N PRM5 Trust N/A 693980AA2 1000000.00000000 PA USD 996580.20000000 0.485181876188 Long ABS-MBS CORP US N 2 2033-03-10 Variable 4.62030200 N N N N N N Fannie Mae - CAS N/A 20755AAD4 1761717.00000000 PA USD 1923842.88000000 0.936616739936 Long ABS-MBS CORP US N 2 2043-01-25 Floating 9.85517000 N N N N N N SMB Private Education Loan Tru 549300XC4C7GRVLU6076 784456AF2 790000.00000000 PA USD 713391.80000000 0.347312511307 Long ABS-O CORP US N 2 2045-09-15 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46651FAR2 823025.55000000 PA USD 830740.10000000 0.404443155044 Long ABS-MBS CORP US N 2 2049-10-25 Variable 4.97014000 N N N N N N BX Trust N/A 12434GAG0 537006.64000000 PA USD 539971.56000000 0.262883423300 Long ABS-MBS CORP US N 2 2040-12-09 Floating 7.90056000 N N N N N N FS Rialto Issuer Ltd N/A 30340KAA9 1000000.00000000 PA USD 998136.70000000 0.485939653224 Long ABS-CBDO CORP US N 2 2042-08-19 Floating 5.70262500 N N N N N N Social Professional Loan Progr N/A 83405FAC7 1521000.00000000 PA USD 1268979.88000000 0.617798787316 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.73000000 N N N N N N Towd Point Mortgage Trust N/A 89171YBD2 331263.00000000 PA USD 329244.28000000 0.160291522443 Long ABS-MBS CORP US N 2 2057-11-25 Variable 4.96173200 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630QAQ4 781125.00000000 PA USD 781980.33000000 0.380704617301 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.40610000 N N N N N N BX Trust N/A 12434EAE0 289102.55000000 PA USD 288549.67000000 0.140479481996 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.87648000 N N N N N N FREMF Mortgage Trust N/A 30295DAL6 1455653.33000000 PA USD 1311873.14000000 0.638681233468 Long ABS-MBS USGSE US N 2 2049-08-25 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -6.00000000 NC USD -18763.32000000 -0.00913486220 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -695986.68000000 USD -18763.32000000 N N N Hundred Acre Wood Trust N/A 44555QCF4 691242.24000000 PA USD 584909.69000000 0.284761407857 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.31993800 N N N N N N Sequoia Mortgage Trust N/A 81748GEJ6 804351.67000000 PA USD 769857.93000000 0.374802865715 Long ABS-MBS CORP US N 2 2049-09-25 Variable 4.49946300 N N N N N N Ellington Financial Mortgage T N/A 26845EAA1 998967.58000000 PA USD 962327.75000000 0.468506180689 Long ABS-MBS CORP US N 2 2054-12-25 Fixed 5.00000000 N N N N N N AB BSL CLO N/A 00038GAG5 300000.00000000 PA USD 301995.60000000 0.147025589920 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 6.41484000 N N N N N N Verde CLO Ltd 254900DT3DF8KM5RRZ79 92338BBA2 350000.00000000 PA USD 350686.70000000 0.170730695894 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.25610000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002KBK8 563776.21000000 PA USD 493060.58000000 0.240044963043 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.36845600 N N N N N N Octagon Investment Partners XV N/A 67590BAW0 450000.00000000 PA USD 450590.40000000 0.219368492033 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 6.39140000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KPN3 1505741.00000000 PA USD 1551143.91000000 0.755169440945 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.05517000 N N N N N N United Wholesale Mortgage LLC N/A 918307BH1 417292.13000000 PA USD 342401.75000000 0.166697194540 Long ABS-MBS CORP US N 2 2051-12-25 Variable 3.21620500 N N N N N N GS Mortgage-Backed Securities N/A 36272KAP5 1100000.00000000 PA USD 1079573.88000000 0.525587083289 Long ABS-MBS CORP US N 2 2055-11-25 Variable 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46658TAU8 873205.09000000 PA USD 883656.83000000 0.430205495439 Long ABS-MBS CORP US N 2 2055-06-25 Variable 6.15000000 N N N N N N Cedar Funding Ltd 635400NWFWJ92O7QGD64 15032AAU1 800000.00000000 PA USD 801381.60000000 0.390150063417 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 6.64140000 N N N N N N JP Morgan Mortgage Trust N/A 46655KDF0 1123932.45000000 PA USD 927280.80000000 0.451443685412 Long ABS-MBS CORP US N 2 2052-11-25 Variable 3.28630100 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAF0 6212372.23000000 PA USD 309697.01000000 0.150774996695 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.92288900 N N N N N N JP Morgan Mortgage Trust N/A 46653JBU4 666787.24000000 PA USD 591809.35000000 0.288120485214 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.56460600 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86745JAB3 512823.08000000 PA USD 404719.41000000 0.197036347574 Long ABS-O CORP US N 2 2048-07-20 Fixed 7.71000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 09630TAA3 250000.00000000 PA USD 246843.25000000 0.120174845094 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 10.91771000 N N N N N N Gam Resecuritization Trust N/A 364614AG2 3147000.00000000 PA USD 2708145.03000000 1.318451727863 Long ABS-MBS CORP US N 2 2050-11-29 None 0.00000000 N N N N N N Sequoia Mortgage Trust N/A 81746KCC6 460041.63000000 PA USD 432498.94000000 0.210560722718 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.56057300 N N N N N N Gam Resecuritization Trust N/A 364614AE7 2235423.00000000 PA USD 1972542.28000000 0.960325886738 Long ABS-MBS CORP US N 2 2050-11-29 None 0.00000000 N N N N N N DUKE ENERGY CO 07/07/2025 N/A 26244HU76 1000000.00000000 PA USD 999119.20000000 0.486417980200 Long DBT CORP US N 2 2025-07-07 None 0.00000000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BAS4 1897233.00000000 PA USD 1674648.01000000 0.815297016182 Long ABS-MBS CORP US N 2 2049-11-08 None 0.00000000 N N N N N N BX Trust N/A 05608BAL4 723659.00000000 PA USD 710709.77000000 0.346006773598 Long ABS-MBS CORP US N 2 2034-04-15 Floating 6.25830000 N N N N N N MCCORMICK & CO 07/08/2025 N/A 57978CU82 2000000.00000000 PA USD 1997942.00000000 0.972691659010 Long DBT CORP US N 2 2025-07-08 None 0.00000000 N N N N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320HAQ2 1050000.00000000 PA USD 1053894.45000000 0.513085135100 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.31097000 N N N N N N JP Morgan Mortgage Trust N/A 46651HBW6 665168.15000000 PA USD 618213.73000000 0.300975372987 Long ABS-MBS CORP US N 2 2050-03-25 Variable 4.34127800 N N N N N N Deephaven Residential Mortgage N/A 24381JAD9 602296.00000000 PA USD 460654.41000000 0.224268123045 Long ABS-MBS CORP US N 2 2066-11-25 Variable 3.25700000 N N N N N N Sequoia Mortgage Trust 549300RES143ZXEZ6T39 81747CCH2 452981.15000000 PA USD 446035.05000000 0.217150734486 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.79853200 N N N N N N Oaktown Re Ltd N/A 67389JAC2 1144363.00000000 PA USD 1165891.56000000 0.567610569137 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.65517000 N N N N N N Wells Fargo Commercial Mortgag 549300TRQQDPEF728F16 95000PAX2 850000.00000000 PA USD 773329.75000000 0.376493110155 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.31096500 N N N N N N GS Mortgage-Backed Securities N/A 362952BY8 1411405.73000000 PA USD 1434484.33000000 0.698374098333 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.66343000 N N N N N N GSAT Trust 2025-BMF N/A 36271XAA1 1000000.00000000 PA USD 1001912.90000000 0.487778084091 Long ABS-MBS CORP US N 2 2030-07-15 Floating 5.82000000 N N N N N N Wingstop Funding LLC N/A 974153AE8 1650000.00000000 PA USD 1684347.06000000 0.820018967588 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.85800000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAW3 333280.00000000 PA USD 333752.26000000 0.162486218057 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.79771000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABR3 1841521.00000000 PA USD 1820740.91000000 0.886421876298 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 4.13900000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 301148.00000000 PA USD 309280.86000000 0.150572395401 Long ABS-MBS CORP US N 2 2041-11-25 Floating 7.60517000 N N N N N N Parallel Ltd N/A 69915NAC2 1000000.00000000 PA USD 1000050.00000000 0.486871137196 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 7.77238000 N N N N N N RCKT Mortgage Trust 2020-1 N/A 749389BH4 534442.95000000 PA USD 482427.22000000 0.234868145808 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.47270500 N N N N N N Wingstop Funding LLC N/A 974153AB4 1712153.60000000 PA USD 1624782.57000000 0.791020186544 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.84100000 N N N N N N Sound Point CLO LTD N/A 83616AAL3 500000.00000000 PA USD 500875.00000000 0.243849388374 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.69338000 N N N N N N Pagaya AI Debt Selection Trust N/A 69544AAB1 799908.11000000 PA USD 802613.40000000 0.390749761299 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.63700000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 788000.00000000 NS USD 788000.00000000 0.383635274347 Long STIV RF US N 1 N N N JP Morgan Chase Commercial Mor N/A 46650RAN6 1760000.00000000 PA USD 1688359.20000000 0.821972265087 Long ABS-MBS CORP US N 2 2034-01-05 Variable 5.39316900 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NEC3 400000.00000000 PA USD 401665.16000000 0.195549395751 Long ABS-MBS CORP US N 2 2044-08-25 Floating 6.10517000 N N N N N N Parallel Ltd N/A 69915NAN8 1000000.00000000 PA USD 1001250.00000000 0.487455353350 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 0.01000000 N N N N N N Wind River CLO Ltd 549300AMLFWC1VCUN251 88432CBD7 416600.00000000 PA USD 417011.60000000 0.203020760878 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.48108000 N N N N N N JP Morgan Mortgage Trust N/A 46656DDF5 762762.68000000 PA USD 723450.73000000 0.352209669137 Long ABS-MBS CORP US N 2 2053-07-25 Variable 5.61472100 N N N N N N JP Morgan Mortgage Trust N/A 46591DAY5 447783.40000000 PA USD 435807.88000000 0.212171669551 Long ABS-MBS CORP US N 2 2049-09-25 Variable 4.90531200 N N N N N N Sunrun Jupiter Issuer N/A 86772RAA3 1882650.80000000 PA USD 1786055.00000000 0.869535152188 Long ABS-O CORP US N 2 2057-07-30 Fixed 4.75000000 N N N N N N Oaktree CLO Ltd N/A 67402CBJ4 1500000.00000000 PA USD 1507087.50000000 0.733720718944 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.53947000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461WAA8 1000000.00000000 PA USD 1001441.30000000 0.487548487142 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.76176000 N N N N N N GS Mortgage Securities Trust N/A 36260JAL1 653492.00000000 PA USD 493348.30000000 0.240185038603 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.00000000 N N N N N N Sequoia Mortgage Trust N/A 81749HAT5 638270.33000000 PA USD 640793.73000000 0.311968373615 Long ABS-MBS CORP US N 2 2054-03-25 Variable 6.00000000 N N N N N N Oaktree CLO Ltd 254900NTZ5OVNC5X7789 67402PAE7 250000.00000000 PA USD 251510.00000000 0.122446837374 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.76947000 N N N N N N PRM Trust N/A 74277DAA0 1000000.00000000 PA USD 992778.30000000 0.483330933358 Long ABS-MBS CORP US N 2 2033-07-05 Variable 4.48030000 N N N N N N BX Trust N/A 05610MAC6 1000000.00000000 PA USD 1009984.80000000 0.491707862734 Long ABS-MBS CORP US N 2 2027-06-15 Floating 7.45246000 N N N N N N Fannie Mae - CAS N/A 20753GAC5 1000000.00000000 PA USD 1006586.70000000 0.490053508640 Long ABS-MBS CORP US N 2 2044-05-25 Floating 5.95517000 N N N N N N Banc of America Merrill Lynch N/A 05494CAA3 1000000.00000000 PA USD 1001916.80000000 0.487779982793 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.16200000 N N N N N N Sunrun Issuer N/A 86773PAA6 355601.29000000 PA USD 330021.57000000 0.160669943588 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98000000 N N N N N N Gam Resecuritization Trust N/A 36459DBW0 1178694.00000000 PA USD 1169093.66000000 0.569169501258 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N Fannie Mae - CAS N/A 20753VBE7 873330.00000000 PA USD 908028.97000000 0.442070993681 Long ABS-MBS CORP US N 2 2040-02-25 Floating 8.06965000 N N N N N N Ajax Mortgage Loan Trust N/A 00969PAB9 451722.00000000 PA USD 435315.28000000 0.211931848820 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36263UAC3 542067.00000000 PA USD 371288.85000000 0.180760786588 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.25000000 N N N N N N Sunrun Iris Issuer N/A 86772YAA8 712880.35000000 PA USD 687362.23000000 0.334640098581 Long ABS-O CORP US N 2 2059-01-30 Fixed 5.75000000 N N N N N N Navient Student Loan Trust N/A 63935CAB7 1173233.25000000 PA USD 1130152.83000000 0.550211282984 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.60000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 1747000.00000000 PA USD 1592807.16000000 0.775453060671 Long ABS-O CORP US N 2 2046-07-17 Fixed 2.40000000 N N N N N N BX Trust N/A 12434DAN2 500000.00000000 PA USD 498753.55000000 0.242816567241 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.12648000 N N N N N N SDAL Trust N/A 78437RAA7 1000000.00000000 PA USD 1004193.00000000 0.488888143468 Long ABS-MBS CORP US N 2 2042-04-15 Floating 6.75308000 N N N N N N Barclays Commercial Mortgage S N/A 07337AAT3 750000.00000000 PA USD 587772.45000000 0.286155133387 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -45599.76000000 -0.02220009700 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -2011181.49000000 USD -45599.76000000 N N N JP Morgan Mortgage Trust N/A 46593RAH9 1100000.00000000 PA USD 1110478.60000000 0.540632947167 Long ABS-MBS CORP US N 2 2055-09-25 Variable 6.78300000 N N N N N N Sequoia Mortgage Trust N/A 81749BCE9 601734.84000000 PA USD 571027.35000000 0.278002835123 Long ABS-MBS CORP US N 2 2053-01-25 Variable 5.13612500 N N N N N N Birch Grove CLO Ltd. N/A 09076VAW1 550000.00000000 PA USD 549107.35000000 0.267331153380 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 6.06947000 N N N N N N Trafigura Securitisation Finan 549300CH6S10UEZXWN56 892725AX0 1850000.00000000 PA USD 1883224.15000000 0.916841641425 Long ABS-O CORP IE N 2 2027-11-15 Fixed 5.98000000 N N N N N N PRIMA Capital LTD N/A 74166QAE7 223146.38000000 PA USD 218420.50000000 0.106337320356 Long ABS-MBS CORP US N 2 2050-12-25 Fixed 3.25000000 N N N N N N MHC Commercial Mortgage Trust N/A 55293AAN7 360000.00000000 PA USD 360155.81000000 0.175340701747 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.37648000 N N N N N N GS Mortgage-Backed Securities N/A 36257QAS5 794856.17000000 PA USD 733427.78000000 0.357066963952 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.97317000 N N N N N N AUTOZONE INC DISC COML 0.0 03JUL25 N/A 05333TU35 2000000.00000000 PA USD 1999247.00000000 0.973326994077 Long DBT CORP US N 2 2025-07-03 None 0.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591KBU6 773931.65000000 PA USD 688183.58000000 0.335039970196 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.39320800 N N N N N N Fannie Mae - CAS N/A 20754VAC1 1000000.00000000 PA USD 1017485.90000000 0.495359749227 Long ABS-MBS CORP US N 2 2045-03-25 Floating 6.55517000 N N N N N N GS Mortgage-Backed Securities N/A 36257QAR7 927729.18000000 PA USD 858268.70000000 0.417845365721 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.97317000 N N N N N N Sequoia Mortgage Trust N/A 81748TCF8 691383.96000000 PA USD 573468.43000000 0.279191267097 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.86370000 N N N N N N Mello Mortgage Capital Accepta N/A 585499BR6 540428.86000000 PA USD 513792.09000000 0.250138032239 Long ABS-MBS CORP US N 2 2048-10-25 Variable 4.31345000 N N N N N N Citigroup Mortgage Loan Trust N/A 17330BDN7 417116.66000000 PA USD 340698.30000000 0.165867875368 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.86128400 N N N N N N JP Morgan Mortgage Trust N/A 46653QCH6 414025.54000000 PA USD 336323.92000000 0.163738222485 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.14642400 N N N N N N LoanCore Issuer, Ltd. N/A 53947FAG6 1000000.00000000 PA USD 990308.70000000 0.482128616514 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 6.45515000 N N N N N N COMM Mortgage Trust N/A 12674GAC8 500000.00000000 PA USD 509315.30000000 0.247958521376 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.86700000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688MAS4 800000.00000000 PA USD 802601.60000000 0.390744016507 Long ABS-CBDO CORP KY N 2 2037-04-16 Floating 6.76054000 N N N N N N Gam Resecuritization Trust N/A 364614AS6 2415208.00000000 PA USD 2017392.81000000 0.982161223516 Long ABS-MBS CORP US N 2 2050-11-29 None 0.00000000 N N N N N N United Wholesale Mortgage LLC N/A 90354XBC3 549576.62000000 PA USD 465011.12000000 0.226389173344 Long ABS-MBS CORP US N 2 2051-08-25 Variable 3.15050300 N N N N N N Wells Fargo Commercial Mortgag N/A 94990GAC3 850000.00000000 PA USD 856212.82000000 0.416844467132 Long ABS-MBS CORP US N 2 2038-03-15 Variable 5.67512900 N N N N N N JP Morgan Mortgage Trust N/A 46648CAZ7 861631.93000000 PA USD 769215.87000000 0.374490280862 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.44654100 N N N N N N JP Morgan Mortgage Trust N/A 46648UAZ7 349618.05000000 PA USD 321545.36000000 0.156543327917 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.86963000 N N N N N N JP Morgan Mortgage Trust N/A 46649TAZ9 381687.27000000 PA USD 346634.03000000 0.168757666493 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.70135600 N N N N N N Fannie Mae - CAS N/A 207942AC7 500000.00000000 PA USD 539927.25000000 0.262861851118 Long ABS-MBS CORP US N 2 2043-06-25 Floating 9.05621000 N N N N N N BX Trust N/A 12434CAL8 1177400.69000000 PA USD 1166485.01000000 0.567899488367 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.81348000 N N N N N N Gam Resecuritization Trust N/A 36459TAS5 1605421.00000000 PA USD 1580664.77000000 0.769541577018 Long ABS-MBS CORP US N 2 2051-09-27 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 466330AN7 500000.00000000 PA USD 500880.90000000 0.243852260770 Long ABS-MBS CORP US N 2 2038-04-15 Floating 7.12648000 N N N N N N JP Morgan Mortgage Trust N/A 46649TBA3 540821.72000000 PA USD 491151.63000000 0.239115596854 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.70135600 N N N N N N Sequoia Mortgage Trust N/A 81748ACE2 531739.95000000 PA USD 468416.16000000 0.228046906155 Long ABS-MBS CORP US N 2 2050-04-25 Variable 3.31302700 N N N N N N Mill City Solar Loan 2019-2 Lt N/A 59982VAA7 346779.29000000 PA USD 305687.09000000 0.148822779995 Long ABS-O CORP KY N 2 2043-07-20 Fixed 3.69000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 360000.01000000 PA USD 360400.62000000 0.175459886711 Long ABS-MBS CORP US N 2 2038-04-15 Floating 7.02744200 N N N N N N PRIMA Capital LTD N/A 74166VAC0 3011482.00000000 PA USD 2818696.71000000 1.372273458938 Long ABS-MBS CORP US N 2 2050-12-25 Fixed 4.25000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746CAA9 379146.62000000 PA USD 330686.18000000 0.160993506836 Long ABS-O CORP US N 2 2047-06-20 Fixed 2.98000000 N N N N N N American Money Management Corp N/A 03165UAG3 1000000.00000000 PA USD 1006003.00000000 0.489769336166 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.90610000 N N N N N N GCAT N/A 36830RCC2 478770.27000000 PA USD 446651.68000000 0.217450938825 Long ABS-MBS CORP US N 2 2052-08-25 Variable 4.60974000 N N N N N N Elmwood CLO 18 Ltd N/A 29003MAS6 750000.00000000 PA USD 753670.50000000 0.366922067303 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 6.27979000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAF5 5005085.95000000 PA USD 183459.92000000 0.089316874036 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.38246800 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQY8 3011482.00000000 PA USD 3101895.72000000 1.510147989263 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.70517000 N N N N N N JP Morgan Mortgage Trust N/A 465986AR8 975760.17000000 PA USD 965524.45000000 0.470062483838 Long ABS-MBS CORP US N 2 2054-05-25 Variable 6.31020200 N N N N N N Verus Securitization Trust N/A 92539LAA8 250790.07000000 PA USD 220504.44000000 0.107351879865 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.04600000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAG2 10253742.93000000 PA USD 446200.85000000 0.217231453685 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.19330600 N N N N N N CD Commercial Mortgage Trust N/A 12515BAF5 5113411.35000000 PA USD 221210.01000000 0.107695384358 Long ABS-MBS CORP US N 2 2057-08-15 Variable 1.52385700 N N N N N N Bank N/A 06539XAN4 15801584.44000000 PA USD 666690.18000000 0.324575977295 Long ABS-MBS CORP US N 2 2063-04-15 Variable 1.26150400 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661EAF1 612525.99000000 PA USD 465645.44000000 0.226697990003 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.85368000 N N N N N N arbor multifamily mortgage sec N/A 03882KBC5 1701186.00000000 PA USD 1286687.44000000 0.626419656147 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.00000000 N N N N N N Oceanview Mortgage Trust N/A 67647ECF2 1060802.53000000 PA USD 865346.91000000 0.421291369573 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.96825000 N N N N N N Laurel Road Prime Student Loan N/A 51889RAC3 312158.28000000 PA USD 304491.02000000 0.148240477149 Long ABS-O CORP US N 2 2048-10-25 Fixed 3.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946FAA3 212707.79000000 PA USD 199312.13000000 0.097034471666 Long ABS-O CORP US N 2 2043-06-22 Fixed 4.01000000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 1000000.00000000 PA USD 994253.50000000 0.484049129750 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.75466000 N N N N N N JP Morgan Mortgage Trust N/A 46651ABC5 424886.41000000 PA USD 410579.04000000 0.199889089659 Long ABS-MBS CORP US N 2 2049-12-25 Variable 4.67970200 N N N N N N Ajax Mortgage Loan Trust N/A 00968FAB2 903444.00000000 PA USD 850161.67000000 0.413898484149 Long ABS-MBS CORP US N 2 2065-09-25 Variable 3.50000000 N N N N N N Agate Bay Mortgage Loan Trust 549300TSTBCBQ5EBD390 00842EAU5 274631.37000000 PA USD 260273.75000000 0.126713440972 Long ABS-MBS CORP US N 2 2046-03-25 Variable 3.75365300 N N N N N N Apidos CLO Ltd 549300PPHIOJQEKPJH29 03759CAX8 730000.00000000 PA USD 731411.09000000 0.356085144889 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.58108000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAP7 4489366.00000000 PA USD 227945.09000000 0.110974336469 Long ABS-MBS CORP US N 2 2062-12-15 Variable 1.38789900 N N N N N N JP Morgan Mortgage Trust N/A 46651GBF5 767913.72000000 PA USD 678587.92000000 0.330368353880 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.20314600 N N N N N N Radnor Re LTD 254900PS93C2BX29OQ80 75279YAC5 41278.15000000 PA USD 41529.77000000 0.020218635415 Long ABS-MBS CORP BM N 2 2033-12-27 Floating 7.00517000 N N N N N N GS Mortgage-Backed Securities N/A 36258FAT6 593883.73000000 PA USD 522264.02000000 0.254262564206 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.59442500 N N N N N N ORL TRUST N/A 67120DAA3 1000000.00000000 PA USD 1001176.80000000 0.487419716165 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.80426000 N N N N N N Sequoia Mortgage Trust N/A 81748GEQ0 473659.42000000 PA USD 451716.77000000 0.219916861657 Long ABS-MBS CORP US N 2 2049-09-25 Variable 4.49946300 N N N N N N COLT Funding LLC N/A 19688EAA6 915866.27000000 PA USD 789522.98000000 0.384376732279 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.91000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 1898550.50000000 PA USD 1757631.35000000 0.855697189288 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Mill City Mortgage Trust N/A 599808BL5 542067.00000000 PA USD 498962.10000000 0.242918099140 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.70848800 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H2NZ3 3888967.67200000 PA USD 294115.04000000 0.143188964543 Long ABS-MBS USGSE US N 2 2036-08-25 Variable 1.09347300 N N N N N N Onslow Bay Financial LLC N/A 67116WAP4 378396.81000000 PA USD 307429.06000000 0.149670852506 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N FISERV INC DIS 07/08/2021 N/A 33774KU81 2000000.00000000 PA USD 1997949.80000000 0.972695456415 Long DBT CORP US N 2 2025-07-08 None 0.00000000 N N N N N N Shellpoint Co-Originator Trust N/A 82281FCD4 326399.10000000 PA USD 302364.83000000 0.147205348363 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.62063500 N N N N N N SMRT N/A 78457JAQ5 750000.00000000 PA USD 731085.53000000 0.355926647046 Long ABS-MBS CORP US N 2 2039-01-15 Floating 7.66200000 N N N N N N Flagstar Mortgage Trust N/A 33851YBD7 1337361.12000000 PA USD 1244162.30000000 0.605716428037 Long ABS-MBS CORP US N 2 2050-03-25 Variable 4.18782500 N N N N N N JP Morgan Mortgage Trust N/A 46650PAZ3 206969.80000000 PA USD 198537.31000000 0.096657253033 Long ABS-MBS CORP US N 2 2049-06-25 Variable 4.60775000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965JAE3 500000.00000000 PA USD 484796.80000000 0.236021768237 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.25900000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HYH8 323028.52000000 PA USD 174549.27000000 0.084978752644 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.24254000 N N N N N N JP Morgan Mortgage Trust N/A 46651ABB7 424886.41000000 PA USD 411633.40000000 0.200402401446 Long ABS-MBS CORP US N 2 2049-12-25 Variable 4.67970200 N N N N N N JP Morgan Mortgage Trust N/A 46649CBF9 551193.09000000 PA USD 505211.74000000 0.245960716343 Long ABS-MBS CORP US N 2 2048-10-25 Variable 3.71528700 N N N N N N Bank N/A 06541UCB0 5176096.69000000 PA USD 267472.21000000 0.130217988151 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.37157400 N N N N N N JP Morgan Mortgage Trust N/A 46643UDQ9 215152.00000000 PA USD 209558.82000000 0.102023039851 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.66125000 N N N N N N RFM RE-REMIC TRUST 2022-FRR1 N/A 74971BBP9 4104649.00000000 PA USD 3872686.67000000 1.885405092775 Long ABS-MBS CORP US N 2 2049-11-08 Variable 2.34737700 N N N N N N KEURIG DR PEPP 07/11/2025 N/A 000000000 1500000.00000000 PA USD 1497890.70000000 0.729243286341 Long DBT CORP US N 2 2025-07-11 None 0.00000000 N N N N N N arbor multifamily mortgage sec N/A 03882KBA9 776962.00000000 PA USD 617701.49000000 0.300725990585 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.00000000 N N N N N N Triton Container Finance LLC N/A 89680HAF9 576791.31000000 PA USD 523567.32000000 0.254897071633 Long ABS-O CORP US N 2 2046-03-20 Fixed 2.58000000 N N N N N N Sound Point CLO LTD N/A 83614VAG0 1050000.00000000 PA USD 1051722.00000000 0.512027484780 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 6.84338000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000JAC2 861000.00000000 PA USD 777235.03000000 0.378394383206 Long ABS-MBS CORP US N 2 2059-12-15 Variable 3.17197200 N N N N N N Barclays Commercial Mortgage S N/A 07335CAK0 12872510.18000000 PA USD 617713.15000000 0.300731667218 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.66144200 N N N N N N Citigroup Mortgage Loan Trust N/A 17332DBZ6 990281.62000000 PA USD 996821.93000000 0.485299561663 Long ABS-MBS CORP US N 2 2054-06-25 Variable 6.41170400 N N N N N N JP Morgan Mortgage Trust N/A 46591LBW0 935435.14000000 PA USD 866019.49000000 0.421618812990 Long ABS-MBS CORP US N 2 2050-05-25 Variable 4.35648500 N N N N N N United Wholesale Mortgage LLC N/A 90355DBJ1 1364410.40000000 PA USD 1133447.92000000 0.551815486989 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.22900600 N N N N N N Flagstar Mortgage Trust N/A 33851LAP9 380466.28000000 PA USD 348989.20000000 0.169904273459 Long ABS-MBS CORP US N 2 2048-07-25 Variable 4.13405400 N N N N N N Wells Fargo Commercial Mortgag N/A 95000YAZ8 9231124.56380000 PA USD 125102.97000000 0.060905979971 Long ABS-MBS CORP US N 2 2050-10-15 Variable 0.99803000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -20745.87000000 -0.01010006031 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -556597.88000000 USD -20745.87000000 N N N La Quinta Mortgage Trust N/A 516681AG8 375000.01000000 PA USD 365545.55000000 0.177964679391 Long ABS-MBS CORP US N 2 2036-03-15 Floating 8.50041000 N N N N N N Agate Bay Mortgage Loan Trust N/A 00841WBN1 422108.69000000 PA USD 334964.14000000 0.163076217951 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.62678400 N N N N N N JP Morgan Mortgage Trust N/A 46658NAJ6 1000000.00000000 PA USD 983532.30000000 0.478829547893 Long ABS-MBS CORP US N 2 2055-04-25 Variable 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81749PAV2 703248.96000000 PA USD 695297.53000000 0.338503373952 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.50000000 N N N N N N Bank N/A 06650AAN7 6369284.00000000 PA USD 174917.74000000 0.085158141082 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.42715900 N N N N N N Social Professional Loan Progr N/A 83390UAC1 1235000.00000000 PA USD 1044548.80000000 0.508535235351 Long ABS-O CORP US N 2 2046-02-15 Fixed 3.36000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 323.00000000 NC USD 252255.66000000 0.122809859555 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 66939314.65000000 USD 252255.66000000 N N N DK Trust N/A 23346LAL2 1250000.00000000 PA USD 1253142.13000000 0.610088229491 Long ABS-MBS CORP US N 2 2034-03-15 Floating 7.06176000 N N N N N N Balboa Bay Loan Funding Ltd 549300USDGJ8GD3PWY07 05766EAQ5 500000.00000000 PA USD 502303.00000000 0.244544605597 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.56947000 N N N N N N JP Morgan Mortgage Trust N/A 46654FAP3 322738.01000000 PA USD 261705.54000000 0.127410503345 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.50000000 N N N N N N Goddard Funding LLC N/A 380241AA7 664440.00000000 PA USD 671096.76000000 0.326721306645 Long ABS-O CORP US N 2 2052-10-30 Fixed 6.86400000 N N N N N N 1345 Trust N/A 68271CAA0 1000000.00000000 PA USD 1003222.80000000 0.488415804707 Long ABS-MBS CORP US N 2 2030-06-15 Floating 5.90000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 271784.17000000 PA USD 239160.18000000 0.116434367090 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N Sequoia Mortgage Trust N/A 81746YCD4 355672.94000000 PA USD 332540.51000000 0.161896281453 Long ABS-MBS CORP US N 2 2049-06-25 Variable 4.24724700 N N N N N N Pagaya AI Debt Selection Trust N/A 69544NAC1 649944.51000000 PA USD 653715.68000000 0.318259383555 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.62800000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAN4 5710974.00000000 PA USD 219030.70000000 0.106634394270 Long ABS-MBS CORP US N 2 2051-07-15 Variable 1.50000000 N N N N N N SG Commercial Mortgage Securit N/A 78397FAJ2 1000000.00000000 PA USD 822684.00000000 0.400521068580 Long ABS-MBS CORP US N 2 2037-03-15 Variable 3.85182200 N N N N N N Wind River CLO Ltd N/A 97316LAE8 1041500.00000000 PA USD 1043583.00000000 0.508065038717 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 7.01771000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 143.00000000 NC USD 120291.53000000 0.058563545828 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 15466708.47000000 USD 120291.53000000 N N N Sequoia Mortgage Trust N/A 81748KEG3 661716.75000000 PA USD 588952.46000000 0.286729617474 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.63159200 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSJ9 2845850.00000000 PA USD 2983175.92000000 1.452349635147 Long ABS-MBS CORP US N 2 2042-02-25 Floating 9.05517000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 1500000.00000000 PA USD 1558866.00000000 0.758928915711 Long ABS-MBS CORP US N 2 2042-02-25 Floating 8.05517000 N N N N N N LOCKHEED MARTIN CORP N/A 000000000 1000000.00000000 PA USD 999876.60000000 0.486786717962 Long DBT CORP US N 2 2025-07-01 None 0.00000000 N N N N N N Loanpal Solar Loan 2020-3 Ltd N/A 53948NAB9 436975.69000000 PA USD 310597.43000000 0.151213363286 Long ABS-O CORP US N 2 2047-12-20 Fixed 3.45000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAX8 11097283.09000000 PA USD 455499.64000000 0.221758539792 Long ABS-MBS CORP US N 2 2052-07-15 Variable 1.36644600 N N N N N N HYT Commercial Mortgage Trust N/A 449173AC7 600000.00000000 PA USD 600552.06000000 0.292376845555 Long ABS-MBS CORP US N 2 2041-09-15 Floating 6.65251000 N N N N N N Vivint Solar Financing LLC N/A 92855HAA3 585611.00000000 PA USD 526408.83000000 0.256280451670 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N THE CIGNA GROU 07/02/2025 N/A 12553NU29 2000000.00000000 PA USD 1999491.60000000 0.973446076803 Long DBT CORP US N 2 2025-07-02 None 0.00000000 N N N N N N Pretium Mortgage Credit Partne N/A 69392LAA2 973755.95000000 PA USD 942836.86000000 0.459017103364 Long ABS-MBS CORP US N 2 2064-08-25 Variable 4.00000000 N N N N N N KSL Commercial Mortgage Trust N/A 500937AA5 1250000.00000000 PA USD 1249556.50000000 0.608342577017 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.85415000 N N N N N N Wells Fargo Commercial Mortgag N/A 95004EAA3 1000000.00000000 PA USD 1000310.20000000 0.486997814732 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.65324000 N N N N N N Gam Resecuritization Trust N/A 36459DBU4 1178995.00000000 PA USD 1171344.68000000 0.570265403131 Long ABS-MBS CORP US N 2 2048-05-27 None 0.00000000 N N N N N N Starwood Mortgage Residential N/A 85573AAD7 903444.00000000 PA USD 807709.65000000 0.393230854277 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.87800000 N N N N N N Gam Resecuritization Trust N/A 36459TBE5 725525.97000000 PA USD 720006.86000000 0.350533032066 Long ABS-MBS CORP US N 2 2051-09-27 None 0.00000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 750000.00000000 PA USD 758216.78000000 0.369135409149 Long ABS-O CORP US N 2 2032-11-15 Fixed 6.13000000 N N N N N N JP Morgan Mortgage Trust N/A 46641CBS9 282739.43000000 PA USD 243030.74000000 0.118318736820 Long ABS-MBS CORP US N 2 2044-01-25 Variable 3.64740100 N N N N N N 2025-08-25 Voya Separate Portfolios Trust Dorothy Roman Dorothy Roman Vice President, Fund Administration XXXX