Axonic Funds > Axonic Funds
Axonic Strategic Income Fund
$1.51B
Avg Monthly Net Assets
$2.69B
Total Assets
$22.35M
Total Liabilities
$2.67B
Net Assets
Axonic Strategic Income Fund is a Mutual Fund in Axonic Funds
from Axonic Funds,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $1.51B.
On September 19th, 2024 it reported 406 holdings, the largest
being First American Government Obligations Fund (17.5%), Lhome Mortgage Trust (1.5%) and Extended Stay America Trust (1.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000216959 | AXSAX | |
| Class I | C000216960 | AXSIX |
Holdings
From latest NPORT-P, filed September 19th, 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-NQM2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| A&D Mortgage Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| A&D Mortgage Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $943K | – | 0.04 |
| A&D Mortgage Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Achieve Personal Loan Master Pass-Through Trust Series 2023-PT1 | Long | ABS-other | US | $7M | – | 0.27 |
| Achieve Personal Loan Master Pass-Through Trust Series 2023-PT2 | Long | ABS-other | US | $1M | – | 0.04 |
| ACHM Trust 2023-HE2 (Achieve Mortgage) | Long | ABS-other | US | $8M | – | 0.28 |
| ACM Auto Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.11 |
| ACRES Commercial Realty Corp. | Long | Equity-preferred | US | $5M | 200K | 0.18 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| AlphaFlow Transitional Mortgage Trust 2021-WL1 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Alternative Loan Trust 2006-14CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $987K | – | 0.04 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Alternative Loan Trust 2006-20CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2006-2CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Alternative Loan Trust 2006-40T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Alternative Loan Trust 2006-42 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Alternative Loan Trust 2006-6CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2007-2CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $858K | – | 0.03 |
| AMSR 2021-SFR3 Trust (Amsr Trust) | Long | ABS-other | US | $6M | – | 0.24 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Angel Oak Mortgage Trust I LLC 2019-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Arbor Realty Trust (Arbor Realty Trust, Inc.) | Long | Equity-preferred | US | $3M | 160K | 0.11 |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1 | Long | ABS-other | US | $63K | – | 0.00 |
| Avant Credit Card Master Trust | Long | ABS-other | US | $3M | – | 0.13 |
| BAMLL Commercial Mortgage Securities Trust 2022-DKLX (Banc Of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| Banc of America Funding 2006 8T2 Trust (Banc Of America Funding Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BANK 2021-BNK31 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BANK 2021-BNK36 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BANK 2022-BNK41 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities Llc) | Long | ABS-mortgage backed security | US | $12M | – | 0.44 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities Llc) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage Securities Llc) | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage Securities Llc) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BBCMS Mortgage Trust 2023-5C23 (Barclays Commercial Mortgage Securities Llc) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $11M | – | 0.42 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BCRR 2016-FRR3 Trust (Bcrr Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.88 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE3 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $641K | – | 0.02 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE3 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $519K | – | 0.02 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Bear Stearns Mortgage Funding Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $690K | – | 0.03 |
| Benchmark 2023-V3 Mortgage Trust (Benchmark Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| BMO 2023-5C1 Mortgage Trust (Bmo Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BMO 2023-5C1 Mortgage Trust (Bmo Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Boston Lending Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $775K | – | 0.03 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, Llc) | Long | ABS-other | US | $10M | – | 0.38 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, Llc) | Long | ABS-other | US | $2M | – | 0.07 |
| BX 2022-MVRK Mortgage Trust (Bx Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.48 |
| BX Commercial Mortgage Trust 2024-KING (Bx Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2024-MF (Bx Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| BX Trust 2018-GW | Long | ABS-mortgage backed security | US | $17M | – | 0.63 |
| BX Trust 2018-GW | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| BXSC Commercial Mortgage Trust 2022-WSS | Long | ABS-mortgage backed security | US | $30M | – | 1.12 |
| BXSC Commercial Mortgage Trust 2022-WSS | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| BXSC Commercial Mortgage Trust 2022-WSS | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Cantor Commercial Real Estate Lending 2019-CF1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Cascade Funding Mortgage Trust 2021-FRR1 | Long | ABS-mortgage backed security | US | $20M | – | 0.76 |
| Castlelake Aircraft Securitization Trust 2018-1 (Castlelake Aircraft Structured Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Castlelake Aircraft Structured Trust 2017-1R (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $10M | – | 0.36 |
| Castlelake Aircraft Structured Trust 2019-1A (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $10M | – | 0.36 |
| Castlelake Aircraft Structured Trust 2019-1A (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| Castlelake Aircraft Structured Trust 2021-1A (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $10M | – | 0.36 |
| Castlelake Aircraft Structured Trust 2021-1A (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $735K | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2007-4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $779K | – | 0.03 |
| CHNGE Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| CHNGE Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CHNGE Mortgage Trust 2023-3 | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| CHNGE Mortgage Trust 2023-4 | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| CitiMortgage Alternative Loan Trust Series 2007-A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ClickLease Equipment Receivables 2024-1 Trust | Long | ABS-other | US | $10M | – | 0.36 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer Llc) | Long | ABS-other | US | $3M | – | 0.13 |
| COLT 2020-3 Mortgage Loan Trust (Colt Funding Llc) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| COLT 2021-1RMortgage Pass-Through Certificates (Colt Funding Llc) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| COLT 2023-3 Mortgage Loan Trust (Colt Funding Llc) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COLT 2024-3 Mortgage Loan Trust (Colt Funding Llc) | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| COLT 2024-3 Mortgage Loan Trust (Colt Funding Llc) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Commercial Mortgage Lease-Backed Certificates Series 2001-CMLB-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Copper Hill Sportsmans RT | Long | Loan | US | $7M | – | 0.25 |
| Countrywide Alternative Loan (Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Credit Suisse Commercial Mortgage Trust 2020-FACT E (CSMC 2020-FACT) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.40 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CSMC 2020-FACT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| CSMC 2022-LION (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Deephaven Residential Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Dominion Mortgage Trust 2021-RTL1 | Long | ABS-mortgage backed security | US | $30M | – | 1.11 |
| Dominion Mortgage Trust 2021-RTL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $32M | – | 1.22 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| Falcon 2019-1 Aerospace, Ltd. (Falcon Aerospace Ltd) | Long | ABS-other | KY | $3M | – | 0.11 |
| FAT Brands Fazoli's Native I LLC (Fat Brands Fazoli's Native I, Llc) | Long | ABS-other | US | $2M | – | 0.06 |
| FAT Brands GFG Royalty I LLC (Fat Brands Gfg Royalty Llc) | Long | ABS-other | US | $22M | – | 0.84 |
| FAT Brands GFG Royalty I LLC (Fat Brands Gfg Royalty Llc) | Long | ABS-other | US | $8M | – | 0.29 |
| FAT Brands GFG Royalty I LLC (Fat Brands Gfg Royalty Llc) | Long | ABS-other | US | $2M | – | 0.09 |
| FAT Brands Royalty LLC (Fat Brands Royalty I, Llc) | Long | ABS-other | US | $3M | – | 0.13 |
| FAT Brands Twin Peaks I LLC (Fat Brands Twin Peaks Llc) | Long | ABS-other | US | $14M | – | 0.51 |
| FAT Brands Twin Peaks I LLC (Fat Brands Twin Peaks Llc) | Long | ABS-other | US | $3M | – | 0.11 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $466M | 466M | 17.47 |
| First Investors Auto Owner Trust 2021-1A | Long | ABS-other | US | $1M | – | 0.05 |
| Flexential Issuer 2021-1 (Flexential Issuer, Llc) | Long | ABS-other | US | $7M | – | 0.28 |
| Flexential Issuer 2021-1 (Flexential Issuer, Llc) | Long | ABS-other | US | $7M | – | 0.27 |
| Freddie Mac Mscr Trust Mn6 (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Freddie Mac Mscr Trust Mn7 (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Mscr Trust Mn8 (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| Freddie Mac Mscr Trust Mn8 (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Fhlmc Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Fhlmc Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Fhlmc Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Fhlmc Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Fhlmc Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| FREED ABS Trust 2022-1FP | Long | ABS-other | US | $4M | – | 0.15 |
| FREED ABS Trust 2022-4FP (Freedom Financial) | Long | ABS-other | US | $8M | – | 0.32 |
| FREMF 2016-KF24 Mortgage Trust (Fremf Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FREMF 2018-KF49 Mortgage Trust (Fremf Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.77 |
| FREMF 2018-KF49 Mortgage Trust (Fremf Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FREMF 2018-KF51 Mortgage Trust (Fremf Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FRESB 2019-SB66 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $942K | – | 0.04 |
| FRESB 2020-SB74 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| FRESB 2020-SB79 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $528K | – | 0.02 |
| FRESB 2020-SB80 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FRESB 2020-SB81Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $786K | – | 0.03 |
| FRESB 2021-SB82 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FRESB 2021-SB83 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $877K | – | 0.03 |
| FRESB 2021-SB84 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| FRESB 2022-SB95 Mortgage Trust (Fresb Multifamily Mortgage Pass-through Certifica) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GAIA Aviation, Ltd. (Tlwnd 2019-1) | Long | ABS-other | KY | $12M | – | 0.45 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GCAT2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| GKN Subordinated CTL Pass-Through Trust/Auburn MI (Gkn Sub Ctl Pt Trust Aub) | Long | Debt | US | $4M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Granite Point Mortgage Trust, Inc. (Granite Point Mtge Trst) | Long | Equity-preferred | US | $3M | 181K | 0.11 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $22M | – | 0.83 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| GS Mortgage-Backed Securities Trust | Long | ABS-mortgage backed security | US | $745K | – | 0.03 |
| HarborView Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing Llc) | Long | ABS-other | US | $5M | – | 0.17 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton Usa Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| Home Equity Asset Trust 2007-3 | Long | ABS-other | US | $495K | – | 0.02 |
| Home Partners of America2021-2 Trust (Home Partners Of America Trust) | Long | ABS-other | US | $5M | – | 0.20 |
| Horizon Aircraft Finance I, Ltd. (Horizon Aircraft Finance I Limited) | Long | ABS-other | US | $4M | – | 0.15 |
| Horizon Aircraft Finance II, Ltd. (Horizon Aircraft Finance Ii Llc) | Long | ABS-other | KY | $1M | – | 0.05 |
| Horizon Aircraft Finance III, Ltd. (Horizon Aircraft Finance Iii Limited) | Long | ABS-other | KY | $4M | – | 0.15 |
| HTAP 2024-1 (Htap Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Hudsons Bay Simon JV Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Imperial Fund Mortgage Trust 2020-NQM1 (Imperial Fund Llc) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Imperial Fund Mortgage Trust 2023-NQM1 (Imperial Fund Llc) | Long | ABS-mortgage backed security | US | $964K | – | 0.04 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $850K | – | 0.03 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (Jp Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| JOL Air, Ltd. | Long | ABS-other | KY | $11M | – | 0.43 |
| JP Morgan Chase Commercial Mortgage Securities Trust (Jp Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2008-C2 (Jp Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (Jp Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.80 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (Jp Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| JPMorgan Chase Bank NA - CACLN (Jpmorgan Chase Bank, Na - Cacln) | Long | ABS-other | US | $3M | – | 0.10 |
| JPMorgan Chase Bank NA - Chase Auto Credit Linked Notes (Jpmorgan Chase Bank, Na - Cacln) | Long | ABS-other | US | $2M | – | 0.09 |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| KDAC Aviation Finance, Ltd. (Kdac Aviation Finance Limited) | Long | ABS-other | KY | $4M | – | 0.15 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Lehman Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Lehman Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $899K | – | 0.03 |
| Lehman Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Lehman Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Lehman Mortgage Trust 2008-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Lehman XS Trust 2007-6 | Long | ABS-other | US | $6M | – | 0.23 |
| Lehman XS Trust 2007-6 | Long | ABS-other | US | $3M | – | 0.11 |
| Lendingpoint 2021-B Asset Securitization Trust (Lendingpoint Asset Securitization Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| LHOME Mortgage Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.48 |
| LHOME Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| LHOME Mortgage Trust 2021-RTL3 | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| LHOME Mortgage Trust 2022-RTL3 | Long | ABS-mortgage backed security | US | $30M | – | 1.14 |
| LHOME Mortgage Trust 2023-RTL1 | Long | ABS-mortgage backed security | US | $40M | – | 1.51 |
| LHOME Mortgage Trust 2023-RTL2 | Long | ABS-mortgage backed security | US | $15M | – | 0.57 |
| LHOME Mortgage Trust 2023-RTL3 | Long | ABS-mortgage backed security | US | $23M | – | 0.86 |
| LHOME Mortgage Trust 2023-RTL3 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| LHOME Mortgage Trust 2023-RTL4 | Long | ABS-mortgage backed security | US | $14M | – | 0.53 |
| LHOME Mortgage Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $14M | – | 0.51 |
| LHOME Mortgage Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| LHOME Mortgage Trust 2024-RTL2 | Long | ABS-mortgage backed security | US | $13M | – | 0.48 |
| LHOME Mortgage Trust 2024-RTL2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| LHOME Mortgage Trust 2024-RTL3 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| LHOME Mortgage Trust 2024-RTL3 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| LHOME Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (Solrr Aircraft 2021-1 Limited) | Long | ABS-other | IE | $7M | – | 0.25 |
| LUNAR AIRCRAFT, Ltd. (Lunar Aircraft 2020-1 Limited) | Long | ABS-other | US | $5M | – | 0.17 |
| MAPS 2021-1 Trust (Maps Ltd) | Long | ABS-other | US | $3M | – | 0.12 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $5M | – | 0.20 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.14 |
| MCR 2024-TWA Mortgage Trust (Mcr Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.76 |
| ME Funding LLC (Massage Envy) | Long | ABS-other | US | $19M | – | 0.72 |
| Merchants Bank of Indiana Multifamily Housing Mortgage Loan Trust 2024-Q025 | Long | ABS-mortgage backed security | US | $16M | – | 0.61 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-AF1 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| MFA 2022-RTL1 Trust (Mfra Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.61 |
| MFA 2022-RTL1 Trust (Mfra Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.49 |
| MFA 2023-NQM3 Trust (Mfra Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| MFA 2023-RTL2 Trust (Mfra Trust) | Long | ABS-mortgage backed security | US | $28M | – | 1.05 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2 | Long | ABS-mortgage backed security | US | $12M | – | 0.44 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2 | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| MRCD 2019-MARK Mortgage Trust (Mrcd Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| MTK 2021-GRNY Mortgage Trust (Mtk Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.83 |
| MTK 2021-GRNY Mortgage Trust (Mtk Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| MTK 2021-GRNY Mortgage Trust (Mtk Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| Multifamily Connecticut Avenue Securities | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Multifamily Connecticut Avenue Securities 2020-01 (Multifamily Connecticut Avenue Securities Trust 2020-01) | Long | ABS-mortgage backed security | US | $14M | – | 0.51 |
| Multifamily Connecticut Avenue Securities Trust 2023-01 | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Multifamily Connecticut Avenue Securities Trust 2024-01 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| NCMF Trust 2022-MFP | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| New Residential Mortgage Loan Trust 2022-SFR1 | Long | ABS-other | US | $4M | – | 0.17 |
| New York Mortgage Trust, Inc. | Long | Equity-preferred | US | $2M | 86K | 0.07 |
| NYMT Loan Trust Series 2022-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| NYMT Loan Trust Series 2024-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| NYMT Loan Trust Series 2024-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Pagaya AI Debt Trust 2022-2 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.19 |
| Pagaya AI Debt Trust 2022-5 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $3M | – | 0.10 |
| Pagaya AI Debt Trust 2023-1 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| Pagaya AI Debt Trust 2023-3 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| Pagaya AI Debt Trust 2023-5 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.20 |
| Pagaya AI Debt Trust 2023-6 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $8M | – | 0.30 |
| Pagaya AI Debt Trust 2023-6 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $6M | – | 0.24 |
| Pagaya AI Debt Trust 2023-7 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $8M | – | 0.31 |
| Pagaya AI Debt Trust 2023-7 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.19 |
| Pagaya AI Debt Trust 2023-7 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.16 |
| Pagaya AI Debt Trust 2024-1 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $9M | – | 0.33 |
| Pagaya AI Debt Trust 2024-1 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $7M | – | 0.26 |
| Pagaya AI Debt Trust 2024-2 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $15M | – | 0.56 |
| Pagaya AI Debt Trust 2024-2 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $12M | – | 0.45 |
| Pagaya AI Debt Trust 2024-2 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.14 |
| Pagaya AI Debt Trust 2024-3 (Pagaya Ai Debt Selection Trust) | Long | ABS-other | US | $11M | – | 0.40 |
| PennyMac Corp. | Long | Debt | US | $10M | – | 0.39 |
| PennyMac Corp. | Long | Debt | US | $5M | – | 0.19 |
| PGA Trust 2024-RSR2 (Pga National Resort Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| PGA Trust 2024-RSR2 (Pga National Resort Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| PGA Trust 2024-RSR2 (Pga National Resort Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Pioneer Aircraft Finance, Ltd. (Pioneer Aircraft Finance Limited) | Long | ABS-other | KY | $12M | – | 0.44 |
| Pioneer Aircraft Finance, Ltd. (Pioneer Aircraft Finance Limited) | Long | ABS-other | KY | $1M | – | 0.05 |
| PRET 2024-NPL3 LLC (Pretium Mortgage Credit Partners Llc) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| PRET 2024-NPL4 LLC (Pretium Mortgage Credit Partners Llc) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| PRET 2024-RN2 LLC (Pretium Mortgage Credit Partners Llc) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Progress Residential 2022-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| Project Silver | Long | ABS-other | KY | $152K | – | 0.01 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Prosper Marketplace Issuance Trust Series 2024-1 | Long | ABS-other | US | $10M | – | 0.36 |
| PRPM 2023-NQM2 Trust (Prp Advisors, Llc) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| PRPM 2023-NQM3 Trust (Prp Advisors, Llc) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| PRPM 2024-2 LLC (Prp Advisors, Llc) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| RALI Series 2006-QS18 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $11M | – | 0.41 |
| RALI Series 2006-QS2 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| RALI Series 2006-QS2 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $824K | – | 0.03 |
| RALI Series 2006-QS8 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $705K | – | 0.03 |
| RALI Series 2007-QO5 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| RAMP Series 2007-RS1 Trust (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $4M | – | 0.15 |
| RBSSP Resecuritization Trust 2009-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Reach Abs Trust 2024-1 (Reach Financial Llc) | Long | ABS-other | US | $4M | – | 0.16 |
| Receive 3.823% / Pay SOFR 02/13/2034 (Goldman Sachs) | Derivative-interest rate | US | $310K | – | 0.01 | |
| Recv Irs 0.7335% 08/05/26 (Credit Suisse) | Derivative-interest rate | US | $4M | – | 0.13 | |
| Recv Irs 0.9130% 05/25/26 (Credit Suisse) | Derivative-interest rate | US | $1M | – | 0.05 | |
| Recv Irs 1.9860% 03/21/26 (Credit Suisse) | Derivative-interest rate | US | $333K | – | 0.01 | |
| Recv Irs 2.4340% 04/14/25 (Credit Suisse) | Derivative-interest rate | US | $52K | – | 0.00 | |
| Recv Irs 2.4640% 04/07/27 (Credit Suisse) | Derivative-interest rate | US | $154K | – | 0.01 | |
| Recv Irs 2.5045% 04/19/26 (Credit Suisse) | Derivative-interest rate | US | $59K | – | 0.00 | |
| Recv Irs 2.5135% 04/11/25 (Credit Suisse) | Derivative-interest rate | US | $47K | – | 0.00 | |
| Recv Irs 2.5405% 07/07/27 (J.P. Morgan Chase & Co.) | Derivative-interest rate | US | $192K | – | 0.01 | |
| Recv Irs 2.6880% 05/13/26 (Credit Suisse) | Derivative-interest rate | US | $104K | – | 0.00 | |
| Recv Irs 2.8285% 08/05/25 (Goldman Sachs) | Derivative-interest rate | US | $37K | – | 0.00 | |
| Recv Irs 2.8775% 08/05/25 (J.P. Morgan Chase & Co.) | Derivative-interest rate | US | $36K | – | 0.00 | |
| Recv Irs 3.041% 08/05/24 (Bank of America Merrill Lynch) | Derivative-interest rate | US | $667.63 | – | 0.00 | |
| Recv Irs 3.1050% 08/05/24 (RBC Barbados Trading Bank Corp) | Derivative-interest rate | US | $651.19 | – | 0.00 | |
| Recv Irs 3.394% 04/03/33 (Goldman Sachs) | Derivative-interest rate | US | $-929K | – | -0.03 | |
| Recv Irs 3.7395% 01/22/34 (Goldman Sachs) | Derivative-interest rate | US | $66K | – | 0.00 | |
| Recv Irs 3.775% 04/24/33 (Goldman Sachs) | Derivative-interest rate | US | $-1M | – | -0.04 | |
| Recv Irs 3.9185 03/19/34 (Goldman Sachs) | Derivative-interest rate | US | $969K | – | 0.04 | |
| Recv Irs 3.9885 04/05/34 (Goldman Sachs) | Derivative-interest rate | US | $1M | – | 0.05 | |
| Recv Irs 4.016 04/04/2034 (Goldman Sachs) | Derivative-interest rate | US | $1M | – | 0.05 | |
| Recv Irs 4.130 04/12/2034 (Goldman Sachs) | Derivative-interest rate | US | $1M | – | 0.04 | |
| Recv Irs 4.22 04/24/2034 (Barclays) | Derivative-interest rate | US | $2M | – | 0.08 | |
| Recv Irs 4.3405 04/29/34 (Bank of Merrill Lynch) | Derivative-interest rate | US | $3M | – | 0.10 | |
| Redwood Trust, Inc. (Redwood Trust Inc) | Long | Debt | US | $993K | – | 0.04 |
| Redwood Trust, Inc. (Redwood Trust Inc) | Long | Equity-common | US | $321K | 44K | 0.01 |
| Residential Asset Securitization Trust 2006-R1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Residential Asset Securitization Trust 2007-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $605K | – | 0.02 |
| Rithm Capital Corp. | Long | Debt | US | $5M | – | 0.17 |
| Rithm Capital Corp. | Long | Equity-preferred | US | $4M | 166K | 0.15 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| RMF Proprietary Issuance Trust 2022-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Roc Mortgage Trust 2021-RTL1 (Roc Securities Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| Roc Mortgage Trust 2021-RTL1 (Roc Securities Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| RWT Holdings, Inc. (Rwt Holdings Inc) | Long | Debt | US | $11M | – | 0.42 |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $25M | – | 0.94 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL5 | Long | ABS-mortgage backed security | US | $31M | – | 1.16 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL5 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL6 | Long | ABS-mortgage backed security | US | $17M | – | 0.64 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL6 | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| Santander Consumer Auto Receivables Trust | Long | ABS-other | US | $1M | – | 0.05 |
| Sapphire Aviation Finance II, Ltd. (Sapphire Aviation Finance I Limited) | Long | ABS-other | US | $1M | – | 0.05 |
| SB Multifamily Repack Trust (Sb Multifamily Repack Trust Series 2020-frr1) | Long | ABS-mortgage backed security | US | $14M | – | 0.52 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| SG Residential Mortgage Trust 2019-3 (Sg Capital Partners) | Long | ABS-mortgage backed security | US | $806K | – | 0.03 |
| SG Residential Mortgage Trust 2019-3 (Sg Capital Partners) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Shenton Aircraft Investment I, Ltd. (Shenton Aircraft Investment Ltd) | Long | ABS-other | KY | $4M | – | 0.16 |
| SMR 2022-IND Mortgage Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.39 |
| SMR 2022-IND Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| SMR 2022-IND Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Spruce Hill Mortgage Loan Trust 2020-SH2 (Spruce Hill Mortgage Acquisition Company, Llc) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $19M | – | 0.73 |
| Start II, Ltd. (Start Ltd.) | Long | ABS-other | BM | $2M | – | 0.07 |
| Starwood Mortgage Residential Trust 2019-INV1 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $934K | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $763K | – | 0.03 |
| Stellar Jay Ireland DAC | Long | ABS-other | US | $4M | – | 0.13 |
| Stellar Jay Ireland DAC | Long | ABS-other | US | $3M | – | 0.12 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $11M | – | 0.43 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $1M | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2007-AR1 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Structured Asset Mortgage Investments II Trust 2007-AR2 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| TGIF Funding LLC 2017-1A (Tgif Funding, Llc) | Long | ABS-other | US | $566K | – | 0.02 |
| Theorem Funding Trust 2022-1 | Long | ABS-other | US | $4M | – | 0.13 |
| Theorem Funding Trust 2022-3 | Long | ABS-other | US | $803K | – | 0.03 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Thunderbolt III Aircraft Lease, Ltd. (Thunderbolt Aircraft Lease Limited/ Us Llc) | Long | ABS-other | KY | $7M | – | 0.27 |
| Toorak Mortgage Trust 2022-1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Toorak Mortgage Trust 2024-1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $20M | – | 0.76 |
| Toorak Mortgage Trust 2024-1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Toorak Mortgage Trust 2024-1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Towd Point HE Trust 2021- HE1 (Towd Point Asset Funding, Llc) | Long | ABS-other | US | $6M | – | 0.24 |
| Tower Bellflower LLC | Long | Loan | US | $17M | – | 0.65 |
| Tower Bellflower LLC | Long | Loan | US | $2M | – | 0.06 |
| TPG RE Finance Trust, Inc. (Tpg Re Finance Trust Inc) | Long | Equity-preferred | US | $2M | 121K | 0.08 |
| TVC Mortgage Trust 2023-RTL1 | Long | ABS-mortgage backed security | US | $12M | – | 0.45 |
| Unison Trust 2023-2 | Long | ABS-other | US | $15M | – | 0.57 |
| Unlock Hea Trust 2022-1 | Long | ABS-other | US | $8M | – | 0.30 |
| Unlock HEA Trust 2024-1 | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| Upstart Securitization Trust 2023-2 | Long | ABS-other | US | $7M | – | 0.26 |
| UTEX-DEFEASED | Long | Loan | US | $2M | – | 0.06 |
| Velocity Commercial Capital Loan Trust | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2021-3 | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| Velocity Commercial Capital Loan Trust 2022-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Velocity Commercial Capital Loan Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Velocity Commercial Capital Loan Trust 2022-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Velocity Commercial Capital Loan Trust 2023-RTL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Veros Auto Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.06 |
| Veros Auto Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Verus Securitization Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Verus Securitization Trust 2021-R3 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Verus Securitization Trust 2023-3 | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| Verus Securitization Trust 2023-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Verus Securitization Trust 2023-7 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Verus Securitization Trust 2023-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| VMC Finance 2021-HT1 LLC (Vmc Finance Llc) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Wachovia Bank Commercial Mortgage Trust Series 2007-C34 | Long | ABS-mortgage backed security | US | $561K | – | 0.02 |
| WAVE 2019-1 LLC (Wave Usa) | Long | ABS-other | US | $5M | – | 0.19 |
| WAVE 2019-1 LLC (Wave Usa) | Long | ABS-other | US | $739K | – | 0.03 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Wells Fargo Commercial Mortgage Trust 2019-JWDR | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Willis Engine Structured Trust IV (Willis Engine Securitization Trust) | Long | ABS-other | US | $3M | – | 0.11 |
Address
Axonic Funds
520 Madison Avenue, 42nd Floor
New York
New York
10022
United States of America
Websites
Directors
Thomas S. Vales
Joshua M. Barlow
Clayton DeGiacinto
Charles D Mires
Transfer Agents
DST Systems, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
IHS MARKIT GROUP HOLDINGS LIMITED
DebtX
BOFA Securities, Inc.
HOULIHAN LOKEY, INC
PricingDirect Inc.
Custodians
U.S. Bank NA
Shareholder Servicing Agents
DST Systems, Inc
Admins
ALPS Fund Services, Inc.
Brokers
COMPASS POINT
JP MORGAN CHASE
KEEFE, BRUYETTE & WOODS, INC.
BTIG, LLC