Old Westbury Credit Income Fund

Fund Profile

Fund profile

Tickers

OWCIX

Fund manager

Old Westbury Funds Inc

Total assets

$2.39 bn

Liabilities

$6.56 mm

Net assets

$2.38 bn

Number of holdings

760.00

Top 200 of 760 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Note/Bond	204.69 mm	205.00 mm principal	8.60	Debt	Long	USA
BlackRock Fund Advisors	187.41 mm	2.06 mm shares	7.88	Common equity	Long	USA
XRT SPDR S&P Retail ETF	85.67 mm	1.12 mm shares	3.60	Common equity	Long	USA
BlackRock Fund Advisors	77.40 mm	833.68 k shares	3.25	Common equity	Long	USA
United States Treasury Note/Bond	59.53 mm	78.50 mm principal	2.50	Debt	Long	USA
United States Treasury Note/Bond	57.15 mm	103.40 mm principal	2.40	Debt	Long	USA
United States Treasury Note/Bond	54.65 mm	82.25 mm principal	2.30	Debt	Long	USA
United States Treasury Note/Bond	50.50 mm	66.00 mm principal	2.12	Debt	Long	USA
MMDA OVERNIGHT SWEEP	47.07 mm	47.07 mm shares	1.98	Short-term investment vehicle	Long	USA
LALT PowerShares Exchange-Traded Fund Trust II	42.03 mm	3.48 mm shares	1.77	Common equity	Long	USA
United States Treasury Note/Bond	40.98 mm	81.56 mm principal	1.72	Debt	Long	USA
United States Treasury Note/Bond	40.40 mm	48.06 mm principal	1.70	Debt	Long	USA
United States Treasury Note/Bond	38.79 mm	52.75 mm principal	1.63	Debt	Long	USA
United States Treasury Note/Bond	38.14 mm	47.35 mm principal	1.60	Debt	Long	USA
United States Treasury Note/Bond	37.92 mm	46.35 mm principal	1.59	Debt	Long	USA
United States Treasury Note/Bond	37.05 mm	42.40 mm principal	1.56	Debt	Long	USA
United States Treasury Note/Bond	36.75 mm	47.55 mm principal	1.54	Debt	Long	USA
United States Treasury Note/Bond	36.26 mm	41.32 mm principal	1.52	Debt	Long	USA
United States Treasury Note/Bond	35.86 mm	47.00 mm principal	1.51	Debt	Long	USA
United States Treasury Note/Bond	35.21 mm	47.30 mm principal	1.48	Debt	Long	USA
Barclays Mortgage Loan Trust 2023-NQM3	18.26 mm	17.96 mm principal	0.77	ABS-mortgage backed security	Long	USA
Barclays Mortgage Loan Trust 2024-NQM3	14.97 mm	14.87 mm principal	0.63	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2023-C	11.20 mm	12.04 mm principal	0.47	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-18	10.33 mm	9.26 mm principal	0.43	ABS-other	Long	USA
Soundview Home Loan Trust 2006-OPT5	9.85 mm	11.86 mm principal	0.41	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2023-A	8.92 mm	9.54 mm principal	0.37	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust 2007-1	8.13 mm	8.52 mm principal	0.34	ABS-other	Long	USA
Barclays Mortgage Trust 2021-NPL1	8.01 mm	8.20 mm principal	0.34	ABS-other	Long	USA
Ajax Mortgage Loan Trust 2022-B	7.98 mm	8.44 mm principal	0.34	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust 2006-FF8	7.87 mm	9.15 mm principal	0.33	ABS-other	Long	USA
Ajax Mortgage Loan Trust 2021-F	7.66 mm	7.75 mm principal	0.32	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2022-A	7.37 mm	7.75 mm principal	0.31	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust Series 2006-RF3	7.35 mm	13.26 mm principal	0.31	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2023-B	6.78 mm	7.00 mm principal	0.28	ABS-other	Long	USA
Ajax Mortgage Loan Trust 2021-D	6.47 mm	6.55 mm principal	0.27	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR6 Trust	5.97 mm	6.00 mm principal	0.25	ABS-other	Long	USA
CBAM 2019-10 Ltd	5.89 mm	17.55 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Residential Mortgage Loan Trust 2022-SFR1	5.88 mm	6.50 mm principal	0.25	ABS-other	Long	USA
Carrington Mortgage Loan Trust Series 2007-FRE1	5.83 mm	7.59 mm principal	0.24	ABS-other	Long	USA
CIT Mortgage Loan Trust 2007-1	5.82 mm	6.00 mm principal	0.24	ABS-other	Long	USA
AMSR 2020-SFR5 Trust	5.81 mm	6.00 mm principal	0.24	ABS-other	Long	USA
Bayview Commercial Asset Trust 2007-6	5.79 mm	6.61 mm principal	0.24	ABS-mortgage backed security	Long	USA
Barclays Mortgage Trust 2022-RPL1	5.71 mm	5.87 mm principal	0.24	ABS-mortgage backed security	Long	USA
Voyager OPTONE Delaware Trust	5.48 mm	24.79 mm principal	0.23	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-22	5.43 mm	6.31 mm principal	0.23	ABS-other	Long	USA
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1	5.36 mm	6.04 mm principal	0.23	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-25	5.32 mm	6.11 mm principal	0.22	ABS-other	Long	USA
Romark WM-R Ltd	5.30 mm	7.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APS Resecuritization Trust 2016-1	5.28 mm	13.97 mm principal	0.22	ABS-mortgage backed security	Long	USA
Argent Mortgage Loan Trust 2005-W1	5.28 mm	6.62 mm principal	0.22	ABS-mortgage backed security	Long	USA
GSAA Home Equity Trust 2007-9	5.14 mm	14.46 mm principal	0.22	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2024-RTL4	5.01 mm	5.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR7 Trust	4.99 mm	5.00 mm principal	0.21	ABS-other	Long	USA
PRET 2024-RN2 LLC	4.98 mm	4.97 mm principal	0.21	ABS-other	Long	USA
PRET 2024-NPL4 LLC	4.96 mm	4.95 mm principal	0.21	ABS-other	Long	USA
Progress Residential 2022-SFR5 Trust	4.96 mm	5.00 mm principal	0.21	ABS-other	Long	USA
Pagaya AI Technology in Housing Trust 2022-1	4.89 mm	5.00 mm principal	0.21	ABS-other	Long	USA
Bear Stearns Asset Backed Securities Trust 2006-SD1	4.85 mm	4.65 mm principal	0.20	ABS-other	Long	USA
PRET 2021-RN4 LLC	4.82 mm	4.84 mm principal	0.20	ABS-other	Long	USA
JPMorgan Chase & Co	4.79 mm	4.81 mm principal	0.20	Debt	Long	USA
New Century Home Equity Loan Trust Series 2005-C	4.78 mm	5.73 mm principal	0.20	ABS-other	Long	USA
GSR Mortgage Loan Trust 2007-OA2	4.76 mm	7.91 mm principal	0.20	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR4 Trust	4.74 mm	4.75 mm principal	0.20	ABS-other	Long	USA
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W5	4.72 mm	4.73 mm principal	0.20	ABS-mortgage backed security	Long	USA
First Frankin Mortgage Loan Trust 2006-FF4	4.66 mm	4.90 mm principal	0.20	ABS-other	Long	USA
New Residential Mortgage Loan Trust 2022-SFR2	4.59 mm	5.00 mm principal	0.19	ABS-other	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1	4.58 mm	2.47 mm principal	0.19	ABS-other	Long	USA
Madison Park Funding XLII Ltd	4.47 mm	12.13 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Residential Mortgage Loan Trust 2022-SFR2	4.42 mm	5.00 mm principal	0.19	ABS-other	Long	USA
Cascade MH Asset Trust 2019-MH1	4.26 mm	4.57 mm principal	0.18	ABS-other	Long	USA
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R3	4.25 mm	5.00 mm principal	0.18	ABS-other	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust	4.24 mm	5.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust Series 2007-FRE1	4.11 mm	4.88 mm principal	0.17	ABS-other	Long	USA
Bayview Commercial Asset Trust 2007-4	4.06 mm	4.27 mm principal	0.17	ABS-mortgage backed security	Long	USA
Tricon Residential 2022-SFR2 Trust	4.05 mm	4.00 mm principal	0.17	ABS-other	Long	USA
ChaseFlex Trust Series 2007-1	4.02 mm	11.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust 2006-FFH1	4.02 mm	4.44 mm principal	0.17	ABS-other	Long	USA
Bayview Financial Revolving Asset Trust 2004-B	4.00 mm	4.98 mm principal	0.17	ABS-mortgage backed security	Long	USA
TVC Mortgage Trust 2023-RTL1	3.99 mm	3.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust 2005-9	3.96 mm	4.47 mm principal	0.17	ABS-other	Long	USA
Seasoned Loans Structured Transaction Trust Series 2020-3	3.93 mm	3.99 mm principal	0.17	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-OA2	3.88 mm	4.63 mm principal	0.16	ABS-mortgage backed security	Long	USA
FirstKey Homes 2022-SFR1 Trust	3.88 mm	4.00 mm principal	0.16	ABS-other	Long	USA
FirstKey Homes 2022-SFR1 Trust	3.86 mm	4.00 mm principal	0.16	ABS-other	Long	USA
NYMT 2024-RR1 Trust	3.85 mm	3.88 mm principal	0.16	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2023-2	3.85 mm	3.81 mm principal	0.16	ABS-mortgage backed security	Long	USA
Banc of America Funding Corp	3.84 mm	4.62 mm principal	0.16	ABS-mortgage backed security	Long	USA
RFMSI Series 2006-SA2 Trust	3.81 mm	5.41 mm principal	0.16	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2022-1	3.74 mm	5.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR1 Trust	3.71 mm	4.00 mm principal	0.16	ABS-other	Long	USA
CSMC 2021-RPL9 Trust	3.66 mm	3.67 mm principal	0.15	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR1 Trust	3.63 mm	4.00 mm principal	0.15	ABS-other	Long	USA
Residential Mortgage Loan Trust 2020-2	3.62 mm	3.75 mm principal	0.15	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-25CB	3.62 mm	6.86 mm principal	0.15	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund I Trust 2020-2	3.57 mm	3.69 mm principal	0.15	ABS-mortgage backed security	Long	USA
GSAMP Trust 2007-HSBC1	3.54 mm	3.57 mm principal	0.15	ABS-other	Long	USA
CIT Mortgage Loan Trust 2007-1	3.54 mm	3.77 mm principal	0.15	ABS-other	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust	3.52 mm	3.97 mm principal	0.15	ABS-mortgage backed security	Long	USA
PRET 2024-NPL2 LLC	3.45 mm	3.44 mm principal	0.14	ABS-other	Long	USA
PRPM 2022-1 LLC	3.44 mm	3.47 mm principal	0.14	ABS-other	Long	USA
Citigroup Mortgage Loan Trust 2022-A	3.43 mm	3.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
VOLT CVI LLC	3.37 mm	3.40 mm principal	0.14	ABS-other	Long	USA
Morgan Stanley Capital I Inc Trust 2006-NC2	3.34 mm	3.57 mm principal	0.14	ABS-other	Long	USA
Legacy Mortgage Asset Trust 2019-SL2	3.32 mm	3.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2021-C	3.32 mm	3.04 mm principal	0.14	ABS-mortgage backed security	Long	USA
COLT 2021-2 Mortgage Loan Trust	3.31 mm	4.65 mm principal	0.14	ABS-mortgage backed security	Long	USA
RASC Series 2005-KS10 Trust	3.30 mm	3.83 mm principal	0.14	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR8 Trust	3.27 mm	3.50 mm principal	0.14	ABS-other	Long	USA
Long Beach Mortgage Loan Trust 2006-2	3.26 mm	4.11 mm principal	0.14	ABS-other	Long	USA
Velocity Commercial Capital Loan Trust 2021-3	3.22 mm	3.99 mm principal	0.14	ABS-mortgage backed security	Long	USA
Home Partners of America 2021-3 Trust	3.22 mm	3.64 mm principal	0.14	ABS-other	Long	USA
RMF Buyout Issuance Trust 2021-HB1	3.22 mm	3.50 mm principal	0.14	ABS-other	Long	USA
Ajax Mortgage Loan Trust 2021-D	3.21 mm	2.98 mm principal	0.13	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust 2006-2	3.19 mm	4.21 mm principal	0.13	ABS-other	Long	USA
Velocity Commercial Capital Loan Trust 2022-1	3.17 mm	4.11 mm principal	0.13	ABS-mortgage backed security	Long	USA
CFMT 2023-H11 LLC	3.17 mm	3.40 mm principal	0.13	ABS-other	Long	USA
Credit Suisse First Boston Mortgage Securities Corp	3.16 mm	5.70 mm principal	0.13	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2019-INV3	3.15 mm	3.34 mm principal	0.13	ABS-mortgage backed security	Long	USA
Bayview Commercial Asset Trust 2007-5	3.14 mm	5.50 mm principal	0.13	ABS-mortgage backed security	Long	USA
CSMC Series 2015-4R	3.14 mm	4.63 mm principal	0.13	ABS-mortgage backed security	Long	USA
Vista Point Securitization Trust 2020-2	3.11 mm	3.30 mm principal	0.13	ABS-mortgage backed security	Long	USA
TRK 2022-INV1 Trust	3.09 mm	4.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
Barclays Mortgage Trust 2021-NPL1	3.09 mm	2.44 mm principal	0.13	ABS-other	Long	USA
PRET 2023-RN2 LLC	3.08 mm	3.06 mm principal	0.13	ABS-other	Long	USA
Velocity Commercial Capital Loan Trust 2023-4	3.08 mm	2.98 mm principal	0.13	ABS-mortgage backed security	Long	USA
MCM 2021-VFN1: NOTE CMO/WHOLE	3.05 mm	3.17 mm principal	0.13	Debt	Long	USA
Structured Asset Investment Loan Trust 2005-HE1	3.04 mm	4.39 mm principal	0.13	ABS-other	Long	USA
J.P. Morgan Mortgage Trust 2021-INV7	3.04 mm	3.66 mm principal	0.13	ABS-mortgage backed security	Long	USA
TVC DSCR_21-1: A	3.02 mm	3.29 mm principal	0.13	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2024-RTL5	3.01 mm	3.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3	3.01 mm	3.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2021-F	3.01 mm	3.16 mm principal	0.13	ABS-mortgage backed security	Long	USA
CSMC 2017-2 Trust	2.96 mm	3.28 mm principal	0.12	ABS-mortgage backed security	Long	USA
Barclays Mortgage Loan Trust 2023-NQM3	2.90 mm	2.86 mm principal	0.12	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-OA4	2.89 mm	9.72 mm principal	0.12	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2007-S2	2.88 mm	5.32 mm principal	0.12	ABS-mortgage backed security	Long	USA
GSMPS Mortgage Loan Trust 2005-RP3	2.88 mm	3.41 mm principal	0.12	ABS-mortgage backed security	Long	USA
TRK 2021-INV1 Trust	2.88 mm	3.75 mm principal	0.12	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2020-R1	2.85 mm	3.32 mm principal	0.12	ABS-mortgage backed security	Long	USA
510 Loan Acquisition Trust 2020-1	2.83 mm	2.84 mm principal	0.12	ABS-other	Long	USA
CHL Mortgage Pass-Through Trust 2007-4	2.82 mm	6.46 mm principal	0.12	ABS-mortgage backed security	Long	USA
RMF Buyout Issuance Trust 2021-HB1	2.75 mm	3.27 mm principal	0.12	ABS-other	Long	USA
Barclays Mortgage Loan Trust 2024-NQM1	2.75 mm	2.74 mm principal	0.12	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2021-E	2.73 mm	4.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
Credit Suisse Mortgage Capital Certificates	2.73 mm	7.02 mm principal	0.11	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-INV1	2.71 mm	2.68 mm principal	0.11	ABS-mortgage backed security	Long	USA
GCAT 2021-NQM7 Trust	2.70 mm	3.44 mm principal	0.11	ABS-mortgage backed security	Long	USA
Deephaven Residential Mortgage Trust 2022-1	2.69 mm	3.31 mm principal	0.11	ABS-mortgage backed security	Long	USA
PRPM 2020-4 LLC	2.69 mm	2.69 mm principal	0.11	ABS-mortgage backed security	Long	USA
Home Partners of America 2021-2 Trust	2.68 mm	2.88 mm principal	0.11	ABS-other	Long	USA
FirstKey Homes 2020-SFR2 Trust	2.64 mm	2.71 mm principal	0.11	ABS-other	Long	USA
Ajax Mortgage Loan Trust 2022-A	2.63 mm	3.45 mm principal	0.11	ABS-mortgage backed security	Long	USA
CSMC 2021-JR1 Trust	2.61 mm	3.57 mm principal	0.11	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR10 Trust	2.60 mm	2.81 mm principal	0.11	ABS-other	Long	USA
CHL Mortgage Pass-Through Trust 2005-J2	2.59 mm	4.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
Countrywide Asset-Backed Certificates	2.56 mm	2.96 mm principal	0.11	ABS-other	Long	USA
Wells Fargo & Co	2.56 mm	122.10 k shares	0.11	Preferred equity	Long	USA
Alternative Loan Trust 2005-42CB	2.56 mm	4.42 mm principal	0.11	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust	2.55 mm	3.33 mm principal	0.11	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-OA14	2.54 mm	3.16 mm principal	0.11	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-HE10	2.53 mm	2.59 mm principal	0.11	ABS-mortgage backed security	Long	USA
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2	2.52 mm	3.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
MCM 2021-VFN1: CERT CMO/WHOLE	2.51 mm	3.86 mm principal	0.11	Debt	Long	USA
Homeward Opportunities Fund Trust 2022-1	2.49 mm	2.51 mm principal	0.10	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2023-C	2.48 mm	3.49 mm principal	0.10	ABS-mortgage backed security	Long	USA
ACRA Trust 2024-NQM1	2.46 mm	2.50 mm principal	0.10	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2021-INV5	2.46 mm	89.63 mm principal	0.10	ABS-mortgage backed security	Long	USA
Yale Mortgage Loan Trust 2007-1	2.46 mm	7.88 mm principal	0.10	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-12	2.45 mm	2.51 mm principal	0.10	ABS-other	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-BR1	2.45 mm	5.70 mm principal	0.10	ABS-other	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2007-NC1	2.44 mm	5.65 mm principal	0.10	ABS-other	Long	USA
FirstKey Homes 2022-SFR2 Trust	2.44 mm	2.55 mm principal	0.10	ABS-other	Long	USA
PRET 2024-NPL1 LLC	2.44 mm	2.43 mm principal	0.10	ABS-other	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-HE1	2.44 mm	2.62 mm principal	0.10	ABS-mortgage backed security	Long	USA
Popular ABS Mortgage Pass-Through Trust 2005-3	2.41 mm	2.96 mm principal	0.10	ABS-other	Long	USA
TRS LUMSTRUU INDEX	2.40 mm	1.00 contracts	0.10	Interest rate derivative	N/A	USA
Home Equity Asset Trust 2007-1	2.39 mm	3.03 mm principal	0.10	ABS-mortgage backed security	Long	USA
GSMPS Mortgage Loan Trust 2004-4	2.39 mm	2.69 mm principal	0.10	ABS-mortgage backed security	Long	USA
Morgan Stanley Re-REMIC Trust 2010-R5	2.38 mm	2.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
Western Alliance Bank	2.38 mm	2.30 mm principal	0.10	ABS-mortgage backed security	Long	USA
Residential Mortgage Loan Trust 2021-1R	2.38 mm	2.81 mm principal	0.10	ABS-mortgage backed security	Long	USA
CSMC 2021-NQM2	2.38 mm	3.29 mm principal	0.10	ABS-mortgage backed security	Long	USA
Pagaya AI Technology in Housing Trust 2023-1	2.36 mm	3.00 mm principal	0.10	ABS-other	Long	USA
Verus Securitization Trust 2021-1	2.35 mm	3.16 mm principal	0.10	ABS-mortgage backed security	Long	USA
GSAA Home Equity Trust 2006-5	2.33 mm	7.93 mm principal	0.10	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-4	2.33 mm	3.13 mm principal	0.10	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR11 Trust	2.27 mm	2.50 mm principal	0.10	ABS-other	Long	USA
BRAVO Residential Funding Trust 2021-NQM2	2.26 mm	2.50 mm principal	0.09	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2022-4	2.25 mm	2.28 mm principal	0.09	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2007-AHL3	2.24 mm	3.24 mm principal	0.09	ABS-other	Long	USA
GSMSC Resecuritization Trust 2015-5R	2.23 mm	3.87 mm principal	0.09	ABS-mortgage backed security	Long	USA
GSMPS Mortgage Loan Trust 2005-RP1	2.18 mm	2.56 mm principal	0.09	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR9 Trust	2.16 mm	2.40 mm principal	0.09	ABS-other	Long	USA
IndyMac INDX Mortgage Loan Trust 2007-FLX5	2.15 mm	2.42 mm principal	0.09	ABS-mortgage backed security	Long	USA
Barclays Mortgage Loan Trust 2024-NQM3	2.15 mm	2.58 mm principal	0.09	ABS-mortgage backed security	Long	USA
Spruce Hill Mortgage Loan Trust 2020-SH1	2.14 mm	2.42 mm principal	0.09	ABS-mortgage backed security	Long	USA
CFMT 2024-HB13 LLC	2.12 mm	2.50 mm principal	0.09	ABS-other	Long	USA
Morgan Stanley Resecuritization Trust 2013-R7	2.11 mm	2.28 mm principal	0.09	ABS-mortgage backed security	Long	USA
Cedar Funding VII Clo Ltd	2.10 mm	9.92 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Mortgage Loan Trust 2024-NQM3	2.06 mm	2.05 mm principal	0.09	ABS-mortgage backed security	Long	USA