Angel Oak Funds > Angel Oak Funds Trust
Angel Oak Multi-Strategy Income Fund
$2.79B
Avg Monthly Net Assets
$2.91B
Total Assets
$267.58M
Total Liabilities
$2.64B
Net Assets
Angel Oak Multi-Strategy Income Fund is a Mutual Fund in Angel Oak Funds Trust
from Angel Oak Funds,
based in Georgia,
United States of America.
The fund has three share classes
and monthly net assets of $2.79B.
On September 25th, 2024 it reported 1,030 holdings, the largest
being LSALT 2019-1B PT (3.3%), Fannie Mae or Freddie Mac (1.7%) and Government National Mortgage A (1.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000152733 | ANGLX | |
| Class C | C000159180 | ANGCX | |
| Institutional Class | C000152734 | ANGIX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A&D Mortgage Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| A&D Mortgage Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| A&D Mortgage Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| A&D Mortgage Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| A&D Mortgage Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| A&D Mortgage Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| A10 Capital LLC | Long | Debt | US | $931K | – | 0.04 |
| ABPCI Direct Lending Fund CLO XI LP | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| ACC Trust 2022-1 | Long | ABS-other | US | $150 | – | 0.00 |
| ACHV ABS TRUST 2023-3PL | Long | ABS-other | US | $2M | – | 0.06 |
| Adjustable Rate Mortgage Trust 2005-12 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Adjustable Rate Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $809K | – | 0.03 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.07 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $905K | – | 0.03 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $503K | – | 0.02 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-other | US | $910K | – | 0.03 |
| Agate Bay Mortgage Trust 2015-4 (Agate Bay Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| AGL CLO 24 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.04 |
| AGNC Investment Corp | Long | Equity-preferred | US | $2M | 67K | 0.06 |
| Allegro CLO II-S Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $400 | – | 0.00 |
| Alternative Loan Trust 2005-14 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Alternative Loan Trust 2005-16 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $153.24 | – | 0.00 |
| Alternative Loan Trust 2005-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Alternative Loan Trust 2005-27 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $187.77 | – | 0.00 |
| Alternative Loan Trust 2005-38 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $572.13 | – | 0.00 |
| Alternative Loan Trust 2005-41 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Alternative Loan Trust 2005-44 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Alternative Loan Trust 2005-51 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2005-51 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Alternative Loan Trust 2005-51 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Alternative Loan Trust 2005-56 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Alternative Loan Trust 2005-J11 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Alternative Loan Trust 2005-J14 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $936K | – | 0.04 |
| Alternative Loan Trust 2006-29T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Alternative Loan Trust 2006-HY10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Alternative Loan Trust 2006-OA1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Alternative Loan Trust 2006-OA10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Alternative Loan Trust 2006-OA10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $188 | – | 0.00 |
| Alternative Loan Trust 2006-OA10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $117.26 | – | 0.00 |
| Alternative Loan Trust 2006-OA3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Alternative Loan Trust Resecuritization 2005-58R (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Alternative Loan Trust Resecuritization 2005-59R (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $872.06 | – | 0.00 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $2M | – | 0.06 |
| American Home Mortgage Assets Trust 2006-1 | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| American Home Mortgage Assets Trust 2006-6 | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| American Home Mortgage Assets Trust 2007-5 | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| American Home Mortgage Investment Trust 2006-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| American Home Mortgage Investment Trust 2006-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| American Home Mortgage Investment Trust 2007-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| AMMC CLO 30 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| AMMC CLO 30 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| AMSR 2023-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $941K | – | 0.04 |
| Anchorage Capital Clo 28 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| Angel Oak High Yield Opportunities ETF | Long | Equity-common | US | $37M | 3M | 1.39 |
| Angel Oak Mortgage-Backed Securities ETF | Long | Equity-common | US | $29M | 3M | 1.12 |
| Annaly Capital Management Inc | Long | Equity-common | US | $2M | 85K | 0.06 |
| Antares CLO 2019-2 LTD | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.34 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $102K | – | 0.00 |
| Apidos CLO XLIII Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.15 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $2M | – | 0.07 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| ARES Commercial Mortgage Trust 2024-IND | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| ARES Commercial Mortgage Trust 2024-IND | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| Ares LXIX CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.19 |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1 | Long | ABS-other | US | $492K | – | 0.02 |
| Arroyo Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $870K | – | 0.03 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $820K | – | 0.03 |
| AUF Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| Avant Credit Card Master Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.18 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $708K | – | 0.03 |
| B Riley Financial Inc | Long | Equity-preferred | US | $5M | 207K | 0.19 |
| B&G Foods Inc | Long | Debt | US | $663K | – | 0.03 |
| Bain Capital Credit CLO 2023-3 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.10 |
| BAMLL Commercial Mortgage Securities Trust 2024-NASH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BAMLL Commercial Mortgage Securities Trust 2024-NASH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $802K | – | 0.03 |
| BAMLL Commercial Mortgage Securities Trust 2024-NASH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| Banc of America Alternative Loan Trust 2006-9 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Banc of America Funding 2007-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Banc of America Funding 2007-8 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Banc of America Funding 2007-A Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $638K | – | 0.02 |
| Banc of America Funding 2007-B Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Banc of America Funding 2007-C Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Banc of America Funding 2014-R1 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BankGuam Holding Co | Long | Structured note | GU | $2M | – | 0.07 |
| Barings Middle Market CLO 2023-II Ltd (Barings Middle Market CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.19 |
| Barings Middle Market CLO 2023-II Ltd (Barings Middle Market CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.04 |
| Barings Middle Market CLO Ltd 2018-I (Barings Middle Market CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Bayview Financial Mortgage Pass-Through Trust 2005-D (Bayview Financial Acquisition) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $437K | – | 0.02 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $391K | – | 0.01 |
| BCAP LLC 2013-RR1 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BCC Middle Market CLO 2023-2 LLC | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.38 |
| Bear Stearns ARM Trust 2005-6 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC5 | Long | ABS-mortgage backed security | US | $721K | – | 0.03 |
| Bellemeade Re 2023-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $6M | – | 0.24 |
| Bellemeade Re 2023-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $598K | – | 0.02 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Secur) | Long | ABS-other | US | $975K | – | 0.04 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Secur) | Long | ABS-other | US | $803K | – | 0.03 |
| Blackrock MT Hood CLO X LLC (Blackrock Mt. Hood CLO X LLC.) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Blackrock MT Hood CLO X LLC (Blackrock Mt. Hood CLO X LLC.) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| Blackrock Rainier CLO VI Ltd (Blackrock Rainier CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.24 |
| Boston Lending Trust 2021-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BRAVO Residential Funding Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BRAVO Residential Funding Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| BRAVO Residential Funding Trust 2023-NQM8 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BRAVO Residential Funding Trust 2024-NQM2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BRAVO Residential Funding Trust 2024-NQM4 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| BRAVO Residential Funding Trust 2024-NQM4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BRAVO Residential Funding Trust 2024-NQM4 | Long | ABS-mortgage backed security | US | $950K | – | 0.04 |
| Brean Asset Backed Securities Trust 2024-RM8 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Brean Asset Backed Securities Trust 2024-RM8 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Brookline Bancorp Inc | Long | Debt | US | $985K | – | 0.04 |
| Brundage-Bone Concrete Pumping Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| BX 2024-PALM (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2024-AIRC (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| CAL Receivables 2022-1 LLC (CAL Receivables LLC) | Long | ABS-other | US | $8M | – | 0.32 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp | Long | Debt | US | $184K | – | 0.01 |
| Capital Four US CLO II Ltd | Long | ABS-collateralized bond/debt obligation | JE | $9M | – | 0.33 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $2M | – | 0.06 |
| Carvana Auto Receivables Trust 2021-N2 | Long | ABS-other | US | $19M | – | 0.73 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $7M | – | 0.25 |
| Carvana Auto Receivables Trust 2021-N4 | Long | ABS-other | US | $7M | – | 0.27 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-other | US | $2M | – | 0.09 |
| CBAM 2018-6 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| CDX42IG CDS (BUY PROTECTION) | Derivative-credit | US | $-10M | – | -0.39 | |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $797K | – | 0.03 |
| ChaseFlex Trust Series 2005-2 | Long | ABS-mortgage backed security | US | $769K | – | 0.03 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-4 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-1 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-2 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-4 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CHL Mortgage Pass-Through Trust 2004-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2004-25 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $110.25 | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-29 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $9.67 | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-11 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $75 | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| CHL Mortgage Pass-Through Trust 2005-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-12 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-18 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| Churchill NCDLC CLO-III LLC (Churchill Middle Market CLO Lt) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.30 |
| CIFC Falcon 2020 Ltd (East West Investment Managemen) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| CIM Trust 2019-J1 | Long | ABS-mortgage backed security | US | $394K | – | 0.01 |
| CIM Trust 2021-J1 | Long | ABS-mortgage backed security | US | $744K | – | 0.03 |
| CIM Trust 2021-J1 | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| CIM Trust 2021-J2 | Long | ABS-mortgage backed security | US | $898K | – | 0.03 |
| CIM Trust 2021-J2 | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| CIM Trust 2021-J3 | Long | ABS-mortgage backed security | US | $639K | – | 0.02 |
| CIM Trust 2021-J3 | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| CITGO Petroleum Corp | Long | Debt | US | $100K | – | 0.00 |
| Citicorp Mortgage Securities Inc (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CitiMortgage Alternative Loan Trust Series 2006-A6 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A7 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| CitiMortgage Alternative Loan Trust Series 2006-A7 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Clear Street Holdings LLC | Long | Debt | US | $2M | – | 0.07 |
| Clearwater Paper Corp | Long | Debt | US | $1M | – | 0.05 |
| COLT 2020-2R Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| COLT 2022-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COLT 2022-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COLT 2022-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| COLT 2022-7 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| COLT 2023-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COLT 2023-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COLT 2023-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| COLT 2024-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| COLT Funding LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Columbia Banking System Inc | Long | Debt | US | $2M | – | 0.09 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Consolidated Communications Inc | Long | Debt | US | $2M | – | 0.08 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Cre) | Long | ABS-other | US | $2M | – | 0.06 |
| CPS Auto Receivables Trust 2021-B (CPS Auto Trust) | Long | ABS-other | US | $486K | – | 0.02 |
| CPS Auto Receivables Trust 2021-D (CPS Auto Trust) | Long | ABS-other | US | $479K | – | 0.02 |
| CPS Auto Receivables Trust 2022-A (CPS Auto Trust) | Long | ABS-other | US | $5M | – | 0.19 |
| CPS Auto Receivables Trust 2024-B (CPS Auto Trust) | Long | ABS-other | US | $3M | – | 0.12 |
| CPS Auto Receivables Trust 2024-C (CPS Auto Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $833K | – | 0.03 |
| CSMC 2017-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $986K | – | 0.04 |
| CSMC 2021-INV1Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| CSMC 2021-INV1Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $967K | – | 0.04 |
| CSMC 2021-INV1Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| CSMC 2021-INV1Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| CSMC 2021-INV2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CSMC 2021-INV2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $631K | – | 0.02 |
| CSMC 2021-INV2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $547K | – | 0.02 |
| CSMC 2021-INV2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| CSMC 2021-INV2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $703K | – | 0.03 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSMC 2022-NQM4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| CSMC 2022-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| CSMC 2022-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $853K | – | 0.03 |
| CSMC Series 2014-3R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Customers Bank | Long | Debt | US | $951K | – | 0.04 |
| CVR Partners LP / CVR Nitrogen Finance Corp (CVR PARTNERS/CVR NITROGE) | Long | Debt | US | $2M | – | 0.06 |
| DBSG 2024-ALTA Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $776K | – | 0.03 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-BAR1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Deutsche Mortgage Securities Inc REMIC Trust Certificates Series 2009-RS6 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Dime Community Bancshares Inc | Long | Debt | US | $888K | – | 0.03 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $2M | – | 0.07 |
| Dryden 106 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.22 |
| DSLA Mortgage Loan Trust 2004-AR1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| DSLA Mortgage Loan Trust 2004-AR2 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| DSLA Mortgage Loan Trust 2004-AR2 | Long | ABS-mortgage backed security | US | $1 | – | 0.00 |
| DSLA Mortgage Loan Trust 2004-AR4 | Long | ABS-mortgage backed security | US | $611.02 | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $13M | – | 0.49 |
| DSLA Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| DSLA Mortgage Loan Trust 2005-AR2 | Long | ABS-mortgage backed security | US | $28K | 1 | 0.00 |
| DSLA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $12M | – | 0.47 |
| DSLA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $25M | – | 0.94 |
| DT Auto Owner Trust 2022-1 | Long | ABS-other | US | $5M | – | 0.18 |
| Dynex Capital Inc | Long | Equity-preferred | US | $4M | 173K | 0.16 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $3M | – | 0.12 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $3M | – | 0.12 |
| Ellington Financial Inc | Long | Equity-common | US | $1M | 104K | 0.05 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ellington Financial Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $12M | – | 0.44 |
| Ellington Financial Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ellington Financial Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $638K | – | 0.02 |
| Encore Capital Group Inc | Long | Debt | US | $519K | – | 0.02 |
| Enviva Partners LP / Enviva Partners Finance Corp (ENVIVA PARTNERS LP/FIN C) | Long | Debt | US | $45K | – | 0.00 |
| EquipmentShare.com Inc | Long | Debt | US | $515K | – | 0.02 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $2M | – | 0.06 |
| Exeter Automobile Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Exeter Automobile Receivables Trust 2022-5 | Long | ABS-other | US | $8M | – | 0.29 |
| Exeter Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $646K | – | 0.02 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $607K | – | 0.02 |
| Exeter Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $606K | – | 0.02 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $2M | – | 0.06 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $46M | – | 1.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FAT Brands Fazoli's Native I LLC (Fat Brands Fazoli's Native I,) | Long | ABS-other | US | $2M | – | 0.07 |
| FedNat Holding Co | Long | Debt | US | $400K | – | 0.02 |
| FHF Issuer Trust 2023-2 (First Help Financial LLC) | Long | ABS-other | US | $728K | – | 0.03 |
| FHF Issuer Trust 2024-1 (First Help Financial LLC) | Long | ABS-other | US | $309K | – | 0.01 |
| FHF Issuer Trust 2024-2 (First Help Financial LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| Fidelity Financial Corp | Long | Debt | US | $3M | – | 0.10 |
| FIGRE Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FIGRE Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Financial Institutions Inc | Long | Debt | US | $1M | – | 0.05 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $25M | 25M | 0.94 |
| First Bancshares Inc/The | Long | Debt | US | $984K | – | 0.04 |
| First Foundation Inc | Long | Debt | US | $738K | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| First NBC Bank Holding Co | Long | Debt | US | $772K | – | 0.03 |
| First Northwest Bancorp | Long | Debt | US | $1M | – | 0.05 |
| FirstCash Inc | Long | Debt | US | $1M | – | 0.05 |
| Flagship Credit Auto Trust 2020-4 | Long | ABS-other | US | $10M | – | 0.38 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $4M | – | 0.14 |
| Flagship Credit Auto Trust 2021-4 | Long | ABS-other | US | $4M | – | 0.13 |
| Flagship Credit Auto Trust 2022-1 | Long | ABS-other | US | $853K | – | 0.03 |
| Flagship Credit Auto Trust 2024-1 | Long | ABS-other | US | $411K | – | 0.02 |
| Flagstar Mortgage Trust 2017-2 | Long | ABS-mortgage backed security | US | $838K | – | 0.03 |
| Flagstar Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Flagstar Mortgage Trust 2018-6RR | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Flagstar Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Flagstar Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $645K | – | 0.02 |
| Flagstar Mortgage Trust 2021-10INV | Long | ABS-mortgage backed security | US | $916K | – | 0.03 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| Flagstar Mortgage Trust 2021-6INV | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Flagstar Mortgage Trust 2021-9INV | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Flagstar Mortgage Trust 2021-9INV | Long | ABS-mortgage backed security | US | $772K | – | 0.03 |
| Flagstar Mortgage Trust 2021-9INV | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Flushing Financial Corp | Long | Debt | US | $2M | – | 0.09 |
| FNMA - HIGH BALANCE 30 YR. FIXED | Long | Loan | US | $445K | – | 0.02 |
| Fortress Credit Opportunities XXI CLO LLC | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.33 |
| Foundation Finance Trust 2021-1 | Long | ABS-other | US | $829K | – | 0.03 |
| Foundation Finance Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.06 |
| Foundation Finance Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.04 |
| Foundation Finance Trust 2024-1 | Long | ABS-other | US | $408K | – | 0.02 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.09 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $856K | – | 0.03 |
| Foursight Capital Automobile Receivables Trust 2022-1 | Long | ABS-other | US | $5M | – | 0.18 |
| Foursight Capital Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $13M | – | 0.49 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $968K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.87 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.41 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| FREED ABS Trust 2022-4FP (Freedom Financial) | Long | ABS-other | US | $656K | – | 0.02 |
| Freedom Mortgage Corp | Long | Debt | US | $2M | – | 0.07 |
| Freedom Mortgage Holdings LLC | Long | Debt | US | $101K | – | 0.00 |
| FREMF 2017-KF41 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $591K | – | 0.02 |
| FREMF 2019-KF58 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREMF 2019-KF64 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FS Bancorp Inc | Long | Debt | US | $893K | – | 0.03 |
| GCAT 2020-NQM2 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GCAT 2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $584K | – | 0.02 |
| GCAT 2021-NQM6 Trust | Long | ABS-mortgage backed security | US | $887K | – | 0.03 |
| GCAT 2021-NQM7 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GCAT 2022-NQM4 Trust | Long | ABS-mortgage backed security | US | $841K | – | 0.03 |
| GCAT 2023-NQM3 Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| GCAT 2024-NQM1 Trust | Long | ABS-mortgage backed security | US | $902K | – | 0.03 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $286K | – | 0.01 |
| Georgia Banking Co Inc | Long | Structured note | US | $3M | – | 0.13 |
| GGAM Finance Ltd | Long | Debt | KY | $414K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-collateralized bond/debt obligation | US | $45M | – | 1.71 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44M | – | 1.68 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38M | – | 1.43 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 1.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28M | – | 1.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 0.82 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.41 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.40 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.35 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GLS Auto Receivables Issuer Trust 2021-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.11 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.10 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $404K | – | 0.02 |
| goeasy Ltd | Long | Debt | CA | $409K | – | 0.02 |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | Long | ABS-other | US | $9M | – | 0.32 |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Goldman Sachs Mortgage Pass-Through Trust 2022-1 | Long | ABS-mortgage backed security | US | $43M | – | 1.63 |
| Golub Capital Partners CLO 17 Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $362K | – | 0.01 |
| Golub Capital Partners CLO 34M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Goodgreen 2017-2 Trust (Goodgreen Trust) | Long | ABS-other | KY | $3M | – | 0.11 |
| GoodLeap Sustainable Home Solutions Trust 2021-3 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $853K | – | 0.03 |
| Goodleap Sustainable Home Solutions Trust 2023-2 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $918K | – | 0.03 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $1M | – | 0.05 |
| Gray Television Inc | Long | Debt | US | $3M | – | 0.09 |
| Greenfire Resources Ltd | Long | Debt | CA | $213K | – | 0.01 |
| GreenPoint Mortgage Funding Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GreenPoint Mortgage Funding Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $114.06 | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| GreenPoint MTA Trust 2005-AR1 (GreenPoint Mortgage Funding Tr) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GreenPoint MTA Trust 2005-AR3 (GreenPoint Mortgage Funding Tr) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ1 | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $965K | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ5 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | Long | ABS-mortgage backed security | US | $926K | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ1 | Long | ABS-mortgage backed security | US | $524K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3 | Long | ABS-mortgage backed security | US | $961K | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3 | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | Long | ABS-mortgage backed security | US | $595K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | Long | ABS-mortgage backed security | US | $572K | – | 0.02 |
| GS Mortgage-Backed Securities Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| GS Mortgage-Backed Securities Trust 2021-HP1 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage-Backed Securities Trust 2021-HP1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GS Mortgage-Backed Securities Trust 2021-HP1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GS Mortgage-Backed Securities Trust 2021-HP1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage-Backed Securities Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $723K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $707K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-MM1 | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2021-PJ11 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage-Backed Securities Trust 2021-PJ11 | Long | ABS-mortgage backed security | US | $714K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-PJ11 | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-PJ2 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | Long | ABS-mortgage backed security | US | $734K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | Long | ABS-mortgage backed security | US | $934K | – | 0.04 |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | Long | ABS-mortgage backed security | US | $614K | – | 0.02 |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | Long | ABS-mortgage backed security | US | $823K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2022-GR1 | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| GS Mortgage-Backed Securities Trust 2022-GR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GS Mortgage-Backed Securities Trust 2022-GR1 | Long | ABS-mortgage backed security | US | $814K | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $42M | – | 1.58 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| GS Mortgage-Backed Securities Trust 2022-PJ3 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| GS Mortgage-Backed Securities Trust 2023-CCM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GS Mortgage-Backed Securities Trust 2023-PJ3 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| GS Mortgage-Backed Securities Trust 2023-PJ4 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GS Mortgage-Backed Securities Trust 2023-PJ6 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GSAA Home Equity Trust 2005-14 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $793K | – | 0.03 |
| GSAA Home Equity Trust 2007-2 | Long | ABS-mortgage backed security | US | $666K | – | 0.03 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GSMSC Resecuritization Trust 2014-5R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| GSMSC Resecuritization Trust 2014-5R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| GSMSC Resecuritization Trust 2014-5R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| GSR Mortgage Loan Trust 2005-6F | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GSR Mortgage Loan Trust 2007-3F | Long | ABS-mortgage backed security | US | $975K | – | 0.04 |
| HarborView Mortgage Loan Trust 2004-11 | Long | ABS-mortgage backed security | US | $69.09 | – | 0.00 |
| HarborView Mortgage Loan Trust 2004-7 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| HarborView Mortgage Loan Trust 2004-9 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| HarborView Mortgage Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $256.07 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-11 | Long | ABS-mortgage backed security | US | $72.62 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-12 | Long | ABS-mortgage backed security | US | $74.23 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-13 | Long | ABS-mortgage backed security | US | $125.44 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-15 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| HarborView Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $362.98 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-8 | Long | ABS-mortgage backed security | US | $217.05 | – | 0.00 |
| HarborView Mortgage Loan Trust 2006-14 | Long | ABS-mortgage backed security | US | $14M | – | 0.53 |
| HarborView Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $13M | – | 0.48 |
| HarborView Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Harvest SBA Loan Trust 2018-1 | Long | ABS-other | US | $314K | – | 0.01 |
| Harvest US CLO 2024-1 Ltd (Harvest US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd | Long | Debt | KY | $1M | – | 0.04 |
| HELIOS 2024-1 | Long | ABS-mortgage backed security | US | $14M | – | 0.53 |
| Helix Energy Solutions Group Inc | Long | Debt | US | $267K | – | 0.01 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $844K | – | 0.03 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $4M | – | 0.14 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $4M | – | 0.14 |
| Highbridge Loan Management 2013-2 Ltd (HPS Investment Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $799K | – | 0.03 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $799K | – | 0.03 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $8M | – | 0.31 |
| Home RE 2023-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| HomeBanc Mortgage Trust 2004-2 | Long | ABS-mortgage backed security | US | $843K | – | 0.03 |
| HomeStreet Inc | Long | Debt | US | $638K | – | 0.02 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Impac Secured Assets Trust 2006-2 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| IndyMac INDX Mortgage Loan Trust 2004-AR12 | Long | ABS-mortgage backed security | US | $16.98 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR10 | Long | ABS-mortgage backed security | US | $260.35 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR12 | Long | ABS-mortgage backed security | US | $394.38 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR14 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR16IP | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR8 | Long | ABS-mortgage backed security | US | $159.88 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2006-AR25 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| IndyMac INDX Mortgage Loan Trust 2007-AR9 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| J.P. Morgan Mortgage Trust 2019-LTV1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| J.P. Morgan Mortgage Trust 2019-LTV1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| J.P. Morgan Mortgage Trust 2019-LTV1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| J.P. Morgan Mortgage Trust 2021-15 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| J.P. Morgan Mortgage Trust 2021-15 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| J.P. Morgan Mortgage Trust 2021-15 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| J.P. Morgan Mortgage Trust 2021-15 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| J.P. Morgan Mortgage Trust 2022-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.40 |
| J.P. Morgan Mortgage Trust 2022-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| J.P. Morgan Mortgage Trust 2022-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| J.P. Morgan Mortgage Trust 2023-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| J.P. Morgan Mortgage Trust 2023-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| J.P. Morgan Mortgage Trust 2023-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $948K | – | 0.04 |
| J.P. Morgan Mortgage Trust 2023-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| Jackson Park Trust 2019-LIC | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Jacksonville Bancorp Inc Statutory Trust III (JAX BANCP STAT TRUST III) | Long | Debt | US | $1M | – | 0.04 |
| Jamestown CLO XVII Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| JP Morgan Alternative Loan Trust 2006-A7 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $857K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2005-ALT1 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| JP Morgan Mortgage Trust 2006-A6 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2007-A4 | Long | ABS-mortgage backed security | US | $870K | – | 0.03 |
| JP Morgan Mortgage Trust 2019-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2019-7 | Long | ABS-mortgage backed security | US | $916K | – | 0.03 |
| JP Morgan Mortgage Trust 2019-7 | Long | ABS-mortgage backed security | US | $787K | – | 0.03 |
| JP Morgan Mortgage Trust 2019-7 | Long | ABS-mortgage backed security | US | $59.12 | – | 0.00 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| JP Morgan Mortgage Trust 2019-9 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JP Morgan Mortgage Trust 2019-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2019-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Mortgage Trust 2019-LTV3 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JP Morgan Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| JP Morgan Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JP Morgan Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| JP Morgan Mortgage Trust 2020-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Mortgage Trust 2020-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2020-9 | Long | ABS-mortgage backed security | US | $439K | – | 0.02 |
| JP Morgan Mortgage Trust 2020-LTV1 | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| JP Morgan Mortgage Trust 2020-LTV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2020-LTV2 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| JP Morgan Mortgage Trust 2020-LTV2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2021-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JP Morgan Mortgage Trust 2021-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JP Morgan Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $991K | – | 0.04 |
| JP Morgan Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2021-INV6 | Long | ABS-mortgage backed security | US | $950K | – | 0.04 |
| JP Morgan Mortgage Trust 2023-7 | Long | ABS-mortgage backed security | US | $906K | – | 0.03 |
| JP Morgan Mortgage Trust 2023-7 | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| JP Morgan Mortgage Trust 2023-7 | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| JP Morgan Mortgage Trust 2023-9 | Long | ABS-mortgage backed security | US | $842K | – | 0.03 |
| JP Morgan Mortgage Trust 2023-9 | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JP Morgan Mortgage Trust Series 2024-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Mortgage Trust Series 2024-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $993K | – | 0.04 |
| JPMorgan Chase Bank NA - JPMWM (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JPMorgan Chase Bank NA - JPMWM (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| JPMorgan Wealth Management 2020-ATR1 (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Kinetic Advantage Master Owner Trust | Long | ABS-other | US | $754K | – | 0.03 |
| KINGSTONE COMPANIES INC WARRANTS | Derivative-equity | US | $1M | 286K | 0.04 | |
| Kingstone Cos Inc | Long | Debt | US | $6M | – | 0.22 |
| LAD Auto Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.04 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| LD Holdings Group LLC | Long | Debt | US | $400K | – | 0.02 |
| Lehman Mortgage Trust 2007-5 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Lehman Mortgage Trust 2007-9 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Lehman XS Trust 2007-9 | Long | ABS-mortgage backed security | US | $153.83 | – | 0.00 |
| Lehman XS Trust Series 2005-3 | Long | ABS-mortgage backed security | US | $807K | – | 0.03 |
| LendingClub Receivables Trust Series 2019-1 | Long | ABS-other | US | $270K | – | 0.01 |
| LendingClub Receivables Trust Series 2019-7 | Long | ABS-other | US | $1M | – | 0.04 |
| LendingClub Receivables Trust Series 2019-7 | Long | ABS-other | US | $239K | – | 0.01 |
| Lendingpoint 2021-B Asset Securitization Trust (LendingPoint Asset Securitizat) | Long | ABS-other | US | $1M | – | 0.04 |
| Lendingpoint 2022-A Asset Securitization Trust (LendingPoint Asset Securitizat) | Long | ABS-other | US | $332 | – | 0.00 |
| Lendingpoint 2022-B Asset Securitization Trust (LendingPoint Asset Securitizat) | Long | ABS-other | US | $598K | – | 0.02 |
| LendingPoint Pass-Through Trust Series 2022-ST3 | Long | ABS-other | US | $66K | – | 0.00 |
| LMST 2019-1 CERT | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| Lobel Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $811K | – | 0.03 |
| LSALT 2019-1B PT | Long | ABS-collateralized bond/debt obligation | US | $88M | – | 3.34 |
| Luminent Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Luminent Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Luminent Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $299.55 | – | 0.00 |
| Luminent Mortgage Trust 2006-5 | Long | ABS-mortgage backed security | US | $254.12 | – | 0.00 |
| Luther Burbank Corp | Long | Debt | US | $3M | – | 0.12 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $212K | – | 0.01 |
| Madison Park Funding LXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.38 |
| Man US CLO 2024-1 Ltd (Man US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.15 |
| Man US CLO 2024-1 Ltd (Man US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| Marble Point Clo XXIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Marble Point Loan Financing Ltd / MPLF Funding I LLC (MARBLE PT LOAN FIN/MPLF) | Long | Debt | GG | $3M | – | 0.13 |
| Marlette Funding Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.18 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $509K | – | 0.02 |
| MASTR Adjustable Rate Mortgages Trust 2005-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| MASTR Alternative Loan Trust 2004-6 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MASTR Alternative Loan Trust 2007-1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $0.03 | – | 0.00 |
| MASTR Alternative Loan Trust 2007-HF1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| MASTR Asset Securitization Trust 2005-2 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MASTR Asset Securitization Trust 2007-1 | Long | ABS-mortgage backed security | US | $0 | – | – |
| MCF CLO VII LLC (MCF CLO LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| Medline Borrower LP | Long | Debt | US | $870K | – | 0.03 |
| Mello Mortgage Capital Acceptance 2018-MTG1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Mello Mortgage Capital Acceptance 2018-MTG1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Mello Mortgage Capital Acceptance 2021-INV4 | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| Mello Mortgage Capital Acceptance 2021-MTG1 | Long | ABS-mortgage backed security | US | $804K | – | 0.03 |
| Mello Mortgage Capital Acceptance 2021-MTG1 | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Mello Mortgage Capital Acceptance 2021-MTG2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Mello Mortgage Capital Acceptance 2021-MTG2 | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Mello Mortgage Capital Acceptance 2021-MTG3 | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Mello Warehouse Securitization Trust 2021-3 | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| Mercer International Inc (MERCER INTL INC) | Long | Debt | US | $1M | – | 0.05 |
| Mercer International Inc (MERCER INTL INC) | Long | Debt | US | $634K | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF1 | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| MFA 2021-AEINV2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| MFA 2021-AEINV2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| MFA 2021-AEINV2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| MFA Financial Inc | Long | Equity-preferred | US | $1M | 53K | 0.05 |
| MidOcean Credit CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.06 |
| Momnt Technologies Trust 2023-1 | Long | ABS-other | US | $890K | – | 0.03 |
| Momnt Technologies Trust 2023-1 | Long | ABS-other | US | $406K | – | 0.02 |
| Monroe Capital MML CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | KY | $702K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE6 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE6 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Morgan Stanley Capital I Inc (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Morgan Stanley Capital I Trust 2014-150E | Long | ABS-mortgage backed security | US | $691K | – | 0.03 |
| Morgan Stanley Mortgage Loan Trust 2005-6AR | Long | ABS-mortgage backed security | US | $887K | – | 0.03 |
| Morgan Stanley Mortgage Loan Trust 2006-3AR | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Morgan Stanley Mortgage Loan Trust 2006-3AR | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Morgan Stanley Mortgage Loan Trust 2006-3AR | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-5AR | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Resecuritization Trust 2015-R4 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $775K | – | 0.03 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-3 | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-3 | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-5 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-5 | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| MortgageIT Mortgage Loan Trust 2006-1 (MortgageIT Trust) | Long | ABS-mortgage backed security | US | $78.72 | – | 0.00 |
| Mosaic Solar Loan Trust 2019-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $445K | – | 0.02 |
| Mosaic Solar Loan Trust 2021-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $681K | – | 0.03 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Multifamily Connecticut Avenue Securities Trust 2020-01 | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| Narragansett Financial Corp | Long | Structured note | US | $2M | – | 0.07 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $2M | – | 0.09 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $316K | – | 0.01 |
| NESCO Holdings II Inc | Long | Debt | US | $2M | – | 0.06 |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| New Fortress Energy Inc | Long | Debt | US | $186K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $770K | – | 0.03 |
| New Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| New Residential Mortgage Loan Trust 2019-6 | Long | ABS-mortgage backed security | US | $9M | – | 0.35 |
| New Residential Mortgage Loan Trust 2019-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| New Residential Mortgage Loan Trust 2022-SFR2 | Long | ABS-other | US | $2M | – | 0.08 |
| New Residential Mortgage Loan Trust 2023-NQM1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Newtek Small Business Loan Trust 2018-1 | Long | ABS-other | US | $457K | – | 0.02 |
| NexBank Capital Inc | Long | Debt | US | $874K | – | 0.03 |
| Nomura Resecuritization Trust 2014-3R | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Northern Bancorp Inc | Long | Debt | US | $961K | – | 0.04 |
| Northpointe Bancshares Inc | Long | Structured note | US | $985K | – | 0.04 |
| NOVA Chemicals Corp | Long | Debt | CA | $212K | – | 0.01 |
| Oaktree CLO 2023-2 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.24 |
| OBX 2021-INV3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| OBX 2021-J2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $951K | – | 0.04 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Oceanview Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $935K | – | 0.04 |
| Oceanview Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Octane Receivables Trust 2024-1 | Long | ABS-other | US | $499K | – | 0.02 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $850K | – | 0.03 |
| OFSI BSL XII Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.27 |
| OneMain Finance Corp | Long | Debt | US | $701K | – | 0.03 |
| Oportun Issuance Trust 2022-3 (Oportun Funding LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $222K | – | 0.01 |
| Owl Rock CLO XIII LLC (Owl Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| Pagaya AI Debt Grantor Trust 2024-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Pagaya AI Debt Grantor Trust 2024-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $503K | – | 0.02 |
| Pagaya AI Debt Selection Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Pagaya AI Debt Selection Trust 2021-1 | Long | ABS-other | US | $4M | – | 0.14 |
| Pagaya AI Debt Selection Trust 2021-3 | Long | ABS-other | US | $3M | – | 0.10 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-other | US | $2M | – | 0.09 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $6M | – | 0.21 |
| PAGAYA AI Debt Trust 2022-2 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.18 |
| Pagaya AI Debt Trust 2022-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Pagaya AI Debt Trust 2023-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $765K | – | 0.03 |
| Pagaya AI Debt Trust 2023-7 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| Pagaya AI Debt Trust 2023-8 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| Pagaya AI Debt Trust 2024-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Pagaya AI Debt Trust 2024-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| Pagaya AI Debt Trust 2024-2 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| Pagaya AI Debt Trust 2024-2 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $708K | – | 0.03 |
| Pagaya AI Debt Trust 2024-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.15 |
| Pagaya AI Debt Trust 2024-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| Palmer Square CLO 2022-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.04 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.23 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $861K | – | 0.03 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $835K | – | 0.03 |
| PennyMac Mortgage Investment Trust | Long | Equity-common | US | $1M | 81K | 0.04 |
| PHH Alternative Mortgage Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $873K | – | 0.03 |
| PHH MORTGAGE 30 YR AIM | Long | Loan | US | $449K | – | 0.02 |
| PHH MORTGAGE 30 YR AIM | Long | Loan | US | $287K | – | 0.01 |
| PHH MORTGAGE 30 YR AIM | Long | Loan | US | $231K | – | 0.01 |
| PHH MORTGAGE 30 YR AIM | Long | Loan | US | $182K | – | 0.01 |
| PHH Mortgage Corp | Long | Debt | US | $2M | – | 0.09 |
| Pike Corp | Long | Loan | US | $628K | – | 0.02 |
| Pike Corp | Long | Debt | US | $242K | – | 0.01 |
| Pikes Peak Clo 12 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| Pikes Peak CLO 14 2023 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.18 |
| PowerPay Issuance Trust 2024-1 | Long | ABS-other | US | $912K | – | 0.03 |
| PowerPay Issuance Trust 2024-1 | Long | ABS-other | US | $508K | – | 0.02 |
| PRA Group Inc | Long | Debt | US | $2M | – | 0.09 |
| Preferred Pass-Through Trust (PPTT 2006-B BAC CLASS A) | Long | Debt | US | $840K | – | 0.03 |
| Prestige Auto Receivables Trust 2024-1 | Long | ABS-other | US | $509K | – | 0.02 |
| PRET 2024-NPL3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRET 2024-NPL4 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Pretium Mortgage Credit Partners I 2021-NPL2 LLC | Long | ABS-mortgage backed security | US | $923K | – | 0.03 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Primis Financial Corp | Long | Debt | US | $971K | – | 0.04 |
| PRKCM 2023-AFC4 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Progress Residential 2023-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $756K | – | 0.03 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $355K | – | 0.01 |
| Prosper Marketplace Issuance Trust Series 2024-1 | Long | ABS-other | US | $2M | – | 0.08 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| PRPM 2021-RPL1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| PRPM 2022-NQM1 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| PRPM 2023-NQM3 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $777K | – | 0.03 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| PRPM 2024-2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $966K | – | 0.04 |
| PRPM 2024-3 (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| PRPM 2024-3 (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PRPM 2024-NQM1 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRPM 2024-NQM2 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRPM 2024-RCF1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRPM 2024-RCF1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PRPM 2024-RCF1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $918K | – | 0.03 |
| PRPM 2024-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Purchasing Power Funding 2024-A LLC | Long | ABS-other | US | $607K | – | 0.02 |
| Purchasing Power Funding 2024-A LLC | Long | ABS-other | US | $408K | – | 0.02 |
| RAD CLO 23 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| Radnor RE 2021-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $4M | – | 0.13 |
| Radnor RE 2023-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $5M | – | 0.17 |
| RALI Series 2005-QA13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RALI Series 2005-QO5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $862K | – | 0.03 |
| RALI Series 2005-QS13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| RALI Series 2006-QA7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| RALI Series 2006-QA9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $782K | – | 0.03 |
| RALI Series 2006-QS11 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RALI Series 2006-QS11 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RALI Series 2006-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| RALI Series 2006-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| RALI Series 2006-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $957K | – | 0.04 |
| RALI Series 2006-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $790K | – | 0.03 |
| RALI Series 2006-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| RALI Series 2006-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RALI Series 2006-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RALI Series 2006-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| RALI Series 2006-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| RALI Series 2006-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $0.15 | – | 0.00 |
| RALI Series 2007-QA2 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Rate Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| Rate Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| Rate Mortgage Trust 2022-J1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RBSSP Resecuritization Trust 2009-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RCKT Mortgage Trust 2021-2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RCKT Mortgage Trust 2021-2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| RCKT Mortgage Trust 2021-4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| RCKT Mortgage Trust 2021-4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| RCKT Mortgage Trust 2021-6 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $788K | – | 0.03 |
| RCKT Mortgage Trust 2022-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| RCKT Mortgage Trust 2022-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| RCKT Mortgage Trust 2022-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| RCKT Mortgage Trust 2022-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $687K | – | 0.03 |
| Reach ABS Trust 2023-1 (Reach Financial LLC) | Long | ABS-other | US | $623K | – | 0.02 |
| Reach ABS Trust 2024-2 (Reach Financial LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| Ready Capital Corp | Long | Equity-preferred | US | $8M | 320K | 0.29 |
| Redwood Trust Inc | Long | Equity-common | US | $7M | 929K | 0.26 |
| Regatta XXVII Funding Ltd (Regatta XXVII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| Republic Finance Issuance Trust 2020-A | Long | ABS-other | US | $1M | – | 0.04 |
| Republic Finance Issuance Trust 2021-A | Long | ABS-other | US | $2M | – | 0.06 |
| Republic Finance Issuance Trust 2024-A | Long | ABS-other | US | $605K | – | 0.02 |
| Republic Finance Issuance Trust 2024-A | Long | ABS-other | US | $502K | – | 0.02 |
| Residential Asset Securitization Trust 2005-A11CB | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Residential Asset Securitization Trust 2005-A11CB | Long | ABS-mortgage backed security | US | $974K | – | 0.04 |
| Residential Asset Securitization Trust 2005-A11CB | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Residential Asset Securitization Trust 2006-A2 | Long | ABS-mortgage backed security | US | $673K | – | 0.03 |
| Residential Asset Securitization Trust 2006-A8 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Residential Asset Securitization Trust 2006-A8 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Residential Asset Securitization Trust 2006-A8 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Residential Asset Securitization Trust 2007-A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Residential Asset Securitization Trust 2007-A8 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Reworld Holding Corp | Long | Debt | US | $183K | – | 0.01 |
| RFMSI Series 2005-S7 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| RFMSI Series 2006-S10 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RFMSI Series 2006-S4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| RFMSI Series 2006-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| RFMSI Series 2007-S1 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $868K | – | 0.03 |
| RFMSI Series 2007-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Rithm Capital Corp | Long | Equity-common | US | $3M | 259K | 0.11 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.27 |
| Saluda Grade Alternative Mortgage Trust 2020-SEQ1 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Saluda Grade Alternative Mortgage Trust 2020-SEQ1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Saluda Grade Alternative Mortgage Trust 2021-FIG2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Saluda Grade Alternative Mortgage Trust 2021-FIG2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Saluda Grade Alternative Mortgage Trust 2021-FIG2 | Long | ABS-mortgage backed security | US | $616K | – | 0.02 |
| Saluda Grade Alternative Mortgage Trust 2021-MF1 | Long | ABS-mortgage backed security | US | $13M | – | 0.48 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $35M | – | 1.34 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Saluda Grade Alternative Mortgage Trust 2023-FIG3 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Saluda Grade Alternative Mortgage Trust 2023-FIG4 | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Saluda Grade Alternative Mortgage Trust 2023-SEQ3 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Saluda Grade Fund Trust 2022-SG2 (Saluda Grade Alternative Mortg) | Long | ABS-other | US | $15M | – | 0.56 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $282K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $2M | – | 0.06 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $2M | – | 0.06 |
| Saranac CLO I Ltd (Saranac CLO V Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.06 |
| SAVANNAH GRAND | Long | Loan | US | $4M | – | 0.13 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $507K | – | 0.02 |
| Seaspan Corp | Long | Debt | MH | $1M | – | 0.05 |
| Sequoia Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $0 | – | – |
| Sequoia Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Sequoia Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Sequoia Mortgage Trust 2023-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Sequoia Mortgage Trust 2024-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Sequoia Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| SG Residential Mortgage Trust 2020-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $574K | – | 0.02 |
| SG Residential Mortgage Trust 2021-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| SG Residential Mortgage Trust 2021-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Shelf Drilling Holdings Ltd (SHELF DRILL HOLD LTD) | Long | Debt | KY | $962K | – | 0.04 |
| Shellpoint Asset Funding Trust 2013-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Shellpoint Asset Funding Trust 2013-1 | Long | ABS-mortgage backed security | US | $702K | – | 0.03 |
| Skopos Auto Receivables Trust 2019-1 | Long | ABS-other | US | $2M | – | 0.08 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $198K | – | 0.01 |
| South Street Securities Funding LLC (SOUTH ST SEC FUND LLC) | Long | Debt | US | $914K | – | 0.03 |
| Spruce Hill Mortgage Loan Trust 2020-SH1 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| STAR 2021-1 Trust (Starwood Residential Mortgage) | Long | ABS-mortgage backed security | US | $967K | – | 0.04 |
| STAR 2022-SFR3 Trust | Long | ABS-other | US | $2M | – | 0.08 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Starwood Mortgage Residential Trust 2021-5 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Steele Creek CLO 2016-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.56 |
| Stena International SA | Long | Debt | LU | $640K | – | 0.02 |
| STL Holding Co LLC | Long | Debt | US | $468K | – | 0.02 |
| Stone Street Receivables Funding 2015-1 LLC | Long | ABS-other | US | $488K | – | 0.02 |
| Strata CLO II Ltd (Strata CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $960K | – | 0.04 |
| Strike Acceptance Auto Funding Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.14 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2004-AR1 | Long | ABS-mortgage backed security | US | $38.9 | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2004-AR7 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR2 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR3 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR8 | Long | ABS-mortgage backed security | US | $764K | – | 0.03 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $104K | – | 0.00 |
| SunCoke Energy Inc | Long | Debt | US | $2M | – | 0.09 |
| SUNNOVA HELIOS II ISSUER LLC 2021-B (Helios Issuer VI, LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| Sycamore Tree CLO 2023-4 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Terwin Mortgage Trust Series TMTS 2005-18ALT | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Texas State Bankshares Inc (TEXAS STATE BNKSHRS INC) | Long | Debt | US | $2M | – | 0.07 |
| Theorem Funding Trust 2022-2 | Long | ABS-other | US | $4M | – | 0.16 |
| THL Credit Wind River 2019-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| TIAA | Long | Debt | US | $4M | – | 0.13 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Townsquare Media Inc | Long | Debt | US | $986K | – | 0.04 |
| Triangle Re 2021-3 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | BM | $7M | – | 0.28 |
| Triangle Re 2021-3 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | BM | $2M | – | 0.09 |
| Triangle Re 2023-1 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Tricolor Auto Securitization Trust 2022-1 | Long | ABS-other | US | $3M | – | 0.10 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Trinitas Capital Management LLC (TRINITAS CAPITAL MGMT) | Long | Debt | US | $4M | – | 0.14 |
| Trinitas CLO XIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Trinitas CLO XXII Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.20 |
| Trinity Capital Inc (TRINITY CAPITAL INC/MD) | Long | Equity-preferred | US | $2M | 84K | 0.08 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $3M | – | 0.10 |
| Unlock Hea Trust 2022-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| Unlock Hea Trust 2022-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| Unlock Hea Trust 2023-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Upbound Group Inc | Long | Debt | US | $2M | – | 0.08 |
| Upgrade Master Pass-Thru Trust Series 2021-PT2 | Long | ABS-other | US | $1M | – | 0.04 |
| Upstart Pass-Through Trust Series (Upstart Pass Through Trust) | Long | ABS-other | US | $231K | – | 0.01 |
| Upstart Pass-Through Trust Series 2020-ST4 (Upstart Pass Through Trust) | Long | ABS-other | US | $482K | – | 0.02 |
| Upstart Pass-Through Trust Series 2020-ST5 (Upstart Pass Through Trust) | Long | ABS-other | US | $696K | – | 0.03 |
| Upstart Pass-Through Trust Series 2021-ST3 (Upstart Pass Through Trust) | Long | ABS-other | US | $887K | – | 0.03 |
| Upstart Pass-Through Trust Series 2021-ST4 (Upstart Pass Through Trust) | Long | ABS-other | US | $187K | – | 0.01 |
| Upstart Pass-Through Trust Series 2021-ST6 (Upstart Pass Through Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| Upstart Pass-Through Trust Series 2021-ST7 (Upstart Pass Through Trust) | Long | ABS-other | US | $539K | – | 0.02 |
| Upstart Pass-Through Trust Series 2021-ST8 (Upstart Pass Through Trust) | Long | ABS-other | US | $840K | – | 0.03 |
| Upstart Pass-Through Trust Series 2021-ST9 (Upstart Pass Through Trust) | Long | ABS-other | US | $534K | – | 0.02 |
| Upstart Pass-Through Trust Series 2022-ST1 (Upstart Pass Through Trust) | Long | ABS-other | US | $720K | – | 0.03 |
| Upstart Securitization Trust 2019-1 | Long | ABS-other | US | $220K | – | 0.01 |
| Upstart Securitization Trust 2019-3 | Long | ABS-other | US | $671K | – | 0.03 |
| Upstart Securitization Trust 2021-2 | Long | ABS-other | US | $4M | – | 0.14 |
| Upstart Securitization Trust 2021-3 | Long | ABS-other | US | $14M | – | 0.53 |
| Upstart Securitization Trust 2021-4 | Long | ABS-other | US | $5M | – | 0.18 |
| Upstart Securitization Trust 2021-5 | Long | ABS-other | US | $12M | – | 0.44 |
| Upstart Securitization Trust 2022-1 | Long | ABS-other | US | $885K | – | 0.03 |
| Upstart Securitization Trust 2022-2 | Long | ABS-other | US | $1M | – | 0.05 |
| Upstart Securitization Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.14 |
| Upstart Securitization Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.17 |
| Upstart Securitization Trust 2023-3 | Long | ABS-other | US | $7M | – | 0.26 |
| US Auto Funding Trust 2022-1 (USASF Receivables LLC) | Long | ABS-other | US | $737K | – | 0.03 |
| US Auto Funding Trust 2022-1 (USASF Receivables LLC) | Long | ABS-other | US | $684K | – | 0.03 |
| US Auto Funding Trust 2022-1 (USASF Receivables LLC) | Long | ABS-other | US | $205.3 | – | 0.00 |
| US Foods Inc | Long | Debt | US | $209K | – | 0.01 |
| UWM Mortgage Trust 2021-INV1 (United Wholesale Mortgage LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UWM Mortgage Trust 2021-INV2 (United Wholesale Mortgage LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Venture Global LNG Inc | Long | Debt | US | $262K | – | 0.01 |
| Veros Auto Receivables Trust 2021-1 | Long | ABS-other | US | $17M | – | 0.64 |
| Veros Auto Receivables Trust 2023-1 | Long | ABS-other | US | $730K | – | 0.03 |
| Veros Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.04 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Verus Securitization Trust 2022-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Verus Securitization Trust 2022-7 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Verus Securitization Trust 2022-7 | Long | ABS-mortgage backed security | US | $740K | – | 0.03 |
| Verus Securitization Trust 2022-8 | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Verus Securitization Trust 2023-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Verus Securitization Trust 2023-5 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Verus Securitization Trust 2023-8 | Long | ABS-mortgage backed security | US | $881K | – | 0.03 |
| Verus Securitization Trust 2023-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Verus Securitization Trust 2024-2 | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Vistra Operations Co LLC | Long | Debt | US | $106K | – | 0.00 |
| Voya CLO 2014-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| VT Topco Inc | Long | Debt | US | $529K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust | Long | ABS-mortgage backed security | US | $936K | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust | Long | ABS-mortgage backed security | US | $822K | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR8 Trust | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA4 Trust | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust | Long | ABS-mortgage backed security | US | $154.05 | – | 0.00 |
| Wellfleet CLO 2015-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $490 | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Mortgage Backed Securities 2007-17 Trust | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Mortgage Backed Securities 2019-4 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Mortgage Backed Securities 2021-1 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Mortgage Backed Securities 2021-1 Trust | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Wells Fargo Mortgage Backed Securities 2022-1 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Wells Fargo Mortgage Backed Securities 2022-1 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Mortgage Backed Securities 2022-1 Trust | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| Western Alliance Bank | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| Western Alliance Bank | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Western Alliance Bank | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| Westlake Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $3M | – | 0.11 |
| White Cap Buyer LLC | Long | Debt | US | $3M | – | 0.12 |
| WinWater Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WinWater Mortgage Loan Trust 2014-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| WinWater Mortgage Loan Trust 2015-A | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| X-Caliber Funding LLC | Long | Debt | US | $4M | – | 0.15 |
| X-Caliber Funding LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| X-Caliber Funding LLC | Long | Debt | US | $3M | – | 0.13 |
| X-Caliber Funding LLC | Long | Debt | US | $3M | – | 0.13 |
| X-Caliber Funding LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| X-Caliber Funding LLC | Long | Debt | US | $2M | – | 0.06 |
| X-Caliber Funding LLC | Long | Debt | US | $727K | – | 0.03 |
| X-Caliber Funding LLC | Long | Debt | US | $291K | – | 0.01 |
| XCAL 2019-IL-1 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| XCALI 2020-1 Mortgage Trust (x-caliber funding llc) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| XCALI 2020-1 Mortgage Trust | Long | ABS-mortgage backed security | US | $513K | – | 0.02 |
| XCALI 2020-1 Mortgage Trust (x-caliber funding llc) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| XCALI 2020-5 Mortgage Trust (x-caliber funding llc) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| XCALI 2020-5 Mortgage Trust (x-caliber funding llc) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| XPO Inc | Long | Debt | US | $258K | – | 0.01 |
| Zebra Technologies Corp | Long | Debt | US | $514K | – | 0.02 |
| ZeroDown 2021-SFR1 LLC (ZeroDown LLC) | Long | ABS-other | US | $6M | – | 0.25 |
| ZeroDown 2021-SFR1 LLC (ZeroDown LLC) | Long | ABS-other | US | $2M | – | 0.07 |
Address
Angel Oak Funds Trust
3344 Peachtree Road NE
Suite 1725
Atlanta
Georgia
30326
United States of America
Websites
Directors
Cheryl M. Pate
Alvin R. Albe, Jr.
Ira P. Cohen
Keith M. Schappert
Andrea N. Mullins
Samuel R. Dunlap, III
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
ICE Data Pricing & Reference Data, LLC
Merrill Lynch Valuations LLC
Bloomberg L.P.
SitusAMC Holdings Corporation
Piper Sandler & Co.
Markit Group Limited
Custodians
U.S. Bank National Association
Shareholder Servicing Agents
N/A
Admins
U.S. Bancorp Fund Services, LLC
Brokers
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
R.J. O'BRIEN SECURITIES LLC
WELLS FARGO SECURITIES LLC