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Securitized Income ETF Holdings

Full Portfolio Holdings

(As of May 29, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 210,506,500 $214,929,242 $214,929,242 14.13 $214,929,242
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 196,415,000 $193,229,934 $193,229,934 12.71 $193,229,934
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 136,700,000 $116,913,769 $116,913,769 7.68 $116,913,769
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 46,233,238 $48,039,108 $48,039,108 3.15 $48,039,108
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,758,705 $33,758,705 2.21 $33,597,200
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 30,738,000 $30,873,862 $30,873,862 2.03 $30,873,862
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 356,590 $18,092,636 $18,092,636 1.19 $18,022,059
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,842,204 $16,842,204 1.11 $16,827,457
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,670,010 $16,670,010 1.10 $16,603,247
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 14,379,762 $14,907,931 $14,907,931 0.98 $14,907,931
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,887,514 $14,887,514 0.98 $14,816,473
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,294,929 $12,294,929 0.81 $12,021,600
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,563,969 $12,155,122 $12,155,122 0.80 $12,131,778
ALA Trust 2025-OANA A 5.37063% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,120,630 $12,120,630 0.80 $12,090,060
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,082,531 $11,082,531 0.73 $11,007,809
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,199,072 $10,199,072 0.67 $10,170,263
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,109,363 $10,109,363 0.67 $10,078,146
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,064,018 $10,064,018 0.66 $10,014,548
BX Trust 2025-VLT7 E 7.37709% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $10,007,721 $10,007,721 0.66 $9,973,003
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,603,663 $9,603,663 0.63 $9,592,034
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,530,229 $9,530,229 0.63 $9,518,761
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,485,533 $9,485,533 0.62 $9,369,901
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,206,979 $9,258,649 $9,258,649 0.61 $9,215,990
BX Commercial Mortgage Trust 2024-XL4 A 5.06912% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,179,845 $9,179,845 0.60 $9,157,965
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,156,888 $8,156,888 0.54 $8,003,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $7,990,843 $7,990,843 0.53 $7,977,917
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,899,995 $7,899,995 0.52 $7,846,872
BX Trust 2024-FNX A 5.06939% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,842,787 $7,842,787 0.52 $7,824,067
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 7,550,000 $7,560,303 $7,560,303 0.50 $7,553,624
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,544,243 $7,544,243 0.50 $7,525,576
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 7,258,276 $7,505,599 $7,505,599 0.49 $7,492,762
HILT 2025-NVIL A 5.37009% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,436,690 $7,436,690 0.49 $7,417,924
Extended Stay America Trust 2025-ESH B 5.22709% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,247,476 $7,247,476 0.48 $7,229,646
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 $7,213,883 $7,213,883 0.47 $7,168,973
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,092,843 $7,092,843 0.47 $7,058,784
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,080,240 $7,080,240 0.47 $7,047,825
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,812,628 $6,812,628 0.45 $6,782,325
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,742,572 $6,742,572 0.44 $6,731,517
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,697,092 $6,740,680 $6,740,680 0.44 $6,709,422
Great Wolf Trust 2024-WOLF D 6.51709% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,667,387 $6,667,387 0.44 $6,647,066
PNW Trust 2026-ARTE A 5.33835% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,502,936 $6,502,936 0.43 $6,486,550
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92709% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,455,758 $6,455,758 0.42 $6,440,754
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,422,248 $6,422,248 0.42 $6,416,397
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,414,874 $6,414,874 0.42 $6,398,866
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,309,363 $6,309,363 0.42 $6,307,276
SMRT Commercial Mortgage Trust 2022-MINI D 5.57709% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,257,169 $6,257,169 0.41 $6,240,706
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.4121% 25-NOV-2041, 11.41%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,188,952 $6,188,952 0.41 $6,177,540
BX Trust 2025-TAIL D 6.07709% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,022,176 $6,022,176 0.40 $6,004,957
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,937,229 $5,937,229 0.39 $5,928,484
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,879,805 $5,907,972 $5,907,972 0.39 $5,880,028
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,711,116 $5,901,540 $5,901,540 0.39 $5,895,878
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,888,758 $5,888,758 0.39 $5,852,483
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,874,645 $5,874,645 0.39 $5,831,136
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,741,461 $5,751,568 $5,751,568 0.38 $5,724,157
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,886,762 $5,671,599 $5,671,599 0.37 $5,651,976
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,664,265 $5,664,265 0.37 $5,632,512
BX Trust 2024-CNYN D 6.31718% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,618,145 $5,618,145 0.37 $5,601,439
BLP Commercial Mortgage Trust 2024-IND2 A 4.96924% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,556,716 $5,556,716 0.37 $5,543,716
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.1121% 25-MAY-2045, 5.11%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,519,037 $5,519,037 0.36 $5,514,342
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,518,967 $5,518,967 0.36 $5,494,630
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,612,785 $5,465,271 $5,465,271 0.36 $5,445,860
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 $5,395,524 $5,395,524 0.36 $5,298,574
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,355,028 $5,355,028 0.35 $5,340,665
SWCH Commercial Mortgage Trust 2025-DATA E 6.96731% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,296,289 $5,296,289 0.35 $5,278,720
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,236,988 $5,236,988 0.34 $5,211,971
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,219,818 $5,219,818 0.34 $5,208,078
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.11%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,190,021 $5,190,021 0.34 $5,185,618
Connecticut Avenue Securities, Series 2021-R03 1M2 5.2621% 25-DEC-2041, 5.26%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,138,240 $5,182,303 $5,182,303 0.34 $5,156,325
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,174,807 $5,174,807 0.34 $5,168,394
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,150,094 $5,150,094 0.34 $5,120,962
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 $5,114,684 $5,114,684 0.34 $5,089,943
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,078,314 $5,078,314 0.33 $5,047,656
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,070,805 $5,070,805 0.33 $5,041,427
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,043,287 $5,043,287 0.33 $5,011,931
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,040,250 $5,040,250 0.33 $5,035,015
SCG Trust 2025-SNIP E 7.02709% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,035,328 $5,035,328 0.33 $5,018,736
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,929,805 $4,982,137 $4,982,137 0.33 $4,976,760
BX Trust 2025-DIME E 6.62709% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,971,972 $4,971,972 0.33 $4,956,325
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,946,142 $4,946,142 0.33 $4,941,346
SCG Commercial Mortgage Trust 2025-DLFN E 6.57709% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,931,481 $4,931,481 0.32 $4,916,250
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,903,829 $4,903,829 0.32 $4,881,736
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,897,953 $4,897,953 0.32 $4,890,938
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,883,839 $4,883,839 0.32 $4,852,826
Extended Stay America Trust 2026-ESH2 D 5.87709% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,870,564 $4,870,564 0.32 $4,857,168
BX Commercial Mortgage Trust 2024-MF D 6.31691% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,856,486 $4,856,486 0.32 $4,842,091
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,825,725 $4,825,725 0.32 $4,804,033
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,727,149 $4,772,383 $4,772,383 0.31 $4,760,302
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,702,039 $4,702,039 0.31 $4,684,039
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,609,754 $4,577,891 $4,577,891 0.30 $4,567,463
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,565,500 $4,558,293 $4,558,293 0.30 $4,546,910
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,548,046 $4,550,867 $4,550,867 0.30 $4,530,078
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 $4,521,423 $4,521,423 0.30 $4,511,763
NRTH Commercial Mortgage Trust 2025-PARK B 5.27001% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,508,318 $4,508,318 0.30 $4,497,119
Ally Bank Auto Credit-Linked Notes, Series 2026-A D 5.248% 15-MAR-2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,500,000 $4,507,141 $4,507,141 0.30 $4,503,861
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,496,967 $4,496,967 0.30 $4,492,468
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 $4,472,963 $4,472,963 0.29 $4,466,831
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,470,276 $4,470,276 0.29 $4,450,487
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,441,749 $4,441,749 0.29 $4,411,528
BX Commercial Mortgage Trust 2026-XL6 D 5.72709% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,384,781 $4,386,984 $4,386,984 0.29 $4,375,125
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,357,403 $4,357,403 0.29 $4,332,600
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 $4,355,679 $4,355,679 0.29 $4,343,489
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.26%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,352,957 $4,352,957 0.29 $4,331,151
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26552% 15-MAY-2041, 7.27%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,348,050 $4,348,050 0.29 $4,333,221
COMM 2024-WCL1 Mortgage Trust D 6.917% 17-JUN-2041, 6.92%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,286,835 $4,286,835 0.28 $4,272,955
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,284,338 $4,280,309 $4,280,309 0.28 $4,262,572
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,125,606 $4,274,977 $4,274,977 0.28 $4,270,715
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,252,671 $4,252,671 0.28 $4,236,731
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,226,357 $4,226,357 0.28 $4,150,017
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,214,432 $4,214,432 0.28 $4,193,253
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,184,881 $4,209,024 $4,209,024 0.28 $4,188,888
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,194,262 $4,194,262 0.28 $4,176,204
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,297,891 $4,188,725 $4,188,725 0.28 $4,180,291
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,110,049 $4,110,049 0.27 $4,100,246
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,086,691 $4,088,908 $4,088,908 0.27 $4,078,900
BLP Trust 2025-IND2 D 6.27709% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,020,157 $4,020,157 0.26 $4,008,300
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,007,386 $4,007,386 0.26 $3,998,089
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 $4,005,196 $4,005,196 0.26 $3,991,792
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 3,957,899 $4,002,830 $4,002,830 0.26 $3,983,663
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,981,294 $3,981,294 0.26 $3,958,899
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,927,564 $3,969,962 $3,969,962 0.26 $3,965,119
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,967,797 $3,944,273 $3,944,273 0.26 $3,940,289
BX Trust 2024-VLT4 E 6.516494% 15-JUN-2041, 6.52%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,931,802 $3,931,802 0.26 $3,919,558
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,788,938 $3,782,026 $3,782,026 0.25 $3,771,646
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,772,995 $3,772,995 0.25 $3,769,385
FREMF 2023-K511 Mortgage Trust C 5.821891% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,772,345 $3,772,345 0.25 $3,753,565
BMP Commercial Mortgage Trust 2024-MF23 D 6.01758% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,770,417 $3,770,417 0.25 $3,759,760
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,770,254 $3,770,254 0.25 $3,760,780
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,746,845 $3,746,845 0.25 $3,728,774
LEX Trust 2026-450 D 5.97709% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,734,097 $3,734,097 0.25 $3,723,642
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,731,777 $3,729,931 $3,729,931 0.25 $3,722,385
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,710,244 $3,710,244 0.24 $3,706,262
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,621,327 $3,621,327 0.24 $3,618,183
BX Commercial Mortgage Trust 2024-XL5 D 6.31689% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,583,258 $3,583,258 0.24 $3,572,609
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6121% 25-OCT-2041, 9.61%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,577,517 $3,577,517 0.24 $3,571,893
Extended Stay America Trust 2025-ESH E 6.97709% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,572,165 $3,572,165 0.24 $3,560,503
Extended Stay America Trust 2025-ESH D 6.22709% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,564,968 $3,564,968 0.23 $3,554,559
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,444,465 $3,564,213 $3,564,213 0.23 $3,544,929
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,554,786 $3,558,887 $3,558,887 0.23 $3,542,692
SCG Trust 2025-SNIP D 6.22709% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,522,326 $3,522,326 0.23 $3,512,034
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,519,732 $3,519,732 0.23 $3,516,711
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 3,500,000 $3,515,475 $3,515,475 0.23 $3,498,666
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,497,061 $3,497,061 0.23 $3,492,520
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.7121% 25-JAN-2042, 10.71%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,484,961 $3,484,961 0.23 $3,478,978
CSMC 2021-BHAR C 5.742% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,423,851 $3,423,851 0.23 $3,414,506
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,386,104 $3,417,957 $3,417,957 0.22 $3,402,003
NATL Commercial Mortgage Trust 2026-IND E 6.8% 15-JUN-2043, 6.80%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,389,725 $3,389,725 0.22 $3,389,725
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,366,516 $3,366,516 0.22 $3,351,715
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,359,581 $3,360,449 $3,360,449 0.22 $3,356,638
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,347,958 $3,347,958 0.22 $3,321,805
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,278,258 $3,303,395 $3,303,395 0.22 $3,286,646
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,249,407 $3,281,938 $3,281,938 0.22 $3,266,539
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,260,480 $3,249,494 $3,249,494 0.21 $3,236,001
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,240,358 $3,242,842 $3,242,842 0.21 $3,240,298
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,243,621 $3,219,772 $3,219,772 0.21 $3,206,265
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,213,368 $3,213,368 0.21 $3,185,069
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,213,312 $3,213,312 0.21 $3,202,908
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,198,455 $3,198,455 0.21 $3,195,206
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,198,330 $3,198,330 0.21 $3,185,402
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,189,557 $3,189,557 0.21 $3,184,238
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,184,749 $3,184,749 0.21 $3,168,139
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,183,781 $3,176,019 $3,176,019 0.21 $3,162,435
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 $3,173,577 $3,173,577 0.21 $3,158,188
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,150,695 $3,150,695 0.21 $3,147,782
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 $3,142,369 $3,142,369 0.21 $3,136,939
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,138,160 $3,138,160 0.21 $3,134,982
BX Trust 2025-LUNR D 6.12709% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,129,318 $3,129,318 0.21 $3,120,311
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,120,588 $3,120,588 0.21 $3,114,957
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,117,145 $3,117,145 0.21 $3,085,238
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,101,002 $3,101,002 0.20 $3,087,774
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,099,840 $3,099,840 0.20 $3,091,196
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,050,979 $3,050,979 0.20 $3,047,483
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,014,079 $3,045,211 $3,045,211 0.20 $3,030,192
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7121% 25-OCT-2041, 6.71%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,026,288 $3,026,288 0.20 $3,022,932
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 $3,015,846 $3,015,846 0.20 $3,012,986
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.71%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,006,224 $3,006,827 $3,006,827 0.20 $3,004,466
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,993,976 $2,993,976 0.20 $2,985,186
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,989,253 $2,989,253 0.20 $2,975,625
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,959,898 $2,985,644 $2,985,644 0.20 $2,970,798
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 3,000,000 $2,974,188 $2,974,188 0.20 $2,960,633
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 3,000,000 $2,970,818 $2,970,818 0.20 $2,968,100
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 $2,969,160 $2,969,160 0.20 $2,950,924
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,964,903 $2,964,903 0.20 $2,951,948
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,960,416 $2,960,416 0.19 $2,957,733
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,900,655 $2,900,655 0.19 $2,894,702
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,797,478 $2,889,951 $2,889,951 0.19 $2,873,476
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,868,823 $2,868,823 0.19 $2,854,832
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,855,805 $2,866,798 $2,866,798 0.19 $2,852,329
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,864,901 $2,864,901 0.19 $2,835,661
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.44516% 25-JUL-2048, 5.41%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,854,733 $2,860,482 $2,860,482 0.19 $2,857,907
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,852,128 $2,852,128 0.19 $2,845,273
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,839,441 $2,847,390 $2,847,390 0.19 $2,832,083
SCG Commercial Mortgage Trust 2025-FLWR E 6.37709% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,845,527 $2,845,527 0.19 $2,836,894
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,842,848 $2,842,848 0.19 $2,828,152
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,836,323 $2,836,323 0.19 $2,826,915
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,812,798 $2,823,978 $2,823,978 0.19 $2,817,590
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 $2,823,611 $2,823,611 0.19 $2,816,393
BX Trust 2026-CART D 5.52709% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,815,581 $2,815,581 0.19 $2,808,247
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,829,388 $2,813,029 $2,813,029 0.19 $2,800,971
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 2,808,263 $2,807,844 $2,807,844 0.18 $2,805,195
Switch ABS Issuer, Series 2025-1 A2_2501 5.036% 25-MAR-2055, 5.04%, 03/25/55 SWTCH 2025-1A 871044AL7 - 2,865,000 $2,798,889 $2,798,889 0.18 $2,796,484
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,790,220 $2,790,220 0.18 $2,775,933
Great Wolf Trust 2024-WOLF G 9.06309% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,778,791 $2,778,791 0.18 $2,767,021
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,772,318 $2,772,318 0.18 $2,764,397
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,754,255 $2,746,970 $2,746,970 0.18 $2,741,256
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,692,993 $2,692,993 0.18 $2,685,314
BX Trust 2025-ROIC E 6.56838% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,689,441 $2,689,441 0.18 $2,681,123
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 $2,686,308 $2,686,308 0.18 $2,683,140
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,704,250 $2,675,871 $2,675,871 0.18 $2,664,051
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,647,434 $2,664,300 $2,664,300 0.18 $2,651,762
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,706,594 $2,657,835 $2,657,835 0.17 $2,652,845
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,636,274 $2,636,274 0.17 $2,633,618
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,634,898 $2,634,898 0.17 $2,627,944
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,632,506 $2,632,506 0.17 $2,622,981
BX Commercial Mortgage Trust 2026-CSMO D 6.07709% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,602,894 $2,602,894 0.17 $2,595,490
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,578,913 $2,578,913 0.17 $2,577,382
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,576,487 $2,576,487 0.17 $2,569,930
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,565,298 $2,565,298 0.17 $2,556,875
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,628,370 $2,559,119 $2,559,119 0.17 $2,557,586
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,558,365 $2,554,441 $2,554,441 0.17 $2,552,087
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,551,942 $2,551,942 0.17 $2,548,495
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 $2,551,412 $2,551,412 0.17 $2,533,207
Research-Driven Pagaya Motor Asset Trust 2026-2 (RPM 2026-2) A4 5.62% 25-FEB-2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,546,724 $2,546,724 0.17 $2,531,272
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,534,764 $2,534,764 0.17 $2,529,944
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,523,148 $2,523,148 0.17 $2,520,697
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,522,376 $2,522,376 0.17 $2,509,405
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 $2,521,225 $2,521,225 0.17 $2,514,769
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,518,152 $2,518,152 0.17 $2,502,212
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,516,445 $2,516,445 0.17 $2,510,445
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,511,002 $2,511,002 0.17 $2,498,051
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,507,101 $2,507,101 0.16 $2,492,719
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,501,026 $2,501,026 0.16 $2,498,694
BX Commercial Mortgage Trust 2024-AIR2 D 6.41745% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,500,570 $2,500,570 0.16 $2,493,026
280 Park Avenue 2017-280P Mortgage Trust B 5.018% 15-SEP-2034, 5.02%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,498,996 $2,498,996 0.16 $2,493,072
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,498,833 $2,498,833 0.16 $2,487,146
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 2,500,000 $2,495,620 $2,495,620 0.16 $2,492,786
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,495,592 $2,495,592 0.16 $2,484,479
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - 2,560,000 $2,478,330 $2,478,330 0.16 $2,476,410
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - 2,500,000 $2,459,112 $2,459,112 0.16 $2,452,678
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,441,083 $2,441,083 0.16 $2,436,979
Connecticut Avenue Securities Trust 2023-R02 1M2 6.9621% 25-JAN-2043, 6.96%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,415,539 $2,415,539 0.16 $2,412,829
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,425,468 $2,414,620 $2,414,620 0.16 $2,404,692
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,409,790 $2,409,790 0.16 $2,399,570
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 $2,402,599 $2,402,599 0.16 $2,396,688
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,400,909 $2,400,909 0.16 $2,388,792
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,389,005 $2,389,005 0.16 $2,375,851
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 $2,385,737 $2,385,737 0.16 $2,378,197
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,358,717 $2,381,372 $2,381,372 0.16 $2,369,991
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,380,926 $2,380,926 0.16 $2,369,126
ALA Trust 2025-OANA D 6.71872% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,345,978 $2,345,978 0.15 $2,338,576
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,310,273 $2,345,915 $2,345,915 0.15 $2,337,945
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,344,448 $2,344,448 0.15 $2,337,410
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3602% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,340,287 $2,340,287 0.15 $2,333,277
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,329,131 $2,329,131 0.15 $2,323,652
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.616865% 27-SEP-2052, 0.62%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,319,503 $2,319,503 0.15 $2,317,000
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.12513% 20-FEB-2034, 8.13%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,309,980 $2,316,207 $2,316,207 0.15 $2,309,950
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,376,027 $2,305,430 $2,305,430 0.15 $2,297,213
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,287,180 $2,302,532 $2,302,532 0.15 $2,292,069
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 $2,285,966 $2,285,966 0.15 $2,279,162
Connecticut Avenue Securities, Series 2021-R03 1B1 6.3621% 25-DEC-2041, 6.36%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,285,237 $2,285,237 0.15 $2,271,659
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,254,401 $2,275,701 $2,275,701 0.15 $2,273,360
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,265,475 $2,265,475 0.15 $2,259,525
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,265,445 $2,265,445 0.15 $2,258,852
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,251,581 $2,262,023 $2,262,023 0.15 $2,251,510
MetroNet Infrastructure Issuer, Series 2026-1 C_2026_1 7.1% 20-APR-2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,240,113 $2,240,113 0.15 $2,235,698
COMM 2024-WCL1 Mortgage Trust C 6.517% 17-JUN-2041, 6.52%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,234,096 $2,234,096 0.15 $2,227,277
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,233,022 $2,233,022 0.15 $2,205,678
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,207,538 $2,207,538 0.15 $2,200,938
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,207,443 $2,207,443 0.15 $2,196,460
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 $2,194,875 $2,194,875 0.14 $2,189,654
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,209,783 $2,187,106 $2,187,106 0.14 $2,177,633
CONE Trust 2024-DFW1 A 5.26882% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,159,486 $2,159,486 0.14 $2,154,099
DBGS 2021-W52 Mortgage Trust C 6.1915% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,122,791 $2,122,791 0.14 $2,116,502
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,027,000 $2,109,651 $2,109,651 0.14 $2,100,488
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,100,876 $2,100,876 0.14 $2,097,121
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,116,558 $2,100,739 $2,100,739 0.14 $2,091,714
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,100,000 $2,093,140 $2,093,140 0.14 $2,081,088
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,087,657 $2,087,657 0.14 $2,075,842
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 $2,080,912 $2,080,912 0.14 $2,074,631
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,102,977 $2,067,234 $2,067,234 0.14 $2,060,049
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,065,420 $2,065,420 0.14 $2,059,294
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,068,203 $2,044,165 $2,044,165 0.13 $2,042,401
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,042,906 $2,042,906 0.13 $2,038,068
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,036,989 $2,041,785 $2,041,785 0.13 $2,032,875
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.87513% 20-MAR-2033, 5.88%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,007,478 $2,017,736 $2,017,736 0.13 $2,013,805
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,017,003 $2,017,003 0.13 $2,011,455
BX Trust 2026-CIP E 6.75% 15-MAY-2038, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,015,758 $2,015,758 0.13 $2,011,633
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,042,001 $2,015,036 $2,015,036 0.13 $2,013,845
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.9621% 25-SEP-2041, 6.96%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,014,794 $2,014,794 0.13 $2,012,462
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,031,896 $2,014,156 $2,014,156 0.13 $2,005,321
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,013,700 $2,013,700 0.13 $2,008,375
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,012,870 $2,012,870 0.13 $2,006,577
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,011,915 $2,011,915 0.13 $2,002,522
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $2,009,338 $2,009,338 0.13 $1,999,234
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12709% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,008,656 $2,008,656 0.13 $2,002,869
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,040,607 $2,006,403 $2,006,403 0.13 $2,003,298
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,005,711 $2,005,711 0.13 $1,996,611
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $2,002,894 $2,002,894 0.13 $1,992,768
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 $1,993,716 $1,993,716 0.13 $1,988,845
SMRT Commercial Mortgage Trust 2022-MINI F 6.97709% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,991,680 $1,991,680 0.13 $1,985,007
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,991,049 $1,991,049 0.13 $1,982,373
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,987,022 $1,990,617 $1,990,617 0.13 $1,981,924
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,990,053 $1,990,053 0.13 $1,988,240
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,051,875 $1,986,666 $1,986,666 0.13 $1,981,108
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,984,759 $1,984,759 0.13 $1,975,918
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,957,064 $1,974,969 $1,974,969 0.13 $1,965,384
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,966,406 $1,966,406 0.13 $1,964,614
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 1,947,433 $1,952,375 $1,952,375 0.13 $1,944,005
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,947,446 $1,947,446 0.13 $1,940,373
BX Commercial Mortgage Trust 2024-AIR2 C 5.86824% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,928,113 $1,928,113 0.13 $1,922,797
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.0121% 25-NOV-2050, 11.01%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,907,823 $1,907,823 0.13 $1,904,947
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,903,219 $1,903,219 0.13 $1,896,604
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,898,565 $1,898,565 0.12 $1,896,790
BX Trust 2024-BRBK B 7.55369% 15-OCT-2041, 7.55%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,863,982 $1,863,982 0.12 $1,857,385
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,811,372 $1,811,372 0.12 $1,805,316
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 $1,805,546 $1,805,546 0.12 $1,801,631
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 $1,801,642 $1,801,642 0.12 $1,797,210
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 $1,794,223 $1,794,223 0.12 $1,792,618
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,752,561 $1,765,319 $1,765,319 0.12 $1,763,275
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,763,130 $1,763,130 0.12 $1,758,977
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,752,300 $1,752,300 0.12 $1,748,980
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,748,622 $1,748,622 0.12 $1,739,664
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,745,959 $1,745,959 0.11 $1,741,985
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,726,745 $1,729,688 $1,729,688 0.11 $1,722,234
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,718,755 $1,718,755 0.11 $1,717,162
BXHPP Trust 2021-FILM C 4.842% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,709,885 $1,709,885 0.11 $1,705,426
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 1,708,282 $1,709,135 $1,709,135 0.11 $1,707,779
Hertz Vehicle Financing III LLC|6.45|11/25/2030, 6.45%, 11/25/30 HERTZ 2026-1A 42806MEH8 - 1,700,000 $1,705,102 $1,705,102 0.11 $1,704,188
Extended Stay America Trust 2025-ESH F 7.72709% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,702,015 $1,702,015 0.11 $1,695,864
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,701,987 $1,701,987 0.11 $1,694,926
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,694,585 $1,694,585 0.11 $1,692,825
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,693,177 $1,693,177 0.11 $1,689,571
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,693,172 $1,693,172 0.11 $1,690,415
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,669,707 $1,669,707 0.11 $1,661,622
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,669,302 $1,669,302 0.11 $1,661,523
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,664,816 $1,664,816 0.11 $1,663,999
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,646,663 $1,646,663 0.11 $1,642,343
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,628,170 $1,628,170 0.11 $1,624,788
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,622,286 $1,622,286 0.11 $1,612,817
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,619,518 $1,622,118 $1,622,118 0.11 $1,614,413
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.9621% 25-DEC-2041, 5.96%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,613,212 $1,613,212 0.11 $1,611,622
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 $1,594,950 $1,594,950 0.10 $1,593,571
BX Commercial Mortgage Trust 2024-WPT D 6.31679% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,587,625 $1,587,625 0.10 $1,582,912
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,584,264 $1,587,360 $1,587,360 0.10 $1,585,984
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,583,437 $1,583,437 0.10 $1,574,637
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,570,253 $1,583,394 $1,583,394 0.10 $1,575,847
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,554,337 $1,559,192 $1,559,192 0.10 $1,554,262
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,521,728 $1,553,518 $1,553,518 0.10 $1,551,677
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,532,071 $1,547,656 $1,547,656 0.10 $1,540,111
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,532,071 $1,545,679 $1,545,679 0.10 $1,538,389
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,544,713 $1,544,713 0.10 $1,542,451
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 $1,524,983 $1,524,983 0.10 $1,520,553
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,523,803 $1,523,803 0.10 $1,519,632
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,523,577 $1,523,577 0.10 $1,520,787
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 $1,522,674 $1,522,674 0.10 $1,518,094
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 1,508,000 $1,516,516 $1,516,516 0.10 $1,515,107
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,514,022 $1,514,022 0.10 $1,509,779
Gracie Point International Funding, Series 2025-1 C 6.39285% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,513,977 $1,513,977 0.10 $1,505,712
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,512,103 $1,512,103 0.10 $1,508,796
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,528,000 $1,510,685 $1,510,685 0.10 $1,509,730
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,507,296 $1,507,296 0.10 $1,507,057
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,427 $1,502,427 0.10 $1,495,777
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,500,766 $1,500,766 0.10 $1,500,766
Kapitus Asset Securitization VI, Series 2026-1 A 5.36% 10-MAY-2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 1,500,000 $1,500,622 $1,500,622 0.10 $1,497,942
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,499,446 $1,499,446 0.10 $1,495,846
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 $1,484,424 $1,484,424 0.10 $1,480,630
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,483,077 $1,483,077 0.10 $1,476,406
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,477,500 $1,481,133 $1,481,133 0.10 $1,478,293
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,457,774 $1,457,774 0.10 $1,452,545
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,439,347 $1,431,860 $1,431,860 0.09 $1,430,661
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,412,856 $1,412,856 0.09 $1,412,841
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,416,245 $1,409,518 $1,409,518 0.09 $1,406,445
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,406,940 $1,406,940 0.09 $1,404,986
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,413,337 $1,404,488 $1,404,488 0.09 $1,398,561
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,408,190 $1,400,830 $1,400,830 0.09 $1,395,150
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,397,636 $1,397,636 0.09 $1,396,212
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,385,471 $1,390,446 $1,390,446 0.09 $1,387,219
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,376,318 $1,376,318 0.09 $1,375,098
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,376,174 $1,376,174 0.09 $1,368,704
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 $1,374,479 $1,374,479 0.09 $1,371,183
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 $1,357,888 $1,357,888 0.09 $1,354,714
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 - 1,558,446 $1,307,690 $1,307,690 0.09 $1,306,519
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,296,435 $1,299,173 $1,299,173 0.09 $1,287,868
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,272,777 $1,280,134 $1,280,134 0.08 $1,274,152
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,250,922 $1,273,067 $1,273,067 0.08 $1,268,599
Great Wolf Trust 2024-WOLF C 6.01809% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,268,833 $1,268,833 0.08 $1,265,252
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,260,950 $1,260,950 0.08 $1,257,714
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,253,633 $1,256,178 $1,256,178 0.08 $1,250,319
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.22513% 20-OCT-2032, 6.23%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,232,560 $1,243,458 $1,243,458 0.08 $1,240,900
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,230,972 $1,239,071 $1,239,071 0.08 $1,231,108
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,235,437 $1,236,510 $1,236,510 0.08 $1,231,211
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 $1,234,764 $1,234,764 0.08 $1,231,864
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,217,444 $1,217,444 0.08 $1,216,108
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,215,440 $1,215,440 0.08 $1,211,664
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 $1,210,110 $1,210,110 0.08 $1,206,451
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 $1,192,764 $1,192,764 0.08 $1,189,329
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 $1,188,483 $1,188,483 0.08 $1,183,949
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 $1,187,664 $1,187,664 0.08 $1,183,839
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,181,844 $1,181,844 0.08 $1,180,102
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.12513% 20-MAR-2033, 7.13%, 03/21/33 HACLN 2025-1 446438TA1 - 1,166,791 $1,174,978 $1,174,978 0.08 $1,172,207
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.3621% 25-FEB-2042, 8.36%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,174,386 $1,174,386 0.08 $1,172,792
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,162,226 $1,169,906 $1,169,906 0.08 $1,164,577
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,156,579 $1,156,579 0.08 $1,155,996
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,151,150 $1,148,067 $1,148,067 0.08 $1,144,963
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,180,938 $1,133,186 $1,133,186 0.07 $1,130,234
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,110,924 $1,131,955 $1,131,955 0.07 $1,128,536
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,128,070 $1,128,070 0.07 $1,124,949
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,068,892 $1,115,610 $1,115,610 0.07 $1,111,747
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,113,774 $1,113,763 $1,113,763 0.07 $1,112,424
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.77513% 20-MAY-2032, 6.78%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,094,876 $1,107,752 $1,107,752 0.07 $1,105,280
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,100,872 $1,104,808 $1,104,808 0.07 $1,102,873
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,101,410 $1,103,833 $1,103,833 0.07 $1,098,806
OBX 2026-HE1 Trust M2 5.4121% 25-FEB-2056, 5.41%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,100,264 $1,100,264 0.07 $1,099,106
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,070,389 $1,063,553 $1,063,553 0.07 $1,058,706
BX Trust 2024-VLT4 D 6.067142% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,056,499 $1,056,499 0.07 $1,053,475
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,056,458 $1,056,458 0.07 $1,055,560
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,055,922 $1,053,530 $1,053,530 0.07 $1,048,912
BX Trust 2024-CNYN C 5.56825% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,053,144 $1,053,144 0.07 $1,050,383
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,052,196 $1,052,196 0.07 $1,048,272
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,015,651 $1,027,481 $1,027,481 0.07 $1,020,719
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,025,704 $1,025,704 0.07 $1,022,149
LIFE 2021-BMR Mortgage Trust E 5.492% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,025,009 $1,025,009 0.07 $1,022,286
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,050,367 $1,024,685 $1,024,685 0.07 $1,020,965
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,023,046 $1,023,046 0.07 $1,019,550
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.2621% 25-NOV-2041, 7.26%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,013,041 $1,013,041 0.07 $1,011,830
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 $1,012,078 $1,012,078 0.07 $1,006,100
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 $1,010,160 $1,010,160 0.07 $1,006,862
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 $1,004,870 $1,004,870 0.07 $1,003,911
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $994,269 $994,269 0.07 $993,859
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $993,402 $993,402 0.07 $992,346
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $993,188 $993,188 0.07 $992,302
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $986,333 $986,333 0.06 $983,422
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 969,835 $972,187 $972,187 0.06 $967,816
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 936,210 $954,924 $954,924 0.06 $951,425
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 926,050 $936,597 $936,597 0.06 $932,114
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 939,882 $933,697 $933,697 0.06 $929,941
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 926,609 $931,697 $931,697 0.06 $928,947
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 - 922,181 $929,013 $929,013 0.06 $927,970
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 922,008 $922,699 $922,699 0.06 $922,006
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $914,464 $914,464 0.06 $913,285
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 923,960 $909,672 $909,672 0.06 $906,592
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $906,284 $906,284 0.06 $902,174
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,381 $905,381 0.06 $904,632
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $904,269 $904,269 0.06 $902,744
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 856,552 $902,813 $902,813 0.06 $899,349
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 906,451 $902,147 $902,147 0.06 $898,450
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 896,236 $899,452 $899,452 0.06 $897,258
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $896,266 $896,266 0.06 $890,526
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 864,035 $882,085 $882,085 0.06 $879,044
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 860,668 $869,563 $869,563 0.06 $865,433
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $846,175 $846,175 0.06 $842,294
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $842,811 $842,811 0.06 $840,001
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,217 $841,217 0.06 $840,484
BX Trust 2026-CIP D 5.75% 15-MAY-2038, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $831,361 $831,361 0.05 $829,909
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $817,841 $817,841 0.05 $811,526
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $816,078 $816,078 0.05 $810,869
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 818,405 $809,780 $809,780 0.05 $809,303
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 $804,667 $804,667 0.05 $800,768
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.62513% 20-OCT-2032, 7.63%, 10/20/32 HACLN 2024-2 44644NAK5 - 783,960 $782,221 $782,221 0.05 $780,228
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $777,011 $777,011 0.05 $774,381
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $770,629 $770,629 0.05 $767,186
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.44516% 25-JUN-2047, 5.41%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $749,163 $749,163 0.05 $745,347
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.39516% 25-JUN-2047, 6.36%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $738,515 $738,515 0.05 $734,166
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $725,915 $725,915 0.05 $722,802
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 $721,433 $721,433 0.05 $720,364
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.05%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 673,184 $718,140 $718,140 0.05 $717,237
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 718,493 $715,225 $715,225 0.05 $712,122
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 666,667 $702,377 $702,377 0.05 $700,307
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $699,270 $699,270 0.05 $698,153
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $678,017 $678,017 0.04 $668,167
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 666,667 $674,986 $674,986 0.04 $673,605
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 640,516 $667,021 $667,021 0.04 $663,539
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 640,516 $658,826 $658,826 0.04 $656,297
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 653,691 $658,719 $658,719 0.04 $657,008
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 643,190 $641,807 $641,807 0.04 $641,238
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $628,140 $628,140 0.04 $627,292
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.6621% 25-DEC-2031, 5.66%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 609,159 $615,384 $615,384 0.04 $611,919
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 649,400 $611,558 $611,558 0.04 $611,064
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,798 $607,798 0.04 $607,180
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 567,573 $579,140 $579,140 0.04 $577,084
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $562,509 $562,509 0.04 $561,761
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $547,138 $547,138 0.04 $544,833
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 531,969 $545,738 $545,738 0.04 $541,633
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 531,969 $539,527 $539,527 0.04 $536,398
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $520,140 $520,140 0.03 $517,399
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 $515,056 $515,056 0.03 $514,697
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $512,709 $512,709 0.03 $510,897
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $511,026 $511,026 0.03 $509,613
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,539 $509,539 0.03 $508,199
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 507,860 $508,603 $508,603 0.03 $507,036
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $508,401 $508,401 0.03 $507,103
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $507,841 $507,841 0.03 $506,379
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 $506,798 $506,798 0.03 $505,442
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $506,243 $506,243 0.03 $502,905
NATL Commercial Mortgage Trust 2026-IND D 5.8% 15-JUN-2043, 5.80%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $501,898 $501,898 0.03 $501,898
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.288% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $495,488 $495,488 0.03 $494,535
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 493,570 $491,709 $491,709 0.03 $489,604
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $488,716 $488,716 0.03 $482,136
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 463,588 $471,615 $471,615 0.03 $469,771
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 470,376 $470,837 $470,837 0.03 $470,460
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 464,179 $468,091 $468,091 0.03 $465,644
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $461,326 $461,326 0.03 $459,626
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 441,452 $450,254 $450,254 0.03 $449,141
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.87513% 20-SEP-2033, 6.88%, 09/20/33 HACLN 2025-2 44644NAR0 - 446,437 $447,803 $447,803 0.03 $446,780
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.2121% 25-DEC-2031, 7.21%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 430,805 $437,496 $437,496 0.03 $434,378
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $420,376 $420,376 0.03 $418,967
BXHPP Trust 2021-FILM A 4.392% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,068 $416,068 0.03 $415,161
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $406,702 $406,702 0.03 $405,498
BX Commercial Mortgage Trust 2026-CSMO C 5.62709% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,949 $402,949 0.03 $401,886
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 393,162 $391,262 $391,262 0.03 $390,429
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 374,595 $384,493 $384,493 0.03 $382,846
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.87513% 20-MAY-2032, 8.88%, 05/20/32 HACLN 2024-1 44644NAD1 - 378,995 $384,049 $384,049 0.03 $382,928
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 381,750 $383,162 $383,162 0.03 $381,981
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 $381,747 $381,747 0.03 $380,640
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 380,944 $381,737 $381,737 0.03 $381,409
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,025 $376,025 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,365 $371,365 0.02 $369,747
DBGS 2021-W52 Mortgage Trust B 5.6387% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $365,168 $365,168 0.02 $364,193
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.05%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 344,333 $363,738 $363,738 0.02 $363,334
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 350,399 $353,402 $353,402 0.02 $352,602
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $347,633 $347,633 0.02 $346,745
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 - 380,402 $333,036 $333,036 0.02 $332,779
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $329,420 $329,420 0.02 $328,988
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $322,937 $322,937 0.02 $322,554
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $315,177 $315,177 0.02 $314,070
BX Commercial Mortgage Trust 2024-MF C 5.56799% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,445 $311,445 0.02 $310,631
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $302,171 $302,171 0.02 $300,772
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 $301,258 $301,258 0.02 $300,996
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $299,400 $299,400 0.02 $298,087
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 294,057 $299,093 $299,093 0.02 $298,058
CSMC 2021-BHAR E 7.242% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $298,117 $298,117 0.02 $297,091
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 280,863 $292,539 $292,539 0.02 $291,011
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,597 $283,597 0.02 $282,977
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 268,614 $275,295 $275,295 0.02 $274,617
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 279,133 $273,825 $273,825 0.02 $273,584
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,242 $269,242 0.02 $268,620
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 253,028 $255,122 $255,122 0.02 $254,348
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 $254,922 $254,922 0.02 $254,082
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 $253,151 $253,151 0.02 $252,288
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 233,722 $235,796 $235,796 0.02 $235,074
BXHPP Trust 2021-FILM B 4.642% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,285 $233,285 0.02 $232,737
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 224,757 $233,212 $233,212 0.02 $231,939
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $231,243 $231,243 0.02 $230,148
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 223,023 $226,918 $226,918 0.01 $225,498
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $213,257 $213,257 0.01 $212,282
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $212,393 $212,393 0.01 $212,289
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 209,019 $209,196 $209,196 0.01 $209,019
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,902 $203,902 0.01 $203,059
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 187,242 $190,341 $190,341 0.01 $189,787
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 189,604 $190,291 $190,291 0.01 $189,262
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 179,495 $179,267 $179,267 0.01 $179,110
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 177,921 $179,191 $179,191 0.01 $178,653
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $176,866 $176,866 0.01 $176,637
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 173,695 $175,813 $175,813 0.01 $175,616
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,558 $157,558 0.01 $157,458
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 151,660 $151,713 $151,713 0.01 $151,506
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 174,144 $132,762 $132,762 0.01 $132,721
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 129,760 $131,839 $131,839 0.01 $131,546
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 127,060 $127,719 $127,719 0.01 $127,348
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 107,793 $108,149 $108,149 0.01 $107,915
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 105,066 $107,902 $107,902 0.01 $107,014
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,936 $100,936 0.01 $100,865
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,628 $100,628 0.01 $100,559
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,651 $92,651 0.01 $92,581
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 91,119 $90,175 $90,175 0.01 $90,067
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 88,117 $88,035 $88,035 0.01 $87,985
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 81,093 $81,558 $81,558 0.01 $81,295
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,809 $71,809 0.00 $71,751
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 31,886 $32,002 $32,002 0.00 $31,974
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 - 30,335 $30,718 $30,718 0.00 $30,668
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 23,775 $23,865 $23,865 0.00 $23,802
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - $20,786 $20,786 0.00 $0
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 19,510 $19,618 $19,618 0.00 $19,597
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 - 10,986 $11,056 $11,056 0.00 $11,019
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,832,703 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -282.00 $-31,606,031 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - 742.00 $79,550,516 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -108.00 $-12,355,875 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 5,455 $1,126,798,438 $0 0.00 $0
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $39,877,688 $-4,725 0.00 $-4,725
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-39,877,688 $-3,675,000 -0.24 $-3,675,000
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - -189,990,000 $-159,028,470 $-159,028,470 -10.46 $-159,028,470
SEGREGATED CASH SEGCASH $0.00 12,950,000 $12,950,000 $12,950,000 0.85 $12,950,000
US DOLLARS USD MD_142224 - -448,340,863 $-448,340,863 $-448,340,863 -29.50 $-448,340,863
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,893,337 $127,895 0.01 $-106,656
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,462,500 $0 0.00 $0
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $29,623,425 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,331,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,418,750 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,214,666 $-125,036 -0.01 $-125,036

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