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For qualified investors in Chile

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of February 2, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 210,506,500 $215,484,979 $215,484,979 14.89 $215,484,979
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 136,700,000 $118,115,225 $118,115,225 8.15 $118,115,225
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $70,385,869 $70,385,869 4.86 $70,134,177
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 60,613,000 $62,773,853 $62,773,853 4.33 $62,773,853
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 54,836,236 $54,717,735 $54,717,735 3.77 $54,717,735
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - 30,738,000 $31,134,520 $31,134,520 2.14 $31,134,520
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - 25,576,819 $23,597,557 $23,597,557 1.62 $23,597,557
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - 21,729,299 $21,235,196 $21,235,196 1.46 $21,235,196
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 20,526,620 $18,149,453 $18,149,453 1.24 $18,149,453
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,865,965 $16,865,965 1.17 $16,845,984
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,143,862 $15,143,862 1.05 $15,063,623
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,836,721 $12,836,721 0.89 $12,781,464
Orion CLO 2023-1 A1R 4.88802% 25-OCT-2038, 4.89%, 10/25/38 ANTOR 2023-1A 68626CAJ3 - - 12,500,000 $12,558,424 $12,558,424 0.87 $12,544,846
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,262,690 $12,370,773 $12,370,773 0.86 $12,357,700
ALA Trust 2025-OANA A 5.42363% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,186,492 $12,186,492 0.84 $12,151,989
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,117,377 $12,117,377 0.84 $12,044,400
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,515,981 $11,557,275 $11,557,275 0.80 $11,498,630
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,079,472 $11,079,472 0.77 $11,049,270
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,808,476 $10,808,476 0.75 $10,791,115
BX Commercial Mortgage Trust 2024-XL4 A 5.12222% 15-FEB-2039, 5.12%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,642,313 $10,642,313 0.74 $10,613,619
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,236,485 $10,433,181 $10,433,181 0.72 $10,382,590
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,286,058 $10,286,058 0.71 $10,253,648
ARES LV CLO FLTG 2039, 5.19%, 01/15/39 ARES 2025-78A 03990NAC9 - - 10,000,000 $10,085,485 $10,085,485 0.70 $10,017,767
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,063,029 $10,063,029 0.70 $10,008,501
BX Trust 2025-VLT7 E 7.43019% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,972,544 $9,972,544 0.69 $9,933,462
BX Trust 2024-FNX A 5.12249% 15-NOV-2041, 5.12%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,925,069 $9,925,069 0.69 $9,898,323
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,722,114 $8,817,340 $8,817,340 0.61 $8,773,916
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,731,507 $8,731,507 0.60 $8,702,900
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 8,723,764 $8,692,681 $8,692,681 0.60 $8,692,681
Regatta XXIV Funding Ltd., 5.15%, 01/25/39 REG26 2023-2A 75900QAQ8 - - 8,300,000 $8,325,884 $8,325,884 0.58 $8,316,389
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,323,503 $8,323,503 0.58 $8,307,513
CBAMR 2018-8 Ltd., 5.21%, 03/20/38 CBAMR 2019-11RA 14988AAC8 - - 8,000,000 $8,086,901 $8,086,901 0.56 $8,016,214
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,036,882 $8,036,882 0.56 $8,016,582
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,986,592 $7,986,592 0.55 $7,974,092
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,574,727 $7,574,727 0.52 $7,553,727
Extended Stay America Trust 2025-ESH B 5.28019% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,555,927 $7,555,927 0.52 $7,535,026
HILT 2025-NVIL A 5.42319% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,443,043 $7,443,043 0.51 $7,421,863
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,194,062 $7,194,062 0.50 $7,157,732
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,178,612 $7,178,612 0.50 $7,144,036
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,880,614 $6,880,614 0.48 $6,848,290
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 6,705,500 $6,755,289 $6,755,289 0.47 $6,710,586
RAD CLO 31 FLTG 2039 A1B, 5.13%, 04/17/39 RAD 2025-31A 74939NAC4 - - 6,600,000 $6,655,653 $6,655,653 0.46 $6,611,476
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,526,627 $6,526,627 0.45 $6,510,244
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,479,907 $6,479,907 0.45 $6,466,007
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98019% 15-MAR-2042, 4.98%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,460,399 $6,460,399 0.45 $6,443,448
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,437,733 $6,437,733 0.44 $6,429,931
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,404,711 $6,404,711 0.44 $6,386,641
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,278,532 $6,278,532 0.43 $6,254,986
SMRT Commercial Mortgage Trust 2022-MINI D 5.63019% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,260,778 $6,260,778 0.43 $6,242,204
BLP Commercial Mortgage Trust 2024-IND2 A 5.02234% 15-MAR-2041, 5.02%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,258,249 $6,258,249 0.43 $6,241,719
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,011,321 $6,212,545 $6,212,545 0.43 $6,204,481
BX Trust 2025-TAIL D 6.13019% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,026,985 $6,026,985 0.42 $6,007,573
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 6,000,000 $5,997,830 $5,997,830 0.41 $5,995,050
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $5,984,255 $5,984,255 0.41 $5,973,920
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,057,721 $5,951,141 $5,951,141 0.41 $5,929,603
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,921,292 $5,921,292 0.41 $5,874,882
BX Trust 2024-CNYN D 6.37028% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,820,737 $5,820,737 0.40 $5,801,339
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,825,474 $5,779,352 $5,779,352 0.40 $5,757,863
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,757,501 $5,757,501 0.40 $5,655,688
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,584,483 $5,600,204 $5,600,204 0.39 $5,594,251
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,552,061 $5,552,061 0.38 $5,526,101
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,525,549 $5,525,549 0.38 $5,518,880
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.19728% 25-MAY-2045, 5.20%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,520,412 $5,520,412 0.38 $5,514,047
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,410,194 $5,410,194 0.37 $5,394,036
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34728% 25-DEC-2041, 5.35%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,371,832 $5,371,832 0.37 $5,365,497
Sotheby's Artfi Master Trust|5.54|06/20/2033, 5.54%, 06/20/33 ARTFI 2026-1A 83589DAE6 - - 5,339,000 $5,340,069 $5,340,069 0.37 $5,339,248
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49728% 25-NOV-2041, 11.50%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 5,076,923 $5,338,289 $5,338,289 0.37 $5,325,318
SWCH Commercial Mortgage Trust 2025-DATA E 7.02041% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,333,186 $5,333,186 0.37 $5,313,400
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,222,208 $5,307,108 $5,307,108 0.37 $5,299,512
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,201,845 $5,201,845 0.36 $5,193,294
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.20%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,199,512 $5,199,512 0.36 $5,193,543
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,187,356 $5,187,356 0.36 $5,154,654
Extended Stay America Trust 2026-ESH2 D 5.92% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,180,580 $5,180,580 0.36 $5,180,580
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19728% 25-FEB-2042, 12.20%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,176,288 $5,176,288 0.36 $5,163,209
Great Wolf Trust 2024-WOLF D 6.57019% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,141,147 $5,141,147 0.36 $5,123,452
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,062,147 $5,062,147 0.35 $5,030,721
GOLDENTREE LOAN MANAGEM US 1 FLTG, 5.14%, 01/20/39 GLM 2025-27A 38140AAE8 - - 5,000,000 $5,051,077 $5,051,077 0.35 $5,007,535
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,036,438 $5,036,438 0.35 $4,960,264
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,025,042 $5,025,042 0.35 $5,014,604
BX Trust 2025-DIME E 6.68019% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,011,383 $5,011,383 0.35 $4,993,754
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,006,778 $5,006,778 0.35 $4,994,053
UPG HI Issuer Trust|4.55|02/15/2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,000,209 $5,000,209 0.35 $4,999,577
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 5,000,000 $4,978,778 $4,978,778 0.34 $4,972,080
COOPR Residential Mortgage Trust 2026-CES1|5.358|01/01/2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $4,976,517 $4,976,517 0.34 $4,952,951
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,971,478 $4,971,478 0.34 $4,965,082
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,946,299 $4,964,386 $4,964,386 0.34 $4,940,270
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,962,770 $4,962,770 0.34 $4,948,709
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 5,353,181 $4,933,406 $4,933,406 0.34 $4,933,406
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,914,085 $4,914,085 0.34 $4,890,947
SCG Commercial Mortgage Trust 2025-DLFN E 6.63019% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,908,908 $4,908,908 0.34 $4,891,747
QTS Issuer ABS II LLC|6.729|01/05/2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 4,858,000 $4,908,470 $4,908,470 0.34 $4,902,114
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,871,264 $4,881,215 $4,881,215 0.34 $4,867,795
BX Commercial Mortgage Trust 2024-MF D 6.37001% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,857,137 $4,857,137 0.34 $4,840,913
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,761,923 $4,811,457 $4,811,457 0.33 $4,806,274
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,675,601 $4,766,712 $4,766,712 0.33 $4,742,561
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 4,722,485 $4,759,360 $4,759,360 0.33 $4,727,877
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,718,877 $4,718,877 0.33 $4,699,677
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,692,219 $4,711,418 $4,711,418 0.33 $4,704,779
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,658,828 $4,691,585 $4,691,585 0.32 $4,671,012
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,689,816 $4,689,816 0.32 $4,634,043
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,596,164 $4,596,164 0.32 $4,563,928
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 68237DAB9 - - 4,500,000 $4,551,998 $4,551,998 0.31 $4,540,958
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,559,056 $4,537,396 $4,537,396 0.31 $4,531,293
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,530,708 $4,530,708 0.31 $4,524,709
NRTH Commercial Mortgage Trust 2025-PARK B 5.32311% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,523,860 $4,523,860 0.31 $4,511,218
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 5,113,380 $4,518,029 $4,518,029 0.31 $4,518,029
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,342,469 $4,478,549 $4,478,549 0.31 $4,472,482
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 35564KPP8 - - 4,263,254 $4,462,969 $4,462,969 0.31 $4,452,835
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - - 4,500,000 $4,453,305 $4,453,305 0.31 $4,446,059
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,438,655 $4,435,554 $4,435,554 0.31 $4,421,874
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,370,921 $4,389,870 $4,389,870 0.30 $4,367,437
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 4,333,000 $4,369,712 $4,369,712 0.30 $4,355,998
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,355,679 $4,355,679 0.30 $4,326,257
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31862% 15-MAY-2041, 7.32%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,349,795 $4,349,795 0.30 $4,333,100
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.35%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,347,364 $4,347,364 0.30 $4,341,694
Sotheby's ArtFi Master Trust, Series 2024-1 C 6.83% 20-DEC-2031, 6.83%, 12/22/31 ARTFI 2024-1A 83589CAD0 - - 4,250,000 $4,295,480 $4,295,480 0.30 $4,260,809
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,229,431 $4,275,605 $4,275,605 0.30 $4,268,651
COMM 2024-WCL1 Mortgage Trust D 6.97% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,269,501 $4,269,501 0.30 $4,253,869
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,264,284 $4,264,284 0.29 $4,242,891
MTN Commercial Mortgage Trust 2022-LPFL A 5.0869% 15-MAR-2039, 5.09%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,249,926 $4,249,926 0.29 $4,238,543
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,239,696 $4,239,696 0.29 $4,220,435
BX Trust 2024-VLT4 E 6.569594% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,156,778 $4,156,778 0.29 $4,142,399
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,787,629 $4,134,430 $4,134,430 0.29 $3,900,635
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,134,203 $4,134,203 0.29 $4,123,175
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.80%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,062,628 $4,073,762 $4,073,762 0.28 $4,069,431
United Auto Credit Securitization Trust|5.65|07/10/2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - - 4,067,000 $4,066,720 $4,066,720 0.28 $4,066,082
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 4,150,701 $4,051,591 $4,051,591 0.28 $4,051,591
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,045,588 $4,050,961 $4,050,961 0.28 $4,044,842
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,039,018 $4,039,018 0.28 $4,031,351
BLP Trust 2025-IND2 D 6.33019% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,023,148 $4,023,148 0.28 $4,009,784
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,016,232 $4,016,232 0.28 $4,005,772
BX Trust 2024-BRBK A 6.55983% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,014,939 $4,014,939 0.28 $4,001,124
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,959,649 $3,988,395 $3,988,395 0.28 $3,969,963
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,934,011 $3,970,811 $3,970,811 0.27 $3,951,694
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,869,426 $3,933,952 $3,933,952 0.27 $3,914,392
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,785,343 $3,785,343 0.26 $3,780,530
FREMF 2023-K511 Mortgage Trust C 5.634355% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,782,977 $3,782,977 0.26 $3,762,944
BMP Commercial Mortgage Trust 2024-MF23 D 6.07068% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,771,879 $3,771,879 0.26 $3,759,864
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,690,477 $3,752,878 $3,752,878 0.26 $3,734,330
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,731,116 $3,742,150 $3,742,150 0.26 $3,725,578
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,733,576 $3,733,576 0.26 $3,728,266
Extended Stay America Trust 2025-ESH E 7.03019% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,722,270 $3,722,270 0.26 $3,708,634
Extended Stay America Trust 2025-ESH D 6.28019% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,718,390 $3,718,390 0.26 $3,706,209
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,629,283 $3,629,283 0.25 $3,625,091
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,576,960 $3,597,909 $3,597,909 0.25 $3,582,119
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,594,000 $3,594,000 $3,594,000 0.25 $3,594,000
DROP Mortgage Trust 2021-FILE A 4.945% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,586,795 $3,586,795 0.25 $3,577,270
BX Commercial Mortgage Trust 2024-XL5 D 6.36999% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,585,660 $3,585,660 0.25 $3,573,658
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,534,463 $3,577,723 $3,577,723 0.25 $3,558,813
SCG Trust 2025-SNIP D 6.28019% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,536,746 $3,536,746 0.24 $3,525,145
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,458,408 $3,484,088 $3,484,088 0.24 $3,467,180
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,555,182 $3,480,712 $3,480,712 0.24 $3,473,535
BX Trust 2025-LUNR D 6.18019% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,417,727 $3,438,462 $3,438,462 0.24 $3,427,315
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.80%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,428,934 $3,428,934 0.24 $3,418,394
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,405,838 $3,405,838 0.24 $3,390,050
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,397,458 $3,397,458 0.23 $3,391,000
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,321,752 $3,346,518 $3,346,518 0.23 $3,331,401
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,307,861 $3,340,667 $3,340,667 0.23 $3,325,545
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,357,105 $3,322,308 $3,322,308 0.23 $3,314,077
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49728% 25-JUL-2048, 5.50%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,293,267 $3,297,277 $3,297,277 0.23 $3,293,254
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,230,760 $3,230,760 0.22 $3,224,062
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,225,841 $3,225,841 0.22 $3,221,508
GS Mortgage-Backed Securities Trust 2026-CES1|5.771|05/25/2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - - 3,200,000 $3,217,863 $3,217,863 0.22 $3,201,447
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,217,447 $3,217,447 0.22 $3,211,161
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,210,039 $3,210,039 0.22 $3,172,704
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,203,112 $3,203,112 0.22 $3,188,568
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,191,367 $3,191,367 0.22 $3,187,484
Amur Equipment Finance Receivables XV, Series 2025-1 D 5.68% 20-AUG-2032, 5.68%, 08/20/32 AXIS 2025-1A 03237FAE5 - - 3,129,000 $3,181,334 $3,181,334 0.22 $3,174,917
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,064,104 $3,181,308 $3,181,308 0.22 $3,162,060
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,171,071 $3,171,071 0.22 $3,159,366
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,148,612 $3,148,612 0.22 $3,144,375
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,121,451 $3,121,451 0.22 $3,108,966
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,737,500 $3,105,933 $3,105,933 0.21 $3,102,760
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,093,073 $3,093,073 0.21 $3,070,000
BX Trust 2024-BIO C 6.32019% 15-FEB-2041, 6.32%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,091,354 $3,091,354 0.21 $3,080,991
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,047,608 $3,089,305 $3,089,305 0.21 $3,073,909
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,057,619 $3,074,395 $3,074,395 0.21 $3,056,813
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,068,372 $3,068,372 0.21 $3,063,711
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $3,053,446 $3,053,446 0.21 $3,049,633
Connecticut Avenue Securities, Series 2021-R01 1B1 6.79728% 25-OCT-2041, 6.80%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,049,366 $3,049,366 0.21 $3,044,834
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,038,465 $3,038,465 0.21 $3,023,929
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,019,320 $3,019,320 0.21 $3,005,501
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,011,931 $3,011,931 0.21 $2,997,472
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,993,598 $3,001,303 $3,001,303 0.21 $2,998,079
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,993,668 $2,993,668 0.21 $2,974,216
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,983,886 $2,983,886 0.21 $2,980,309
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,942,167 $2,983,308 $2,983,308 0.21 $2,979,699
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,967,484 $2,967,484 0.21 $2,958,108
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,951,185 $2,958,034 $2,958,034 0.20 $2,944,274
A&D Mortgage Trust 2026-NQM1|5.114|02/25/2071, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,900,000 $2,913,557 $2,913,557 0.20 $2,900,374
SCG Commercial Mortgage Trust 2025-FLWR E 6.43019% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,890,036 $2,890,036 0.20 $2,880,306
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,887,102 $2,887,102 0.20 $2,879,391
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,832,852 $2,879,699 $2,879,699 0.20 $2,868,704
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,878,876 $2,878,876 0.20 $2,863,952
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,868,556 $2,868,556 0.20 $2,835,661
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,856,313 $2,856,313 0.20 $2,845,729
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - - 2,854,000 $2,846,125 $2,846,125 0.20 $2,838,005
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,803,256 $2,803,256 0.19 $2,787,508
Great Wolf Trust 2024-WOLF G 9.11619% 15-MAR-2039, 9.12%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,769,960 $2,769,960 0.19 $2,756,729
BX Trust 2025-ROIC E 6.62148% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,738,625 $2,739,406 $2,739,406 0.19 $2,729,836
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,706,610 $2,706,610 0.19 $2,697,971
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 $2,692,078 $2,692,078 0.19 $2,687,854
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,684,088 $2,684,088 0.19 $2,676,264
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69728% 25-OCT-2041, 9.70%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 2,590,000 $2,676,472 $2,676,472 0.19 $2,670,891
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,669,521 $2,669,521 0.18 $2,666,423
MHC Commercial Mortgage Trust 2021-MHC F 6.396442% 15-APR-2038, 6.40%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,668,986 $2,668,986 0.18 $2,660,007
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,621,401 $2,651,486 $2,651,486 0.18 $2,638,695
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,687,534 $2,631,302 $2,631,302 0.18 $2,629,212
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,616,339 $2,629,942 $2,629,942 0.18 $2,626,863
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,584,426 $2,628,285 $2,628,285 0.18 $2,614,984
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,695,114 $2,623,493 $2,623,493 0.18 $2,621,397
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,591,069 $2,623,452 $2,623,452 0.18 $2,610,547
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,620,483 $2,620,483 0.18 $2,613,106
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,593,446 $2,593,446 0.18 $2,583,971
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,529,553 $2,578,430 $2,578,430 0.18 $2,574,928
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 2,516,000 $2,575,897 $2,575,897 0.18 $2,556,478
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,566,303 $2,566,303 0.18 $2,561,707
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,485,503 $2,560,531 $2,560,531 0.18 $2,547,891
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,552,911 $2,552,911 0.18 $2,547,215
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,545,726 $2,545,726 0.18 $2,538,488
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,541,218 $2,541,218 0.18 $2,534,468
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 2,500,000 $2,539,457 $2,539,457 0.18 $2,532,080
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,535,237 $2,535,237 0.18 $2,520,940
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,524,435 $2,524,435 0.17 $2,508,583
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,537,278 $2,518,823 $2,518,823 0.17 $2,514,260
Sandstone Peak III C 6.31802% 25-APR-2037, 6.32%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,516,295 $2,516,295 0.17 $2,512,785
MTN Commercial Mortgage Trust 2022-LPFL B 5.5856% 15-MAR-2039, 5.59%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,510,336 $2,510,336 0.17 $2,502,966
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,509,991 $2,509,991 0.17 $2,507,585
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,509,654 $2,509,654 0.17 $2,504,348
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,464,000 $2,509,175 $2,509,175 0.17 $2,495,545
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,502,305 $2,502,305 0.17 $2,493,804
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,486,000 $2,500,012 $2,500,012 0.17 $2,489,157
280 Park Avenue 2017-280P Mortgage Trust B 5.053% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,498,166 $2,498,166 0.17 $2,491,499
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79728% 25-JAN-2042, 10.80%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,479,833 $2,479,833 0.17 $2,474,194
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,472,717 $2,472,717 0.17 $2,470,157
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,462,256 $2,462,256 0.17 $2,457,407
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,441,843 $2,441,843 0.17 $2,430,942
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,414,937 $2,429,452 $2,429,452 0.17 $2,426,704
Westlake Automobile Receivables Trust Series 2025-P1 D 5.59% 15-JUL-2032, 5.59%, 07/15/32 WLAKE 2025-P1 96043LAG5 - - 2,379,000 $2,429,361 $2,429,361 0.17 $2,422,712
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,411,567 $2,419,013 $2,419,013 0.17 $2,407,987
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,404,472 $2,404,472 0.17 $2,390,441
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 2,373,000 $2,403,451 $2,403,451 0.17 $2,394,967
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,432,301 $2,392,133 $2,392,133 0.17 $2,383,161
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,384,323 $2,384,323 0.16 $2,382,953
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,364,349 $2,364,349 0.16 $2,356,431
ALA Trust 2025-OANA D 6.77172% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,357,734 $2,357,734 0.16 $2,349,396
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.953% 20-MAR-2033, 5.95%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,344,525 $2,347,903 $2,347,903 0.16 $2,342,475
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4132% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,339,795 $2,339,795 0.16 $2,331,896
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,322,657 $2,331,532 $2,331,532 0.16 $2,320,967
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,317,026 $2,317,026 0.16 $2,313,423
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,293,115 $2,309,718 $2,309,718 0.16 $2,299,204
United Auto Credit Securitization Trust|5.06|06/10/2031, 5.06%, 06/10/31 UACST 2026-1 90945FAC9 - - 2,305,000 $2,304,937 $2,304,937 0.16 $2,304,613
Connecticut Avenue Securities, Series 2021-R03 1B1 6.44728% 25-DEC-2041, 6.45%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,289,150 $2,289,150 0.16 $2,285,927
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,235,702 $2,265,787 $2,265,787 0.16 $2,255,354
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,246,671 $2,265,466 $2,265,466 0.16 $2,254,983
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,259,389 $2,259,389 0.16 $2,251,964
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,254,494 $2,254,494 0.16 $2,247,462
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,229,751 $2,232,041 $2,232,041 0.15 $2,221,699
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.83555% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,219,588 $2,219,588 0.15 $2,217,754
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,024,099 $2,205,299 $2,205,299 0.15 $2,199,363
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,202,429 $2,202,429 0.15 $2,196,555
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.57%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,177,455 $2,177,455 0.15 $2,171,087
CONE Trust 2024-DFW1 A 5.32192% 15-AUG-2041, 5.32%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,172,754 $2,172,754 0.15 $2,166,673
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,201,997 $2,161,566 $2,161,566 0.15 $2,153,541
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,122,874 $2,159,761 $2,159,761 0.15 $2,148,671
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 2,210,000 $2,153,892 $2,153,892 0.15 $2,145,731
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,174,633 $2,123,209 $2,123,209 0.15 $2,116,926
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,103,860 $2,103,860 0.15 $2,097,325
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,126,788 $2,091,404 $2,091,404 0.14 $2,089,749
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,013,717 $2,040,573 $2,040,573 0.14 $2,037,442
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,035,333 $2,035,333 0.14 $2,028,253
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,032,836 $2,032,836 0.14 $2,026,846
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.04728% 25-SEP-2041, 7.05%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,032,782 $2,032,782 0.14 $2,029,572
PRPM 2026-RCF1 Trust|5.305|01/25/2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,022,612 $2,022,612 0.14 $2,004,339
PRPM 2026-RCF1 Trust|5.206|01/25/2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,022,345 $2,022,345 0.14 $2,004,413
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,019,169 $2,019,169 0.14 $2,009,463
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18019% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,016,507 $2,016,507 0.14 $2,009,984
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,009,657 $2,009,657 0.14 $1,998,877
SMRT Commercial Mortgage Trust 2022-MINI F 7.03019% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,007,202 $2,007,202 0.14 $1,999,688
Kinetic ABS Issuer LLC|5.219|02/25/2056, 5.22%, 02/25/56 UNITK 2026-1A 49459AAA8 - - 2,000,000 $2,003,613 $2,003,613 0.14 $2,002,743
Corporate One Auto Receivables Trust 2026-1 D 5.48% 15-JUL-2034, 5.48%, 07/15/34 COART 2026-1A 22004UAG8 - - 2,000,000 $1,998,195 $1,998,195 0.14 $1,994,542
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 1,858,000 $1,980,961 $1,980,961 0.14 $1,940,962
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,942,130 $1,949,522 $1,949,522 0.13 $1,944,433
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,925,969 $1,948,121 $1,948,121 0.13 $1,939,253
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,941,176 $1,941,176 0.13 $1,934,746
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,929,155 $1,929,155 0.13 $1,923,159
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,927,801 $1,927,801 0.13 $1,920,359
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,904,154 $1,904,154 0.13 $1,901,788
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,880,788 $1,880,788 0.13 $1,874,871
BX Trust 2024-BRBK B 7.60679% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,866,662 $1,866,662 0.13 $1,859,238
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,802,912 $1,819,865 $1,819,865 0.13 $1,810,716
Exeter Select Automobile Receivables Trust 2025-3 D 5.54% 15-MAY-2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - - 1,800,000 $1,818,504 $1,818,504 0.13 $1,813,518
Corporate One Auto Receivables Trust 2026-1 C 4.84% 15-APR-2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - - 1,820,000 $1,818,112 $1,818,112 0.13 $1,815,175
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,818,035 $1,818,035 0.13 $1,815,895
BXHPP Trust 2021-FILM C 4.895% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,809,504 $1,809,504 0.13 $1,804,467
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,809,494 $1,809,494 0.13 $1,802,676
Lendbuzz Securitization Trust 2026-1|4.68|07/15/2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,789,267 $1,789,267 0.12 $1,788,570
Extended Stay America Trust 2025-ESH F 7.78019% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,775,038 $1,775,038 0.12 $1,767,852
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,772,090 $1,772,090 0.12 $1,767,417
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,745,982 $1,767,779 $1,767,779 0.12 $1,757,531
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,760,201 $1,760,201 0.12 $1,755,730
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,757,685 $1,757,685 0.12 $1,746,677
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,673,278 $1,750,109 $1,750,109 0.12 $1,747,409
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,747,026 $1,747,026 0.12 $1,745,182
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,743,726 $1,743,726 0.12 $1,724,447
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,706,276 $1,733,730 $1,733,730 0.12 $1,724,982
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,703,384 $1,732,681 $1,732,681 0.12 $1,724,036
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,703,384 $1,725,340 $1,725,340 0.12 $1,716,391
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,724,271 $1,724,271 0.12 $1,720,565
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,719,788 $1,719,788 0.12 $1,717,665
COOPR Residential Mortgage Trust 2026-CES1|5.707|01/01/2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,712,640 $1,712,640 0.12 $1,704,016
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,707,784 $1,707,784 0.12 $1,703,953
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 1,640,000 $1,661,786 $1,661,786 0.11 $1,650,471
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,659,037 $1,659,037 0.11 $1,654,177
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,648,268 $1,656,312 $1,656,312 0.11 $1,650,431
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - 1,738,000 $1,655,422 $1,655,422 0.11 $1,655,422
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04728% 25-DEC-2041, 6.05%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,622,586 $1,622,586 0.11 $1,620,436
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,621,581 $1,621,581 0.11 $1,615,298
BX Commercial Mortgage Trust 2024-WPT D 6.36989% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,312 $1,585,312 0.11 $1,580,000
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,571,125 $1,574,424 $1,574,424 0.11 $1,563,251
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,572,551 $1,572,077 $1,572,077 0.11 $1,570,329
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,559,581 $1,559,581 0.11 $1,554,604
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,554,650 $1,554,650 0.11 $1,551,633
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,534,591 $1,534,591 0.11 $1,529,608
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - - 1,500,000 $1,531,199 $1,531,199 0.11 $1,526,046
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,485,000 $1,528,106 $1,528,106 0.11 $1,509,162
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,527,655 $1,527,655 0.11 $1,523,935
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,520,315 $1,520,315 0.11 $1,515,549
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,519,028 $1,519,028 0.11 $1,509,647
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,509,123 $1,514,189 $1,514,189 0.10 $1,507,696
JW Commercial Mortgage Trust 2024-MRCO C 6.07024% 15-JUN-2039, 6.07%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,508,413 $1,508,413 0.10 $1,503,608
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.303% 20-OCT-2032, 6.30%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,499,312 $1,508,235 $1,508,235 0.10 $1,504,560
Gracie Point International Funding, Series 2025-1 C 6.73385% 15-AUG-2028, 6.77%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,507,635 $1,507,635 0.10 $1,502,272
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,500,000 $1,507,368 $1,507,368 0.10 $1,500,659
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,505,920 $1,505,920 0.10 $1,500,910
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,504,910 $1,504,910 0.10 $1,497,817
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - - 1,500,000 $1,500,568 $1,500,568 0.10 $1,495,863
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 1,479,063 $1,494,537 $1,494,537 0.10 $1,492,306
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,458,765 $1,477,234 $1,477,234 0.10 $1,469,920
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,471,328 $1,471,328 0.10 $1,471,328
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,453,059 $1,466,768 $1,466,768 0.10 $1,460,120
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,423,520 $1,423,520 0.10 $1,421,620
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,418,694 $1,418,694 0.10 $1,416,089
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,413,000 $1,415,054 $1,415,054 0.10 $1,414,058
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,395,594 $1,412,804 $1,412,804 0.10 $1,405,847
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,394,322 $1,394,322 0.10 $1,390,614
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,378,713 $1,378,713 0.10 $1,378,698
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.853% 20-MAY-2032, 6.85%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,354,737 $1,368,750 $1,368,750 0.09 $1,365,139
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,356,312 $1,353,948 $1,353,948 0.09 $1,349,834
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,325,419 $1,339,803 $1,339,803 0.09 $1,333,349
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,574,021 $1,324,408 $1,324,408 0.09 $1,323,078
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,269,000 $1,311,125 $1,311,125 0.09 $1,306,732
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,278,786 $1,278,786 0.09 $1,275,146
Great Wolf Trust 2024-WOLF C 6.07119% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,071 $1,269,071 0.09 $1,265,034
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,240,037 $1,266,749 $1,266,749 0.09 $1,264,174
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,244,057 $1,260,951 $1,260,951 0.09 $1,254,867
COMM 2024-WCL1 Mortgage Trust C 6.57% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,256,933 $1,256,933 0.09 $1,252,600
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,241,923 $1,250,823 $1,250,823 0.09 $1,245,029
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,224,056 $1,224,056 0.08 $1,222,275
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,155,226 $1,221,892 $1,221,892 0.08 $1,217,196
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,221,557 $1,221,557 0.08 $1,217,692
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,239,727 $1,194,611 $1,194,611 0.08 $1,191,305
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,194,137 $1,194,137 0.08 $1,189,036
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,166,840 $1,191,746 $1,191,746 0.08 $1,186,841
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,187,997 $1,187,997 0.08 $1,185,674
MTN Commercial Mortgage Trust 2022-LPFL D 6.6328% 15-MAR-2039, 6.63%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,181,230 $1,181,230 0.08 $1,177,117
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - - 1,172,000 $1,177,335 $1,177,335 0.08 $1,173,032
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,174,061 $1,168,264 $1,168,264 0.08 $1,167,518
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,165,000 $1,168,055 $1,168,055 0.08 $1,167,527
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,143,931 $1,164,836 $1,164,836 0.08 $1,163,134
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,125,187 $1,126,333 $1,126,333 0.08 $1,125,184
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,124,032 $1,124,032 0.08 $1,120,004
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,112,403 $1,119,242 $1,119,242 0.08 $1,115,528
BX Trust 2024-VLT4 D 6.120242% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,101,981 $1,101,981 0.08 $1,098,428
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,079,658 $1,098,564 $1,098,564 0.08 $1,093,374
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,090,080 $1,098,335 $1,098,335 0.08 $1,092,961
BX Trust 2024-CNYN C 5.62135% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,381 $1,087,381 0.08 $1,084,171
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,082,110 $1,086,355 $1,086,355 0.08 $1,081,743
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,056,783 $1,074,800 $1,074,800 0.07 $1,070,553
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,066,193 $1,066,193 0.07 $1,061,778
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,086,812 $1,066,176 $1,066,176 0.07 $1,062,070
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,800 $1,055,800 0.07 $1,054,583
LIFE 2021-BMR Mortgage Trust E 5.545% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,049,783 $1,049,783 0.07 $1,046,710
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,046,600 $1,046,600 0.07 $1,042,600
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,022,338 $1,027,847 $1,027,847 0.07 $1,023,399
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,182 $1,025,182 0.07 $1,021,186
MHC Commercial Mortgage Trust 2021-MHC G 6.996442% 15-APR-2038, 7.00%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,023,766 $1,023,766 0.07 $1,020,001
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.34728% 25-NOV-2041, 7.35%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,021,857 $1,021,857 0.07 $1,020,224
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - - 1,000,000 $1,020,725 $1,020,725 0.07 $1,014,000
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 $1,017,624 $1,017,624 0.07 $1,012,322
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.203% 20-MAR-2033, 7.20%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,013,282 $1,016,111 $1,016,111 0.07 $1,013,272
Sotheby's ArtFi Master Trust, Series 2024-1 D 7.91% 20-DEC-2031, 7.91%, 12/22/31 ARTFI 2024-1A 83589CAE8 - - 1,000,000 $1,012,701 $1,012,701 0.07 $1,003,253
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,011,032 $1,011,032 0.07 $1,009,754
MTN Commercial Mortgage Trust 2022-LPFL F 8.975169% 15-MAR-2039, 8.98%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,007,086 $1,007,086 0.07 $1,002,349
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - - 1,000,000 $1,006,405 $1,006,405 0.07 $1,002,695
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,000,698 $1,000,698 0.07 $997,510
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,000,206 $1,000,206 0.07 $995,557
TVC Mortgage Trust 2026-RRTL1|5.315|04/25/2040, 5.32%, 04/25/40 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $1,000,132 $1,000,132 0.07 $999,984
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 936,581 $1,000,089 $1,000,089 0.07 $995,828
TVC Mortgage Trust 2026-RRTL1|6.34|04/25/2040, 6.34%, 04/25/40 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $999,988 $999,988 0.07 $999,988
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 982,500 $991,861 $991,861 0.07 $982,424
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 986,286 $990,954 $990,954 0.07 $987,714
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 944,922 $966,286 $966,286 0.07 $961,450
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.703% 20-OCT-2032, 7.70%, 10/20/32 HACLN 2024-2 44644NAK5 - - 953,626 $966,153 $966,153 0.07 $963,297
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 940,946 $965,395 $965,395 0.07 $963,983
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 956,013 $947,417 $947,417 0.07 $944,018
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $924,349 $924,349 0.06 $922,761
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $920,935 $920,935 0.06 $917,371
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 905,879 $914,472 $914,472 0.06 $911,805
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $908,273 $908,273 0.06 $907,275
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 907,038 $907,988 $907,988 0.06 $907,041
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $896,983 $896,983 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $856,700 $856,700 0.06 $853,207
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 858,977 $846,867 $846,867 0.06 $846,199
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,722 $842,722 0.06 $841,746
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $822,674 $822,674 0.06 $821,222
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.15%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 820,490 $821,928 $821,928 0.06 $820,990
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $809,488 $809,488 0.06 $805,329
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 767,513 $805,084 $805,084 0.06 $800,390
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74728% 25-DEC-2031, 5.75%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 785,726 $790,960 $790,960 0.05 $789,956
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 796,800 $786,341 $786,341 0.05 $783,037
BXHPP Trust 2021-FILM A 4.445% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $785,209 $785,209 0.05 $783,286
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 782,000 $784,042 $784,042 0.05 $783,705
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 767,513 $783,957 $783,957 0.05 $780,549
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $781,199 $781,199 0.05 $778,101
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $780,972 $780,972 0.05 $778,013
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 770,918 $776,252 $776,252 0.05 $772,775
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 727,273 $760,084 $760,084 0.05 $757,416
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $756,374 $756,374 0.05 $753,764
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13707% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 708,570 $751,874 $751,874 0.05 $750,592
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49728% 25-JUN-2047, 5.50%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $749,244 $749,244 0.05 $748,300
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44728% 25-JUN-2047, 6.45%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $744,098 $744,098 0.05 $743,056
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 739,806 $742,526 $742,526 0.05 $740,059
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 727,273 $736,503 $736,503 0.05 $734,723
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $722,903 $722,903 0.05 $721,640
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $715,810 $715,810 0.05 $712,958
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 706,896 $710,280 $710,280 0.05 $709,447
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $704,622 $704,622 0.05 $703,807
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $702,922 $702,922 0.05 $700,510
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 689,163 $691,199 $691,199 0.05 $690,449
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $679,248 $679,248 0.05 $668,167
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 655,510 $669,260 $669,260 0.05 $666,327
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 605,764 $620,104 $620,104 0.04 $615,118
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 605,764 $617,740 $617,740 0.04 $613,938
Gracie Point International Funding, Series 2024-1 D 11.34671% 01-MAR-2028, 11.34%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $612,535 $612,535 0.04 $600,439
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 598,373 $601,482 $601,482 0.04 $599,405
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 595,276 $594,086 $594,086 0.04 $593,175
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,941 $566,941 0.04 $565,943
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 557,652 $565,670 $565,670 0.04 $562,535
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29728% 25-DEC-2031, 7.30%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 555,676 $564,975 $564,975 0.04 $564,074
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 546,000 $547,525 $547,525 0.04 $545,430
Mello Warehouse Securitization Trust 2024-1 F 8.92259% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,217 $542,217 0.04 $541,142
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $538,668 $538,668 0.04 $536,075
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,079 $527,079 0.04 $524,155
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,485 $520,485 0.04 $518,447
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,204 $516,204 0.04 $514,714
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $516,103 $516,103 0.04 $515,678
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,190 $514,190 0.04 $512,600
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.953% 20-SEP-2033, 6.95%, 09/20/33 HACLN 2025-2 44644NAR0 - - 512,002 $513,765 $513,765 0.04 $512,380
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 506,837 $512,556 $512,556 0.04 $510,768
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,544 $512,544 0.04 $511,006
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $512,270 $512,270 0.04 $510,667
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,951 $511,951 0.04 $510,443
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $511,494 $511,494 0.04 $509,849
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $510,589 $510,589 0.04 $509,139
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $509,974 $509,974 0.04 $508,514
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $507,137 $507,137 0.04 $503,458
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $506,992 $506,992 0.04 $500,156
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,040 $502,040 0.03 $500,318
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $498,715 $498,715 0.03 $497,206
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.953% 20-MAY-2032, 8.95%, 05/20/32 HACLN 2024-1 44644NAD1 - - 468,947 $483,776 $483,776 0.03 $482,144
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 467,637 $470,263 $470,263 0.03 $469,717
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 453,288 $467,822 $467,822 0.03 $465,580
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $460,976 $460,976 0.03 $459,063
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 466,051 $459,130 $459,130 0.03 $457,964
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $425,639 $425,639 0.03 $424,053
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 416,028 $416,768 $416,768 0.03 $415,644
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $408,888 $408,888 0.03 $407,534
BAMLL Re-REMIC Trust 2024-FRR4 E 0.0% 27-NOV-2048, 0.00%, 11/27/48 BAMLL 05493VAJ3 - - - $400,000 $400,000 0.03 $0
BAMLL Re-REMIC Trust 2024-FRR4 F 0.0% 27-JAN-2026, 0.00%, 11/27/48 BAMLL 05493VAL8 - - - $399,958 $399,958 0.03 $0
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 391,654 $393,350 $393,350 0.03 $391,825
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $385,368 $385,368 0.03 $384,060
Lendbuzz Securitization Trust 2026-1|5.74|09/15/2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $383,371 $383,371 0.03 $383,188
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13707% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 362,433 $377,910 $377,910 0.03 $377,335
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,219 $376,219 0.03 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $372,785 $372,785 0.03 $371,059
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 350,052 $366,656 $366,656 0.03 $364,514
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 355,831 $362,161 $362,161 0.03 $360,752
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 388,794 $348,503 $348,503 0.02 $348,193
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $333,733 $333,733 0.02 $333,152
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,264 $324,264 0.02 $323,754
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 309,789 $319,094 $319,094 0.02 $318,200
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,551 $318,551 0.02 $317,306
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 314,112 $316,728 $316,728 0.02 $315,696
BX Commercial Mortgage Trust 2024-MF C 5.62109% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,408 $311,408 0.02 $310,489
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $304,329 $304,329 0.02 $302,755
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 300,000 $301,641 $301,641 0.02 $301,291
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $300,987 $300,987 0.02 $299,587
Lendbuzz Securitization Trust 2026-1|5.16|12/16/2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $298,739 $298,739 0.02 $298,611
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.30%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,806 $296,806 0.02 $295,651
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 277,244 $290,245 $290,245 0.02 $288,478
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 287,277 $281,368 $281,368 0.02 $281,033
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 262,487 $266,098 $266,098 0.02 $265,186
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $255,318 $255,318 0.02 $254,346
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $250,757 $250,757 0.02 $249,812
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 233,368 $237,751 $237,751 0.02 $236,973
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 235,600 $237,434 $237,434 0.02 $236,070
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $234,523 $234,523 0.02 $233,537
BXHPP Trust 2021-FILM B 4.695% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $233,206 $233,206 0.02 $232,586
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 213,198 $214,871 $214,871 0.01 $214,146
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $206,873 $206,873 0.01 $205,776
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,557 $204,557 0.01 $203,609
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 197,273 $198,441 $198,441 0.01 $198,211
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 189,250 $191,003 $191,003 0.01 $190,716
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 178,454 $180,144 $180,144 0.01 $179,493
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,392 $159,392 0.01 $159,258
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 149,651 $152,837 $152,837 0.01 $152,451
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 184,707 $144,335 $144,335 0.01 $144,278
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 118,555 $122,059 $122,059 0.01 $120,991
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,112 $102,112 0.01 $102,018
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,128 $101,128 0.01 $101,036
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 96,588 $96,122 $96,122 0.01 $95,660
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $93,786 $93,786 0.01 $93,694
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 88,579 $89,231 $89,231 0.01 $88,970
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $73,165 $73,165 0.01 $73,088
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 60,679 $61,327 $61,327 0.00 $61,100
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 48,653 $49,513 $49,513 0.00 $49,407
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 43,572 $43,662 $43,662 0.00 $43,610
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 40,642 $40,504 $40,504 0.00 $40,365
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 35,451 $35,484 $35,484 0.00 $35,431
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 24,694 $24,913 $24,913 0.00 $24,877
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 18,137 $18,208 $18,208 0.00 $18,173
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - - $79 $79 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,359,954 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $503,983,531 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,732,562 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,474,656 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -226.00 $-25,220,188 $0 0.00 $0
US 10YR FUT OPTN Mar26Call 114.5 TYH6C TYH6 COMDTY $114.50 -263.00 $-29,349,156 $-8,219 0.00 $-8,219
US 5YR FUTR OPTN Mar26Call 110.5 FVH6C FVH6 COMDTY $110.50 -545.00 $-59,273,008 $-12,774 0.00 $-12,774
US 5YR FUTR OPTN Mar26Put 108.25 FVH6P FVH6 COMDTY $108.25 -545.00 $59,273,008 $-38,320 0.00 $-38,320
US 10YR FUT OPTN Mar26P 111 111 TYH6P TYH6 COMDTY $111.00 -263.00 $29,349,156 $-41,094 0.00 $-41,094
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,408,000 $-50,400 0.00 $-50,400
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,408,000 $-127,200 -0.01 $-127,200
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -189,990,000 $-160,876,692 $-160,876,692 -11.12 $-160,876,692
SEGREGATED CASH SEGCASH - $0.00 7,924,032 $7,924,032 $7,924,032 0.55 $7,924,032
US DOLLARS USD MD_142224 - - -438,131,184 $-438,131,184 $-438,131,184 -30.29 $-438,131,184
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,052,660 $278,519 0.02 $52,606
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,423,059 $99,907 0.01 $-152,822
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,893,750 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,384,375 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,462,500 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,675,000 $0 0.00 $0

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