Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - LatAm Mexico PA
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For professional investors in Mexico

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of January 2, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 136,700,000 $117,679,835 $117,679,835 8.54 $117,679,835
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 65,610,000 $66,506,233 $66,506,233 4.83 $66,506,233
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 63,560,000 $63,320,633 $63,320,633 4.60 $63,320,633
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 60,613,000 $63,002,364 $63,002,364 4.58 $63,002,364
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 57,605,000 $59,149,966 $59,149,966 4.30 $59,149,966
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - 30,930,000 $28,433,732 $28,433,732 2.07 $28,433,732
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - 25,880,000 $25,211,261 $25,211,261 1.83 $25,211,261
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 25,640,000 $22,617,993 $22,617,993 1.64 $22,617,993
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,861,636 $16,861,636 1.22 $16,835,834
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,827,779 $12,827,779 0.93 $12,769,069
Orion CLO 2023-1 A1R 5.12924% 25-OCT-2038, 5.13%, 10/25/38 ANTOR 2023-1A 68626CAJ3 - - 12,500,000 $12,602,704 $12,602,704 0.92 $12,518,998
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,377,448 $12,430,606 $12,430,606 0.90 $12,413,503
ALA Trust 2025-OANA A 5.49363% 15-JUN-2040, 5.49%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,137,468 $12,137,468 0.88 $12,098,841
OHA CREDIT FUNDING 24 FLTG 2039 A2, 0.00%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,024,000 $12,024,000 0.87 $12,024,000
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,605,426 $11,657,994 $11,657,994 0.85 $11,595,201
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 4.87%, 06/25/55 FHR 5544 3137HLNP3 - - 11,141,667 $11,211,854 $11,211,854 0.81 $11,196,769
AB BSL CLO 1 A2R2 5.46673% 15-OCT-2038, 5.47%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,121,549 $11,121,549 0.81 $11,019,655
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 10,892,000 $10,864,778 $10,864,778 0.79 $10,738,839
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,813,792 $10,813,792 0.79 $10,791,576
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,553,049 $10,711,228 $10,711,228 0.78 $10,655,813
BX Commercial Mortgage Trust 2024-XL4 A 5.19215% 15-FEB-2039, 5.19%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,649,739 $10,649,739 0.77 $10,617,592
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,311,641 $10,311,641 0.75 $10,275,629
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,045,014 $10,045,014 0.73 $9,988,947
ARES LV CLO FLTG 2039, 5.19%, 01/15/39 ARES 2025-78A 03990NAC9 - - 10,000,000 $10,023,790 $10,023,790 0.73 $9,997,855
BX Trust 2025-VLT7 E 7.50012% 15-JUL-2044, 7.50%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,964,622 $9,964,622 0.72 $9,921,020
BX Trust 2024-FNX A 5.19242% 15-NOV-2041, 5.19%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,926,281 $9,926,281 0.72 $9,896,316
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,975,299 $9,071,978 $9,071,978 0.66 $9,024,500
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 8,932,000 $8,878,642 $8,878,642 0.64 $8,867,849
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,724,761 $8,724,761 0.63 $8,694,366
Regatta XXIV Funding Ltd., 5.23%, 01/25/39 REG26 2023-2A 75900QAQ8 - - 8,300,000 $8,329,216 $8,329,216 0.60 $8,300,264
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,297,427 $8,297,427 0.60 $8,278,977
CBAMR 2018-8 Ltd., 5.21%, 03/20/38 CBAMR 2019-11RA 14988AAC8 - - 8,000,000 $8,036,564 $8,036,564 0.58 $7,999,482
BAIN CAPITAL CREDIT CLO 2018-1, 5.24%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,027,200 $8,027,200 0.58 $8,027,200
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,951,473 $7,951,473 0.58 $7,888,975
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 7,439,000 $7,795,267 $7,795,267 0.57 $7,679,963
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.27%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 7,711,608 $7,745,592 $7,745,592 0.56 $7,733,871
Extended Stay America Trust 2025-ESH B 5.35012% 15-OCT-2042, 5.35%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,542,679 $7,542,679 0.55 $7,519,272
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,537,978 $7,537,978 0.55 $7,514,644
HILT 2025-NVIL A 5.49312% 15-JUL-2042, 5.49%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,443,131 $7,443,131 0.54 $7,419,419
Radian Mortgage Capital Trust 2025-J4 A25 5.42419% 25-MAR-2056, 5.42%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 7,343,837 $7,405,142 $7,405,142 0.54 $7,357,869
OBX 2025-J3 TRUST FLTG 2055 AF, 5.37%, 10/25/55 OBX 2025-J3 67449KAU7 - - 7,324,866 $7,335,607 $7,335,607 0.53 $7,324,672
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,211,082 $7,211,082 0.52 $7,172,482
Affirm Master Trust Series 2025-3 D 5.09% 15-OCT-2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,175,138 $7,175,138 0.52 $7,154,568
BX Commercial Mortgage Trust 2024-AIRC A 5.44124% 15-AUG-2041, 5.44%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,881,035 $6,909,299 $6,909,299 0.50 $6,887,458
KRE Commercial Mortgage Trust 2025-AIP4 A 5.05012% 15-MAR-2042, 5.05%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,902,000 $6,908,921 $6,908,921 0.50 $6,890,525
PRPM 2025-RCF6 LLC 6.4% 55, 5.50%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,866,045 $6,866,045 0.50 $6,799,048
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 $6,731,305 $6,731,305 0.49 $6,683,808
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 6,464,000 $6,671,700 $6,671,700 0.48 $6,605,175
RAD CLO 31 FLTG 2039 A1B, 5.13%, 04/17/39 RAD 2025-31A 74939NAC4 - - 6,600,000 $6,616,156 $6,616,156 0.48 $6,599,238
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,579,906 $6,579,906 0.48 $6,515,889
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,496,073 $6,496,073 0.47 $6,477,870
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,478,604 $6,478,604 0.47 $6,460,920
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,453,851 $6,453,851 0.47 $6,444,099
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,098,708 $6,306,621 $6,306,621 0.46 $6,296,294
BLP Commercial Mortgage Trust 2024-IND2 A 5.09227% 15-MAR-2041, 5.09%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,257,660 $6,257,660 0.45 $6,239,135
SMRT Commercial Mortgage Trust 2022-MINI D 5.70012% 15-JAN-2039, 5.70%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,247,889 $6,247,889 0.45 $6,227,105
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,103,996 $6,114,338 $6,114,338 0.44 $6,105,904
BX Trust 2025-TAIL D 6.20012% 15-JUN-2035, 6.20%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,021,703 $6,021,703 0.44 $6,000,002
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,010,645 $6,010,645 0.44 $5,998,720
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,096,045 $5,935,918 $5,935,918 0.43 $5,912,888
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,931,000 $5,931,000 0.43 $5,881,690
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,871,500 $5,814,031 $5,814,031 0.42 $5,791,018
BX Trust 2024-CNYN D 6.44021% 15-APR-2041, 6.44%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,810,776 $5,810,776 0.42 $5,789,101
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 5,568,144 $5,615,665 $5,615,665 0.41 $5,606,425
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,556,295 $5,556,295 0.40 $5,547,959
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.37419% 25-MAY-2045, 5.37%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,542,173 $5,542,173 0.40 $5,507,505
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,525,027 $5,525,027 0.40 $5,497,444
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,421,389 $5,421,389 0.39 $5,403,436
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,297,830 $5,391,059 $5,391,059 0.39 $5,381,427
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,388,444 $5,388,444 0.39 $5,354,841
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 5,280,000 $5,306,657 $5,306,657 0.39 $5,292,111
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,193,372 $5,193,372 0.38 $5,182,684
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.37%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,189,491 $5,189,491 0.38 $5,157,008
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,173,429 $5,173,429 0.38 $5,138,683
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.67419% 25-NOV-2041, 11.67%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,085,242 $5,085,242 0.37 $5,069,677
Ares LXXI CLO A2 5.58444% 20-APR-2037, 5.58%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,073,213 $5,073,213 0.37 $5,014,266
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,049,395 $5,063,162 $5,063,162 0.37 $5,037,005
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,026,578 $5,026,578 0.37 $5,018,126
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,021,772 $5,021,772 0.36 $5,007,633
GOLDENTREE LOAN MANAGEM US 1 FLTG, 5.24%, 01/20/39 GLM 2025-27A 38140AAE8 - - 5,000,000 $5,021,344 $5,021,344 0.36 $4,998,062
BX Trust 2025-DIME E 6.75012% 15-FEB-2035, 6.75%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $4,976,721 $4,976,721 0.36 $4,957,033
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,971,378 $4,971,378 0.36 $4,955,754
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 $4,968,302 $4,968,302 0.36 $4,960,573
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,962,889 $4,962,889 0.36 $4,954,895
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,812,852 $4,905,136 $4,905,136 0.36 $4,878,722
SCG Commercial Mortgage Trust 2025-DLFN E 6.70012% 15-MAR-2035, 6.70%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,888,082 $4,888,082 0.36 $4,868,915
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,793,965 $4,822,323 $4,822,323 0.35 $4,815,566
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 $4,767,478 $4,767,478 0.35 $4,734,027
BX Commercial Mortgage Trust 2024-MF D 6.43994% 15-FEB-2039, 6.44%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,764,405 $4,764,405 0.35 $4,746,609
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,720,885 $4,745,933 $4,745,933 0.34 $4,737,583
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,722,088 $4,738,415 $4,738,415 0.34 $4,716,258
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,718,528 $4,713,827 $4,713,827 0.34 $4,705,931
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,702,351 $4,702,351 0.34 $4,666,599
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,693,971 $4,693,971 0.34 $4,673,571
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,630,420 $4,630,420 0.34 $4,596,169
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,612,330 $4,625,939 $4,625,939 0.34 $4,610,145
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,591,845 $4,591,845 0.33 $4,573,220
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,405,596 $4,555,031 $4,555,031 0.33 $4,547,265
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 $4,551,546 $4,551,546 0.33 $4,539,126
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,527,442 $4,527,442 0.33 $4,519,943
NRTH Commercial Mortgage Trust 2025-PARK B 5.39304% 15-OCT-2040, 5.39%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,519,512 $4,519,512 0.33 $4,505,356
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.87419% 25-DEC-2041, 10.87%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,263,254 $4,473,307 $4,473,307 0.32 $4,460,430
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,425,055 $4,448,850 $4,448,850 0.32 $4,424,719
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 $4,442,881 $4,442,881 0.32 $4,434,521
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,431,690 $4,439,198 $4,439,198 0.32 $4,433,075
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 $4,376,271 $4,376,271 0.32 $4,361,034
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,310,332 $4,362,053 $4,362,053 0.32 $4,353,195
GWT Commercial Mortgage Trust 2024-WLF2 E 7.38855% 15-MAY-2041, 7.39%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,352,153 $4,352,153 0.32 $4,333,525
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 4,440,900 $4,329,557 $4,329,557 0.31 $4,319,955
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.52%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,328,159 $4,328,159 0.31 $4,321,001
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 $4,275,493 $4,275,493 0.31 $4,263,399
COMM 2024-WCL1 Mortgage Trust D 7.04% 17-JUN-2041, 7.04%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,266,669 $4,266,669 0.31 $4,249,218
MTN Commercial Mortgage Trust 2022-LPFL A 5.1569% 15-MAR-2039, 5.16%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,245,893 $4,245,893 0.31 $4,233,139
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,234,688 $4,243,681 $4,243,681 0.31 $4,235,674
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,242,180 $4,242,180 0.31 $4,219,449
BX Trust 2024-VLT4 E 6.639524% 15-JUN-2041, 6.64%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,152,706 $4,152,706 0.30 $4,136,644
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,147,283 $4,147,283 0.30 $4,135,030
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,954,935 $4,113,555 $4,113,555 0.30 $4,088,462
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,036,364 $4,107,016 $4,107,016 0.30 $4,085,336
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 4,068,000 $4,093,176 $4,093,176 0.30 $4,073,056
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,059,241 $4,088,701 $4,088,701 0.30 $4,067,742
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,059,812 $4,059,812 0.29 $4,050,039
BLP Trust 2025-IND2 D 6.40012% 15-DEC-2042, 6.40%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,020,237 $4,020,237 0.29 $4,005,303
BX Trust 2024-BRBK A 6.62976% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,017,258 $4,017,258 0.29 $4,001,857
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $3,994,278 $3,994,278 0.29 $3,982,656
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,802,147 $3,813,324 $3,813,324 0.28 $3,795,380
FREMF 2023-K511 Mortgage Trust C 5.634403% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,805,497 $3,805,497 0.28 $3,765,429
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,741,816 $3,800,840 $3,800,840 0.28 $3,780,859
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 3,760,000 $3,800,291 $3,800,291 0.28 $3,780,698
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,799,153 $3,799,153 0.28 $3,793,137
BMP Commercial Mortgage Trust 2024-MF23 D 6.14061% 15-JUN-2041, 6.14%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,771,409 $3,771,409 0.27 $3,757,976
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,747,707 $3,747,707 0.27 $3,741,070
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,680,040 $3,725,547 $3,725,547 0.27 $3,704,628
Extended Stay America Trust 2025-ESH E 7.10012% 15-OCT-2042, 7.10%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,715,432 $3,715,432 0.27 $3,700,211
Extended Stay America Trust 2025-ESH D 6.35012% 15-OCT-2042, 6.35%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,709,320 $3,709,320 0.27 $3,695,707
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,633,507 $3,671,340 $3,671,340 0.27 $3,652,466
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,626,026 $3,644,477 $3,644,477 0.26 $3,627,470
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,708,306 $3,640,320 $3,640,320 0.26 $3,632,182
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,636,896 $3,636,896 0.26 $3,631,656
BX Commercial Mortgage Trust 2024-XL5 D 6.43992% 15-MAR-2041, 6.44%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,587,267 $3,587,267 0.26 $3,573,856
BX Trust 2025-LUNR D 6.25012% 15-JUN-2040, 6.25%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,550,721 $3,572,197 $3,572,197 0.26 $3,559,252
DROP Mortgage Trust 2021-FILE A 5.015% 15-OCT-2043, 5.01%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,560,302 $3,560,302 0.26 $3,549,625
SCG Trust 2025-SNIP D 6.35012% 15-SEP-2042, 6.35%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,528,434 $3,528,434 0.26 $3,515,469
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.67419% 25-JUL-2048, 5.67%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,403,763 $3,523,366 $3,523,366 0.26 $3,403,745
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,529,393 $3,488,439 $3,488,439 0.25 $3,478,454
CSMC 2021-BHAR C 5.865% 15-NOV-2038, 5.87%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,428,734 $3,428,734 0.25 $3,416,943
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,407,279 $3,407,279 0.25 $3,399,206
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,340,679 $3,361,619 $3,361,619 0.24 $3,345,465
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.02419% 25-FEB-2045, 5.02%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 3,286,534 $3,292,148 $3,292,148 0.24 $3,287,561
GCAT 2025-INV5 TRUST FLT 2055 A28, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 3,268,000 $3,272,955 $3,272,955 0.24 $3,267,976
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,271,589 $3,271,589 0.24 $3,266,173
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,137,219 $3,262,458 $3,262,458 0.24 $3,241,519
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,240,776 $3,240,776 0.24 $3,228,860
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,228,643 $3,228,643 0.23 $3,220,117
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,218,457 $3,218,457 0.23 $3,211,204
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,151,287 $3,189,871 $3,189,871 0.23 $3,172,957
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 $3,186,914 $3,186,914 0.23 $3,179,509
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,141,485 $3,159,474 $3,159,474 0.23 $3,158,280
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,159,420 $3,159,420 0.23 $3,146,414
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,158,518 $3,158,518 0.23 $3,153,664
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,152,319 $3,152,319 0.23 $3,147,022
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,129,095 $3,129,095 0.23 $3,115,222
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,093,069 $3,114,006 $3,114,006 0.23 $3,095,109
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,101,244 $3,101,244 0.23 $3,085,084
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,054,836 $3,093,971 $3,093,971 0.22 $3,089,287
BX Trust 2024-BIO C 6.39012% 15-FEB-2041, 6.39%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,087,592 $3,087,592 0.22 $3,076,010
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,083,138 $3,083,138 0.22 $3,077,066
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,073,236 $3,073,236 0.22 $3,067,409
Connecticut Avenue Securities, Series 2021-R01 1B1 6.97419% 25-OCT-2041, 6.97%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,054,746 $3,054,746 0.22 $3,048,934
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 $3,044,856 $3,044,856 0.22 $3,040,089
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,044,110 $3,044,110 0.22 $3,028,665
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,970,166 $3,025,954 $3,025,954 0.22 $3,013,146
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 3,014,787 $3,016,446 $3,016,446 0.22 $3,001,512
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $3,001,059 $3,001,059 0.22 $2,996,588
Carvana Auto Receivables Trust 2025-P3 D 5.47% 10-SEP-2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,995,818 $2,995,818 0.22 $2,984,422
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 $2,979,116 $2,979,116 0.22 $2,958,448
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,963,504 $2,963,504 0.22 $2,953,541
SWCH Commercial Mortgage Trust 2025-DATA E 7.09034% 15-FEB-2042, 7.09%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,918,026 $2,918,026 0.21 $2,905,825
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 $2,909,252 $2,909,252 0.21 $2,900,230
SCG Commercial Mortgage Trust 2025-FLWR E 6.50012% 15-AUG-2042, 6.50%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,880,992 $2,880,992 0.21 $2,870,121
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,878,600 $2,878,600 0.21 $2,862,743
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,811,240 $2,811,240 0.20 $2,802,672
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,810,064 $2,810,064 0.20 $2,798,304
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 0.00%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,804,539 $2,804,539 0.20 $2,804,539
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,802,820 $2,802,820 0.20 $2,786,627
Great Wolf Trust 2024-WOLF G 9.18612% 15-MAR-2039, 9.19%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,771,614 $2,771,614 0.20 $2,756,878
BX Trust 2025-ROIC E 6.69141% 15-FEB-2042, 6.69%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,765,461 $2,765,461 0.20 $2,754,644
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,707,589 $2,739,017 $2,739,017 0.20 $2,724,979
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,698,375 $2,729,021 $2,729,021 0.20 $2,714,742
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 $2,696,729 $2,696,729 0.20 $2,691,449
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,696,466 $2,696,466 0.20 $2,686,867
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,605,980 $2,688,125 $2,688,125 0.20 $2,673,400
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,687,958 $2,687,958 0.20 $2,670,251
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,741,273 $2,680,894 $2,680,894 0.19 $2,678,229
MHC Commercial Mortgage Trust 2021-MHC F 6.466442% 15-APR-2038, 6.47%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,673,318 $2,673,318 0.19 $2,663,285
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,670,214 $2,670,214 0.19 $2,662,825
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,684,613 $2,669,821 $2,669,821 0.19 $2,664,251
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,623,595 $2,663,396 $2,663,396 0.19 $2,649,049
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,652,295 $2,652,295 0.19 $2,648,269
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,720,023 $2,646,084 $2,646,084 0.19 $2,643,440
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,596,085 $2,632,648 $2,632,648 0.19 $2,628,156
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,586,223 $2,586,223 0.19 $2,578,026
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,745,000 $2,565,083 $2,565,083 0.19 $2,537,242
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,557,375 $2,557,375 0.19 $2,546,847
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,555,447 $2,555,447 0.19 $2,549,703
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,554,981 $2,554,981 0.19 $2,548,408
Sandstone Peak III C 6.50798% 25-APR-2037, 6.51%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,544,275 $2,544,275 0.18 $2,512,639
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,541,158 $2,541,158 0.18 $2,533,658
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 $2,540,332 $2,540,332 0.18 $2,532,290
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,539,230 $2,539,230 0.18 $2,524,529
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,531,814 $2,536,502 $2,536,502 0.18 $2,532,901
Zais CLO 11 BR 5.67444% 20-JAN-2032, 5.67%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,534,802 $2,534,802 0.18 $2,504,460
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,528,762 $2,528,762 0.18 $2,506,075
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 $2,526,316 $2,526,316 0.18 $2,518,016
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,515,040 $2,515,040 0.18 $2,498,740
MTN Commercial Mortgage Trust 2022-LPFL B 5.6556% 15-MAR-2039, 5.66%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,510,670 $2,510,670 0.18 $2,502,422
BX Commercial Mortgage Trust 2024-AIR2 D 6.54045% 15-OCT-2041, 6.54%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,504,551 $2,504,551 0.18 $2,495,053
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.97419% 25-JAN-2042, 10.97%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,500,851 $2,500,851 0.18 $2,471,080
280 Park Avenue 2017-280P Mortgage Trust B 5.158% 15-SEP-2034, 5.16%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,490,757 $2,490,757 0.18 $2,483,235
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 $2,470,190 $2,470,190 0.18 $2,466,990
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,463,539 $2,466,390 $2,466,390 0.18 $2,454,421
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,460,540 $2,460,540 0.18 $2,454,945
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,443,555 $2,443,555 0.18 $2,431,973
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.16765% 20-MAR-2033, 6.17%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,437,596 $2,442,541 $2,442,541 0.18 $2,436,694
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 $2,434,310 $2,434,310 0.18 $2,426,922
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,450,580 $2,416,251 $2,416,251 0.18 $2,406,646
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,382,634 $2,399,689 $2,399,689 0.17 $2,388,082
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 $2,383,040 $2,383,040 0.17 $2,373,613
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,370,774 $2,370,774 0.17 $2,355,866
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,367,284 $2,367,284 0.17 $2,358,487
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,369,838 $2,367,029 $2,367,029 0.17 $2,355,576
ALA Trust 2025-OANA D 6.84172% 15-JUN-2040, 6.84%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,351,347 $2,351,347 0.17 $2,342,036
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4832% 15-NOV-2036, 6.48%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,340,855 $2,340,855 0.17 $2,332,029
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,307,207 $2,327,353 $2,327,353 0.17 $2,315,915
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,321,166 $2,321,166 0.17 $2,316,661
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,291,495 $2,313,947 $2,313,947 0.17 $2,302,585
Connecticut Avenue Securities, Series 2021-R03 1B1 6.62419% 25-DEC-2041, 6.62%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,285,078 $2,285,078 0.17 $2,280,938
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,275,045 $2,272,677 $2,272,677 0.17 $2,261,465
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,246,951 $2,246,951 0.16 $2,239,480
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,177,737 $2,210,693 $2,210,693 0.16 $2,198,606
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 $2,208,180 $2,208,180 0.16 $2,201,653
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.851572% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,197,931 $2,197,931 0.16 $2,194,259
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,216,704 $2,178,354 $2,178,354 0.16 $2,169,771
BX Commercial Mortgage Trust 2024-GPA3 C 5.64198% 15-DEC-2039, 5.64%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,173,951 $2,173,951 0.16 $2,166,824
CONE Trust 2024-DFW1 A 5.39185% 15-AUG-2041, 5.39%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,168,254 $2,168,254 0.16 $2,161,444
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 $2,158,708 $2,158,708 0.16 $2,150,037
Connecticut Avenue Securities Trust 2025-R06 1M1 4.82419% 25-SEP-2045, 4.82%, 09/25/45 CAS 2025-R06 20754YAB7 - - 2,139,654 $2,141,184 $2,141,184 0.16 $2,138,316
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,200,776 $2,141,075 $2,141,075 0.16 $2,134,320
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,165,253 $2,126,550 $2,126,550 0.15 $2,124,445
Great Wolf Trust 2024-WOLF D 6.64012% 15-MAR-2039, 6.64%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 2,103,000 $2,119,335 $2,119,335 0.15 $2,111,189
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,084,155 $2,115,274 $2,115,274 0.15 $2,111,224
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,077,436 $2,077,436 0.15 $2,070,493
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,040,855 $2,040,855 0.15 $2,032,988
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.22419% 25-SEP-2041, 7.22%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,036,813 $2,036,813 0.15 $2,032,690
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,015,620 $2,015,620 0.15 $2,008,965
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,012,761 $2,012,761 0.15 $2,002,448
BOCA Commercial Mortgage Trust 2025-BOCA D 6.35% 15-DEC-2042, 6.35%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,008,495 $2,008,495 0.15 $2,002,498
SMRT Commercial Mortgage Trust 2022-MINI F 7.10012% 15-JAN-2039, 7.10%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,008,076 $2,008,076 0.15 $1,999,688
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,999,954 $2,008,045 $2,008,045 0.15 $2,002,223
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,002,311 $2,002,311 0.15 $2,000,677
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,964,368 $1,979,371 $1,979,371 0.14 $1,969,761
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,965,000 $1,976,821 $1,976,821 0.14 $1,964,723
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,938,821 $1,944,586 $1,944,586 0.14 $1,929,937
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,939,694 $1,939,694 0.14 $1,932,550
BX Commercial Mortgage Trust 2024-AIR2 C 5.99124% 15-OCT-2041, 5.99%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,929,494 $1,929,494 0.14 $1,922,788
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,908,024 $1,908,024 0.14 $1,905,065
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,895,840 $1,895,840 0.14 $1,888,811
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,885,606 $1,885,606 0.14 $1,879,319
BX Trust 2024-BRBK B 7.67672% 15-OCT-2041, 7.66%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,869,222 $1,869,222 0.14 $1,860,955
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,846,071 $1,866,903 $1,866,903 0.14 $1,856,949
BXHPP Trust 2021-FILM C 4.965% 15-AUG-2036, 4.96%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,825,067 $1,825,067 0.13 $1,819,420
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 $1,817,447 $1,817,447 0.13 $1,811,907
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 $1,810,222 $1,810,222 0.13 $1,807,547
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,809,651 $1,809,651 0.13 $1,802,041
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,733,795 $1,798,114 $1,798,114 0.13 $1,794,617
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,756,061 $1,791,522 $1,791,522 0.13 $1,782,052
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,760,309 $1,784,763 $1,784,763 0.13 $1,775,174
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,756,061 $1,779,736 $1,779,736 0.13 $1,769,934
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,778,893 $1,778,893 0.13 $1,771,885
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 $1,772,514 $1,772,514 0.13 $1,761,626
Extended Stay America Trust 2025-ESH F 7.85012% 15-OCT-2042, 7.85%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,772,136 $1,772,136 0.13 $1,764,122
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,765,510 $1,765,510 0.13 $1,760,319
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,758,066 $1,758,066 0.13 $1,746,748
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,755,442 $1,755,442 0.13 $1,750,474
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,742,403 $1,742,403 0.13 $1,722,816
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,739,080 $1,739,080 0.13 $1,728,541
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 $1,735,570 $1,735,570 0.13 $1,725,027
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,722,800 $1,722,800 0.13 $1,720,146
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,667,478 $1,667,478 0.12 $1,662,078
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 $1,665,486 $1,665,486 0.12 $1,653,464
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 - - 1,639,867 $1,660,422 $1,660,422 0.12 $1,657,329
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 1,738,000 $1,644,991 $1,644,991 0.12 $1,644,991
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,632,148 $1,632,148 0.12 $1,620,534
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,614,923 $1,614,923 0.12 $1,608,247
Connecticut Avenue Securities Trust 2024-R05 2M1 4.87419% 25-JUL-2044, 4.87%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,601,461 $1,603,629 $1,603,629 0.12 $1,601,461
BX Commercial Mortgage Trust 2024-WPT D 6.43982% 15-APR-2041, 6.44%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,688 $1,585,688 0.12 $1,579,752
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.51765% 20-OCT-2032, 6.52%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,573,080 $1,583,260 $1,583,260 0.11 $1,579,272
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,584,869 $1,582,561 $1,582,561 0.11 $1,580,360
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,564,630 $1,564,630 0.11 $1,558,887
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,550,755 $1,550,755 0.11 $1,546,985
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 $1,536,677 $1,536,677 0.11 $1,530,952
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,524,213 $1,527,393 $1,527,393 0.11 $1,520,426
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,524,140 $1,524,140 0.11 $1,520,006
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,506,727 $1,523,951 $1,523,951 0.11 $1,515,924
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 $1,523,670 $1,523,670 0.11 $1,518,133
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 $1,517,142 $1,517,142 0.11 $1,502,516
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 $1,516,723 $1,516,723 0.11 $1,505,046
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,513,938 $1,513,938 0.11 $1,503,970
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 1,503,515 $1,511,794 $1,511,794 0.11 $1,506,306
JW Commercial Mortgage Trust 2024-MRCO C 6.14017% 15-JUN-2039, 6.14%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,508,563 $1,508,563 0.11 $1,503,190
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 $1,508,563 $1,508,563 0.11 $1,502,996
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 $1,507,957 $1,507,957 0.11 $1,503,251
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,507,417 $1,507,417 0.11 $1,499,880
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,488,591 $1,501,729 $1,501,729 0.11 $1,494,492
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,488,975 $1,477,728 $1,477,728 0.11 $1,476,677
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 1,450,000 $1,471,386 $1,471,386 0.11 $1,459,495
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,464,057 $1,464,057 0.11 $1,464,057
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,429,002 $1,445,026 $1,445,026 0.10 $1,437,457
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.06765% 20-MAY-2032, 7.07%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,428,965 $1,444,490 $1,444,490 0.10 $1,440,562
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,435,326 $1,435,326 0.10 $1,432,952
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,421,723 $1,421,723 0.10 $1,418,466
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,411,546 $1,413,799 $1,413,799 0.10 $1,409,042
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 $1,402,331 $1,402,331 0.10 $1,398,211
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,379,728 $1,393,482 $1,393,482 0.10 $1,386,343
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,370,234 $1,370,234 0.10 $1,370,218
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,312,220 $1,360,658 $1,360,658 0.10 $1,355,611
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 - - 1,577,877 $1,329,056 $1,329,056 0.10 $1,327,575
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,277,032 $1,301,918 $1,301,918 0.09 $1,298,858
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,272,292 $1,279,831 $1,279,831 0.09 $1,273,524
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,262,447 $1,278,775 $1,278,775 0.09 $1,272,215
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,276,369 $1,276,369 0.09 $1,272,324
Great Wolf Trust 2024-WOLF C 6.14112% 15-MAR-2039, 6.14%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,268,540 $1,268,540 0.09 $1,264,026
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,228,076 $1,256,277 $1,256,277 0.09 $1,250,540
COMM 2024-WCL1 Mortgage Trust C 6.64% 17-JUN-2041, 6.64%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,255,986 $1,255,986 0.09 $1,251,145
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,178,287 $1,250,321 $1,250,321 0.09 $1,244,999
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 $1,230,408 $1,230,408 0.09 $1,226,235
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 $1,227,744 $1,227,744 0.09 $1,223,450
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 $1,189,588 $1,189,588 0.09 $1,183,920
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,188,253 $1,188,253 0.09 $1,185,349
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,252,974 $1,186,030 $1,186,030 0.09 $1,182,480
MTN Commercial Mortgage Trust 2022-LPFL D 6.7028% 15-MAR-2039, 6.70%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,182,910 $1,182,910 0.09 $1,178,316
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 $1,178,867 $1,178,867 0.09 $1,174,564
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,162,017 $1,171,939 $1,171,939 0.09 $1,167,628
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,149,112 $1,171,239 $1,171,239 0.09 $1,169,045
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,156,176 $1,157,705 $1,157,705 0.08 $1,156,172
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,127,174 $1,137,827 $1,137,827 0.08 $1,131,923
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,103,916 $1,124,848 $1,124,848 0.08 $1,119,920
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,121,419 $1,121,419 0.08 $1,117,140
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,105,504 $1,117,915 $1,117,915 0.08 $1,112,269
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,101,722 $1,104,503 $1,104,503 0.08 $1,099,514
BX Trust 2024-VLT4 D 6.190172% 15-JUN-2041, 6.19%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,100,989 $1,100,989 0.08 $1,097,017
BX Trust 2024-CNYN C 5.69128% 15-APR-2041, 5.69%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,312 $1,087,312 0.08 $1,083,720
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,092,678 $1,071,724 $1,071,724 0.08 $1,067,338
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.41765% 20-MAR-2033, 7.42%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,053,507 $1,056,536 $1,056,536 0.08 $1,053,497
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,055,297 $1,055,297 0.08 $1,050,392
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,293 $1,055,293 0.08 $1,053,719
LIFE 2021-BMR Mortgage Trust E 5.615% 15-MAR-2038, 5.61%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,633 $1,047,633 0.08 $1,044,194
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,040,812 $1,045,472 $1,045,472 0.08 $1,040,661
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 $1,038,068 $1,038,068 0.08 $1,033,946
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,027,292 $1,027,292 0.07 $1,022,798
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,026,215 $1,026,215 0.07 $1,021,770
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.52419% 25-NOV-2041, 7.52%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,025,407 $1,025,407 0.07 $1,023,317
MHC Commercial Mortgage Trust 2021-MHC G 7.066442% 15-APR-2038, 7.07%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,025,354 $1,025,354 0.07 $1,021,150
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 955,799 $1,024,310 $1,024,310 0.07 $1,019,478
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 $1,021,472 $1,021,472 0.07 $1,014,000
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,018,442 $1,018,442 0.07 $1,014,867
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,008,708 $1,017,231 $1,017,231 0.07 $1,012,285
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 $1,016,425 $1,016,425 0.07 $1,010,661
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.91765% 20-OCT-2032, 7.92%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,000,545 $1,013,501 $1,013,501 0.07 $1,010,420
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 $1,011,962 $1,011,962 0.07 $1,010,364
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 $1,005,501 $1,005,501 0.07 $1,002,206
MTN Commercial Mortgage Trust 2022-LPFL F 9.045169% 15-MAR-2039, 9.05%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,004,139 $1,004,139 0.07 $998,862
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,001,278 $1,001,278 0.07 $997,812
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.32419% 25-OCT-2044, 5.32%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $992,083 $992,083 0.07 $990,619
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 966,401 $991,141 $991,141 0.07 $989,329
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 968,072 $990,351 $990,351 0.07 $985,087
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 970,765 $981,075 $981,075 0.07 $977,899
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 963,869 $954,370 $954,370 0.07 $950,729
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $931,522 $931,522 0.07 $924,250
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $921,464 $921,464 0.07 $917,504
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $910,991 $910,991 0.07 $909,743
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.92419% 25-DEC-2031, 5.92%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 834,529 $888,653 $888,653 0.06 $839,189
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 0.00%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $881,096 $881,096 0.06 $881,096
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 866,331 $852,976 $852,976 0.06 $852,134
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $843,861 $843,861 0.06 $842,640
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $824,333 $824,333 0.06 $822,479
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 738,030 $820,109 $820,109 0.06 $738,722
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 799,679 $813,529 $813,529 0.06 $808,096
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 799,679 $812,393 $812,393 0.06 $808,448
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 808,917 $812,222 $812,222 0.06 $809,225
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $810,194 $810,194 0.06 $805,775
BXHPP Trust 2021-FILM A 4.515% 15-AUG-2036, 4.51%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $795,641 $795,641 0.06 $793,482
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $780,477 $780,477 0.06 $777,189
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.19621% 25-OCT-2057, 8.20%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 718,870 $764,301 $764,301 0.06 $762,664
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,886 $757,886 0.06 $754,986
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.67419% 25-JUN-2047, 5.67%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $753,182 $753,182 0.05 $748,297
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 739,278 $750,317 $750,317 0.05 $748,228
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.62419% 25-JUN-2047, 6.62%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $748,520 $748,520 0.05 $743,047
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 739,278 $738,125 $738,125 0.05 $734,996
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 723,425 $726,233 $726,233 0.05 $725,168
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 $725,446 $725,446 0.05 $723,988
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 710,070 $724,338 $724,338 0.05 $720,807
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $715,649 $715,649 0.05 $712,480
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $704,671 $704,671 0.05 $703,652
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,868 $703,868 0.05 $701,189
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 703,374 $700,963 $700,963 0.05 $699,767
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 0.00%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $660,156 $660,156 0.05 $660,156
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 624,707 $641,048 $641,048 0.05 $635,585
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 624,707 $637,739 $637,739 0.05 $633,574
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 622,741 $626,655 $626,655 0.05 $624,253
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 $607,628 $607,628 0.04 $601,013
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.47419% 25-DEC-2031, 7.47%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 590,190 $596,859 $596,859 0.04 $595,634
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 587,428 $595,937 $595,937 0.04 $592,427
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 582,375 $589,573 $589,573 0.04 $587,244
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,304 $567,304 0.04 $566,056
Mello Warehouse Securitization Trust 2024-1 F 8.98173% 25-OCT-2057, 8.98%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $546,243 $546,243 0.04 $540,733
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $537,551 $537,551 0.04 $534,669
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.16765% 20-SEP-2033, 7.17%, 09/20/33 HACLN 2025-2 44644NAR0 - - 529,781 $531,655 $531,655 0.04 $530,179
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,201 $529,201 0.04 $526,094
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $522,226 $522,226 0.04 $519,962
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 $514,111 $514,111 0.04 $512,261
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 $514,058 $514,058 0.04 $512,291
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $514,057 $514,057 0.04 $512,338
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,023 $513,023 0.04 $511,315
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $512,190 $512,190 0.04 $510,515
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,676 $511,676 0.04 $510,065
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $509,757 $509,757 0.04 $508,135
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.16765% 20-MAY-2032, 9.17%, 05/20/32 HACLN 2024-1 44644NAD1 - - 494,642 $509,609 $509,609 0.04 $507,845
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $509,172 $509,172 0.04 $507,344
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $504,869 $504,869 0.04 $501,086
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $504,707 $504,707 0.04 $496,814
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $504,103 $504,103 0.04 $500,365
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,763 $502,763 0.04 $500,849
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 $502,229 $502,229 0.04 $501,739
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 488,923 $490,730 $490,730 0.04 $489,993
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 474,380 $490,304 $490,304 0.04 $487,697
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 488,479 $485,030 $485,030 0.04 $483,619
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 510,900 $475,700 $475,700 0.03 $474,397
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $462,817 $462,817 0.03 $460,692
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 435,940 $438,788 $438,788 0.03 $437,429
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $426,756 $426,756 0.03 $424,993
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,149 $410,149 0.03 $408,644
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 400,428 $402,351 $402,351 0.03 $400,619
BAMLL Re-REMIC Trust 2024-FRR4 E 0.0% 27-NOV-2048, 0.00%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $397,909 $397,909 0.03 $397,905
BAMLL Re-REMIC Trust 2024-FRR4 F 0.0% 27-JAN-2026, 0.00%, 11/27/48 BAMLL 05493VAL8 - - 399,958 $397,576 $397,576 0.03 $397,576
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 $386,511 $386,511 0.03 $385,002
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 368,423 $386,489 $386,489 0.03 $383,984
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.19621% 25-OCT-2057, 7.20%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 367,702 $382,816 $382,816 0.03 $382,081
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 372,388 $379,880 $379,880 0.03 $378,242
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $371,117 $371,117 0.03 $369,284
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 0.00%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $370,468 $370,468 0.03 $370,468
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 364,017 $367,500 $367,500 0.03 $366,171
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 - - 390,932 $348,960 $348,960 0.03 $348,600
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 335,397 $346,226 $346,226 0.03 $345,137
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $332,636 $332,636 0.02 $331,894
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,340 $324,340 0.02 $323,703
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,505 $319,505 0.02 $318,121
BX Commercial Mortgage Trust 2024-MF C 5.69102% 15-FEB-2039, 5.69%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,256 $311,256 0.02 $310,227
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 $302,011 $302,011 0.02 $301,574
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 $301,919 $301,919 0.02 $300,170
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 287,776 $301,039 $301,039 0.02 $299,001
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $300,078 $300,078 0.02 $298,590
CSMC 2021-BHAR E 7.365% 15-NOV-2038, 7.37%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,789 $296,789 0.02 $295,500
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 289,130 $284,519 $284,519 0.02 $284,084
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 270,601 $274,684 $274,684 0.02 $273,639
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 $255,878 $255,878 0.02 $254,799
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 $250,530 $250,530 0.02 $249,480
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 245,615 $250,287 $250,287 0.02 $249,378
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $249,932 $249,932 0.02 $248,927
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 247,649 $249,903 $249,903 0.02 $248,379
BXHPP Trust 2021-FILM B 4.765% 15-AUG-2036, 4.76%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $236,545 $236,545 0.02 $235,850
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 222,133 $224,411 $224,411 0.02 $223,572
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 216,067 $217,099 $217,099 0.02 $216,224
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $217,058 $217,058 0.02 $216,562
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,612 $205,612 0.01 $204,393
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,814 $204,814 0.01 $203,760
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 201,886 $202,892 $202,892 0.01 $202,598
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 192,470 $194,149 $194,149 0.01 $193,784
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 155,015 $158,841 $158,841 0.01 $158,391
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $158,800 $158,800 0.01 $158,633
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 148,815 $149,474 $149,474 0.01 $149,123
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 187,223 $146,334 $146,334 0.01 $146,261
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 121,604 $125,527 $125,527 0.01 $124,362
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 123,309 $122,620 $122,620 0.01 $122,019
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 103,840 $104,733 $104,733 0.01 $104,393
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,902 $101,902 0.01 $101,784
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,068 $101,068 0.01 $100,953
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 97,383 $96,366 $96,366 0.01 $96,204
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,237 $94,237 0.01 $94,121
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 - - 75,880 $76,812 $76,812 0.01 $76,496
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $72,564 $72,564 0.01 $72,468
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 - - 53,943 $55,031 $55,031 0.00 $54,884
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 51,151 $51,167 $51,167 0.00 $51,082
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 48,000 $47,218 $47,218 0.00 $47,095
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 47,217 $47,086 $47,086 0.00 $46,914
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 46,635 $46,843 $46,843 0.00 $46,772
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 26,145 $26,345 $26,345 0.00 $26,299
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 16,098 $16,117 $16,117 0.00 $16,092
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 12,757 $12,807 $12,807 0.00 $12,767
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 4,662 $4,693 $4,693 0.00 $4,667
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $174,007,516 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $504,947,353 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,790,469 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,708,938 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -124.00 $-13,913,188 $0 0.00 $0
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -189,990,000 $-160,246,306 $-160,246,306 -11.64 $-160,246,306
SEGREGATED CASH SEGCASH - $0.00 5,220,000 $5,220,000 $5,220,000 0.38 $5,220,000
US DOLLARS USD MD_142224 - - -270,539,239 $-270,539,239 $-270,539,239 -19.65 $-270,539,239
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,862,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $121,050,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,606,250 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,393,750 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,736,191 $-6,655 0.00 $-6,655
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $59,959,138 $-40,916 0.00 $-40,916
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,587,871 $-46,026 0.00 $-46,026

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