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 May 1, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 12.5% October Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 210,506,500 $214,927,136 $214,927,136 14.16 $214,927,136
UMBS TBA 30yr 11.5% October Delivery, 5.00%, 05/13/26 FNCL 01F050650 - 196,415,000 $193,730,400 $193,730,400 12.76 $193,730,400
GNMA II TBA 30yr 1.5% March Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 136,700,000 $117,262,627 $117,262,627 7.72 $117,262,627
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $70,163,021 $70,163,021 4.62 $69,885,131
UMBS TBA 30yr 13% November Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 60,613,000 $62,901,747 $62,901,747 4.14 $62,901,747
UMBS TBA 30yr 12.5% March Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 33,905,499 $34,583,948 $34,583,948 2.27 $34,583,948
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,744,412 $33,744,412 2.22 $33,575,900
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,830,239 $16,830,239 1.10 $16,812,926
UMBS TBA 30yr 12% October Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 15,372,414 $15,456,501 $15,456,501 1.01 $15,456,501
UMBS TBA 30yr 12% March Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 15,370,628 $15,437,951 $15,437,951 1.01 $15,437,951
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,933,073 $14,933,073 0.97 $14,857,477
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,250,993 $12,250,993 0.80 $12,025,200
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,563,969 $12,230,366 $12,230,366 0.80 $12,203,057
ALA Trust 2025-OANA A 5.39763% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,131,109 $12,131,109 0.79 $12,096,771
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,038,298 $11,038,298 0.72 $11,008,092
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,224,796 $10,224,796 0.66 $10,190,585
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,125,189 $10,125,189 0.66 $10,090,850
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,063,396 $10,063,396 0.65 $10,007,164
BX Trust 2025-VLT7 E 7.40471% 15-JUL-2044, 7.40%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,987,218 $9,987,218 0.66 $9,948,270
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,627,290 $9,627,290 0.63 $9,613,664
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,511,571 $9,587,196 $9,587,196 0.63 $9,538,719
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,550,679 $9,550,679 0.63 $9,537,240
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,239,061 $9,239,061 0.61 $9,189,856
BX Commercial Mortgage Trust 2024-XL4 A 5.09674% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,170,875 $9,170,875 0.60 $9,146,289
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,124,562 $8,124,562 0.54 $8,002,766
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $8,016,330 $8,016,330 0.53 $8,001,199
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,871,454 $7,871,454 0.52 $7,810,519
BX Trust 2024-FNX A 5.09701% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,844,067 $7,844,067 0.52 $7,823,031
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,556,223 $7,556,223 0.50 $7,534,056
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 7,258,276 $7,508,144 $7,508,144 0.50 $7,493,121
HILT 2025-NVIL A 5.39771% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,430,943 $7,430,943 0.49 $7,409,862
Extended Stay America Trust 2025-ESH B 5.25471% 15-OCT-2042, 5.25%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,242,510 $7,242,510 0.48 $7,222,477
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 7,185,500 $7,218,374 $7,218,374 0.48 $7,168,973
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,124,779 $7,124,779 0.47 $7,087,314
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,109,611 $7,109,611 0.47 $7,072,767
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,975,163 $7,026,500 $7,026,500 0.46 $6,990,688
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,857,095 $6,857,095 0.45 $6,823,762
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,756,426 $6,756,426 0.45 $6,742,356
PNW Trust 2026-ARTE A 5.36597% 15-APR-2041, 5.37%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,506,533 $6,506,533 0.43 $6,488,124
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95471% 15-MAR-2042, 4.95%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,455,645 $6,455,645 0.43 $6,438,781
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,424,014 $6,424,014 0.42 $6,415,237
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,396,307 $6,396,307 0.42 $6,378,322
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,317,991 $6,317,991 0.42 $6,293,992
SMRT Commercial Mortgage Trust 2022-MINI D 5.60471% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,255,082 $6,255,082 0.41 $6,236,593
BLP Commercial Mortgage Trust 2024-IND2 A 4.99686% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - 6,236,454 $6,253,088 $6,253,088 0.41 $6,236,641
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44516% 25-NOV-2041, 11.45%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,214,667 $6,214,667 0.41 $6,201,315
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 6,014,000 $6,046,231 $6,046,231 0.40 $6,037,798
BX Trust 2025-TAIL D 6.10471% 15-JUN-2035, 6.10%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,023,528 $6,023,528 0.40 $6,004,197
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,985,166 $5,999,923 $5,999,923 0.40 $5,968,492
FIGRE Trust 2026-HE4|5.703|05/25/2056, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,000,000 $5,982,759 $5,982,759 0.39 $5,982,759
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,780,344 $5,955,362 $5,955,362 0.39 $5,948,597
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,946,557 $5,946,557 0.39 $5,935,427
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,921,935 $5,921,935 0.39 $5,882,032
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,891,373 $5,891,373 0.39 $5,841,918
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,929,464 $5,752,032 $5,752,032 0.38 $5,730,291
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.34%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,703,694 $5,722,748 $5,722,748 0.38 $5,703,648
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,698,939 $5,698,939 0.38 $5,664,011
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,675,885 $5,557,636 $5,557,636 0.37 $5,536,044
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,528,700 $5,528,700 0.36 $5,501,928
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.14516% 25-MAY-2045, 5.15%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,518,760 $5,518,760 0.36 $5,513,247
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,399,699 $5,399,699 0.36 $5,382,644
Sotheby's ArtFi Master Trust Series 2026-1 D 5.54% 20-JUN-2033, 5.54%, 06/20/33 ARTFI 2026-1A 83589DAE6 - 5,339,000 $5,393,067 $5,393,067 0.36 $5,318,301
SWCH Commercial Mortgage Trust 2025-DATA E 6.99493% 15-FEB-2042, 6.99%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,284,515 $5,284,515 0.35 $5,264,801
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,265,631 $5,265,631 0.35 $5,237,195
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29516% 25-DEC-2041, 5.30%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,213,730 $5,237,958 $5,237,958 0.35 $5,232,590
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,220,513 $5,220,513 0.34 $5,206,571
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.15%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,179,217 $5,179,217 0.34 $5,174,046
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,178,385 $5,178,385 0.34 $5,168,766
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,158,417 $5,158,417 0.34 $5,153,866
Great Wolf Trust 2024-WOLF D 6.54471% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 5,103,000 $5,139,712 $5,139,712 0.34 $5,122,086
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,105,809 $5,105,809 0.34 $5,070,961
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,089,751 $5,089,751 0.34 $5,012,204
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,087,610 $5,087,610 0.34 $5,055,294
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,059,744 $5,059,744 0.33 $5,029,338
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,001,584 $5,059,514 $5,059,514 0.33 $5,051,331
QTS Issuer ABS II, Series 2026-1 B_2601 6.729% 05-JAN-2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - 5,091,000 $5,056,536 $5,056,536 0.33 $5,028,940
SCG Trust 2025-SNIP E 7.05471% 15-SEP-2042, 7.05%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,027,976 $5,027,976 0.33 $5,009,360
BX Trust 2025-DIME E 6.65471% 15-FEB-2035, 6.65%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,973,895 $4,973,895 0.33 $4,956,334
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,941,772 $4,941,772 0.33 $4,917,470
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,940,285 $4,940,285 0.33 $4,933,090
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,891,000 $4,934,831 $4,934,831 0.33 $4,919,988
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,919,191 $4,919,191 0.32 $4,910,976
SCG Commercial Mortgage Trust 2025-DLFN E 6.60471% 15-MAR-2035, 6.60%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,890,769 $4,890,769 0.32 $4,873,674
Extended Stay America Trust 2026-ESH2 D 5.90471% 15-FEB-2043, 5.90%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,844,319 $4,880,164 $4,880,164 0.32 $4,865,068
BX Commercial Mortgage Trust 2024-MF D 6.34453% 15-FEB-2039, 6.34%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,854,225 $4,854,225 0.32 $4,838,066
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,850,751 $4,850,751 0.32 $4,826,890
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,843,180 $4,843,180 0.32 $4,834,798
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,797,821 $4,800,887 $4,800,887 0.32 $4,787,998
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,708,537 $4,708,537 0.31 $4,688,737
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,652,228 $4,669,309 $4,669,309 0.31 $4,645,918
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,628,573 $4,628,573 0.31 $4,572,226
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,533,175 $4,533,175 0.30 $4,498,824
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,519,817 $4,529,686 $4,529,686 0.30 $4,522,491
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 $4,526,924 $4,526,924 0.30 $4,515,194
NRTH Commercial Mortgage Trust 2025-PARK B 5.29763% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,501,800 $4,501,800 0.30 $4,489,218
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,495,624 $4,495,624 0.30 $4,488,875
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,479,637 $4,479,637 0.30 $4,457,869
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 $4,471,421 $4,471,421 0.29 $4,463,617
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,390,343 $4,382,826 $4,382,826 0.29 $4,362,833
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 $4,355,506 $4,355,506 0.29 $4,341,030
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,350,468 $4,350,468 0.29 $4,322,275
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.30%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,346,799 $4,346,799 0.29 $4,321,781
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29314% 15-MAY-2041, 7.29%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,346,213 $4,346,213 0.29 $4,329,577
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,325,437 $4,322,846 $4,322,846 0.29 $4,310,267
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,175,615 $4,314,146 $4,314,146 0.28 $4,309,056
COMM 2024-WCL1 Mortgage Trust D 6.944% 17-JUN-2041, 6.94%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,285,476 $4,285,476 0.28 $4,269,901
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - 4,240,000 $4,250,131 $4,250,131 0.28 $4,238,815
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,236,323 $4,248,831 $4,248,831 0.28 $4,226,409
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,229,002 $4,229,002 0.28 $4,217,000
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,158,730 $4,210,068 $4,210,068 0.28 $4,187,916
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,200,442 $4,200,442 0.28 $4,142,840
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,198,685 $4,198,685 0.28 $4,178,821
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,121,082 $4,121,082 0.27 $4,109,441
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 4,101,460 $4,101,401 $4,101,401 0.27 $4,091,552
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 4,115,580 $4,085,149 $4,085,149 0.27 $4,078,951
United Auto Credit Securitization Trust 2026-1 D 5.65% 10-JUL-2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - 4,067,000 $4,052,252 $4,052,252 0.27 $4,036,933
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 4,000,046 $4,049,957 $4,049,957 0.27 $4,042,559
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.30%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,018,136 $4,018,136 0.26 $4,004,826
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,007,813 $4,007,813 0.26 $3,996,771
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,965,908 $3,969,565 $3,969,565 0.26 $3,965,906
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,947,629 $3,934,958 $3,934,958 0.26 $3,922,116
BX Trust 2024-VLT4 E 6.544114% 15-JUN-2041, 6.54%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,933,755 $3,933,755 0.26 $3,920,012
BX Commercial Mortgage Trust 2026-XL6 D 5.75471% 15-MAR-2043, 5.75%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,854,000 $3,849,245 $3,849,245 0.25 $3,837,539
FREMF 2023-K511 Mortgage Trust C 5.634155% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,778,884 $3,778,884 0.25 $3,757,537
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,774,215 $3,774,215 0.25 $3,768,801
SE Cosmos LLC|8.875|05/01/2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,766,075 $3,766,075 0.25 $3,766,075
BMP Commercial Mortgage Trust 2024-MF23 D 6.0452% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,765,960 $3,765,960 0.25 $3,753,996
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,756,314 $3,756,314 0.25 $3,736,436
JW Commercial Mortgage Trust 2026-MRCO B 5.55% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,750,000 $3,750,000 0.25 $3,750,000
LEX Trust 2026-450 D 6.00471% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,715,744 $3,715,744 0.25 $3,704,005
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,713,966 $3,713,966 0.24 $3,707,992
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,668,899 $3,678,225 $3,678,225 0.24 $3,659,839
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,649,186 $3,649,186 0.24 $3,644,470
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,521,204 $3,648,368 $3,648,368 0.24 $3,626,684
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6619% 25-OCT-2041, 9.65%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,589,883 $3,589,883 0.24 $3,583,298
BX Commercial Mortgage Trust 2024-XL5 D 6.34451% 15-MAR-2041, 6.34%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,583,496 $3,583,496 0.24 $3,571,542
Extended Stay America Trust 2025-ESH E 7.00471% 15-OCT-2042, 7.00%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,567,125 $3,567,125 0.24 $3,554,039
Extended Stay America Trust 2025-ESH D 6.25471% 15-OCT-2042, 6.25%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,563,649 $3,563,649 0.23 $3,551,965
SCG Trust 2025-SNIP D 6.25471% 15-SEP-2042, 6.25%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,526,369 $3,526,369 0.23 $3,514,815
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,523,517 $3,521,136 $3,521,136 0.23 $3,515,140
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,613,215 $3,517,729 $3,517,729 0.23 $3,508,275
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,504,630 $3,504,630 0.23 $3,500,099
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,503,581 $3,503,581 0.23 $3,497,526
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,465,037 $3,502,371 $3,502,371 0.23 $3,484,413
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74516% 25-JAN-2042, 10.75%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,489,054 $3,489,054 0.23 $3,482,053
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,415,884 $3,453,888 $3,453,888 0.23 $3,436,081
CSMC 2021-BHAR C 5.77% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,421,547 $3,421,547 0.23 $3,411,054
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,377,826 $3,377,826 0.22 $3,361,544
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,374,692 $3,373,073 $3,373,073 0.22 $3,357,710
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,373,013 $3,356,187 $3,356,187 0.22 $3,340,736
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,325,918 $3,342,552 $3,342,552 0.22 $3,322,766
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 3,333,333 $3,325,373 $3,325,373 0.22 $3,320,563
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.75%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,314,364 $3,314,364 0.22 $3,311,308
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,299,401 $3,299,401 0.22 $3,292,333
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,223,324 $3,223,973 $3,223,973 0.21 $3,208,845
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,200,207 $3,200,207 0.21 $3,187,852
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,199,568 $3,199,568 0.21 $3,193,739
GS Mortgage-Backed Securities Trust 2026-CES1 M1 5.771% 25-MAY-2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - 3,200,000 $3,194,429 $3,194,429 0.21 $3,177,501
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,190,129 $3,190,129 0.21 $3,183,359
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,187,073 $3,187,073 0.21 $3,171,722
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,177,457 $3,177,457 0.21 $3,159,187
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,169,992 $3,169,992 0.21 $3,165,118
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 $3,150,180 $3,150,180 0.21 $3,143,268
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,145,438 $3,145,438 0.21 $3,141,070
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,140,536 $3,140,536 0.21 $3,135,769
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,133,541 $3,133,541 0.21 $3,126,952
BX Trust 2025-LUNR D 6.15471% 15-JUN-2040, 6.15%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,128,389 $3,128,389 0.21 $3,118,276
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,109,842 $3,109,842 0.21 $3,095,292
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,104,219 $3,104,219 0.20 $3,091,040
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,074,508 $3,102,856 $3,102,856 0.20 $3,085,893
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,098,744 $3,098,744 0.20 $3,088,479
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,055,954 $3,055,954 0.20 $3,050,710
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,032,098 $3,048,814 $3,048,814 0.20 $3,048,308
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7619% 25-OCT-2041, 6.75%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,034,176 $3,034,176 0.20 $3,030,241
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 $3,030,476 $3,030,476 0.20 $3,026,186
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,011,085 $3,011,085 0.20 $2,995,595
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 3,000,000 $3,002,927 $3,002,927 0.20 $2,998,243
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 3,000,000 $2,996,273 $2,996,273 0.20 $2,981,362
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,990,084 $2,990,084 0.20 $2,980,092
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 $2,975,771 $2,975,771 0.20 $2,955,711
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,975,761 $2,975,761 0.20 $2,961,511
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,971,442 $2,971,442 0.20 $2,967,418
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,868,724 $2,967,443 $2,967,443 0.20 $2,948,859
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.44516% 25-JUL-2048, 5.45%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,953,133 $2,959,559 $2,959,559 0.20 $2,956,432
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 2,944,491 $2,953,431 $2,953,431 0.19 $2,949,265
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,919,169 $2,933,867 $2,933,867 0.19 $2,917,598
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,907,194 $2,919,927 $2,919,927 0.19 $2,902,688
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,914,264 $2,914,264 0.19 $2,907,301
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,881,045 $2,873,384 $2,873,384 0.19 $2,865,776
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,872,888 $2,872,888 0.19 $2,857,498
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,870,384 $2,870,384 0.19 $2,835,661
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,857,060 $2,857,060 0.19 $2,840,356
SCG Commercial Mortgage Trust 2025-FLWR E 6.40471% 15-AUG-2042, 6.40%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,846,233 $2,846,233 0.19 $2,836,542
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,899,684 $2,844,454 $2,844,454 0.19 $2,838,345
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,833,539 $2,833,539 0.19 $2,825,400
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,845,611 $2,830,689 $2,830,689 0.19 $2,817,349
BX Trust 2026-CART D 5.55471% 15-FEB-2036, 5.55%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,816,463 $2,816,463 0.19 $2,808,225
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 $2,805,138 $2,805,138 0.18 $2,796,567
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,791,124 $2,791,124 0.18 $2,779,952
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,790,921 $2,790,921 0.18 $2,774,681
Great Wolf Trust 2024-WOLF G 9.09071% 15-MAR-2039, 9.09%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,783,464 $2,783,464 0.18 $2,770,270
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,758,105 $2,778,392 $2,778,392 0.18 $2,764,024
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,777,960 $2,757,157 $2,757,157 0.18 $2,743,801
JW Commercial Mortgage Trust 2026-MRCO D 6.4% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,750,000 $2,750,000 0.18 $2,750,000
BX Trust 2025-ROIC E 6.596% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,715,276 $2,722,687 $2,722,687 0.18 $2,713,235
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 $2,705,277 $2,705,277 0.18 $2,700,525
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,691,572 $2,691,572 0.18 $2,682,454
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,670,372 $2,670,372 0.18 $2,666,388
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,647,115 $2,657,417 $2,657,417 0.18 $2,653,764
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,636,104 $2,636,104 0.17 $2,627,846
BX Commercial Mortgage Trust 2026-CSMO D 6.10471% 15-FEB-2043, 6.10%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,598,964 $2,598,964 0.17 $2,590,652
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,651,521 $2,588,887 $2,588,887 0.17 $2,577,915
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,582,511 $2,582,511 0.17 $2,574,724
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,576,495 $2,576,495 0.17 $2,574,198
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,558,774 $2,558,774 0.17 $2,553,604
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 $2,556,948 $2,556,948 0.17 $2,536,922
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,553,864 $2,553,864 0.17 $2,543,863
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,541,755 $2,541,755 0.17 $2,502,331
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,535,782 $2,535,782 0.17 $2,529,647
Research-Driven Pagaya Motor Asset Trust 2026-2 (RPM 2026-2) A4 5.62% 25-FEB-2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,531,399 $2,531,399 0.17 $2,526,644
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,527,021 $2,527,021 0.17 $2,512,277
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 $2,525,190 $2,525,190 0.17 $2,517,351
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,514,213 $2,514,213 0.17 $2,507,088
Mtp Abs Funding LLC|5.882|04/25/2056, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,511,444 $2,511,444 0.17 $2,511,035
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,510,315 $2,510,315 0.17 $2,493,968
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,508,629 $2,508,629 0.17 $2,505,131
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - 2,500,000 $2,506,493 $2,506,493 0.17 $2,499,162
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,504,593 $2,504,593 0.17 $2,491,187
BX Commercial Mortgage Trust 2024-AIR2 D 6.44545% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,502,216 $2,502,216 0.16 $2,493,749
280 Park Avenue 2017-280P Mortgage Trust B 5.041% 15-SEP-2034, 5.04%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,493,615 $2,493,615 0.16 $2,486,964
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 $2,479,941 $2,479,941 0.16 $2,477,061
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,439,437 $2,476,203 $2,476,203 0.16 $2,466,209
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 $2,445,852 $2,445,852 0.16 $2,438,212
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,445,195 $2,445,195 0.16 $2,439,973
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,439,376 $2,429,194 $2,429,194 0.16 $2,418,210
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,399,258 $2,426,490 $2,426,490 0.16 $2,413,756
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,420,729 $2,420,729 0.16 $2,409,487
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99516% 25-JAN-2043, 7.00%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,418,442 $2,418,442 0.16 $2,415,266
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,411,058 $2,411,058 0.16 $2,396,107
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 $2,403,906 $2,403,906 0.16 $2,396,887
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,399,412 $2,399,412 0.16 $2,394,161
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14014% 20-FEB-2034, 8.14%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,386,723 $2,394,252 $2,394,252 0.16 $2,386,696
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 $2,389,970 $2,389,970 0.16 $2,381,015
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,369,078 $2,386,697 $2,386,697 0.16 $2,374,776
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,385,929 $2,385,929 0.16 $2,372,949
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,324,989 $2,352,919 $2,352,919 0.16 $2,349,299
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,349,371 $2,349,371 0.15 $2,341,013
ALA Trust 2025-OANA D 6.74572% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,346,164 $2,346,164 0.15 $2,337,858
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,331,559 $2,344,497 $2,344,497 0.15 $2,332,522
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3872% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,341,160 $2,341,160 0.15 $2,333,291
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,332,479 $2,332,479 0.15 $2,325,973
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,389,390 $2,314,803 $2,314,803 0.15 $2,305,713
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.879747% 27-SEP-2052, 0.89%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,293,289 $2,293,289 0.15 $2,291,330
United Auto Credit Securitization Trust 2026-1 C 5.06% 10-JUN-2031, 5.06%, 06/10/31 UACST 2026-1 90945FAC9 - 2,305,000 $2,285,075 $2,285,075 0.15 $2,277,300
Connecticut Avenue Securities, Series 2021-R03 1B1 6.39516% 25-DEC-2041, 6.40%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,273,892 $2,273,892 0.15 $2,271,094
MetroNet Infrastructure Issuer, Series 2026-1 C_2026_1 7.1% 20-APR-2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,267,212 $2,267,212 0.15 $2,247,782
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,265,772 $2,265,772 0.15 $2,258,278
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,270,016 $2,253,445 $2,253,445 0.15 $2,242,741
JW Commercial Mortgage Trust 2026-MRCO C 5.85% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,250,000 $2,250,000 0.15 $2,250,000
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,140,326 $2,232,339 $2,232,339 0.15 $2,220,850
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,214,217 $2,214,217 0.15 $2,206,380
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,212,884 $2,212,884 0.15 $2,197,845
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,208,861 $2,208,861 0.15 $2,196,264
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 $2,197,491 $2,197,491 0.14 $2,191,290
CONE Trust 2024-DFW1 A 5.29644% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,161,602 $2,161,602 0.14 $2,155,551
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,173,441 $2,154,325 $2,154,325 0.14 $2,144,130
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,149,120 $2,136,050 $2,136,050 0.14 $2,133,299
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 $2,130,340 $2,130,340 0.14 $2,121,923
DBGS 2021-W52 Mortgage Trust C 6.2195% 15-JAN-2038, 6.22%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,115,576 $2,115,576 0.14 $2,108,516
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,151,217 $2,114,802 $2,114,802 0.14 $2,110,636
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,100,491 $2,105,321 $2,105,321 0.14 $2,095,214
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89014% 20-MAR-2033, 5.89%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,092,185 $2,103,808 $2,103,808 0.14 $2,099,015
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,094,750 $2,097,001 $2,097,001 0.14 $2,071,927
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,130,665 $2,096,420 $2,096,420 0.14 $2,088,412
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,093,517 $2,093,517 0.14 $2,080,521
NMEF Funding 2026-A (North Mill Equipment Finance) E 6.73% 15-FEB-2034, 6.73%, 02/15/34 NMEF 2026-A 62919FAG1 - 2,100,000 $2,085,660 $2,085,660 0.14 $2,078,201
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,086,503 $2,065,545 $2,065,545 0.14 $2,055,565
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,053,983 $2,053,983 0.14 $2,047,019
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,039,547 $2,047,313 $2,047,313 0.14 $2,037,670
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,043,023 $2,043,023 0.13 $2,037,278
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,065,801 $2,036,357 $2,036,357 0.13 $2,034,549
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,030,117 $2,034,119 $2,034,119 0.13 $2,024,349
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,007,574 $2,026,878 $2,026,878 0.13 $2,016,062
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,022,149 $2,022,149 0.13 $2,016,047
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,018,335 $2,018,335 0.13 $2,010,861
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,017,550 $2,017,550 0.13 $2,011,227
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.99516% 25-SEP-2041, 7.00%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,016,999 $2,016,999 0.13 $2,014,272
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,013,604 $2,013,604 0.13 $2,003,272
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,075,057 $2,012,424 $2,012,424 0.13 $2,006,242
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,010,593 $2,010,593 0.13 $2,000,583
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15471% 15-DEC-2042, 6.15%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,008,843 $2,008,843 0.13 $2,002,346
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $2,003,996 $2,003,996 0.13 $1,994,270
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $2,003,870 $2,003,870 0.13 $1,994,326
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 $2,001,044 $2,001,044 0.13 $1,995,260
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,998,737 $1,998,737 0.13 $1,996,018
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 1,995,206 $1,997,066 $1,997,066 0.13 $1,995,206
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,994,922 $1,994,922 0.13 $1,993,615
SMRT Commercial Mortgage Trust 2022-MINI F 7.00471% 15-JAN-2039, 7.00%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,992,561 $1,992,561 0.13 $1,985,075
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,980,682 $1,980,682 0.13 $1,977,994
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,942,295 $1,942,295 0.13 $1,942,000
BX Commercial Mortgage Trust 2024-AIR2 C 5.89624% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,927,447 $1,927,447 0.13 $1,921,477
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.04516% 25-NOV-2050, 11.05%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,923,264 $1,923,264 0.13 $1,904,015
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,913,188 $1,913,188 0.13 $1,905,332
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,899,160 $1,899,160 0.13 $1,896,497
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,873,648 $1,877,901 $1,877,901 0.12 $1,875,990
BX Trust 2024-BRBK B 7.58131% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,859,734 $1,859,734 0.12 $1,852,322
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,817,836 $1,834,523 $1,834,523 0.12 $1,831,344
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,811,481 $1,811,481 0.12 $1,804,686
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 $1,809,971 $1,809,971 0.12 $1,805,322
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 $1,809,498 $1,809,498 0.12 $1,804,235
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 $1,804,561 $1,804,561 0.12 $1,802,154
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,776,796 $1,780,680 $1,780,680 0.12 $1,772,243
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,759,569 $1,759,569 0.12 $1,754,637
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,745,583 $1,745,583 0.12 $1,740,864
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,744,000 $1,744,000 0.12 $1,733,724
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,635,780 $1,727,740 $1,727,740 0.11 $1,637,536
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,719,257 $1,719,257 0.11 $1,716,868
BXHPP Trust 2021-FILM C 4.869% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,711,311 $1,711,311 0.11 $1,706,299
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,701,904 $1,701,904 0.11 $1,699,265
Extended Stay America Trust 2025-ESH F 7.75471% 15-OCT-2042, 7.75%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,700,363 $1,700,363 0.11 $1,693,465
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,699,905 $1,699,905 0.11 $1,696,679
FIGRE Trust 2026-HE4|6.23|05/25/2056, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,696,578 $1,696,578 0.11 $1,696,578
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,693,934 $1,693,934 0.11 $1,689,652
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,687,142 $1,687,142 0.11 $1,678,248
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,664,183 $1,674,196 $1,674,196 0.11 $1,665,487
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,672,062 $1,672,062 0.11 $1,663,505
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,647,759 $1,647,759 0.11 $1,642,629
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,631,097 $1,631,097 0.11 $1,627,081
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,626,645 $1,626,645 0.11 $1,615,858
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 1,700,000 $1,626,599 $1,626,599 0.11 $1,620,119
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99516% 25-DEC-2041, 6.00%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,614,087 $1,614,087 0.11 $1,612,222
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,585,928 $1,601,258 $1,601,258 0.11 $1,592,873
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,594,203 $1,600,064 $1,600,064 0.11 $1,594,060
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,582,756 $1,599,456 $1,599,456 0.11 $1,590,882
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,559,128 $1,597,114 $1,597,114 0.11 $1,594,284
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,582,756 $1,597,070 $1,597,070 0.11 $1,588,786
Aligned Data Centers Issuer, Series 2021-1 A2_2021_1 1.937% 15-AUG-2046, 1.94%, 08/15/46 ADC 2021-1A 01627AAA6 - 1,602,000 $1,592,064 $1,592,064 0.10 $1,590,426
BX Commercial Mortgage Trust 2024-WPT D 6.34441% 15-APR-2041, 6.34%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,583,360 $1,583,360 0.10 $1,578,070
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,568,350 $1,568,350 0.10 $1,566,975
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,547,357 $1,547,357 0.10 $1,543,963
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 $1,528,166 $1,528,166 0.10 $1,522,906
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 $1,521,957 $1,521,957 0.10 $1,516,518
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,532,000 $1,517,892 $1,517,892 0.10 $1,511,452
Gracie Point International Funding, Series 2025-1 C 6.3898% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,514,793 $1,514,793 0.10 $1,505,988
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,512,588 $1,512,588 0.10 $1,508,661
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,511,656 $1,511,656 0.10 $1,506,592
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,481,250 $1,511,543 $1,511,543 0.10 $1,492,388
JW Commercial Mortgage Trust 2024-MRCO C 6.04476% 15-JUN-2039, 6.04%, 06/15/39 JW 2024-MRCO 46657XAE6 - 1,500,000 $1,504,786 $1,504,786 0.10 $1,500,000
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,814 $1,502,814 0.10 $1,495,499
UPG HI 2026-1 Issuer Trust|6.39|02/25/2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,494,504 $1,494,504 0.10 $1,493,709
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,494,262 $1,494,262 0.10 $1,494,262
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,493,276 $1,493,276 0.10 $1,489,001
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - 1,500,000 $1,489,977 $1,489,977 0.10 $1,485,472
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,484,751 $1,484,751 0.10 $1,477,413
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,475,998 $1,463,534 $1,463,534 0.10 $1,459,458
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,446,174 $1,440,411 $1,440,411 0.09 $1,438,604
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,410,509 $1,421,532 $1,421,532 0.09 $1,411,496
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,428,157 $1,421,358 $1,421,358 0.09 $1,414,770
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,426,602 $1,421,156 $1,421,156 0.09 $1,414,827
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,410,228 $1,410,228 0.09 $1,407,297
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,404,826 $1,404,826 0.09 $1,404,810
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,403,869 $1,403,869 0.09 $1,401,732
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,389,216 $1,389,216 0.09 $1,387,387
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,380,797 $1,380,797 0.09 $1,372,580
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 $1,376,651 $1,376,651 0.09 $1,372,736
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) D_2026_1 5.193% 15-MAR-2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - 1,375,000 $1,365,063 $1,365,063 0.09 $1,361,294
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,311,440 $1,330,319 $1,330,319 0.09 $1,324,757
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,320,856 $1,327,391 $1,327,391 0.09 $1,315,424
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,318,352 $1,327,270 $1,327,270 0.09 $1,320,453
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24014% 20-OCT-2032, 6.24%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,296,945 $1,308,997 $1,308,997 0.09 $1,305,850
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 - 1,562,354 $1,303,739 $1,303,739 0.09 $1,300,140
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,298,420 $1,303,129 $1,303,129 0.09 $1,297,002
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,288,206 $1,300,140 $1,300,140 0.09 $1,293,518
Great Wolf Trust 2024-WOLF C 6.04571% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,268,253 $1,268,253 0.08 $1,264,232
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,266,703 $1,266,703 0.08 $1,262,860
COMM 2024-WCL1 Mortgage Trust C 6.544% 17-JUN-2041, 6.54%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,258,816 $1,258,816 0.08 $1,254,499
NMEF Funding 2026-A (North Mill Equipment Finance) D 5.22% 15-FEB-2034, 5.22%, 02/15/34 NMEF 2026-A 62919FAF3 - 1,250,000 $1,233,172 $1,233,172 0.08 $1,229,728
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14014% 20-MAR-2033, 7.14%, 03/21/33 HACLN 2025-1 446438TA1 - 1,216,024 $1,225,092 $1,225,092 0.08 $1,221,716
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,218,883 $1,218,883 0.08 $1,216,879
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,215,833 $1,215,833 0.08 $1,211,540
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - 1,203,000 $1,210,870 $1,210,870 0.08 $1,206,525
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 $1,206,173 $1,206,173 0.08 $1,202,094
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,203,209 $1,203,209 0.08 $1,198,883
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,190,290 $1,199,942 $1,199,942 0.08 $1,193,938
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,201,166 $1,196,312 $1,196,312 0.08 $1,192,467
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 $1,190,178 $1,190,178 0.08 $1,185,636
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 $1,185,298 $1,185,298 0.08 $1,179,913
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,179,566 $1,179,566 0.08 $1,176,953
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39516% 25-FEB-2042, 8.40%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,179,310 $1,179,310 0.08 $1,177,443
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - 1,175,000 $1,177,392 $1,177,392 0.08 $1,173,298
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79014% 20-MAY-2032, 6.79%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,157,345 $1,171,764 $1,171,764 0.08 $1,168,708
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,152,206 $1,156,518 $1,156,518 0.08 $1,150,732
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,199,346 $1,154,013 $1,154,013 0.08 $1,150,715
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,135,201 $1,146,914 $1,146,914 0.08 $1,144,375
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,120,260 $1,146,493 $1,146,493 0.08 $1,142,399
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,090,426 $1,143,437 $1,143,437 0.08 $1,138,758
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,109,754 $1,109,408 $1,109,408 0.07 $1,104,069
OBX 2026-HE1 Trust M2 5.44516% 25-FEB-2056, 5.45%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,108,382 $1,108,382 0.07 $1,101,710
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,091,174 $1,093,591 $1,093,591 0.07 $1,088,155
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,069,443 $1,072,592 $1,072,592 0.07 $1,069,434
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 - 1,052,852 $1,061,954 $1,061,954 0.07 $1,060,167
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,055,877 $1,055,877 0.07 $1,054,822
BX Trust 2024-VLT4 D 6.094762% 15-JUN-2041, 6.09%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,050,323 $1,050,323 0.07 $1,046,928
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,038,186 $1,050,033 $1,050,033 0.07 $1,042,429
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,046,036 $1,046,036 0.07 $1,041,375
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,061,057 $1,038,707 $1,038,707 0.07 $1,034,573
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,024,770 $1,024,770 0.07 $1,020,548
LIFE 2021-BMR Mortgage Trust E 5.519% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,021,897 $1,021,897 0.07 $1,018,839
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.29516% 25-NOV-2041, 7.30%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,016,516 $1,016,516 0.07 $1,015,098
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,013,643 $1,013,643 0.07 $1,009,398
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 $1,013,199 $1,013,199 0.07 $1,006,100
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 993,716 $1,012,873 $1,012,873 0.07 $1,008,463
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 $1,012,738 $1,012,738 0.07 $1,007,204
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 $1,012,443 $1,012,443 0.07 $1,008,527
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 $1,005,660 $1,005,660 0.07 $1,004,222
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - 1,000,000 $1,003,566 $1,003,566 0.07 $998,845
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 996,582 $1,001,846 $1,001,846 0.07 $996,906
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $999,352 $999,352 0.07 $994,634
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $996,114 $996,114 0.07 $994,529
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $995,769 $995,769 0.07 $994,440
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 986,119 $987,237 $987,237 0.07 $986,116
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $986,338 $986,338 0.07 $983,012
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 943,280 $980,518 $980,518 0.06 $936,462
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 971,437 $975,894 $975,894 0.06 $972,471
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 977,375 $974,327 $974,327 0.06 $970,031
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 935,000 $938,440 $938,440 0.06 $934,577
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 876,251 $927,367 $927,367 0.06 $923,159
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 934,986 $923,415 $923,415 0.06 $919,987
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 900,000 $917,043 $917,043 0.06 $913,281
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $916,980 $916,980 0.06 $915,599
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $914,834 $914,834 0.06 $910,313
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50964% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $907,400 $907,400 0.06 $905,616
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,566 $905,566 0.06 $904,443
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $897,342 $897,342 0.06 $890,526
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 876,284 $886,763 $886,763 0.06 $882,138
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $851,354 $851,354 0.06 $847,086
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,486 $841,486 0.06 $840,388
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $835,644 $835,644 0.06 $832,308
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 833,166 $823,518 $823,518 0.05 $822,789
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64014% 20-OCT-2032, 7.64%, 10/20/32 HACLN 2024-2 44644NAK5 - 824,912 $823,422 $823,422 0.05 $820,971
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $815,580 $815,580 0.05 $814,317
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $806,290 $806,290 0.05 $801,858
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $775,246 $775,246 0.05 $771,459
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,597 $772,597 0.05 $769,474
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.44516% 25-JUN-2047, 5.45%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $746,274 $746,274 0.05 $745,486
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 732,444 $732,475 $732,475 0.05 $728,995
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.39516% 25-JUN-2047, 6.40%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $730,776 $730,776 0.05 $729,879
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $728,775 $728,775 0.05 $725,204
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.12%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 681,344 $725,007 $725,007 0.05 $723,931
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 718,735 $724,485 $724,485 0.05 $722,251
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 $719,969 $719,969 0.05 $718,609
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 678,164 $706,919 $706,919 0.05 $704,240
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 672,095 $701,516 $701,516 0.05 $697,177
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $701,396 $701,396 0.05 $700,089
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 672,095 $692,575 $692,575 0.05 $689,424
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 678,164 $683,219 $683,219 0.05 $681,431
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $679,864 $679,864 0.04 $668,167
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 661,512 $660,909 $660,909 0.04 $660,032
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.69516% 25-DEC-2031, 5.70%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 652,347 $659,814 $659,814 0.04 $655,432
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 619,041 $630,803 $630,803 0.04 $628,141
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $629,348 $629,348 0.04 $628,356
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 651,100 $616,813 $616,813 0.04 $613,476
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,279 $607,279 0.04 $603,716
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 549,639 $564,885 $564,885 0.04 $560,219
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,059 $563,059 0.04 $561,936
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 549,639 $558,104 $558,104 0.04 $554,547
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 555,211 $557,396 $557,396 0.04 $555,442
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,009 $545,009 0.04 $542,271
Mello Warehouse Securitization Trust 2024-1 F 8.90431% 25-OCT-2057, 8.90%, 10/25/57 MWST 2024-1 58553FAF2 - 542,000 $540,921 $540,921 0.04 $539,983
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 534,825 $535,836 $535,836 0.04 $535,332
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 529,926 $531,666 $531,666 0.04 $529,725
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $522,316 $522,316 0.03 $519,199
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 508,738 $517,634 $517,634 0.03 $515,231
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 $516,556 $516,556 0.03 $516,099
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $514,545 $514,545 0.03 $512,394
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 $511,234 $511,234 0.03 $509,556
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,542 $509,542 0.03 $507,951
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $508,788 $508,788 0.03 $507,246
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 $508,550 $508,550 0.03 $506,823
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $507,513 $507,513 0.03 $505,777
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $506,882 $506,882 0.03 $503,088
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 503,292 $503,371 $503,371 0.03 $501,010
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 498,093 $500,578 $500,578 0.03 $498,748
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.288% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $495,734 $495,734 0.03 $494,602
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 486,680 $491,453 $491,453 0.03 $488,631
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 474,496 $484,977 $484,977 0.03 $483,454
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $483,996 $483,996 0.03 $482,680
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.24516% 25-DEC-2031, 7.25%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 461,349 $469,281 $469,281 0.03 $465,341
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89014% 20-SEP-2033, 6.89%, 09/20/33 HACLN 2025-2 44644NAR0 - 465,761 $467,375 $467,375 0.03 $466,127
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $462,931 $462,931 0.03 $460,912
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $423,240 $423,240 0.03 $421,566
BXHPP Trust 2021-FILM A 4.419% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $417,383 $417,383 0.03 $416,364
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 411,350 $408,645 $408,645 0.03 $407,537
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $406,875 $406,875 0.03 $405,445
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89014% 20-MAY-2032, 8.89%, 05/20/32 HACLN 2024-1 44644NAD1 - 400,619 $406,260 $406,260 0.03 $404,875
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 405,041 $406,136 $406,136 0.03 $405,727
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 393,800 $404,958 $404,958 0.03 $402,902
BX Commercial Mortgage Trust 2026-CSMO C 5.65471% 15-FEB-2043, 5.65%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,632 $402,632 0.03 $401,439
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 $382,802 $382,802 0.03 $381,393
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,316 $376,316 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,483 $371,483 0.02 $369,703
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.12%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 348,507 $367,139 $367,139 0.02 $366,656
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 363,857 $366,976 $366,976 0.02 $365,918
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $366,151 $366,151 0.02 $364,654
DBGS 2021-W52 Mortgage Trust B 5.6667% 15-JAN-2038, 5.67%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $363,354 $363,354 0.02 $362,260
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,372 $348,372 0.02 $347,317
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 336,926 $337,314 $337,314 0.02 $336,981
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 332,869 $332,668 $332,668 0.02 $332,445
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 - 382,789 $329,930 $329,930 0.02 $329,601
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $329,657 $329,657 0.02 $329,151
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $322,813 $322,813 0.02 $322,239
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 314,635 $317,882 $317,882 0.02 $316,697
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $315,703 $315,703 0.02 $314,389
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 309,133 $314,273 $314,273 0.02 $312,981
BX Commercial Mortgage Trust 2024-MF C 5.59561% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,564 $311,564 0.02 $310,649
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 298,115 $311,273 $311,273 0.02 $309,347
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 $302,618 $302,618 0.02 $300,957
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 $300,325 $300,325 0.02 $299,931
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $299,938 $299,938 0.02 $298,494
CSMC 2021-BHAR E 7.27% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,768 $297,768 0.02 $296,617
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 277,778 $284,780 $284,780 0.02 $283,929
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,679 $283,679 0.02 $282,942
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 281,296 $274,742 $274,742 0.02 $274,458
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,114 $270,114 0.02 $269,376
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 257,579 $257,555 $257,555 0.02 $257,139
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 $253,628 $253,628 0.02 $252,602
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 $252,078 $252,078 0.02 $251,080
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 247,077 $248,807 $248,807 0.02 $247,901
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 238,600 $248,067 $248,067 0.02 $246,462
BXHPP Trust 2021-FILM B 4.669% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,424 $233,424 0.02 $232,808
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $232,782 $232,782 0.02 $231,577
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 227,032 $230,126 $230,126 0.02 $229,833
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $214,290 $214,290 0.01 $213,132
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $213,601 $213,601 0.01 $212,404
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $204,457 $204,457 0.01 $203,457
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 198,743 $202,107 $202,107 0.01 $201,409
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 201,247 $202,055 $202,055 0.01 $200,853
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 186,693 $187,871 $187,871 0.01 $187,201
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 184,608 $184,621 $184,621 0.01 $184,379
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 177,370 $180,559 $180,559 0.01 $180,324
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $176,893 $176,893 0.01 $176,625
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 170,412 $171,462 $171,462 0.01 $170,871
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $158,366 $158,366 0.01 $158,216
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 134,187 $136,472 $136,472 0.01 $136,104
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 176,770 $135,626 $135,626 0.01 $135,565
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 125,029 $125,504 $125,504 0.01 $125,182
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 108,115 $111,082 $111,082 0.01 $110,077
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $101,017 $101,017 0.01 $100,911
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 99,755 $100,767 $100,767 0.01 $100,383
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,570 $100,570 0.01 $100,466
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $93,069 $93,069 0.01 $92,965
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 92,320 $91,429 $91,429 0.01 $91,288
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,195 $71,195 0.00 $71,108
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - 54,939 $55,198 $55,198 0.00 $54,939
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - $44,159 $44,159 0.00 $0
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 38,955 $39,169 $39,169 0.00 $39,048
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 35,132 $35,296 $35,296 0.00 $35,260
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 - 34,633 $35,125 $35,125 0.00 $35,041
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 - 22,233 $22,397 $22,397 0.00 $22,309
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 20,681 $20,820 $20,820 0.00 $20,786
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 20,499 $20,599 $20,599 0.00 $20,459
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,575,875 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,309,062 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $161,873,469 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 6,137 $1,271,078,180 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,230,297 $0 0.00 $0
UMBS TBA 30yr 12% October Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -5,042 $-5,070 $-5,070 0.00 $-5,070
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $38,104,500 $-39,900 0.00 $-39,900
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-38,104,500 $-2,203,688 -0.15 $-2,203,688
UMBS TBA 30yr 12.5% October Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -33,905,499 $-34,617,514 $-34,617,514 -2.28 $-34,617,514
UMBS TBA 20yr 9% September Delivery, 2.50%, 05/13/26 FNCL 01F022659 - -189,990,000 $-159,428,969 $-159,428,969 -10.51 $-159,428,969
SEGREGATED CASH SEGCASH $0.00 13,510,000 $13,510,000 $13,510,000 0.89 $13,510,000
US DOLLARS USD MD_142224 - -467,156,843 $-467,156,843 $-467,156,843 -30.81 $-467,156,843
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $59,982,519 $117,124 0.01 $-105,212
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,172,987 $112,320 0.01 $-166,715
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,431,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,428,125 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,431,250 $0 0.00 $0
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $28,306,200 $0 0.00 $0

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