NPORT-P false 0001426439 XXXXXXXX S000084196 C000248469 New York Life Investments Active ETF Trust 811-22739 0001426439 549300VWZDQ61K9DOP39 51 Madison Avenue 4th Floor New York 10010 888-474-7725 NYLI MacKay Securitized Income ETF S000084196 529900V03XWJN0RHX644 2025-04-30 2025-04-30 N 155398972.41 5622076.19 149776896.22 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 539145.00000000 USD N Bloomberg U.S. Securitized Bond Index LHMN5582 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 73.00000000 NC USD 174927.56000000 0.116792085037 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 2025-06-30 6407942.70000000 USD 174927.56000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383CFR6 4910270.13000000 PA USD 98770.08000000 0.065944803566 Long ABS-MBS USGA US N 2 2051-10-20 Floating 0.01000000 N N N N N N Freddie Mac - SCRT N/A 35563PYZ6 1468184.20000000 PA USD 1258993.79000000 0.840579436330 Long ABS-MBS USGSE US N 2 2064-11-25 Fixed 3.25000000 N N N N N N CarMax Select Receivables Trus N/A 14319FAG8 365000.00000000 PA USD 368260.33000000 0.245872587357 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.27000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384BPQ8 2338905.85320000 PA USD 94866.49000000 0.063338533775 Long ABS-MBS USGA US N 2 2053-06-20 Floating 0.89994000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAFC5 441341.66800000 PA USD 289746.01000000 0.193451738761 Long ABS-MBS USGSE US N 2 2050-09-25 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383FAC7 1499161.16340000 PA USD 2352.78000000 0.001570856426 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BHQA0 85141.86450000 PA USD 8860.86000000 0.005916039271 Long ABS-MBS USGSE US N 2 2047-09-25 Floating 1.48183000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383U6A3 321516.79520000 PA USD 45601.76000000 0.030446458132 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQXV3 39776.85560000 PA USD 39989.70000000 0.026699511746 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382NZZ3 198186.16540000 PA USD 22380.01000000 0.014942231121 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAG4 490061.16070000 PA USD 462157.76000000 0.308564118808 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.64870000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383GFG1 1107453.07720000 PA USD 126544.57000000 0.084488711672 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3LQ3 996162.64000000 PA USD 173770.91000000 0.116019836427 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3.00000000 N N N N N N General Motors N/A 361886CW2 100000.00000000 PA USD 102931.31000000 0.068723089206 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.34000000 N N N N N N GS Mortgage Securities Trust N/A 36250SAM1 500000.00000000 PA USD 338405.45000000 0.225939686654 Long ABS-MBS CORP US N 2 2051-07-10 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6XW2 80502.50130000 PA USD 64968.96000000 0.043377157385 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 1.25000000 N N N N N N Fannie Mae - CAS N/A 20755DAF3 95000.00000000 PA USD 101887.50000000 0.068026179318 Long ABS-MBS CORP US N 2 2042-07-25 Floating 9.95369000 N N N N N N Regatta 30 Funding Ltd. N/A 75903UAE3 300000.00000000 PA USD 298285.20000000 0.199153011931 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.96296000 N N N N N N Fannie Mae - CAS N/A 20754XAG8 500000.00000000 PA USD 493128.45000000 0.329242000899 Long ABS-MBS CORP US N 2 2044-07-25 Floating 6.35369000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RKJ2 245000.00000000 PA USD 245835.62000000 0.164134540242 Long ABS-O CORP US N 2 2028-04-20 Fixed 7.35000000 N N N N N N Fannie Mae - CAS N/A 20754AAJ2 195000.00000000 PA USD 201581.25000000 0.134587680134 Long ABS-MBS CORP US N 2 2041-12-25 Floating 9.85369000 N N N N N N COMM Mortgage Trust N/A 12591UAP8 203387.64000000 PA USD 142737.45000000 0.095300045335 Long ABS-MBS CORP US N 2 2047-03-10 Variable 4.91127200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382PMU3 642507.67430000 PA USD 101658.91000000 0.067873558983 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMHT6 103924.70880000 PA USD 106156.22000000 0.070876231701 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17323GAE8 640000.00000000 PA USD 533242.37000000 0.356024449336 Long ABS-MBS CORP US N 2 2054-02-25 Variable 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6TN7 721817.94250000 PA USD 150562.56000000 0.100524556056 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.50000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAJ0 650000.00000000 PA USD 598995.48000000 0.399925152087 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.32000000 N N N N N N Fortress Credit Opportunities 254900WDNXJI5BDB6170 34964UAN6 300000.00000000 PA USD 298749.00000000 0.199462672508 Long ABS-CBDO CORP US N 2 2037-01-21 Floating 5.83947000 N N N N N N Fannie Mae - CAS N/A 20753BAB8 290000.00000000 PA USD 300150.00000000 0.200398063770 Long ABS-MBS CORP US N 2 2043-09-25 Floating 7.60269000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001VAX8 116000.00000000 PA USD 106591.74000000 0.071167010860 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.58400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384AQK2 163168.27660000 PA USD 126757.96000000 0.084631183579 Long ABS-MBS USGA US N 2 2052-07-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83H8 22842.05900000 PA USD 20691.73000000 0.013815034576 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 466317AS3 361223.44000000 PA USD 316134.01000000 0.211069943348 Long ABS-MBS CORP US N 2 2037-04-15 Floating 8.84666000 N N N N N N Flagship Credit Auto Trust N/A 33843FAG3 3380.16300000 PA USD 3376.92000000 0.002254633448 Long ABS-O CORP US N 2 2026-03-16 Fixed 2.48000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382L2B6 91645.59920000 PA USD 10074.73000000 0.006726491371 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAP8 110000.00000000 PA USD 107305.42000000 0.071643506247 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.56100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E06G2 668565.91000000 PA USD 692451.98000000 0.462322292339 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Countrywide Alternative Loan T N/A 12668A4B8 138824.09220000 PA USD 122876.91000000 0.082039962838 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.04109000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514GM0 103120.23700000 PA USD 100422.47000000 0.067048037804 Long ABS-O CORP US N 2 2034-07-25 Floating 5.29609000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382NP76 249087.49600000 PA USD 2690.22000000 0.001796151521 Long ABS-MBS USGA US N 2 2051-02-20 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9JA2 57595.93900000 PA USD 56076.57000000 0.037440066802 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F6W3 64422.37420000 PA USD 57546.33000000 0.038421366347 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.71543800 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLV9 145000.00000000 PA USD 153169.60000000 0.102265171642 Long ABS-MBS CORP US N 2 2041-10-25 Floating 11.85369000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAN5 250000.00000000 PA USD 249236.75000000 0.166405337732 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.63947000 N N N N N N Sequoia Mortgage Trust N/A 81748WBB1 4986519.71370000 PA USD 49383.00000000 0.032971039757 Long ABS-MBS CORP US N 2 2051-06-25 Variable 0.16429000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383UVS6 1276042.53370000 PA USD 179134.04000000 0.119600582279 Long ABS-MBS USGA US N 2 2051-07-20 Floating 1.86693000 N N N N N N Multifamily Structured Credit N/A 355917AC9 405000.00000000 PA USD 404520.40000000 0.270081975397 Long ABS-MBS CORP US N 2 2044-10-25 Floating 10.35269000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EWA4 211675.73900000 PA USD 218883.01000000 0.146139368303 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 2596835.01000000 PA USD 2064957.39000000 1.378688864647 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER77 2148949.46520000 PA USD 2108285.90000000 1.407617565330 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Bridgecrest Lending Auto Secur N/A 107933AF0 780000.00000000 PA USD 791855.14000000 0.528689777919 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382ML56 71780.86350000 PA USD 10977.49000000 0.007329227856 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382WBD8 1024101.71450000 PA USD 139852.15000000 0.093373646756 Long ABS-MBS USGA US N 2 2051-07-20 Floating 1.86693000 N N N N N N LAD Auto Receivables Trust N/A 505709AG0 565000.00000000 PA USD 561261.90000000 0.374731960779 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUFU3 1498428.53940000 PA USD 185187.49000000 0.123642226988 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.63183000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FCQ3 33650.81570000 PA USD 31428.67000000 0.020983656887 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.85109000 N N N N N N Bank N/A 06540WBF9 80000.00000000 PA USD 67151.26000000 0.044834191183 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.64700000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAF8 115000.00000000 PA USD 119865.19000000 0.080029158718 Long ABS-MBS CORP US N 2 2050-03-25 Floating 11.96817000 N N N N N N Bank N/A 06539VAR9 705000.00000000 PA USD 611376.42000000 0.408191406972 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 3.18100000 N N N N N N Multifamily Connecticut Avenue 254900QY3MMJFMNKXA93 62548RAC3 400000.00000000 PA USD 426282.28000000 0.284611506018 Long ABS-MBS CORP US N 2 2054-07-25 Floating 11.10369000 N N N N N N Bridgecrest Lending Auto Secur N/A 107933AE3 250000.00000000 PA USD 252134.05000000 0.168339748227 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.65000000 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KBD0 580000.00000000 PA USD 601750.00000000 0.401764234128 Long ABS-MBS CORP US N 2 2051-01-25 Floating 7.00369000 N N N N N N DT Auto Owner Trust N/A 23345EAJ4 1300000.00000000 PA USD 1285105.38000000 0.858013093095 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.97000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12596GBF5 260000.00000000 PA USD 238228.85000000 0.159055806344 Long ABS-MBS CORP US N 2 2051-11-15 Variable 5.03919700 N N N N N N Blackrock Rainier CLO Ltd 549300HF4E86WXQDUX86 09261MAQ9 250000.00000000 PA USD 248250.00000000 0.165746524507 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.81947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAD21 52242.41880000 PA USD 48120.96000000 0.032128426489 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.50000000 N N N N N N BX Trust N/A 12433XAG4 100000.00000000 PA USD 90477.68000000 0.060408302137 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.66704200 N N N N N N Flagship Credit Auto Trust N/A 33846QAG6 514000.00000000 PA USD 489955.03000000 0.327123236203 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.65000000 N N N N N N COMM Mortgage Trust N/A 12592XBJ4 520000.00000000 PA USD 461501.30000000 0.308125826911 Long ABS-MBS CORP US N 2 2048-03-10 Variable 4.03915700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UG62 393520.53080000 PA USD 353147.06000000 0.235782065800 Long ABS-MBS USGA US N 2 2051-06-20 Floating 3.50000000 N N N N N N Freddie Mac - STACR N/A 3137G1DF1 698275.42000000 PA USD 532962.14000000 0.355837351053 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.15444500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBG46 136615.15200000 PA USD 115181.97000000 0.076902361383 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSQK1 3690997.75000000 PA USD 2938432.47000000 1.961872988530 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.00000000 N N N N N N DT Auto Owner Trust N/A 26253WAG3 450000.00000000 PA USD 441793.35000000 0.294967622610 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.99000000 N N N N N N Flagship Credit Auto Trust N/A 33843VAL7 900000.00000000 PA USD 905156.64000000 0.604336625236 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.30000000 N N N N N N CarMax Auto Owner Trust N/A 14318WAG2 80000.00000000 PA USD 81107.98000000 0.054152530895 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.47000000 N N N N N N Dext ABS N/A 252154AF6 295000.00000000 PA USD 296417.80000000 0.197906224177 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.65000000 N N N N N N BX Trust N/A 05613NAL1 345000.00000000 PA USD 338091.06000000 0.225729781116 Long ABS-MBS CORP US N 2 2041-10-15 Floating 10.29145000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001FAC9 505000.00000000 PA USD 438101.39000000 0.292502649645 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.25000000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AB7 525000.00000000 PA USD 477010.59000000 0.318480755068 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.41000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383F6G3 1137500.24540000 PA USD 15548.04000000 0.010380799971 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.01000000 N N N N N N Barclays Commercial Mortgage S N/A 05552YAX4 815000.00000000 PA USD 499787.50000000 0.333687980331 Long ABS-MBS CORP US N 2 2055-06-15 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382LQD6 64705.19060000 PA USD 8224.47000000 0.005491147304 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6BL3 90982.98560000 PA USD 72200.39000000 0.048205291885 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Apidos CLO Ltd 254900K0UHSUBZXUMR56 03771JAE9 250000.00000000 PA USD 247250.25000000 0.165079031706 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 5.84674000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKU6 215797.68300000 PA USD 211547.11000000 0.141241483392 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.00000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCY2 390000.00000000 PA USD 392787.53000000 0.262248410744 Long ABS-O CORP CA N 2 2029-05-15 Fixed 5.53000000 N N N N N N Banc of America Mortgage Secur N/A 05949AJ27 16595.10370000 PA USD 15893.66000000 0.010611556522 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.12285600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382J4U7 127922.91970000 PA USD 18455.23000000 0.012321813621 Long ABS-MBS USGA US N 2 2050-10-20 Floating 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382LQC8 329996.25910000 PA USD 247539.93000000 0.165272439373 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 1.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345285AC4 100000.00000000 PA USD 95802.84000000 0.063963696950 Long ABS-O CORP US N 2 2034-05-15 Fixed 2.11000000 N N N N N N Ares Direct Lending CLO LLC N/A 039945AB6 250000.00000000 PA USD 247677.75000000 0.165364456235 Long ABS-CBDO CORP US N 2 2037-01-20 Floating 6.01947000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382DM30 83493.39800000 PA USD 11030.45000000 0.007364587114 Long ABS-MBS USGA US N 2 2050-03-20 Floating 1.61693000 N N N N N N Golub Capital Partners CLO, LT N/A 38180BAA5 250000.00000000 PA USD 249345.75000000 0.166478112641 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 5.65177000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382LZ87 1049486.24270000 PA USD 126584.10000000 0.084515104261 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384KVY4 4114611.42000000 PA USD 193587.53000000 0.129250595309 Long ABS-MBS USGA US N 2 2054-03-20 Floating 0.84994000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN4F7 746345.42000000 PA USD 678385.13000000 0.452930423263 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Onslow Bay Financial LLC N/A 67116WAP4 84733.88880000 PA USD 68155.70000000 0.045504815308 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N Fannie Mae - CAS N/A 20754BAJ0 500000.00000000 PA USD 534375.00000000 0.356780660760 Long ABS-MBS CORP US N 2 2042-01-25 Floating 12.00369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6PP0 86672.58400000 PA USD 76121.93000000 0.050823546168 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BHWC9 130697.62050000 PA USD 16800.75000000 0.011217183974 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AA9 495000.00000000 PA USD 464819.01000000 0.310340928227 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N Onslow Bay Financial LLC N/A 67112VAE5 34612.55690000 PA USD 32398.41000000 0.021631113220 Long ABS-MBS CORP US N 2 2049-05-27 Variable 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381KAF1 265000.00000000 PA USD 197770.03000000 0.132043082071 Long ABS-MBS USGA US N 2 2064-08-16 Variable 2.50000000 N N N N N N Owl Rock CLO Ltd N/A 69122LAC5 250000.00000000 PA USD 243882.25000000 0.162830353782 Long ABS-CBDO CORP US N 2 2034-10-24 Floating 6.37518000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJE1 29141.08500000 PA USD 28306.11000000 0.018898849364 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227XB7 22437.57650000 PA USD 21089.84000000 0.014080836585 Long ABS-MBS CORP US N 2 2042-11-25 Floating 5.77460000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382MCH0 127793.29510000 PA USD 20612.59000000 0.013762195986 Long ABS-MBS USGA US N 2 2050-12-20 Floating 1.86693000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAL4 320000.00000000 PA USD 287879.10000000 0.192205278160 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.90300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381HVY4 880845.42530000 PA USD 63945.06000000 0.042693540601 Long ABS-MBS USGA US N 2 2065-10-16 Variable 1.02241000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 262.00000000 NC USD 689188.90000000 0.460143665273 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 2025-06-18 28712123.60000000 USD 689188.90000000 N N N Wells Fargo Commercial Mortgag 549300CFP9NBBMZH1008 95000KAJ4 555000.00000000 PA USD 487617.89000000 0.325562821974 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.05900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 1270150.88000000 PA USD 1008593.97000000 0.673397563612 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61766CAL3 500000.00000000 PA USD 447101.35000000 0.298511560383 Long ABS-MBS CORP US N 2 2049-03-15 Variable 4.74534100 N N N N N N JP Morgan Mortgage Trust N/A 46592WAC0 1159285.99000000 PA USD 944455.80000000 0.630575091242 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UF55 371838.59000000 PA USD 285039.45000000 0.190309358247 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.00000000 N N N N N N CART N/A 20682AAN0 500000.00000000 PA USD 492521.25000000 0.328836597919 Long ABS-MBS CORP US N 2 2041-08-15 Floating 8.21034000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6PH4 55496.12200000 PA USD 10471.89000000 0.006991659103 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4XC7 53037.95090000 PA USD 6378.58000000 0.004258720911 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 1.58183000 N N N N N N Apidos CLO Ltd N/A 03767NBA3 380000.00000000 PA USD 377392.06000000 0.251969475616 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 5.97238000 N N N N N N Wells Fargo Commercial Mortgag 549300SGFUCMB43V8P22 95000CBJ1 469000.00000000 PA USD 409459.93000000 0.273379900594 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.12224700 N N N N N N COMM Mortgage Trust N/A 12594CAL4 760000.00000000 PA USD 704136.28000000 0.470123428760 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.06063200 N N N N N N BX Trust N/A 12434EAE0 84532.91630000 PA USD 83634.75000000 0.055839553436 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.88648000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFHM8 84258.80000000 PA USD 76585.01000000 0.051132726029 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HADW3 251076.37800000 PA USD 170066.71000000 0.113546691306 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 0.25000000 N N N N N N Multifamily Structured Credit 529900M14O2Z3FO2N217 35563UAC2 445000.00000000 PA USD 436129.28000000 0.291185951242 Long ABS-MBS CORP US N 2 2045-02-25 Floating 9.30369000 N N N N N N DBUBS Mortgage Trust N/A 23305YAW9 650000.00000000 PA USD 457535.00000000 0.305477688179 Long ABS-MBS CORP US N 2 2044-05-10 Variable 5.26752000 N N N N N N Banc of America Funding Corpor N/A 05951VAV1 32318.55250000 PA USD 28225.72000000 0.018845176200 Long ABS-MBS CORP US N 2 2046-12-20 Floating 4.81442000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 225000.00000000 PA USD 238411.87000000 0.159178001425 Long ABS-MBS CORP US N 2 2042-03-25 Floating 9.60369000 N N N N N N Flagship Credit Auto Trust N/A 33844XAL2 615000.00000000 PA USD 577233.10000000 0.385395287636 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.80000000 N N N N N N Sequoia Mortgage Trust N/A 81744KCE4 427594.57000000 PA USD 397723.03000000 0.265543645273 Long ABS-MBS CORP US N 2 2053-03-25 Variable 5.02065200 N N N N N N Regatta Funding 254900TUAAER6MTE4E64 75887XAN7 250000.00000000 PA USD 249993.75000000 0.166910756137 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.67979000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED64 2557587.45000000 PA USD 2221189.15000000 1.482998517166 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FJ25 56480.82700000 PA USD 56387.66000000 0.037647769063 Long ABS-MBS CORP US N 2 2045-04-25 Floating 4.90109000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UVH1 161380.94900000 PA USD 21100.49000000 0.014087947161 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.86693000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NCA9 385000.00000000 PA USD 385480.60000000 0.257369867935 Long ABS-MBS CORP US N 2 2044-03-25 Floating 6.35369000 N N N N N N Natixis Commercial Mortgage Se N/A 63874AAA6 100000.00000000 PA USD 96032.95000000 0.064117332127 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.53648000 N N N N N N Towd Point Mortgage Trust N/A 89173UAJ6 249770.97000000 PA USD 158316.75000000 0.105701716349 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.65452300 N N N N N N Wells Fargo Commercial Mortgag 549300AGZIS1CJS4RM30 95001JAC1 710000.00000000 PA USD 549822.79000000 0.367094527845 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20753XAJ3 550000.00000000 PA USD 613250.00000000 0.409442320863 Long ABS-MBS CORP US N 2 2042-03-25 Floating 14.20369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 3293537.11200000 PA USD 3346286.86000000 2.234180934744 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAC4 135000.00000000 PA USD 112140.19000000 0.074871487412 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNLB7 206439.02640000 PA USD 173538.23000000 0.115864485364 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160KAK0 70000.00000000 PA USD 55005.37000000 0.036724869715 Long ABS-MBS CORP US N 2 2072-12-15 Variable 3.83058800 N N N N N N Bank N/A 06541XAL4 440000.00000000 PA USD 388389.85000000 0.259312256964 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.11441100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UVG3 131907.04920000 PA USD 19727.48000000 0.013171243695 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.86693000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJS1 23736.03180000 PA USD 22358.58000000 0.014927923173 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 75000.00000000 PA USD 76118.34000000 0.050821149270 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N Signal Peak CLO, LLC N/A 82671XAQ6 250000.00000000 PA USD 249994.25000000 0.166911089967 Long ABS-CBDO CORP JE N 2 2037-07-18 Floating 5.66947000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382PS29 180439.06010000 PA USD 20483.15000000 0.013675774112 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162CAL4 605000.00000000 PA USD 463994.65000000 0.309790536264 Long ABS-MBS CORP US N 2 2051-10-10 Variable 3.24050300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0FK3 539236.03280000 PA USD 451199.30000000 0.301247596516 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382QAM2 2465259.38880000 PA USD 350250.00000000 0.233847815543 Long ABS-MBS USGA US N 2 2051-03-20 Floating 1.86693000 N N N N N N Flagship Credit Auto Trust N/A 33844WAJ9 410000.00000000 PA USD 391791.41000000 0.261583341548 Long ABS-O CORP US N 2 2028-09-15 Fixed 3.16000000 N N N N N N Flagstar Mortgage Trust N/A 33851GAU9 146035.31480000 PA USD 118151.70000000 0.078885130471 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 185887.81000000 PA USD 186459.94000000 0.124491790593 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.00369000 N N N N N N First Investors Auto Owner Tru N/A 320986AG7 285000.00000000 PA USD 302101.23000000 0.201700821437 Long ABS-O CORP US N 2 2031-01-15 Fixed 7.74000000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAV6 495000.00000000 PA USD 452799.07000000 0.302315698500 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.34970000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKHZ8 312859.84320000 PA USD 53582.10000000 0.035774609670 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUT49 768665.91000000 PA USD 770483.07000000 0.514420507731 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAJ1 585000.00000000 PA USD 447871.50000000 0.299025758513 Long ABS-MBS CORP US N 2 2062-12-15 Variable 3.88819600 N N N N N N Stifel SBA IO Trust N/A 86063NAB8 4289076.94000000 PA USD 155479.04000000 0.103807091696 Long ABS-O CORP US N 2 2050-06-25 Variable 1.26760000 N N N N N N CHEVY CHASE MORTGAGE FUNDING C 549300VJ603C97L1MC67 16678RDC8 25846.59100000 PA USD 24025.62000000 0.016040938626 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.69109000 N N N N N N Flagship Credit Auto Trust N/A 33843VAJ2 345000.00000000 PA USD 351969.76000000 0.234996030017 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.79000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382AGG4 28474.68080000 PA USD 25680.98000000 0.017146155814 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBC8 22874.46000000 PA USD 22474.16000000 0.015005091283 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 3.45700000 N N N N N N Countrywide Home Loans N/A 12669GYY1 68570.45990000 PA USD 58891.77000000 0.039319662435 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.04109000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383CYH7 1067055.57110000 PA USD 155214.86000000 0.103630709353 Long ABS-MBS USGA US N 2 2050-11-20 Floating 1.86693000 N N N N N N Bank N/A 060352AV3 470000.00000000 PA USD 380627.53000000 0.254129668597 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383V7L6 660890.14000000 PA USD 87274.77000000 0.058269848155 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662EAA1 128515.60220000 PA USD 115948.86000000 0.077414382943 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 2810042.79000000 PA USD 2343000.05000000 1.564326748070 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAG6 179504.34000000 PA USD 176477.39000000 0.117826844095 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.27000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564NAA1 385000.00000000 PA USD 402086.30000000 0.268456824882 Long ABS-MBS CORP US N 2 2043-11-25 Floating 7.70369000 N N N N N N Mello Mortgage Capital Accepta N/A 585495BN3 110787.41560000 PA USD 89633.94000000 0.059844970928 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.50000000 N N N N N N Freddie Mac - SLST N/A 35564CAA5 48954.62300000 PA USD 47618.97000000 0.031793267988 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 549300EUJICRX5L38Y52 35564XBE0 720000.00000000 PA USD 817200.00000000 0.545611519950 Long ABS-MBS CORP US N 2 2049-09-25 Floating 11.96817000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJN4 32931.56300000 PA USD 33957.10000000 0.022671787743 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Ginniemae Strip 549300M8ZYFG0OCMTT87 37610VAA3 17455.90990000 PA USD 14989.03000000 0.010007571513 Long ABS-MBS CORP US N 2 2034-07-20 None 0.00000000 N N N N N N BWAY Mortgage Trust N/A 05604FAL9 285000.00000000 PA USD 260986.19000000 0.174249965506 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.44620000 N N N N N N JP Morgan Mortgage Trust N/A 46591KAZ6 12070.07880000 PA USD 11436.07000000 0.007635403248 Long ABS-MBS CORP US N 2 2050-03-25 Floating 5.29109000 N N N N N N LAD Auto Receivables Trust N/A 505920AG3 430000.00000000 PA USD 443627.47000000 0.296192190648 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.37000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383XYN8 280577.72000000 PA USD 218463.23000000 0.145859098107 Long ABS-MBS USGA US N 2 2053-04-20 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383HFY0 79325.35750000 PA USD 13386.95000000 0.008937927235 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12477BAJ3 600000.00000000 PA USD 466499.46000000 0.311462896997 Long ABS-MBS CORP US N 2 2046-11-10 Variable 2.86357300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2216343.80000000 PA USD 2001392.56000000 1.336249188299 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382MGE3 384658.85000000 PA USD 59218.65000000 0.039537907043 Long ABS-MBS USGA US N 2 2050-12-20 Floating 1.86693000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFS7 584213.19800000 PA USD 584765.97000000 0.390424681481 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 435408.38180000 PA USD 428319.55000000 0.285971709128 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238EAE8 250000.00000000 PA USD 249334.25000000 0.166470434554 Long ABS-CBDO CORP KY N 2 2037-01-24 Floating 5.97518000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382JXP6 166922.81300000 PA USD 2176.22000000 0.001452974427 Long ABS-MBS USGA US N 2 2050-09-20 Floating 0.01000000 N N N N N N Bain Capital Credit CLO, Limit 254900YXN9JEMKU5DF45 05684PAU0 250000.00000000 PA USD 250035.00000000 0.166938297100 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 7.21947000 N N N N N N JPMDB Commercial Mortgage Secu N/A 92939VAG9 450000.00000000 PA USD 399538.76000000 0.266755935049 Long ABS-MBS CORP US N 2 2035-06-05 Variable 3.63320000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP20 1582596.02840000 PA USD 1551490.47000000 1.035867686643 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BL3H1 646509.72800000 PA USD 78066.44000000 0.052121817162 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 1.39631000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382KWJ8 135838.90850000 PA USD 20139.19000000 0.013446125876 Long ABS-MBS USGA US N 2 2050-10-20 Floating 1.86693000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380RHQ6 239322.11580000 PA USD 14899.62000000 0.009947876058 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.81979000 N N N N N N Toyota Auto Loan Extended Note 5493000KI9FC40RVHF71 89231WAA1 100000.00000000 PA USD 102025.17000000 0.068118096031 Long ABS-O CORP US N 2 2036-06-25 Fixed 4.93000000 N N N N N N Tricon American Homes N/A 89613GAD8 460000.00000000 PA USD 446320.01000000 0.297989891140 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.54800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 1543024.31000000 PA USD 1478480.27000000 0.987121717242 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383TLA9 5736476.63990000 PA USD 105753.67000000 0.070607465282 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.01000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325URK4 1250801.25000000 PA USD 137521.91000000 0.091817839380 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 1.49081000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSLE3 2472881.32000000 PA USD 201085.31000000 0.134256560974 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 1.54631000 N N N N N N GLS Auto Receivables Trust N/A 36271KAL5 610000.00000000 PA USD 611107.70000000 0.408011993453 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 1398475.40540000 PA USD 1398618.51000000 0.933801237238 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 2184038.54000000 PA USD 2039243.34000000 1.361520629326 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWMZ0 930175.53340000 PA USD 30494.22000000 0.020359762266 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.01000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 354112.50000000 PA USD 358143.93000000 0.239118274606 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXY25 155061.60680000 PA USD 119641.53000000 0.079879829946 Long ABS-MBS USGSE US N 2 2042-08-15 None 0.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001VAZ3 445000.00000000 PA USD 387172.61000000 0.258499554852 Long ABS-MBS CORP US N 2 2052-06-15 Variable 4.28900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382NAB3 2198338.20310000 PA USD 18268.41000000 0.012197081433 Long ABS-MBS USGA US N 2 2051-01-20 Floating 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383LBB5 328444.89800000 PA USD 43770.87000000 0.029224046635 Long ABS-MBS USGA US N 2 2050-02-20 Floating 1.61693000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383C3B4 139775.09540000 PA USD 115074.67000000 0.076830721495 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N CIM Trust N/A 17181YAA8 300440.96000000 PA USD 291284.12000000 0.194478672846 Long ABS-MBS CORP US N 2 2064-06-25 Variable 5.00000000 N N N N N N Fannie Mae - CAS N/A 20753VBT4 715000.00000000 PA USD 756917.02000000 0.505363002641 Long ABS-MBS CORP US N 2 2040-02-25 Floating 11.21817000 N N N N N N Woodward Capital Management N/A 749384AA1 4477842.97000000 PA USD 3645244.04000000 2.433782600652 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LMG1 73174.93360000 PA USD 65581.94000000 0.043786419437 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.92109000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KCP2 325000.00000000 PA USD 360645.03000000 0.240788158322 Long ABS-MBS CORP US N 2 2033-08-25 Floating 9.35369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381JN94 1505647.69590000 PA USD 98589.36000000 0.065824144102 Long ABS-MBS USGA US N 2 2065-10-16 Variable 0.81504000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHU0 81878.31100000 PA USD 83199.11000000 0.055548694157 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAD2 48816.95920000 PA USD 49078.17000000 0.032767517046 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD -4610.48000000 -0.00307823176 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 2025-06-18 -811764.52000000 USD -4610.48000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383CTL4 1222675.17550000 PA USD 195251.08000000 0.130361280629 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31424U8A7 1368916.09000000 PA USD 303618.73000000 0.202713995057 Long ABS-MBS USGSE US N 2 2053-10-25 Fixed 4.00000000 N N N N N N AGL CLO Ltd. 254900LDCU83O7QV9777 00852KAB0 250000.00000000 PA USD 248867.00000000 0.166158470552 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.81947000 N N N N N N Freddie Mac - STACR 549300D2VO9JVX6KU482 3137G0VB2 525954.80380000 PA USD 627647.38000000 0.419054871505 Long ABS-MBS CORP US N 2 2043-05-25 Floating 16.21817000 N N N N N N Zayo Issuer LLC N/A 98919WAC7 470000.00000000 PA USD 471068.69000000 0.314513587801 Long ABS-O CORP US N 2 2055-03-20 Fixed 6.08800000 N N N N N N Flagship Credit Auto Trust N/A 33844WAG5 100000.00000000 PA USD 97108.24000000 0.064835259943 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.59000000 N N N N N N GS Mortgage-Backed Securities N/A 36264RAE5 1641269.51000000 PA USD 1334044.37000000 0.890687685262 Long ABS-MBS CORP US N 2 2052-09-25 Variable 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377NHJ6 286762.13920000 PA USD 265043.23000000 0.176958687680 Long ABS-MBS USGA US N 2 2037-06-16 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSS52 67201.75380000 PA USD 67383.33000000 0.044989134973 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31422MZU3 178532.14520000 PA USD 17122.01000000 0.011431676334 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARD62 131635.58760000 PA USD 11828.85000000 0.007897646632 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 1.63183000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5N86 70062.61640000 PA USD 12988.30000000 0.008671764689 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HHJF9 945000.00000000 PA USD 962352.85000000 0.642524230563 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 4.68000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383VFN3 181815.33980000 PA USD 164706.04000000 0.109967587896 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Flagstar Mortgage Trust N/A 33851MAG7 1107201.69000000 PA USD 986448.28000000 0.658611778515 Long ABS-MBS CORP US N 2 2041-09-25 Variable 2.50000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GBA1 34488.02550000 PA USD 33259.04000000 0.022205721202 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 680000.00000000 PA USD 709295.69000000 0.473568158975 Long ABS-MBS CORP US N 2 2042-08-25 Floating 7.90369000 N N N N N N Bayview Commercial Asset Trust N/A 07325MAA2 45995.65790000 PA USD 43024.79000000 0.028725919074 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.77109000 N N N N N N Residential Accredit Loans, In N/A 74923TAA3 86400.85900000 PA USD 77661.30000000 0.051851321505 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.76109000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 27377.01750000 PA USD 25006.98000000 0.016696153165 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWPJ0 51684.93520000 PA USD 43092.78000000 0.028771313258 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRQF5 294556.07000000 PA USD 282224.46000000 0.188429902823 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KB4 28850.96750000 PA USD 25347.65000000 0.016923604801 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3C33 98344.91410000 PA USD 81797.20000000 0.054612695325 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3142G4PC9 640538.41000000 PA USD 140709.01000000 0.093945737661 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382LBS9 466646.09400000 PA USD 70587.69000000 0.047128557061 Long ABS-MBS USGA US N 2 2050-11-20 Floating 1.86693000 N N N N N N Mill City Mortgage Trust N/A 59980YAN5 414515.72000000 PA USD 253494.31000000 0.169247939033 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.07152700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RYT8 2265984.74840000 PA USD 30973.52000000 0.020679771568 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.01000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAX2 75000.00000000 PA USD 79090.27000000 0.052805387209 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.49100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383CFZ8 101743.78530000 PA USD 17267.93000000 0.011529101240 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N CIM Trust N/A 12565VBG7 117522.40800000 PA USD 95150.55000000 0.063528189194 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHA4 953512.69000000 PA USD 969223.40000000 0.647111420025 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382XTS4 460631.91000000 PA USD 380974.79000000 0.254361520110 Long ABS-MBS USGA US N 2 2051-08-20 Floating 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382RR75 85454.27250000 PA USD 14748.48000000 0.009846965968 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 463644.72000000 PA USD 402797.17000000 0.268931444144 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 5493009ZFZYH4FRCW638 35565EAE2 500000.00000000 PA USD 524794.20000000 0.350383946552 Long ABS-MBS CORP US N 2 2047-09-25 Floating 9.25417000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003WAL0 350000.00000000 PA USD 303363.41000000 0.202543528178 Long ABS-MBS CORP US N 2 2039-12-15 Variable 5.09191500 N N N N N N Exeter Automobile Receivables N/A 30166QAG4 710000.00000000 PA USD 654644.64000000 0.437079854451 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.34000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC5F3 1311756.19000000 PA USD 1132204.43000000 0.755927288236 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 3.00000000 N N N N N N Bank N/A 06539WAA4 395000.00000000 PA USD 292932.95000000 0.195579530216 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.50000000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 320000.00000000 PA USD 314396.70000000 0.209910011446 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.76476000 N N N N N N Aimco N/A 00900GAQ8 300000.00000000 PA USD 298407.60000000 0.199234733480 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.92979000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FU6G4 143644.90520000 PA USD 19965.00000000 0.013329826230 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.58183000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379XY20 610605.51000000 PA USD 150539.11000000 0.100508899435 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382AEQ4 28054.24440000 PA USD 25157.83000000 0.016796869634 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.50000000 N N N N N N Banc of America Commercial Mor N/A 06054MAW3 700000.00000000 PA USD 611709.56000000 0.408413831130 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 565000.00000000 PA USD 569016.80000000 0.379909595111 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380RA75 362850.14260000 PA USD 25066.20000000 0.016735691974 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.99231000 N N N N N N Citigroup Commercial Mortgage N/A 17327FAJ5 1070000.00000000 PA USD 798366.38000000 0.533037070568 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.30044900 N N N N N N Bayview Opportunity Master Fun N/A 07336PAD6 62777.76530000 PA USD 63983.78000000 0.042719392386 Long ABS-O CORP US N 2 2047-06-25 Floating 7.10369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383XSW5 63513.69220000 PA USD 61133.07000000 0.040816088157 Long ABS-MBS USGA US N 2 2053-04-20 Floating 2.49988000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381JZC4 1916668.63420000 PA USD 144678.77000000 0.096596186495 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.95261000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FKZ9 340000.00000000 PA USD 341908.29000000 0.228278391814 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3AM4 88714.84590000 PA USD 15138.17000000 0.010107146283 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.00000000 N N N N N N Flagship Credit Auto Trust N/A 33845VAG6 335000.00000000 PA USD 323575.09000000 0.216038052707 Long ABS-O CORP US N 2 2028-03-15 Fixed 3.64000000 N N N N N N Chase Mortgage Finance Corpora N/A 16162WNQ8 49566.61930000 PA USD 35285.70000000 0.023558840442 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 521682.16000000 PA USD 515246.58000000 0.344009385294 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESJ0 751998.29000000 PA USD 751269.14000000 0.501592140684 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPD6 1629885.38000000 PA USD 1630799.37000000 1.088819044296 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N CarMax Select Receivables Trus N/A 14319UAF7 305000.00000000 PA USD 303045.41000000 0.202331212388 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.86000000 N N N N N N Hyundai Auto Receivables Trust N/A 44934QAG6 210000.00000000 PA USD 215134.27000000 0.143636485619 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPND7 73615.61560000 PA USD 73780.52000000 0.049260281032 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381HGG0 42330.06520000 PA USD 20325.89000000 0.013570777945 Long ABS-MBS USGA US N 2 2061-09-16 Fixed 2.00000000 N N N N N N CSAIL Commercial Mortgage Trus 549300C2HE5FJAWYZL57 12636MAV0 100000.00000000 PA USD 85201.60000000 0.056885676062 Long ABS-MBS CORP US N 2 2049-01-15 Variable 5.08063800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHEW7 3851725.61000000 PA USD 173347.30000000 0.115737009094 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 0.99631000 N N N N N N JP Morgan Mortgage Trust N/A 46654KAC1 1427532.84000000 PA USD 1160798.33000000 0.775018283390 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590RAL3 810000.00000000 PA USD 714654.82000000 0.477146234189 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.55661500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382QAD2 1739846.71250000 PA USD 240489.62000000 0.160565231400 Long ABS-MBS USGA US N 2 2051-03-20 Floating 1.86693000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE70 705000.00000000 PA USD 754568.55000000 0.503795023827 Long ABS-MBS CORP US N 2 2042-08-25 Floating 9.70369000 N N N N N N Fannie Mae - CAS N/A 20753VCZ9 620000.00000000 PA USD 643250.00000000 0.429472112344 Long ABS-MBS CORP US N 2 2040-02-25 Floating 8.11817000 N N N N N N Fannie Mae - CAS N/A 20754GAF7 65000.00000000 PA USD 65162.34000000 0.043506269421 Long ABS-MBS CORP US N 2 2044-02-25 Floating 6.85369000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128YBA8 115000.00000000 PA USD 105733.31000000 0.070593871730 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.29000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382MV97 91132.92440000 PA USD 15634.62000000 0.010438605949 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAB1 395633.19370000 PA USD 364189.34000000 0.243154551330 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.99000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAJ2 1216968.92000000 PA USD 517315.60000000 0.345390786600 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.76606300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4R8 11969.44850000 PA USD 11292.71000000 0.007539687551 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYEX0 104909.70000000 PA USD 90392.04000000 0.060351123758 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382LTQ4 122353.53270000 PA USD 15916.93000000 0.010627092964 Long ABS-MBS USGA US N 2 2050-12-20 Floating 1.41994000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382TM27 80072.27390000 PA USD 14193.32000000 0.009476308000 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receiva N/A 03063FAE4 5522.89000000 PA USD 5506.21000000 0.003676274605 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89000000 N N N N N N Fannie Mae - CAS N/A 20755JAG8 865000.00000000 PA USD 844488.69000000 0.563831078966 Long ABS-MBS CORP US N 2 2045-01-25 Floating 6.05269000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381ECG1 1520000.00000000 PA USD 651664.58000000 0.435090188437 Long ABS-MBS USGA US N 2 2063-08-16 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UYG0 1170869.54040000 PA USD 177694.67000000 0.118639572914 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.91693000 N N N N N N Gracechurch Mortgage Finance P N/A 38406JAA6 452000.00000000 PA USD 394181.74000000 0.263179268597 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.34700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BK4K5 106652.20520000 PA USD 12526.06000000 0.008363145662 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 422742.44020000 PA USD 416194.12000000 0.277876047977 Long ABS-O CORP US N 2 2060-07-15 Fixed 2.28000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380REA4 2104155.21240000 PA USD 157534.73000000 0.105179593098 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.97939000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E5P1 224983.02000000 PA USD 224587.68000000 0.149948146655 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12594CBK5 395000.00000000 PA USD 385000.02000000 0.257049004029 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.81063200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0W57 131571.36160000 PA USD 134014.26000000 0.089475922777 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKKS8 23356.86000000 PA USD 22929.35000000 0.015309003310 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B7L58 186915.58500000 PA USD 163693.36000000 0.109291462255 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTSF1 449110.37000000 PA USD 453130.85000000 0.302537214641 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 549300MHCI0CUXMJQS62 35564PAC2 385000.00000000 PA USD 444018.46000000 0.296453238921 Long ABS-MBS CORP US N 2 2048-01-25 Floating 12.81817000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAC3 435000.00000000 PA USD 433938.99000000 0.289723582843 Long ABS-MBS CORP US N 2 2049-10-25 Floating 9.96817000 N N N N N N JP Morgan Mortgage Trust N/A 46654WAE1 769604.74000000 PA USD 626419.78000000 0.418235252438 Long ABS-MBS CORP US N 2 2052-07-25 Variable 2.50000000 N N N N N N AGL CLO Ltd. N/A 00121BAA7 250000.00000000 PA USD 249995.50000000 0.166911924541 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.64947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYQ58 512351.90000000 PA USD 83131.40000000 0.055503486918 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATEN0 63817.34060000 PA USD 7480.96000000 0.004994735629 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 1.58183000 N N N N N N Credit Suisse Mortgage Trust N/A 22945AAG4 945000.00000000 PA USD 481070.02000000 0.321191072949 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.98030000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KPP8 713000.00000000 PA USD 751888.66000000 0.502005769231 Long ABS-MBS CORP US N 2 2041-12-25 Floating 11.35369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WS33 27212.44080000 PA USD 24338.47000000 0.016249815969 Long ABS-MBS USGA US N 2 2049-07-20 Floating 3.50000000 N N N N N N LSTAR Commercial Mortgage Trus N/A 54910TAS1 440000.00000000 PA USD 362011.45000000 0.241700461911 Long ABS-MBS CORP US N 2 2050-03-10 Variable 4.82222500 N N N N N N Banc of America Alternative Lo N/A 05948KU80 40227.12340000 PA USD 36258.58000000 0.024208393226 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N ROCC Trust N/A 74970WAJ9 790000.00000000 PA USD 825870.19000000 0.551400256543 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 8.81906000 N N N N N N JP Morgan Mortgage Trust N/A 46658PAD4 693607.16000000 PA USD 702326.15000000 0.468914877878 Long ABS-MBS CORP US N 2 2055-04-25 Variable 6.00000000 N N N N N N Bank N/A 06541FBF5 90000.00000000 PA USD 78596.96000000 0.052476023995 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.37200000 N N N N N N GS Mortgage-Backed Securities N/A 36258FAA7 323350.23790000 PA USD 290312.74000000 0.193830121551 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAF4 700000.00000000 PA USD 715073.94000000 0.477426063729 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KG6R4 34345.31100000 PA USD 33527.31000000 0.022384834274 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -16.00000000 NC USD -21818.36000000 -0.01456724004 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 2025-06-18 -1019651.00000000 USD -21818.36000000 N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKL2 1070000.00000000 PA USD 1104346.36000000 0.737327577130 Long ABS-MBS CORP US N 2 2041-09-25 Floating 10.60369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381JA72 2262623.36770000 PA USD 218676.67000000 0.146001603397 Long ABS-MBS USGA US N 2 2066-02-16 Variable 1.38087000 N N N N N N Hilton USA Trust N/A 403956AG0 100000.00000000 PA USD 98125.00000000 0.065514109636 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.51073000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PLR2 67088.63680000 PA USD 63012.02000000 0.042070587380 Long ABS-MBS CORP US N 2 2035-05-19 Floating 4.87442000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H67L3 63312.91600000 PA USD 6929.82000000 0.004626761653 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDR42 1098833.72000000 PA USD 179167.59000000 0.119622982263 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382VAW9 113833.47330000 PA USD 17930.45000000 0.011971439155 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.86693000 N N N N N N Barclays Commercial Mortgage S N/A 07336VAW1 70000.00000000 PA USD 72370.80000000 0.048319067777 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86700000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGS8 300000.00000000 PA USD 297758.70000000 0.198801489091 Long ABS-O CORP US N 2 2030-10-13 Fixed 3.96000000 N N N N N N Fannie Mae - CAS N/A 207941AB1 395000.00000000 PA USD 394999.45000000 0.263725220624 Long ABS-MBS CORP US N 2 2044-03-25 Floating 6.30269000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382GK68 236880.92840000 PA USD 31284.06000000 0.020887106616 Long ABS-MBS USGA US N 2 2049-08-20 Floating 1.66693000 N N N N N N JP Morgan Mortgage Trust N/A 46652VBT1 960259.43000000 PA USD 778424.80000000 0.519722880928 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.88015200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF73 1080980.73000000 PA USD 1101440.74000000 0.735387611706 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UNF8 62071.94770000 PA USD 53356.15000000 0.035623751958 Long ABS-MBS CORP US N 2 2029-12-25 Variable 5.42816400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2SF0 102158.72150000 PA USD 88907.05000000 0.059359655757 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 670000.00000000 PA USD 671962.89000000 0.448642552328 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE58 546961.06000000 PA USD 510640.79000000 0.340934284851 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Flagship Credit Auto Trust N/A 33844TAG2 47497.59000000 PA USD 47250.39000000 0.031547181970 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 747300.20000000 PA USD 596659.33000000 0.398365398842 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383XXB5 67289.17710000 PA USD 74229.95000000 0.049560347338 Long ABS-MBS USGA US N 2 2051-09-20 Variable 7.02653000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334XTG4 13916.82500000 PA USD 12248.63000000 0.008177916827 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Agate Bay Mortgage Loan Trust 549300RM62GNIVQ1WJ04 00842BAV9 34213.84640000 PA USD 27975.62000000 0.018678194505 Long ABS-MBS CORP US N 2 2045-07-25 Variable 3.57404300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9Y54 64466.76400000 PA USD 11251.98000000 0.007512493771 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 549300K0XW5MBR2WNZ55 35565GAE7 395000.00000000 PA USD 430550.00000000 0.287460890742 Long ABS-MBS CORP US N 2 2047-11-25 Floating 9.46817000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G4H3 644349.69000000 PA USD 643322.02000000 0.429520197197 Long ABS-O CORP US N 2 2032-09-15 Fixed 11.39500000 N N N N N N Flagship Credit Auto Trust N/A 33845AAC1 40000.00000000 PA USD 39551.46000000 0.026406916552 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.96000000 N N N N N N Multifamily Connecticut Avenue 254900JAK6X5OPMD5925 62548NAB4 560000.00000000 PA USD 626374.39000000 0.418204947363 Long ABS-MBS CORP US N 2 2053-11-25 Floating 10.85369000 N N N N N N Towd Point Mortgage Trust N/A 891947AB9 265000.00000000 PA USD 269416.94000000 0.179878837657 Long ABS-MBS CORP US N 2 2064-11-25 Variable 6.00200000 N N N N N N SILVER POINT SCF CLO LTD 549300JT1NOSMVUW1B50 82809JAE9 250000.00000000 PA USD 251355.00000000 0.167819607925 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 6.20610000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382KAZ6 141657.56200000 PA USD 20596.74000000 0.013751613579 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Provident Funding Mortgage Tru N/A 74387VAZ2 607390.08000000 PA USD 495962.23000000 0.331134001649 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.77968000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAK3 300000.00000000 PA USD 261840.27000000 0.174820200316 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.97060000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUQT7 1252734.00000000 PA USD 1250939.17000000 0.835201691028 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31424UWR3 802030.54000000 PA USD 192042.95000000 0.128219341464 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PBB6 649000.00000000 PA USD 561492.21000000 0.374885729488 Long ABS-MBS CORP US N 2 2051-01-15 Variable 4.34374400 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382CDW8 124120.82080000 PA USD 1134.40000000 0.000757393181 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N LAD Auto Receivables Trust N/A 501689AG8 100000.00000000 PA USD 102441.83000000 0.068396283128 Long ABS-O CORP US N 2 2031-06-16 Fixed 6.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384A3B7 740530.43050000 PA USD 118348.32000000 0.079016405725 Long ABS-MBS USGA US N 2 2050-09-20 Floating 2.29994000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383GSL6 246677.35000000 PA USD 206206.08000000 0.137675492819 Long ABS-MBS USGA US N 2 2052-01-20 Floating 2.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000YAC9 670000.00000000 PA USD 558165.41000000 0.372664559145 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 2.70000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FTJ7 86027.14680000 PA USD 83289.15000000 0.055608810238 Long ABS-MBS CORP US N 2 2044-06-25 Floating 5.28109000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WR34 884385.47000000 PA USD 783376.44000000 0.523028891484 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9ET0 69923.13500000 PA USD 9358.13000000 0.006248046418 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 1.58183000 N N N N N N CarMax Auto Owner Trust N/A 14319GAG6 485000.00000000 PA USD 493869.68000000 0.329736890310 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.28000000 N N N N N N Great Lakes CLO Ltd N/A 390578AT9 340000.00000000 PA USD 337343.58000000 0.225230718831 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.79221000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384ABU6 180205.29030000 PA USD 165350.68000000 0.110397988056 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659PAB9 83108.15290000 PA USD 70757.81000000 0.047242139332 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.40900000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FZV3 55444.01980000 PA USD 53352.07000000 0.035621027906 Long ABS-MBS CORP US N 2 2044-10-25 Floating 5.36109000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381JBN6 180000.00000000 PA USD 135346.32000000 0.090365285578 Long ABS-MBS USGA US N 2 2065-04-16 Variable 3.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382CGQ8 407776.56000000 PA USD 367603.56000000 0.245434088485 Long ABS-MBS USGA US N 2 2050-01-20 Floating 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382VEU9 379666.20350000 PA USD 2811.28000000 0.001876978406 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.01000000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 120000.00000000 PA USD 120675.60000000 0.080570236829 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.70369000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQY8 70000.00000000 PA USD 71482.61000000 0.047726059094 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.75369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFES8 90512.27900000 PA USD 18782.18000000 0.012540104965 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKWJ9 1500000.00000000 PA USD 1488204.30000000 0.993614060351 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 5.35369000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAX3 395000.00000000 PA USD 309009.49000000 0.206313188347 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38400000 N N N N N N Golub Capital Partners CLO Ltd 254900PSE4IZIZUH7U62 381934AC2 400000.00000000 PA USD 394847.20000000 0.263623569432 Long ABS-CBDO CORP US N 2 2039-04-21 Floating 5.69082400 N N N N N N JPMDB Commercial Mortgage Secu N/A 46648KAC0 100000.00000000 PA USD 78443.24000000 0.052373391343 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAW7 545000.00000000 PA USD 390860.54000000 0.260961837148 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.50000000 N N N N N N CIM Trust N/A 12564ECM2 1573728.57260000 PA USD 20408.27000000 0.013625779753 Long ABS-MBS CORP US N 2 2051-04-25 Variable 0.21000000 N N N N N N CSAIL Commercial Mortgage Trus 549300UFJ8EKD81Y8R30 126281BF0 233000.00000000 PA USD 211564.00000000 0.141252760164 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.95791600 N N N N N N Towd Point Mortgage Trust N/A 89177BAF2 815000.00000000 PA USD 618482.47000000 0.412935830297 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.46274500 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 500000.00000000 PA USD 463670.80000000 0.309574314665 Long ABS-MBS CORP US N 2 2041-12-09 Variable 4.07545700 N N N N N N Hilton Grand Vacations Trust N/A 43284HAB5 28604.92570000 PA USD 28052.64000000 0.018729617656 Long ABS-O CORP US N 2 2033-07-25 Fixed 2.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM3V6 131022.42300000 PA USD 133993.61000000 0.089462135604 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Bank N/A 06540WBG7 1215000.00000000 PA USD 900715.71000000 0.601371595173 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.16062700 N N N N N N NYT Mortgage Trust N/A 62954PAN0 465000.00000000 PA USD 409619.06000000 0.273486145285 Long ABS-MBS CORP US N 2 2035-12-15 Floating 7.11900000 N N N N N N Bank N/A 06540AAJ0 100000.00000000 PA USD 77781.69000000 0.051931701058 Long ABS-MBS CORP US N 2 2062-09-15 Variable 3.76881700 N N N N N N Westlake Automobile Receivable N/A 96043CAG5 400000.00000000 PA USD 400233.04000000 0.267219477837 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQAF4 5458593.73000000 PA USD 4334556.72000000 2.894008908846 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQDL8 565190.52000000 PA USD 567689.14000000 0.379023170012 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAK1 1035000.00000000 PA USD 833438.61000000 0.556453385691 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.00880000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0MH2 292929.80300000 PA USD 299017.29000000 0.199641798933 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753AAA2 350000.00000000 PA USD 369033.00000000 0.246388467990 Long ABS-MBS CORP US N 2 2043-04-25 Floating 8.25369000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAR3 3315.34000000 PA USD 3279.20000000 0.002189389740 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.69400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384KHH7 826384.38000000 PA USD 142569.82000000 0.095188125537 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Multifamily Structured Credit 529900XKEN78GROIG538 35563RAB1 430000.00000000 PA USD 445939.37000000 0.297735753146 Long ABS-MBS CORP US N 2 2044-05-25 Floating 8.60369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPC8 1505054.53000000 PA USD 1476964.12000000 0.986109444964 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 12894.96300000 PA USD 12535.26000000 0.008369288132 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YHP2 621612.77010000 PA USD 551156.63000000 0.367985079080 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHAB7 2963619.57850000 PA USD 125399.04000000 0.083723887438 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 0.99631000 N N N N N N BX Trust N/A 05610MAE2 100000.00000000 PA USD 100250.00000000 0.066932886533 Long ABS-MBS CORP US N 2 2027-06-15 Floating 8.65916000 N N N N N N DREYFUS TRSY OBLIG CASH M N/A 000000000 1637958.20000000 NS USD 1637958.20000000 1.093598706701 Long STIV RF US N 1 N N N Exeter Automobile Receivables N/A 30167FAG7 735000.00000000 PA USD 773268.14000000 0.516279986777 Long ABS-O CORP US N 2 2030-04-15 Fixed 10.45000000 N N N N N N Structured Asset Investment Lo N/A 86358ELQ7 104023.75910000 PA USD 99194.22000000 0.066227984758 Long ABS-O CORP US N 2 2034-09-25 Floating 5.24109000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JBB2 330000.00000000 PA USD 266960.66000000 0.178238878450 Long ABS-MBS CORP US N 2 2051-03-15 Variable 5.10966900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0PK2 87318.74500000 PA USD 89121.87000000 0.059503082417 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAYG5 116539.63000000 PA USD 98301.45000000 0.065631918193 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N Freddie Mac - STACR 549300TCRXCIFPAC3B85 35565JBE0 85000.00000000 PA USD 91210.07000000 0.060897289436 Long ABS-MBS CORP US N 2 2050-01-25 Floating 9.56817000 N N N N N N Residential Accredit Loans, In N/A 761118KU1 92885.18990000 PA USD 65711.96000000 0.043873228554 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.24109000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMMG8 55298.60470000 PA USD 56484.01000000 0.037712098077 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383P8S3 136947.04870000 PA USD 2863.55000000 0.001911876979 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBE1 225000.00000000 PA USD 213414.30000000 0.142488130937 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.54210000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MBD9 910000.00000000 PA USD 691566.15000000 0.461730859333 Long ABS-MBS CORP US N 2 2053-03-15 Variable 3.37070000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 225000.00000000 PA USD 236455.47000000 0.157871791956 Long ABS-MBS CORP US N 2 2042-04-25 Floating 8.70369000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVP78 35483.57670000 PA USD 31542.12000000 0.021059402882 Long ABS-MBS USGSE US N 2 2036-07-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBB43 8513.78500000 PA USD 6427.30000000 0.004291249292 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 1.25000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 438238.11560000 PA USD 412404.11000000 0.275345610977 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.98000000 N N N N N N BMO 2022-C1 Mortgage Trust N/A 05609MCJ2 550000.00000000 PA USD 491689.11000000 0.328281011563 Long ABS-MBS CORP US N 2 2055-02-17 Variable 3.37761500 N N N N N N Navient Student Loan Trust N/A 63942LAA0 56129.08020000 PA USD 51270.09000000 0.034230973730 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94000000 N N N N N N 2025-06-23 New York Life Investments Active ETF Trust Adefolahan Oyefeso Adefolahan Oyefeso Director and Vice President, IndexIQ