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 December 12, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 136,700,000 $117,550,654 $117,550,654 8.72 $117,550,654
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 65,610,000 $66,218,861 $66,218,861 4.91 $66,218,861
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 63,560,000 $63,061,562 $63,061,562 4.67 $63,061,562
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 60,613,000 $62,920,537 $62,920,537 4.66 $62,920,537
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 57,605,000 $58,968,510 $58,968,510 4.37 $58,968,510
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - 30,930,000 $28,361,975 $28,361,975 2.11 $28,361,975
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - 25,880,000 $25,117,834 $25,117,834 1.87 $25,117,834
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 25,640,000 $22,530,612 $22,530,612 1.67 $22,530,612
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.7218% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,876,079 $16,876,079 1.25 $16,822,628
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 5.09%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,848,809 $12,848,809 0.95 $12,770,191
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,633,350 $12,705,584 $12,705,584 0.94 $12,669,286
Orion CLO 2023-1 A1R 5.12924% 25-OCT-2038, 5.13%, 10/25/38 ANTOR 2023-1A 68626CAJ3 - - 12,500,000 $12,552,682 $12,552,682 0.93 $12,506,376
ALA Trust 2025-OANA A 5.70163% 15-JUN-2040, 5.70%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,165,689 $12,165,689 0.90 $12,108,417
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.29%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,000,000 $12,000,000 0.89 $12,000,000
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,716,470 $11,792,455 $11,792,455 0.88 $11,710,415
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 11,442,413 $11,528,590 $11,528,590 0.86 $11,496,349
AB BSL CLO 1 A2R2 5.46673% 15-OCT-2038, 5.47%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,086,150 $11,086,150 0.82 $11,019,335
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,688,288 $10,853,773 $10,853,773 0.81 $10,781,140
BX Commercial Mortgage Trust 2024-XL4 A 5.40099% 15-FEB-2039, 5.40%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,661,749 $10,661,749 0.79 $10,613,977
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 10,892,000 $10,532,598 $10,532,598 0.78 $10,462,632
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,321,043 $10,321,043 0.77 $10,267,025
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,064,516 $10,064,516 0.75 $9,989,540
ARES LV CLO FLTG 2039, 5.32%, 01/15/39 ARES 2025-78A 03990NAC9 - - 10,000,000 $10,000,000 $10,000,000 0.74 $10,000,000
BX Trust 2025-VLT7 E 7.70896% 15-JUL-2044, 7.71%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,994,013 $9,994,013 0.74 $9,929,990
BX Trust 2024-FNX A 5.40126% 15-NOV-2041, 5.40%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,938,960 $9,938,960 0.74 $9,894,431
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,114,200 $9,198,195 $9,198,195 0.68 $9,135,802
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,722,330 $8,722,330 0.65 $8,682,995
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,331,947 $8,331,947 0.62 $8,301,197
Regatta XXIV Funding Ltd., 5.23%, 01/25/39 REG26 2023-2A 75900QAQ8 - - 8,300,000 $8,303,619 $8,303,619 0.62 $8,300,000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.8218% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 7,845,287 $8,115,346 $8,115,346 0.60 $8,081,255
BAIN CAPITAL CREDIT CLO 2018-1, 5.24%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,024,000 $8,024,000 0.60 $8,024,000
CBAMR 2018-8 Ltd., 5.21%, 03/20/38 CBAMR 2019-11RA 14988AAC8 - - 8,000,000 $8,012,576 $8,012,576 0.60 $7,999,830
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,806,693 $7,806,693 0.58 $7,775,444
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 7,747,385 $7,794,235 $7,794,235 0.58 $7,769,731
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 7,728,866 $7,767,915 $7,767,915 0.58 $7,743,776
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 7,439,000 $7,722,228 $7,722,228 0.57 $7,638,953
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 7,657,400 $7,680,901 $7,680,901 0.57 $7,657,198
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,554,110 $7,554,110 0.56 $7,519,110
Extended Stay America Trust 2025-ESH B 5.55896% 15-OCT-2042, 5.56%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,550,672 $7,550,672 0.56 $7,515,929
HILT 2025-NVIL A 5.70196% 15-JUL-2042, 5.70%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,449,144 $7,449,144 0.55 $7,413,981
Affirm Master Trust Series 2025-3 D 5.09% 15-OCT-2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,191,154 $7,191,154 0.53 $7,160,300
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,176,821 $7,176,821 0.53 $7,160,927
BLP Commercial Mortgage Trust 2024-IND2 A 5.30111% 15-MAR-2041, 5.30%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,907,463 $6,938,055 $6,938,055 0.52 $6,907,541
BX Commercial Mortgage Trust 2024-AIRC A 5.65024% 15-AUG-2041, 5.65%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,881,035 $6,919,938 $6,919,938 0.51 $6,887,538
KRE Commercial Mortgage Trust 2025-AIP4 A 5.25896% 15-MAR-2042, 5.26%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,902,000 $6,916,085 $6,916,085 0.51 $6,887,853
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,871,463 $6,895,142 $6,895,142 0.51 $6,875,398
PRPM 2025-RCF6 LLC 6.4% 55, 5.50%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,831,715 $6,831,715 0.51 $6,785,654
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 6,705,500 $6,704,764 $6,704,764 0.50 $6,685,206
RAD CLO 31 FLTG 2039 A1B, 5.34%, 04/17/39 RAD 2025-31A 74939NAC4 - - 6,600,000 $6,631,680 $6,631,680 0.49 $6,631,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.5718% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,625,675 $6,625,675 0.49 $6,541,226
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 6,464,000 $6,575,248 $6,575,248 0.49 $6,534,309
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.3218% 25-SEP-2041, 10.32%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,517,268 $6,517,268 0.48 $6,481,211
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,486,465 $6,486,465 0.48 $6,459,160
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,467,161 $6,467,161 0.48 $6,447,657
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.29348% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,157,208 $6,370,810 $6,370,810 0.47 $6,349,195
SMRT Commercial Mortgage Trust 2022-MINI D 5.90896% 15-JAN-2039, 5.91%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,256,249 $6,256,249 0.46 $6,225,473
BX Trust 2025-TAIL D 6.40896% 15-JUN-2035, 6.41%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,028,924 $6,028,924 0.45 $5,996,879
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,009,653 $6,009,653 0.45 $5,989,778
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,130,299 $5,966,504 $5,966,504 0.44 $5,936,534
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,954,975 $5,954,975 0.44 $5,891,162
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,939,266 $5,864,401 $5,864,401 0.44 $5,834,276
BX Trust 2024-CNYN D 6.64905% 15-APR-2041, 6.65%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,805,410 $5,805,410 0.43 $5,773,441
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.1718% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 5,568,144 $5,634,345 $5,634,345 0.42 $5,615,253
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,566,308 $5,566,308 0.41 $5,549,638
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,528,570 $5,528,570 0.41 $5,492,875
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.5718% 25-MAY-2045, 5.57%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,523,180 $5,523,180 0.41 $5,506,121
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,374,803 $5,470,634 $5,470,634 0.41 $5,451,090
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,432,523 $5,432,523 0.40 $5,405,593
Connecticut Avenue Securities, Series 2021-R03 1M2 5.7218% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,381,940 $5,381,940 0.40 $5,364,992
Luxury Lease Partners Auto Lease Trust 2025-A|5.51|03/15/2032, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 5,280,000 $5,292,910 $5,292,910 0.39 $5,292,102
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,144,513 $5,195,366 $5,195,366 0.39 $5,160,878
BX Commercial Mortgage Trust 2021-VOLT E 6.073% 15-SEP-2036, 6.07%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,190,784 $5,190,784 0.39 $5,164,634
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,190,755 $5,190,755 0.39 $5,169,378
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.57%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,179,913 $5,179,913 0.38 $5,163,915
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,150,762 $5,150,762 0.38 $5,136,454
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.8718% 25-NOV-2041, 11.87%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,097,897 $5,097,897 0.38 $5,066,239
Ares LXXI CLO A2 5.58444% 20-APR-2037, 5.99%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,060,028 $5,060,028 0.38 $5,014,247
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,033,067 $5,033,067 0.37 $5,016,981
BX Trust 2025-DIME E 6.95896% 15-FEB-2035, 6.96%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,025,689 $5,025,689 0.37 $4,996,694
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,020,636 $5,020,636 0.37 $4,999,428
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,927,679 $5,016,744 $5,016,744 0.37 $4,981,746
GOLDENTREE LOAN MANAGEM US 1 FLTG, 5.24%, 01/20/39 GLM 2025-27A 38140AAE8 - - 5,000,000 $5,006,797 $5,006,797 0.37 $4,998,794
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,980,656 $4,980,656 0.37 $4,964,668
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,960,000 $4,972,152 $4,972,152 0.37 $4,950,072
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 $4,969,667 $4,969,667 0.37 $4,956,785
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,910,402 $4,910,402 0.36 $4,894,778
SCG Commercial Mortgage Trust 2025-DLFN E 6.90896% 15-MAR-2035, 6.91%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,880,266 $4,880,266 0.36 $4,852,031
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,825,163 $4,862,960 $4,862,960 0.36 $4,848,828
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,838,961 $4,856,196 $4,856,196 0.36 $4,842,293
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,854,466 $4,850,347 $4,850,347 0.36 $4,834,101
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,809,009 $4,845,688 $4,845,688 0.36 $4,828,676
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,816,005 $4,831,319 $4,831,319 0.36 $4,802,076
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 4,722,485 $4,783,196 $4,783,196 0.36 $4,739,906
BX Commercial Mortgage Trust 2024-MF D 6.64878% 15-FEB-2039, 6.65%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,773,274 $4,773,274 0.35 $4,747,027
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,694,193 $4,694,193 0.35 $4,667,793
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,691,099 $4,691,099 0.35 $4,669,648
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,618,183 $4,618,183 0.34 $4,572,381
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.54348% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,447,855 $4,601,738 $4,601,738 0.34 $4,585,506
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,596,562 $4,596,562 0.34 $4,568,624
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 $4,554,203 $4,554,203 0.34 $4,534,883
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,549,555 $4,549,555 0.34 $4,534,558
NRTH Commercial Mortgage Trust 2025-PARK B 5.60188% 15-OCT-2040, 5.60%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,521,018 $4,521,018 0.34 $4,500,011
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.0718% 25-DEC-2041, 11.07%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,263,254 $4,502,838 $4,502,838 0.33 $4,476,615
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,452,440 $4,484,937 $4,484,937 0.33 $4,453,515
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,393,695 $4,455,356 $4,455,356 0.33 $4,437,298
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 $4,438,851 $4,438,851 0.33 $4,424,917
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,403,742 $4,418,283 $4,418,283 0.33 $4,401,630
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 $4,386,512 $4,386,512 0.33 $4,363,656
GWT Commercial Mortgage Trust 2024-WLF2 E 7.59739% 15-MAY-2041, 7.60%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,362,487 $4,362,487 0.32 $4,335,124
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 $4,334,939 $4,334,939 0.32 $4,266,402
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.72%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,330,783 $4,330,783 0.32 $4,317,302
COMM 2024-WCL1 Mortgage Trust D 7.248% 17-JUN-2041, 7.25%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,293,993 $4,293,993 0.32 $4,268,323
MTN Commercial Mortgage Trust 2022-LPFL A 5.3569% 15-MAR-2039, 5.36%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,256,319 $4,256,319 0.32 $4,237,391
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,239,950 $4,239,950 0.31 $4,209,553
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,163,608 $4,233,029 $4,233,029 0.31 $4,204,088
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,125,463 $4,158,881 $4,158,881 0.31 $4,131,315
BX Trust 2024-VLT4 E 6.848364% 15-JUN-2041, 6.85%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,156,098 $4,156,098 0.31 $4,132,431
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,147,406 $4,147,406 0.31 $4,129,025
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,954,935 $4,117,984 $4,117,984 0.31 $4,085,511
Citigroup Mortgage Loan Trust 2025-LTV1|5.237|12/25/2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 4,068,000 $4,074,702 $4,074,702 0.30 $4,066,417
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.3218% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,069,930 $4,069,930 0.30 $4,049,960
BX Trust 2024-BRBK A 6.8386% 15-OCT-2041, 6.84%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,026,626 $4,026,626 0.30 $4,003,865
BLP Trust 2025-IND2 D 6.65% 15-DEC-2042, 6.60%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,019,064 $4,019,064 0.30 $4,004,388
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,000,115 $4,000,115 0.30 $3,984,425
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,940,439 $3,980,670 $3,980,670 0.30 $3,954,181
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,830,639 $3,880,017 $3,880,017 0.29 $3,851,837
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,853,037 $3,869,612 $3,869,612 0.29 $3,846,079
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,804,844 $3,863,087 $3,863,087 0.29 $3,836,794
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,801,887 $3,801,887 0.28 $3,789,855
FREMF 2023-K511 Mortgage Trust C 5.634469% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,786,520 $3,786,520 0.28 $3,758,055
BX Trust 2025-ARIA C 5.459434% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 3,760,000 $3,782,742 $3,782,742 0.28 $3,766,031
BMP Commercial Mortgage Trust 2024-MF23 D 6.34945% 15-JUN-2041, 6.35%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,771,562 $3,771,562 0.28 $3,751,720
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,752,104 $3,752,104 0.28 $3,738,830
BX Trust 2021-MFM1 E 6.323% 15-JAN-2034, 6.32%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 3,733,520 $3,750,991 $3,750,991 0.28 $3,731,317
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,701,405 $3,734,536 $3,734,536 0.28 $3,717,082
Extended Stay America Trust 2025-ESH E 7.30896% 15-OCT-2042, 7.31%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,722,937 $3,722,937 0.28 $3,700,554
Extended Stay America Trust 2025-ESH D 6.55896% 15-OCT-2042, 6.56%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,717,830 $3,717,830 0.28 $3,697,743
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,658,000 $3,672,833 $3,672,833 0.27 $3,650,631
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,708,306 $3,643,807 $3,643,807 0.27 $3,642,179
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,625,339 $3,625,339 0.27 $3,614,859
BX Commercial Mortgage Trust 2024-XL5 D 6.64876% 15-MAR-2041, 6.65%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,579,163 $3,599,938 $3,599,938 0.27 $3,580,107
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 3,575,767 $3,589,379 $3,589,379 0.27 $3,579,006
BX Trust 2025-LUNR D 6.45896% 15-JUN-2040, 6.46%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,550,721 $3,576,636 $3,576,636 0.27 $3,557,524
DROP Mortgage Trust 2021-FILE A 5.223% 15-OCT-2043, 5.22%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,565,560 $3,565,560 0.26 $3,549,672
SCG Trust 2025-SNIP D 6.55896% 15-SEP-2042, 6.56%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,534,474 $3,534,474 0.26 $3,515,344
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,516,441 $3,530,914 $3,530,914 0.26 $3,520,616
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.8718% 25-JUL-2048, 5.87%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,500,320 $3,484,574 $3,484,574 0.26 $3,473,155
CSMC 2021-BHAR C 6.074% 15-NOV-2038, 6.07%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,445,054 $3,445,054 0.26 $3,427,613
Taco Bell Funding Series 2025-1 A2I 4.821% 25-AUG-2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,416,467 $3,416,467 0.25 $3,407,293
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,408,708 $3,408,708 0.25 $3,392,563
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,198,468 $3,329,929 $3,329,929 0.25 $3,302,303
BX Trust 2021-ARIA D 5.9684% 15-OCT-2036, 5.97%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,314,618 $3,314,618 0.25 $3,298,203
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,256,179 $3,300,421 $3,300,421 0.25 $3,277,804
GCAT 2025-INV5 Trust|5.48551|12/25/2055, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 3,268,000 $3,264,530 $3,264,530 0.24 $3,264,530
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,250,480 $3,250,480 0.24 $3,239,649
Connecticut Avenue Securities Trust 2022-R01 1B2 10.0718% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,241,904 $3,241,904 0.24 $3,224,511
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,220,209 $3,220,209 0.24 $3,208,121
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,210,374 $3,210,374 0.24 $3,192,499
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,158,111 $3,207,754 $3,207,754 0.24 $3,198,070
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 $3,189,847 $3,189,847 0.24 $3,177,505
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,183,099 $3,183,099 0.24 $3,177,274
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,141,485 $3,165,447 $3,165,447 0.24 $3,158,280
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,162,533 $3,162,533 0.23 $3,143,024
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,098,550 $3,161,519 $3,161,519 0.23 $3,141,477
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,155,473 $3,155,473 0.23 $3,144,880
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,119,762 $3,148,409 $3,148,409 0.23 $3,123,742
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,133,340 $3,133,340 0.23 $3,112,532
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,105,650 $3,105,650 0.23 $3,081,411
BX Trust 2021-ARIA F 6.6665% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,104,178 $3,104,178 0.23 $3,087,022
BX Trust 2024-BIO C 6.59896% 15-FEB-2041, 6.60%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,093,125 $3,093,125 0.23 $3,076,039
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,083,825 $3,083,825 0.23 $3,071,681
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,081,558 $3,081,558 0.23 $3,069,904
Connecticut Avenue Securities, Series 2021-R01 1B1 7.1718% 25-OCT-2041, 7.17%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,057,037 $3,057,037 0.23 $3,045,084
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 $3,047,189 $3,047,189 0.23 $3,037,656
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 3,041,936 $3,034,464 $3,034,464 0.23 $3,014,963
OnDeck Asset Securitization IV, Series 2025-2 B 5.23% 17-NOV-2032, 5.23%, 11/17/32 ONDK 2025-2A 67108SAJ7 - - 3,000,000 $3,025,287 $3,025,287 0.22 $3,011,340
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,017,121 $3,017,121 0.22 $2,997,133
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $3,007,699 $3,007,699 0.22 $2,998,757
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 $2,988,043 $2,988,043 0.22 $2,961,296
Carvana Auto Receivables Trust 2025-P3 D 5.47% 10-SEP-2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,962,848 $2,962,848 0.22 $2,960,568
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,959,915 $2,959,915 0.22 $2,946,593
SWCH Commercial Mortgage Trust 2025-DATA E 7.29918% 15-FEB-2042, 7.30%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,915,113 $2,915,113 0.22 $2,897,169
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 $2,890,422 $2,890,422 0.21 $2,876,889
SCG Commercial Mortgage Trust 2025-FLWR E 6.70896% 15-AUG-2042, 6.71%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,883,441 $2,883,441 0.21 $2,867,412
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,866,693 $2,866,693 0.21 $2,860,163
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,850,442 $2,850,442 0.21 $2,740,789
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,823,490 $2,823,490 0.21 $2,805,850
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,785,279 $2,820,605 $2,820,605 0.21 $2,801,531
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,787,261 $2,819,527 $2,819,527 0.21 $2,800,826
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,718,623 $2,813,142 $2,813,142 0.21 $2,790,100
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,809,236 $2,809,236 0.21 $2,796,383
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 $2,803,486 $2,803,486 0.21 $2,781,833
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,795,535 $2,779,909 $2,779,909 0.21 $2,770,242
Great Wolf Trust 2024-WOLF G 9.39496% 15-MAR-2039, 9.39%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,778,546 $2,778,546 0.21 $2,757,016
BX Trust 2025-ROIC E 6.90025% 15-FEB-2042, 6.90%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,770,829 $2,770,829 0.21 $2,754,894
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,683,235 $2,724,686 $2,724,686 0.20 $2,705,698
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.04811% 15-AUG-2041, 7.05%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 2,695,567 $2,706,032 $2,706,032 0.20 $2,690,200
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 $2,704,468 $2,704,468 0.20 $2,693,908
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,697,961 $2,697,961 0.20 $2,683,563
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,646,470 $2,685,238 $2,685,238 0.20 $2,676,080
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,741,273 $2,679,356 $2,679,356 0.20 $2,674,026
MHC Commercial Mortgage Trust 2021-MHC F 6.674442% 15-APR-2038, 6.67%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,678,164 $2,678,164 0.20 $2,663,369
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,753,099 $2,676,981 $2,676,981 0.20 $2,671,627
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,669,421 $2,669,421 0.20 $2,660,567
Lmdv Issuer Co LLC|5.9|12/15/2055, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,660,118 $2,660,118 0.20 $2,659,684
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,657,024 $2,657,024 0.20 $2,648,682
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,632,898 $2,645,953 $2,645,953 0.20 $2,638,464
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,592,103 $2,592,103 0.19 $2,579,808
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,563,924 $2,563,924 0.19 $2,552,435
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,560,505 $2,560,505 0.19 $2,544,713
Connecticut Avenue Securities Trust 2024-R05 2M1 5.0718% 25-JUL-2044, 5.07%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,553,501 $2,560,424 $2,560,424 0.19 $2,553,229
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,558,243 $2,558,243 0.19 $2,547,289
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,548,547 $2,548,547 0.19 $2,537,297
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 $2,543,382 $2,543,382 0.19 $2,523,723
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,540,429 $2,540,429 0.19 $2,528,367
Sandstone Peak III C 6.50798% 25-APR-2037, 6.51%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,533,872 $2,533,872 0.19 $2,511,727
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.34888% 20-MAR-2033, 6.35%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,518,877 $2,530,114 $2,530,114 0.19 $2,519,009
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 $2,528,645 $2,528,645 0.19 $2,515,734
Zais CLO 11 BR 5.67444% 20-JAN-2032, 5.67%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,526,579 $2,526,579 0.19 $2,504,512
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,745,000 $2,521,318 $2,521,318 0.19 $2,501,432
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,516,902 $2,516,902 0.19 $2,495,105
MTN Commercial Mortgage Trust 2022-LPFL B 5.8556% 15-MAR-2039, 5.86%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,515,811 $2,515,811 0.19 $2,503,612
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,513,658 $2,513,658 0.19 $2,497,845
BX Commercial Mortgage Trust 2024-AIR2 D 6.74945% 15-OCT-2041, 6.75%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,506,486 $2,506,486 0.19 $2,492,486
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,480,617 $2,497,628 $2,497,628 0.19 $2,481,990
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.1718% 25-JAN-2042, 11.17%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,493,230 $2,493,230 0.19 $2,478,645
280 Park Avenue 2017-280P Mortgage Trust B 5.352% 15-SEP-2034, 5.35%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,491,401 $2,491,401 0.19 $2,480,251
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,485,725 $2,484,179 $2,484,179 0.18 $2,468,551
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 $2,469,903 $2,469,903 0.18 $2,463,503
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,468,430 $2,468,430 0.18 $2,459,105
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 2,448,903 $2,461,284 $2,461,284 0.18 $2,437,339
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 $2,440,683 $2,440,683 0.18 $2,429,601
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,430,808 $2,430,808 0.18 $2,426,039
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,463,288 $2,429,260 $2,429,260 0.18 $2,416,766
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,411,957 $2,411,309 $2,411,309 0.18 $2,396,224
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 $2,405,551 $2,405,551 0.18 $2,391,412
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,372,507 $2,396,993 $2,396,993 0.18 $2,381,770
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,374,507 $2,374,507 0.18 $2,361,311
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,368,765 $2,368,765 0.18 $2,349,472
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,338,290 $2,358,209 $2,358,209 0.18 $2,343,208
ALA Trust 2025-OANA D 7.04972% 15-JUN-2040, 7.05%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,356,349 $2,356,349 0.17 $2,342,643
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.6912% 15-NOV-2036, 6.69%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,346,067 $2,346,067 0.17 $2,333,051
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,327,588 $2,327,588 0.17 $2,318,578
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,315,479 $2,315,250 $2,315,250 0.17 $2,300,483
Connecticut Avenue Securities, Series 2021-R03 1B1 6.8218% 25-DEC-2041, 6.82%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,290,977 $2,290,977 0.17 $2,282,450
Connecticut Avenue Securities Trust 2025-R06 1M1 5.0218% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 2,260,056 $2,267,254 $2,267,254 0.17 $2,260,949
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 2,251,000 $2,264,730 $2,264,730 0.17 $2,254,246
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,209,350 $2,245,762 $2,245,762 0.17 $2,229,892
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,245,114 $2,245,114 0.17 $2,235,123
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 $2,195,807 $2,195,807 0.16 $2,186,017
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,232,600 $2,194,126 $2,194,126 0.16 $2,182,938
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.851572% 27-SEP-2052, 0.94%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,181,081 $2,181,081 0.16 $2,178,306
BX Commercial Mortgage Trust 2024-GPA3 C 5.85098% 15-DEC-2039, 5.85%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,180,866 $2,180,866 0.16 $2,170,307
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,144,199 $2,180,716 $2,180,716 0.16 $2,172,382
CONE Trust 2024-DFW1 A 5.60069% 15-AUG-2041, 5.60%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,171,418 $2,171,418 0.16 $2,161,313
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,222,409 $2,149,579 $2,149,579 0.16 $2,140,751
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 $2,148,351 $2,148,351 0.16 $2,144,780
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,181,421 $2,141,398 $2,141,398 0.16 $2,137,157
Great Wolf Trust 2024-WOLF D 6.84896% 15-MAR-2039, 6.85%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 2,103,000 $2,120,862 $2,120,862 0.16 $2,108,859
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,087,767 $2,104,559 $2,104,559 0.16 $2,093,128
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,068,968 $2,068,968 0.15 $2,059,983
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,043,461 $2,043,461 0.15 $2,031,661
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,040,852 $2,040,852 0.15 $2,030,868
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.4218% 25-SEP-2041, 7.42%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,040,818 $2,040,818 0.15 $2,032,448
SMRT Commercial Mortgage Trust 2022-MINI F 7.30896% 15-JAN-2039, 7.31%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,021,430 $2,021,430 0.15 $2,009,096
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 2,001,877 $2,019,441 $2,019,441 0.15 $2,006,767
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,014,181 $2,014,181 0.15 $2,000,835
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,003,895 $2,003,895 0.15 $1,998,995
BOCA Commercial Mortgage Trust 2025-BOCA D 6.35% 15-DEC-2042, 6.35%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,000,000 $2,000,000 0.15 $2,000,000
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,965,000 $1,970,173 $1,970,173 0.15 $1,962,914
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,948,931 $1,948,931 0.14 $1,927,498
BX Commercial Mortgage Trust 2024-AIR2 C 6.20024% 15-OCT-2041, 6.20%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,931,972 $1,931,972 0.14 $1,922,060
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,909,197 $1,909,197 0.14 $1,903,279
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,879,400 $1,900,212 $1,900,212 0.14 $1,887,098
Lmdv Issuer Co LLC|7.88|12/15/2055, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,889,161 $1,889,161 0.14 $1,888,747
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,878,789 $1,878,789 0.14 $1,876,200
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 1,925,700 $1,873,434 $1,873,434 0.14 $1,871,352
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,769,224 $1,837,645 $1,837,645 0.14 $1,830,509
OPEN Trust 2023-AIR B 7.796957% 15-NOV-2040, 7.80%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 1,823,847 $1,835,588 $1,835,588 0.14 $1,823,737
BX Trust 2024-BRBK B 7.88556% 15-OCT-2041, 7.89%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,834,693 $1,834,693 0.14 $1,822,531
BXHPP Trust 2021-FILM C 5.173% 15-AUG-2036, 5.17%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,816,880 $1,816,880 0.13 $1,808,474
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,778,565 $1,815,326 $1,815,326 0.13 $1,802,914
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,789,521 $1,814,903 $1,814,903 0.13 $1,802,287
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,812,777 $1,812,777 0.13 $1,801,590
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 $1,811,202 $1,811,202 0.13 $1,805,852
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 - - 1,784,299 $1,809,216 $1,809,216 0.13 $1,802,486
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 $1,807,692 $1,807,692 0.13 $1,799,382
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,772,821 $1,802,175 $1,802,175 0.13 $1,787,868
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,778,565 $1,796,471 $1,796,471 0.13 $1,783,624
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,782,237 $1,782,237 0.13 $1,771,724
Extended Stay America Trust 2025-ESH F 8.05896% 15-OCT-2042, 8.06%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,775,897 $1,775,897 0.13 $1,764,144
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,788,387 $1,771,860 $1,771,860 0.13 $1,769,968
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,765,305 $1,765,305 0.13 $1,757,517
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,760,817 $1,760,817 0.13 $1,753,365
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,760,375 $1,760,375 0.13 $1,745,239
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.8218% 25-JUN-2042, 10.82%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,738,210 $1,738,210 0.13 $1,728,613
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,734,296 $1,734,296 0.13 $1,729,027
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,729,687 $1,729,687 0.13 $1,725,470
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,724,788 $1,724,788 0.13 $1,717,622
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,671,985 $1,671,985 0.12 $1,663,885
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 $1,671,060 $1,671,060 0.12 $1,655,501
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.69888% 20-OCT-2032, 6.70%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,638,441 $1,652,845 $1,652,845 0.12 $1,645,223
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 1,738,000 $1,639,589 $1,639,589 0.12 $1,639,589
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.4218% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,626,132 $1,626,132 0.12 $1,620,424
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,616,285 $1,612,453 $1,612,453 0.12 $1,607,963
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,611,676 $1,611,676 0.12 $1,603,037
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,544,229 $1,596,161 $1,596,161 0.12 $1,587,250
BX Commercial Mortgage Trust 2024-WPT D 6.64866% 15-APR-2041, 6.65%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,592,544 $1,592,544 0.12 $1,583,790
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,551,064 $1,570,859 $1,570,859 0.12 $1,560,166
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,567,904 $1,567,904 0.12 $1,558,334
ExteNet Issuer, Series 2024-1 C_241 8.758065% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,749 $1,556,749 0.12 $1,549,207
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - - 1,500,000 $1,536,810 $1,536,810 0.11 $1,528,222
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,524,213 $1,527,772 $1,527,772 0.11 $1,518,755
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,527,336 $1,527,336 0.11 $1,521,136
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 $1,525,676 $1,525,676 0.11 $1,517,372
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,509,865 $1,523,125 $1,523,125 0.11 $1,513,625
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,516,014 $1,516,014 0.11 $1,502,656
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.24888% 20-MAY-2032, 7.25%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,495,932 $1,515,708 $1,515,708 0.11 $1,508,178
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 $1,512,173 $1,512,173 0.11 $1,503,823
Gracie Point International Funding, Series 2025-1 C 6.98367% 15-AUG-2028, 7.06%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,511,427 $1,511,427 0.11 $1,502,596
JW Commercial Mortgage Trust 2024-MRCO C 6.34901% 15-JUN-2039, 6.35%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,510,468 $1,510,468 0.11 $1,502,532
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,508,439 $1,508,439 0.11 $1,498,686
BX Trust 2021-ARIA E 6.3175% 15-OCT-2036, 6.32%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,507,095 $1,507,095 0.11 $1,499,197
Santander Bank Auto Credit-Linked Notes Series 2025-A|6.274|01/16/2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - - 1,500,000 $1,502,331 $1,502,331 0.11 $1,502,070
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,485,000 $1,494,547 $1,494,547 0.11 $1,488,059
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 $1,476,690 $1,476,690 0.11 $1,461,301
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,454,802 $1,469,208 $1,469,208 0.11 $1,459,236
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,462,845 $1,465,325 $1,465,325 0.11 $1,457,930
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,455,476 $1,455,476 0.11 $1,455,476
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,437,761 $1,437,761 0.11 $1,433,012
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,418,645 $1,434,732 $1,434,732 0.11 $1,425,233
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,426,864 $1,426,864 0.11 $1,420,352
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 $1,393,698 $1,393,698 0.10 $1,387,517
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,361,246 $1,361,246 0.10 $1,361,224
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 - - 1,582,006 $1,357,917 $1,357,917 0.10 $1,355,837
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,307,834 $1,338,726 $1,338,726 0.10 $1,333,504
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,287,099 $1,318,350 $1,318,350 0.10 $1,309,332
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,290,475 $1,299,398 $1,299,398 0.10 $1,291,119
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,277,874 $1,295,274 $1,295,274 0.10 $1,286,681
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,278,746 $1,278,746 0.09 $1,271,668
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,199,851 $1,277,197 $1,277,197 0.09 $1,269,068
Great Wolf Trust 2024-WOLF C 6.34996% 15-MAR-2039, 6.35%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,798 $1,269,798 0.09 $1,263,130
COMM 2024-WCL1 Mortgage Trust C 6.848% 17-JUN-2041, 6.85%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,268,608 $1,268,608 0.09 $1,261,475
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,230,000 $1,232,736 $1,232,736 0.09 $1,229,320
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 $1,227,649 $1,227,649 0.09 $1,221,389
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 $1,226,373 $1,226,373 0.09 $1,219,933
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,209,093 $1,220,534 $1,220,534 0.09 $1,213,806
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,263,985 $1,195,871 $1,195,871 0.09 $1,191,236
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,193,038 $1,193,038 0.09 $1,187,230
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 $1,192,599 $1,192,599 0.09 $1,184,098
MTN Commercial Mortgage Trust 2022-LPFL D 6.9028% 15-MAR-2039, 6.90%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,182,848 $1,182,848 0.09 $1,176,089
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,149,112 $1,175,040 $1,175,040 0.09 $1,170,525
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,148,639 $1,173,984 $1,173,984 0.09 $1,166,292
Santander Bank Auto Credit-Linked Notes Series 2025-A|7.343|01/16/2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - - 1,172,000 $1,173,834 $1,173,834 0.09 $1,173,595
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,162,025 $1,173,212 $1,173,212 0.09 $1,165,336
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,125,463 $1,137,142 $1,137,142 0.08 $1,129,703
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,116,468 $1,120,663 $1,120,663 0.08 $1,114,120
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,117,233 $1,117,233 0.08 $1,111,694
BX Trust 2024-VLT4 D 6.399012% 15-JUN-2041, 6.40%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,098,577 $1,098,577 0.08 $1,092,711
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.59888% 20-MAR-2033, 7.60%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,088,635 $1,094,372 $1,094,372 0.08 $1,088,627
BX Trust 2024-CNYN C 5.90012% 15-APR-2041, 5.90%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,303 $1,087,303 0.08 $1,081,984
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,098,406 $1,073,277 $1,073,277 0.08 $1,067,571
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.09888% 20-OCT-2032, 8.10%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,042,118 $1,058,262 $1,058,262 0.08 $1,052,401
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,051,938 $1,056,857 $1,056,857 0.08 $1,050,564
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,054,903 $1,054,903 0.08 $1,051,640
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 1,039,499 $1,051,874 $1,051,874 0.08 $1,046,772
LIFE 2021-BMR Mortgage Trust E 5.823% 15-MAR-2038, 5.82%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,049,530 $1,049,530 0.08 $1,044,434
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 973,266 $1,046,847 $1,046,847 0.08 $1,039,466
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,043,868 $1,043,868 0.08 $1,036,510
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 $1,037,579 $1,037,579 0.08 $1,031,395
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,029,523 $1,029,523 0.08 $1,022,531
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.7218% 25-NOV-2041, 7.72%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,027,959 $1,027,959 0.08 $1,023,670
MHC Commercial Mortgage Trust 2021-MHC G 7.274442% 15-APR-2038, 7.27%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,027,447 $1,027,447 0.08 $1,021,263
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,026,193 $1,026,193 0.08 $1,019,527
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 $1,024,608 $1,024,608 0.08 $1,013,400
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 $1,021,322 $1,021,322 0.08 $1,002,645
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 $1,018,093 $1,018,093 0.08 $1,016,940
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,015,851 $1,015,851 0.08 $1,010,290
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,008,708 $1,014,493 $1,014,493 0.08 $1,013,504
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 988,003 $1,011,603 $1,011,603 0.08 $1,007,899
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 $1,011,446 $1,011,446 0.08 $1,008,252
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 987,223 $1,010,951 $1,010,951 0.08 $1,004,003
MTN Commercial Mortgage Trust 2022-LPFL F 9.245169% 15-MAR-2039, 9.25%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,007,453 $1,007,453 0.07 $999,749
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $999,884 $999,884 0.07 $999,191
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.5218% 25-OCT-2044, 5.52%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,035 $993,035 0.07 $989,998
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 968,250 $958,395 $958,395 0.07 $953,661
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.4218% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $929,284 $929,284 0.07 $926,375
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $924,086 $924,086 0.07 $918,146
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $910,246 $910,246 0.07 $907,751
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.1218% 25-DEC-2031, 6.12%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 878,140 $885,766 $885,766 0.07 $882,779
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 870,934 $875,845 $875,845 0.07 $871,005
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $870,511 $870,511 0.06 $859,749
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 877,530 $863,653 $863,653 0.06 $861,946
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 830,448 $847,202 $847,202 0.06 $838,738
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 830,448 $845,221 $845,221 0.06 $839,075
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $844,488 $844,488 0.06 $842,047
Connecticut Avenue Securities Trust 2022-R07 1M2 8.7218% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $827,493 $827,493 0.06 $823,699
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 $802,867 $802,867 0.06 $801,047
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 806,298 $802,863 $802,863 0.06 $800,807
BXHPP Trust 2021-FILM A 4.723% 15-AUG-2036, 4.72%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $793,381 $793,381 0.06 $790,154
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $784,382 $784,382 0.06 $779,451
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 763,044 $777,657 $777,657 0.06 $771,966
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.39348% 25-OCT-2057, 8.42%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 725,766 $772,493 $772,493 0.06 $769,098
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 757,576 $762,474 $762,474 0.06 $758,907
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,226 $760,226 0.06 $755,876
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 757,576 $757,869 $757,869 0.06 $752,524
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.8718% 25-JUN-2047, 5.87%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $750,784 $750,784 0.06 $748,296
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.8218% 25-JUN-2047, 6.82%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $745,833 $745,833 0.06 $743,077
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 738,688 $740,286 $740,286 0.05 $738,111
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $725,957 $725,957 0.05 $723,528
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $717,530 $717,530 0.05 $712,776
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,928 $705,928 0.05 $701,909
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $705,190 $705,190 0.05 $703,152
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $681,923 $681,923 0.05 $644,987
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 654,416 $663,964 $663,964 0.05 $659,807
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 642,672 $661,161 $661,161 0.05 $653,887
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 642,672 $656,914 $656,914 0.05 $651,369
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 645,373 $653,941 $653,941 0.05 $650,208
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.6718% 25-DEC-2031, 7.67%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 621,033 $629,100 $629,100 0.05 $626,453
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 608,860 $618,532 $618,532 0.05 $613,825
Gracie Point International Funding, Series 2024-1 D 11.34671% 01-MAR-2028, 11.34%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $604,099 $604,099 0.04 $601,453
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 571,500 $573,315 $573,315 0.04 $571,747
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,293 $568,293 0.04 $565,797
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.34888% 20-SEP-2033, 7.35%, 09/20/33 HACLN 2025-2 44644NAR0 - - 545,479 $548,674 $548,674 0.04 $545,890
Mello Warehouse Securitization Trust 2024-1 F 9.179% 25-OCT-2057, 9.20%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,366 $543,366 0.04 $540,595
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $538,094 $538,094 0.04 $533,772
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.34888% 20-MAY-2032, 9.35%, 05/20/32 HACLN 2024-1 44644NAD1 - - 517,823 $535,029 $535,029 0.04 $531,667
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,591 $529,591 0.04 $525,570
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,694 $523,694 0.04 $520,298
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 $520,692 $520,692 0.04 $519,876
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 513,535 $517,116 $517,116 0.04 $515,512
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 $515,100 $515,100 0.04 $512,016
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $514,611 $514,611 0.04 $511,747
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,373 $514,373 0.04 $511,723
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 494,857 $514,012 $514,012 0.04 $509,933
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,432 $512,432 0.04 $509,870
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,804 $511,804 0.04 $509,291
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,789 $511,789 0.04 $509,372
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,880 $510,880 0.04 $508,447
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,040 $510,040 0.04 $507,299
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 507,839 $508,515 $508,515 0.04 $506,071
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $505,436 $505,436 0.04 $500,378
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $504,234 $504,234 0.04 $501,363
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,024 $502,024 0.04 $500,528
Connecticut Avenue Securities Trust 2022-R07 1B2 16.0718% 25-JUN-2042, 16.07%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $500,373 $500,373 0.04 $496,511
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $464,102 $464,102 0.03 $460,915
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 452,453 $457,830 $457,830 0.03 $455,479
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $426,479 $426,479 0.03 $423,836
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 412,951 $415,673 $415,673 0.03 $412,994
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 409,770 $414,279 $414,279 0.03 $412,035
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,351 $411,351 0.03 $409,094
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 386,130 $405,974 $405,974 0.03 $402,035
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 388,463 $396,951 $396,951 0.03 $394,388
BAMLL Re-REMIC Trust 2024-FRR4 E 0.0% 27-NOV-2048, 0.01%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $396,637 $396,637 0.03 $396,523
BAMLL Re-REMIC Trust 2024-FRR4 F 0.0% 27-JAN-2026, 0.01%, 11/27/48 BAMLL 05493VAL8 - - 399,958 $396,010 $396,010 0.03 $396,004
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 $387,385 $387,385 0.03 $384,870
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.39348% 25-OCT-2057, 7.42%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 371,229 $386,830 $386,830 0.03 $385,300
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $371,330 $371,330 0.03 $368,956
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $370,769 $370,769 0.03 $362,032
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 359,589 $370,254 $370,254 0.03 $368,438
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 - - 396,295 $352,877 $352,877 0.03 $352,269
Connecticut Avenue Securities Trust 2023-R05 1B1 8.8218% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $333,031 $333,031 0.02 $331,512
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,285 $325,285 0.02 $324,010
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,326 $320,326 0.02 $318,251
BX Commercial Mortgage Trust 2024-MF C 5.89986% 15-FEB-2039, 5.90%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,592 $311,592 0.02 $310,068
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 296,914 $309,379 $309,379 0.02 $306,224
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 $302,750 $302,750 0.02 $300,127
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 300,000 $302,077 $302,077 0.02 $301,202
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $300,237 $300,237 0.02 $298,312
CSMC 2021-BHAR E 7.574% 15-NOV-2038, 7.57%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $297,768 $297,768 0.02 $295,875
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.6218% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 291,358 $286,755 $286,755 0.02 $285,845
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 279,560 $284,153 $284,153 0.02 $282,534
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 282,366 $279,734 $279,734 0.02 $279,167
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 263,426 $266,522 $266,522 0.02 $264,424
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 257,420 $262,740 $262,740 0.02 $261,311
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 261,329 $262,714 $262,714 0.02 $261,482
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 $256,655 $256,655 0.02 $255,037
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $250,838 $250,838 0.02 $249,263
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $250,355 $250,355 0.02 $248,849
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 242,256 $243,913 $243,913 0.02 $242,441
BXHPP Trust 2021-FILM B 4.973% 15-AUG-2036, 4.97%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $236,657 $236,657 0.02 $235,621
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 230,680 $233,251 $233,251 0.02 $231,944
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 $216,962 $216,962 0.02 $216,137
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 206,146 $206,986 $206,986 0.02 $206,384
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,828 $205,828 0.02 $204,000
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,372 $205,372 0.02 $203,792
Readycap Lending Small Business Loan Trust 2023-3 A 7.07% 25-APR-2048, 7.07%, 04/25/48 RCLT 75576AAA1 - - 202,296 $204,423 $204,423 0.02 $203,629
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 159,950 $163,937 $163,937 0.01 $163,214
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,065 $159,065 0.01 $158,732
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 190,357 $148,576 $148,576 0.01 $148,428
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 124,770 $129,188 $129,188 0.01 $127,642
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 119,311 $120,628 $120,628 0.01 $120,044
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,952 $101,952 0.01 $101,717
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,084 $101,084 0.01 $100,854
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 99,550 $98,436 $98,436 0.01 $98,144
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,338 $94,338 0.01 $94,106
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 - - 88,376 $89,689 $89,689 0.01 $89,138
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $72,620 $72,620 0.01 $72,427
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 69,390 $69,785 $69,785 0.01 $69,427
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 65,560 $65,710 $65,710 0.00 $65,548
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 - - 58,694 $60,042 $60,042 0.00 $59,723
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 53,259 $53,219 $53,219 0.00 $52,969
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.7218% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 49,374 $49,696 $49,696 0.00 $49,539
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 48,000 $47,045 $47,045 0.00 $46,977
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 27,558 $27,822 $27,822 0.00 $27,724
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 21,612 $21,665 $21,665 0.00 $21,610
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 12,915 $13,063 $13,063 0.00 $12,955
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,800,688 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - 147.00 $16,842,984 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -124.00 $-13,909,312 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,895,438 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $504,626,081 $-0 0.00 $-0
ESZ5 19Dec25 Call (AMERICAN PHYSICAL) 7175 ESZ5C ESZ5 INDEX $7,175.00 -89.00 $-30,396,838 $-668 0.00 $-668
ESZ5 19Dec25 Put (AMERICAN PHYSICAL) 6150 ESZ5P ESZ5 INDEX $6,150.00 -89.00 $30,396,838 $-3,338 0.00 $-3,338
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -189,990,000 $-159,979,940 $-159,979,940 -11.88 $-159,979,940
SEGREGATED CASH SEGCASH - $0.00 7,540,000 $7,540,000 $7,540,000 0.56 $7,540,000
US DOLLARS USD MD_142224 - - -328,971,701 $-328,971,701 $-328,971,701 -24.43 $-328,971,701
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,005,899 $5,845 0.00 $5,845
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,145,312 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,210,938 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,253,125 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,362,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,732,198 $-10,648 0.00 $-10,648
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,560,256 $-73,642 -0.01 $-73,642

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