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For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 05/08/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 210,506,500 $214,958,712 $214,958,712 14.14 $214,958,712
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 196,415,000 $193,881,639 $193,881,639 12.75 $193,881,639
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 136,700,000 $117,548,877 $117,548,877 7.73 $117,548,877
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $70,009,654 $70,009,654 4.60 $70,009,654
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 60,613,000 $62,957,511 $62,957,511 4.13 $62,957,511
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,671,750 $33,671,750 2.21 $33,671,750
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 30,738,000 $30,922,428 $30,922,428 2.03 $30,922,428
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,852,166 $16,852,166 1.10 $16,817,540
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,941,739 $14,941,739 0.97 $14,834,816
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,262,877 $12,262,877 0.80 $12,025,200
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,563,969 $12,222,985 $12,222,985 0.79 $12,168,367
ALA Trust 2025-OANA A 5.39763% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,142,044 $12,142,044 0.79 $12,095,056
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,049,331 $11,049,331 0.72 $11,007,995
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,236,806 $10,236,806 0.66 $10,189,991
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,135,377 $10,135,377 0.66 $10,093,754
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,068,687 $10,068,687 0.66 $10,000,527
BX Trust 2025-VLT7 E 7.40471% 15-JUL-2044, 7.40%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,977,659 $9,977,659 0.66 $9,924,362
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,631,037 $9,631,037 0.63 $9,603,784
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,511,571 $9,592,140 $9,592,140 0.63 $9,533,379
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,559,094 $9,559,094 0.63 $9,532,216
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,308,706 $9,308,706 0.61 $9,242,280
BX Commercial Mortgage Trust 2024-XL4 A 5.09674% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,180,791 $9,180,791 0.60 $9,147,146
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,132,622 $8,132,622 0.54 $8,002,931
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $8,026,146 $8,026,146 0.53 $7,995,884
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,905,642 $7,905,642 0.52 $7,833,770
BX Trust 2024-FNX A 5.09701% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,854,700 $7,854,700 0.52 $7,825,915
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,562,396 $7,562,396 0.50 $7,532,063
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 7,258,276 $7,525,825 $7,525,825 0.50 $7,495,777
HILT 2025-NVIL A 5.39771% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,441,420 $7,441,420 0.49 $7,412,572
Extended Stay America Trust 2025-ESH B 5.25471% 15-OCT-2042, 5.25%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,262,697 $7,262,697 0.48 $7,235,284
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 7,185,500 $7,228,853 $7,228,853 0.48 $7,168,973
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,131,413 $7,131,413 0.47 $7,086,001
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,130,258 $7,130,258 0.47 $7,085,598
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,975,163 $7,036,914 $7,036,914 0.46 $6,993,505
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,872,565 $6,872,565 0.45 $6,832,161
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,763,933 $6,763,933 0.45 $6,742,828
PNW Trust 2026-ARTE A 5.36597% 15-APR-2041, 5.37%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,521,204 $6,521,204 0.43 $6,496,014
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95471% 15-MAR-2042, 4.95%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,463,277 $6,463,277 0.43 $6,440,200
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,431,358 $6,431,358 0.42 $6,415,755
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,414,264 $6,414,264 0.42 $6,389,653
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,323,926 $6,323,926 0.42 $6,297,493
SMRT Commercial Mortgage Trust 2022-MINI D 5.60471% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,263,743 $6,263,743 0.41 $6,238,443
BLP Commercial Mortgage Trust 2024-IND2 A 4.99686% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - 6,236,454 $6,261,033 $6,261,033 0.41 $6,238,526
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44516% 25-NOV-2041, 11.45%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,222,952 $6,222,952 0.41 $6,196,247
BX Trust 2025-TAIL D 6.10471% 15-JUN-2035, 6.10%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,030,537 $6,030,537 0.40 $6,004,084
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,000,000 $6,000,405 $6,000,405 0.40 $5,990,900
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,780,344 $5,970,239 $5,970,239 0.39 $5,956,709
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,951,229 $5,951,229 0.39 $5,934,534
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,925,892 $5,925,892 0.39 $5,877,525
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,899,978 $5,899,978 0.39 $5,840,033
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,765,752 $5,786,146 $5,786,146 0.38 $5,749,444
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,929,464 $5,757,989 $5,757,989 0.38 $5,731,636
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.34%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,703,694 $5,728,750 $5,728,750 0.38 $5,702,614
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,706,125 $5,706,125 0.38 $5,663,788
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,675,885 $5,564,174 $5,564,174 0.37 $5,538,002
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,536,126 $5,536,126 0.36 $5,503,676
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.14516% 25-MAY-2045, 5.15%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,526,366 $5,526,366 0.36 $5,515,339
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,405,577 $5,405,577 0.36 $5,382,238
Sotheby's ArtFi Master Trust Series 2026-1 D 5.54% 20-JUN-2033, 5.54%, 06/20/33 ARTFI 2026-1A 83589DAE6 - 5,339,000 $5,398,552 $5,398,552 0.36 $5,318,034
SWCH Commercial Mortgage Trust 2025-DATA E 6.99493% 15-FEB-2042, 6.99%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,302,736 $5,302,736 0.35 $5,275,759
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,278,902 $5,278,902 0.35 $5,244,434
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29516% 25-DEC-2041, 5.30%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,213,730 $5,240,940 $5,240,940 0.35 $5,230,204
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,225,692 $5,225,692 0.34 $5,206,614
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.15%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,192,208 $5,192,208 0.34 $5,181,867
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,187,475 $5,187,475 0.34 $5,170,374
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,164,839 $5,164,839 0.34 $5,153,914
Great Wolf Trust 2024-WOLF D 6.54471% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 5,103,000 $5,152,574 $5,152,574 0.34 $5,128,454
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,115,154 $5,115,154 0.34 $5,072,914
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,086,058 $5,086,058 0.33 $5,046,887
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,001,584 $5,065,734 $5,065,734 0.33 $5,051,185
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,065,168 $5,065,168 0.33 $5,029,459
QTS Issuer ABS II, Series 2026-1 B_2601 6.729% 05-JAN-2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - 5,091,000 $5,060,518 $5,060,518 0.33 $5,054,809
SCG Trust 2025-SNIP E 7.05471% 15-SEP-2042, 7.05%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,044,218 $5,044,218 0.33 $5,018,742
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,027,807 $5,027,807 0.33 $5,012,130
BX Trust 2025-DIME E 6.65471% 15-FEB-2035, 6.65%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,980,357 $4,980,357 0.33 $4,956,326
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,958,471 $4,958,471 0.33 $4,945,680
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,891,000 $4,938,996 $4,938,996 0.33 $4,918,684
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,936,915 $4,936,915 0.33 $4,907,458
SCG Commercial Mortgage Trust 2025-DLFN E 6.60471% 15-MAR-2035, 6.60%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,933,520 $4,933,520 0.32 $4,910,127
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,919,970 $4,919,970 0.32 $4,903,542
Extended Stay America Trust 2026-ESH2 D 5.90471% 15-FEB-2043, 5.90%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,844,319 $4,888,046 $4,888,046 0.32 $4,867,387
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,870,123 $4,870,123 0.32 $4,841,200
BX Commercial Mortgage Trust 2024-MF D 6.34453% 15-FEB-2039, 6.34%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,862,775 $4,862,775 0.32 $4,840,663
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,861,996 $4,861,996 0.32 $4,847,747
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,797,821 $4,812,633 $4,812,633 0.32 $4,794,996
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,718,439 $4,718,439 0.31 $4,694,439
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,652,228 $4,662,462 $4,662,462 0.31 $4,634,109
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,642,676 $4,642,676 0.31 $4,581,337
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,550,963 $4,550,963 0.30 $4,509,326
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,519,817 $4,534,464 $4,534,464 0.30 $4,521,672
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 $4,530,631 $4,530,631 0.30 $4,514,071
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,509,192 $4,509,192 0.30 $4,497,194
NRTH Commercial Mortgage Trust 2025-PARK B 5.29763% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,507,117 $4,507,117 0.30 $4,489,900
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,476,112 $4,476,112 0.29 $4,449,726
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 $4,475,827 $4,475,827 0.29 $4,464,122
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,390,343 $4,386,860 $4,386,860 0.29 $4,362,625
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 $4,360,334 $4,360,334 0.29 $4,340,525
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,360,227 $4,360,227 0.29 $4,326,054
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29314% 15-MAY-2041, 7.29%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,353,006 $4,353,006 0.29 $4,330,241
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.30%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,351,104 $4,351,104 0.29 $4,321,719
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,325,437 $4,326,937 $4,326,937 0.28 $4,309,724
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,175,615 $4,325,026 $4,325,026 0.28 $4,314,847
COMM 2024-WCL1 Mortgage Trust D 6.944% 17-JUN-2041, 6.94%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,288,574 $4,288,574 0.28 $4,267,261
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,433,931 $4,267,966 $4,267,966 0.28 $4,249,596
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - 4,240,000 $4,254,111 $4,254,111 0.28 $4,238,626
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,236,323 $4,253,453 $4,253,453 0.28 $4,226,275
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,215,697 $4,215,697 0.28 $4,153,238
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,158,730 $4,214,242 $4,214,242 0.28 $4,187,391
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,211,639 $4,211,639 0.28 $4,199,637
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,195,460 $4,195,460 0.28 $4,171,383
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,124,693 $4,124,693 0.27 $4,108,764
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 4,101,460 $4,105,270 $4,105,270 0.27 $4,091,793
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 4,115,580 $4,091,979 $4,091,979 0.27 $4,080,960
United Auto Credit Securitization Trust 2026-1 D 5.65% 10-JUL-2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - 4,067,000 $4,056,332 $4,056,332 0.27 $4,036,545
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 4,000,046 $4,054,875 $4,054,875 0.27 $4,041,723
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.30%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,024,411 $4,024,411 0.26 $4,006,197
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,011,178 $4,011,178 0.26 $3,996,069
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,965,908 $3,974,126 $3,974,126 0.26 $3,966,807
BX Trust 2024-VLT4 E 6.544114% 15-JUN-2041, 6.54%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,948,305 $3,948,305 0.26 $3,929,499
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,947,629 $3,941,440 $3,941,440 0.26 $3,923,866
BX Commercial Mortgage Trust 2026-XL6 D 5.75471% 15-MAR-2043, 5.75%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,854,000 $3,855,592 $3,855,592 0.25 $3,839,574
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,815,210 $3,815,210 0.25 $3,811,478
FREMF 2023-K511 Mortgage Trust C 5.634155% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,784,453 $3,784,453 0.25 $3,758,578
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,778,933 $3,778,933 0.25 $3,769,307
BMP Commercial Mortgage Trust 2024-MF23 D 6.0452% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,772,222 $3,772,222 0.25 $3,755,850
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,760,703 $3,760,703 0.25 $3,736,608
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,754,312 $3,754,312 0.25 $3,754,312
LEX Trust 2026-450 D 6.00471% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,720,079 $3,720,079 0.24 $3,704,016
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,718,613 $3,718,613 0.24 $3,707,994
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,668,899 $3,682,245 $3,682,245 0.24 $3,659,959
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,656,679 $3,656,679 0.24 $3,648,295
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,521,204 $3,654,276 $3,654,276 0.24 $3,627,992
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64516% 25-OCT-2041, 9.65%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,594,154 $3,594,154 0.24 $3,580,985
BX Commercial Mortgage Trust 2024-XL5 D 6.34451% 15-MAR-2041, 6.34%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,588,904 $3,588,904 0.24 $3,572,546
Extended Stay America Trust 2025-ESH E 7.00471% 15-OCT-2042, 7.00%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,571,024 $3,571,024 0.24 $3,553,117
Extended Stay America Trust 2025-ESH D 6.25471% 15-OCT-2042, 6.25%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,569,269 $3,569,269 0.23 $3,553,280
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,535,121 $3,535,121 0.23 $3,527,065
SCG Trust 2025-SNIP D 6.25471% 15-SEP-2042, 6.25%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,530,662 $3,530,662 0.23 $3,514,852
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,523,517 $3,525,306 $3,525,306 0.23 $3,514,646
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,509,621 $3,509,621 0.23 $3,500,034
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,465,037 $3,506,149 $3,506,149 0.23 $3,484,381
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74516% 25-JAN-2042, 10.75%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,490,803 $3,490,803 0.23 $3,476,801
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,415,884 $3,456,955 $3,456,955 0.23 $3,435,370
CSMC 2021-BHAR C 5.77% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,425,000 $3,425,000 0.23 $3,410,641
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,374,692 $3,374,507 $3,374,507 0.22 $3,355,886
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,369,766 $3,369,766 0.22 $3,350,031
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,373,013 $3,360,062 $3,360,062 0.22 $3,341,335
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,325,918 $3,350,618 $3,350,618 0.22 $3,327,466
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 3,333,333 $3,330,059 $3,330,059 0.22 $3,322,845
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,318,911 $3,318,911 0.22 $3,306,895
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.75%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,317,725 $3,317,725 0.22 $3,311,613
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,223,324 $3,227,410 $3,227,410 0.21 $3,209,073
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,204,102 $3,204,102 0.21 $3,187,194
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,203,444 $3,203,444 0.21 $3,191,784
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,200,430 $3,200,430 0.21 $3,190,276
GS Mortgage-Backed Securities Trust 2026-CES1 M1 5.771% 25-MAY-2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - 3,200,000 $3,194,091 $3,194,091 0.21 $3,173,572
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,191,875 $3,191,875 0.21 $3,170,868
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,177,899 $3,177,899 0.21 $3,169,234
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,172,371 $3,172,371 0.21 $3,166,835
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,165,553 $3,165,553 0.21 $3,157,786
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 $3,155,801 $3,155,801 0.21 $3,145,434
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,144,105 $3,144,105 0.21 $3,135,631
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,137,789 $3,137,789 0.21 $3,124,612
BX Trust 2025-LUNR D 6.15471% 15-JUN-2040, 6.15%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,132,706 $3,132,706 0.21 $3,118,868
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,108,952 $3,108,952 0.20 $3,090,917
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,107,087 $3,107,087 0.20 $3,089,451
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,074,508 $3,106,467 $3,106,467 0.20 $3,085,906
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,101,664 $3,101,664 0.20 $3,087,617
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,032,098 $3,067,532 $3,067,532 0.20 $3,048,308
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,059,272 $3,059,272 0.20 $3,049,949
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 3,014,000 $3,037,740 $3,037,740 0.20 $3,030,226
Connecticut Avenue Securities, Series 2021-R01 1B1 6.74516% 25-OCT-2041, 6.75%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,033,657 $3,033,657 0.20 $3,025,788
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 $3,029,837 $3,029,837 0.20 $3,022,211
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,016,448 $3,016,448 0.20 $2,997,671
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 3,000,000 $3,006,796 $3,006,796 0.20 $2,999,131
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,993,512 $2,993,512 0.20 $2,981,401
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 3,000,000 $2,992,428 $2,992,428 0.20 $2,974,355
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 3,000,000 $2,991,392 $2,991,392 0.20 $2,984,144
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,980,509 $2,980,509 0.20 $2,963,236
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 2,941,750 $2,979,533 $2,979,533 0.20 $2,955,218
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,973,680 $2,973,680 0.20 $2,966,527
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,868,724 $2,970,268 $2,970,268 0.20 $2,947,742
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.44516% 25-JUL-2048, 5.45%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,953,133 $2,962,656 $2,962,656 0.20 $2,956,403
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 2,944,491 $2,957,787 $2,957,787 0.19 $2,950,381
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,907,194 $2,942,521 $2,942,521 0.19 $2,921,625
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,919,169 $2,938,614 $2,938,614 0.19 $2,918,894
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,919,722 $2,919,722 0.19 $2,905,796
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,883,177 $2,883,177 0.19 $2,835,661
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,881,045 $2,877,288 $2,877,288 0.19 $2,865,876
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,864,582 $2,864,582 0.19 $2,844,334
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,862,570 $2,862,570 0.19 $2,857,906
SCG Commercial Mortgage Trust 2025-FLWR E 6.40471% 15-AUG-2042, 6.40%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,849,641 $2,849,641 0.19 $2,836,379
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,848,760 $2,848,760 0.19 $2,837,622
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,899,684 $2,843,076 $2,843,076 0.19 $2,835,185
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,845,611 $2,831,781 $2,831,781 0.19 $2,815,612
BX Trust 2026-CART D 5.55471% 15-FEB-2036, 5.55%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,819,511 $2,819,511 0.19 $2,808,238
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 $2,819,381 $2,819,381 0.19 $2,807,652
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,806,540 $2,806,540 0.18 $2,791,252
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 $2,797,530 $2,797,530 0.18 $2,777,845
Great Wolf Trust 2024-WOLF G 9.09071% 15-MAR-2039, 9.09%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,797,045 $2,797,045 0.18 $2,778,990
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,758,105 $2,780,659 $2,780,659 0.18 $2,763,243
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,777,960 $2,758,598 $2,758,598 0.18 $2,742,409
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,752,712 $2,752,712 0.18 $2,752,712
BX Trust 2025-ROIC E 6.596% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,715,276 $2,727,179 $2,727,179 0.18 $2,714,244
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,695,513 $2,695,513 0.18 $2,683,034
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 $2,691,243 $2,691,243 0.18 $2,682,794
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,676,291 $2,676,291 0.18 $2,669,208
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,673,881 $2,673,881 0.18 $2,662,580
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,647,115 $2,656,815 $2,656,815 0.17 $2,650,321
BX Commercial Mortgage Trust 2026-CSMO D 6.10471% 15-FEB-2043, 6.10%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,604,129 $2,604,129 0.17 $2,592,753
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,587,784 $2,587,784 0.17 $2,577,128
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,651,521 $2,583,407 $2,583,407 0.17 $2,579,282
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,579,221 $2,579,221 0.17 $2,575,138
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,564,776 $2,564,776 0.17 $2,551,090
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,561,557 $2,561,557 0.17 $2,552,366
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - 2,516,000 $2,561,365 $2,561,365 0.17 $2,537,091
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,540,591 $2,540,591 0.17 $2,531,389
Research-Driven Pagaya Motor Asset Trust 2026-2 (RPM 2026-2) A4 5.62% 25-FEB-2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,534,901 $2,534,901 0.17 $2,527,373
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 $2,529,501 $2,529,501 0.17 $2,511,629
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 $2,527,620 $2,527,620 0.17 $2,516,554
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,521,412 $2,521,412 0.17 $2,511,662
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,514,166 $2,514,166 0.17 $2,494,351
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,513,287 $2,513,287 0.17 $2,507,068
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,510,242 $2,510,242 0.17 $2,502,272
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - 2,500,000 $2,509,491 $2,509,491 0.17 $2,499,460
Mtp Abs Funding LLC|5.882|04/25/2056, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,507,711 $2,507,711 0.17 $2,505,260
BX Commercial Mortgage Trust 2024-AIR2 D 6.44545% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,505,281 $2,505,281 0.16 $2,493,694
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,498,637 $2,498,637 0.16 $2,493,137
280 Park Avenue 2017-280P Mortgage Trust B 5.041% 15-SEP-2034, 5.04%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,498,191 $2,498,191 0.16 $2,489,089
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 $2,483,681 $2,483,681 0.16 $2,478,561
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,439,437 $2,479,887 $2,479,887 0.16 $2,466,212
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 $2,459,545 $2,459,545 0.16 $2,449,091
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,452,733 $2,452,733 0.16 $2,444,899
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,439,376 $2,433,069 $2,433,069 0.16 $2,419,756
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,399,258 $2,428,913 $2,428,913 0.16 $2,413,478
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99516% 25-JAN-2043, 7.00%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,421,618 $2,421,618 0.16 $2,415,266
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,415,103 $2,415,103 0.16 $2,396,979
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 $2,408,656 $2,408,656 0.16 $2,399,052
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,407,223 $2,407,223 0.16 $2,403,816
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,403,387 $2,403,387 0.16 $2,398,136
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14014% 20-FEB-2034, 8.14%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,386,723 $2,398,034 $2,398,034 0.16 $2,386,700
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 $2,395,175 $2,395,175 0.16 $2,382,921
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,369,078 $2,389,138 $2,389,138 0.16 $2,374,687
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,387,632 $2,387,632 0.16 $2,371,899
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,324,989 $2,355,919 $2,355,919 0.16 $2,349,482
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,351,866 $2,351,866 0.15 $2,340,430
ALA Trust 2025-OANA D 6.74572% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,349,259 $2,349,259 0.15 $2,337,893
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,331,559 $2,347,285 $2,347,285 0.15 $2,332,770
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3872% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,344,058 $2,344,058 0.15 $2,333,290
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,337,664 $2,337,664 0.15 $2,328,761
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,389,390 $2,318,102 $2,318,102 0.15 $2,307,085
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.616865% 27-SEP-2052, 0.89%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,299,661 $2,299,661 0.15 $2,297,287
United Auto Credit Securitization Trust 2026-1 C 5.06% 10-JUN-2031, 5.06%, 06/10/31 UACST 2026-1 90945FAC9 - 2,305,000 $2,288,912 $2,288,912 0.15 $2,278,869
Connecticut Avenue Securities, Series 2021-R03 1B1 6.39516% 25-DEC-2041, 6.40%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,275,986 $2,275,986 0.15 $2,270,391
MetroNet Infrastructure Issuer, Series 2026-1 C_2026_1 7.1% 20-APR-2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,273,020 $2,273,020 0.15 $2,250,499
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,267,933 $2,267,933 0.15 $2,258,850
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,270,016 $2,255,026 $2,255,026 0.15 $2,242,052
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,251,586 $2,251,586 0.15 $2,251,586
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,140,326 $2,234,618 $2,234,618 0.15 $2,218,896
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,217,483 $2,217,483 0.15 $2,206,758
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,215,997 $2,215,997 0.15 $2,197,768
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,215,025 $2,215,025 0.15 $2,200,166
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 $2,200,871 $2,200,871 0.14 $2,192,387
CONE Trust 2024-DFW1 A 5.29644% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,163,762 $2,163,762 0.14 $2,155,480
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,173,441 $2,153,477 $2,153,477 0.14 $2,141,120
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,149,120 $2,135,533 $2,135,533 0.14 $2,130,642
DBGS 2021-W52 Mortgage Trust C 6.2195% 15-JAN-2038, 6.22%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,119,074 $2,119,074 0.14 $2,109,413
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,151,217 $2,116,932 $2,116,932 0.14 $2,110,683
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,100,491 $2,108,740 $2,108,740 0.14 $2,096,490
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89014% 20-MAR-2033, 5.89%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,092,185 $2,105,355 $2,105,355 0.14 $2,098,166
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,130,665 $2,098,455 $2,098,455 0.14 $2,088,748
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,099,008 $2,096,771 $2,096,771 0.14 $2,073,231
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,096,293 $2,096,293 0.14 $2,080,540
NMEF Funding 2026-A (North Mill Equipment Finance) E 6.73% 15-FEB-2034, 6.73%, 02/15/34 NMEF 2026-A 62919FAG1 - 2,100,000 $2,088,618 $2,088,618 0.14 $2,078,411
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,086,503 $2,064,801 $2,064,801 0.14 $2,052,704
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,057,818 $2,057,818 0.14 $2,049,378
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,049,226 $2,049,226 0.13 $2,041,364
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,039,547 $2,048,971 $2,048,971 0.13 $2,037,282
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,065,801 $2,038,488 $2,038,488 0.13 $2,035,275
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,030,117 $2,036,853 $2,036,853 0.13 $2,025,010
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,007,574 $2,029,226 $2,029,226 0.13 $2,016,116
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,023,264 $2,023,264 0.13 $2,015,867
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,020,925 $2,020,925 0.13 $2,012,273
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,020,806 $2,020,806 0.13 $2,010,579
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.99516% 25-SEP-2041, 7.00%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,020,287 $2,020,287 0.13 $2,014,834
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,075,057 $2,016,188 $2,016,188 0.13 $2,008,694
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,013,349 $2,013,349 0.13 $2,001,216
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,012,430 $2,012,430 0.13 $1,999,906
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15471% 15-DEC-2042, 6.15%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,011,524 $2,011,524 0.13 $2,002,633
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $2,008,693 $2,008,693 0.13 $1,996,904
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $2,008,535 $2,008,535 0.13 $1,996,966
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $2,004,700 $2,004,700 0.13 $1,999,866
Corporate One Auto Receivables Trust 2026-1 D 5.48% 15-JUL-2034, 5.48%, 07/15/34 COART 2026-1A 22004UAG8 - 2,000,000 $2,004,458 $2,004,458 0.13 $1,996,543
BX Trust 2026-CIP|6.75|05/15/2038, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,000,000 $2,000,000 0.13 $2,000,000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 1,995,206 $1,999,489 $1,999,489 0.13 $1,995,769
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,997,064 $1,997,064 0.13 $1,993,471
SMRT Commercial Mortgage Trust 2022-MINI F 7.00471% 15-JAN-2039, 7.00%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,995,322 $1,995,322 0.13 $1,985,077
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,976,543 $1,976,543 0.13 $1,971,764
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,943,179 $1,943,179 0.13 $1,942,000
BX Commercial Mortgage Trust 2024-AIR2 C 5.89624% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,930,146 $1,930,146 0.13 $1,921,977
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,916,556 $1,916,556 0.13 $1,905,806
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.04516% 25-NOV-2050, 11.05%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,909,566 $1,909,566 0.13 $1,902,837
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,902,311 $1,902,311 0.13 $1,897,577
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,873,648 $1,880,525 $1,880,525 0.12 $1,876,703
BX Trust 2024-BRBK B 7.58131% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,859,486 $1,859,486 0.12 $1,849,344
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,817,836 $1,836,518 $1,836,518 0.12 $1,830,865
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,814,152 $1,814,152 0.12 $1,804,854
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 $1,812,658 $1,812,658 0.12 $1,805,456
Corporate One Auto Receivables Trust 2026-1 C 4.84% 15-APR-2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - 1,820,000 $1,811,392 $1,811,392 0.12 $1,805,030
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 $1,803,573 $1,803,573 0.12 $1,799,293
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,776,796 $1,774,681 $1,774,681 0.12 $1,764,454
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,760,565 $1,760,565 0.12 $1,753,816
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,750,888 $1,750,888 0.12 $1,744,430
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,747,091 $1,747,091 0.12 $1,734,972
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,721,888 $1,721,888 0.11 $1,717,641
BXHPP Trust 2021-FILM C 4.869% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,715,188 $1,715,188 0.11 $1,708,330
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,707,891 $1,707,891 0.11 $1,703,198
Extended Stay America Trust 2025-ESH F 7.75471% 15-OCT-2042, 7.75%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,704,011 $1,704,011 0.11 $1,694,571
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,701,906 $1,701,906 0.11 $1,695,453
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,699,896 $1,699,896 0.11 $1,698,720
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,695,908 $1,695,908 0.11 $1,690,049
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,687,048 $1,687,048 0.11 $1,676,268
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,664,183 $1,674,869 $1,674,869 0.11 $1,664,313
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,668,752 $1,668,752 0.11 $1,658,380
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,650,302 $1,650,302 0.11 $1,643,282
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,635,780 $1,643,979 $1,643,979 0.11 $1,637,788
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,631,667 $1,631,667 0.11 $1,626,171
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 1,700,000 $1,629,589 $1,629,589 0.11 $1,621,735
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,628,930 $1,628,930 0.11 $1,615,855
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99516% 25-DEC-2041, 6.00%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,614,134 $1,614,134 0.11 $1,610,404
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,585,928 $1,603,130 $1,603,130 0.11 $1,592,966
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,594,203 $1,602,689 $1,602,689 0.11 $1,594,473
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,582,756 $1,600,374 $1,600,374 0.11 $1,589,981
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,559,128 $1,599,059 $1,599,059 0.11 $1,594,028
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,582,756 $1,598,385 $1,598,385 0.11 $1,588,343
Aligned Data Centers Issuer, Series 2021-1 A2_2021_1 1.937% 15-AUG-2046, 1.94%, 08/15/46 ADC 2021-1A 01627AAA6 - 1,602,000 $1,593,441 $1,593,441 0.10 $1,591,200
BX Commercial Mortgage Trust 2024-WPT D 6.34441% 15-APR-2041, 6.34%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,587,314 $1,587,314 0.10 $1,580,074
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,575,033 $1,575,033 0.10 $1,571,733
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,550,392 $1,550,392 0.10 $1,544,358
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 $1,529,400 $1,529,400 0.10 $1,522,203
Affirm Asset Securitization Trust 2026-X1|5.5|04/15/2031, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,524,321 $1,524,321 0.10 $1,524,088
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 $1,524,030 $1,524,030 0.10 $1,516,587
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,532,000 $1,519,190 $1,519,190 0.10 $1,512,141
Gracie Point International Funding, Series 2025-1 C 6.3898% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,516,582 $1,516,582 0.10 $1,505,908
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,514,884 $1,514,884 0.10 $1,509,511
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,512,676 $1,512,676 0.10 $1,505,526
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,481,250 $1,510,472 $1,510,472 0.10 $1,489,505
JW Commercial Mortgage Trust 2024-MRCO C 6.04476% 15-JUN-2039, 6.04%, 06/15/39 JW 2024-MRCO 46657XAE6 - 1,500,000 $1,507,969 $1,507,969 0.10 $1,501,421
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,507,330 $1,507,330 0.10 $1,501,480
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,504,960 $1,504,960 0.10 $1,496,093
Kapitus Asset Securitization VI LLC|5.36|05/10/2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 1,500,000 $1,499,822 $1,499,822 0.10 $1,499,599
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,496,759 $1,496,759 0.10 $1,496,759
UPG HI 2026-1 Issuer Trust|6.39|02/25/2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,495,882 $1,495,882 0.10 $1,495,087
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - 1,500,000 $1,490,410 $1,490,410 0.10 $1,484,245
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,483,455 $1,483,455 0.10 $1,474,561
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,475,998 $1,468,586 $1,468,586 0.10 $1,462,473
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,447,705 $1,447,705 0.10 $1,445,962
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,446,174 $1,442,351 $1,442,351 0.09 $1,439,137
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,428,157 $1,424,205 $1,424,205 0.09 $1,416,220
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,410,509 $1,423,226 $1,423,226 0.09 $1,411,061
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,426,602 $1,422,223 $1,422,223 0.09 $1,414,551
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,412,093 $1,412,093 0.09 $1,406,883
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,407,540 $1,407,540 0.09 $1,407,521
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,402,562 $1,402,562 0.09 $1,398,763
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,391,551 $1,391,551 0.09 $1,388,299
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,380,854 $1,380,854 0.09 $1,370,894
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 $1,378,407 $1,378,407 0.09 $1,373,050
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) D_2026_1 5.193% 15-MAR-2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - 1,375,000 $1,367,122 $1,367,122 0.09 $1,361,965
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,311,440 $1,331,889 $1,331,889 0.09 $1,324,277
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,320,856 $1,331,691 $1,331,691 0.09 $1,318,420
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,318,352 $1,328,339 $1,328,339 0.09 $1,320,076
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24014% 20-OCT-2032, 6.24%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,296,945 $1,309,935 $1,309,935 0.09 $1,305,214
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,298,420 $1,303,989 $1,303,989 0.09 $1,296,563
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - 1,562,354 $1,303,679 $1,303,679 0.09 $1,301,772
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,288,206 $1,299,979 $1,299,979 0.09 $1,291,952
Great Wolf Trust 2024-WOLF C 6.04571% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,270,215 $1,270,215 0.08 $1,264,713
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,267,091 $1,267,091 0.08 $1,261,833
COMM 2024-WCL1 Mortgage Trust C 6.544% 17-JUN-2041, 6.54%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,260,726 $1,260,726 0.08 $1,254,818
NMEF Funding 2026-A (North Mill Equipment Finance) D 5.22% 15-FEB-2034, 5.22%, 02/15/34 NMEF 2026-A 62919FAF3 - 1,250,000 $1,240,861 $1,240,861 0.08 $1,236,148
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14014% 20-MAR-2033, 7.14%, 03/21/33 HACLN 2025-1 446438TA1 - 1,216,024 $1,226,720 $1,226,720 0.08 $1,221,655
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,220,407 $1,220,407 0.08 $1,216,845
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,218,377 $1,218,377 0.08 $1,213,174
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - 1,203,000 $1,212,988 $1,212,988 0.08 $1,207,043
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 $1,211,387 $1,211,387 0.08 $1,205,805
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,208,015 $1,208,015 0.08 $1,202,007
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,190,290 $1,201,152 $1,201,152 0.08 $1,193,876
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,201,166 $1,198,248 $1,198,248 0.08 $1,192,986
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 $1,191,481 $1,191,481 0.08 $1,185,266
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - 1,150,000 $1,189,809 $1,189,809 0.08 $1,182,441
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,180,989 $1,180,989 0.08 $1,176,343
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - 1,175,000 $1,178,818 $1,178,818 0.08 $1,173,214
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39516% 25-FEB-2042, 8.40%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,178,340 $1,178,340 0.08 $1,174,605
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79014% 20-MAY-2032, 6.79%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,157,345 $1,172,611 $1,172,611 0.08 $1,168,027
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,152,206 $1,157,672 $1,157,672 0.08 $1,150,659
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,199,346 $1,155,448 $1,155,448 0.08 $1,151,450
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,120,260 $1,147,790 $1,147,790 0.08 $1,142,188
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,135,201 $1,146,317 $1,146,317 0.08 $1,142,510
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,090,426 $1,143,852 $1,143,852 0.08 $1,137,449
OBX 2026-HE1 Trust M2 5.44516% 25-FEB-2056, 5.45%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,112,063 $1,112,063 0.07 $1,104,226
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,109,754 $1,110,570 $1,110,570 0.07 $1,104,098
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,091,174 $1,092,695 $1,092,695 0.07 $1,086,107
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,069,443 $1,073,562 $1,073,562 0.07 $1,069,240
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,052,852 $1,062,854 $1,062,854 0.07 $1,059,677
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,057,357 $1,057,357 0.07 $1,055,248
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,052,807 $1,052,807 0.07 $1,046,429
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,038,186 $1,052,801 $1,052,801 0.07 $1,043,584
BX Trust 2024-VLT4 D 6.094762% 15-JUN-2041, 6.09%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,051,163 $1,051,163 0.07 $1,046,517
LIFE 2021-BMR Mortgage Trust E 5.519% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,026,902 $1,026,902 0.07 $1,022,717
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,026,274 $1,026,274 0.07 $1,020,497
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,061,057 $1,024,457 $1,024,457 0.07 $1,019,446
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.29516% 25-NOV-2041, 7.30%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,015,968 $1,015,968 0.07 $1,013,131
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 $1,015,814 $1,015,814 0.07 $1,006,100
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 $1,014,919 $1,014,919 0.07 $1,007,771
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 993,716 $1,014,636 $1,014,636 0.07 $1,008,602
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 $1,014,480 $1,014,480 0.07 $1,009,121
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,013,866 $1,013,866 0.07 $1,007,873
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 $1,007,030 $1,007,030 0.07 $1,004,474
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - 1,000,000 $1,005,345 $1,005,345 0.07 $998,885
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 996,582 $1,002,895 $1,002,895 0.07 $996,907
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,001,168 $1,001,168 0.07 $995,972
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $997,362 $997,362 0.07 $994,544
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $996,825 $996,825 0.07 $994,463
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $994,253 $994,253 0.07 $989,956
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 986,119 $988,107 $988,107 0.07 $986,115
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 971,437 $977,355 $977,355 0.06 $972,670
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 977,375 $974,254 $974,254 0.06 $969,046
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 935,000 $941,863 $941,863 0.06 $936,998
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 943,280 $941,846 $941,846 0.06 $936,717
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 876,251 $927,807 $927,807 0.06 $922,048
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 934,986 $924,538 $924,538 0.06 $920,383
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 900,000 $918,082 $918,082 0.06 $912,934
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $917,838 $917,838 0.06 $915,077
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $914,513 $914,513 0.06 $909,033
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50964% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $910,657 $910,657 0.06 $907,089
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $907,027 $907,027 0.06 $905,031
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $899,853 $899,853 0.06 $890,526
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 876,284 $887,549 $887,549 0.06 $881,943
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $850,558 $850,558 0.06 $845,383
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $847,568 $847,568 0.06 $843,002
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $842,473 $842,473 0.06 $840,520
BX Trust 2026-CIP|5.75|05/15/2038, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $826,000 $826,000 0.05 $826,000
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64014% 20-OCT-2032, 7.64%, 10/20/32 HACLN 2024-2 44644NAK5 - 824,912 $824,696 $824,696 0.05 $821,020
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 833,166 $824,404 $824,404 0.05 $823,107
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $815,524 $815,524 0.05 $812,998
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 $799,762 $799,762 0.05 $798,463
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $776,349 $776,349 0.05 $772,076
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $774,626 $774,626 0.05 $770,036
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.44516% 25-JUN-2047, 5.45%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $747,042 $747,042 0.05 $745,466
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.39516% 25-JUN-2047, 6.40%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $736,455 $736,455 0.05 $734,662
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 732,444 $731,984 $731,984 0.05 $727,765
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $729,728 $729,728 0.05 $725,517
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.12%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 681,344 $726,907 $726,907 0.05 $724,756
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 718,735 $725,199 $725,199 0.05 $722,142
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 $724,331 $724,331 0.05 $722,290
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 678,164 $707,908 $707,908 0.05 $703,889
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 672,095 $702,518 $702,518 0.05 $696,581
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $702,197 $702,197 0.05 $699,582
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 672,095 $693,281 $693,281 0.05 $688,970
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $684,173 $684,173 0.05 $668,167
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 678,164 $683,994 $683,994 0.05 $681,312
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 661,512 $661,655 $661,655 0.04 $660,097
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.69516% 25-DEC-2031, 5.70%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 652,347 $660,456 $660,456 0.04 $655,351
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 619,041 $631,691 $631,691 0.04 $628,047
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $629,548 $629,548 0.04 $627,564
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 651,100 $617,933 $617,933 0.04 $614,281
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $611,200 $611,200 0.04 $607,015
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 549,639 $565,493 $565,493 0.04 $559,837
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $564,110 $564,110 0.04 $562,113
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 549,639 $558,820 $558,820 0.04 $554,508
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 555,211 $558,002 $558,002 0.04 $555,328
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,975 $545,975 0.04 $542,228
Mello Warehouse Securitization Trust 2024-1 F 8.90431% 25-OCT-2057, 8.90%, 10/25/57 MWST 2024-1 58553FAF2 - 542,000 $542,135 $542,135 0.04 $540,258
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 534,825 $536,252 $536,252 0.04 $535,245
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 529,926 $532,289 $532,289 0.04 $529,632
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $522,057 $522,057 0.03 $518,280
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 508,738 $519,704 $519,704 0.03 $516,416
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $514,779 $514,779 0.03 $511,836
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $511,614 $511,614 0.03 $509,317
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 $510,760 $510,760 0.03 $510,074
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,988 $509,988 0.03 $507,810
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $509,536 $509,536 0.03 $507,427
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 $509,310 $509,310 0.03 $506,720
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $508,246 $508,246 0.03 $505,870
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $507,967 $507,967 0.03 $503,368
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 503,292 $504,219 $504,219 0.03 $501,358
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.24516% 25-DEC-2031, 7.25%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 461,349 $502,783 $502,783 0.03 $465,236
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 498,093 $501,067 $501,067 0.03 $498,564
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.288% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $496,137 $496,137 0.03 $494,588
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 486,680 $491,894 $491,894 0.03 $488,474
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 474,496 $485,611 $485,611 0.03 $483,328
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $484,141 $484,141 0.03 $481,509
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89014% 20-SEP-2033, 6.89%, 09/20/33 HACLN 2025-2 44644NAR0 - 465,761 $467,990 $467,990 0.03 $466,118
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $463,347 $463,347 0.03 $460,585
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $423,286 $423,286 0.03 $420,995
BXHPP Trust 2021-FILM A 4.419% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $419,001 $419,001 0.03 $417,606
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 411,350 $409,629 $409,629 0.03 $407,966
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $407,355 $407,355 0.03 $405,399
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89014% 20-MAY-2032, 8.89%, 05/20/32 HACLN 2024-1 44644NAD1 - 400,619 $406,873 $406,873 0.03 $404,796
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 405,041 $406,436 $406,436 0.03 $405,617
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 393,800 $405,463 $405,463 0.03 $402,650
BX Commercial Mortgage Trust 2026-CSMO C 5.65471% 15-FEB-2043, 5.65%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,588 $403,588 0.03 $401,954
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 $383,385 $383,385 0.03 $381,272
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,996 $376,996 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,941 $371,941 0.02 $369,783
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.12%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 348,507 $368,078 $368,078 0.02 $367,113
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 363,857 $367,394 $367,394 0.02 $365,806
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $366,619 $366,619 0.02 $364,570
DBGS 2021-W52 Mortgage Trust B 5.6667% 15-JAN-2038, 5.67%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $363,830 $363,830 0.02 $362,333
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,815 $348,815 0.02 $347,372
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 336,926 $337,615 $337,615 0.02 $336,947
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 332,869 $333,028 $333,028 0.02 $332,723
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - 382,789 $330,384 $330,384 0.02 $329,891
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,117 $330,117 0.02 $329,104
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $323,151 $323,151 0.02 $322,132
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 314,635 $318,120 $318,120 0.02 $316,418
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $316,465 $316,465 0.02 $314,666
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 309,133 $314,767 $314,767 0.02 $313,000
BX Commercial Mortgage Trust 2024-MF C 5.59561% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,946 $311,946 0.02 $310,694
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 298,115 $311,700 $311,700 0.02 $309,065
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 $303,189 $303,189 0.02 $300,916
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 $301,185 $301,185 0.02 $300,485
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $300,546 $300,546 0.02 $298,796
CSMC 2021-BHAR E 7.27% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $298,311 $298,311 0.02 $296,736
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 277,778 $285,222 $285,222 0.02 $284,020
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $284,008 $284,008 0.02 $283,000
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 281,296 $275,583 $275,583 0.02 $275,015
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,327 $270,327 0.02 $269,317
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 257,579 $257,814 $257,814 0.02 $257,244
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - 250,000 $253,961 $253,961 0.02 $252,558
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $252,379 $252,379 0.02 $251,014
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 247,077 $249,084 $249,084 0.02 $247,844
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 238,600 $248,459 $248,459 0.02 $246,263
BXHPP Trust 2021-FILM B 4.669% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,800 $233,800 0.02 $232,957
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $233,004 $233,004 0.02 $231,544
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 227,032 $230,348 $230,348 0.02 $229,761
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $214,511 $214,511 0.01 $212,927
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $214,227 $214,227 0.01 $212,909
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $204,722 $204,722 0.01 $203,353
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 198,743 $202,269 $202,269 0.01 $201,313
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 201,247 $202,242 $202,242 0.01 $200,785
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 186,693 $188,151 $188,151 0.01 $187,234
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 184,608 $184,824 $184,824 0.01 $184,393
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 177,370 $180,822 $180,822 0.01 $180,352
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $177,045 $177,045 0.01 $176,508
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 170,412 $171,620 $171,620 0.01 $170,811
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $158,566 $158,566 0.01 $158,300
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 134,187 $136,727 $136,727 0.01 $136,208
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 176,770 $135,568 $135,568 0.01 $135,458
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 125,029 $125,594 $125,594 0.01 $125,154
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 108,115 $111,337 $111,337 0.01 $110,119
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $101,149 $101,149 0.01 $100,960
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 99,755 $100,867 $100,867 0.01 $100,342
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,698 $100,698 0.01 $100,514
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $93,206 $93,206 0.01 $93,020
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 92,320 $91,514 $91,514 0.01 $91,302
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,557 $71,557 0.00 $71,402
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - 54,939 $55,273 $55,273 0.00 $54,939
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 38,955 $39,205 $39,205 0.00 $39,039
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 35,132 $35,286 $35,286 0.00 $35,214
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - 34,633 $35,170 $35,170 0.00 $35,019
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - 22,233 $22,416 $22,416 0.00 $22,296
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 20,681 $20,840 $20,840 0.00 $20,781
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - $20,628 $20,628 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $161,908,648 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 6,137 $1,270,934,344 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,620,156 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,344,812 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,254,250 $0 0.00 $0
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $38,949,750 $-26,250 0.00 $-26,250
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-38,949,750 $-2,900,625 -0.19 $-2,900,625
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - -189,990,000 $-159,862,336 $-159,862,336 -10.52 $-159,862,336
SEGREGATED CASH SEGCASH $0.00 13,996,530 $13,996,530 $13,996,530 0.92 $13,996,530
US DOLLARS USD MD_142224 - -471,647,609 $-471,647,609 $-471,647,609 -31.05 $-471,647,609
PGIM AAA CLO ETF 05/14/26 PAAA US 69344A834 $51.33 1,169,022 $60,064,350 $64,296 0.00 $64,296
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $28,934,100 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,425,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,440,625 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,450,000 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,298,023 $-41,679 0.00 $-41,679
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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