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For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 03/24/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - 210,506,500 $213,899,865 $213,899,865 14.34 $213,899,865
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - 196,415,000 $192,643,046 $192,643,046 12.92 $192,643,046
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 136,700,000 $116,433,678 $116,433,678 7.81 $116,433,678
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $69,995,818 $69,995,818 4.70 $69,995,818
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - 60,613,000 $62,593,833 $62,593,833 4.20 $62,593,833
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - 30,738,000 $30,750,295 $30,750,295 2.06 $30,750,295
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,885,649 $16,885,649 1.13 $16,816,109
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $15,063,548 $15,063,548 1.01 $14,893,723
CENT Trust 2025-CITY A 5.090927% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - 12,635,000 $12,707,923 $12,707,923 0.85 $12,666,480
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,166,235 $12,166,235 0.82 $12,008,400
ALA Trust 2025-OANA A 5.42263% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,106,938 $12,106,938 0.81 $12,088,805
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,157,900 $11,157,900 0.75 $11,048,221
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 $10,773,909 $10,773,909 0.72 $10,713,393
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,201,252 $10,201,252 0.68 $10,183,246
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,837,711 $10,154,134 $10,154,134 0.68 $9,878,879
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.54%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,014,826 $10,014,826 0.67 $9,977,888
BX Trust 2025-VLT7 E 7.43% 15-JUL-2044, 7.42%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,886,888 $9,886,888 0.66 $9,866,340
Connecticut Avenue Securities Trust 2022-R06 1M2 7.51721% 25-MAY-2042, 7.52%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,678,042 $9,678,042 0.65 $9,623,375
BX Commercial Mortgage Trust 2024-XL4 A 5.12203% 15-FEB-2039, 5.11%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,149,695 $9,149,695 0.61 $9,136,709
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 9,025,000 $8,594,215 $8,594,215 0.58 $8,572,759
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 8,200,000 $8,223,823 $8,223,823 0.55 $8,217,673
BX Trust 2024-FNX A 5.1223% 15-NOV-2041, 5.11%, 11/15/41 BX 2024-FNX 05593TAA6 - 8,091,477 $8,100,323 $8,100,323 0.54 $8,088,827
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,093,741 $8,093,741 0.54 $8,017,054
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 - 7,863,963 $8,089,569 $8,089,569 0.54 $8,028,911
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,863,780 $7,863,780 0.53 $7,816,907
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 $7,593,179 $7,593,179 0.51 $7,532,959
Extended Stay America Trust 2025-ESH B 5.28% 15-OCT-2042, 5.27%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,500,000 $7,514,252 $7,514,252 0.50 $7,503,268
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,513,259 $7,513,259 0.50 $7,501,593
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 7,178,975 $7,458,316 $7,458,316 0.50 $7,172,077
HILT 2025-NVIL A 5.423% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,406,417 $7,406,417 0.50 $7,395,285
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 $7,250,708 $7,250,708 0.49 $7,169,872
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,084,117 $7,084,117 0.47 $7,056,869
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,041,223 $7,041,223 0.47 $7,015,291
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,847,171 $6,847,171 0.46 $6,792,626
PNW Trust 2026-ARTE A 5.3863% 15-APR-2029, 5.39%, 04/15/29 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,483,751 $6,483,751 0.43 $6,483,751
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,440,122 $6,440,122 0.43 $6,410,867
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98% 15-MAR-2042, 4.97%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,425,890 $6,425,890 0.43 $6,416,982
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,386,594 $6,386,594 0.43 $6,377,097
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.46721% 25-NOV-2041, 11.47%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,307,045 $6,307,045 0.42 $6,253,532
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,300,470 $6,300,470 0.42 $6,290,035
SMRT Commercial Mortgage Trust 2022-MINI D 5.63% 15-JAN-2039, 5.62%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,240,317 $6,240,317 0.42 $6,230,554
BLP Commercial Mortgage Trust 2024-IND2 A 5.02215% 15-MAR-2041, 5.01%, 03/15/41 BLP 2024-IND2 05625AAA9 - 6,236,454 $6,219,551 $6,219,551 0.42 $6,210,864
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,929,947 $6,104,856 $6,104,856 0.41 $6,077,007
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 6,025,489 $6,094,984 $6,094,984 0.41 $6,010,692
BX Trust 2025-TAIL D 6.13% 15-JUN-2035, 6.12%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,003,309 $6,003,309 0.40 $5,993,105
Switch ABS Issuer LLC|5.609|03/27/2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 6,014,000 $5,999,527 $5,999,527 0.40 $5,998,590
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,965,092 $5,972,692 $5,972,692 0.40 $5,879,801
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,956,760 $5,956,760 0.40 $5,891,464
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,932,127 $5,932,127 0.40 $5,928,152
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,877,903 $5,877,903 0.39 $5,843,096
APLD ComputeCo LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - 5,428,000 $5,764,596 $5,764,596 0.39 $5,590,259
BX Trust 2024-CNYN D 6.37009% 15-APR-2041, 6.36%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,703,694 $5,704,988 $5,704,988 0.38 $5,694,907
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,720,758 $5,694,822 $5,694,822 0.38 $5,610,641
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,676,759 $5,676,759 0.38 $5,651,357
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,530,819 $5,530,819 0.37 $5,487,012
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.16721% 25-MAY-2045, 5.17%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,524,424 $5,524,424 0.37 $5,502,276
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,376,263 $5,376,263 0.36 $5,367,286
Connecticut Avenue Securities, Series 2021-R03 1M2 5.31721% 25-DEC-2041, 5.32%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,331,472 $5,363,976 $5,363,976 0.36 $5,341,927
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 $5,339,982 $5,339,982 0.36 $5,297,258
SWCH Commercial Mortgage Trust 2025-DATA E 7.02022% 15-FEB-2042, 7.01%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,276,171 $5,276,171 0.35 $5,265,769
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,202,614 $5,202,614 0.35 $5,170,549
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,196,278 $5,196,278 0.35 $5,188,941
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,147,877 $5,178,665 $5,178,665 0.35 $5,150,587
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.17%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,177,176 $5,177,176 0.35 $5,156,405
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 $5,152,672 $5,152,672 0.35 $5,107,011
Extended Stay America Trust 2026-ESH2 D 5.93% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 5,103,979 $5,115,969 $5,115,969 0.34 $5,107,572
Great Wolf Trust 2024-WOLF D 6.57% 15-MAR-2039, 6.56%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 5,103,000 $5,113,905 $5,113,905 0.34 $5,104,603
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 $5,093,391 $5,093,391 0.34 $5,074,359
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - 4,811,000 $5,082,749 $5,082,749 0.34 $4,957,062
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,079,685 $5,079,685 0.34 $5,056,182
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,070,893 $5,070,893 0.34 $5,046,367
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,062,112 $5,062,112 0.34 $5,014,400
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - 5,047,753 $5,061,854 $5,061,854 0.34 $5,043,138
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,039,051 $5,039,051 0.34 $5,017,764
SCG Trust 2025-SNIP E 7.08% 15-SEP-2042, 7.07%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,009,808 $5,009,808 0.34 $4,999,985
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 5,000,000 $5,004,563 $5,004,563 0.34 $4,997,494
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,968,164 $4,968,164 0.33 $4,928,397
BX Trust 2025-DIME E 6.68% 15-FEB-2035, 6.67%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,964,918 $4,964,918 0.33 $4,955,651
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,918,203 $4,918,203 0.33 $4,894,220
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,891,000 $4,912,086 $4,912,086 0.33 $4,904,274
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,787,485 $4,891,629 $4,891,629 0.33 $4,773,046
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,872,146 $4,872,146 0.33 $4,833,100
SCG Commercial Mortgage Trust 2025-DLFN E 6.63% 15-MAR-2035, 6.62%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,862,003 $4,862,003 0.33 $4,852,982
BX Commercial Mortgage Trust 2024-MF D 6.36982% 15-FEB-2039, 6.36%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,825,965 $4,825,965 0.32 $4,817,436
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,681,485 $4,709,460 $4,709,460 0.32 $4,684,618
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,697,724 $4,697,724 0.31 $4,665,324
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,644,644 $4,644,644 0.31 $4,616,114
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,345,913 $4,588,429 $4,588,429 0.31 $4,365,198
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,491,956 $4,574,914 $4,574,914 0.31 $4,454,669
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,521,738 $4,521,738 0.30 $4,497,561
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 $4,517,727 $4,517,727 0.30 $4,512,207
NRTH Commercial Mortgage Trust 2025-PARK B 5.32292% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,493,849 $4,493,849 0.30 $4,487,205
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,486,884 $4,486,884 0.30 $4,451,263
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,484,073 $4,484,073 0.30 $4,461,577
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,495,558 $4,479,735 $4,479,735 0.30 $4,472,855
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 $4,461,676 $4,461,676 0.30 $4,458,889
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - 4,297,000 $4,410,744 $4,410,744 0.30 $4,336,322
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 $4,409,751 $4,409,751 0.30 $4,387,602
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,283,686 $4,406,817 $4,406,817 0.30 $4,385,866
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,298,416 $4,362,312 $4,362,312 0.29 $4,289,661
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 $4,349,297 $4,349,297 0.29 $4,341,679
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 4,347,547 $4,344,288 $4,344,288 0.29 $4,338,794
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.32%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,341,381 $4,341,381 0.29 $4,323,842
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31843% 15-MAY-2041, 7.31%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,314,630 $4,314,630 0.29 $4,305,853
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.45%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,310,973 $4,310,973 0.29 $4,292,454
COMM 2024-WCL1 Mortgage Trust D 6.969% 17-JUN-2041, 6.96%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,260,472 $4,260,472 0.29 $4,252,254
MTN Commercial Mortgage Trust 2022-LPFL A 5.0769% 15-MAR-2039, 5.08%, 03/15/39 MTN 2022-LPFL 62475WAA3 - 4,240,000 $4,243,415 $4,243,415 0.28 $4,237,435
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,207,812 $4,207,812 0.28 $4,175,308
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 $4,202,928 $4,202,928 0.28 $4,177,338
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 4,200,000 $4,175,520 $4,175,520 0.28 $4,159,475
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,165,320 $4,165,320 0.28 $4,134,784
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 4,166,667 $4,146,521 $4,146,521 0.28 $4,144,374
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 4,118,107 $4,111,652 $4,111,652 0.28 $4,104,601
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,098,752 $4,098,752 0.27 $4,092,625
BX Trust 2024-VLT4 E 6.569404% 15-JUN-2041, 6.56%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 4,147,000 $4,076,803 $4,076,803 0.27 $4,069,244
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 $4,023,425 $4,023,425 0.27 $3,996,682
DROP Mortgage Trust 2021-FILE B 5.494% 15-OCT-2043, 5.49%, 10/15/43 DROP 2021-FILE 26210YAG1 - 4,128,000 $4,014,978 $4,014,978 0.27 $4,008,686
BLP Trust 2025-IND2 D 6.33% 15-DEC-2042, 6.32%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,007,690 $4,007,690 0.27 $4,000,665
BX Trust 2024-BRBK A 6.55964% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - 3,991,885 $3,991,327 $3,991,327 0.27 $3,984,056
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,983,032 $3,983,032 0.27 $3,977,220
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 $3,954,038 $3,954,038 0.26 $3,944,464
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 $3,879,237 $3,879,237 0.26 $3,857,282
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - 3,771,063 $3,870,196 $3,870,196 0.26 $3,759,490
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,752,224 $3,869,807 $3,869,807 0.26 $3,735,302
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 $3,847,827 $3,847,827 0.26 $3,810,388
BX Commercial Mortgage Trust 2026-XL6 D 5.78% 15-MAR-2043, 5.77%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,854,000 $3,845,733 $3,845,733 0.26 $3,839,553
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,783,761 $3,783,761 0.25 $3,765,712
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,587,885 $3,781,582 $3,781,582 0.25 $3,603,186
FREMF 2023-K511 Mortgage Trust C 5.634368% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,780,479 $3,780,479 0.25 $3,746,672
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,772,032 $3,772,032 0.25 $3,739,504
BMP Commercial Mortgage Trust 2024-MF23 D 6.07049% 15-JUN-2041, 6.06%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,751,861 $3,751,861 0.25 $3,745,546
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.77%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,733,721 $3,742,336 $3,742,336 0.25 $3,728,492
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,723,354 $3,723,354 0.25 $3,703,443
LEX Trust 2026-450 D 6.02251% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,709,561 $3,709,561 0.25 $3,704,005
Extended Stay America Trust 2025-ESH E 7.03% 15-OCT-2042, 7.02%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,675,000 $3,688,103 $3,688,103 0.25 $3,680,934
Extended Stay America Trust 2025-ESH D 6.28% 15-OCT-2042, 6.27%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,675,000 $3,687,644 $3,687,644 0.25 $3,681,241
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,563,914 $3,669,718 $3,669,718 0.25 $3,572,386
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,651,355 $3,651,355 0.24 $3,635,635
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,516,776 $3,639,220 $3,639,220 0.24 $3,474,822
DROP Mortgage Trust 2021-FILE A 4.944% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - 3,650,000 $3,609,496 $3,609,496 0.24 $3,604,490
Connecticut Avenue Securities, Series 2021-R01 1B2 9.66721% 25-OCT-2041, 9.67%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,607,531 $3,607,531 0.24 $3,581,129
BX Commercial Mortgage Trust 2024-XL5 D 6.3698% 15-MAR-2041, 6.36%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,572,710 $3,572,710 0.24 $3,566,400
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.76721% 25-JAN-2042, 10.77%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,538,319 $3,538,319 0.24 $3,510,256
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,465,192 $3,520,631 $3,520,631 0.24 $3,437,351
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22373% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,506,881 $3,511,253 $3,511,253 0.24 $3,497,004
SCG Trust 2025-SNIP D 6.28% 15-SEP-2042, 6.27%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,502,340 $3,502,340 0.23 $3,496,242
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,501,922 $3,501,922 0.23 $3,490,845
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,418,403 $3,457,407 $3,457,407 0.23 $3,426,544
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.79%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,408,843 $3,408,843 0.23 $3,403,303
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,396,157 $3,396,157 0.23 $3,369,515
BX Trust 2025-LUNR D 6.18% 15-JUN-2040, 6.17%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,362,294 $3,366,271 $3,366,271 0.23 $3,360,507
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - 3,264,274 $3,356,314 $3,356,314 0.22 $3,242,349
PennyMac Financial Services, Inc. 6.75% 15-FEB-2034, 6.75%, 02/15/34 PFSI 70932MAH0 - 3,500,000 $3,316,461 $3,316,461 0.22 $3,290,211
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,286,332 $3,290,344 $3,290,344 0.22 $3,265,105
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,220,176 $3,220,176 0.22 $3,196,804
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,208,974 $3,208,974 0.22 $3,192,727
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,194,150 $3,194,150 0.21 $3,187,648
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 $3,193,817 $3,193,817 0.21 $3,166,116
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.46721% 25-JUL-2048, 5.47%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 3,172,883 $3,189,999 $3,189,999 0.21 $3,176,507
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,142,273 $3,186,123 $3,186,123 0.21 $3,159,072
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,180,830 $3,180,830 0.21 $3,172,750
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,177,236 $3,177,236 0.21 $3,174,818
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,162,873 $3,162,873 0.21 $3,136,466
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,151,453 $3,151,453 0.21 $3,135,563
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,144,242 $3,144,242 0.21 $3,130,954
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 $3,131,804 $3,131,804 0.21 $3,129,335
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,131,116 $3,131,116 0.21 $3,116,553
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,115,850 $3,115,850 0.21 $3,092,041
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 3,007,700 $3,115,450 $3,115,450 0.21 $3,083,567
Research-Driven Pagaya Motor Asset Trust 2026-R1|5.659|07/25/2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 3,100,000 $3,100,398 $3,100,398 0.21 $3,099,424
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,095,549 $3,095,549 0.21 $3,088,613
BX Trust 2024-BIO C 6.32% 15-FEB-2041, 6.31%, 02/15/41 BX 2024-BIO 05612AAJ5 - 3,107,000 $3,082,919 $3,082,919 0.21 $3,077,471
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,071,638 $3,071,638 0.21 $3,054,158
Connecticut Avenue Securities, Series 2021-R01 1B1 6.76721% 25-OCT-2041, 6.77%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,045,752 $3,045,752 0.20 $3,029,962
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 $3,026,808 $3,026,808 0.20 $3,012,508
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 3,086,895 $3,013,411 $3,013,411 0.20 $3,009,347
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 $3,011,625 $3,011,625 0.20 $2,987,226
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,947,785 $3,000,211 $3,000,211 0.20 $2,940,420
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 3,034,834 $3,000,154 $3,000,154 0.20 $2,997,292
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,993,165 $2,993,165 0.20 $2,982,263
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 $2,991,168 $2,991,168 0.20 $2,958,343
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,987,452 $2,987,452 0.20 $2,964,133
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,867,930 $2,984,129 $2,984,129 0.20 $2,868,858
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,974,276 $2,974,276 0.20 $2,960,864
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,967,205 $2,967,205 0.20 $2,960,173
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,955,398 $2,955,398 0.20 $2,927,500
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,905,434 $2,887,549 $2,887,549 0.19 $2,864,691
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,864,057 $2,874,660 $2,874,660 0.19 $2,840,885
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,834,785 $2,864,255 $2,864,255 0.19 $2,851,215
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,853,936 $2,853,936 0.19 $2,835,661
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,853,341 $2,853,341 0.19 $2,842,148
SCG Commercial Mortgage Trust 2025-FLWR E 6.43% 15-AUG-2042, 6.42%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,850,623 $2,850,623 0.19 $2,845,508
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,839,826 $2,839,826 0.19 $2,828,069
BX Trust 2026-CART D 5.58% 15-FEB-2036, 5.57%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,814,163 $2,814,163 0.19 $2,809,813
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,813,493 $2,813,493 0.19 $2,809,209
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 $2,787,421 $2,787,421 0.19 $2,782,910
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 5.76%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,780,048 $2,780,048 0.19 $2,769,380
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,774,620 $2,774,620 0.19 $2,768,740
Great Wolf Trust 2024-WOLF G 9.116% 15-MAR-2039, 9.11%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,763,430 $2,763,430 0.19 $2,756,472
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,733,141 $2,740,370 $2,740,370 0.18 $2,730,130
BX Trust 2025-ROIC E 6.62129% 15-FEB-2042, 6.61%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,715,276 $2,708,964 $2,708,964 0.18 $2,703,975
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 $2,696,391 $2,696,391 0.18 $2,680,550
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,688,194 $2,688,194 0.18 $2,683,395
MHC Commercial Mortgage Trust 2021-MHC F 6.395442% 15-APR-2038, 6.39%, 04/15/38 MHC 2021-MHC 55316VAL8 - 2,660,000 $2,662,423 $2,662,423 0.18 $2,657,703
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,658,742 $2,658,742 0.18 $2,654,395
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,649,156 $2,649,156 0.18 $2,635,876
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,682,257 $2,621,063 $2,621,063 0.18 $2,613,239
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,575,370 $2,614,645 $2,614,645 0.18 $2,609,092
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,693,981 $2,611,808 $2,611,808 0.17 $2,603,950
BX Commercial Mortgage Trust 2026-CSMO D 6.10965% 15-FEB-2043, 6.12%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,582,674 $2,582,674 0.17 $2,578,286
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 $2,568,967 $2,568,967 0.17 $2,536,197
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,568,194 $2,568,194 0.17 $2,550,961
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,454,692 $2,566,345 $2,566,345 0.17 $2,458,390
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 6.80952% 20-FEB-2034, 8.17%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,550,000 $2,558,071 $2,558,071 0.17 $2,549,967
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,555,871 $2,555,871 0.17 $2,551,773
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,540,330 $2,540,330 0.17 $2,535,066
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,458,745 $2,531,052 $2,531,052 0.17 $2,468,492
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,528,902 $2,528,902 0.17 $2,526,711
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,527,994 $2,527,994 0.17 $2,503,738
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 $2,520,372 $2,520,372 0.17 $2,516,683
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 5.81%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,517,554 $2,517,554 0.17 $2,507,868
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,415,551 $2,515,072 $2,515,072 0.17 $2,411,754
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,509,819 $2,509,819 0.17 $2,506,069
MTN Commercial Mortgage Trust 2022-LPFL B 5.5756% 15-MAR-2039, 5.58%, 03/15/39 MTN 2022-LPFL 62475WAC9 - 2,500,000 $2,502,297 $2,502,297 0.17 $2,498,425
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,498,837 $2,498,837 0.17 $2,488,524
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,497,398 $2,497,398 0.17 $2,488,847
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,459,711 $2,495,122 $2,495,122 0.17 $2,482,354
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.44%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,492,615 $2,492,615 0.17 $2,481,876
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.46%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,491,535 $2,491,535 0.17 $2,487,066
280 Park Avenue 2017-280P Mortgage Trust B 5.05% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,481,673 $2,481,673 0.17 $2,478,166
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 $2,458,511 $2,458,511 0.16 $2,448,911
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,455,189 $2,457,037 $2,457,037 0.16 $2,428,829
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,431,895 $2,431,895 0.16 $2,430,030
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 $2,428,559 $2,428,559 0.16 $2,424,538
Connecticut Avenue Securities Trust 2023-R02 1M2 7.01721% 25-JAN-2043, 7.02%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,427,514 $2,427,514 0.16 $2,414,770
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,413,521 $2,413,521 0.16 $2,405,345
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 $2,397,993 $2,397,993 0.16 $2,394,299
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 $2,378,055 $2,378,055 0.16 $2,373,342
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,373,561 $2,373,561 0.16 $2,363,038
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,352,370 $2,363,107 $2,363,107 0.16 $2,353,470
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,374,181 $2,359,624 $2,359,624 0.16 $2,341,304
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,402,330 $2,354,876 $2,354,876 0.16 $2,325,771
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,259,592 $2,350,001 $2,350,001 0.16 $2,343,617
ALA Trust 2025-OANA D 6.77072% 15-JUN-2040, 6.76%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,344,611 $2,344,611 0.16 $2,340,228
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,339,604 $2,339,604 0.16 $2,335,205
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4122% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,335,329 $2,335,329 0.16 $2,331,176
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - 2,311,000 $2,327,492 $2,327,492 0.16 $2,313,979
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,326,945 $2,327,314 $2,327,314 0.16 $2,317,385
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,307,444 $2,307,444 0.15 $2,304,019
Connecticut Avenue Securities, Series 2021-R03 1B1 6.41721% 25-DEC-2041, 6.42%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,290,591 $2,290,591 0.15 $2,279,360
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 $2,274,664 $2,274,664 0.15 $2,269,804
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.835375% 27-SEP-2052, 0.84%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,262,455 $2,262,455 0.15 $2,259,414
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,268,970 $2,258,059 $2,258,059 0.15 $2,240,643
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,289,089 $2,253,683 $2,253,683 0.15 $2,252,100
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,251,265 $2,251,265 0.15 $2,245,991
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,243,992 $2,243,992 0.15 $2,239,867
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,141,396 $2,237,021 $2,237,021 0.15 $2,136,599
MetroNet Infrastructure Issuer LLC|7.1|04/20/2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,214,425 $2,214,425 0.15 $2,212,217
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,148,677 $2,211,496 $2,211,496 0.15 $2,139,640
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,211,311 $2,211,311 0.15 $2,199,682
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,115,859 $2,199,869 $2,199,869 0.15 $2,103,056
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 $2,192,841 $2,192,841 0.15 $2,189,578
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.91154% 20-MAR-2033, 5.92%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,183,146 $2,175,201 $2,175,201 0.15 $2,173,405
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,178,211 $2,165,142 $2,165,142 0.15 $2,148,094
CONE Trust 2024-DFW1 A 5.32173% 15-AUG-2041, 5.31%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,159,941 $2,159,941 0.14 $2,156,745
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,162,751 $2,132,146 $2,132,146 0.14 $2,101,474
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 $2,125,403 $2,125,403 0.14 $2,119,282
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.56%, 12/15/39 BX 2024-GPA3 123910AE1 - 2,115,569 $2,118,839 $2,118,839 0.14 $2,115,569
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,045,468 $2,105,769 $2,105,769 0.14 $2,050,094
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,103,552 $2,103,552 0.14 $2,082,286
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,128,306 $2,088,390 $2,088,390 0.14 $2,051,177
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,124,294 $2,087,371 $2,087,371 0.14 $2,081,175
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 $2,084,672 $2,084,672 0.14 $2,080,746
SEB Funding LLC|6.665|01/30/2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,100,000 $2,082,552 $2,082,552 0.14 $2,077,887
Oaktree ABF Equipment ST 2026 1 LLC|5.31|10/17/2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,050,304 $2,050,304 0.14 $2,050,002
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,032,876 $2,032,876 0.14 $2,027,975
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 $2,028,525 $2,028,525 0.14 $2,017,562
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,018,046 $2,018,046 0.14 $2,014,112
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,011,553 $2,011,553 0.13 $1,995,173
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 $2,006,078 $2,006,078 0.13 $1,990,131
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 $2,002,516 $2,002,516 0.13 $1,999,472
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $2,000,870 $2,000,870 0.13 $1,984,955
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $2,000,607 $2,000,607 0.13 $1,984,989
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,998,465 $1,998,465 0.13 $1,990,952
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18% 15-DEC-2042, 6.17%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $1,995,932 $1,995,932 0.13 $1,992,503
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $1,993,280 $1,993,280 0.13 $1,989,952
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,993,100 $1,993,100 0.13 $1,984,035
SMRT Commercial Mortgage Trust 2022-MINI F 7.03% 15-JAN-2039, 7.02%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,988,585 $1,988,585 0.13 $1,984,634
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,984,537 $1,984,537 0.13 $1,975,875
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 $1,973,200 $1,973,200 0.13 $1,961,838
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,926,630 $1,926,630 0.13 $1,922,192
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.06721% 25-NOV-2050, 11.07%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,923,496 $1,923,496 0.13 $1,911,456
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.91%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,921,075 $1,921,075 0.13 $1,917,923
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,841,753 $1,909,792 $1,909,792 0.13 $1,833,398
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,909,061 $1,909,061 0.13 $1,904,926
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,898,835 $1,898,835 0.13 $1,889,959
BX Trust 2024-BRBK B 7.6066% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,854,427 $1,854,427 0.12 $1,850,519
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 $1,810,471 $1,810,471 0.12 $1,808,024
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,807,378 $1,807,378 0.12 $1,803,793
Exeter Select Automobile Receivables Trust 2025-3 D 5.54% 15-MAY-2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - 1,800,000 $1,807,058 $1,807,058 0.12 $1,804,288
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 $1,799,706 $1,799,706 0.12 $1,791,681
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,730,834 $1,783,821 $1,783,821 0.12 $1,733,242
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,767,073 $1,767,073 0.12 $1,764,477
Extended Stay America Trust 2025-ESH F 7.78% 15-OCT-2042, 7.77%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,750,000 $1,756,795 $1,756,795 0.12 $1,753,017
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,736,112 $1,736,112 0.12 $1,733,628
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,726,981 $1,726,981 0.12 $1,719,077
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,721,460 $1,723,644 $1,723,644 0.12 $1,721,138
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,721,603 $1,721,603 0.12 $1,713,641
BXHPP Trust 2021-FILM C 4.894% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,721,092 $1,721,092 0.12 $1,718,445
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 $1,713,430 $1,713,430 0.11 $1,700,496
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 $1,703,879 $1,703,879 0.11 $1,687,148
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,701,355 $1,701,355 0.11 $1,686,803
Research-Driven Pagaya Motor Asset Trust 2026-R1|6.211|07/25/2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,699,064 $1,699,064 0.11 $1,698,478
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,640,925 $1,698,445 $1,698,445 0.11 $1,688,518
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,637,027 $1,696,267 $1,696,267 0.11 $1,650,091
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,620,306 $1,692,898 $1,692,898 0.11 $1,627,818
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,689,904 $1,689,904 0.11 $1,687,651
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,637,027 $1,688,777 $1,688,777 0.11 $1,642,105
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 $1,662,161 $1,662,161 0.11 $1,643,067
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,644,091 $1,644,091 0.11 $1,641,391
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,627,020 $1,627,020 0.11 $1,624,907
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 $1,619,448 $1,619,448 0.11 $1,611,960
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,616,330 $1,616,330 0.11 $1,608,754
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 1,700,000 $1,613,725 $1,613,725 0.11 $1,609,012
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,594,203 $1,596,558 $1,596,558 0.11 $1,593,398
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 $1,585,826 $1,585,826 0.11 $1,584,964
BX Commercial Mortgage Trust 2024-WPT D 6.3697% 15-APR-2041, 6.36%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,576,872 $1,576,872 0.11 $1,574,079
Sierra Timeshare 2026-1 Receivables Funding LLC|7.1|12/22/2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,583,000 $1,573,171 $1,573,171 0.11 $1,572,859
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,555,856 $1,555,856 0.10 $1,544,543
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - 1,500,000 $1,525,021 $1,525,021 0.10 $1,522,252
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 $1,521,736 $1,521,736 0.10 $1,518,874
Gracie Point International Funding, Series 2025-1 C 6.42223% 15-AUG-2028, 6.42%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,516,537 $1,516,537 0.10 $1,506,367
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,516,516 $1,516,516 0.10 $1,514,132
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 $1,508,254 $1,508,254 0.10 $1,501,918
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,505,834 $1,505,834 0.10 $1,503,767
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 $1,503,687 $1,503,687 0.10 $1,494,628
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,973 $1,502,973 0.10 $1,491,003
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 - 1,500,000 $1,500,206 $1,500,206 0.10 $1,487,462
JW Commercial Mortgage Trust 2024-MRCO C 6.07005% 15-JUN-2039, 6.06%, 06/15/39 JW 2024-MRCO 46657XAE6 - 1,500,000 $1,500,084 $1,500,084 0.10 $1,497,558
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 $1,499,632 $1,499,632 0.10 $1,497,018
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 04/15/29 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,491,927 $1,491,927 0.10 $1,489,902
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 $1,491,044 $1,491,044 0.10 $1,488,673
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,453,221 $1,487,407 $1,487,407 0.10 $1,443,606
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,479,227 $1,479,227 0.10 $1,479,227
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,451,222 $1,470,055 $1,470,055 0.10 $1,436,662
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,365,994 $1,426,207 $1,426,207 0.10 $1,365,815
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,419,017 $1,419,017 0.10 $1,409,248
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,413,396 $1,413,396 0.09 $1,406,272
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,355,301 $1,409,508 $1,409,508 0.09 $1,348,259
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,388,984 $1,388,984 0.09 $1,388,957
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,386,984 $1,386,984 0.09 $1,381,090
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,339,800 $1,383,703 $1,383,703 0.09 $1,344,757
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.26154% 20-OCT-2032, 6.27%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,369,740 $1,373,783 $1,373,783 0.09 $1,372,589
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,372,942 $1,372,942 0.09 $1,366,966
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,375,613 $1,371,945 $1,371,945 0.09 $1,366,125
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 $1,370,974 $1,370,974 0.09 $1,368,914
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 $1,357,064 $1,357,064 0.09 $1,355,081
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 $1,353,946 $1,353,946 0.09 $1,346,388
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 - 1,566,363 $1,312,728 $1,312,728 0.09 $1,311,992
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.81154% 20-MAY-2032, 6.82%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,226,475 $1,309,245 $1,309,245 0.09 $1,236,967
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,211,052 $1,279,556 $1,279,556 0.09 $1,206,997
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,266,963 $1,266,963 0.08 $1,264,941
Great Wolf Trust 2024-WOLF C 6.071% 15-MAR-2039, 6.06%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,261,166 $1,261,166 0.08 $1,259,044
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,255,346 $1,252,096 $1,252,096 0.08 $1,249,981
COMM 2024-WCL1 Mortgage Trust C 6.569% 17-JUN-2041, 6.56%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,249,224 $1,249,224 0.08 $1,246,946
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,209,571 $1,237,005 $1,237,005 0.08 $1,209,895
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 $1,234,982 $1,234,982 0.08 $1,233,351
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,222,303 $1,222,303 0.08 $1,215,623
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 $1,207,273 $1,207,273 0.08 $1,204,987
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,206,174 $1,206,174 0.08 $1,203,153
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,158,369 $1,202,431 $1,202,431 0.08 $1,149,903
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 $1,199,351 $1,199,351 0.08 $1,197,204
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 $1,191,845 $1,191,845 0.08 $1,189,455
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,188,669 $1,188,669 0.08 $1,179,958
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,172,372 $1,188,025 $1,188,025 0.08 $1,187,089
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - 1,150,000 $1,184,113 $1,184,113 0.08 $1,181,279
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,206,953 $1,183,079 $1,183,079 0.08 $1,158,538
MTN Commercial Mortgage Trust 2022-LPFL D 6.6228% 15-MAR-2039, 6.62%, 03/15/39 MTN 2022-LPFL 62475WAG0 - 1,175,000 $1,179,609 $1,179,609 0.08 $1,177,448
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,114,146 $1,170,783 $1,170,783 0.08 $1,168,267
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,129,595 $1,155,476 $1,155,476 0.08 $1,153,303
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - 1,124,880 $1,144,073 $1,144,073 0.08 $1,138,240
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,120,827 $1,142,864 $1,142,864 0.08 $1,117,846
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - 1,100,912 $1,105,102 $1,105,102 0.07 $1,100,912
OBX 2026-HE1 Trust M2 5.46521% 25-FEB-2056, 5.46%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,102,716 $1,102,716 0.07 $1,098,213
BX Trust 2024-VLT4 D 6.120052% 15-JUN-2041, 6.11%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,100,000 $1,092,938 $1,092,938 0.07 $1,091,070
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 1,054,618 $1,072,789 $1,072,789 0.07 $1,070,326
BX Trust 2024-CNYN C 5.62116% 15-APR-2041, 5.61%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,069,443 $1,068,929 $1,068,929 0.07 $1,067,261
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 1,036,495 $1,067,003 $1,067,003 0.07 $1,037,188
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,057,452 $1,057,452 0.07 $1,053,216
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,056,927 $1,056,927 0.07 $1,054,474
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 1,019,032 $1,055,919 $1,055,919 0.07 $1,008,598
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,072,665 $1,055,287 $1,055,287 0.07 $1,042,015
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,040,910 $1,040,910 0.07 $1,038,688
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 1,020,469 $1,027,049 $1,027,049 0.07 $1,025,156
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.31721% 25-NOV-2041, 7.32%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,021,514 $1,021,514 0.07 $1,015,822
MHC Commercial Mortgage Trust 2021-MHC G 6.995442% 15-APR-2038, 6.99%, 04/15/38 MHC 2021-MHC 55316VAN4 - 1,020,000 $1,021,361 $1,021,361 0.07 $1,019,381
LIFE 2021-BMR Mortgage Trust E 5.544% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,020,878 $1,020,878 0.07 $1,019,263
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,019,826 $1,019,826 0.07 $1,017,828
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,018,236 $1,018,236 0.07 $1,014,500
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 $1,011,137 $1,011,137 0.07 $1,007,679
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 $1,009,856 $1,009,856 0.07 $1,005,064
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 $1,007,519 $1,007,519 0.07 $1,005,457
MTN Commercial Mortgage Trust 2022-LPFL F 8.965169% 15-MAR-2039, 8.97%, 03/15/39 MTN 2022-LPFL 62475WAL9 - 1,000,000 $1,003,463 $1,003,463 0.07 $1,000,973
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 979,112 $1,001,778 $1,001,778 0.07 $970,111
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $998,883 $998,883 0.07 $993,600
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $997,774 $997,774 0.07 $993,345
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $991,947 $991,947 0.07 $989,896
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $984,453 $984,453 0.07 $982,374
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 969,445 $981,036 $981,036 0.07 $978,872
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 897,532 $952,470 $952,470 0.06 $950,201
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.16154% 20-MAR-2033, 7.17%, 03/21/33 HACLN 2025-1 446438TA1 - 943,535 $949,021 $949,021 0.06 $948,081
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - 923,145 $943,445 $943,445 0.06 $938,253
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 928,893 $942,298 $942,298 0.06 $934,275
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 942,380 $939,081 $939,081 0.06 $928,595
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 $920,732 $920,732 0.06 $915,195
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $919,000 $919,000 0.06 $911,602
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 900,000 $918,661 $918,661 0.06 $916,681
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.53169% 25-SEP-2048, 11.53%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $917,221 $917,221 0.06 $910,073
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,181 $905,181 0.06 $901,438
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $894,113 $894,113 0.06 $890,526
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.66154% 20-OCT-2032, 7.67%, 10/20/32 HACLN 2024-2 44644NAK5 - 871,213 $867,879 $867,879 0.06 $866,950
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $853,976 $853,976 0.06 $846,990
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 856,181 $844,271 $844,271 0.06 $841,774
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $842,483 $842,483 0.06 $838,822
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $818,758 $818,758 0.05 $813,693
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $802,941 $802,941 0.05 $799,822
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 786,950 $791,394 $791,394 0.05 $790,107
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 $782,973 $782,973 0.05 $781,393
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $777,524 $777,524 0.05 $771,328
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $768,775 $768,775 0.05 $767,131
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 752,349 $765,990 $765,990 0.05 $749,482
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.46721% 25-JUN-2047, 5.47%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 748,701 $755,753 $755,753 0.05 $752,552
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.71721% 25-DEC-2031, 5.72%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 741,928 $749,026 $749,026 0.05 $745,727
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13821% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 698,978 $744,420 $744,420 0.05 $739,995
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.41721% 25-JUN-2047, 6.42%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 727,309 $740,912 $740,912 0.05 $737,281
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 706,054 $735,588 $735,588 0.05 $733,189
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $726,737 $726,737 0.05 $723,991
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 706,054 $726,340 $726,340 0.05 $724,599
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 696,970 $724,849 $724,849 0.05 $723,865
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 $717,629 $717,629 0.05 $717,143
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - 764,298 $712,802 $712,802 0.05 $707,771
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $705,530 $705,530 0.05 $700,288
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 696,970 $700,396 $700,396 0.05 $699,740
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 681,122 $694,315 $694,315 0.05 $692,773
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 691,674 $691,627 $691,627 0.05 $688,572
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 681,701 $684,391 $684,391 0.05 $681,678
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $674,323 $674,323 0.05 $668,167
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 638,107 $641,710 $641,710 0.04 $640,476
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - 638,270 $640,230 $640,230 0.04 $637,813
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.03169% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $636,017 $636,017 0.04 $632,038
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 $610,709 $610,709 0.04 $609,131
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $605,260 $605,260 0.04 $602,856
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 604,519 $602,084 $602,084 0.04 $601,870
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 599,511 $600,955 $600,955 0.04 $599,845
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 567,727 $577,548 $577,548 0.04 $574,044
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 567,727 $575,736 $575,736 0.04 $573,063
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 559,261 $571,437 $571,437 0.04 $570,047
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $564,804 $564,804 0.04 $561,061
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 553,829 $554,032 $554,032 0.04 $552,964
Mello Warehouse Securitization Trust 2024-1 F 8.92373% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - 542,000 $544,065 $544,065 0.04 $540,304
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $542,858 $542,858 0.04 $541,417
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 511,264 $541,636 $541,636 0.04 $513,189
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.26721% 25-DEC-2031, 7.27%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 524,702 $532,863 $532,863 0.04 $529,898
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 523,894 $524,615 $524,615 0.04 $520,594
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $520,668 $520,668 0.03 $518,475
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $517,054 $517,054 0.03 $515,922
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 $510,219 $510,219 0.03 $509,336
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 500,000 $510,079 $510,079 0.03 $509,506
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $508,305 $508,305 0.03 $507,467
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 $507,625 $507,625 0.03 $507,009
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 $507,361 $507,361 0.03 $507,198
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $507,275 $507,275 0.03 $506,361
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $507,112 $507,112 0.03 $506,301
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 7.48%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $501,754 $501,754 0.03 $499,262
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.435862% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $492,984 $492,984 0.03 $492,388
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.91154% 20-SEP-2033, 6.92%, 09/20/33 HACLN 2025-2 44644NAR0 - 490,877 $491,743 $491,743 0.03 $491,271
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $491,111 $491,111 0.03 $485,840
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $464,835 $464,835 0.03 $463,772
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.91154% 20-MAY-2032, 8.92%, 05/20/32 HACLN 2024-1 44644NAD1 - 424,549 $455,273 $455,273 0.03 $429,400
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - 444,282 $447,349 $447,349 0.03 $445,546
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 384,410 $442,293 $442,293 0.03 $385,257
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 414,067 $424,956 $424,956 0.03 $423,819
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 430,520 $424,580 $424,580 0.03 $424,165
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $423,538 $423,538 0.03 $422,656
BXHPP Trust 2021-FILM A 4.444% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,648 $416,648 0.03 $416,109
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $406,711 $406,711 0.03 $405,958
BX Commercial Mortgage Trust 2026-CSMO C 5.65965% 15-FEB-2043, 5.67%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $400,261 $400,261 0.03 $399,630
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 385,416 $384,656 $384,656 0.03 $384,328
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 381,976 $382,162 $382,162 0.03 $381,765
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 $381,856 $381,856 0.03 $381,353
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $375,442 $375,442 0.03 $374,471
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13821% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 357,527 $375,433 $375,433 0.03 $373,448
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 371,400 $372,468 $372,468 0.02 $371,665
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,723 $371,723 0.02 $368,810
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $347,017 $347,017 0.02 $346,461
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 325,043 $331,842 $331,842 0.02 $331,127
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $331,488 $331,488 0.02 $329,458
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 316,385 $331,039 $331,039 0.02 $329,963
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 - 384,867 $330,210 $330,210 0.02 $330,092
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $324,698 $324,698 0.02 $322,786
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $315,043 $315,043 0.02 $314,351
BX Commercial Mortgage Trust 2024-MF C 5.6209% 15-FEB-2039, 5.61%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $309,860 $309,860 0.02 $309,377
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 $301,801 $301,801 0.02 $300,927
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 $301,499 $301,499 0.02 $300,187
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $299,596 $299,596 0.02 $297,233
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.29%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $296,594 $296,594 0.02 $295,987
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 288,592 $296,070 $296,070 0.02 $295,653
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - 285,483 $286,663 $286,663 0.02 $285,823
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 285,000 $277,547 $277,547 0.02 $276,391
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $267,005 $267,005 0.02 $266,617
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 253,155 $263,318 $263,318 0.02 $262,421
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 254,274 $255,308 $255,308 0.02 $254,817
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 $253,654 $253,654 0.02 $253,115
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 $251,474 $251,474 0.02 $250,949
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $232,639 $232,639 0.02 $230,668
BXHPP Trust 2021-FILM B 4.694% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $232,380 $232,380 0.02 $232,054
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 212,652 $225,708 $225,708 0.02 $212,512
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 217,228 $218,384 $218,384 0.01 $217,987
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $214,435 $214,435 0.01 $213,825
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 210,924 $214,157 $214,157 0.01 $213,767
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $213,134 $213,134 0.01 $212,614
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $204,317 $204,317 0.01 $203,790
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - 201,670 $202,402 $202,402 0.01 $201,670
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 196,126 $197,485 $197,485 0.01 $197,114
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 193,358 $194,864 $194,864 0.01 $192,689
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 193,025 $193,205 $193,205 0.01 $192,360
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 186,936 $190,513 $190,513 0.01 $189,521
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.58169% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $178,578 $178,578 0.01 $177,502
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $158,025 $158,025 0.01 $157,525
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - 145,897 $146,293 $146,293 0.01 $146,027
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 139,411 $141,239 $141,239 0.01 $141,059
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 181,809 $140,053 $140,053 0.01 $139,841
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 120,444 $121,695 $121,695 0.01 $121,451
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 111,456 $113,912 $113,912 0.01 $113,159
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $101,108 $101,108 0.01 $100,754
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,282 $100,282 0.01 $99,937
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $93,593 $93,593 0.01 $93,245
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 93,118 $92,182 $92,182 0.01 $92,131
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,711 $71,711 0.00 $71,421
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 55,502 $55,754 $55,754 0.00 $55,664
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 $44,942 $44,942 0.00 $44,583
Westgate Resorts 2022-1 C 2.488% 20-AUG-2036, 2.49%, 08/20/36 WESTR 2022-1A 96034JAC0 - 44,462 $44,378 $44,378 0.00 $44,304
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 $41,262 $41,262 0.00 $41,093
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 - 35,681 $35,942 $35,942 0.00 $35,868
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - 24,565 $24,515 $24,515 0.00 $24,452
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 23,320 $23,586 $23,586 0.00 $23,462
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - 6,035 $6,034 $6,034 0.00 $6,029
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $161,685,844 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,981 $823,942,594 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,603,125 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,259,906 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,182,391 $0 0.00 $0
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - -189,990,000 $-158,321,707 $-158,321,707 -10.61 $-158,321,707
SEGREGATED CASH SEGCASH $0.00 13,348,373 $13,348,373 $13,348,373 0.89 $13,348,373
US DOLLARS USD MD_142224 - -445,268,385 $-445,268,385 $-445,268,385 -29.83 $-445,268,385
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,225,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,368,750 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,306,250 $0 0.00 $0
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,029,280 $-58,451 0.00 $-58,451
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,284,131 $-291,751 -0.02 $-291,751
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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