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 July 24, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 65,610,000 $65,116,678 $65,116,678 6.78 $65,116,678
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 60,613,000 $62,438,664 $62,438,664 6.50 $62,438,664
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 61,479,000 $59,685,965 $59,685,965 6.22 $59,685,965
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 57,605,000 $58,308,357 $58,308,357 6.07 $58,308,357
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - 30,930,000 $27,568,930 $27,568,930 2.88 $27,568,930
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 25,880,000 $24,485,922 $24,485,922 2.56 $24,485,922
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 25,640,000 $21,906,970 $21,906,970 2.29 $21,906,970
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,911,500 $16,911,500 1.77 $16,828,054
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,964,396 $12,961,758 $12,961,758 1.36 $12,902,905
PRPM 2025-5 LLC|5.929|07/25/2030, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,191,159 $12,191,159 1.28 $12,086,653
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 11,923,954 $11,955,215 $11,955,215 1.24 $11,902,024
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,540,394 $11,540,394 1.20 $11,522,118
Vista Point Securitization Trust 2025-CES2|5.601|08/25/2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,500,000 $9,542,716 $9,542,716 0.99 $9,499,853
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,676,862 $7,676,862 0.80 $7,641,952
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,561,337 $7,561,337 0.79 $7,525,171
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,220,524 $7,460,305 $7,460,305 0.78 $7,246,985
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,824,841 $6,824,841 0.71 $6,797,594
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,489,925 $6,697,193 $6,697,193 0.70 $6,661,046
BX Trust 2025-VLT7 E 8.05% 15-JUL-2044, 8.05%, 07/15/27 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,659,315 $6,659,315 0.69 $6,644,467
BX Trust 2024-CNYN D 7.03203% 15-APR-2041, 7.03%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,306,285 $6,306,285 0.66 $6,294,000
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,289,759 $6,289,759 0.65 $6,258,894
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,314,247 $6,122,875 $6,122,875 0.64 $6,045,704
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,045,594 $6,045,594 0.63 $6,018,399
BX Trust 2025-TAIL D 6.79194% 15-JUN-2035, 6.79%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,016,614 $6,016,614 0.63 $6,005,294
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,125,828 $5,953,976 $5,953,976 0.62 $5,888,069
KRE Commercial Mortgage Trust 2025-AIP4 A 5.64194% 15-MAR-2042, 5.64%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,903,541 $5,903,541 0.61 $5,894,292
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,878,091 $5,878,091 0.61 $5,843,284
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,822,260 $5,822,260 0.61 $5,790,735
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,660,000 $5,668,884 $5,668,884 0.59 $5,641,418
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.80517% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,540,425 $5,540,425 0.58 $5,513,765
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,374,123 $5,534,029 $5,534,029 0.58 $5,414,439
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,376,047 $5,376,047 0.56 $5,347,733
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,364,288 $5,364,288 0.56 $5,349,925
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,327,339 $5,350,555 $5,350,555 0.56 $5,326,338
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,342,476 $5,342,476 0.56 $5,315,642
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,051,747 $5,225,024 $5,225,024 0.54 $5,044,102
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,202,121 $5,202,121 0.54 $5,177,119
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,168,509 $5,168,509 0.54 $5,136,444
BX Commercial Mortgage Trust 2021-VOLT E 6.456% 15-SEP-2036, 6.46%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,162,551 $5,162,551 0.54 $5,153,285
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,018,097 $5,018,097 0.52 $4,994,114
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,997,731 $5,014,915 $5,014,915 0.52 $4,962,439
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $5,003,417 $5,003,417 0.52 $4,997,772
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,989,782 $4,996,754 $4,996,754 0.52 $4,973,809
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,973,567 $4,973,567 0.52 $4,961,549
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 7.31% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,926,581 $4,926,581 0.51 $4,921,638
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,895,677 $4,895,677 0.51 $4,887,250
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 $4,895,289 $4,895,289 0.51 $4,892,712
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,830,788 $4,888,999 $4,888,999 0.51 $4,859,217
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,688,204 $4,832,316 $4,832,316 0.50 $4,805,227
PRPM 2025-6 LLC|5.774|08/25/2030, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,811,031 $4,811,031 0.50 $4,787,993
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.80517% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 4,500,000 $4,784,016 $4,784,016 0.50 $4,781,064
BX Commercial Mortgage Trust 2024-MF D 7.03176% 15-FEB-2039, 7.03%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,751,782 $4,751,782 0.49 $4,742,529
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,744,331 $4,744,331 0.49 $4,702,076
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,715,554 $4,715,554 0.49 $4,706,241
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,671,158 $4,671,158 0.49 $4,646,981
Sierra Timeshare 2025-2 Receivables Funding LLC|6.79|04/20/2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,660,652 $4,660,652 0.48 $4,658,021
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,757,933 $4,654,750 $4,654,750 0.48 $4,648,485
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,504,994 $4,624,313 $4,624,313 0.48 $4,533,344
Jersey Mike's Funding|5.61|08/16/2055, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,618,210 $4,618,210 0.48 $4,617,493
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,564,464 $4,564,464 0.47 $4,541,968
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,405,808 $4,537,596 $4,537,596 0.47 $4,493,199
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 $4,500,792 $4,500,792 0.47 $4,495,272
Great Wolf Trust 2024-WOLF D 7.23194% 15-MAR-2039, 7.23%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,444,610 $4,444,610 0.46 $4,435,721
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 $4,381,939 $4,381,939 0.46 $4,379,152
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 $4,351,746 $4,351,746 0.45 $4,344,127
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 $4,301,706 $4,301,706 0.45 $4,273,485
BX Commercial Mortgage Trust 2021-SOAR D 5.856% 15-JUN-2038, 5.86%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,185,395 $4,185,395 0.44 $4,159,074
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,161,182 $4,161,182 0.43 $4,139,293
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,117,360 $4,117,360 0.43 $4,111,233
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,113,731 $4,113,731 0.43 $4,094,964
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,007,991 $4,094,657 $4,094,657 0.43 $4,018,360
IRV Trust 2025-200P|5.73037|03/14/2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,092,639 $4,092,639 0.43 $4,074,588
BX Trust 2024-BRBK A 7.22158% 15-OCT-2041, 7.22%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,028,571 $4,028,571 0.42 $4,020,565
BX Trust 2025-LUNR D 6.84194% 15-JUN-2040, 6.84%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,016,162 $4,016,162 0.42 $4,008,560
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,009,117 $4,009,117 0.42 $3,986,424
BX Commercial Mortgage Trust 2024-XL5 D 7.03174% 15-MAR-2041, 7.03%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,998,891 $3,998,891 0.42 $3,968,797
BMP Commercial Mortgage Trust 2024-MF23 D 6.73243% 15-JUN-2041, 6.73%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,779,506 $3,779,506 0.39 $3,752,247
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 3,721,485 $3,778,443 $3,778,443 0.39 $3,736,576
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,766,327 $3,766,327 0.39 $3,748,279
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,701,988 $3,762,242 $3,762,242 0.39 $3,754,260
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,728,750 $3,728,750 0.39 $3,693,816
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,608,520 $3,717,854 $3,717,854 0.39 $3,609,321
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,702,184 $3,702,184 0.39 $3,682,273
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,655,191 $3,655,191 0.38 $3,636,774
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,628,412 $3,628,412 0.38 $3,591,233
Chase Auto Owner Trust 2025-1|5.24|11/26/2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,593,298 $3,593,298 0.37 $3,593,298
Reach ABS Trust 2025-2|5.69|08/18/2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,540,352 $3,540,352 0.37 $3,538,677
ALA Trust 2025-OANA A 6.08463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,524,988 $3,524,988 0.37 $3,519,072
CSMC 2021-BHAR C 6.457% 15-NOV-2038, 6.46%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,431,497 $3,431,497 0.36 $3,425,317
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,428,310 $3,428,310 0.36 $3,404,093
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,412,034 $3,412,034 0.35 $3,406,230
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,273,471 $3,364,524 $3,364,524 0.35 $3,270,750
SCG Commercial Mortgage Trust 2025-DLFN E 7.29194% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,333,767 $3,333,767 0.35 $3,326,982
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,318,081 $3,318,081 0.35 $3,311,925
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,248,070 $3,307,195 $3,307,195 0.34 $3,270,251
BX Trust 2021-ARIA D 6.3514% 15-OCT-2036, 6.35%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,305,171 $3,305,171 0.34 $3,299,348
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,281,007 $3,281,007 0.34 $3,264,760
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,273,962 $3,273,962 0.34 $3,268,004
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,136,796 $3,238,475 $3,238,475 0.34 $3,139,095
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,216,449 $3,216,449 0.33 $3,199,047
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,115,053 $3,209,148 $3,209,148 0.33 $3,117,961
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 $3,151,566 $3,151,566 0.33 $3,149,097
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,142,321 $3,142,321 0.33 $3,126,431
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,080,060 $3,113,466 $3,113,466 0.32 $3,096,526
BX Trust 2024-VLT4 E 7.231344% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,104,848 $3,104,848 0.32 $3,098,561
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,103,164 $3,103,164 0.32 $3,084,949
BX Trust 2024-BIO C 6.98194% 15-FEB-2041, 6.98%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,102,022 $3,102,022 0.32 $3,095,996
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.43109% 15-AUG-2041, 7.43%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,099,708 $3,099,708 0.32 $3,093,309
BX Trust 2021-ARIA F 7.0495% 15-OCT-2036, 7.05%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,090,447 $3,090,447 0.32 $3,084,399
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,085,652 $3,085,652 0.32 $3,068,172
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,050,279 $3,050,279 0.32 $3,034,516
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,047,450 $3,047,450 0.32 $3,031,834
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 $3,032,280 $3,032,280 0.32 $3,017,980
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,020,632 $3,020,632 0.31 $3,005,619
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 $3,004,567 $3,004,567 0.31 $2,971,742
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,879,712 $2,979,559 $2,979,559 0.31 $2,863,893
Extended Stay America Trust 2021-ESH F 8.156% 15-JUL-2038, 8.16%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,965,844 $2,965,844 0.31 $2,959,140
SREIT Trust 2021-FLWR F 7.128549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,945,491 $2,945,491 0.31 $2,939,674
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,933,942 $2,933,942 0.31 $2,920,232
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59798% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,909,592 $2,911,715 $2,911,715 0.30 $2,909,582
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 $2,871,191 $2,871,191 0.30 $2,866,680
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,852,789 $2,852,789 0.30 $2,845,757
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,825,001 $2,825,001 0.29 $2,819,121
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,761,550 $2,818,128 $2,818,128 0.29 $2,765,771
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 $2,787,536 $2,787,536 0.29 $2,776,106
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 - - 2,712,900 $2,755,219 $2,755,219 0.29 $2,739,871
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,729,857 $2,729,857 0.28 $2,721,580
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,726,165 $2,726,165 0.28 $2,721,366
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,844,564 $2,723,788 $2,723,788 0.28 $2,715,491
BX Trust 2025-ROIC E 7.28323% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,721,463 $2,721,463 0.28 $2,715,856
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 $2,713,162 $2,713,162 0.28 $2,697,321
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,701,125 $2,701,125 0.28 $2,679,941
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,670,398 $2,670,398 0.28 $2,657,370
MHC Commercial Mortgage Trust 2021-MHC F 7.057442% 15-APR-2038, 7.06%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,669,343 $2,669,343 0.28 $2,664,129
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,610,534 $2,610,534 0.27 $2,605,270
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,576,770 $2,576,770 0.27 $2,540,780
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,559,820 $2,559,820 0.27 $2,516,015
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,547,345 $2,547,345 0.26 $2,507,354
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,543,919 $2,543,919 0.26 $2,522,665
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,500,000 $2,540,923 $2,540,923 0.26 $2,526,834
BX Commercial Mortgage Trust 2024-GPA3 C 6.23398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,539,864 $2,539,864 0.26 $2,535,483
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,527,597 $2,527,597 0.26 $2,517,418
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.40517% 25-JAN-2042, 11.41%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,527,542 $2,527,542 0.26 $2,505,207
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 $2,520,810 $2,520,810 0.26 $2,510,433
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,518,054 $2,518,054 0.26 $2,506,548
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,517,137 $2,517,137 0.26 $2,513,387
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,516,567 $2,516,567 0.26 $2,512,005
MTN Commercial Mortgage Trust 2022-LPFL B 6.2456% 15-MAR-2039, 6.25%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,503,880 $2,503,880 0.26 $2,499,543
Western Funding Auto Loan Trust 2025-1|5.79|01/15/2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,498,488 $2,498,488 0.26 $2,498,488
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,497,848 $2,497,848 0.26 $2,495,657
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 $2,496,821 $2,496,821 0.26 $2,493,132
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 $2,457,307 $2,457,307 0.26 $2,452,594
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,445,650 $2,445,650 0.25 $2,429,942
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 $2,434,876 $2,434,876 0.25 $2,425,276
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,433,882 $2,433,882 0.25 $2,425,706
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,354,306 $2,425,913 $2,425,913 0.25 $2,367,351
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 $2,415,866 $2,415,866 0.25 $2,412,172
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.957% 15-JUN-2036, 8.96%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,394,732 $2,394,732 0.25 $2,388,761
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,374,111 $2,374,111 0.25 $2,369,713
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,358,001 $2,358,001 0.25 $2,338,511
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0742% 15-NOV-2036, 7.07%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,340,486 $2,340,486 0.24 $2,335,900
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,336,857 $2,336,857 0.24 $2,323,343
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,310,706 $2,310,706 0.24 $2,297,477
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 2,294,735 $2,299,972 $2,299,972 0.24 $2,294,561
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.30517% 25-DEC-2041, 11.31%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,295,767 $2,295,767 0.24 $2,275,512
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,303,084 $2,267,220 $2,267,220 0.24 $2,223,085
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,193,783 $2,240,954 $2,240,954 0.23 $2,202,539
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,220,347 $2,220,347 0.23 $2,206,184
Exeter Select Automobile Receivables Trust 2025-2|5.34|01/15/2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,191,280 $2,191,280 0.23 $2,191,280
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,178,012 $2,178,012 0.23 $2,172,738
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,167,572 $2,167,572 0.23 $2,161,039
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 $2,160,483 $2,160,483 0.22 $2,154,362
OPEN Trust 2023-AIR B 8.179937% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,084,996 $2,084,996 0.22 $2,080,269
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,080,619 $2,080,619 0.22 $2,072,683
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,063,945 $2,063,945 0.21 $2,060,516
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.65517% 25-SEP-2041, 7.66%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,056,448 $2,056,448 0.21 $2,043,661
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,056,082 $2,056,082 0.21 $2,044,049
LIFE 2022-BMR2 Mortgage Trust C 6.43506% 15-MAY-2039, 6.44%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,051,797 $2,051,797 0.21 $2,047,775
Gracie Point International Funding, Series 2023-1 D 8.84828% 01-SEP-2026, 8.85%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,023,745 $2,023,745 0.21 $1,997,691
LIFE 2022-BMR2 Mortgage Trust D 6.88385% 15-MAY-2039, 6.88%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,019,564 $2,019,564 0.21 $2,015,328
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,014,067 $2,014,067 0.21 $2,010,739
GWT Commercial Mortgage Trust 2024-WLF2 E 7.98037% 15-MAY-2041, 7.98%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,012,756 $2,012,756 0.21 $2,008,323
BX Commercial Mortgage Trust 2024-WPT D 7.03164% 15-APR-2041, 7.03%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,006,570 $2,006,570 0.21 $2,002,664
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,004,583 $2,004,583 0.21 $2,000,649
CONE Trust 2024-DFW1 A 5.98367% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,998,327 $1,998,327 0.21 $1,995,002
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,987,114 $1,987,114 0.21 $1,978,947
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,984,630 $1,984,630 0.21 $1,980,206
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94798% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,964,247 $1,974,037 $1,974,037 0.21 $1,972,521
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,975,000 $1,971,971 $1,971,971 0.21 $1,954,947
SMRT Commercial Mortgage Trust 2022-MINI F 7.69194% 15-JAN-2039, 7.69%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,969,177 $1,969,177 0.20 $1,964,850
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,951,860 $1,964,636 $1,964,636 0.20 $1,945,303
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,960,328 $1,960,328 0.20 $1,943,064
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,959,868 $1,959,868 0.20 $1,943,188
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,943,783 $1,943,783 0.20 $1,939,958
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,940,600 $1,940,600 0.20 $1,923,986
BX Trust 2022-FOX2 D 6.45291% 15-APR-2039, 6.45%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,938,708 $1,938,708 0.20 $1,935,226
BX Commercial Mortgage Trust 2024-AIR2 C 6.58324% 15-OCT-2041, 6.58%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,924,017 $1,924,017 0.20 $1,920,509
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,879,116 $1,879,116 0.20 $1,874,678
BX Trust 2024-BRBK B 8.26854% 15-OCT-2041, 8.27%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,873,514 $1,873,514 0.19 $1,856,988
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,745,574 $1,803,223 $1,803,223 0.19 $1,747,519
BXHPP Trust 2021-FILM C 5.556% 15-AUG-2036, 5.56%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,759,338 $1,759,338 0.18 $1,747,647
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,755,138 $1,755,138 0.18 $1,752,542
RCKT Trust 2025-PL1|7.12|07/25/2034, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,749,847 $1,749,847 0.18 $1,749,847
RCKT Trust 2025-PL1|5.42|07/25/2034, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,749,724 $1,749,724 0.18 $1,749,724
Chase Auto Owner Trust 2025-1|4.93|12/26/2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,746,691 $1,746,691 0.18 $1,746,691
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.23%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - 1,750,000 $1,744,019 $1,744,019 0.18 $1,742,449
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 $1,740,550 $1,740,550 0.18 $1,732,561
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,738,376 $1,738,376 0.18 $1,721,823
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,717,836 $1,717,836 0.18 $1,703,932
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49798% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,682,473 $1,691,308 $1,691,308 0.18 $1,689,906
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 $1,681,550 $1,681,550 0.17 $1,662,455
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,701,645 $1,679,152 $1,679,152 0.17 $1,672,062
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,620,268 $1,655,959 $1,655,959 0.17 $1,652,843
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,654,774 $1,654,774 0.17 $1,652,074
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,631,374 $1,631,374 0.17 $1,622,500
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,610,463 $1,610,463 0.17 $1,604,429
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,574,608 $1,603,963 $1,603,963 0.17 $1,589,117
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,603,662 $1,603,662 0.17 $1,595,625
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - 1,738,000 $1,599,798 $1,599,798 0.17 $1,599,798
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,570,469 $1,570,469 0.16 $1,568,555
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,823 $1,556,823 0.16 $1,545,511
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,540,108 $1,540,108 0.16 $1,536,521
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,536,562 $1,536,562 0.16 $1,531,850
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 $1,535,465 $1,535,465 0.16 $1,532,603
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 $1,521,389 $1,521,389 0.16 $1,518,621
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,500,000 $1,516,712 $1,516,712 0.16 $1,512,299
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 $1,513,721 $1,513,721 0.16 $1,510,938
BX Trust 2021-ARIA E 6.7005% 15-OCT-2036, 6.70%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,510,190 $1,510,190 0.16 $1,499,059
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,510,151 $1,510,151 0.16 $1,508,085
RCKT Mortgage Trust 2025-CES7|5.478|07/25/2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,500,000 $1,507,181 $1,507,181 0.16 $1,500,561
JW Commercial Mortgage Trust 2024-MRCO C 6.73199% 15-JUN-2039, 6.73%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,501,606 $1,501,606 0.16 $1,498,801
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,492,500 $1,500,654 $1,500,654 0.16 $1,483,702
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,498,643 $1,498,643 0.16 $1,491,607
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 $1,483,524 $1,483,524 0.15 $1,464,639
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,476,281 $1,476,281 0.15 $1,440,383
LIFE 2021-BMR Mortgage Trust F 6.806% 15-MAR-2038, 6.81%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,469,824 $1,469,824 0.15 $1,467,018
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,456,997 $1,458,250 $1,458,250 0.15 $1,457,087
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,456,407 $1,456,407 0.15 $1,449,284
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,431,302 $1,441,674 $1,441,674 0.15 $1,439,019
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,735 $1,420,735 0.15 $1,410,966
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,391,076 $1,391,076 0.14 $1,391,076
Western Funding Auto Loan Trust 2025-1|5.34|11/15/2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,389,085 $1,389,085 0.14 $1,389,085
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,359,737 $1,375,288 $1,375,288 0.14 $1,372,253
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,298,323 $1,361,464 $1,361,464 0.14 $1,358,532
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,361,268 $1,361,268 0.14 $1,350,013
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 1.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,334,008 $1,334,008 0.14 $1,333,259
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,318,773 $1,318,773 0.14 $1,306,776
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,296,125 $1,296,125 0.13 $1,296,098
BX Trust 2021-MFM1 E 6.706% 15-JAN-2034, 6.71%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,294,193 $1,294,193 0.13 $1,284,898
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34798% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,249,344 $1,264,999 $1,264,999 0.13 $1,263,840
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84798% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,257,499 $1,258,589 $1,258,589 0.13 $1,257,493
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,313,281 $1,244,841 $1,244,841 0.13 $1,222,315
COMM 2024-WCL1 Mortgage Trust C 7.231% 17-JUN-2041, 7.23%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,239,361 $1,239,361 0.13 $1,236,850
COMM 2024-WCL1 Mortgage Trust D 7.631% 17-JUN-2041, 7.63%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,238,576 $1,238,576 0.13 $1,235,926
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 $1,235,689 $1,235,689 0.13 $1,233,542
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.55517% 25-SEP-2041, 10.56%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,230,526 $1,230,526 0.13 $1,220,234
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 $1,225,153 $1,225,153 0.13 $1,223,066
DROP Mortgage Trust 2021-FILE A 5.606% 15-OCT-2043, 5.61%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,210,864 $1,210,864 0.13 $1,208,918
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,208,263 $1,208,263 0.13 $1,202,946
SREIT Trust 2021-FLWR D 5.831042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,199,709 $1,199,709 0.12 $1,197,765
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,194,464 $1,194,464 0.12 $1,185,753
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 $1,190,277 $1,190,277 0.12 $1,187,443
BX Trust 2024-CNYN C 6.2831% 15-APR-2041, 6.28%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,182,906 $1,182,906 0.12 $1,180,848
MTN Commercial Mortgage Trust 2022-LPFL D 7.2928% 15-MAR-2039, 7.29%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,176,493 $1,176,493 0.12 $1,174,113
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,175,365 $1,175,365 0.12 $1,168,134
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,173,441 $1,173,441 0.12 $1,163,383
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.35517% 25-DEC-2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,146,704 $1,160,607 $1,160,607 0.12 $1,154,534
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,130,105 $1,130,105 0.12 $1,123,897
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,054,756 $1,122,497 $1,122,497 0.12 $1,119,831
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,073,752 $1,100,006 $1,100,006 0.11 $1,070,357
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,070,775 $1,080,759 $1,080,759 0.11 $1,073,191
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,059,756 $1,059,756 0.11 $1,054,657
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,051,850 $1,055,517 $1,055,517 0.11 $1,053,568
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,035,853 $1,051,207 $1,051,207 0.11 $1,049,501
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,048,705 $1,048,705 0.11 $1,046,252
LIFE 2021-BMR Mortgage Trust E 6.206% 15-MAR-2038, 6.21%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,042,005 $1,042,005 0.11 $1,040,195
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,041,807 $1,041,807 0.11 $1,039,585
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.95517% 25-NOV-2041, 7.96%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,036,408 $1,036,408 0.11 $1,029,779
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 $1,036,343 $1,036,343 0.11 $1,034,282
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 $1,028,027 $1,028,027 0.11 $1,024,569
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 $1,025,084 $1,025,084 0.11 $1,017,394
MHC Commercial Mortgage Trust 2021-MHC G 7.657442% 15-APR-2038, 7.66%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,386 $1,024,386 0.11 $1,022,216
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,022,120 $1,022,120 0.11 $1,020,122
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,020,768 $1,020,768 0.11 $1,017,747
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 $1,019,636 $1,019,636 0.11 $1,015,900
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,017,038 $1,017,038 0.11 $1,015,449
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 $1,011,275 $1,011,275 0.11 $1,006,483
MTN Commercial Mortgage Trust 2022-LPFL F 9.635169% 15-MAR-2039, 9.64%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,002,333 $1,002,333 0.10 $999,657
BX Trust 2024-VLT4 D 6.781992% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $997,617 $997,617 0.10 $995,733
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.75517% 25-OCT-2044, 5.76%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $996,177 $996,177 0.10 $991,429
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $978,007 $978,007 0.10 $971,936
BX Commercial Mortgage Trust 2024-AIR2 D 7.13245% 15-OCT-2041, 7.13%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $962,305 $962,305 0.10 $960,405
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $947,407 $947,407 0.10 $942,493
ALA Trust 2025-OANA D 7.43272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $939,056 $939,056 0.10 $937,129
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,403 $917,403 0.10 $915,166
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $910,362 $910,362 0.09 $908,382
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $908,284 $908,284 0.09 $905,227
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $907,684 $907,684 0.09 $905,464
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $896,477 $896,477 0.09 $895,604
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $875,888 $875,888 0.09 $873,256
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 823,457 $864,454 $864,454 0.09 $827,497
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 817,205 $845,019 $845,019 0.09 $843,866
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $829,222 $829,222 0.09 $825,539
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.90517% 25-DEC-2031, 7.91%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 810,965 $829,092 $829,092 0.09 $823,750
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 817,205 $824,691 $824,691 0.09 $823,922
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $812,367 $812,367 0.08 $806,767
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.10517% 25-JUN-2047, 6.11%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 805,390 $806,283 $806,283 0.08 $802,174
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.05517% 25-JUN-2047, 7.06%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 782,379 $805,861 $805,861 0.08 $801,261
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 $804,312 $804,312 0.08 $801,193
BXHPP Trust 2021-FILM A 5.106% 15-AUG-2036, 5.11%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $791,202 $791,202 0.08 $790,039
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $783,530 $783,530 0.08 $781,887
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $778,207 $778,207 0.08 $776,057
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 716,186 $759,975 $759,975 0.08 $719,616
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,422 $759,422 0.08 $757,972
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 724,024 $737,614 $737,614 0.08 $733,145
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 724,024 $734,208 $734,208 0.08 $730,800
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 $721,954 $721,954 0.08 $721,468
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $720,528 $720,528 0.07 $718,943
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $706,417 $706,417 0.07 $705,078
Great Wolf Trust 2024-WOLF C 6.73294% 15-MAR-2039, 6.73%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $702,884 $702,884 0.07 $701,575
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 672,382 $702,122 $702,122 0.07 $673,852
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $647,369 $647,369 0.07 $644,235
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59798% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 630,927 $646,716 $646,716 0.07 $646,043
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 621,933 $621,662 $621,662 0.06 $621,064
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $610,625 $610,625 0.06 $600,403
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 590,679 $609,756 $609,756 0.06 $608,133
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 595,884 $598,432 $598,432 0.06 $597,338
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,293 $566,293 0.06 $562,550
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 544,355 $551,401 $551,401 0.06 $550,835
BX Trust 2022-FOX2 E 7.30111% 15-APR-2039, 7.30%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $545,761 $545,761 0.06 $544,653
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,601 $543,601 0.06 $539,278
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,974 $527,974 0.05 $525,781
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $527,276 $527,276 0.05 $524,630
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $526,305 $526,305 0.05 $524,864
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,433 $520,433 0.05 $519,301
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $515,585 $515,585 0.05 $515,012
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 $512,856 $512,856 0.05 $511,972
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,124 $512,124 0.05 $511,210
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $511,613 $511,613 0.05 $510,759
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $510,463 $510,463 0.05 $509,626
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 $510,216 $510,216 0.05 $509,599
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $507,847 $507,847 0.05 $507,036
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $506,862 $506,862 0.05 $504,191
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $505,965 $505,965 0.05 $505,159
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $505,650 $505,650 0.05 $504,679
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $504,344 $504,344 0.05 $503,387
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $503,556 $503,556 0.05 $497,725
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $502,953 $502,953 0.05 $502,098
BX Commercial Mortgage Trust 2023-VLT3 C 7.77994% 15-NOV-2042, 7.78%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $501,064 $501,064 0.05 $499,984
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 486,521 $494,450 $494,450 0.05 $493,748
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.846333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $482,687 $482,687 0.05 $482,524
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 463,683 $473,911 $473,911 0.05 $472,892
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,745 $463,745 0.05 $462,682
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $435,266 $435,266 0.05 $434,330
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 430,201 $432,277 $432,277 0.04 $431,833
Extended Stay America Trust 2021-ESH E 7.306% 15-JUL-2038, 7.31%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,564 $431,564 0.04 $430,693
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,510 $427,510 0.04 $426,628
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,962 $409,962 0.04 $409,210
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $406,422 $406,422 0.04 $403,884
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,331 $405,331 0.04 $403,921
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 400,987 $402,537 $402,537 0.04 $401,725
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 - - 441,111 $398,034 $398,034 0.04 $397,898
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $389,800 $389,800 0.04 $387,806
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $386,403 $386,403 0.04 $385,499
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $384,521 $384,521 0.04 $383,672
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 $384,361 $384,361 0.04 $383,858
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $378,592 $378,592 0.04 $377,350
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $364,198 $364,198 0.04 $361,285
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 354,407 $358,114 $358,114 0.04 $356,859
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 325,270 $342,831 $342,831 0.04 $326,172
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,408 $335,408 0.03 $333,723
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,412 $326,412 0.03 $324,500
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $326,347 $326,347 0.03 $320,104
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,185 $319,185 0.03 $318,494
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 314,922 $318,916 $318,916 0.03 $318,333
BX Commercial Mortgage Trust 2024-MF C 6.28284% 15-FEB-2039, 6.28%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,797 $310,797 0.03 $310,256
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $306,556 $306,556 0.03 $306,556
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 301,464 $303,603 $303,603 0.03 $303,021
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 $300,795 $300,795 0.03 $299,921
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $296,209 $296,209 0.03 $294,722
CSMC 2021-BHAR E 7.957% 15-NOV-2038, 7.96%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,159 $293,159 0.03 $292,496
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $290,385 $290,385 0.03 $288,022
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,786 $261,786 0.03 $260,165
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 $254,615 $254,615 0.03 $254,076
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,013 $252,013 0.03 $251,541
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $251,788 $251,788 0.03 $251,178
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,360 $251,360 0.03 $250,818
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,420 $247,420 0.03 $246,918
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 $246,694 $246,694 0.03 $246,169
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,526 $239,526 0.02 $237,581
BXHPP Trust 2021-FILM B 5.356% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $233,530 $233,530 0.02 $233,158
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $232,055 $232,055 0.02 $231,037
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 $215,701 $215,701 0.02 $215,536
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $203,656 $203,656 0.02 $203,046
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,625 $203,625 0.02 $203,098
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 194,841 $195,287 $195,287 0.02 $194,841
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 192,749 $194,716 $194,716 0.02 $193,384
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 185,843 $189,669 $189,669 0.02 $189,429
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $156,887 $156,887 0.02 $156,387
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 203,870 $155,892 $155,892 0.02 $155,654
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 - - 151,814 $153,484 $153,484 0.02 $153,168
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $150,963 $150,963 0.02 $150,848
SWCH Commercial Mortgage Trust 2025-DATA E 7.68216% 15-FEB-2042, 7.68%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,529 $149,529 0.02 $149,209
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 139,376 $142,984 $142,984 0.01 $142,042
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $139,112 $139,112 0.01 $138,676
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 139,580 $138,969 $138,969 0.01 $138,854
Ginnie Mae REMIC Trust 2005-065 FA 4.58206% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 106,402 $104,828 $104,828 0.01 $104,760
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,977 $100,977 0.01 $100,623
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,385 $100,385 0.01 $100,040
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,729 $95,729 0.01 $95,381
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 - - 89,240 $92,486 $92,486 0.01 $91,758
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 81,700 $81,511 $81,511 0.01 $81,302
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,163 $77,163 0.01 $76,874
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 67,055 $67,658 $67,658 0.01 $67,325
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 65,235 $65,466 $65,466 0.01 $65,330
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 55,237 $55,017 $55,017 0.01 $54,981
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 51,361 $51,947 $51,947 0.01 $51,803
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 43,123 $42,913 $42,913 0.00 $42,801
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,927 $37,927 0.00 $37,727
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - - $12,505 $12,505 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 10,163 $10,132 $10,132 0.00 $10,121
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $10,037 $10,037 0.00 $0
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,380,758 $0 0.00 $0
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,380,758 $0 0.00 $0
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $50,980,938 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,127,547 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,581,524 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-14,961,797 $0 0.00 $0
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-50,980,938 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,590,266 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,713,040 $-580 0.00 $-580
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,713,040 $-580 0.00 $-580
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-53,132,450 $-12,865 0.00 $-12,865
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $53,132,450 $-64,325 -0.01 $-64,325
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - -44,565,000 $-36,423,509 $-36,423,509 -3.79 $-36,423,509
SEGREGATED CASH SEGCASH - $0.00 3,250,000 $3,250,000 $3,250,000 0.34 $3,250,000
US DOLLARS USD MD_142224 - - -236,013,450 $-236,013,450 $-236,013,450 -24.55 $-236,013,450
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,090,625 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,075,000 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,162,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,210,938 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,679,924 $-6,260 0.00 $-6,260

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