| XTR_FUND | XTR_FNDDSC | XTR_TKR | XTR_DESC1 | XTR_DESC2 | OCC_ID | XTR_CUSIP | XTR_GROUP | XTR_GROUP1 | XTR_GROUP2 | XTR_CATGRY | XTR_CATDSC | XTR_SECTOR | XTR_SECTR1 | XTR_SECTR2 | XTR_CONTRY | XTR_CONDSC | XTR_STATE | XTR_STNAME | XTR_CURNCY | XTR_CURDSC | XTR_MATDAT | XTR_SUBUNT | XTR_SUBDSC | XTR_PRICE | XTR_PRISRC | SECTYPE | SECTYPE2 | RPT_ID | INCLUD_CAT | LEGAL1 | LEGAL2 | LEGAL3 | LEGAL4 | LEGAL5 | LEGAL6 | BAS_Q_DECS | BAS_M_DECS | LCL_P_DECS | LCL_Q_DECS | MULTICURR | ISBASCURR | POS_INCOM | CLASS | LONGSHORT | MCSC | QTYINDIC | FAS_LEVEL | PROCESS_DATE | PROCESS_TYPE | SECTOR | FUNDCURR | BASECURR | POS_QTY | POS_ORGCST | POS_AMORT | POS_MKTVAL | RND_MKTVAL | POS_GL | RNDPOS_GL | POS_YIELD | YIELDTOCALL | POS_YTM | POS_YTM_NA | POS_PC_PRT | POS_PC_AST | POS_PC_NAS | POS_ORGFAC | FAS_TODAY_ONLY | LEI | PRICE_ID | TRANCHE | PRICINGMETHOD |
| 439 | Obra High Grade Structured | 499876AA | BEATS 2024-1A A2 | 04/07/2064 6.625000% | | 499876AA8 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 4/7/2064 | | | 104.49 | | | | | | BEATS 2024-1A A2 | 04/07/2064 6.625000% | | | | | 5 | 2 | 6 | 5 | N | True | 33125.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 504531.25 | 504517.12 | 522441.75 | 522441.75 | 17924.63 | 17924.63 | 6.34 | False | 6.32 | | 2.02 | 1.97 | 1.98 | 500000.00 | | | 499876AA | N | MP |
| 439 | Obra High Grade Structured | 38237YAA | GOOD 2023-4C A | 03/20/2057 6.480000% | | 38237YAA8 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 3/20/2057 | | | 104.88 | | | | | | GOOD 2023-4C A | 03/20/2057 6.480000% | | | | | 5 | 2 | 6 | 5 | N | True | 29910.37 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 461579.78 | 468070.73 | 468042.67 | 484088.07 | 484088.07 | 16045.40 | 16045.40 | 6.18 | True | 6.02 | | 1.87 | 1.82 | 1.83 | 500000.00 | | | 38237YAA | N | MP |
| 439 | Obra High Grade Structured | 38410JAB | GPIF 2023-2A B | 03/01/2027 9.357840% | | 38410JAB8 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 3/1/2027 | | | 100.91 | M | | | | | GPIF 2023-2A B | 03/01/2027 9.357840% | | | | | 5 | 2 | 6 | 5 | N | True | 59021.61 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 630000.00 | 640433.62 | 638881.15 | 635751.08 | 635751.08 | -3130.07 | -3130.07 | 9.28 | True | 8.68 | | 2.46 | 2.40 | 2.41 | 630000.00 | | | 38410JAB | N | MP |
| 439 | Obra High Grade Structured | 44148HAA | HWIRE 2023-1A A2 | 05/20/2053 5.687000% | | 44148HAA1 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 5/20/2053 | | | 101.65 | | | | | | HWIRE 2023-1A A2 | 05/20/2053 5.687000% | | | | | 5 | 2 | 6 | 5 | N | True | 42652.50 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 750000.00 | 726406.88 | 726554.10 | 762365.63 | 762365.63 | 35811.53 | 35811.53 | 5.59 | True | 4.87 | | 2.95 | 2.87 | 2.89 | 750000.00 | | | 44148HAA | N | MP |
| 439 | Obra High Grade Structured | 44148HAC | HWIRE 2023-1A B | 05/20/2053 7.002000% | | 44148HAC7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 5/20/2053 | | | 101.92 | | | | | | HWIRE 2023-1A B | 05/20/2053 7.002000% | | | | | 5 | 2 | 6 | 5 | N | True | 8752.50 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 125000.00 | 119010.84 | 119038.60 | 127401.83 | 127401.83 | 8363.23 | 8363.23 | 6.87 | True | 6.04 | | 0.49 | 0.48 | 0.48 | 125000.00 | | | 44148HAC | N | MP |
| 439 | Obra High Grade Structured | 525931AB | LBZZ 2023-3A A2 | 12/15/2028 7.500000% | | 525931AB7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 12/15/2028 | | | 103.06 | | | | | | LBZZ 2023-3A A2 | 12/15/2028 7.500000% | | | | | 5 | 2 | 6 | 5 | N | True | 24375.62 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 325008.24 | 325556.76 | 325508.51 | 334949.04 | 334949.04 | 9440.53 | 9440.53 | 7.28 | True | 6.23 | | 1.29 | 1.26 | 1.27 | 400000.00 | | | 525931AB | N | MP |
| 439 | Obra High Grade Structured | 55283AAA | MCA 2020-1 A | 11/15/2035 3.250000% | | 55283AAA7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 11/1/2035 | | | 97.15 | M | | | | | MCA 2020-1 A | 11/15/2035 3.250000% | | | | | 5 | 2 | 6 | 5 | N | True | 20492.27 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 630531.26 | 606644.15 | 607441.47 | 612551.78 | 612551.78 | 5110.31 | 5110.31 | 3.35 | False | 3.56 | | 2.37 | 2.31 | 2.32 | 1500000.00 | | | 55283AAA | N | MP |
| 439 | Obra High Grade Structured | 57109KAB | MFT 2022-1A B | 04/15/2032 2.340000% | | 57109KAB1 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 4/15/2032 | | | 100.02 | | | | | | MFT 2022-1A B | 04/15/2032 2.340000% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | S | N | | | 10/1/2024 | C | | 439;USD | USD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | True | 2.33 | | 0.00 | 0.00 | 0.00 | 1140000.00 | | | 57109KAB | N | MP |
| 439 | Obra High Grade Structured | 57110PAA | MFT 2023-1A A | 04/15/2033 6.070000% | | 57110PAA9 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 4/15/2033 | | | 100.05 | | | | | | MFT 2023-1A A | 04/15/2033 6.070000% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | S | N | | | 10/1/2024 | C | | 439;USD | USD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | True | 6.05 | | 0.00 | 0.00 | 0.00 | 1601000.00 | | | 57110PAA | N | MP |
| 439 | Obra High Grade Structured | 57109RAA | MFT 2023-3A A | 09/15/2033 6.490000% | | 57109RAA8 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 9/15/2033 | | | 100.14 | | | | | | MFT 2023-3A A | 09/15/2033 6.490000% | | | | | 5 | 2 | 6 | 5 | N | True | 10037.80 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 154665.67 | 154920.55 | 154910.81 | 154882.14 | 154882.14 | -28.67 | -28.67 | 6.48 | True | 6.44 | | 0.60 | 0.58 | 0.59 | 1400000.00 | | | 57109RAA | N | MP |
| 439 | Obra High Grade Structured | 59170DAA | MNET 2023-1A A2 | 04/20/2053 6.560000% | | 59170DAA9 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 4/20/2053 | | | 103.95 | | | | | | MNET 2023-1A A2 | 04/20/2053 6.560000% | | | | | 5 | 2 | 6 | 5 | N | True | 16400.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250958.67 | 250953.23 | 259882.73 | 259882.73 | 8929.50 | 8929.50 | 6.31 | True | 4.80 | | 1.00 | 0.98 | 0.98 | 250000.00 | | | 59170DAA | N | MP |
| 439 | Obra High Grade Structured | 65253MAA | NWSB 2021-1 A | 12/25/2048 8.250000% | | 65253MAA6 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 12/25/2048 | | | 98.52 | M | | | | | NWSB 2021-1 A | 12/25/2048 8.250000% | | | | | 5 | 2 | 6 | 5 | N | True | 36680.81 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 473300.79 | 465754.01 | 465810.75 | 466286.57 | 466286.57 | 475.82 | 475.82 | 6.82 | False | 6.84 | | 1.80 | 1.76 | 1.77 | 1122000.00 | | | 65253MAA | N | MP |
| 439 | Obra High Grade Structured | 53161DAA | OASIS 2023-1A A | 02/15/2035 7.000000% | | 53161DAA3 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 2/15/2035 | | | 100.42 | | | | | | OASIS 2023-1A A | 02/15/2035 7.000000% | | | | | 5 | 2 | 6 | 5 | N | True | 33768.87 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 482412.45 | 481698.24 | 481718.76 | 484450.16 | 484450.16 | 2731.40 | 2731.40 | 6.97 | True | 5.85 | | 1.87 | 1.83 | 1.84 | 1500000.00 | | | 53161DAA | N | MP |
| 439 | Obra High Grade Structured | 69548BAA | PAID 2023-3 A | 12/16/2030 7.600000% | | 69548BAA7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 12/16/2030 | | | 100.65 | | | | | | PAID 2023-3 A | 12/16/2030 7.600000% | | | | | 5 | 2 | 6 | 5 | N | True | 5611.46 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 73835.01 | 74224.20 | 74202.54 | 74318.34 | 74318.34 | 115.80 | 115.80 | 7.55 | True | 6.36 | | 0.29 | 0.28 | 0.28 | 250000.00 | | | 69548BAA | N | MP |
| 439 | Obra High Grade Structured | 69548AAA | PAID 2024-1 A | 07/15/2031 6.660000% | | 69548AAA9 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/15/2031 | | | 101.89 | | | | | | PAID 2024-1 A | 07/15/2031 6.660000% | | | | | 5 | 2 | 6 | 5 | N | True | 8509.55 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 127771.00 | 128223.79 | 128200.04 | 130184.34 | 130184.34 | 1984.30 | 1984.30 | 6.54 | True | 5.14 | | 0.50 | 0.49 | 0.49 | 250000.00 | | | 69548AAA | N | MP |
| 439 | Obra High Grade Structured | 69548AAB | PAID 2024-1 B | 07/15/2031 7.109000% | | 69548AAB7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/15/2031 | | | 102.30 | | | | | | PAID 2024-1 B | 07/15/2031 7.109000% | | | | | 5 | 2 | 6 | 5 | N | True | 23463.31 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 330050.82 | 332186.65 | 332076.54 | 337648.40 | 337648.40 | 5571.86 | 5571.86 | 6.95 | True | 5.26 | | 1.31 | 1.27 | 1.28 | 375000.00 | | | 69548AAB | N | MP |
| 439 | Obra High Grade Structured | 70472TAA | PEAR 2021-1 A | 01/15/2034 2.600000% | | 70472TAA6 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 1/15/2034 | | | 98.31 | M | | | | | PEAR 2021-1 A | 01/15/2034 2.600000% | | | | | 5 | 2 | 6 | 5 | N | True | 8993.96 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 345921.58 | 334787.24 | 335238.78 | 340065.99 | 340065.99 | 4827.21 | 4827.21 | 2.64 | False | 2.81 | | 1.31 | 1.28 | 1.29 | 1125000.00 | | | 70472TAA | N | MP |
| 439 | Obra High Grade Structured | 80290CBU | SBCLN 2023-A B | 06/15/2033 6.493000% | | 80290CBU7 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 6/15/2033 | | | 100.84 | | | | | | SBCLN 2023-A B | 06/15/2033 6.493000% | | | | | 5 | 2 | 6 | 5 | N | True | 16595.56 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 255591.63 | 256450.72 | 256417.10 | 257750.13 | 257750.13 | 1333.03 | 1333.03 | 6.44 | True | 6.16 | | 1.00 | 0.97 | 0.98 | 625000.00 | | | 80290CBU | N | MP |
| 439 | Obra High Grade Structured | 80290CBV | SBCLN 2023-A C | 06/15/2033 6.736000% | | 80290CBV5 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 6/15/2033 | | | 100.75 | | | | | | SBCLN 2023-A C | 06/15/2033 6.736000% | | | | | 5 | 2 | 6 | 5 | N | True | 6886.66 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 102236.65 | 102425.86 | 102418.46 | 103002.76 | 103002.76 | 584.30 | 584.30 | 6.69 | True | 6.44 | | 0.40 | 0.39 | 0.39 | 250000.00 | | | 80290CBV | N | MP |
| 439 | Obra High Grade Structured | 86745CAB | SNVA 2024-A B | 02/20/2051 6.000000% | | 86745CAB8 | | UNGROUPED SECURITIES | | ABS | ASSET BACKED SECS | | | | USA | UNITED STATES | | | USD | US DOLLAR | 2/20/2051 | | | 100.52 | | | | | | SNVA 2024-A B | 02/20/2051 6.000000% | | | | | 5 | 2 | 6 | 5 | N | True | 23451.67 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 390861.10 | 378609.37 | 378694.71 | 392892.13 | 392892.13 | 14197.42 | 14197.42 | 5.97 | True | 5.90 | | 1.52 | 1.48 | 1.49 | 417000.00 | | | 86745CAB | N | MP |
| 439 | Obra High Grade Structured | 00120VAG | AGL 2024-30A C | 04/21/2037 7.628640% | | 00120VAG1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/21/2037 | | | 100.85 | | | | | | AGL 2024-30A C | 04/21/2037 7.628640% | | | | | 5 | 2 | 6 | 5 | N | True | 56865.08 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 750000.00 | 750136.20 | 750133.21 | 756355.73 | 756355.73 | 6222.52 | 6222.52 | 7.52 | True | 7.01 | | 2.92 | 2.85 | 2.87 | 750000.00 | | N.A. | 00120VAG | N | MP |
| 439 | Obra High Grade Structured | 03666BAJ | ANTR 2021-1A D | 07/25/2033 9.486280% | | 03666BAJ3 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 7/25/2033 | | | 100.05 | | | | | | ANTR 2021-1A D | 07/25/2033 9.486280% | | | | | 5 | 2 | 6 | 5 | N | True | 62889.09 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 665760.00 | 664068.43 | 664123.14 | 666080.56 | 666080.56 | 1957.42 | 1957.42 | 9.44 | False | 9.44 | | 2.58 | 2.51 | 2.52 | 665760.00 | | N.A. | 03666BAJ | N | MP |
| 439 | Obra High Grade Structured | 03665GAE | ANTR 2023-1A B | 04/25/2035 8.279570% | | 03665GAE4 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/25/2035 | | | 101.12 | | | | | | ANTR 2023-1A B | 04/25/2035 8.279570% | | | | | 5 | 2 | 6 | 5 | N | True | 43923.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 507095.00 | 506906.48 | 505614.15 | 505614.15 | -1292.33 | -1292.33 | 8.73 | False | 8.66 | | 1.95 | 1.90 | 1.92 | 500000.00 | | N.A. | 03665GAE | N | MP |
| 439 | Obra High Grade Structured | 03769UAG | APID 2023-43A C | 04/25/2035 8.324670% | | 03769UAG3 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/25/2035 | | | 100.83 | | | | | | APID 2023-43A C | 04/25/2035 8.324670% | | | | | 5 | 2 | 6 | 5 | N | True | 41423.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 505248.95 | 505105.63 | 504142.25 | 504142.25 | -963.38 | -963.38 | 8.22 | True | 6.79 | | 1.95 | 1.90 | 1.91 | 500000.00 | | N.A. | 03769UAG | N | MP |
| 439 | Obra High Grade Structured | 05874VAE | BALLY 2023-23A B | 04/25/2036 8.524670% | | 05874VAE3 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/25/2036 | | | 101.27 | | | | | | BALLY 2023-23A B | 04/25/2036 8.524670% | | | | | 5 | 2 | 6 | 5 | N | True | 21211.50 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 253781.48 | 253692.06 | 253178.93 | 253178.93 | -513.14 | -513.14 | 8.38 | True | 6.20 | | 0.98 | 0.95 | 0.96 | 250000.00 | | N.A. | 05874VAE | N | MP |
| 439 | Obra High Grade Structured | 09263EAG | BLKMM 2024-1A C | 07/15/2036 N.A.% | | 09263EAG7 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 7/15/2036 | | | 101.03 | | | | | | BLKMM 2024-1A C | 07/15/2036 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 41749.70 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 500000.00 | 500000.00 | 505150.75 | 505150.75 | 5150.75 | 5150.75 | 0.00 | False | -0.09 | | 1.95 | 1.90 | 1.91 | 500000.00 | | | 09263EAG | N | MP |
| 439 | Obra High Grade Structured | 067930AC | BPCC 2023-1A A2 | 07/15/2031 8.663990% | | 067930AC1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | BMD | BERMUDA | | | USD | US DOLLAR | 7/15/2031 | | | 100.10 | | | | | | BPCC 2023-1A A2 | 07/15/2031 8.663990% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | S | N | | | 10/1/2024 | C | | 439;USD | USD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | False | 8.63 | | 0.00 | 0.00 | 0.00 | 400000.00 | | N.A. | 067930AC | N | MP |
| 439 | Obra High Grade Structured | 08183DAJ | BSP 2023-31A C | 04/25/2036 8.324670% | | 08183DAJ2 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/25/2036 | | | 100.88 | | | | | | BSP 2023-31A C | 04/25/2036 8.324670% | | | | | 5 | 2 | 6 | 5 | N | True | 49707.60 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 600000.00 | 604963.80 | 604845.55 | 605296.44 | 605296.44 | 450.89 | 450.89 | 8.21 | True | 6.69 | | 2.34 | 2.28 | 2.29 | 600000.00 | | N.A. | 08183DAJ | N | MP |
| 439 | Obra High Grade Structured | 12598YAG | CIFC 2023-3A C | 01/20/2037 7.966440% | | 12598YAG3 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 1/20/2037 | | | 101.00 | | | | | | CIFC 2023-3A C | 01/20/2037 7.966440% | | | | | 5 | 2 | 6 | 5 | N | True | 39660.05 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 502572.80 | 502515.80 | 504980.25 | 504980.25 | 2464.45 | 2464.45 | 7.85 | True | 7.13 | | 1.95 | 1.90 | 1.91 | 500000.00 | | N.A. | 12598YAG | N | MP |
| 439 | Obra High Grade Structured | 26244MAS | DRSLF 2016-45A CR | 10/15/2030 7.790170% | | 26244MAS1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 10/15/2030 | | | 100.03 | | | | | | DRSLF 2016-45A CR | 10/15/2030 7.790170% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | S | N | | | 10/1/2024 | C | | 439;USD | USD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | False | 7.76 | | 0.00 | 0.00 | 0.00 | 250000.00 | | N.A. | 26244MAS | N | MP |
| 439 | Obra High Grade Structured | 26253QAE | DRSLF 2023-105A C | 04/18/2036 8.397910% | | 26253QAE1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/18/2036 | | | 101.13 | | | | | | DRSLF 2023-105A C | 04/18/2036 8.397910% | | | | | 5 | 2 | 6 | 5 | N | True | 67033.92 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 800000.00 | 803616.08 | 803530.55 | 809022.08 | 809022.08 | 5491.53 | 5491.53 | 8.29 | True | 6.28 | | 3.13 | 3.05 | 3.07 | 800000.00 | | N.A. | 26253QAE | N | MP |
| 439 | Obra High Grade Structured | 29003YAE | ELM23 2023-2A C | 04/16/2036 8.313990% | | 29003YAE1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/16/2036 | | | 100.89 | | | | | | ELM23 2023-2A C | 04/16/2036 8.313990% | | | | | 5 | 2 | 6 | 5 | N | True | 68774.71 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 830000.00 | 838744.05 | 838534.68 | 837357.37 | 837357.37 | -1177.31 | -1177.31 | 8.21 | True | 6.62 | | 3.24 | 3.15 | 3.17 | 830000.00 | | N.A. | 29003YAE | N | MP |
| 439 | Obra High Grade Structured | 38179NAF | GOCAP 2024-71A C | 02/09/2037 8.573730% | | 38179NAF1 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 2/9/2037 | | | 101.14 | | | | | | GOCAP 2024-71A C | 02/09/2037 8.573730% | | | | | 5 | 2 | 6 | 5 | N | True | 20885.40 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250005.50 | 250005.38 | 252859.25 | 252859.25 | 2853.87 | 2853.87 | 8.48 | False | 8.42 | | 0.98 | 0.95 | 0.96 | 250000.00 | | N.A. | 38179NAF | N | MP |
| 439 | Obra High Grade Structured | 46147KAC | INVCO 2023-2A C | 04/21/2036 8.317810% | | 46147KAC6 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/21/2036 | | | 101.06 | | | | | | INVCO 2023-2A C | 04/21/2036 8.317810% | | | | | 5 | 2 | 6 | 5 | N | True | 43894.65 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 530000.00 | 532737.66 | 532672.51 | 535610.79 | 535610.79 | 2938.28 | 2938.28 | 8.20 | True | 6.34 | | 2.07 | 2.02 | 2.03 | 530000.00 | | N.A. | 46147KAC | N | MP |
| 439 | Obra High Grade Structured | 46604KAE | IVYH 2024-22A C | 04/20/2036 8.451560% | | 46604KAE8 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 4/20/2036 | | | 101.25 | | | | | | IVYH 2024-22A C | 04/20/2036 8.451560% | | | | | 5 | 2 | 6 | 5 | N | True | 21128.90 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 248985.85 | 249009.52 | 253136.65 | 253136.65 | 4127.13 | 4127.13 | 8.35 | False | 8.28 | | 0.98 | 0.95 | 0.96 | 250000.00 | | N.A. | 46604KAE | N | MP |
| 439 | Obra High Grade Structured | 46604RAC | IVYH 21A B | 07/18/2035 8.747910% | | 46604RAC7 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 7/18/2035 | | | 101.64 | | | | | | IVYH 21A B | 07/18/2035 8.747910% | | | | | 5 | 2 | 6 | 5 | N | True | 56740.06 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 650000.00 | 651906.58 | 651857.83 | 660642.06 | 660642.06 | 8784.23 | 8784.23 | 8.64 | False | 8.54 | | 2.55 | 2.49 | 2.50 | 650000.00 | | N.A. | 46604RAC | N | MP |
| 439 | Obra High Grade Structured | 55818RBC | MDPK 2014-14A CRR | 10/22/2030 7.779420% | | 55818RBC9 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 10/22/2030 | | | 100.19 | | | | | | MDPK 2014-14A CRR | 10/22/2030 7.779420% | | | | | 5 | 2 | 6 | 5 | N | True | 48397.63 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 625000.00 | 628408.94 | 628212.65 | 626168.75 | 626168.75 | -2043.90 | -2043.90 | 7.73 | True | 4.46 | | 2.42 | 2.36 | 2.37 | 625000.00 | | N.A. | 55818RBC | N | MP |
| 439 | Obra High Grade Structured | 55822NAG | MDPK 2023-61A C | 01/20/2037 8.207080% | | 55822NAG4 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 1/20/2037 | | | 101.57 | | | | | | MDPK 2023-61A C | 01/20/2037 8.207080% | | | | | 5 | 2 | 6 | 5 | N | True | 52773.96 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 645000.00 | 647919.98 | 647856.47 | 655097.73 | 655097.73 | 7241.26 | 7241.26 | 8.06 | True | 6.93 | | 2.53 | 2.47 | 2.48 | 645000.00 | | N.A. | 55822NAG | N | MP |
| 439 | Obra High Grade Structured | 67118BAJ | OCPA 2023-29A D | 01/20/2035 10.33004% | | 67118BAJ2 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | JE | JERSEY | | | USD | US DOLLAR | 1/20/2035 | | | 100.65 | | | | | | OCPA 2023-29A D | 01/20/2035 10.33004% | | | | | 5 | 2 | 6 | 5 | N | True | 51410.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 500000.00 | 500938.15 | 500915.15 | 503239.50 | 503239.50 | 2324.35 | 2324.35 | 10.26 | True | 8.17 | | 1.95 | 1.90 | 1.91 | 500000.00 | | N.A. | 67118BAJ | N | MP |
| 439 | Obra High Grade Structured | 67571LAG | OCT67 2023-1A C | 04/25/2036 8.424670% | | 67571LAG6 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/25/2036 | | | 101.13 | | | | | | OCT67 2023-1A C | 04/25/2036 8.424670% | | | | | 5 | 2 | 6 | 5 | N | True | 46534.53 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 555000.00 | 559796.31 | 559682.78 | 561252.80 | 561252.80 | 1570.02 | 1570.02 | 8.29 | True | 6.36 | | 2.17 | 2.11 | 2.13 | 555000.00 | | N.A. | 67571LAG | N | MP |
| 439 | Obra High Grade Structured | 87169TAE | SYMP 2023-39A C | 04/25/2034 8.061930% | | 87169TAE0 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | BMD | BERMUDA | | | USD | US DOLLAR | 4/25/2034 | | | 100.18 | | | | | | SYMP 2023-39A C | 04/25/2034 8.061930% | | | | | 5 | 2 | 6 | 5 | N | True | 31738.40 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 400000.00 | 400616.32 | 400596.70 | 400723.20 | 400723.20 | 126.50 | 126.50 | 7.92 | True | 5.14 | | 1.55 | 1.51 | 1.52 | 400000.00 | | N.A. | 87169TAE | N | MP |
| 439 | Obra High Grade Structured | 88239MAE | TCIFC 2023-2A C | 07/21/2035 8.617810% | | 88239MAE9 | | UNGROUPED SECURITIES | | CLO | COLL LOAN OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 7/21/2035 | | | 100.00 | | | | | | TCIFC 2023-2A C | 07/21/2035 8.617810% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | S | N | | | 10/1/2024 | C | | 439;USD | USD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | False | 8.58 | | 0.00 | 0.00 | 0.00 | 505000.00 | | N.A. | 88239MAE | N | MP |
| 439 | Obra High Grade Structured | 45378YAL | IPT 2018-INDP B | 07/10/2035 3.911000% | | 45378YAL8 | | UNGROUPED SECURITIES | | CMBS | COMM MORT BACKED SEC | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/1/2035 | | | 97.30 | | | | | | IPT 2018-INDP B | 07/10/2035 3.911000% | | | | | 5 | 2 | 6 | 5 | N | True | 24443.75 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 625000.00 | 596542.31 | 597484.13 | 608145.13 | 608145.13 | 10661.00 | 10661.00 | 4.02 | False | 4.22 | | 2.35 | 2.29 | 2.30 | 625000.00 | | | 45378YAL | N | MP |
| 439 | Obra High Grade Structured | 00121DAA | AGL 2024-33A A1 | 07/21/2037 N.A.% | | 00121DAA3 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 7/21/2037 | | | 100.02 | | | | | | AGL 2024-33A A1 | 07/21/2037 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 16398.15 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 250051.25 | 250051.25 | 51.25 | 51.25 | 0.00 | False | 0.00 | | 0.97 | 0.94 | 0.95 | 250000.00 | | N.A. | 00121DAA | N | MP |
| 439 | Obra High Grade Structured | 03331JAW | ANCHC 2018-10A BR | 10/15/2031 N.A.% | | 03331JAW2 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 10/15/2031 | | | 100.31 | | | | | | ANCHC 2018-10A BR | 10/15/2031 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 17503.43 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 250784.60 | 250784.60 | 784.60 | 784.60 | 0.00 | False | -0.04 | | 0.97 | 0.94 | 0.95 | 250000.00 | | | 03331JAW | N | MP |
| 439 | Obra High Grade Structured | 05765DAQ | BOBA 2023-1A D2R | 04/20/2036 10.43201% | | 05765DAQ8 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/20/2036 | | | 101.08 | | | | | | BOBA 2023-1A D2R | 04/20/2036 10.43201% | | | | | 5 | 2 | 6 | 5 | N | True | 26080.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 252877.50 | 252719.11 | 252707.85 | 252707.85 | -11.26 | -11.26 | 10.32 | True | 8.42 | | 0.98 | 0.95 | 0.96 | 250000.00 | | N.A. | 05765DAQ | N | MP |
| 439 | Obra High Grade Structured | 08180FCC | BSP 2014-IVA D2R4 | 04/20/2034 10.43201% | | 08180FCC3 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/20/2034 | | | 100.74 | | | | | | BSP 2014-IVA D2R4 | 04/20/2034 10.43201% | | | | | 5 | 2 | 6 | 5 | N | True | 31296.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 300000.00 | 302700.00 | 302694.56 | 302206.95 | 302206.95 | -487.61 | -487.61 | 10.36 | False | 10.31 | | 1.17 | 1.14 | 1.14 | 300000.00 | | N.A. | 08180FCC | N | MP |
| 439 | Obra High Grade Structured | 05612TAC | BX 2024-VLT4 B | 07/15/2029 7.260766% | | 05612TAC9 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/15/2029 | | | 100.19 | | | | | | BX 2024-VLT4 B | 07/15/2029 7.260766% | | | | | 5 | 2 | 6 | 5 | N | True | 14074.56 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 200000.00 | 199500.00 | 199527.59 | 200383.26 | 200383.26 | 855.67 | 855.67 | 7.26 | False | 7.23 | | 0.77 | 0.75 | 0.76 | 200000.00 | | | 05612TAC | N | MP |
| 439 | Obra High Grade Structured | 12988DAE | CALI 2024-SUN C | 07/15/2041 8.109780% | | 12988DAE2 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/15/2041 | | | 100.19 | | | | | | CALI 2024-SUN C | 07/15/2041 8.109780% | | | | | 5 | 2 | 6 | 5 | N | True | 19715.73 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 249375.00 | 249375.00 | 250466.63 | 250466.63 | 1091.63 | 1091.63 | 7.87 | False | 7.87 | | 0.97 | 0.94 | 0.95 | 250000.00 | | | 12988DAE | N | MP |
| 439 | Obra High Grade Structured | 29003NAG | ELM28 2024-4A D | 04/17/2037 N.A.% | | 29003NAG0 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/17/2037 | | | 100.89 | | | | | | ELM28 2024-4A D | 04/17/2037 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 21590.13 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 252235.55 | 252235.55 | 2235.55 | 2235.55 | 0.00 | False | -0.07 | | 0.98 | 0.95 | 0.96 | 250000.00 | | | 29003NAG | N | MP |
| 439 | Obra High Grade Structured | 30338DAG | FS 2024-HULA D | 08/15/2039 8.239500% | | 30338DAG6 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 8/15/2039 | | | 100.19 | | | | | | FS 2024-HULA D | 08/15/2039 8.239500% | | | | | 5 | 2 | 6 | 5 | N | True | 8036.01 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 100000.00 | 99750.00 | 99751.32 | 100186.89 | 100186.89 | 435.57 | 435.57 | 8.22 | False | 8.22 | | 0.39 | 0.38 | 0.38 | 100000.00 | | | 30338DAG | N | MP |
| 439 | Obra High Grade Structured | 362414AE | GWT 2024-WLF2 C | 05/15/2041 7.740170% | | 362414AE4 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 5/15/2041 | | | 100.31 | | | | | | GWT 2024-WLF2 C | 05/15/2041 7.740170% | | | | | 5 | 2 | 6 | 5 | N | True | 56525.10 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 750000.00 | 748125.00 | 748148.70 | 752317.50 | 752317.50 | 4168.80 | 4168.80 | 7.51 | False | 7.50 | | 2.91 | 2.83 | 2.85 | 750000.00 | | | 362414AE | N | MP |
| 439 | Obra High Grade Structured | 46602ABE | IVYH 7A AR3 | 10/15/2036 N.A.% | | 46602ABE1 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 10/15/2036 | | | 100.18 | | | | | | IVYH 7A AR3 | 10/15/2036 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 17077.85 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 250458.70 | 250458.70 | 458.70 | 458.70 | 6.85 | False | 6.84 | | 0.97 | 0.94 | 0.95 | 250000.00 | | | 46602ABE | N | MP |
| 439 | Obra High Grade Structured | 46657WAD | JPMMT 2024-4 A4 | 10/25/2054 6.500000% | | 46657WAD0 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 10/1/2054 | | | 102.81 | | | | | | JPMMT 2024-4 A4 | 10/25/2054 6.500000% | | | | | 5 | 2 | 6 | 5 | N | True | 28410.12 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 437078.76 | 436756.29 | 436757.84 | 449355.55 | 449355.55 | 12597.71 | 12597.71 | 6.32 | True | 6.18 | | 1.74 | 1.69 | 1.70 | 500000.00 | | | 46657WAD | N | MP |
| 439 | Obra High Grade Structured | 46657WAK | JPMMT 2024-4 A6 | 10/25/2054 6.500000% | | 46657WAK4 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 10/1/2054 | | | 101.94 | | | | | | JPMMT 2024-4 A6 | 10/25/2054 6.500000% | | | | | 5 | 2 | 6 | 5 | N | True | 27387.65 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 421348.45 | 420559.89 | 420563.67 | 429529.98 | 429529.98 | 8966.31 | 8966.31 | 6.38 | True | 6.27 | | 1.66 | 1.62 | 1.63 | 500000.00 | | | 46657WAK | N | MP |
| 439 | Obra High Grade Structured | 629863AA | NALP 2024-1 A | 12/27/2049 6.490000% | | 629863AA9 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 12/27/2049 | | | 100.06 | | | | | | NALP 2024-1 A | 12/27/2049 6.490000% | | | | | 5 | 2 | 6 | 5 | N | True | 30010.65 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 462413.75 | 462312.48 | 462312.48 | 462688.19 | 462688.19 | 375.71 | 375.71 | 6.49 | False | 6.49 | | 1.79 | 1.74 | 1.75 | 500000.00 | | | 629863AA | N | MP |
| 439 | Obra High Grade Structured | 62956HAE | NYC 2024-3ELV C | 08/15/2029 8.169720% | | 62956HAE6 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 8/15/2029 | | | 100.44 | | | | | | NYC 2024-3ELV C | 08/15/2029 8.169720% | | | | | 5 | 2 | 6 | 5 | N | True | 19840.58 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 249374.90 | 249374.90 | 251111.45 | 251111.45 | 1736.55 | 1736.55 | 7.90 | False | 7.83 | | 0.97 | 0.95 | 0.95 | 250000.00 | | | 62956HAE | N | MP |
| 439 | Obra High Grade Structured | 67117VAC | OBX 2023-NQM6 A3 | 07/25/2063 6.975000% | | 67117VAC4 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/1/2063 | | | 103.56 | | | | | | OBX 2023-NQM6 A3 | 07/25/2063 6.975000% | | | | | 5 | 2 | 6 | 5 | N | True | 7606.93 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 109059.90 | 109468.88 | 109468.34 | 112942.21 | 112942.21 | 3473.87 | 3473.87 | 6.74 | True | 4.92 | | 0.44 | 0.43 | 0.43 | 140000.00 | | | 67117VAC | N | MP |
| 439 | Obra High Grade Structured | 67706HCE | OHALF 2013-1A D2R3 | 04/23/2037 N.A.% | | 67706HCE6 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 4/23/2037 | | | 101.33 | | | | | | OHALF 2013-1A D2R3 | 04/23/2037 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 24557.33 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 253313.73 | 253313.73 | 3313.73 | 3313.73 | 0.00 | False | -0.10 | | 0.98 | 0.95 | 0.96 | 250000.00 | | | 67706HCE | N | MP |
| 439 | Obra High Grade Structured | 69544LAB | PAID 2024-5 B | 10/15/2031 6.601000% | | 69544LAB7 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 10/15/2031 | | | 102.11 | | | | | | PAID 2024-5 B | 10/15/2031 6.601000% | | | | | 5 | 2 | 6 | 5 | N | True | 9899.71 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 149972.83 | 149972.83 | 149972.83 | 153142.10 | 153142.10 | 3169.27 | 3169.27 | 6.46 | True | 5.24 | | 0.59 | 0.58 | 0.58 | 150000.00 | | | 69544LAB | N | MP |
| 439 | Obra High Grade Structured | 69544LAC | PAID 2024-5 C | 10/15/2031 7.270000% | | 69544LAC5 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 10/15/2031 | | | 101.76 | | | | | | PAID 2024-5 C | 10/15/2031 7.270000% | | | | | 5 | 2 | 6 | 5 | N | True | 7268.68 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 99981.88 | 99981.88 | 99981.88 | 101744.04 | 101744.04 | 1762.16 | 1762.16 | 7.14 | True | 6.13 | | 0.39 | 0.38 | 0.39 | 100000.00 | | | 69544LAC | N | MP |
| 439 | Obra High Grade Structured | 77341XAL | ROCKT 2022-3A AR | 07/20/2037 N.A.% | | 77341XAL7 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 7/20/2037 | | | 100.43 | | | | | | ROCKT 2022-3A AR | 07/20/2037 N.A.% | | | | | 5 | 2 | 6 | 5 | N | True | 0.00 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 250000.00 | 250000.00 | 250000.00 | 251085.50 | 251085.50 | 1085.50 | 1085.50 | 0.00 | False | -0.03 | | 0.97 | 0.95 | 0.95 | 250000.00 | | | 77341XAL | N | MP |
| 439 | Obra High Grade Structured | 77341RAG | ROCKT 2023-1A D | 01/20/2036 10.60201% | | 77341RAG1 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | CAY | CAYMAN ISLANDS | | | USD | US DOLLAR | 1/20/2036 | | | 102.98 | | | | | | ROCKT 2023-1A D | 01/20/2036 10.60201% | | | | | 5 | 2 | 6 | 5 | N | True | 29818.13 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 281250.00 | 289687.50 | 289192.64 | 289636.71 | 289636.71 | 444.07 | 444.07 | 10.30 | True | 7.66 | | 1.12 | 1.09 | 1.10 | 281250.00 | | N.A. | 77341RAG | N | MP |
| 439 | Obra High Grade Structured | 86771BAA | SUNRN 2024-2A A1 | 07/30/2059 6.250000% | | 86771BAA9 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 7/30/2059 | | | 102.23 | | | | | | SUNRN 2024-2A A1 | 07/30/2059 6.250000% | | | | | 5 | 2 | 6 | 5 | N | True | 12383.55 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 198136.87 | 197228.80 | 197228.80 | 202556.31 | 202556.31 | 5327.51 | 5327.51 | 6.11 | False | 6.10 | | 0.78 | 0.76 | 0.77 | 200000.00 | | | 86771BAA | N | MP |
| 439 | Obra High Grade Structured | 92539GAB | VERUS 2023-3 A2 | 03/25/2068 6.438000% | | 92539GAB7 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 3/1/2068 | | | 102.53 | | | | | | VERUS 2023-3 A2 | 03/25/2068 6.438000% | | | | | 5 | 2 | 6 | 5 | N | True | 4639.82 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 72069.23 | 71832.76 | 71832.76 | 73892.60 | 73892.60 | 2059.84 | 2059.84 | 6.28 | True | 4.76 | | 0.29 | 0.28 | 0.28 | 100000.00 | | | 92539GAB | N | MP |
| 439 | Obra High Grade Structured | 92540MAC | VERUS 2024-3 A3 | 04/25/2069 6.845000% | | 92540MAC9 | | UNGROUPED SECURITIES | | CMO | COLL MORT OBLIGATION | | | | USA | UNITED STATES | | | USD | US DOLLAR | 4/1/2069 | | | 102.62 | | | | | | VERUS 2024-3 A3 | 04/25/2069 6.845000% | | | | | 5 | 2 | 6 | 5 | N | True | 15730.57 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 229811.16 | 229809.15 | 229809.15 | 235839.36 | 235839.36 | 6030.21 | 6030.21 | 6.67 | True | 5.74 | | 0.91 | 0.89 | 0.89 | 250000.00 | | | 92540MAC | N | MP |
| 439 | Obra High Grade Structured | 034943AB | AOMT 2024-4 A2 | 01/25/2069 6.398000% | | 034943AB6 | | UNGROUPED SECURITIES | | MBS | Mortgage Backed | | | | USA | UNITED STATES | | | USD | US DOLLAR | 1/1/2069 | | | 104.32 | | | | | | AOMT 2024-4 A2 | 01/25/2069 6.398000% | | | | | 5 | 2 | 6 | 5 | N | True | 14388.04 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 224883.39 | 224880.59 | 224880.60 | 234603.27 | 234603.27 | 9722.67 | 9722.67 | 6.13 | True | 4.55 | | 0.91 | 0.88 | 0.89 | 250000.00 | | | 034943AB | N | MP |
| 439 | Obra High Grade Structured | 924934AB | VERUS 2023-5 A2 | 06/25/2068 6.759000% | | 924934AB8 | | UNGROUPED SECURITIES | | MBS | Mortgage Backed | | | | USA | UNITED STATES | | | USD | US DOLLAR | 6/1/2068 | | | 103.32 | | | | | | VERUS 2023-5 A2 | 06/25/2068 6.759000% | | | | | 5 | 2 | 6 | 5 | N | True | 33090.37 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 489574.97 | 491891.34 | 491887.26 | 505848.74 | 505848.74 | 13961.48 | 13961.48 | 6.54 | True | 4.76 | | 1.96 | 1.91 | 1.92 | 656650.00 | | | 924934AB | N | MP |
| 439 | Obra High Grade Structured | 92540BAC | VERUS 2023-INV2 A3 | 08/25/2068 7.079000% | | 92540BAC3 | | UNGROUPED SECURITIES | | MBS | Mortgage Backed | | | | USA | UNITED STATES | | | USD | US DOLLAR | 8/1/2068 | | | 104.21 | | | | | | VERUS 2023-INV2 A3 | 08/25/2068 7.079000% | | | | | 5 | 2 | 6 | 5 | N | True | 25720.99 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 363342.13 | 364813.90 | 364811.56 | 378649.74 | 378649.74 | 13838.18 | 13838.18 | 6.79 | True | 4.66 | | 1.46 | 1.43 | 1.43 | 450000.00 | | | 92540BAC | N | MP |
| 439 | Obra High Grade Structured | FGTXX | Goldman Sachs Financ | ial Square Funds - G | | 38141W273 | 1078 | Money Market Fund | | MONEYMKT | MONEY MARKET | | | | USA | UNITED STATES | IL | ILLINOIS | USD | US DOLLAR | 10/1/2024 | | | 100.00 | | | | | | Goldman Sachs Financ | ial Square Funds - G | | | | | 5 | 2 | 6 | 5 | N | True | 55048.51 | | L | N | | | 10/1/2024 | C | | 439;USD | USD | 1134079.49 | 1134079.49 | 1134079.49 | 1134079.49 | 1134079.49 | 0.00 | 0.00 | 4.85 | False | 0.00 | | 4.38 | 4.27 | 4.30 | 0.00 | | | FGTXX | N | AC |
