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For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 02/27/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 210,506,500 $215,929,147 $215,929,147 14.36 $215,929,147
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 196,415,000 $197,294,939 $197,294,939 13.12 $197,294,939
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 136,700,000 $120,638,434 $120,638,434 8.02 $120,638,434
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $69,972,874 $69,972,874 4.65 $69,705,264
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 60,613,000 $62,942,964 $62,942,964 4.18 $62,942,964
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - 30,738,000 $31,227,964 $31,227,964 2.08 $31,227,964
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 30,930,000 $29,155,546 $29,155,546 1.94 $29,155,546
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 25,880,000 $25,591,283 $25,591,283 1.70 $25,591,283
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 25,640,000 $23,193,534 $23,193,534 1.54 $23,193,534
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,852,036 $16,852,036 1.12 $16,839,618
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,100,602 $15,100,602 1.00 $15,033,912
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,967,437 $12,967,437 0.86 $12,913,907
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,075,888 $12,171,649 $12,171,649 0.81 $12,160,455
ALA Trust 2025-OANA A 5.40263% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,162,188 $12,162,188 0.81 $12,135,054
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,141,600 $12,141,600 0.81 $12,022,800
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,121,659 $11,121,659 0.74 $11,048,540
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,758,957 $10,758,957 0.72 $10,748,151
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,329,408 $10,329,408 0.69 $10,298,798
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,030,028 $10,238,563 $10,238,563 0.68 $10,190,542
WB Commercial Mortgage Trust 2024-HQ A 5.540733% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,047,514 $10,047,514 0.67 $9,994,690
BX Trust 2025-VLT7 E 7.40965% 15-JUL-2044, 7.41%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,007,716 $10,007,716 0.67 $9,976,948
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 9,743,795 $9,997,757 $9,997,757 0.67 $9,984,336
Connecticut Avenue Securities Trust 2022-R06 1M2 7.54728% 25-MAY-2042, 7.52%, 05/25/42 CAS 2022-R06 20754NAK1 - - 9,350,000 $9,653,602 $9,653,602 0.64 $9,643,840
BX Trust 2024-FNX A 5.10195% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,265,467 $9,288,999 $9,288,999 0.62 $9,269,303
BX Commercial Mortgage Trust 2024-XL4 A 5.10168% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - - 9,140,257 $9,156,232 $9,156,232 0.61 $9,136,802
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,700,841 $8,700,841 0.58 $8,673,127
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,407,204 $8,407,204 0.56 $8,392,444
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,147,100 $8,147,100 0.54 $8,089,290
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,067,289 $8,067,289 0.54 $8,016,541
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,592,938 $7,592,938 0.51 $7,573,105
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 7,258,276 $7,586,212 $7,586,212 0.50 $7,575,459
Extended Stay America Trust 2025-ESH B 5.25965% 15-OCT-2042, 5.26%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,535,491 $7,535,491 0.50 $7,519,055
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 7,403,850 $7,500,793 $7,500,793 0.50 $7,465,084
HILT 2025-NVIL A 5.40265% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,419,957 $7,419,957 0.49 $7,403,299
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,259,501 $7,259,501 0.48 $7,224,306
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,246,065 $7,246,065 0.48 $7,212,571
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 $7,227,599 $7,227,599 0.48 $7,181,192
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,945,454 $6,945,454 0.46 $6,914,141
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,544,943 $6,544,943 0.44 $6,529,470
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95965% 15-MAR-2042, 4.96%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,456,136 $6,456,136 0.43 $6,442,809
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,424,764 $6,424,764 0.43 $6,417,938
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,391,502 $6,391,502 0.43 $6,377,291
SMRT Commercial Mortgage Trust 2022-MINI D 5.60965% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,289,092 $6,289,092 0.42 $6,244,177
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49728% 25-NOV-2041, 11.47%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 6,000,000 $6,270,589 $6,270,589 0.42 $6,261,033
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,264,148 $6,264,148 0.42 $6,261,724
BLP Commercial Mortgage Trust 2024-IND2 A 5.0018% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,249,448 $6,249,448 0.42 $6,236,451
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 6,000,000 $6,100,312 $6,100,312 0.41 $6,070,653
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 5,929,947 $6,098,173 $6,098,173 0.41 $6,093,199
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 6,057,846 $6,076,423 $6,076,423 0.40 $6,046,538
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,046,824 $6,046,824 0.40 $6,037,284
BX Trust 2025-TAIL D 6.111% 15-JUN-2035, 6.11%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,020,540 $6,020,540 0.40 $6,005,266
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - - 5,688,000 $5,985,632 $5,985,632 0.40 $5,948,147
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,022,003 $5,960,184 $5,960,184 0.40 $5,939,442
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,906,756 $5,906,756 0.39 $5,861,797
APLD ComputeCo LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,839,444 $5,839,444 0.39 $5,697,185
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,769,160 $5,769,489 $5,769,489 0.38 $5,748,872
RCKT Mortgage Trust 2025-CES3|6.732|03/25/2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - - 5,660,000 $5,736,093 $5,736,093 0.38 $5,733,976
BX Trust 2024-CNYN D 6.34974% 15-APR-2041, 6.35%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,703,694 $5,734,640 $5,734,640 0.38 $5,719,549
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,615,558 $5,615,558 0.37 $5,609,723
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,552,534 $5,552,534 0.37 $5,527,386
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.19728% 25-MAY-2045, 5.17%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,516,160 $5,516,160 0.37 $5,512,205
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,461,243 $5,461,243 0.36 $5,445,983
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 $5,404,634 $5,404,634 0.36 $5,380,807
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34728% 25-DEC-2041, 5.32%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,361,608 $5,361,608 0.36 $5,357,670
SWCH Commercial Mortgage Trust 2025-DATA E 6.99987% 15-FEB-2042, 7.00%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,292,940 $5,292,940 0.35 $5,277,365
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,147,877 $5,248,504 $5,248,504 0.35 $5,241,953
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 $5,233,248 $5,233,248 0.35 $5,207,555
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,212,401 $5,212,401 0.35 $5,180,720
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.17%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,198,116 $5,198,116 0.35 $5,172,023
Extended Stay America Trust 2026-ESH2 D 5.90965% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,194,205 $5,194,205 0.35 $5,177,261
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,193,410 $5,193,410 0.35 $5,185,928
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,142,255 $5,142,255 0.34 $5,134,102
Great Wolf Trust 2024-WOLF D 6.54965% 15-MAR-2039, 6.55%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,129,763 $5,129,763 0.34 $5,115,836
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,118,504 $5,118,504 0.34 $5,014,717
SCG Trust 2025-SNIP E 7.05965% 15-SEP-2042, 7.06%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - - 5,000,000 $5,073,488 $5,073,488 0.34 $5,058,781
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,060,236 $5,060,236 0.34 $5,032,873
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,047,753 $5,054,291 $5,054,291 0.34 $5,050,949
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,045,087 $5,045,087 0.34 $5,014,522
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,043,179 $5,043,179 0.34 $5,037,582
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,033,827 $5,033,827 0.33 $5,021,809
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,021,718 $5,021,718 0.33 $5,004,024
BX Trust 2025-DIME E 6.65965% 15-FEB-2035, 6.66%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,007,420 $5,007,420 0.33 $4,993,546
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $5,005,691 $5,005,691 0.33 $4,982,861
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 $4,987,105 $4,987,105 0.33 $4,980,921
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,961,647 $4,961,647 0.33 $4,948,367
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,866,319 $4,929,996 $4,929,996 0.33 $4,907,011
SCG Commercial Mortgage Trust 2025-DLFN E 6.60965% 15-MAR-2035, 6.61%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,929,741 $4,929,741 0.33 $4,916,235
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,929,670 $4,929,670 0.33 $4,907,255
BX Commercial Mortgage Trust 2024-MF D 6.34947% 15-FEB-2039, 6.35%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,841,798 $4,841,798 0.32 $4,829,031
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,577,000 $4,836,699 $4,836,699 0.32 $4,760,220
Fannie Mae REMIC Trust 2025-9 FA 4.89728% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,725,964 $4,771,138 $4,771,138 0.32 $4,766,666
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,762,116 $4,762,116 0.32 $4,743,516
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,682,298 $4,697,267 $4,697,267 0.31 $4,685,084
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,681,485 $4,694,807 $4,694,807 0.31 $4,689,010
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,623,280 $4,623,280 0.31 $4,592,051
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,530,370 $4,614,220 $4,614,220 0.31 $4,591,551
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,578,370 $4,597,437 $4,597,437 0.31 $4,577,851
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,578,398 $4,578,398 0.30 $4,573,149
RCKT Mortgage Trust 2026-CES2|5.255|02/01/2056, 5.25%, 02/01/56 RCKT 2026-CES2 74940EAD9 - - 4,519,000 $4,553,546 $4,553,546 0.30 $4,533,097
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 $4,540,477 $4,540,477 0.30 $4,530,127
NRTH Commercial Mortgage Trust 2025-PARK B 5.30257% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,521,610 $4,521,610 0.30 $4,511,668
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 $4,463,006 $4,463,006 0.30 $4,456,317
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,453,008 $4,453,008 0.30 $4,398,490
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,412,163 $4,409,481 $4,409,481 0.29 $4,404,313
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,283,686 $4,401,145 $4,401,145 0.29 $4,397,404
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.32%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,384,983 $4,384,983 0.29 $4,342,168
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 $4,357,812 $4,357,812 0.29 $4,344,860
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.446729% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 4,309,000 $4,352,983 $4,352,983 0.29 $4,326,499
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,352,303 $4,352,303 0.29 $4,331,578
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,333,669 $4,349,890 $4,349,890 0.29 $4,328,343
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29808% 15-MAY-2041, 7.30%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,334,392 $4,334,392 0.29 $4,321,250
COMM 2024-WCL1 Mortgage Trust D 6.95% 17-JUN-2041, 6.95%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,292,383 $4,292,383 0.29 $4,254,573
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,278,110 $4,291,701 $4,291,701 0.29 $4,279,249
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,265,344 $4,265,344 0.28 $4,246,685
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,246,313 $4,246,313 0.28 $4,237,379
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,189,234 $4,189,234 0.28 $4,174,660
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,150,836 $4,188,524 $4,188,524 0.28 $4,182,553
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,163,430 $4,163,430 0.28 $4,153,014
BX Trust 2024-VLT4 E 6.549054% 15-JUN-2041, 6.55%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,137,309 $4,137,309 0.28 $4,102,530
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 $4,107,321 $4,107,321 0.27 $4,090,087
BX Trust 2024-BRBK A 6.53929% 15-OCT-2041, 6.54%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,032,913 $4,032,913 0.27 $3,999,490
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,030,756 $4,030,756 0.27 $4,020,877
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,029,482 $4,029,482 0.27 $4,024,706
BLP Trust 2025-IND2 D 6.30965% 15-DEC-2042, 6.31%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,015,399 $4,015,399 0.27 $4,004,883
DROP Mortgage Trust 2021-FILE B 5.474% 15-OCT-2043, 5.47%, 10/15/43 DROP 2021-FILE 26210YAG1 - - 4,128,000 $3,970,342 $3,970,342 0.26 $3,960,926
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,715,309 $3,897,143 $3,897,143 0.26 $3,875,650
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,855,488 $3,896,742 $3,896,742 0.26 $3,878,592
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,851,793 $3,888,697 $3,888,697 0.26 $3,871,327
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 3,870,538 $3,876,692 $3,876,692 0.26 $3,871,569
BX Commercial Mortgage Trust 2026-XL6 D 5.77% 15-MAR-2043, 5.77%, 03/15/43 BX 2026-XL6 12433NAG6 - - 3,854,000 $3,855,235 $3,855,235 0.26 $3,855,235
FREMF 2023-K511 Mortgage Trust C 5.634355% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,810,194 $3,810,194 0.25 $3,790,787
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,734,977 $3,792,069 $3,792,069 0.25 $3,791,479
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,775,480 $3,775,480 0.25 $3,771,268
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 3,772,000 $3,773,942 $3,773,942 0.25 $3,772,135
BMP Commercial Mortgage Trust 2024-MF23 D 6.05014% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,762,263 $3,762,263 0.25 $3,752,810
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.77%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 3,733,721 $3,738,360 $3,738,360 0.25 $3,735,887
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,726,565 $3,726,565 0.25 $3,721,919
Extended Stay America Trust 2025-ESH E 7.00965% 15-OCT-2042, 7.01%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,713,007 $3,713,007 0.25 $3,702,273
Extended Stay America Trust 2025-ESH D 6.25965% 15-OCT-2042, 6.26%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,709,336 $3,709,336 0.25 $3,699,751
LEX Trust 2026-450 D 6.0% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - - 3,704,000 $3,707,692 $3,707,692 0.25 $3,703,988
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,630,706 $3,697,911 $3,697,911 0.25 $3,680,234
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,686,356 $3,686,356 0.25 $3,682,688
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,654,241 $3,670,429 $3,670,429 0.24 $3,654,705
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69728% 25-OCT-2041, 9.67%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 3,511,000 $3,633,932 $3,633,932 0.24 $3,607,590
DROP Mortgage Trust 2021-FILE A 4.924% 15-OCT-2043, 4.92%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,584,927 $3,584,927 0.24 $3,577,438
BX Commercial Mortgage Trust 2024-XL5 D 6.34945% 15-MAR-2041, 6.35%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,580,049 $3,580,049 0.24 $3,570,604
Stack Infrastructure Issuer LLC|5|03/25/2056, 5.00%, 03/25/56 SIDC 2026-1A 85236KAR3 - - 3,625,000 $3,578,739 $3,578,739 0.24 $3,578,235
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,522,423 $3,562,594 $3,562,594 0.24 $3,547,531
SCG Trust 2025-SNIP D 6.25965% 15-SEP-2042, 6.26%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,526,341 $3,526,341 0.23 $3,517,212
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,492,042 $3,525,992 $3,525,992 0.23 $3,510,711
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79728% 25-JAN-2042, 10.77%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 3,351,000 $3,519,923 $3,519,923 0.23 $3,514,912
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22373|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,506,881 $3,509,426 $3,509,426 0.23 $3,506,882
PennyMac Financial Services, Inc. 6.75% 15-FEB-2034, 6.75%, 02/15/34 PFSI 70932MAH0 - - 3,500,000 $3,471,463 $3,471,463 0.23 $3,460,307
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,418,403 $3,455,144 $3,455,144 0.23 $3,437,427
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,426,982 $3,426,982 0.23 $3,411,687
CSMC 2021-BHAR C 5.775% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,424,562 $3,424,562 0.23 $3,416,271
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,350,912 $3,381,150 $3,381,150 0.22 $3,365,280
BX Trust 2025-LUNR D 6.15965% 15-JUN-2040, 6.16%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,362,294 $3,376,895 $3,376,895 0.22 $3,368,265
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,286,332 $3,319,331 $3,319,331 0.22 $3,304,842
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,343,588 $3,265,806 $3,265,806 0.22 $3,259,349
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,249,812 $3,249,812 0.22 $3,246,021
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,236,604 $3,236,604 0.22 $3,225,549
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,235,072 $3,235,072 0.22 $3,229,270
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 $3,232,702 $3,232,702 0.22 $3,216,800
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,228,250 $3,228,250 0.21 $3,224,852
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,223,166 $3,223,166 0.21 $3,209,431
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 $3,218,660 $3,218,660 0.21 $3,212,736
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,217,609 $3,217,609 0.21 $3,213,435
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - - 3,407,000 $3,196,769 $3,196,769 0.21 $3,179,606
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,183,101 $3,194,285 $3,194,285 0.21 $3,187,081
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49728% 25-JUL-2048, 5.47%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,172,883 $3,169,344 $3,169,344 0.21 $3,166,934
RCKT Mortgage Trust 2026-CES2|5.055|02/01/2056, 5.05%, 02/01/56 RCKT 2026-CES2 74940EAC1 - - 3,140,000 $3,162,779 $3,162,779 0.21 $3,149,111
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,158,687 $3,158,687 0.21 $3,153,972
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,142,494 $3,142,494 0.21 $3,138,787
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,007,700 $3,135,102 $3,135,102 0.21 $3,116,799
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,134,264 $3,134,264 0.21 $3,122,473
BX Trust 2024-BIO C 6.29965% 15-FEB-2041, 6.30%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,089,005 $3,089,005 0.21 $3,080,849
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 $3,066,535 $3,066,535 0.20 $3,063,198
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,065,979 $3,065,979 0.20 $3,051,896
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,062,477 $3,062,477 0.20 $3,058,398
Connecticut Avenue Securities, Series 2021-R01 1B1 6.79728% 25-OCT-2041, 6.77%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,044,424 $3,044,424 0.20 $3,041,605
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 $3,032,933 $3,032,933 0.20 $3,018,926
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,030,846 $3,030,846 0.20 $3,017,459
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $3,014,115 $3,014,115 0.20 $3,010,985
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 2,958,325 $2,991,149 $2,991,149 0.20 $2,976,672
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 2,978,805 $2,990,702 $2,990,702 0.20 $2,974,109
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 $2,985,706 $2,985,706 0.20 $2,966,862
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,980,156 $2,980,156 0.20 $2,971,073
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,724,099 $2,947,372 $2,947,372 0.20 $2,942,390
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,905,434 $2,921,632 $2,921,632 0.19 $2,908,510
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,834,000 $2,912,174 $2,912,174 0.19 $2,896,989
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,903,462 $2,903,462 0.19 $2,889,004
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,899,769 $2,899,769 0.19 $2,892,486
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,875,813 $2,896,801 $2,896,801 0.19 $2,884,137
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,834,785 $2,889,833 $2,889,833 0.19 $2,886,790
SCG Commercial Mortgage Trust 2025-FLWR E 6.40965% 15-AUG-2042, 6.41%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,874,863 $2,874,863 0.19 $2,867,207
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,866,729 $2,866,729 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 $2,863,650 $2,863,650 0.19 $2,853,654
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 $2,856,083 $2,856,083 0.19 $2,848,415
BX Trust 2026-CART D 5.55965% 15-FEB-2036, 5.56%, 02/15/36 BX 2026-CART 12433MAG8 - - 2,810,000 $2,816,947 $2,816,947 0.19 $2,811,736
Wells Fargo Commercial Mortgage Trust 2025-VTT D 5.764416% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,813,812 $2,813,812 0.19 $2,798,556
Great Wolf Trust 2024-WOLF G 9.09565% 15-MAR-2039, 9.10%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,767,018 $2,767,018 0.18 $2,756,595
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,703,001 $2,750,848 $2,750,848 0.18 $2,740,940
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,733,141 $2,736,360 $2,736,360 0.18 $2,734,531
BX Trust 2025-ROIC E 6.60094% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,715,276 $2,722,815 $2,722,815 0.18 $2,715,347
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,718,013 $2,718,013 0.18 $2,709,854
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,713,343 $2,713,343 0.18 $2,697,406
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,709,438 $2,709,438 0.18 $2,702,050
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 $2,687,238 $2,687,238 0.18 $2,683,542
MHC Commercial Mortgage Trust 2021-MHC F 6.375442% 15-APR-2038, 6.38%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,681,709 $2,681,709 0.18 $2,659,994
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,632,297 $2,632,297 0.18 $2,625,330
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,695,114 $2,632,099 $2,632,099 0.18 $2,630,264
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,682,257 $2,631,292 $2,631,292 0.18 $2,629,467
BX Commercial Mortgage Trust 2026-CSMO D 6.10965% 15-FEB-2043, 6.12%, 02/15/42 BX 2026-CSMO 12433LAG0 - - 2,580,000 $2,596,300 $2,596,300 0.17 $2,591,916
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,590,233 $2,590,233 0.17 $2,581,284
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,570,269 $2,570,269 0.17 $2,566,248
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 $2,568,116 $2,568,116 0.17 $2,549,304
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,542,035 $2,563,974 $2,563,974 0.17 $2,551,957
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,556,670 $2,556,670 0.17 $2,551,412
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,552,849 $2,552,849 0.17 $2,546,474
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,499,753 $2,544,058 $2,544,058 0.17 $2,531,594
Lightpath Fiber Issuer LLC|5.597|03/25/2056, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - - 2,500,000 $2,538,941 $2,538,941 0.17 $2,538,553
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 5.811148% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,536,993 $2,536,993 0.17 $2,523,142
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 $2,533,888 $2,533,888 0.17 $2,526,972
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,498,181 $2,532,032 $2,532,032 0.17 $2,519,979
WB Commercial Mortgage Trust 2024-HQ C 6.443089% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,528,613 $2,528,613 0.17 $2,513,257
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,519,526 $2,519,526 0.17 $2,503,986
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,517,950 $2,517,950 0.17 $2,515,544
BX Commercial Mortgage Trust 2024-AIR2 D 6.45045% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,514,895 $2,514,895 0.17 $2,494,334
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,509,890 $2,509,890 0.17 $2,504,103
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,459,711 $2,508,647 $2,508,647 0.17 $2,505,668
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 $2,504,512 $2,504,512 0.17 $2,497,677
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 $2,501,521 $2,501,521 0.17 $2,499,281
280 Park Avenue 2017-280P Mortgage Trust B 5.049% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,490,202 $2,490,202 0.17 $2,484,943
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,465,266 $2,483,117 $2,483,117 0.17 $2,472,689
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,371,574 $2,479,202 $2,479,202 0.16 $2,467,812
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,464,676 $2,464,676 0.16 $2,460,199
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 $2,439,302 $2,439,302 0.16 $2,433,022
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,414,937 $2,437,336 $2,437,336 0.16 $2,434,932
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,426,050 $2,426,050 0.16 $2,415,490
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,424,210 $2,424,210 0.16 $2,410,617
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04728% 25-JAN-2043, 7.02%, 01/25/43 CAS 2023-R02 20755AAC6 - - 2,335,000 $2,423,155 $2,423,155 0.16 $2,420,879
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,411,056 $2,415,180 $2,415,180 0.16 $2,411,178
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,416,432 $2,403,501 $2,403,501 0.16 $2,394,866
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 2,373,000 $2,389,110 $2,389,110 0.16 $2,381,098
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,374,181 $2,388,614 $2,388,614 0.16 $2,378,097
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,385,381 $2,385,381 0.16 $2,379,560
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,368,525 $2,368,525 0.16 $2,361,047
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,352,370 $2,357,762 $2,357,762 0.16 $2,356,041
ALA Trust 2025-OANA D 6.75072% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,349,854 $2,349,854 0.16 $2,343,292
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3922% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,339,501 $2,339,501 0.16 $2,333,285
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,318,940 $2,318,940 0.15 $2,315,787
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 $2,316,243 $2,316,243 0.15 $2,307,495
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,268,970 $2,300,767 $2,300,767 0.15 $2,290,769
Connecticut Avenue Securities, Series 2021-R03 1B1 6.44728% 25-DEC-2041, 6.42%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,287,643 $2,287,643 0.15 $2,285,638
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.91154% 20-MAR-2033, 5.91%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,262,965 $2,270,711 $2,270,711 0.15 $2,266,995
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,261,081 $2,261,081 0.15 $2,254,268
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,251,229 $2,251,229 0.15 $2,244,216
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,224,892 $2,240,841 $2,240,841 0.15 $2,230,958
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.83555% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,239,866 $2,239,866 0.15 $2,238,090
RKTL 2026-1|5.21|02/26/2035, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - - 2,232,000 $2,236,531 $2,236,531 0.15 $2,232,332
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 $2,232,745 $2,232,745 0.15 $2,227,197
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,195,661 $2,231,907 $2,231,907 0.15 $2,221,981
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,203,376 $2,225,566 $2,225,566 0.15 $2,215,607
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,178,211 $2,203,796 $2,203,796 0.15 $2,194,009
CONE Trust 2024-DFW1 A 5.30138% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,169,059 $2,169,059 0.14 $2,164,277
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,180,063 $2,164,219 $2,164,219 0.14 $2,156,522
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 $2,153,931 $2,153,931 0.14 $2,146,025
BX Commercial Mortgage Trust 2024-GPA3 C 5.55198% 15-DEC-2039, 5.55%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,115,569 $2,121,471 $2,121,471 0.14 $2,116,578
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,082,927 $2,121,320 $2,121,320 0.14 $2,110,779
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 $2,118,562 $2,118,562 0.14 $2,113,851
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,113,921 $2,113,921 0.14 $2,107,591
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,155,072 $2,104,210 $2,104,210 0.14 $2,098,179
Saluda Grade Alternative Mortgage Trust 2026-RTL7|6.748|03/25/2031, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 2,101,000 $2,102,217 $2,102,217 0.14 $2,101,035
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,124,294 $2,091,667 $2,091,667 0.14 $2,090,222
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,049,959 $2,049,959 0.14 $2,044,302
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,042,355 $2,042,355 0.14 $2,035,668
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 A2_261 5.219% 25-FEB-2056, 5.22%, 02/25/56 UNITK 2026-1A 49459AAA8 - - 2,000,000 $2,042,022 $2,042,022 0.14 $2,032,744
SMRT Commercial Mortgage Trust 2022-MINI F 7.00965% 15-JAN-2039, 7.01%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,033,372 $2,033,372 0.14 $2,015,197
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,030,917 $2,030,917 0.14 $2,021,781
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,030,861 $2,030,861 0.14 $2,021,895
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 $2,028,271 $2,028,271 0.13 $2,023,096
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.01721% 25-SEP-2041, 7.02%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,024,680 $2,024,680 0.13 $2,022,722
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,019,236 $2,019,236 0.13 $2,009,833
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,011,952 $2,011,952 0.13 $2,001,499
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 2,000,000 $2,010,316 $2,010,316 0.13 $2,008,524
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15965% 15-DEC-2042, 6.16%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,009,701 $2,009,701 0.13 $2,004,568
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 1,948,835 $1,977,395 $1,977,395 0.13 $1,974,743
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,948,295 $1,948,295 0.13 $1,941,266
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,940,232 $1,940,232 0.13 $1,934,500
BX Commercial Mortgage Trust 2024-AIR2 C 5.90124% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,927,530 $1,927,530 0.13 $1,922,813
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,903,569 $1,925,697 $1,925,697 0.13 $1,917,206
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,909,854 $1,909,854 0.13 $1,907,783
BX Trust 2024-BRBK B 7.58625% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,869,993 $1,869,993 0.12 $1,852,028
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 $1,843,649 $1,843,649 0.12 $1,838,940
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 $1,840,661 $1,840,661 0.12 $1,836,501
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 $1,830,705 $1,830,705 0.12 $1,828,832
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,808,647 $1,808,647 0.12 $1,803,279
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,799,403 $1,805,995 $1,805,995 0.12 $1,801,542
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,797,709 $1,797,709 0.12 $1,790,271
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,766,422 $1,792,022 $1,792,022 0.12 $1,783,338
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,779,488 $1,779,488 0.12 $1,775,266
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,772,745 $1,772,745 0.12 $1,768,332
Extended Stay America Trust 2025-ESH F 7.75965% 15-OCT-2042, 7.76%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,768,635 $1,768,635 0.12 $1,762,977
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 $1,762,974 $1,762,974 0.12 $1,735,562
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,762,206 $1,762,206 0.12 $1,760,362
BXHPP Trust 2021-FILM C 4.874% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,758,351 $1,758,351 0.12 $1,754,390
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,729,182 $1,729,182 0.12 $1,727,324
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,689,183 $1,726,274 $1,726,274 0.11 $1,716,670
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,720,708 $1,720,708 0.11 $1,716,877
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,714,690 $1,714,690 0.11 $1,712,380
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,714,256 $1,714,256 0.11 $1,705,902
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,640,925 $1,710,537 $1,710,537 0.11 $1,708,221
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,669,029 $1,704,614 $1,704,614 0.11 $1,696,408
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,669,029 $1,699,208 $1,699,208 0.11 $1,690,714
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,671,123 $1,698,365 $1,698,365 0.11 $1,690,065
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - 1,738,000 $1,689,597 $1,689,597 0.11 $1,689,597
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,666,037 $1,666,037 0.11 $1,661,447
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 $1,657,065 $1,657,065 0.11 $1,646,103
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,615,000 $1,635,874 $1,635,874 0.11 $1,626,089
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,626,996 $1,626,996 0.11 $1,620,909
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.01721% 25-DEC-2041, 6.02%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,620,860 $1,620,860 0.11 $1,619,523
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,594,203 $1,601,887 $1,601,887 0.11 $1,596,515
BX Commercial Mortgage Trust 2024-WPT D 6.34935% 15-APR-2041, 6.35%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,581,972 $1,581,972 0.11 $1,577,792
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,571,125 $1,573,701 $1,573,701 0.10 $1,562,878
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,568,840 $1,568,840 0.10 $1,564,246
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,558,403 $1,558,403 0.10 $1,555,764
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 $1,535,180 $1,535,180 0.10 $1,530,474
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,532,056 $1,532,056 0.10 $1,528,542
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 $1,530,031 $1,530,031 0.10 $1,525,165
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,520,588 $1,527,688 $1,527,688 0.10 $1,526,210
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 $1,527,103 $1,527,103 0.10 $1,523,996
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,516,245 $1,516,245 0.10 $1,511,776
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 $1,514,004 $1,514,004 0.10 $1,508,550
Gracie Point International Funding, Series 2025-1 C 6.40819% 15-AUG-2028, 6.55%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,510,800 $1,510,800 0.10 $1,506,706
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,508,847 $1,508,847 0.10 $1,501,975
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 $1,507,587 $1,507,587 0.10 $1,503,143
JW Commercial Mortgage Trust 2024-MRCO C 6.0497% 15-JUN-2039, 6.05%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,504,079 $1,504,079 0.10 $1,500,298
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,485,916 $1,494,888 $1,494,888 0.10 $1,488,450
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,490,167 $1,490,167 0.10 $1,490,167
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,473,988 $1,482,542 $1,482,542 0.10 $1,476,399
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.26154% 20-OCT-2032, 6.26%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,433,937 $1,444,268 $1,444,268 0.10 $1,441,774
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,437,466 $1,437,466 0.10 $1,435,804
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,414,599 $1,428,696 $1,428,696 0.10 $1,421,825
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,375,613 $1,426,680 $1,426,680 0.09 $1,381,956
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,405,868 $1,423,636 $1,423,636 0.09 $1,417,404
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,415,118 $1,415,118 0.09 $1,412,838
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 1,400,000 $1,407,382 $1,407,382 0.09 $1,406,163
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 $1,401,033 $1,401,033 0.09 $1,397,530
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,395,912 $1,395,912 0.09 $1,395,897
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,367,347 $1,390,912 $1,390,912 0.09 $1,384,309
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 $1,388,977 $1,388,977 0.09 $1,385,010
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 - - 1,335,905 $1,349,054 $1,349,054 0.09 $1,347,290
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 - - 1,570,396 $1,335,008 $1,335,008 0.09 $1,331,538
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,305,005 $1,307,257 $1,307,257 0.09 $1,303,519
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.81154% 20-MAY-2032, 6.81%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,290,752 $1,304,819 $1,304,819 0.09 $1,302,377
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,273,376 $1,289,250 $1,289,250 0.09 $1,283,243
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,285,742 $1,285,742 0.09 $1,282,305
Great Wolf Trust 2024-WOLF C 6.05065% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,264,603 $1,264,603 0.08 $1,261,426
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 $1,259,825 $1,259,825 0.08 $1,257,650
COMM 2024-WCL1 Mortgage Trust C 6.55% 17-JUN-2041, 6.55%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,253,581 $1,253,581 0.08 $1,250,171
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,226,620 $1,246,365 $1,246,365 0.08 $1,240,553
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,206,837 $1,240,776 $1,240,776 0.08 $1,238,463
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 $1,236,052 $1,236,052 0.08 $1,231,479
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,224,841 $1,224,841 0.08 $1,220,938
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,223,429 $1,223,429 0.08 $1,221,870
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 $1,220,786 $1,220,786 0.08 $1,217,137
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,201,589 $1,212,065 $1,212,065 0.08 $1,206,634
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,134,874 $1,208,548 $1,208,548 0.08 $1,204,191
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 $1,202,597 $1,202,597 0.08 $1,198,533
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 $1,193,056 $1,193,056 0.08 $1,188,239
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,138,931 $1,190,437 $1,190,437 0.08 $1,186,713
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,226,015 $1,189,679 $1,189,679 0.08 $1,186,512
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,184,650 $1,184,650 0.08 $1,182,617
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,181,621 $1,181,621 0.08 $1,178,389
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,136,638 $1,178,442 $1,178,442 0.08 $1,143,603
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,124,880 $1,144,965 $1,144,965 0.08 $1,143,923
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,110,091 $1,134,135 $1,134,135 0.08 $1,129,727
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,125,187 $1,126,183 $1,126,183 0.07 $1,125,184
OBX 2026-HE1 Trust|5.45786|02/25/2056, 5.46%, 02/25/56 OBX 2026-HE1 67124BAE5 - - 1,100,000 $1,101,215 $1,101,215 0.07 $1,100,548
BX Trust 2024-VLT4 D 6.099702% 15-JUN-2041, 6.10%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,095,282 $1,095,282 0.07 $1,092,487
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,065,790 $1,074,396 $1,074,396 0.07 $1,071,036
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,057,806 $1,073,645 $1,073,645 0.07 $1,068,719
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,073,579 $1,073,579 0.07 $1,069,409
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,079,076 $1,072,918 $1,072,918 0.07 $1,068,969
BX Trust 2024-CNYN C 5.60081% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,069,443 $1,072,485 $1,072,485 0.07 $1,069,989
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,058,865 $1,065,916 $1,065,916 0.07 $1,061,544
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,054,912 $1,054,912 0.07 $1,054,156
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,053,025 $1,053,025 0.07 $1,049,247
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,012,501 $1,029,884 $1,029,884 0.07 $1,026,042
LIFE 2021-BMR Mortgage Trust E 5.524% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,028,384 $1,028,384 0.07 $1,025,967
MHC Commercial Mortgage Trust 2021-MHC G 6.975442% 15-APR-2038, 6.98%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,022,964 $1,022,964 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 $1,020,208 $1,020,208 0.07 $1,016,462
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.34728% 25-NOV-2041, 7.32%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,019,741 $1,019,741 0.07 $1,018,724
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - - 1,000,000 $1,019,251 $1,019,251 0.07 $1,012,900
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,016,209 $1,016,209 0.07 $1,013,160
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 $1,013,252 $1,013,252 0.07 $1,008,180
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 $1,011,601 $1,011,601 0.07 $1,008,097
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 $1,010,579 $1,010,579 0.07 $1,009,461
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,003,493 $1,010,492 $1,010,492 0.07 $1,006,263
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,006,802 $1,006,802 0.07 $1,006,324
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 04/25/40 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $1,006,464 $1,006,464 0.07 $1,005,231
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 04/25/40 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $1,006,350 $1,006,350 0.07 $1,005,316
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,005,510 $1,005,510 0.07 $1,001,783
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 916,797 $983,781 $983,781 0.07 $979,842
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.16154% 20-MAR-2033, 7.16%, 03/21/33 HACLN 2025-1 446438TA1 - - 978,033 $979,971 $979,971 0.07 $978,026
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 928,893 $949,865 $949,865 0.06 $945,259
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 923,145 $948,285 $948,285 0.06 $947,073
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 947,195 $944,446 $944,446 0.06 $941,184
RCKT Mortgage Trust 2026-CES2|5.355|02/01/2056, 5.36%, 02/01/56 RCKT 2026-CES2 74940EAE7 - - 921,000 $928,773 $928,773 0.06 $924,526
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $924,749 $924,749 0.06 $921,383
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.66154% 20-OCT-2032, 7.66%, 10/20/32 HACLN 2024-2 44644NAK5 - - 912,045 $923,121 $923,121 0.06 $921,180
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $920,624 $920,624 0.06 $919,635
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.56176% 25-SEP-2048, 11.53%, 09/25/48 STACR 2018-DNA3 35563WBE3 - - 797,000 $915,039 $915,039 0.06 $913,763
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $912,908 $912,908 0.06 $912,034
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $896,625 $896,625 0.06 $890,526
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 899,913 $896,411 $896,411 0.06 $895,872
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $859,060 $859,060 0.06 $855,049
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 847,558 $855,688 $855,688 0.06 $853,331
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 856,181 $844,958 $844,958 0.06 $844,375
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,618 $842,618 0.06 $841,764
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $822,753 $822,753 0.05 $816,402
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 $807,709 $807,709 0.05 $803,680
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 762,962 $793,723 $793,723 0.05 $767,818
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $787,719 $787,719 0.05 $784,924
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $782,997 $782,997 0.05 $779,440
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 794,725 $781,856 $781,856 0.05 $781,314
BXHPP Trust 2021-FILM A 4.424% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $781,369 $781,369 0.05 $779,858
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 735,840 $771,199 $771,199 0.05 $766,949
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 735,840 $761,050 $761,050 0.05 $757,964
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $755,122 $755,122 0.05 $752,657
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49728% 25-JUN-2047, 5.47%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $752,550 $752,550 0.05 $751,978
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74728% 25-DEC-2031, 5.72%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 741,928 $750,153 $750,153 0.05 $745,801
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 712,121 $748,743 $748,743 0.05 $746,331
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13707% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 698,978 $742,990 $742,990 0.05 $742,200
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44728% 25-JUN-2047, 6.42%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $741,717 $741,717 0.05 $741,069
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 $730,587 $730,587 0.05 $729,421
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $724,573 $724,573 0.05 $720,699
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 712,121 $723,010 $723,010 0.05 $721,401
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $717,275 $717,275 0.05 $714,581
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,321 $706,321 0.05 $705,608
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 683,000 $706,021 $706,021 0.05 $705,085
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 691,674 $695,390 $695,390 0.05 $694,677
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 681,701 $682,416 $682,416 0.05 $681,931
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $678,632 $678,632 0.05 $668,167
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 648,435 $650,785 $650,785 0.04 $648,743
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 638,270 $639,295 $639,295 0.04 $638,864
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 $629,818 $629,818 0.04 $612,619
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 $621,170 $621,170 0.04 $620,629
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 604,113 $616,524 $616,524 0.04 $613,971
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 604,000 $604,658 $604,658 0.04 $604,301
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 587,684 $601,194 $601,194 0.04 $596,508
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 587,684 $599,264 $599,264 0.04 $595,691
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 575,738 $579,268 $579,268 0.04 $577,381
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,084 $566,084 0.04 $565,211
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $546,391 $546,391 0.04 $543,942
Mello Warehouse Securitization Trust 2024-1 F 8.92373% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $541,579 $541,579 0.04 $540,907
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 534,737 $541,447 $541,447 0.04 $538,534
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 536,660 $538,846 $538,846 0.04 $537,181
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29728% 25-DEC-2031, 7.27%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 524,702 $535,573 $535,573 0.04 $531,664
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,428 $529,428 0.04 $526,595
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 523,894 $526,706 $526,706 0.04 $524,398
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 $521,981 $521,981 0.03 $521,590
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 517,991 $521,072 $521,072 0.03 $518,837
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,816 $520,816 0.03 $518,892
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $516,826 $516,826 0.03 $507,106
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,620 $514,620 0.03 $513,118
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 $514,579 $514,579 0.03 $513,099
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $513,342 $513,342 0.03 $511,918
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $513,326 $513,326 0.03 $511,951
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,102 $513,102 0.03 $511,650
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,757 $511,757 0.03 $510,378
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $511,589 $511,589 0.03 $510,036
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,460 $511,460 0.03 $510,090
WB Commercial Mortgage Trust 2024-HQ D 7.476747% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $507,792 $507,792 0.03 $504,228
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.91154% 20-SEP-2033, 6.91%, 09/20/33 HACLN 2025-2 44644NAR0 - - 502,866 $504,210 $504,210 0.03 $503,245
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 500,876 $500,191 $500,191 0.03 $499,468
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $489,618 $489,618 0.03 $488,677
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.91154% 20-MAY-2032, 8.91%, 05/20/32 HACLN 2024-1 44644NAD1 - - 446,799 $460,278 $460,278 0.03 $459,172
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $460,080 $460,080 0.03 $458,273
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 445,872 $448,306 $448,306 0.03 $447,276
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 433,220 $446,821 $446,821 0.03 $444,798
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 444,282 $446,492 $446,492 0.03 $446,170
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 440,813 $442,953 $442,953 0.03 $441,501
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,293 $427,293 0.03 $425,795
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,410 $409,410 0.03 $408,132
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 399,003 $403,561 $403,561 0.03 $402,566
BX Commercial Mortgage Trust 2026-CSMO C 5.65965% 15-FEB-2043, 5.67%, 02/15/42 BX 2026-CSMO 12433LAE5 - - 400,000 $401,549 $401,549 0.03 $400,919
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $391,312 $391,312 0.03 $389,358
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 $386,024 $386,024 0.03 $384,817
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 380,861 $382,493 $382,493 0.03 $381,093
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,122 $376,122 0.03 $374,471
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13707% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 357,527 $374,881 $374,881 0.02 $374,527
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $372,535 $372,535 0.02 $370,863
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 333,027 $353,415 $353,415 0.02 $351,490
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 340,078 $346,822 $346,822 0.02 $345,551
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 - - 386,823 $335,671 $335,671 0.02 $335,386
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $333,746 $333,746 0.02 $333,384
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $323,630 $323,630 0.02 $323,184
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,745 $318,745 0.02 $317,569
BX Commercial Mortgage Trust 2024-MF C 5.60055% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,723 $310,723 0.02 $310,000
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 298,973 $309,246 $309,246 0.02 $308,437
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 $304,072 $304,072 0.02 $302,586
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $303,415 $303,415 0.02 $302,059
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 $302,313 $302,313 0.02 $302,007
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $301,655 $301,655 0.02 $300,288
CSMC 2021-BHAR E 7.275% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,961 $296,961 0.02 $296,052
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 266,130 $278,228 $278,228 0.02 $276,626
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 285,000 $277,279 $277,279 0.02 $277,073
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 262,559 $264,596 $264,596 0.02 $263,781
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 258,913 $262,673 $262,673 0.02 $261,823
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 $254,793 $254,793 0.02 $253,875
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 $252,880 $252,880 0.02 $251,987
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $235,741 $235,741 0.02 $234,609
BXHPP Trust 2021-FILM B 4.674% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,096 $232,096 0.02 $231,609
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 222,018 $226,307 $226,307 0.02 $225,608
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 223,710 $225,229 $225,229 0.01 $223,974
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $216,833 $216,833 0.01 $215,797
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 204,400 $206,420 $206,420 0.01 $205,764
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,387 $205,387 0.01 $204,491
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 201,670 $201,799 $201,799 0.01 $201,668
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 193,358 $194,725 $194,725 0.01 $193,476
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 193,025 $194,277 $194,277 0.01 $194,080
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 186,936 $189,421 $189,421 0.01 $189,244
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 166,306 $168,357 $168,357 0.01 $167,785
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $161,258 $161,258 0.01 $161,141
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 144,426 $148,524 $148,524 0.01 $148,175
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 181,809 $144,635 $144,635 0.01 $144,586
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 115,410 $118,543 $118,543 0.01 $117,536
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,970 $102,970 0.01 $102,887
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,662 $101,662 0.01 $101,581
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,104 $95,104 0.01 $95,023
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 94,083 $93,267 $93,267 0.01 $93,143
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $75,028 $75,028 0.00 $74,961
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 71,786 $72,281 $72,281 0.00 $72,081
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 - - 47,052 $47,515 $47,515 0.00 $47,349
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 - - 43,944 $44,681 $44,681 0.00 $44,598
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 40,918 $41,117 $41,117 0.00 $41,087
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 33,278 $33,155 $33,155 0.00 $33,045
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 23,320 $23,523 $23,523 0.00 $23,494
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 20,587 $20,604 $20,604 0.00 $20,575
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - - $5,553 $5,553 0.00 $0
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - - $4,287 $4,287 0.00 $0
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - - $3,062 $3,062 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $165,321,078 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 2,136 $447,008,064 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-13,253,719 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-33,386,031 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,924,938 $0 0.00 $0
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,044,800 $-1,600 0.00 $-1,600
US 10YR FUT OPTN Apr26P 112 112 TYJ6P TYM6 COMDTY $112.00 -65.00 $7,397,812 $-3,047 0.00 $-3,047
GOLD FUT OPT(CMX) Apr26P 3660 3660 GCJ6P GCJ6 COMDTY $3,660.00 -35.00 $18,367,650 $-7,000 0.00 $-7,000
US 5YR FUTR OPTN Apr26P 109 109 FVJ6P FVM6 COMDTY $109.00 -235.00 $25,883,047 $-9,180 0.00 $-9,180
GOLD FUT OPT(CMX) Apr26C 6600 6600 GCJ6C GCJ6 COMDTY $6,600.00 -35.00 $-18,367,650 $-17,850 0.00 $-17,850
US 10YR FUT OPTN Apr26Call 114.75 TYJ6C TYM6 COMDTY $114.75 -65.00 $-7,397,812 $-18,281 0.00 $-18,281
US 5YR FUTR OPTN Apr26Call 110.75 FVJ6C FVM6 COMDTY $110.75 -235.00 $-25,883,047 $-51,406 0.00 $-51,406
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,044,800 $-99,200 -0.01 $-99,200
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -1,738,000 $-1,689,597 $-1,689,597 -0.11 $-1,689,597
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - -25,640,000 $-23,193,534 $-23,193,534 -1.54 $-23,193,534
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -25,880,000 $-25,591,283 $-25,591,283 -1.70 $-25,591,283
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - -30,930,000 $-29,155,546 $-29,155,546 -1.94 $-29,155,546
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -189,990,000 $-164,597,836 $-164,597,836 -10.95 $-164,597,836
SEGREGATED CASH SEGCASH - $0.00 8,804,032 $8,804,032 $8,804,032 0.59 $8,804,032
US DOLLARS USD MD_142224 - - -447,703,870 $-447,703,870 $-447,703,870 -29.78 $-447,703,870
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,169,562 $81,832 0.01 $81,832
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,390,625 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,446,875 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,668,750 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,968,750 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $69,992,380 $-314,789 -0.02 $-583,501
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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