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For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 01/23/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 210,506,500 $215,350,255 $215,350,255 14.24 $215,350,255
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 136,700,000 $118,179,337 $118,179,337 7.81 $118,179,337
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $70,286,372 $70,286,372 4.64 $70,286,372
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 60,613,000 $62,741,122 $62,741,122 4.14 $62,741,122
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 54,836,236 $54,769,391 $54,769,391 3.61 $54,769,391
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - 30,738,000 $31,138,209 $31,138,209 2.06 $31,138,209
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - 25,576,819 $23,607,609 $23,607,609 1.56 $23,607,609
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - 21,729,299 $21,271,332 $21,271,332 1.41 $21,271,332
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 20,526,620 $18,148,283 $18,148,283 1.20 $18,148,283
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,923,746 $16,923,746 1.12 $16,843,759
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,806,655 $12,806,655 0.85 $12,763,485
Orion CLO 2023-1 A1R 5.12924% 25-OCT-2038, 5.13%, 10/25/38 ANTOR 2023-1A 68626CAJ3 - - 12,500,000 $12,655,523 $12,655,523 0.84 $12,534,416
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,262,690 $12,409,298 $12,409,298 0.82 $12,356,281
ALA Trust 2025-OANA A 5.42363% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,163,286 $12,163,286 0.80 $12,143,310
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,097,800 $12,097,800 0.80 $12,038,400
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,605,426 $11,690,547 $11,690,547 0.77 $11,588,969
AB BSL CLO 1 A2R2 5.46673% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,067,031 $11,067,031 0.73 $11,049,546
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,875,330 $10,875,330 0.72 $10,806,460
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,553,049 $10,742,443 $10,742,443 0.71 $10,652,801
BX Commercial Mortgage Trust 2024-XL4 A 5.12222% 15-FEB-2039, 5.12%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,631,938 $10,631,938 0.70 $10,615,326
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,267,818 $10,267,818 0.68 $10,248,011
ARES LV CLO FLTG 2039, 5.19%, 01/15/39 ARES 2025-78A 03990NAC9 - - 10,000,000 $10,073,946 $10,073,946 0.67 $10,017,755
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,053,513 $10,053,513 0.67 $10,010,913
BX Trust 2025-VLT7 E 7.43019% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,988,626 $9,988,626 0.66 $9,966,000
BX Trust 2024-FNX A 5.12249% 15-NOV-2041, 5.12%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,915,838 $9,915,838 0.66 $9,900,353
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,722,114 $9,096,824 $9,096,824 0.60 $8,767,821
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,720,258 $8,720,258 0.58 $8,697,909
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 8,723,764 $8,699,756 $8,699,756 0.58 $8,699,756
Regatta XXIV Funding Ltd., 5.23%, 01/25/39 REG26 2023-2A 75900QAQ8 - - 8,300,000 $8,370,875 $8,370,875 0.55 $8,316,589
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,300,282 $8,300,282 0.55 $8,292,902
CBAMR 2018-8 Ltd., 5.21%, 03/20/38 CBAMR 2019-11RA 14988AAC8 - - 8,000,000 $8,077,720 $8,077,720 0.53 $8,016,303
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,050,477 $8,050,477 0.53 $8,039,200
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,007,448 $8,007,448 0.53 $7,960,575
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,557,123 $7,557,123 0.50 $7,544,290
Extended Stay America Trust 2025-ESH B 5.28019% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,545,125 $7,545,125 0.50 $7,533,025
HILT 2025-NVIL A 5.42319% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,440,493 $7,440,493 0.49 $7,428,231
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,185,812 $7,185,812 0.48 $7,157,430
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,143,342 $7,143,342 0.47 $7,116,330
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,933,398 $6,933,398 0.46 $6,845,335
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 $6,761,597 $6,761,597 0.45 $6,684,763
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 6,464,000 $6,752,055 $6,752,055 0.45 $6,658,663
RAD CLO 31 FLTG 2039 A1B, 5.13%, 04/17/39 RAD 2025-31A 74939NAC4 - - 6,600,000 $6,648,426 $6,648,426 0.44 $6,611,769
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,621,015 $6,621,015 0.44 $6,515,531
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,514,219 $6,514,219 0.43 $6,459,400
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,502,245 $6,502,245 0.43 $6,492,233
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98019% 15-MAR-2042, 4.98%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,479,058 $6,479,058 0.43 $6,441,166
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,459,693 $6,459,693 0.43 $6,429,462
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,392,299 $6,392,299 0.42 $6,381,837
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,098,708 $6,322,863 $6,322,863 0.42 $6,290,847
SMRT Commercial Mortgage Trust 2022-MINI D 5.63019% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,283,663 $6,283,663 0.42 $6,242,227
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,255,711 $6,255,711 0.41 $6,234,588
BLP Commercial Mortgage Trust 2024-IND2 A 5.02234% 15-MAR-2041, 5.02%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,250,994 $6,250,994 0.41 $6,241,424
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,103,996 $6,142,037 $6,142,037 0.41 $6,115,892
BX Trust 2025-TAIL D 6.13019% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,017,222 $6,017,222 0.40 $6,005,983
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 6,000,000 $6,007,047 $6,007,047 0.40 $6,005,194
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,057,721 $5,992,417 $5,992,417 0.40 $5,916,946
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $5,975,578 $5,975,578 0.40 $5,970,808
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,915,401 $5,915,401 0.39 $5,879,143
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,825,474 $5,829,796 $5,829,796 0.39 $5,746,676
BX Trust 2024-CNYN D 6.37028% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,802,319 $5,802,319 0.38 $5,791,089
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,615,029 $5,615,029 0.37 $5,522,979
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,559,176 $5,559,176 0.37 $5,514,557
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,546,981 $5,546,981 0.37 $5,521,141
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.37419% 25-MAY-2045, 5.37%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,539,241 $5,539,241 0.37 $5,513,737
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,404,163 $5,404,163 0.36 $5,394,288
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,297,830 $5,400,321 $5,400,321 0.36 $5,370,463
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,384,214 $5,384,214 0.36 $5,358,852
SWCH Commercial Mortgage Trust 2025-DATA E 7.02041% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,333,137 $5,333,137 0.35 $5,321,682
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,228,329 $5,228,329 0.35 $5,195,195
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.37%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,194,711 $5,194,711 0.34 $5,170,793
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,169,526 $5,169,526 0.34 $5,143,977
Extended Stay America Trust 2026-ESH2 D 5.92% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,158,168 $5,158,168 0.34 $5,158,168
Great Wolf Trust 2024-WOLF D 6.57019% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,151,277 $5,151,277 0.34 $5,141,033
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.67419% 25-NOV-2041, 11.67%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,122,282 $5,122,282 0.34 $5,074,029
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,049,395 $5,084,291 $5,084,291 0.34 $5,041,977
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,053,385 $5,053,385 0.33 $5,028,800
GOLDENTREE LOAN MANAGEM US 1 FLTG, 5.24%, 01/20/39 GLM 2025-27A 38140AAE8 - - 5,000,000 $5,046,012 $5,046,012 0.33 $5,007,452
Ares LXXI CLO A2 5.58444% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,019,208 $5,019,208 0.33 $5,014,734
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,000,065 $5,000,065 0.33 $4,992,289
BX Trust 2025-DIME E 6.68019% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $4,991,478 $4,991,478 0.33 $4,981,272
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,981,433 $4,981,433 0.33 $4,956,651
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 $4,974,084 $4,974,084 0.33 $4,970,993
COOPR Residential Mortgage Trust 2026-CES1|5.358|01/01/2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $4,971,570 $4,971,570 0.33 $4,950,213
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,944,238 $4,944,238 0.33 $4,935,645
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 5,353,181 $4,930,628 $4,930,628 0.33 $4,930,628
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,675,601 $4,912,151 $4,912,151 0.32 $4,732,727
SCG Commercial Mortgage Trust 2025-DLFN E 6.63019% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,889,445 $4,889,445 0.32 $4,879,510
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,871,264 $4,873,893 $4,873,893 0.32 $4,865,692
BX Commercial Mortgage Trust 2024-MF D 6.37001% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,847,051 $4,847,051 0.32 $4,837,658
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,761,923 $4,826,964 $4,826,964 0.32 $4,806,017
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 $4,782,566 $4,782,566 0.32 $4,728,455
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,720,885 $4,760,379 $4,760,379 0.31 $4,734,493
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,658,828 $4,745,405 $4,745,405 0.31 $4,646,522
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,718,528 $4,727,147 $4,727,147 0.31 $4,702,671
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,722,302 $4,722,302 0.31 $4,689,302
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,692,036 $4,692,036 0.31 $4,641,268
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,586,530 $4,586,530 0.30 $4,561,346
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,405,596 $4,558,795 $4,558,795 0.30 $4,534,720
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 $4,543,590 $4,543,590 0.30 $4,537,380
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,542,275 $4,542,275 0.30 $4,519,029
NRTH Commercial Mortgage Trust 2025-PARK B 5.32311% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,519,097 $4,519,097 0.30 $4,511,778
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 5,113,380 $4,517,088 $4,517,088 0.30 $4,517,088
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.87419% 25-DEC-2041, 10.87%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,263,254 $4,495,021 $4,495,021 0.30 $4,455,100
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,370,921 $4,460,731 $4,460,731 0.30 $4,367,778
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,431,690 $4,460,630 $4,460,630 0.30 $4,441,648
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 $4,448,983 $4,448,983 0.29 $4,445,639
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,438,655 $4,442,130 $4,442,130 0.29 $4,433,770
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,310,332 $4,377,709 $4,377,709 0.29 $4,350,250
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 $4,365,672 $4,365,672 0.29 $4,357,292
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.52%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,361,247 $4,361,247 0.29 $4,340,422
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31862% 15-MAY-2041, 7.32%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,342,797 $4,342,797 0.29 $4,333,132
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,304,833 $4,304,833 0.28 $4,281,468
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 $4,288,354 $4,288,354 0.28 $4,259,327
COMM 2024-WCL1 Mortgage Trust D 6.97% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,286,670 $4,286,670 0.28 $4,251,859
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,272,215 $4,272,215 0.28 $4,255,501
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,234,688 $4,256,079 $4,256,079 0.28 $4,231,257
MTN Commercial Mortgage Trust 2022-LPFL A 5.0869% 15-MAR-2039, 5.09%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,243,927 $4,243,927 0.28 $4,237,337
RCKT Mortgage Trust 2026-CES1|5.124|01/25/2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,232,996 $4,232,996 0.28 $4,217,948
BX Trust 2024-VLT4 E 6.569594% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,149,198 $4,149,198 0.27 $4,140,873
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,881,589 $4,131,657 $4,131,657 0.27 $3,996,331
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,127,598 $4,127,598 0.27 $4,120,859
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,869,426 $4,113,602 $4,113,602 0.27 $3,912,254
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,059,241 $4,104,636 $4,104,636 0.27 $4,070,732
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 4,068,000 $4,099,895 $4,099,895 0.27 $4,067,347
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,064,606 $4,064,606 0.27 $4,034,309
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 4,150,701 $4,057,663 $4,057,663 0.27 $4,057,663
BX Trust 2024-BRBK A 6.55983% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,036,383 $4,036,383 0.27 $4,005,650
BLP Trust 2025-IND2 D 6.33019% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,014,904 $4,014,904 0.27 $4,007,168
QTS Issuer ABS II LLC|6.729|01/05/2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 4,000,000 $4,014,105 $4,014,105 0.27 $4,013,357
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,006,700 $4,006,700 0.27 $4,000,308
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 3,735,000 $3,954,057 $3,954,057 0.26 $3,879,279
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,734,464 $3,824,335 $3,824,335 0.25 $3,727,860
FREMF 2023-K511 Mortgage Trust C 5.634403% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,812,015 $3,812,015 0.25 $3,758,800
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,741,816 $3,809,572 $3,809,572 0.25 $3,777,250
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,796,808 $3,796,808 0.25 $3,778,158
BMP Commercial Mortgage Trust 2024-MF23 D 6.07068% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,765,295 $3,765,295 0.25 $3,758,339
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,747,521 $3,747,521 0.25 $3,726,946
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,680,041 $3,732,289 $3,732,289 0.25 $3,698,448
Extended Stay America Trust 2025-ESH E 7.03019% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,711,955 $3,711,955 0.25 $3,704,061
Extended Stay America Trust 2025-ESH D 6.28019% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,711,168 $3,711,168 0.25 $3,704,116
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,458,408 $3,666,234 $3,666,234 0.24 $3,461,273
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,576,960 $3,654,610 $3,654,610 0.24 $3,578,202
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,645,285 $3,645,285 0.24 $3,629,041
BX Commercial Mortgage Trust 2024-XL5 D 6.36999% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,579,115 $3,579,115 0.24 $3,572,167
DROP Mortgage Trust 2021-FILE A 4.945% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,574,018 $3,574,018 0.24 $3,568,504
SCG Trust 2025-SNIP D 6.28019% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,526,553 $3,526,553 0.23 $3,519,837
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,555,182 $3,467,777 $3,467,777 0.23 $3,462,784
BX Trust 2025-LUNR D 6.18019% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,417,727 $3,437,750 $3,437,750 0.23 $3,431,296
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.80%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,423,536 $3,423,536 0.23 $3,417,434
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.67419% 25-JUL-2048, 5.67%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,403,763 $3,420,394 $3,420,394 0.23 $3,403,763
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,416,355 $3,416,355 0.23 $3,391,330
RCKT Mortgage Trust 2026-CES1|5.224|01/25/2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,404,676 $3,404,676 0.23 $3,392,342
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,340,679 $3,374,825 $3,374,825 0.22 $3,348,694
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,357,105 $3,318,122 $3,318,122 0.22 $3,314,323
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.02419% 25-FEB-2045, 5.02%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 3,286,534 $3,307,385 $3,307,385 0.22 $3,293,166
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,137,219 $3,267,787 $3,267,787 0.22 $3,233,915
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,257,396 $3,257,396 0.22 $3,230,966
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,233,661 $3,233,661 0.21 $3,216,873
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,203,167 $3,203,167 0.21 $3,200,266
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,047,608 $3,199,191 $3,199,191 0.21 $3,068,561
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,198,164 $3,198,164 0.21 $3,167,416
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 $3,171,414 $3,171,414 0.21 $3,168,452
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,170,056 $3,170,056 0.21 $3,155,008
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,141,485 $3,168,679 $3,168,679 0.21 $3,158,280
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,745,000 $3,155,945 $3,155,945 0.21 $3,119,752
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,153,974 $3,153,974 0.21 $3,137,554
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,145,713 $3,145,713 0.21 $3,138,560
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,057,619 $3,123,101 $3,123,101 0.21 $3,057,241
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,114,869 $3,114,869 0.21 $3,107,239
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,054,836 $3,098,312 $3,098,312 0.20 $3,083,791
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,089,036 $3,089,036 0.20 $3,070,214
BX Trust 2024-BIO C 6.32019% 15-FEB-2041, 6.32%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,086,901 $3,086,901 0.20 $3,080,901
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,086,815 $3,086,815 0.20 $3,077,927
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,082,529 $3,082,529 0.20 $3,064,467
Connecticut Avenue Securities, Series 2021-R01 1B1 6.97419% 25-OCT-2041, 6.97%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,065,438 $3,065,438 0.20 $3,047,421
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 $3,064,002 $3,064,002 0.20 $3,049,226
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,030,607 $3,030,607 0.20 $3,019,250
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 3,014,787 $3,028,806 $3,028,806 0.20 $3,004,648
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 $3,007,832 $3,007,832 0.20 $2,974,399
Carvana Auto Receivables Trust 2025-P3 D 5.47% 10-SEP-2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $3,004,663 $3,004,663 0.20 $2,997,370
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,991,128 $2,991,128 0.20 $2,977,269
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,962,655 $2,962,655 0.20 $2,955,330
A&D Mortgage Trust 2026-NQM1|5.114|02/25/2071, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,900,000 $2,911,798 $2,911,798 0.19 $2,899,851
SCG Commercial Mortgage Trust 2025-FLWR E 6.43019% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,885,172 $2,885,172 0.19 $2,879,539
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,832,852 $2,880,693 $2,880,693 0.19 $2,873,974
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,880,028 $2,880,028 0.19 $2,875,316
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,874,585 $2,874,585 0.19 $2,862,926
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 $2,839,398 $2,839,398 0.19 $2,834,436
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 0.00%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,835,661 $2,835,661 0.19 $2,835,661
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,812,140 $2,812,140 0.19 $2,805,672
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,797,241 $2,797,241 0.19 $2,784,938
Great Wolf Trust 2024-WOLF G 9.11619% 15-MAR-2039, 9.12%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,764,431 $2,764,431 0.18 $2,756,771
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,621,401 $2,746,436 $2,746,436 0.18 $2,637,868
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,591,069 $2,736,967 $2,736,967 0.18 $2,606,981
BX Trust 2025-ROIC E 6.62148% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,738,625 $2,733,908 $2,733,908 0.18 $2,728,367
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 $2,704,990 $2,704,990 0.18 $2,688,621
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,701,641 $2,701,641 0.18 $2,696,362
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,690,616 $2,690,616 0.18 $2,663,612
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,741,273 $2,688,129 $2,688,129 0.18 $2,679,867
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,584,426 $2,676,660 $2,676,660 0.18 $2,614,440
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,671,231 $2,671,231 0.18 $2,658,751
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,670,144 $2,670,144 0.18 $2,665,363
MHC Commercial Mortgage Trust 2021-MHC F 6.396442% 15-APR-2038, 6.40%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,665,198 $2,665,198 0.18 $2,660,000
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,720,023 $2,652,004 $2,652,004 0.18 $2,643,806
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,596,085 $2,644,439 $2,644,439 0.17 $2,630,514
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,617,444 $2,617,444 0.17 $2,612,936
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,586,943 $2,586,943 0.17 $2,581,153
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,574,974 $2,574,974 0.17 $2,557,166
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,531,814 $2,559,083 $2,559,083 0.17 $2,547,920
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,485,503 $2,556,100 $2,556,100 0.17 $2,548,376
Sandstone Peak III C 6.50798% 25-APR-2037, 6.51%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,554,876 $2,554,876 0.17 $2,513,749
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,544,316 $2,544,316 0.17 $2,541,687
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 $2,534,147 $2,534,147 0.17 $2,529,997
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,531,429 $2,531,429 0.17 $2,520,259
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,531,382 $2,531,382 0.17 $2,527,257
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,514,088 $2,514,088 0.17 $2,495,145
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,513,308 $2,513,308 0.17 $2,502,995
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,512,717 $2,512,717 0.17 $2,500,333
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,537,278 $2,510,682 $2,510,682 0.17 $2,508,576
MTN Commercial Mortgage Trust 2022-LPFL B 5.5856% 15-MAR-2039, 5.59%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,507,011 $2,507,011 0.17 $2,502,744
Zais CLO 11 BR 5.67444% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,506,735 $2,506,735 0.17 $2,504,460
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,486,000 $2,495,696 $2,495,696 0.17 $2,485,860
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.97419% 25-JAN-2042, 10.97%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,495,433 $2,495,433 0.17 $2,473,226
280 Park Avenue 2017-280P Mortgage Trust B 5.053% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,494,002 $2,494,002 0.16 $2,490,142
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 $2,493,817 $2,493,817 0.16 $2,489,394
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 $2,478,168 $2,478,168 0.16 $2,468,248
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,463,539 $2,476,459 $2,476,459 0.16 $2,457,098
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,437,904 $2,437,904 0.16 $2,435,666
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,437,322 $2,437,322 0.16 $2,428,806
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 $2,419,919 $2,419,919 0.16 $2,415,856
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,432,301 $2,415,587 $2,415,587 0.16 $2,381,823
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,293,115 $2,406,883 $2,406,883 0.16 $2,298,908
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,391,713 $2,391,713 0.16 $2,380,751
Reach Abs Trust 2026-1|5.16|02/15/2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,387,627 $2,387,627 0.16 $2,387,285
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 $2,386,091 $2,386,091 0.16 $2,380,907
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,369,838 $2,385,419 $2,385,419 0.16 $2,366,892
ALA Trust 2025-OANA D 6.77172% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,352,891 $2,352,891 0.16 $2,348,064
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,352,729 $2,352,729 0.16 $2,347,890
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.953% 20-MAR-2033, 5.95%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,344,525 $2,343,986 $2,343,986 0.16 $2,341,660
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4132% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,336,432 $2,336,432 0.15 $2,331,858
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,307,207 $2,330,614 $2,330,614 0.15 $2,312,111
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,328,165 $2,328,165 0.15 $2,314,201
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,235,702 $2,325,712 $2,325,712 0.15 $2,251,743
Connecticut Avenue Securities, Series 2021-R03 1B1 6.62419% 25-DEC-2041, 6.62%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,299,006 $2,299,006 0.15 $2,286,171
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,275,045 $2,283,872 $2,283,872 0.15 $2,265,736
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,255,497 $2,255,497 0.15 $2,250,959
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,251,248 $2,251,248 0.15 $2,245,754
Connecticut Avenue Securities Trust 2022-R04 1B2 13.37419% 25-MAR-2042, 13.37%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,024,099 $2,227,512 $2,227,512 0.15 $2,203,438
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,122,874 $2,217,196 $2,217,196 0.15 $2,143,003
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 $2,213,943 $2,213,943 0.15 $2,210,354
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.85009% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,213,635 $2,213,635 0.15 $2,210,479
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,201,997 $2,178,105 $2,178,105 0.14 $2,149,554
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.57%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,174,718 $2,174,718 0.14 $2,171,031
CONE Trust 2024-DFW1 A 5.32192% 15-AUG-2041, 5.32%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,165,394 $2,165,394 0.14 $2,161,873
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 $2,146,985 $2,146,985 0.14 $2,140,609
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,174,633 $2,146,649 $2,146,649 0.14 $2,109,638
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,165,253 $2,132,755 $2,132,755 0.14 $2,126,229
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,084,155 $2,120,614 $2,120,614 0.14 $2,108,058
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,081,144 $2,081,144 0.14 $2,076,039
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.22419% 25-SEP-2041, 7.22%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,042,782 $2,042,782 0.14 $2,030,000
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,031,622 $2,031,622 0.13 $2,027,296
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,025,762 $2,025,762 0.13 $2,022,101
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,025,296 $2,025,296 0.13 $2,008,612
BOCA Commercial Mortgage Trust 2025-BOCA D 6.25012% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,018,329 $2,018,329 0.13 $2,005,027
PRPM 2026-RCF1 Trust|5.305|01/25/2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,016,731 $2,016,731 0.13 $1,999,931
SMRT Commercial Mortgage Trust 2022-MINI F 7.03019% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,016,574 $2,016,574 0.13 $1,999,841
PRPM 2026-RCF1 Trust|5.206|01/25/2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,016,483 $2,016,483 0.13 $1,999,997
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,942,130 $2,014,039 $2,014,039 0.13 $1,944,373
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,006,519 $2,006,519 0.13 $1,998,026
Kinetic ABS Issuer LLC|5.219|02/25/2056, 5.22%, 02/25/56 UNITK 2026-1A 49459AAA8 - - 2,000,000 $2,003,969 $2,003,969 0.13 $2,003,389
Corporate One Auto Receivables Trust 2026-1|5.48|07/15/2034, 5.48%, 07/15/34 COART 2026-1A 22004UAG8 - - 2,000,000 $1,995,244 $1,995,244 0.13 $1,993,722
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,925,969 $1,985,639 $1,985,639 0.13 $1,931,833
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,938,821 $1,952,922 $1,952,922 0.13 $1,929,226
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,938,675 $1,938,675 0.13 $1,934,746
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,926,199 $1,926,199 0.13 $1,922,728
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,924,081 $1,924,081 0.13 $1,919,532
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,909,853 $1,909,853 0.13 $1,900,681
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,884,557 $1,884,557 0.12 $1,879,934
BX Trust 2024-BRBK B 7.60679% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,876,679 $1,876,679 0.12 $1,860,176
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,846,071 $1,869,440 $1,869,440 0.12 $1,853,338
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 $1,823,151 $1,823,151 0.12 $1,814,858
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,733,795 $1,820,801 $1,820,801 0.12 $1,809,962
Exeter Select Automobile Receivables Trust 2025-3 D 5.54% 15-MAY-2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - - 1,800,000 $1,817,492 $1,817,492 0.12 $1,814,445
Corporate One Auto Receivables Trust 2026-1|4.84|04/15/2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - - 1,820,000 $1,815,401 $1,815,401 0.12 $1,814,178
BXHPP Trust 2021-FILM C 4.895% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,809,361 $1,809,361 0.12 $1,806,445
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,806,449 $1,806,449 0.12 $1,802,501
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,706,276 $1,792,958 $1,792,958 0.12 $1,723,629
Lendbuzz Securitization Trust 2026-1|4.68|07/15/2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,788,314 $1,788,314 0.12 $1,787,849
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,756,061 $1,783,987 $1,783,987 0.12 $1,768,131
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,756,061 $1,783,763 $1,783,763 0.12 $1,768,444
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,774,694 $1,774,694 0.12 $1,771,838
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,745,982 $1,774,339 $1,774,339 0.12 $1,756,725
Extended Stay America Trust 2025-ESH F 7.78019% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,771,388 $1,771,388 0.12 $1,767,227
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,757,342 $1,757,342 0.12 $1,741,271
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,753,748 $1,753,748 0.12 $1,745,149
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,751,437 $1,751,437 0.12 $1,748,704
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 $1,741,494 $1,741,494 0.12 $1,724,625
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,735,772 $1,735,772 0.11 $1,721,168
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,724,971 $1,724,971 0.11 $1,716,743
COOPR Residential Mortgage Trust 2026-CES1|5.707|01/01/2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,708,536 $1,708,536 0.11 $1,700,720
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,705,292 $1,705,292 0.11 $1,703,038
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 $1,670,686 $1,670,686 0.11 $1,651,238
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 1,639,867 $1,665,464 $1,665,464 0.11 $1,655,877
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,648,268 $1,654,159 $1,654,159 0.11 $1,650,565
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,653,851 $1,653,851 0.11 $1,650,881
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - 1,738,000 $1,653,650 $1,653,650 0.11 $1,653,650
Connecticut Avenue Securities Trust 2024-R05 2M1 4.87419% 25-JUL-2044, 4.87%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,637,446 $1,644,324 $1,644,324 0.11 $1,637,451
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,628,455 $1,628,455 0.11 $1,619,879
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,611,757 $1,611,757 0.11 $1,606,848
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,584,869 $1,588,551 $1,588,551 0.11 $1,581,727
BX Commercial Mortgage Trust 2024-WPT D 6.36989% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,583,074 $1,583,074 0.10 $1,579,999
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,562,575 $1,562,575 0.10 $1,550,885
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,555,677 $1,555,677 0.10 $1,553,380
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,458,765 $1,528,423 $1,528,423 0.10 $1,467,664
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 $1,527,992 $1,527,992 0.10 $1,524,844
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,521,813 $1,521,813 0.10 $1,519,539
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 $1,521,056 $1,521,056 0.10 $1,503,929
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 $1,518,694 $1,518,694 0.10 $1,515,649
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,509,123 $1,516,718 $1,516,718 0.10 $1,505,559
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,510,379 $1,510,379 0.10 $1,503,050
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,509,246 $1,509,246 0.10 $1,497,055
JW Commercial Mortgage Trust 2024-MRCO C 6.07024% 15-JUN-2039, 6.07%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,507,643 $1,507,643 0.10 $1,504,860
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,453,059 $1,506,531 $1,506,531 0.10 $1,459,419
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.303% 20-OCT-2032, 6.30%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,499,312 $1,505,740 $1,505,740 0.10 $1,504,165
Gracie Point International Funding, Series 2025-1 C 6.73385% 15-AUG-2028, 6.77%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,505,425 $1,505,425 0.10 $1,502,320
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,505,031 $1,505,031 0.10 $1,501,969
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,500,000 $1,504,470 $1,504,470 0.10 $1,498,389
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - - 1,500,000 $1,503,250 $1,503,250 0.10 $1,500,374
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 $1,484,666 $1,484,666 0.10 $1,465,430
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,467,121 $1,467,121 0.10 $1,467,121
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,429,002 $1,451,543 $1,451,543 0.10 $1,439,300
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,427,142 $1,427,142 0.09 $1,417,048
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,419,517 $1,419,517 0.09 $1,412,156
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,325,419 $1,397,770 $1,397,770 0.09 $1,332,120
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 $1,389,280 $1,389,280 0.09 $1,387,014
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,374,383 $1,374,383 0.09 $1,374,356
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.853% 20-MAY-2032, 6.85%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,354,737 $1,366,575 $1,366,575 0.09 $1,365,028
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,356,312 $1,355,761 $1,355,761 0.09 $1,353,247
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,574,021 $1,323,984 $1,323,984 0.09 $1,323,171
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,269,000 $1,309,083 $1,309,083 0.09 $1,306,398
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,241,923 $1,284,157 $1,284,157 0.08 $1,243,696
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,262,447 $1,282,450 $1,282,450 0.08 $1,271,838
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,280,061 $1,280,061 0.08 $1,277,836
Great Wolf Trust 2024-WOLF C 6.07119% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,268,391 $1,268,391 0.08 $1,266,053
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,240,037 $1,260,376 $1,260,376 0.08 $1,259,188
COMM 2024-WCL1 Mortgage Trust C 6.57% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,253,976 $1,253,976 0.08 $1,251,467
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,155,226 $1,220,675 $1,220,675 0.08 $1,217,805
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 $1,218,778 $1,218,778 0.08 $1,216,417
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,239,727 $1,207,746 $1,207,746 0.08 $1,188,784
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,195,484 $1,195,484 0.08 $1,186,482
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,166,840 $1,191,521 $1,191,521 0.08 $1,188,523
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 $1,184,307 $1,184,307 0.08 $1,181,190
MTN Commercial Mortgage Trust 2022-LPFL D 6.6328% 15-MAR-2039, 6.63%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,179,502 $1,179,502 0.08 $1,177,121
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,149,112 $1,178,273 $1,178,273 0.08 $1,171,471
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - - 1,172,000 $1,175,094 $1,175,094 0.08 $1,172,464
FIGRE 2026-HE1 C|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE - - 1,165,000 $1,170,758 $1,170,758 0.08 $1,165,131
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,174,061 $1,167,123 $1,167,123 0.08 $1,166,667
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,156,176 $1,160,923 $1,160,923 0.08 $1,156,175
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,090,080 $1,139,015 $1,139,015 0.08 $1,092,514
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,105,504 $1,122,394 $1,122,394 0.07 $1,113,260
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,121,241 $1,121,241 0.07 $1,118,094
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,112,403 $1,119,955 $1,119,955 0.07 $1,117,685
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,101,722 $1,107,785 $1,107,785 0.07 $1,099,715
BX Trust 2024-VLT4 D 6.120242% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,098,135 $1,098,135 0.07 $1,096,077
BX Trust 2024-CNYN C 5.62135% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,085,926 $1,085,926 0.07 $1,084,068
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,086,812 $1,075,445 $1,075,445 0.07 $1,062,502
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,056,783 $1,072,708 $1,072,708 0.07 $1,070,113
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,064,452 $1,064,452 0.07 $1,061,754
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,059,476 $1,059,476 0.07 $1,054,598
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,022,338 $1,048,693 $1,048,693 0.07 $1,022,500
LIFE 2021-BMR Mortgage Trust E 5.545% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,852 $1,047,852 0.07 $1,046,073
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,041,944 $1,041,944 0.07 $1,039,500
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.52419% 25-NOV-2041, 7.52%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,027,752 $1,027,752 0.07 $1,021,273
MHC Commercial Mortgage Trust 2021-MHC G 6.996442% 15-APR-2038, 7.00%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,022,180 $1,022,180 0.07 $1,020,000
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,021,784 $1,021,784 0.07 $1,019,537
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 $1,018,110 $1,018,110 0.07 $1,014,000
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,015,547 $1,015,547 0.07 $1,013,760
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 $1,014,587 $1,014,587 0.07 $1,009,636
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.203% 20-MAR-2033, 7.20%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,013,282 $1,014,492 $1,014,492 0.07 $1,013,276
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 $1,014,258 $1,014,258 0.07 $1,010,569
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 $1,009,392 $1,009,392 0.07 $1,001,482
MTN Commercial Mortgage Trust 2022-LPFL F 8.975169% 15-MAR-2039, 8.98%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,005,202 $1,005,202 0.07 $1,002,459
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 $1,004,293 $1,004,293 0.07 $1,002,026
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 936,581 $998,997 $998,997 0.07 $996,393
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $998,741 $998,741 0.07 $994,570
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $998,655 $998,655 0.07 $996,437
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 968,072 $996,894 $996,894 0.07 $988,378
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.32419% 25-OCT-2044, 5.32%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $995,740 $995,740 0.07 $991,201
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 966,401 $993,964 $993,964 0.07 $988,348
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 982,500 $990,838 $990,838 0.07 $982,248
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 986,286 $989,950 $989,950 0.07 $987,970
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.703% 20-OCT-2032, 7.70%, 10/20/32 HACLN 2024-2 44644NAK5 - - 953,626 $964,682 $964,682 0.06 $963,458
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 956,013 $955,464 $955,464 0.06 $941,740
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.22%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $936,679 $936,679 0.06 $923,949
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $920,153 $920,153 0.06 $917,975
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 905,879 $912,690 $912,690 0.06 $911,059
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $911,797 $911,797 0.06 $907,930
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 0.00%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $890,526 $890,526 0.06 $890,526
Ellington Financial Mortgage Trust 2017-1|5.466|12/25/2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $855,337 $855,337 0.06 $852,749
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 858,977 $848,342 $848,342 0.06 $845,731
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $845,202 $845,202 0.06 $841,418
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.92419% 25-DEC-2031, 5.92%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 834,529 $843,402 $843,402 0.06 $839,145
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $827,897 $827,897 0.05 $822,150
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $806,902 $806,902 0.05 $803,653
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 767,513 $803,603 $803,603 0.05 $800,735
BXHPP Trust 2021-FILM A 4.445% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $791,321 $791,321 0.05 $790,208
FIGRE 2026-HE1 B|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE - - 782,000 $785,688 $785,688 0.05 $782,085
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 796,800 $785,678 $785,678 0.05 $782,691
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 767,513 $782,636 $782,636 0.05 $780,553
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $780,637 $780,637 0.05 $778,829
Ellington Financial Mortgage Trust 2017-1|5.316|12/25/2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $779,977 $779,977 0.05 $777,682
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 770,918 $775,469 $775,469 0.05 $773,050
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.19621% 25-OCT-2057, 8.20%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 718,870 $766,248 $766,248 0.05 $761,175
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $755,797 $755,797 0.05 $754,202
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.67419% 25-JUN-2047, 5.67%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $752,086 $752,086 0.05 $748,301
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.62419% 25-JUN-2047, 6.62%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $747,198 $747,198 0.05 $743,049
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 738,030 $742,658 $742,658 0.05 $739,433
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 739,806 $741,751 $741,751 0.05 $740,244
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 727,273 $735,206 $735,206 0.05 $734,384
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 723,425 $728,639 $728,639 0.05 $725,336
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 727,273 $722,881 $722,881 0.05 $721,649
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $722,063 $722,063 0.05 $721,480
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $714,754 $714,754 0.05 $713,010
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $705,569 $705,569 0.05 $702,411
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $702,297 $702,297 0.05 $700,824
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 0.00%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $668,167 $668,167 0.04 $668,167
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 655,510 $667,465 $667,465 0.04 $665,672
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 605,764 $619,059 $619,059 0.04 $615,164
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 605,764 $616,580 $616,580 0.04 $613,610
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 $611,198 $611,198 0.04 $600,614
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 598,373 $600,301 $600,301 0.04 $599,032
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.47419% 25-DEC-2031, 7.47%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 590,190 $599,381 $599,381 0.04 $595,583
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 557,652 $597,395 $597,395 0.04 $562,073
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 595,276 $593,420 $593,420 0.04 $592,864
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $569,961 $569,961 0.04 $566,093
Ellington Financial Mortgage Trust 2017-1|5.116|12/25/2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 546,000 $547,338 $547,338 0.04 $545,786
Mello Warehouse Securitization Trust 2024-1 F 8.98173% 25-OCT-2057, 8.98%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $545,452 $545,452 0.04 $541,260
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $537,299 $537,299 0.04 $535,714
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $526,148 $526,148 0.03 $523,863
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $519,839 $519,839 0.03 $518,594
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $516,795 $516,795 0.03 $516,599
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 $513,924 $513,924 0.03 $512,953
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,179 $513,179 0.03 $512,239
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.953% 20-SEP-2033, 6.95%, 09/20/33 HACLN 2025-2 44644NAR0 - - 512,002 $512,980 $512,980 0.03 $512,387
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 506,837 $511,878 $511,878 0.03 $510,924
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,690 $511,690 0.03 $510,769
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 $511,448 $511,448 0.03 $510,708
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $511,355 $511,355 0.03 $510,668
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,131 $510,131 0.03 $509,126
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $509,670 $509,670 0.03 $508,784
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $508,778 $508,778 0.03 $507,885
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $506,200 $506,200 0.03 $500,219
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $505,193 $505,193 0.03 $502,319
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $503,103 $503,103 0.03 $497,190
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $501,548 $501,548 0.03 $500,495
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 488,923 $492,201 $492,201 0.03 $489,918
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.953% 20-MAY-2032, 8.95%, 05/20/32 HACLN 2024-1 44644NAD1 - - 468,947 $483,101 $483,101 0.03 $482,401
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 453,288 $466,886 $466,886 0.03 $465,516
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $460,294 $460,294 0.03 $459,125
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 466,051 $458,684 $458,684 0.03 $458,146
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $426,424 $426,424 0.03 $425,454
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 416,028 $416,256 $416,256 0.03 $415,738
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $408,325 $408,325 0.03 $407,498
BAMLL Re-REMIC Trust 2024-FRR4 E 0.0% 27-NOV-2048, 0.00%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $397,865 $397,865 0.03 $397,865
BAMLL Re-REMIC Trust 2024-FRR4 F 0.0% 27-JAN-2026, 0.00%, 11/27/48 BAMLL 05493VAL8 - - 399,958 $397,536 $397,536 0.03 $397,536
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 391,654 $392,881 $392,881 0.03 $391,950
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.19621% 25-OCT-2057, 7.20%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 367,702 $384,889 $384,889 0.03 $382,611
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 $384,536 $384,536 0.03 $383,932
Lendbuzz Securitization Trust 2026-1|5.74|09/15/2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $383,093 $383,093 0.03 $382,971
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 0.00%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $374,471 $374,471 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $373,276 $373,276 0.02 $370,309
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 350,052 $366,068 $366,068 0.02 $364,758
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 355,831 $362,280 $362,280 0.02 $361,419
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 388,794 $347,604 $347,604 0.02 $347,460
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $335,308 $335,308 0.02 $333,006
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,823 $325,823 0.02 $323,847
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 309,789 $318,780 $318,780 0.02 $318,277
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,102 $318,102 0.02 $317,341
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 314,112 $316,293 $316,293 0.02 $315,662
BX Commercial Mortgage Trust 2024-MF C 5.62109% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,699 $310,699 0.02 $310,166
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 $303,706 $303,706 0.02 $302,744
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 $302,693 $302,693 0.02 $301,337
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $301,839 $301,839 0.02 $299,433
Lendbuzz Securitization Trust 2026-1|5.16|12/16/2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $298,060 $298,060 0.02 $297,975
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.30%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,196 $296,196 0.02 $295,527
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 277,244 $289,559 $289,559 0.02 $288,479
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 289,130 $284,319 $284,319 0.02 $282,968
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 262,487 $265,698 $265,698 0.02 $265,140
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 $254,849 $254,849 0.02 $254,255
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 235,600 $250,582 $250,582 0.02 $236,123
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 $250,295 $250,295 0.02 $249,718
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 233,368 $237,428 $237,428 0.02 $236,953
BXHPP Trust 2021-FILM B 4.695% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $235,323 $235,323 0.02 $234,965
Ellington Financial Mortgage Trust 2017-1|5.616|12/25/2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $234,133 $234,133 0.02 $233,402
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 213,198 $215,014 $215,014 0.01 $214,571
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 215,785 $213,920 $213,920 0.01 $213,724
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $206,394 $206,394 0.01 $205,724
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,255 $204,255 0.01 $203,675
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 201,886 $203,559 $203,559 0.01 $202,646
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 192,470 $194,942 $194,942 0.01 $193,812
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 178,454 $179,965 $179,965 0.01 $179,568
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,745 $159,745 0.01 $159,229
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 149,651 $152,700 $152,700 0.01 $152,482
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 148,815 $149,928 $149,928 0.01 $148,841
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 187,223 $146,263 $146,263 0.01 $146,037
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 118,555 $121,835 $121,835 0.01 $121,000
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,236 $102,236 0.01 $101,871
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,182 $101,182 0.01 $100,826
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 96,588 $96,775 $96,775 0.01 $95,591
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,184 $94,184 0.01 $93,824
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 88,579 $89,124 $89,124 0.01 $88,965
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $73,207 $73,207 0.00 $72,908
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 60,679 $61,278 $61,278 0.00 $61,139
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 53,943 $55,342 $55,342 0.00 $54,888
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 46,635 $47,002 $47,002 0.00 $46,781
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 40,642 $40,571 $40,571 0.00 $40,462
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 35,451 $35,452 $35,452 0.00 $35,420
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 26,145 $26,487 $26,487 0.00 $26,343
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - - $12,836 $12,836 0.00 $0
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 9,845 $9,852 $9,852 0.00 $9,845
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -226.00 $-25,237,844 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $503,662,259 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,247,875 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,872,219 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,571,125 $0 0.00 $0
GOLD FUT OPT(CMX) Feb26P 3935 3935 GCG6P GCG6 COMDTY $3,935.00 -83.00 $41,033,540 $-830 0.00 $-830
US 10YR FUT OPTN Mar26Call 114.5 TYH6C TYH6 COMDTY $114.50 -263.00 $-29,369,703 $-8,219 0.00 $-8,219
US 5YR FUTR OPTN Mar26Call 110.5 FVH6C FVH6 COMDTY $110.50 -545.00 $-59,234,688 $-12,774 0.00 $-12,774
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,226,400 $-47,200 0.00 $-47,200
US 10YR FUT OPTN Mar26P 111 111 TYH6P TYH6 COMDTY $111.00 -263.00 $29,369,703 $-57,531 0.00 $-57,531
US 5YR FUTR OPTN Mar26Put 108.25 FVH6P FVH6 COMDTY $108.25 -545.00 $59,234,688 $-72,383 0.00 $-72,383
GOLD FUT OPT(CMX) Feb26C 5070 5070 GCG6C GCG6 COMDTY $5,070.00 -83.00 $-41,033,540 $-154,380 -0.01 $-154,380
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,226,400 $-171,200 -0.01 $-171,200
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -189,990,000 $-160,967,698 $-160,967,698 -10.65 $-160,967,698
SEGREGATED CASH SEGCASH - $0.00 10,094,032 $10,094,032 $10,094,032 0.67 $10,094,032
US DOLLARS USD MD_142224 - - -329,062,749 $-329,062,749 $-329,062,749 -21.77 $-329,062,749
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,187,098 $187,044 0.01 $187,044
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,381,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,462,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,575,881 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,850,000 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,656,250 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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